6 papers
Time-integrated Optimal Transport: A Robust Minimax Framework
Thai P. D. Nguyen, Hong T. M. Chu, Kim-Chuan Toh
Comparing time series in a principled manner requires capturing both temporal alignment and distributional similarity of features. Optimal transport (OT) has recently emerged as a…
A Low-rank Augmented Lagrangian Method for Polyhedral-SDP and Moment-SOS Relaxations of Polynomial Optimization
Di Hou, Tianyun Tang, Kim-Chuan Toh
Polynomial optimization problems (POPs) can be reformulated as geometric convex conic programs, as shown by Kim, Kojima, and Toh (SIOPT 30:1251-1273, 2020), though such formulation…
A Quadratically Convergent Alternating Projection Method for Nonconvex Sets
Nachuan Xiao, Shiwei Wang, Tianyun Tang +1
In this paper, we consider the feasibility problem, which aims to find a feasible point for the constraint set over a possibly non-regular subset…
An Exact Penalty Approach for Equality Constrained Optimization over a Convex Set
Nachuan Xiao, Tianyun Tang, Shiwei Wang +1
In this paper, we consider the nonlinear constrained optimization problem (NCP) with constraint set , where is a closed convex subset…
A low-rank augmented Lagrangian method for doubly nonnegative relaxations of mixed-binary quadratic programs
Di Hou, Tianyun Tang, Kim-Chuan Toh
Doubly nonnegative (DNN) programming problems are known to be challenging to solve because of their huge number of constraints and variables. In this work, we int…
A Bregman ADMM for Bethe variational problem
Yuehaw Khoo, Tianyun Tang, Kim-Chuan Toh
In this work, we propose a novel Bregman ADMM with nonlinear dual update to solve the Bethe variational problem (BVP), a key optimization formulation in graphical models and statis…