9 papers · 1 filter
A Multi-View Coupled Tensor Decomposition for Lightweight Online Adaptive Traffic Prediction
Quan Yu, Jie Ni, Yu-Hong Dai +1
Accurate online traffic prediction is essential for intelligent transportation systems, where forecasting must be performed continuously under imperfect sensing conditions. Missing…
A Multiscale Primal-Dual Interior-Point Relaxation Method for Large-Scale Optimal Transport Problems
Shengyu Sun, Rui-Jin Zhang, Ruoyu Diao +1
Large-scale optimal transport (OT) problems involve a vast number of transport variables, leading to prohibitive memory and computational costs. To address these challenges, we pro…
A primal--dual interior-point method for nonsymmetric conic optimization with conjugate-free scaling
Rui-Jin Zhang, Wenhao Fu, Yu-Hong Dai
We develop a primal--dual interior-point method for nonsymmetric conic optimization based on a conjugate-free scaling matrix. The scaling is obtained from a single-secant BFGS upda…
A Surrogate Value Function Formulation for Bilevel Optimization
Mengwei Xu, Yu-Hong Dai, Xin-Wei Liu +1
The value function formulation captures the hierarchical nature of bilevel optimization through the optimal value function of the lower level problem, yet its implicit and nonsmoot…
A Newton Augmented Lagrangian Method for Symmetric Cone Programming with Complexity Analysis
Rui-Jin Zhang, Ruoyu Diao, Xin-Wei Liu +1
Symmetric cone programming covers a broad class of convex optimization problems, including linear programming, second-order cone programming, and semidefinite programming. Although…
Triangle Steepest Descent: A Geometry-Based Gradient Algorithm with Guaranteed R-Linear Convergence
Ya Shen, Qing-Na Li, Yu-Hong Dai
Gradient methods are among the simplest yet most widely used algorithms for unconstrained optimization. Motivated by a geometric property of the steepest descent (SD) method that c…
An Efficient Stochastic Subgradient Method for the Global Placement Problem in Very Large-Scale Integration Circuits
Yi-Shuang Yue, Yu-Hong Dai, Haijun Yu
The placement problem in Very Large-Scale Integration (VLSI) circuits is a critical step in chip design. Its primary goal is to optimize the wirelength of circuit components within…
Enhanced Barrier-Smoothing Technique for Bilevel Optimization with Nonsmooth Mappings
Mengwei Xu, Yu-Hong Dai, Xin-Wei Liu +1
Bilevel optimization problems, encountered in fields such as economics, engineering, and machine learning, pose significant computational challenges due to their hierarchical struc…
Exact penalty method for D-stationary point of nonlinear optimization
Xin-Wei Liu, Yu-Hong Dai
We consider the nonlinear optimization problem with least -norm measure of constraint violations and introduce the concepts of the D-stationary point, the DL-stationary poi…