4 papers · 1 filter
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…
Spectral-Spatial Extraction through Layered Tensor Decomposition for Hyperspectral Anomaly Detection
Quan Yu, Yu-Hong Dai, Minru Bai
Low rank tensor representation (LRTR) methods are very useful for hyperspectral anomaly detection (HAD). To overcome the limitations that they often overlook spectral anomaly and r…
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…