3 papers
math.OC2026
Multiplicative Gradient Method for Log-Homogeneous Optimization: A Unified Mirror-Descent Framework
Chun-Neng Chu, Yen-Huan Li
Consider the problems of computing -Lewis weights, Kelly portfolios, D-optimal designs, general equilibria in Fisher markets, and optimal error exponents for channel coding…
cs.IT2026
Algorithms for Computing the Petz-Augustin Capacity
Chun-Neng Chu, Wei-Fu Tseng, Yen-Huan Li
We propose the first algorithms with non-asymptotic convergence guarantees for computing the Petz-Augustin capacity, which generalizes the channel capacity and characterizes the op…
quant-ph2025
A Linearly Convergent Algorithm for Petz-Augustin Means with Applications to Computing Petz-Augustin Capacity and Equilibrium Prices in Fisher Markets
Chun-Neng Chu, Wei-Fu Tseng, Yen-Huan Li
We study the computation of the Petz-Augustin mean of order , defined as the minimizer of a weighted sum of Petz-Rényi divergences of order over…