9 papers · 1 filter
History-Aware Adaptive High-Order Tensor Regularization
Chang He, Bo Jiang, Yuntian Jiang +2
In this paper, we develop a new adaptive regularization method for minimizing a composite function, which is the sum of a th-order () Lipschitz continuous function and…
Accelerating Trust-Region Methods: An Attempt to Balance Global and Local Efficiency
Yuntian Jiang, Chuwen Zhang, Bo Jiang +1
Balancing global efficiency and local convergence remains a central challenge in second-order methods for unconstrained convex optimization problems. Newton's method enjoys fast lo…
The Second-Order Tâtonnement: Decentralized Interior-Point Methods for Market Equilibrium
Chuwen Zhang, Chang He, Bo Jiang +1
The tâtonnement process and Smale's process are two classical approaches to compute market equilibrium in exchange economies. While the tâtonnement process can be seen as a first-o…
A Customized Augmented Lagrangian Method for Block-Structured Integer Programming
Rui Wang, Chuwen Zhang, Shanwen Pu +2
Integer programming with block structures has received considerable attention recently and is widely used in many practical applications such as train timetabling and vehicle routi…
cuPDLP-C: A Strengthened Implementation of cuPDLP for Linear Programming by C language
Haihao Lu, Jinwen Yang, Haodong Hu +6
A recent GPU implementation of the Restarted Primal-Dual Hybrid Gradient Method for Linear Programming was proposed in Lu and Yang (2023). Its computational results demonstrate the…
Beyond Nonconvexity: A Universal Trust-Region Method with New Analyses
Yuntian Jiang, Chang He, Chuwen Zhang +3
The trust-region (TR) method is renowned historically for its robustness in nonconvex problems and extraordinary numerical performance, but the study of its performance in convex o…