35 citations · 51 across the 4 of their papers we have counts for
5 papers
Joint Planning and Operations of Wind Power under Decision-dependent Uncertainty
Zhiqiang Chen, Caihua Chen, Jingshi Cui +2
We study a joint wind farm planning and operational scheduling problem under decision-dependent uncertainty. The objective is to determine the optimal number of wind turbines at ea…
Boosting Accelerated Proximal Gradient Method with Adaptive Sampling for Stochastic Composite Optimization
Dongxuan Zhu, Weihuan Huang, Caihua Chen
We develop an adaptive Nesterov accelerated proximal gradient (adaNAPG) algorithm for stochastic composite optimization problems, boosting the Nesterov accelerated proximal gradien…
Extended ADMM and BCD for Nonseparable Convex Minimization Models with Quadratic Coupling Terms: Convergence Analysis and Insights
Caihua Chen, Min Li, Xin Liu +1
In this paper, we establish the convergence of the proximal alternating direction method of multipliers (ADMM) and block coordinate descent (BCD) for nonseparable minimization mode…
A general inertial proximal point method for mixed variational inequality problem
Caihua Chen, Shiqian Ma, Junfeng Yang
In this paper, we first propose a general inertial proximal point method for the mixed variational inequality (VI) problem. Based on our knowledge, without stronger assumptions, co…
Sparse Portfolio Selection via Quasi-Norm Regularization
Caihua Chen, Xindan Li, Caleb Tolman +2
In this paper, we propose -norm regularized models to seek near-optimal sparse portfolios. These sparse solutions reduce the complexity of portfolio implementation and mana…