4 papers
Node bipartition for rigidity and localization of networks with heterogeneous sensing
Yongjie Liu, Gangshan Jing, Long Wang
Graph rigidity theory is an important tool for examining the solvability of sensor network localization (SNL) problems, and ensuring global convergence of localization algorithms.…
On Wasserstein Distributionally Robust Mean Semi-Absolute Deviation Portfolio Model: Robust Selection and Efficient Computation
Weimi Zhou, Yong-Jin Liu
This paper focuses on the Wasserstein distributionally robust mean-lower semi-absolute deviation (DR-MLSAD) model, where the ambiguity set is a Wasserstein ball centered on the emp…
Dual Newton Proximal Point Algorithm for Solution Paths of the L1-Regularized Logistic Regression
Yong-Jin Liu, Weimi Zhou
The l1-regularized logistic regression is a widely used statistical model in data classification. This paper proposes a dual Newton method based proximal point algorithm (PPDNA) to…
Fast projection onto the intersection of simplex and singly linear constraint and its generalized Jacobian
Weimi Zhou, Yong-Jin Liu
Solving the distributional worst-case in the distributionally robust optimization problem is equivalent to finding the projection onto the intersection of simplex and singly linear…