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20112019
most citedOn the R-superlinear convergence of the KKT residues generated by the augmented Lagrangian method for convex composite conic programming

7 citations · 9 across the 5 of their papers we have counts for

collaborators

5 papers

math.OC20191 cited

A Newton-bracketing method for a simple conic optimization problem

Sunyoung Kim, Masakazu Kojima, Kim-Chuan Toh

For the Lagrangian-DNN relaxation of quadratic optimization problems (QOPs), we propose a Newton-bracketing method to improve the performance of the bisection-projection method imp…

math.OC20177 cited

On the R-superlinear convergence of the KKT residues generated by the augmented Lagrangian method for convex composite conic programming

Ying Cui, Defeng Sun, Kim-Chuan Toh

Due to the possible lack of primal-dual-type error bounds, the superlinear convergence for the Karush-Kuhn-Tucker (KKT) residues of the sequence generated by augmented Lagrangian m…

math.OC20171 cited

On efficiently solving the subproblems of a level-set method for fused lasso problems

Xudong Li, Defeng Sun, Kim-Chuan Toh

In applying the level-set method developed in [Van den Berg and Friedlander, SIAM J. on Scientific Computing, 31 (2008), pp.~890--912 and SIAM J. on Optimization, 21 (2011), pp.~12…

math.OC2015

An Efficient Inexact ABCD Method for Least Squares Semidefinite Programming

Defeng Sun, Kim-Chuan Toh, Liuqin Yang

We consider least squares semidefinite programming (LSSDP) where the primal matrix variable must satisfy given linear equality and inequality constraints, and must also lie in the…

math.OC2011

A proximal point algorithm for sequential feature extraction applications

Xuan Vinh Doan, Kim-Chuan Toh, Stephen Vavasis

We propose a proximal point algorithm to solve LAROS problem, that is the problem of finding a "large approximately rank-one submatrix". This LAROS problem is used to sequentially…