109 citations · 579 across the 90 of their papers we have counts for
92 papers
Extension on the convergence rates of moment-SOS hierarchies via approximation of truncated moment sequences
Hoang Anh Tran, Kim-Chuan Toh
This paper continues our work on the convergence rates of moment-SOS hierarchies via approximation of truncated moment sequences. We extend the method developed for the Schmüdgen-t…
On the B-subdifferential of proximal operators of affine-constrained regularizer
Xudong Li, Meixia Lin, Kim-Chuan Toh
In this work, we study the affine-constrained regularizers, which frequently arise in statistical and machine learning problems across a variety of applications, including…
On the convergence rates of moment-SOS hierarchies approximation of truncated moment sequences
Hoang Anh Tran, Toh Kim-Chuan
The moment-SOS hierarchy is a widely applicable framework to address polynomial optimization problems over basic semi-algebraic sets based on positivity certificates of polynomial.…
NewVEM: A Newton Vertex Exchange Method for a Class of Constrained Self-Concordant Minimization Problems
Ling Liang, Kim-Chuan Toh, Haizhao Yang
We propose \textbf{NewVEM}, a Newton vertex exchange method for efficiently solving self-concordant minimization problems under generalized simplex constraints. The algorithm featu…
Nesterov's Accelerated Jacobi-Type Methods for Large-scale Symmetric Positive Semidefinite Linear Systems
Ling Liang, Qiyuan Pang, Kim-Chuan Toh +1
Solving symmetric positive semidefinite linear systems is an essential task in many scientific computing problems. While Jacobi-type methods, including the classical Jacobi method…
Wasserstein distributionally robust optimization and its tractable regularization formulations
Hong T. M. Chu, Meixia Lin, Kim-Chuan Toh
We study a variety of Wasserstein distributionally robust optimization (WDRO) problems where the distributions in the ambiguity set are chosen by constraining their Wasserstein dis…