109 citations · 579 across the 90 of their papers we have counts for
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An efficient Hessian based algorithm for solving large-scale sparse group Lasso problems
Yangjing Zhang, Ning Zhang, Defeng Sun +1
The sparse group Lasso is a widely used statistical model which encourages the sparsity both on a group and within the group level. In this paper, we develop an efficient augmented…
SDPNAL+: A Matlab software for semidefinite programming with bound constraints (version 1.0)
Defeng Sun, Kim-Chuan Toh, Yancheng Yuan +1
SDPNAL+ is a {\sc Matlab} software package that implements an augmented Lagrangian based method to solve large scale semidefinite programming problems with bound constraints. The i…
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…
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…
On the efficient computation of a generalized Jacobian of the projector over the Birkhoff polytope
Xudong Li, Defeng Sun, Kim-Chuan Toh
We derive an explicit formula, as well as an efficient procedure, for constructing a generalized Jacobian for the projector of a given square matrix onto the Birkhoff polytope, i.e…