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20112025
most citedOn the Asymptotic Superlinear Convergence of the Augmented Lagrangian Method for Semidefinite Programming with Multiple Solutions

22 citations · 70 across the 44 of their papers we have counts for

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Showing 2019 · math.OCShow all

8 papers · 2 filters

math.OC2019

A Proximal Point Dual Newton Algorithm for Solving Group Graphical Lasso Problems

Yangjing Zhang, Ning Zhang, Defeng Sun +1

Undirected graphical models have been especially popular for learning the conditional independence structure among a large number of variables where the observations are drawn inde…

math.OC2019★ 1 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.OC2019

Doubly nonnegative relaxations are equivalent to completely positive reformulations of quadratic optimization problems with block-clique graph structures

Sunyoung Kim, Masakazu Kojima, Kim-Chuan Toh

We study the equivalence among a nonconvex QOP, its CPP and DNN relaxations under the assumption that the aggregated and correlative sparsity of the data matrices of the CPP relaxa…

math.OC2019

A sparse semismooth Newton based proximal majorization-minimization algorithm for nonconvex square-root-loss regression problems

Peipei Tang, Chengjing Wang, Defeng Sun +1

In this paper, we consider high-dimensional nonconvex square-root-loss regression problems and introduce a proximal majorization-minimization (PMM) algorithm for these problems. Ou…

math.OC2019

An asymptotically superlinearly convergent semismooth Newton augmented Lagrangian method for Linear Programming

Xudong Li, Defeng Sun, Kim-Chuan Toh

Powerful interior-point methods (IPM) based commercial solvers, such as Gurobi and Mosek, have been hugely successful in solving large-scale linear programming (LP) problems. The h…

math.OC2019

An Efficient Linearly Convergent Regularized Proximal Point Algorithm for Fused Multiple Graphical Lasso Problems

Ning Zhang, Yangjing Zhang, Defeng Sun +1

Nowadays, analysing data from different classes or over a temporal grid has attracted a great deal of interest. As a result, various multiple graphical models for learning a collec…