109 citations · 579 across the 90 of their papers we have counts for
4 papers · 2 filters
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…
An Inexact Halpern Iteration with Application to Distributionally Robust Optimization
Ling Liang, Zusen Xu, Kim-Chuan Toh +1
The Halpern iteration for solving monotone inclusion problems has gained increasing interests in recent years due to its simple form and appealing convergence properties. In this p…