109 citations · 579 across the 90 of their papers we have counts for
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An augmented Lagrangian method with constraint generation for shape-constrained convex regression problems
Meixia Lin, Defeng Sun, Kim-Chuan Toh
Shape-constrained convex regression problem deals with fitting a convex function to the observed data, where additional constraints are imposed, such as component-wise monotonicity…
An efficient implementable inexact entropic proximal point algorithm for a class of linear programming problems
Hong T. M. Chu, Ling Liang, Kim-Chuan Toh +1
We introduce a class of specially structured linear programming (LP) problems, which has favorable modeling capability for important application problems in different areas such as…
Learning Graph Laplacian with MCP
Yangjing Zhang, Kim-Chuan Toh, Defeng Sun
We consider the problem of learning a graph under the Laplacian constraint with a non-convex penalty: minimax concave penalty (MCP). For solving the MCP penalized graphical model,…
An Inexact Augmented Lagrangian Method for Second-order Cone Programming with Applications
Ling Liang, Defeng Sun, Kim-Chuan Toh
In this paper, we adopt the augmented Lagrangian method (ALM) to solve convex quadratic second-order cone programming problems (SOCPs). Fruitful results on the efficiency of the AL…
Adaptive Sieving with PPDNA: Generating Solution Paths of Exclusive Lasso Models
Meixia Lin, Yancheng Yuan, Defeng Sun +1
The exclusive lasso (also known as elitist lasso) regularization has become popular recently due to its superior performance on structured sparsity. Its complex nature poses diffic…
On Degenerate Doubly Nonnegative Projection Problems
Ying Cui, Ling Liang, Defeng Sun +1
The doubly nonnegative (DNN) cone, being the set of all positive semidefinite matrices whose elements are nonnegative, is a popular approximation of the computationally intractable…
Estimation of sparse Gaussian graphical models with hidden clustering structure
Meixia Lin, Defeng Sun, Kim-Chuan Toh +1
Estimation of Gaussian graphical models is important in natural science when modeling the statistical relationships between variables in the form of a graph. The sparsity and clust…
Efficient algorithms for multivariate shape-constrained convex regression problems
Meixia Lin, Defeng Sun, Kim-Chuan Toh
Shape-constrained convex regression problem deals with fitting a convex function to the observed data, where additional constraints are imposed, such as component-wise monotonicity…
Mesh Independence of a Majorized ABCD Method for Sparse PDE-constrained Optimization Problems
Xiaoliang Song, Defeng Sun, Kim-Chuan Toh
A majorized accelerated block coordinate descent (mABCD) method in Hilbert space is analyzed to solve a sparse PDE-constrained optimization problem via its dual. The finite element…