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math.OC2022
Tight Error Bounds for the Sign-Constrained Stiefel Manifold
Xiaojun Chen, Yifan He, Zaikun Zhang
The sign-constrained Stiefel manifold in is a segment of the Stiefel manifold with fixed signs (nonnegative or nonpositive) for some columns of the matrice…
math.OC2022
Anderson Acceleration for Nonsmooth Fixed Point Problems
Wei Bian, Xiaojun Chen
We give new convergence results of Anderson acceleration for the composite fixed point problem. We prove that Anderson(1) and EDIIS(1) are q-linear convergent with a smaller…
math.OC2022
An Optimal Control Problem with Terminal Stochastic Linear Complementarity Constraints
Jianfeng Luo, Xiaojun Chen
In this paper, we investigate an optimal control problem with terminal stochastic linear complementarity constraints (SLCC), and its discrete approximation using the relaxation, th…