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math.OC2025
A Dual Riemannian Augmented Lagrangian Method for Low-Rank SDPs with Unit Diagonal
Jie Wang, Liangbing Hu, Bican Xia
We propose ManiDSDP, a dual Riemannian augmented Lagrangian method for solving low-rank semidefinite programs in the dual form whose positive semidefinite variable has unit diagona…
math.OC2025
Sinkhorn Distributionally Robust Optimization
Jie Wang, Rui Gao, Yao Xie
We study distributionally robust optimization with Sinkhorn distance -- a variant of Wasserstein distance based on entropic regularization. We derive a convex programming dual refo…