5 papers
A Multiscale Primal-Dual Interior-Point Relaxation Method for Large-Scale Optimal Transport Problems
Shengyu Sun, Rui-Jin Zhang, Ruoyu Diao +1
Large-scale optimal transport (OT) problems involve a vast number of transport variables, leading to prohibitive memory and computational costs. To address these challenges, we pro…
Polynomial iteration complexity of a path-following smoothing Newton method for symmetric cone programming
Yu-Hong Dai, Ruoyu Diao, Xin-Wei Liu +1
It has long remained open whether smoothing Newton methods (SNMs) for symmetric cone programming (SCP) admit polynomial iteration complexity. A key difficulty lies in the lack of a…
A sequential linear complementarity problem method for generalized Nash equilibrium problems
Ruoyu Diao, Yu-Hong Dai, Liwei Zhang
Generalized Nash equilibrium problems (GNEPs) arise in various applications where multiple players minimize individual cost functions subject to coupled constraints. A relatively u…
A Newton Augmented Lagrangian Method for Symmetric Cone Programming with Complexity Analysis
Rui-Jin Zhang, Ruoyu Diao, Xin-Wei Liu +1
Symmetric cone programming covers a broad class of convex optimization problems, including linear programming, second-order cone programming, and semidefinite programming. Although…
Stability for Nash Equilibrium Problems
Ruoyu Diao, Yu-Hong Dai, Liwei Zhang
This paper is devoted to studying the stability properties of the Karush-Kuhn-Tucker (KKT) solution mapping for Nash equilibrium problems (NEPs) with canonical pertur…