3 papers
math.OC2026
Sinkhorn algorithms for entropic vector quantile regression
Kengo Kato, Boyu Wang
Vector quantile regression (VQR) is an optimal transport (OT)-based framework that extends linear quantile regression to vector-valued response variables and can be formulated as a…
math.OC2025
Stochastic ADMM with batch size adaptation for nonconvex nonsmooth optimization
Jiachen Jin, Kangkang Deng, Boyu Wang +1
Stochastic alternating direction method of multipliers (SADMM) is a popular method for solving nonconvex nonsmooth optimization in various applications. However, it typically requi…
math.OC2025
Stochastic momentum ADMM for nonconvex and nonsmooth optimization with application to PnP algorithm
Kangkang Deng, Shuchang Zhang, Boyu Wang +3
This paper proposes SMADMM, a single-loop Stochastic Momentum Alternating Direction Method of Multipliers for solving a class of nonconvex and nonsmooth composite optimization prob…