4 papers
math.OC2026
On the Convexification of Spectral Sets Induced by Non-Invariant Sets
Renbo Zhao
Given a finite-dimensional FTvN system , we study the convexification of the spectral set induced by a set $\mathcal{C} \subseteq…
math.OC2025
Bregman Douglas-Rachford Splitting Method
Shiqian Ma, Lin Xiao, Renbo Zhao
In this paper, we propose the Bregman Douglas-Rachford splitting (BDRS) method and its variant Bregman Peaceman-Rachford splitting method for solving maximal monotone inclusion pro…
math.OC2025
An Optimization Perspective on the Monotonicity of the Multiplicative Algorithm for Optimal Experimental Design
Renbo Zhao
We provide an optimization-based argument for the monotonicity of the multiplicative algorithm (MA) for a class of optimal experimental design problems considered in Yu (2010). Our…
math.OC2025
Dual Averaging With Non-Strongly-Convex Prox-Functions: New Analysis and Algorithm
Renbo Zhao
We present new analysis and algorithm of the dual-averaging-type (DA-type) methods for solving the composite convex optimization problem ${\min}_{x\in\mathbb{R}^n} \, f(\mathsf{A}…