3 citations · 8 across the 10 of their papers we have counts for
4 papers · 1 filter
A Unified Primal-Dual Algorithm Framework for Inequality Constrained Problems
Zhenyuan Zhu, Fan Chen, Junyu Zhang +1
In this paper, we propose a unified primal-dual algorithm framework based on the augmented Lagrangian function for composite convex problems with conic inequality constraints. The…
Riemannian Natural Gradient Methods
Jiang Hu, Ruicheng Ao, Anthony Man-Cho So +2
This paper studies large-scale optimization problems on Riemannian manifolds whose objective function is a finite sum of negative log-probability losses. Such problems arise in var…
-norm regularization algorithms for optimization over permutation matrices
Bo Jiang, Ya-Feng Liu, Zaiwen Wen
Optimization problems over permutation matrices appear widely in facility layout, chip design, scheduling, pattern recognition, computer vision, graph matching, etc. Since this pro…
A Composite Risk Measure Framework for Decision Making under Uncertainty
Pengyu Qian, Zizhuo Wang, Zaiwen Wen
In this paper, we present a unified framework for decision making under uncertainty. Our framework is based on the composite of two risk measures, where the inner risk measure acco…