3 papers
math.OC2024
Analytic analysis of the worst-case complexity of the gradient method with exact line search and the Polyak stepsize
Ya-Kui Huang, Hou-Duo Qi
We give a novel analytic analysis of the worst-case complexity of the gradient method with exact line search and the Polyak stepsize, respectively, which previously could only be e…
math.OC2023
An Optimization Study of Diversification Return Portfolios
Chao Ding, Houduo Qi
The concept of Diversification Return (DR) was introduced by Booth and Fama in 1990s and it has been well studied in the finance literature mainly focusing on the various sources i…
stat.ML2014
Convex Optimization Learning of Faithful Euclidean Distance Representations in Nonlinear Dimensionality Reduction
Chao Ding, Hou-Duo Qi
Classical multidimensional scaling only works well when the noisy distances observed in a high dimensional space can be faithfully represented by Euclidean distances in a low dimen…