Xiaohan Wei

activity

20152020

most citedOnline Convex Optimization with Stochastic Constraints

29 citations · 67 across the 6 of their papers we have counts for

collaborators

Showing 2018Show all

3 papers · 1 filter

math.OC2018

Solving Non-smooth Constrained Programs with Lower Complexity than $O (1/ ε)$ : A Primal-Dual Homotopy Smoothing Approach

Xiaohan Wei, Hao Yu, Qing Ling +1

We propose a new primal-dual homotopy smoothing algorithm for a linearly constrained convex program, where neither the primal nor the dual function has to be smooth or strongly con…

math.OC2018

Primal-Dual Frank-Wolfe for Constrained Stochastic Programs with Convex and Non-convex Objectives

Xiaohan Wei, Michael J. Neely

We study constrained stochastic programs where the decision vector at each time slot cannot be chosen freely but is tied to the realization of an underlying random state vector. Th…

math.ST2018

Structured Recovery with Heavy-tailed Measurements: A Thresholding Procedure and Optimal Rates

Xiaohan Wei

This paper introduces a general regularized thresholded least-square procedure estimating a structured signal $θ_{*} \in R^{d}$ from the following observations: $y_i = f(\langle…

Solving Non-smooth Constrained Programs with Lower Complexity than O(1/ε): A Primal-Dual Homotopy Smoothing Approach

Primal-Dual Frank-Wolfe for Constrained Stochastic Programs with Convex and Non-convex Objectives

Structured Recovery with Heavy-tailed Measurements: A Thresholding Procedure and Optimal Rates

Solving Non-smooth Constrained Programs with Lower Complexity than $O (1/ ε)$ : A Primal-Dual Homotopy Smoothing Approach