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20162021
most citedA variable metric mini-batch proximal stochastic recursive gradient algorithm with diagonal Barzilai-Borwein stepsize

4 citations · 14 across the 9 of their papers we have counts for

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16 papers · 1 filter

math.OC20212 cited

A novel augmented Lagrangian method of multipliers for optimization with general inequality constraints

Xin-Wei Liu, Yu-Hong Dai, Ya-Kui Huang +1

We introduce a twice differentiable augmented Lagrangian for nonlinear optimization with general inequality constraints and show that a strict local minimizer of the original probl…

math.OC20202 cited

Majorized Semi-proximal Alternating Coordinate Method for Nonsmooth Convex-Concave Minimax Optimization

Yu-Hong Dai, Jiani Wang, Liwei Zhang

Minimax optimization problems are an important class of optimization problems arising from modern machine learning and traditional research areas. While there have been many numeri…

math.OC20201 cited

Optimization with Least Constraint Violation

Yu-Hong Dai, Liwei Zhang

Study about theory and algorithms for constrained optimization usually assumes that the feasible region of the optimization problem is nonempty. However, there are many important p…

math.OC20204 cited

A variable metric mini-batch proximal stochastic recursive gradient algorithm with diagonal Barzilai-Borwein stepsize

Tengteng Yu, Xin-Wei Liu, Yu-Hong Dai +1

Variable metric proximal gradient methods with different metric selections have been widely used in composite optimization. Combining the Barzilai-Borwein (BB) method with a diagon…

math.OC2020

Equipping Barzilai-Borwein method with two dimensional quadratic termination property

Yakui Huang, Yu-Hong Dai, Xin-Wei Liu

A novel gradient stepsize is derived at the motivation of equipping the Barzilai-Borwein (BB) method with two dimensional quadratic termination property. A remarkable feature of th…

math.OC2020

Linear convergence of random dual coordinate incremental aggregated gradient methods

Hui Zhang, Yu-Hong Dai, Lei Guo

In this paper, we consider the dual formulation of minimizing with the index sets and being large. To address the…