4 citations · 5 across the 7 of their papers we have counts for
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A Unified Framework for Generalized Moment Problems: a Novel Primal-Dual Approach
Jiayi Guo, Simai He, Bo Jiang +1
Generalized moment problems optimize functional expectation over a class of distributions with generalized moment constraints, i.e., the function in the moment can be any measurabl…
Bounding probability of small deviation on sum of independent random variables: Combination of moment approach and Berry-Esseen theorem
Jiayi Guo, Simai He, Zi Ling +1
In the context of bounding probability of small deviation, there are limited general tools. However, such bounds have been widely applied in graph theory and inventory management.…
Rescaling nonsmooth optimization using BFGS and Shor updates
Jiayi Guo, Adrian S. Lewis
The BFGS quasi-Newton methodology, popular for smooth minimization, has also proved surprisingly effective in nonsmooth optimization. Through a variety of simple examples and compu…
BFGS convergence to nonsmooth minimizers of convex functions
Jiayi Guo, Adrian Lewis
The popular BFGS quasi-Newton minimization algorithm under reasonable conditions converges globally on smooth convex functions. This result was proved by Powell in 1976: we conside…