7 citations · 11 across the 4 of their papers we have counts for
7 papers · 1 filter
Estimation of Individualized Decision Rules Based on an Optimized Covariate-Dependent Equivalent of Random Outcomes
Zhengling Qi, Ying Cui, Yufeng Liu +1
Recent exploration of optimal individualized decision rules (IDRs) for patients in precision medicine has attracted a lot of attention due to the heterogeneous responses of patient…
Nonsmooth Composite Matrix Optimization: Strong Regularity, Constraint Nondegeneracy and Beyond
Ying Cui, Chao Ding
The nonsmooth composite matrix optimization problem (CMatOP), in particular, the matrix norm minimization problem, is a generalization of the matrix conic programming problem with…
Computing the Best Approximation Over the Intersection of a Polyhedral Set and the Doubly Nonnegative Cone
Ying Cui, Defeng Sun, Kim-Chuan Toh
This paper introduces an efficient algorithm for computing the best approximation of a given matrix onto the intersection of linear equalities, inequalities and the doubly nonnegat…
Composite Difference-Max Programs for Modern Statistical Estimation Problems
Ying Cui, Jong-Shi Pang, Bodhisattva Sen
Many modern statistical estimation problems are defined by three major components: a statistical model that postulates the dependence of an output variable on the input features; a…
On the Finite Number of Directional Stationary Values of Piecewise Programs
Ying Cui, Jong-Shi Pang
Extending a fundamental result for (indefinite) quadratic programs, this paper shows that certain non-convex piecewise programs have only a finite number of directional stationary…
On the R-superlinear convergence of the KKT residues generated by the augmented Lagrangian method for convex composite conic programming
Ying Cui, Defeng Sun, Kim-Chuan Toh
Due to the possible lack of primal-dual-type error bounds, the superlinear convergence for the Karush-Kuhn-Tucker (KKT) residues of the sequence generated by augmented Lagrangian m…