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20172022
most citedOn the R-superlinear convergence of the KKT residues generated by the augmented Lagrangian method for convex composite conic programming

7 citations · 11 across the 4 of their papers we have counts for

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7 papers · 1 filter

math.OC2019

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…

math.OC2019

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…

math.OC2018

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…

math.OC2018

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…

math.OC2018

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…

math.OC20177 cited

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…