35 citations · 393 across the 62 of their papers we have counts for
5 papers · 1 filter
Worst-case iteration bounds for log barrier methods on problems with nonconvex constraints
Oliver Hinder, Yinyu Ye
Interior point methods (IPMs) that handle nonconvex constraints such as IPOPT, KNITRO and LOQO have had enormous practical success. We consider IPMs in the setting where the object…
Near-Optimal Time and Sample Complexities for Solving Discounted Markov Decision Process with a Generative Model
Aaron Sidford, Mengdi Wang, Xian Wu +2
In this paper we consider the problem of computing an -optimal policy of a discounted Markov Decision Process (DMDP) provided we can only access its transition function through…
An ADMM-Based Interior-Point Method for Large-Scale Linear Programming
Tianyi Lin, Shiqian Ma, Yinyu Ye +1
We propose a new framework to implement interior point method (IPM) to solve very large linear programs (LP). Traditional IPMs typically use Newton's method to approximately solve…
Exact Semidefinite Formulations for a Class of (Random and Non-Random) Nonconvex Quadratic Programs
Samuel Burer, Yinyu Ye
We study a class of quadratically constrained quadratic programs (QCQPs), called {\em diagonal QCQPs\/}, which contain no off-diagonal terms for , and we provide…
A one-phase interior point method for nonconvex optimization
Oliver Hinder, Yinyu Ye
The work of Wachter and Biegler suggests that infeasible-start interior point methods (IPMs) developed for linear programming cannot be adapted to nonlinear optimization without si…