35 citations · 393 across the 62 of their papers we have counts for
6 papers · 1 filter
Online Linear Programming: Dual Convergence, New Algorithms, and Regret Bounds
Xiaocheng Li, Yinyu Ye
We study an online linear programming (OLP) problem under a random input model in which the columns of the constraint matrix along with the corresponding coefficients in the object…
Solving Discounted Stochastic Two-Player Games with Near-Optimal Time and Sample Complexity
Aaron Sidford, Mengdi Wang, Lin F. Yang +1
In this paper, we settle the sampling complexity of solving discounted two-player turn-based zero-sum stochastic games up to polylogarithmic factors. Given a stochastic game with d…
On a Randomized Multi-Block ADMM for Solving Selected Machine Learning Problems
Mingxi Zhu, Kresimir Mihic, Yinyu Ye
The Alternating Direction Method of Multipliers (ADMM) has now days gained tremendous attentions for solving large-scale machine learning and signal processing problems due to the…
Interior-Point Methods Strike Back: Solving the Wasserstein Barycenter Problem
Dongdong Ge, Haoyue Wang, Zikai Xiong +1
Computing the Wasserstein barycenter of a set of probability measures under the optimal transport metric can quickly become prohibitive for traditional second-order algorithms, suc…
Managing Randomization in the Multi-Block Alternating Direction Method of Multipliers for Quadratic Optimization
Kresimir Mihic, Mingxi Zhu, Yinyu Ye
The Alternating Direction Method of Multipliers (ADMM) has gained a lot of attention for solving large-scale and objective-separable constrained optimization. However, the two-bloc…
High-Dimensional Learning under ApproximateSparsity with Applications to Nonsmooth Estimation and Regularized Neural Networks
Hongcheng Liu, Yinyu Ye, Hung Yi Lee
High-dimensional statistical learning (HDSL) has wide applications in data analysis, operations research, and decision-making. Despite the availability of multiple theoretical fram…