11 papers
A Gaussian smoothing-based zeroth-order method for Goldstein second-order stationarity
Ming Lei, Ting Kei Pong, Man-Chung Yue +2
We introduce a new generalized Hessian, called the Goldstein second-order -subdifferential, and an associated notion of -second-order stationary point for conti…
Burer-Monteiro factorizability of nuclear norm regularized optimization
Wenqing Ouyang, Ting Kei Pong, Man-Chung Yue
This paper studies the relationship between the nuclear norm-regularized minimization problem, which minimizes the sum of a function and a positive multiple of the nuclea…
Change Point Detection in Precision Matrices with D-trace Loss
Ying Lin, Benjamin Poignard, Ting Kei Pong +1
We consider the problem of estimating a time-varying sparse precision matrix, which is assumed to evolve in a piecewise constant manner. Building upon the Group Fused LASSO and LAS…
A smoothing extended sequential quadratic method for difference-of-convex optimization over a convex composite inequality constraint
Jiefeng Xu, Ting Kei Pong, Yongle Zhang
We consider the problem of minimizing a difference-of-convex objective over a convex composite inequality constraint and a compact convex set constraint. To solve this problem, we…
A conditional-gradient-based single-loop augmented Lagrangian method for inequality constrained optimization
Xiaozhou Wang, Ting Kei Pong, Zev Woodstock
We consider the problem of minimizing the sum of a Lipschitz differentiable convex function and a proper closed convex function that admits efficient linear minimization or…
A smoothing moving balls approximation method for a class of conic-constrained difference-of-convex optimization problems
Jiefeng Xu, Ting Kei Pong, Nung-sing Sze
In this paper, we consider the problem of minimizing a difference-of-convex objective over a nonlinear conic constraint, where the cone is closed, convex, pointed and has a nonempt…