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math.OC2016★ 2 cited
A Family of Inexact SQA Methods for Non-Smooth Convex Minimization with Provable Convergence Guarantees Based on the Luo-Tseng Error Bound Property
Man-Chung Yue, Zirui Zhou, Anthony Man-Cho So
We propose a new family of inexact sequential quadratic approximation (SQA) methods, which we call the inexact regularized proximal Newton () method, for minimizing…
math.OC2016★ 2 cited
On the Estimation Performance and Convergence Rate of the Generalized Power Method for Phase Synchronization
Huikang Liu, Man-Chung Yue, Anthony Man-Cho So
An estimation problem of fundamental interest is that of phase synchronization, in which the goal is to recover a collection of phases using noisy measurements of relative phases.…