activity
20142022
most citedLinear Rate Convergence of the Alternating Direction Method of Multipliers for Convex Composite Quadratic and Semi-Definite Programming

26 citations · 51 across the 21 of their papers we have counts for

collaborators

21 papers

math.OC2022

Optimality Conditions and Numerical Algorithms for A Class of Linearly Constrained Minimax Optimization Problems

Yu-Hong Dai, Jiani Wang, Liwei Zhang

It is well known that there have been many numerical algorithms for solving nonsmooth minimax problems, numerical algorithms for nonsmooth minimax problems with joint linear constr…

math.OC2021

The Augmented Lagrangian Method Can Approximately Solve Convex Optimization with Least Constraint Violation

Yu-Hong Dai, Liwei Zhang

There are many important practical optimization problems whose feasible regions are not known to be nonempty or not, and optimizers of the objective function with the least constra…

math.OC2021

Stability for Constrained Minimax Optimization

Yu-Hong Dai, Liwei Zhang

Minimax optimization problems are an important class of optimization problems arising from both modern machine learning and from traditional research areas. We focus on the stabili…

math.NA2021

Convergent and orthogonality preserving schemes for approximating the Kohn-Sham orbitals

Xiaoying Dai, Liwei Zhang, Aihui Zhou

To obtain convergent numerical approximations without using any orthogonalization operations is of great importance in electronic structure calculations. In this paper, we propose…

math.OC2020★ 2 cited

Majorized Semi-proximal Alternating Coordinate Method for Nonsmooth Convex-Concave Minimax Optimization

Yu-Hong Dai, Jiani Wang, Liwei Zhang

Minimax optimization problems are an important class of optimization problems arising from modern machine learning and traditional research areas. While there have been many numeri…

math.OC2020★ 1 cited

Optimization with Least Constraint Violation

Yu-Hong Dai, Liwei Zhang

Study about theory and algorithms for constrained optimization usually assumes that the feasible region of the optimization problem is nonempty. However, there are many important p…

math.OC2020★ 1 cited

Statistical Robustness of Empirical Risks in Machine Learning

Shaoyan Guo, Huifu Xu, Liwei Zhang

This paper studies convergence of empirical risks in reproducing kernel Hilbert spaces (RKHS). A conventional assumption in the existing research is that empirical training data do…

math.OC2020★ 1 cited

Optimality Conditions for Constrained Minimax Optimization

Yu-HOng Dai, Liwei Zhang

Minimax optimization problems arises from both modern machine learning including generative adversarial networks, adversarial training and multi-agent reinforcement learning, as we…

math.OC2020★ 2 cited

Pactical Newton Methods for Electronic Structure Calculations

Xiaoying Dai, Liwei Zhang, Aihui Zhou

In this paper, we propose and analyze some practical Newton methods for electronic structure calculations. We show the convergence and the local quadratic convergence rate for the…

math.OC2019★ 2 cited

Stochastic Approximation Proximal Method of Multipliers for Convex Stochastic Programming

Liwei Zhang, Yule Zhang, Jia Wu

This paper considers the problem of minimizing a convex expectation function over a closed convex set, coupled with a set of inequality convex expectation constraints. We present a…

math.OC2019★ 4 cited

Adaptive Step Size Strategy for Orthogonality Constrained Line Search Methods

Xiaoying Dai, Liwei Zhang, Aihui Zhou

In this paper, we propose an adaptive step size strategy for a class of line search methods for orthogonality constrained minimization problems, which avoids the classic backtracki…

math.OC2019

Online Alternating Direction Method of Multipliers for Online Composite Optimization

Yule Zhang, Zehao Xiao, Jia Wu +1

In this paper, we investigate regrets of an online semi-proximal alternating direction method of multiplier (Online-spADMM) for solving online linearly constrained convex composite…

math.OC2018

Critical Multipliers in Semidefinite Programming

Tianyu Zhang, Liwei Zhang

It was proved in [14] that the existence of a noncritical multiplier for a (smooth) nonlinear programming problem is equivalent to an error bound condition for the Karush-Kuhn-Thck…

math.OC2017

Continuous Behavioural Function Equilibria and Approximation Schemes in Bayesian Games with Non-Finite Type and Action Spaces

Shaoyan Guo, Huifu Xu, Liwei Zhang

Meirowitz [17] showed existence of continuous behavioural function equilibria for Bayesian games with non-finite type and action spaces. A key condition for the proof of the existe…

math.OC2017

The Rate of Convergence of the Augmented Lagrangian Method for a Nonlinear Semidefinite Nuclear Norm Composite Optimization Problem

Liwei Zhang, Yule Zhang, Jia Wu

We propose two basic assumptions, under which the rate of convergence of the augmented Lagrange method for a class of composite optimization problems is estimated. We analyze the r…

math.OC2017★ 4 cited

A Linearly Convergent Majorized ADMM with Indefinite Proximal Terms for Convex Composite Programming and Its Applications

Ning Zhang, Jia Wu, Liwei Zhang

This paper aims to study a majorized alternating direction method of multipliers with indefinite proximal terms (iPADMM) for convex composite optimization problems. We show that th…

math.OC2016★ 2 cited

A Regularized Semi-Smooth Newton Method With Projection Steps for Composite Convex Programs

Xiantao Xiao, Yongfeng Li, Zaiwen Wen +1

The goal of this paper is to study approaches to bridge the gap between first-order and second-order type methods for composite convex programs. Our key observations are: i) Many w…

math.NA2016★ 3 cited

A conjugate gradient method for electronic structure calculations

Xiaoying Dai, Zhuang Liu, Liwei Zhang +1

In this paper, we study a conjugate gradient method for electronic structure calculations. We propose a Hessian based step size strategy, which together with three orthogonality ap…

math.OC2016★ 3 cited

Characterization of the Robust Isolated Calmness for a Class of Conic Programming Problems

Chao Ding, Defeng Sun, Liwei Zhang

This paper is devoted to studying the robust isolated calmness of the Karush-Kuhn-Tucker (KKT) solution mapping for a large class of interesting conic programming problems (includi…

math.OC2015★ 26 cited

Linear Rate Convergence of the Alternating Direction Method of Multipliers for Convex Composite Quadratic and Semi-Definite Programming

Deren Han, Defeng Sun, Liwei Zhang

In this paper, we aim to provide a comprehensive analysis on the linear rate convergence of the alternating direction method of multipliers (ADMM) for solving linearly constrained…

math.OC2014

Smoothing SQP methods for solving degenerate nonsmooth constrained optimization problems with applications to bilevel programs

Mengwei Xu, Jane Ye, Liwei Zhang

We consider a degenerate nonsmooth and nonconvex optimization problem for which the standard constraint qualification such as the generalized Mangasarian Fromovitz constraint quali…