43 citations · 80 across the 22 of their papers we have counts for
23 papers
On the SDP relaxation gap for Submodular Box-Constrained Quadratic Programming
Junyu Zhang, Guanyi Wang
Continuous submodular optimization is an important class of nonconvex problems with global guarantees, for which the submodular box-constrained quadratic programming (BCQP) forms a…
Sparsity-Cone SDP Relaxations and Applications to Variable Fixing for Sparse Quadratic Programs
Di Hou, Thai P. D. Nguyen, Kim-Chuan Toh +1
Quadratic programs (QPs) with sparsity constraint are generally NP-hard, and their efficient global solution depends crucially on tractable tight convex relaxations. In this paper,…
Automated Reformulation of Robust Optimization via Memory-Augmented Large Language Models
Jinbiao Chen, Shuang Jin, Guoyun Zhang +3
Robust optimization (RO) provides a principled framework for decision-making under uncertainty, but its practical use is often limited by the need to manually reformulate uncertain…
Screening Cut Generation for Sparse Ridge Regression
Haozhe Tan, Guanyi Wang
Sparse ridge regression is widely utilized in modern data analysis and machine learning. However, computing globally optimal solutions for sparse ridge regression is challenging, p…
Robust Network Targeting with Multiple Nash Equilibria
Guanyi Wang
Many policy problems involve designing individualized treatment allocation rules to maximize the equilibrium social welfare of interacting agents. Focusing on large-scale simultane…
Sparse Principal Component Analysis with Non-Oblivious Adversarial Perturbations
Yuqing He, Guanyi Wang, Yu Yang
Sparse Principal Component Analysis (sparse PCA) is a fundamental dimension-reduction tool that enhances interpretability in various high-dimensional settings. An important variant…