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20172022
most citedFirst-order methods for constrained convex programming based on linearized augmented Lagrangian function

18 citations · 21 across the 3 of their papers we have counts for

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11 papers · 1 filter

math.OC2022

Inexact accelerated proximal gradient method with line search and reduced complexity for affine-constrained and bilinear saddle-point structured convex problems

Qihang Lin, Yangyang Xu

The goal of this paper is to reduce the total complexity of gradient-based methods for two classes of problems: affine-constrained composite convex optimization and bilinear saddle…

math.OC20203 cited

Greedy coordinate descent method on non-negative quadratic programming

Chenyu Wu, Yangyang Xu

The coordinate descent (CD) method has recently become popular for solving very large-scale problems, partly due to its simple update, low memory requirement, and fast convergence.…

math.OC2020

First-order methods for problems with O(1) functional constraints can have almost the same convergence rate as for unconstrained problems

Yangyang Xu

First-order methods (FOMs) have recently been applied and analyzed for solving problems with complicated functional constraints. Existing works show that FOMs for functional constr…

math.OC2020

Rate-improved Inexact Augmented Lagrangian Method for Constrained Nonconvex Optimization

Zichong Li, Pin-Yu Chen, Sijia Liu +2

First-order methods have been studied for nonlinear constrained optimization within the framework of the augmented Lagrangian method (ALM) or penalty method. We propose an improved…

math.OC2020

Augmented Lagrangian based first-order methods for convex-constrained programs with weakly-convex objective

Zichong Li, Yangyang Xu

First-order methods (FOMs) have been widely used for solving large-scale problems. A majority of existing works focus on problems without constraint or with simple constraints. Sev…

math.OC2019

Katyusha Acceleration for Convex Finite-Sum Compositional Optimization

Yibo Xu, Yangyang Xu

Structured problems arise in many applications. To solve these problems, it is important to leverage the structure information. This paper focuses on convex problems with a finite-…