| Publication | Date of Publication | Type |
|---|
Riemannian trust region methods for \(\mathrm{SC}^1\) minimization
Journal of Scientific Computing | 2024-10-29 | Paper |
Exactness Conditions for Semidefinite Programming Relaxations of Generalization of the Extended Trust Region Subproblem
Mathematics of Operations Research | 2024-02-27 | Paper |
A Riemannian Proximal Newton Method
SIAM Journal on Optimization | 2024-02-27 | Paper |
| Riemannian Adaptive Regularized Newton Methods with H\"older Continuous Hessians | 2023-09-07 | Paper |
| Riemannian Trust Region Methods for SC$^1$ Minimization | 2023-07-02 | Paper |
Hölderian Error Bounds and Kurdyka-Łojasiewicz Inequality for the Trust Region Subproblem
Mathematics of Operations Research | 2023-01-09 | Paper |
| Proximal DC Algorithm for Sample Average Approximation of Chance Constrained Programming: Convergence and Numerical Results | 2023-01-01 | Paper |
| Decision Making under Cumulative Prospect Theory: An Alternating Direction Method of Multipliers | 2022-10-05 | Paper |
Cubic regularization methods with second-order complexity guarantee based on a new subproblem reformulation
Journal of the Operations Research Society of China | 2022-09-27 | Paper |
| Solving Stackelberg Prediction Game with Least Squares Loss via Spherically Constrained Least Squares Reformulation | 2022-06-06 | Paper |
Cubic regularization methods with second-order complexity guarantee based on a new subproblem reformulation
(available as arXiv preprint) | 2021-12-16 | Paper |
An accelerated first-order method with complexity analysis for solving cubic regularization subproblems
Computational Optimization and Applications | 2021-08-09 | Paper |
Complexity Results and Effective Algorithms for Worst-Case Linear Optimization Under Uncertainties
INFORMS Journal on Computing | 2021-06-23 | Paper |
| Fast Algorithms for Stackelberg Prediction Game with Least Squares Loss | 2021-05-12 | Paper |
A linear-time algorithm for generalized trust region subproblems
SIAM Journal on Optimization | 2021-03-11 | Paper |
| New notions of simultaneous diagonalizability of quadratic forms with applications to QCQPs | 2021-01-28 | Paper |
Portfolio Optimization with Nonparametric Value at Risk: A Block Coordinate Descent Method
INFORMS Journal on Computing | 2020-11-25 | Paper |
On Conic Relaxations of Generalization of the Extended Trust Region Subproblem
Advances in Intelligent Systems and Computing | 2020-02-07 | Paper |
H\"olderian error bounds and Kurdyka-{\L}ojasiewicz inequality for the trust region subproblem
(available as arXiv preprint) | 2019-11-26 | Paper |
Second order cone constrained convex relaxations for nonconvex quadratically constrained quadratic programming
Journal of Global Optimization | 2019-10-01 | Paper |
Novel reformulations and efficient algorithms for the generalized trust region subproblem
SIAM Journal on Optimization | 2019-08-27 | Paper |
Quadratic convex reformulation for quadratic programming with linear on-off constraints
European Journal of Operational Research | 2019-01-09 | Paper |
SOCP reformulation for the generalized trust region subproblem via a canonical form of two symmetric matrices
Mathematical Programming. Series A. Series B | 2018-06-25 | Paper |
Simultaneous diagonalization of matrices and its applications in quadratically constrained quadratic programming
SIAM Journal on Optimization | 2016-09-02 | Paper |
A Unified Framework for Rank-based Loss Minimization
(available as arXiv preprint) | N/A | Paper |
"Penalty-based Methods for Simple Bilevel Optimization under H\""{o}lderian Error Bounds"
(available as arXiv preprint) | N/A | Paper |
Near-Optimal Convex Simple Bilevel Optimization with a Bisection Method
(available as arXiv preprint) | N/A | Paper |
Lower-level Duality Based Reformulation and Majorization Minimization Algorithm for Hyperparameter Optimization
(available as arXiv preprint) | N/A | Paper |
