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05/28/2023
Constrained Optimization via Exact Augmented Lagrangian and Randomized Iterative Sketching
We consider solving equality-constrained nonlinear, nonconvex optimizati...
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11/29/2022
Fully Stochastic Trust-Region Sequential Quadratic Programming for Equality-Constrained Optimization Problems
We propose a trust-region stochastic sequential quadratic programming al...
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05/27/2022
Asymptotic Convergence Rate and Statistical Inference for Stochastic Sequential Quadratic Programming
We apply a stochastic sequential quadratic programming (StoSQP) algorith...
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04/20/2022
Hessian Averaging in Stochastic Newton Methods Achieves Superlinear Convergence
We consider minimizing a smooth and strongly convex objective function u...
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09/23/2021
Inequality Constrained Stochastic Nonlinear Optimization via Active-Set Sequential Quadratic Programming
We study nonlinear optimization problems with stochastic objective and d...
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02/10/2021
An Adaptive Stochastic Sequential Quadratic Programming with Differentiable Exact Augmented Lagrangians
We consider the problem of solving nonlinear optimization programs with ...
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07/03/2020
AEGCN: An Autoencoder-Constrained Graph Convolutional Network
We propose a novel neural network architecture, called autoencoder-const...
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05/14/2020
Overlapping Schwarz Decomposition for Nonlinear Optimal Control
We present an overlapping Schwarz decomposition algorithm for solving no...
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03/02/2020
Semiparametric Nonlinear Bipartite Graph Representation Learning with Provable Guarantees
Graph representation learning is a ubiquitous task in machine learning w...
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01/11/2020
Superconvergence of Online Optimization for Model Predictive Control
We develop a one-Newton-step-per-horizon, online, lag-L, model predictiv...
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12/13/2019
Exponential Decay in the Sensitivity Analysis of Nonlinear Dynamic Programming
In this paper, we study the sensitivity of discrete-time dynamic program...
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09/12/2019
Estimating Differential Latent Variable Graphical Models with Applications to Brain Connectivity
Differential graphical models are designed to represent the difference b...
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11/30/2018
The Graph-based Broad Behavior-Aware Recommendation System for Interactive News
In this paper, we propose a heuristic recommendation system for interact...
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11/27/2018
High-dimensional Index Volatility Models via Stein's Identity
In this paper, we consider estimating the parametric components of index...
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10/16/2018
High-dimensional Varying Index Coefficient Models via Stein's Identity
We study the parameter estimation problem for a single-index varying coe...
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11/14/2017
