b'Yinyu Ye'

research

∙ 08/21/2023

A Homogenization Approach for Gradient-Dominated Stochastic Optimization

Gradient dominance property is a condition weaker than strong convexity,...

0 Jiyuan Tan, et al. ∙

research

∙ 05/21/2023

Pre-trained Mixed Integer Optimization through Multi-variable Cardinality Branching

We propose a new method to accelerate online Mixed Integer Optimization ...

0 Yanguang Chen, et al. ∙

research

∙ 01/28/2023

Stochastic Dimension-reduced Second-order Methods for Policy Optimization

In this paper, we propose several new stochastic second-order algorithms...

0 Jinsong Liu, et al. ∙

research

∙ 09/02/2022

Optimal Diagonal Preconditioning: Theory and Practice

Preconditioning has been a staple technique in optimization and machine ...

5 Zhaonan Qu, et al. ∙

research

∙ 08/30/2022

Cardinal Optimizer (COPT) User Guide

Cardinal Optimizer is a high-performance mathematical programming solver...

1 Dongdong Ge, et al. ∙

research

∙ 07/30/2022

DRSOM: A Dimension Reduced Second-Order Method and Preliminary Analyses

We introduce a Dimension-Reduced Second-Order Method (DRSOM) for convex ...

8 Chuwen Zhang, et al. ∙

research

∙ 07/28/2022

HDSDP: Software for Semidefinite Programming

HDSDP is a numerical software solving the semidefinite programming probl...

0 Wenzhi Gao, et al. ∙

research

∙ 07/01/2022

Fine-grained Correlation Loss for Regression

Regression learning is classic and fundamental for medical image analysi...

15 Chaoyu Chen, et al. ∙

research

∙ 04/27/2022

Online Learning in Fisher Markets with Unknown Agent Preferences

In a Fisher market, agents (users) spend a budget of (artificial) curren...

0 Devansh Jalota, et al. ∙

research

∙ 10/27/2021

Fairer LP-based Online Allocation

In this paper, we consider a Linear Program (LP)-based online resource a...

4 Guanting Chen, et al. ∙

research

∙ 07/23/2021

An Adaptive State Aggregation Algorithm for Markov Decision Processes

Value iteration is a well-known method of solving Markov Decision Proces...

6 Guanting Chen, et al. ∙

research

∙ 07/08/2021

Boosting Method in Approximately Solving Linear Programming with Fast Online Algorithm

In this paper, we develop a new algorithm combining the idea of “boostin...

0 Wenzhi Gao, et al. ∙

research

∙ 07/06/2021

Distributed stochastic optimization with large delays

One of the most widely used methods for solving large-scale stochastic o...

12 Zhengyuan Zhou, et al. ∙

research

∙ 06/19/2021

Fisher Markets with Linear Constraints: Equilibrium Properties and Efficient Distributed Algorithms

The Fisher market is one of the most fundamental models for resource all...

0 Devansh Jalota, et al. ∙

research

∙ 03/30/2021

Robustifying Conditional Portfolio Decisions via Optimal Transport

We propose a data-driven portfolio selection model that integrates side ...

8 Viet Anh Nguyen, et al. ∙

research

∙ 02/12/2021

The Symmetry between Arms and Knapsacks: A Primal-Dual Approach for Bandits with Knapsacks

In this paper, we study the bandits with knapsacks (BwK) problem and dev...

12 Xiaocheng Li, et al. ∙

research

∙ 10/12/2020

Distributionally Robust Local Non-parametric Conditional Estimation

Conditional estimation given specific covariate values (i.e., local cond...

4 Viet Anh Nguyen, et al. ∙

research

∙ 06/23/2020

A Mean-Field Theory for Learning the Schönberg Measure of Radial Basis Functions

We develop and analyze a projected particle Langevin optimization method...

3 Masoud Badiei Khuzani, et al. ∙

research

∙ 05/21/2020

Markets for Efficient Public Good Allocation with Social Distancing

Public goods are often either over-consumed in the absence of regulatory...

0 Devansh Jalota, et al. ∙

research

∙ 05/21/2020

Markets for Efficient Public Good Allocation

Public goods are often either over-consumed in the absence of regulatory...

0 Devansh Jalota, et al. ∙

research

∙ 05/20/2020

Computations and Complexities of Tarski's Fixed Points and Supermodular Games

We consider two models of computation for Tarski's order preserving func...

0 Chuangyin Dang, et al. ∙

research

∙ 04/14/2020

Sequential Batch Learning in Finite-Action Linear Contextual Bandits

We study the sequential batch learning problem in linear contextual band...

9 Yanjun Han, et al. ∙

research

∙ 03/17/2020

Diagonal Preconditioning: Theory and Algorithms

Diagonal preconditioning has been a staple technique in optimization and...

5 Zhaonan Qu, et al. ∙

research

∙ 03/05/2020

Simple and Fast Algorithm for Binary Integer and Online Linear Programming

In this paper, we develop a simple and fast online algorithm for solving...

0 Xiaocheng Li, et al. ∙

research

∙ 09/12/2019

Online Linear Programming: Dual Convergence, New Algorithms, and Regret Bounds

We study an online linear programming (OLP) problem under a random input...

0 Xiaocheng Li, et al. ∙

research

∙ 08/29/2019

Solving Discounted Stochastic Two-Player Games with Near-Optimal Time and Sample Complexity

In this paper, we settle the sampling complexity of solving discounted t...

12 Aaron Sidford, et al. ∙

research

∙ 07/03/2019

On a Randomized Multi-Block ADMM for Solving Selected Machine Learning Problems

The Alternating Direction Method of Multipliers (ADMM) has now days gain...

3 Mingxi Zhu, et al. ∙

research

∙ 06/09/2019

Toward Solving 2-TBSG Efficiently

2-TBSG is a two-player game model which aims to find Nash equilibriums a...

0 Zeyu Jia, et al. ∙

research

∙ 05/30/2019

Interior-point Methods Strike Back: Solving the Wasserstein Barycenter Problem

Computing the Wasserstein barycenter of a set of probability measures un...

5 Dongdong Ge, et al. ∙

research

∙ 03/02/2019

High-Dimensional Learning under Approximate Sparsity: A Unifying Framework for Nonsmooth Learning and Regularized Neural Networks

High-dimensional statistical learning (HDSL) has been widely applied in ...

0 Hongcheng Liu, et al. ∙

research

∙ 07/01/2018

A polynomial time log barrier method for problems with nonconvex constraints

Interior point methods (IPMs) that handle nonconvex constraints such as ...

0 Oliver Hinder, et al. ∙

research

∙ 11/07/2008

Statistical ranking and combinatorial Hodge theory

We propose a number of techniques for obtaining a global ranking from da...

0 Xiaoye Jiang, et al. ∙

Yinyu Ye

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