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08/21/2023
A Homogenization Approach for Gradient-Dominated Stochastic Optimization
Gradient dominance property is a condition weaker than strong convexity,...
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05/21/2023
Pre-trained Mixed Integer Optimization through Multi-variable Cardinality Branching
We propose a new method to accelerate online Mixed Integer Optimization ...
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01/28/2023
Stochastic Dimension-reduced Second-order Methods for Policy Optimization
In this paper, we propose several new stochastic second-order algorithms...
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09/02/2022
Optimal Diagonal Preconditioning: Theory and Practice
Preconditioning has been a staple technique in optimization and machine ...
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08/30/2022
Cardinal Optimizer (COPT) User Guide
Cardinal Optimizer is a high-performance mathematical programming solver...
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07/30/2022
DRSOM: A Dimension Reduced Second-Order Method and Preliminary Analyses
We introduce a Dimension-Reduced Second-Order Method (DRSOM) for convex ...
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07/28/2022
HDSDP: Software for Semidefinite Programming
HDSDP is a numerical software solving the semidefinite programming probl...
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07/01/2022
Fine-grained Correlation Loss for Regression
Regression learning is classic and fundamental for medical image analysi...
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04/27/2022
Online Learning in Fisher Markets with Unknown Agent Preferences
In a Fisher market, agents (users) spend a budget of (artificial) curren...
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10/27/2021
Fairer LP-based Online Allocation
In this paper, we consider a Linear Program (LP)-based online resource a...
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07/23/2021
An Adaptive State Aggregation Algorithm for Markov Decision Processes
Value iteration is a well-known method of solving Markov Decision Proces...
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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...
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07/06/2021
Distributed stochastic optimization with large delays
One of the most widely used methods for solving large-scale stochastic o...
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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...
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03/30/2021
Robustifying Conditional Portfolio Decisions via Optimal Transport
We propose a data-driven portfolio selection model that integrates side ...
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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...
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10/12/2020
Distributionally Robust Local Non-parametric Conditional Estimation
Conditional estimation given specific covariate values (i.e., local cond...
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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...
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05/21/2020
Markets for Efficient Public Good Allocation with Social Distancing
Public goods are often either over-consumed in the absence of regulatory...
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05/21/2020
Markets for Efficient Public Good Allocation
Public goods are often either over-consumed in the absence of regulatory...
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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...
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04/14/2020
Sequential Batch Learning in Finite-Action Linear Contextual Bandits
We study the sequential batch learning problem in linear contextual band...
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03/17/2020
Diagonal Preconditioning: Theory and Algorithms
Diagonal preconditioning has been a staple technique in optimization and...
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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...
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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...
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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...
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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...
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06/09/2019
Toward Solving 2-TBSG Efficiently
2-TBSG is a two-player game model which aims to find Nash equilibriums a...
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05/30/2019
Interior-point Methods Strike Back: Solving the Wasserstein Barycenter Problem
Computing the Wasserstein barycenter of a set of probability measures un...
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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 ...
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07/01/2018
A polynomial time log barrier method for problems with nonconvex constraints
Interior point methods (IPMs) that handle nonconvex constraints such as ...
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11/07/2008