Liang, Ling; Li, Xudong; Sun, Defeng; Toh, Kim-Chuan QPPAL: a two-phase proximal augmented Lagrangian method for high-dimensional convex quadratic programming problems. (English) Zbl 07668777 ACM Trans. Math. Softw. 48, No. 3, Paper No. 33, 27 p. (2022). MSC: 65-XX PDFBibTeX XMLCite \textit{L. Liang} et al., ACM Trans. Math. Softw. 48, No. 3, Paper No. 33, 27 p. (2022; Zbl 07668777) Full Text: DOI arXiv
Cui, Ying; Liang, Ling; Sun, Defeng; Toh, Kim-Chuan On degenerate doubly nonnegative projection problems. (English) Zbl 1501.90045 Math. Oper. Res. 47, No. 3, 2219-2239 (2022). MSC: 90C06 90C22 90C25 PDFBibTeX XMLCite \textit{Y. Cui} et al., Math. Oper. Res. 47, No. 3, 2219--2239 (2022; Zbl 1501.90045) Full Text: DOI arXiv
Liang, Ling; Sun, Defeng; Toh, Kim-Chuan An inexact augmented Lagrangian method for second-order cone programming with applications. (English) Zbl 1472.90084 SIAM J. Optim. 31, No. 3, 1748-1773 (2021). MSC: 90C22 90C25 90C06 PDFBibTeX XMLCite \textit{L. Liang} et al., SIAM J. Optim. 31, No. 3, 1748--1773 (2021; Zbl 1472.90084) Full Text: DOI arXiv
Yang, Lei; Li, Jia; Sun, Defeng; Toh, Kim-Chuan A fast globally linearly convergent algorithm for the computation of Wasserstein barycenters. (English) Zbl 07370538 J. Mach. Learn. Res. 22, Paper No. 21, 37 p. (2021). MSC: 68T05 PDFBibTeX XMLCite \textit{L. Yang} et al., J. Mach. Learn. Res. 22, Paper No. 21, 37 p. (2021; Zbl 07370538) Full Text: arXiv Link
Chen, Liang; Li, Xudong; Sun, Defeng; Toh, Kim-Chuan On the equivalence of inexact proximal ALM and ADMM for a class of convex composite programming. (English) Zbl 1458.90509 Math. Program. 185, No. 1-2 (A), 111-161 (2021). MSC: 90C25 65K05 90C06 49M27 90C20 PDFBibTeX XMLCite \textit{L. Chen} et al., Math. Program. 185, No. 1--2 (A), 111--161 (2021; Zbl 1458.90509) Full Text: DOI arXiv
Li, Xudong; Sun, Defeng; Toh, Kim-Chuan An asymptotically superlinearly convergent semismooth Newton augmented Lagrangian method for linear programming. (English) Zbl 1450.90007 SIAM J. Optim. 30, No. 3, 2410-2440 (2020). MSC: 90C05 90C06 90C25 65F10 PDFBibTeX XMLCite \textit{X. Li} et al., SIAM J. Optim. 30, No. 3, 2410--2440 (2020; Zbl 1450.90007) Full Text: DOI arXiv
Ding, Chao; Sun, Defeng; Sun, Jie; Toh, Kim-Chuan Spectral operators of matrices: semismoothness and characterizations of the generalized Jacobian. (English) Zbl 1434.49007 SIAM J. Optim. 30, No. 1, 630-659 (2020). MSC: 49J52 65K05 90C25 49J50 90C06 90C30 PDFBibTeX XMLCite \textit{C. Ding} et al., SIAM J. Optim. 30, No. 1, 630--659 (2020; Zbl 1434.49007) Full Text: DOI arXiv
Li, Xudong; Sun, Defeng; Toh, Kim-Chuan On the efficient computation of a generalized Jacobian of the projector over the Birkhoff polytope. (English) Zbl 1434.90116 Math. Program. 179, No. 1-2 (A), 419-446 (2020). MSC: 90C20 49J52 49M15 65F10 90C06 90C25 PDFBibTeX XMLCite \textit{X. Li} et al., Math. Program. 179, No. 1--2 (A), 419--446 (2020; Zbl 1434.90116) Full Text: DOI arXiv
Cui, Ying; Sun, Defeng; Toh, Kim-Chuan On the R-superlinear convergence of the KKT residuals generated by the augmented Lagrangian method for convex composite conic programming. (English) Zbl 1423.90171 Math. Program. 178, No. 1-2 (A), 381-415 (2019). MSC: 90C22 90C25 90C31 65K05 PDFBibTeX XMLCite \textit{Y. Cui} et al., Math. Program. 178, No. 1--2 (A), 381--415 (2019; Zbl 1423.90171) Full Text: DOI arXiv
Li, Xudong; Sun, Defeng; Toh, Kim-Chuan A block symmetric Gauss-Seidel decomposition theorem for convex composite quadratic programming and its applications. (English) Zbl 1412.90086 Math. Program. 175, No. 1-2 (A), 395-418 (2019). MSC: 90C06 90C20 90C25 65F10 PDFBibTeX XMLCite \textit{X. Li} et al., Math. Program. 175, No. 1--2 (A), 395--418 (2019; Zbl 1412.90086) Full Text: DOI arXiv
Lam, Xin Yee; Marron, J. S.; Sun, Defeng; Toh, Kim-Chuan Fast algorithms for large-scale generalized distance weighted discrimination. (English) Zbl 07498954 J. Comput. Graph. Stat. 27, No. 2, 368-379 (2018). MSC: 62-XX PDFBibTeX XMLCite \textit{X. Y. Lam} et al., J. Comput. Graph. Stat. 27, No. 2, 368--379 (2018; Zbl 07498954) Full Text: DOI arXiv
Li, Xudong; Sun, Defeng; Toh, Kim-Chuan QSDPNAL: a two-phase augmented Lagrangian method for convex quadratic semidefinite programming. (English) Zbl 1411.90213 Math. Program. Comput. 10, No. 4, 703-743 (2018). MSC: 90C06 90C20 90C22 90C25 65F10 PDFBibTeX XMLCite \textit{X. Li} et al., Math. Program. Comput. 10, No. 4, 703--743 (2018; Zbl 1411.90213) Full Text: DOI arXiv
Li, Xudong; Sun, Defeng; Toh, Kim-Chuan A highly efficient semismooth Newton augmented Lagrangian method for solving lasso problems. (English) Zbl 1392.65062 SIAM J. Optim. 28, No. 1, 433-458 (2018). MSC: 65F10 90C06 90C25 90C31 PDFBibTeX XMLCite \textit{X. Li} et al., SIAM J. Optim. 28, No. 1, 433--458 (2018; Zbl 1392.65062) Full Text: DOI arXiv
Chen, Liang; Sun, Defeng; Toh, Kim-Chuan An efficient inexact symmetric Gauss-Seidel based majorized ADMM for high-dimensional convex composite conic programming. (English) Zbl 1356.90105 Math. Program. 161, No. 1-2 (A), 237-270 (2017). MSC: 90C25 90C22 90C06 65K05 PDFBibTeX XMLCite \textit{L. Chen} et al., Math. Program. 161, No. 1--2 (A), 237--270 (2017; Zbl 1356.90105) Full Text: DOI arXiv
Sun, Defeng; Toh, Kim-Chuan; Yang, Liuqin An efficient inexact ABCD method for least squares semidefinite programming. (English) Zbl 1346.90658 SIAM J. Optim. 26, No. 2, 1072-1100 (2016). MSC: 90C22 90C06 90C25 65F10 PDFBibTeX XMLCite \textit{D. Sun} et al., SIAM J. Optim. 26, No. 2, 1072--1100 (2016; Zbl 1346.90658) Full Text: DOI arXiv