Efficient Algorithms for General Isotone Optimization
Algorithmic work on general order-constrained optimization, focused on efficient methods that scale beyond the narrowest special cases.
AAAI · 2022
Xiwen's Home
Timelapse
Timelapses from Yellowknife
Research
Research
Efficient and Scalable Parametric High-Order Portfolios Design via the Skew-t Distribution
A portfolio-optimization formulation that brings higher-order moments into a scalable parametric model instead of treating them as a purely theoretical extension.
IEEE Transactions on Signal Processing · 2023
Learning Large-Scale MTP2 Gaussian Graphical Models via Bridge-Block Decomposition
A decomposition-based route for learning large-scale structured graphical models while keeping the computation practical at nontrivial problem sizes.
NeurIPS · 2023
Keywords
- Active Set Methods
- ADMM
- Block Coordinate Descent
- Fixed Point Acceleration
- Majorization-Minimization
- Projected Gradient Methods
- Quasi-Newton Methods
- Successive Convex Approximation