Ying Cui

Publication Activity (10 Years)

Years Active: 2016-2024
Publications (10 Years): 21

Top Topics

Augmented Lagrangian

Optimization Problems

Negative Matrix Factorization

Convex Optimization

Top Venues

Math. Oper. Res.

J. Optim. Theory Appl.

Publications

Ziyu He, Shaoning Han, Andrés Gómez, Ying Cui, Jong-Shi Pang
Comparing solution paths of sparse quadratic minimization with a Stieltjes matrix. Math. Program. 204 (1) (2024)
Can Wu, Ying Cui, Donghui Li, Defeng Sun
Convex and Nonconvex Risk-Based Linear Regression at Scale. INFORMS J. Comput. 35 (4) (2023)
Zhengling Qi, Ying Cui, Yufeng Liu, Jong-Shi Pang
Asymptotic Properties of Stationary Solutions of Coupled Nonconvex Nonsmooth Empirical Risk Minimization. Math. Oper. Res. 47 (3) (2022)
Ying Cui, Ling Liang, Defeng Sun, Kim-Chuan Toh
On Degenerate Doubly Nonnegative Projection Problems. Math. Oper. Res. 47 (3) (2022)
Junyi Liu, Ying Cui, Jong-Shi Pang
Solving Nonsmooth and Nonconvex Compound Stochastic Programs with Applications to Risk Measure Minimization. Math. Oper. Res. 47 (4) (2022)
Ying Cui, Ziyu He, Jong-Shi Pang
Nonconvex robust programming via value-function optimization. Comput. Optim. Appl. 78 (2) (2021)
Shuai Wang, Tsung-Hui Chang, Ying Cui, Jong-Shi Pang
Clustering by Orthogonal NMF Model and Non-Convex Penalty Optimization. IEEE Trans. Signal Process. 69 (2021)
Ying Cui, Tsung-Hui Chang, Mingyi Hong, Jong-Shi Pang
A Study of Piecewise Linear-Quadratic Programs. J. Optim. Theory Appl. 186 (2) (2020)
Ying Cui, Ziyu He, Jong-Shi Pang
MultiComposite Nonconvex Optimization for Training Deep Neural Networks. SIAM J. Optim. 30 (2) (2020)
Junyi Liu, Ying Cui, Jong-Shi Pang, Suvrajeet Sen
Two-Stage Stochastic Programming with Linearly Bi-parameterized Quadratic Recourse. SIAM J. Optim. 30 (3) (2020)
Zhengling Qi, Ying Cui, Yufeng Liu, Jong-Shi Pang
Estimation of Individualized Decision Rules Based on an Optimized Covariate-Dependent Equivalent of Random Outcomes. SIAM J. Optim. 29 (3) (2019)
Shuai Wang, Tsung-Hui Chang, Ying Cui, Jong-Shi Pang
Clustering by Orthogonal NMF Model and Non-Convex Penalty Optimization. CoRR (2019)
Ying Cui, Defeng Sun, Kim-Chuan Toh
Computing the Best Approximation over the Intersection of a Polyhedral Set and the Doubly Nonnegative Cone. SIAM J. Optim. 29 (4) (2019)
Shuai Wang, Tsung-Hui Chang, Ying Cui, Jong-Shi Pang
Clustering by Orthogonal Non-negative Matrix Factorization: A Sequential Non-convex Penalty Approach. ICASSP (2019)
Zhengling Qi, Ying Cui, Yufeng Liu, Jong-Shi Pang
Statistical Analysis of Stationary Solutions of Coupled Nonconvex Nonsmooth Empirical Risk Minimization. CoRR (2019)
Ying Cui, Defeng Sun, Kim-Chuan Toh
On the R-superlinear convergence of the KKT residuals generated by the augmented Lagrangian method for convex composite conic programming. Math. Program. 178 (1-2) (2019)
Zhengling Qi, Ying Cui, Yufeng Liu, Jong-Shi Pang
Estimation of Individualized Decision Rules Based on an Optimized Covariate-Dependent Equivalent of Random Outcomes. CoRR (2019)
Ying Cui, Jong-Shi Pang, Bodhisattva Sen
Composite Difference-Max Programs for Modern Statistical Estimation Problems. SIAM J. Optim. 28 (4) (2018)
Ying Cui, Chao Ding, Xinyuan Zhao
Quadratic Growth Conditions for Convex Matrix Optimization Problems Associated with Spectral Functions. SIAM J. Optim. 27 (4) (2017)
Ying Cui, Xudong Li, Defeng Sun, Kim-Chuan Toh
On the Convergence Properties of a Majorized Alternating Direction Method of Multipliers for Linearly Constrained Convex Optimization Problems with Coupled Objective Functions. J. Optim. Theory Appl. 169 (3) (2016)
Ying Cui, Chenlei Leng, Defeng Sun
Sparse estimation of high-dimensional correlation matrices. Comput. Stat. Data Anal. 93 (2016)