Papers
Preprints
A minimization approach for minimax optimization with coupled constraints
Xiaoyin Hu, Kim-Chuan Toh, Shiwei Wang, Nachuan Xiao*
arXiv preprint arXiv:2408.17213.Developing Lagrangian-based methods for nonsmooth nonconvex optimization
Nachuan Xiao, Kuangyu Ding*, Xiaoyin Hu, Kim-Chuan Toh
arXiv preprint arXiv:2404.09438.Decentralized stochastic subgradient methods for nonsmooth nonconvex optimization
Siyuan Zhang, Nachuan Xiao, Xin Liu*
arXiv preprint arXiv:2403.11565.Adam-family methods with decoupled weight decay in deep learning
Kuangyu Ding, Nachuan Xiao*, Kim-Chuan Toh
arXiv preprint arXiv:2310.08858.SGD-type methods with guaranteed global stability in nonsmooth nonconvex optimization
Nachuan Xiao, Xiaoyin Hu*, Kim-Chuan Toh
arXiv preprint arXiv:2307.10053.A partial exact penalty function approach for constrained optimization
Nachuan Xiao, Xin Liu*, Kim-Chuan Toh
arXiv preprint arXiv:2304.01467.
Publications
$^{*}$: corresponding author
Learning-rate-free momentum SGD with reshuffling converges in nonsmooth nonconvex optimization
Xiaoyin Hu, Nachuan Xiao*, Xin Liu, Kim-Chuan Toh
Journal of Scientific Computing (to appear).CDOpt: a Python package for a class of Riemannian optimization
Nachuan Xiao, Xiaoyin Hu*, Xin Liu, Kim-Chuan Toh
Mathematical Programming Computation (to appear).- A Riemannian dimension-reduced second order method with application in sensor network localization
Tianyun Tang, Kim-Chuan Toh, Nachuan Xiao*, Yinyu Ye
SIAM Journal on Scientific Computing, 2024, 46(3), A2025-A2046. - A penalty-free infeasible approach for a class of nonsmooth optimization problems over the Stiefel manifold
Xin Liu, Nachuan Xiao*, Ya-xiang Yuan
Journal of Scientific Computing 99(30), 2024. - Adam-family methods for nonsmooth optimization with convergence guarantees
Nachuan Xiao, Xiaoyin Hu*, Xin Liu, Kim-Chuan Toh
Journal of Machine Learning Research 25(48):1-53, 2024. - A constraint dissolving approach for nonsmooth optimization over the stiefel manifold
Xiaoyin Hu, Nachuan Xiao*, Xin Liu, Kim-Chuan Toh
IMA Journal of Numerical Analysis, 2023, drad098. - Convergence properties of stochastic proximal subgradient method in solving a class of composite optimization problems with cardinality regularizer
Xiaoyin Hu, Xin Liu, Nachuan Xiao*
Journal of Industrial and Management Optimization, 2024, 20(5): 1934-1950. - Dissolving constraints for Riemannian optimization
Nachuan Xiao, Xin Liu, Kim-Chuan Toh*
Mathematics of Operations Research 49(1):366-397. - Solving optimization problems over the Stiefel manifold by smooth exact penalty function
Nachuan Xiao, Xin Liu*
Journal of Computational Mathematics (to appear). - An improved unconstrained approach for bilevel optimization
Xiaoyin Hu, Nachuan Xiao*, Xin Liu, Kim-Chuan Toh
SIAM Journal on Optimization, 2023, 33(4): 2801-2829. - A class of smooth exact penalty function methods for optimization problems with orthogonality constraints
Nachuan Xiao, Xin Liu*, Ya-xiang Yuan
Optimization Methods and Software, 2022, 37(4): 1205-1241. - Exact penalty function for $\ell_{2,1}$ norm minimization over the Stiefel manifold
Nachuan Xiao, Xin Liu*, Ya-xiang Yuan
SIAM Journal on Optimization, 2021, 31(4): 3097-3126.