no code implementations • 12 May 2023 • Yongchun Li, Weijun Xie
A Low-rank Spectral Optimization Problem (LSOP) minimizes a linear objective subject to multiple two-sided linear matrix inequalities intersected with a low-rank and spectral constrained domain set.
no code implementations • 28 Oct 2022 • Yongchun Li, Weijun Xie
These conditions can be very useful to identify new results, including the extreme point exactness for a QCQP problem that admits an inhomogeneous objective function with two homogeneous two-sided quadratic constraints and the convex hull exactness for fair SVD.
1 code implementation • 28 Aug 2020 • Yongchun Li, Weijun Xie
Sparse PCA (SPCA) is a fundamental model in machine learning and data analytics, which has witnessed a variety of application areas such as finance, manufacturing, biology, healthcare.
1 code implementation • 23 Jan 2020 • Yongchun Li, Weijun Xie
By developing new mathematical tools for the singular matrices and analyzing the Lagrangian dual of the proposed convex integer program, we investigate the widely-used local search algorithm and prove its first-known approximation bound for MESP.