Adaptive Low-Nonnegative-Rank Approximation for State Aggregation of Markov Chains

no code implementations • 14 Oct 2018 • Yaqi Duan, Mengdi Wang, Zaiwen Wen, Yaxiang Yuan

The efficiency and statistical properties of our approach are illustrated on synthetic data.

Structured Quasi-Newton Methods for Optimization with Orthogonality Constraints

1 code implementation • 3 Sep 2018 • Jiang Hu, Bo Jiang, Lin Lin, Zaiwen Wen, Yaxiang Yuan

In particular, we are interested in applications that the Euclidean Hessian itself consists of a computational cheap part and a significantly expensive part.

Optimization and Control

Adaptive Regularized Newton Method for Riemannian Optimization

2 code implementations • 7 Aug 2017 • Jiang Hu, Andre Milzarek, Zaiwen Wen, Yaxiang Yuan

Optimization on Riemannian manifolds widely arises in eigenvalue computation, density functional theory, Bose-Einstein condensates, low rank nearest correlation, image registration, and signal processing, etc.

Optimization and Control