Algorithms for Large-scale Optimization
1.C.H. Chen, R. Chan, S. Q. Ma and J. F. Yang . Inertial proximal alternating direction method of multipliers for linearly constrained separable convex optimization. SIAM Journal on Imaging Science, 2015, 8(4), 2239-2267, 2015.
2. C. H. Chen, S. Q. Ma and J. F. Yang. A general inertial proximal point methodfor mixed variational inequality problem.SIAM JournalonOptimization, 25(4):2120–2142, 2015
3.C.H. Chen, Y. J. Liu, D. F. Sun and K. C. Toh. A Semismooth Newton-CG Based Dual PPA for Matrix Spectral Norm Approximation Problems. Mathematical Programming,Ser. A,155:435-470, 2016.
4.C.H. Chen, B.S. He, Y.Y. Ye and X.M. Yuan. The direct extension of ADMM for multi-block convex minimization problems is not necessarily convergent.Mathematical Programming,Ser. A,155:57-79, 2016.
5.C. H. Chen, M. Li, X.Liu and Y. Y. Ye. Extended ADMM and BCD for non-separable convex minimization models with quadratic coupling terms: convergenceanalysis and insights. Mathematical Programming, Ser. A, 173:37-77, 2019.
6. Q.S. Han, C.X. Li, Z.W. Lin, C.H. Chen, Q. Deng, D.D. Ge, H.K. Liu and Y.Y. Ye. A Low-Rank ADMM Splitting Approach for Semidefinite Programming. Under revision at Informs Journal on Computing, 2024.
7. Q.S. Han, Z.W. Lin, H.W. Liu, C.H. Chen, Q. Deng, D.D. Ge and Y.Y. Ye. Accelerating Low-Rank Factorization-Based Semidefinite Programming Algorithms on GPU. Manuscript, 2024.
Decision Making under Uncertainty: Models and Algorithms
8. J.J. Li, C.H. Chen and A.M.C.So. Fast Epigraphical Projection-based Incremental Algorithms for Wasserstein Distributionally Robust Support Vector Machine. NeurIPS, 2020.
9. J.J. Li, C.H. Chen and A.M.C. So. Towards a First-Order Algorithmic Framework for Wasserstein Distributionally Robust Optimization. Manuscript, 2024.
10. Y. Zhao, Z.X. Luo, S. Lim, C.H. Chen and M. Sim. Service Oriented Considerate Routing: Data, Predictions and Robust Decisions. Under revision at Management Science, 2024.
Applications of Optimization in Management Science/Machine Learning
11. Y. Zhao, Y.W. Wu, C.H. Chen and A. Lim. On ismometry robustness of deep3D point cloud models under adversarial attacks. CVPR, 2020.
12. C.H. Chen, D.D. Ge, and Y.Y. Ye. Optimization and Operations Research in Mitigation of a Pandemic. Journal of the Operations Research Society of China, 2021.
13. C.H. Chen, J.H. Tao and Y. Zhan. Pairwise Stability in Weighted Network Formulation Games: Selection and Computation. Accepted by Informs Journal on Computing, 2024.
14. W.X. Chen, C.H. Chen, H.C. Shen, R.X. Wang and W.L. Xue. Dynamic Assortment with Online Learning under Threshold Multinomial Logit Model. Manuscript, 2024.
15. W.J. Shen, C.H. Chen, Z.L. Wang, Z.J. Zheng, R.W. Jiang and H. Yang. Spatiotemporal pattern detection of traffic dynamics: A robust tensor decomposition-based approach. Manuscript, 2024.
