Ying Cui

Orcid: 0000-0003-4173-5647

Affiliations:
  • University of Southern California, Department of Industrial and Systems Engineering, Los Angeles, CA, USA
  • National University of Singapore, Department of Mathematics, Singapore (PhD 2016)


According to our database1, Ying Cui authored at least 21 papers between 2016 and 2024.

Collaborative distances:
  • Dijkstra number2 of four.
  • Erdős number3 of four.

Timeline

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Bibliography

2024
A Decomposition Algorithm for Two-Stage Stochastic Programs with Nonconvex Recourse Functions.
SIAM J. Optim., March, 2024

Comparing solution paths of sparse quadratic minimization with a Stieltjes matrix.
Math. Program., March, 2024

Towards Global Solutions for Nonconvex Two-Stage Stochastic Programs: A Polynomial Lower Approximation Approach.
SIAM J. Optim., 2024

2023
Convex and Nonconvex Risk-Based Linear Regression at Scale.
INFORMS J. Comput., 2023

2022
Solving Nonsmooth and Nonconvex Compound Stochastic Programs with Applications to Risk Measure Minimization.
Math. Oper. Res., November, 2022

Asymptotic Properties of Stationary Solutions of Coupled Nonconvex Nonsmooth Empirical Risk Minimization.
Math. Oper. Res., 2022

On Degenerate Doubly Nonnegative Projection Problems.
Math. Oper. Res., 2022

2021
Clustering by Orthogonal NMF Model and Non-Convex Penalty Optimization.
IEEE Trans. Signal Process., 2021

Nonconvex robust programming via value-function optimization.
Comput. Optim. Appl., 2021

2020
Two-Stage Stochastic Programming with Linearly Bi-parameterized Quadratic Recourse.
SIAM J. Optim., 2020

MultiComposite Nonconvex Optimization for Training Deep Neural Networks.
SIAM J. Optim., 2020

A Study of Piecewise Linear-Quadratic Programs.
J. Optim. Theory Appl., 2020

2019
Estimation of Individualized Decision Rules Based on an Optimized Covariate-Dependent Equivalent of Random Outcomes.
SIAM J. Optim., 2019

Computing the Best Approximation over the Intersection of a Polyhedral Set and the Doubly Nonnegative Cone.
SIAM J. Optim., 2019

On the R-superlinear convergence of the KKT residuals generated by the augmented Lagrangian method for convex composite conic programming.
Math. Program., 2019

Statistical Analysis of Stationary Solutions of Coupled Nonconvex Nonsmooth Empirical Risk Minimization.
CoRR, 2019

Clustering by Orthogonal Non-negative Matrix Factorization: A Sequential Non-convex Penalty Approach.
Proceedings of the IEEE International Conference on Acoustics, 2019

2018
Composite Difference-Max Programs for Modern Statistical Estimation Problems.
SIAM J. Optim., 2018

2017
Quadratic Growth Conditions for Convex Matrix Optimization Problems Associated with Spectral Functions.
SIAM J. Optim., 2017

2016
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., 2016

Sparse estimation of high-dimensional correlation matrices.
Comput. Stat. Data Anal., 2016


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