Optimization Theory and Analysis

Survey and Overview

  1. Mingyi Hong *, Meisam Razaviyayn*, Zhi-Quan Luo and Jong-Shi Pang, “A Unified Algorithmic Framework for Block-Structured Optimization Involving Big Data”, Feature Article, IEEE Signal Processing Magazine (* equal contribution), Vol. 33, No. 1, pages 57 - 77, Jan. 2016; available at [arXiv.org]

Theoretical Performance Analysis

Complexity Status and Approximation Ratio Characterization

  1. Mingyi Hong, Zi Xu, Meisam Razaviyayn, and Zhi-Quan Luo, “Joint User Grouping and Linear Virtual Beamforming: Complexity, Algorithms and Approximation Bounds”, IEEE Journal on Selected Areas in Communications, Vol. 31, No. 10, Oct. 2013, special issues on virtual MIMO systems; available at [arXiv.org], supporting document for additional proofs can be found [here].

  2. Zi Xu, Mingyi Hong, and Zhi-Quan Luo, “Semidefinite approximation for mixed binary quadratically constrained quadratic programs", SIAM Journal on Optimization, Vol 24, No. 3, pp., 1265–1293, 2014; available at [arXiv.org]

Iteration Complexity and Convergence Rate Analysis

  1. Mingyi Hong, Xiangfeng Wang, Meisam Razaviyayn and Zhi-Quan Luo, “Iterations Complexity Analysis of Block Coordinate Descent Method”, submitted for publication, available at [arXiv.org]

  2. Mingyi Hong, Zhi-Quan Luo and Meisam Razaviyayn, “Convergence Analysis of Alternating Direction Method of Multipliers for a Family of Nonconvex Problems”, SIAM Journal on Optimization, Vol. 26, No 1, pages 337 - 364, 2016; available at [arXiv.org]

  3. Mingyi Hong and Zhi-Quan Luo, “On the Linear Convergence of the Alternating Direction Method of Multipliers”, accepted, Mathematical Programming Series A, 2016; available at [arXiv.org]

  4. Xiangfeng Wang, Mingyi Hong, Shiqian Ma, Zhi-Quan Luo, “Solving Multiple-Block Separable Convex Minimization Problems Using Two-Block Alternating Direction Method of Multipliers”, Pacific Journal on Optimization, Vol. 11, No. 4, pages 645 - 667, 2015; available at [arXiv.org]

  5. Mingyi Hong, Tsung-Hui Chang, Xiangfeng Wang, Meisam Razaviyay and Shiqian Ma, Zhi-Quan Luo, “A Block Coordinate Descent Method of Multipliers: Convergence Analysis and Applications", Proc. ICASSP 2014; available [here]

  6. Ruoyu Sun* and Mingyi Hong*, “Improved Iteration Complexity Bounds of Cyclic Block Coordinate Descent for Convex Problems”, Proc. NIPS 2015 (* equal contribution, acceptance rate %21.92)

Implementing and parallelizing algorithms in the High Performance Computing (HPC) environment

  1. Wei-Cheng Liao, Mingyi Hong, Hamid Farmanba, Xu Li, Zhi-Quan Luo and Hang Zhang, “Min Flow Rate Maximization for Software Defined Radio Access Networks”, IEEE Journal on Selected Areas in Communication, special issue on 5G wireless networks, Vol. 23, No. 6, pp. , 1282-1294, 2014; available at [arXiv.org]

  2. Tsung-Hui Chang, Wei-Cheng Liao, Mingyi Hong and Xiangfeng Wang, “Asynchronous Distributed ADMM for Large-Scale Optimization- Part II: Linear Convergence Analysis and Numerical Performance”, IEEE Transactions on Signal Processing, Vol. 64, No. 12, pages 3131 - 3144, 2016; available at [arXiv.org]

  3. Wei-Cheng Liao, Mingyi Hong, Hamid Farmanbar and Zhi-Quan Luo, “Semi-Asynchronous Routing for Large-Scale Hierarchical Networks", Proc. ICASSP 2015; available [here]

  4. Meisam Razaviyayn, Mingyi Hong, Zhi-Quan Luo and Jong-Shi Pang, “Parallel Successive Convex Approximation for Nonsmooth Nonconvex Optimization”, Proc. NIPS 2014, (acceptance rate %24.67); available [here]