Jin Zhang
Orcid: 0000-0002-6691-5612Affiliations:
- Southern University of Science and Technology, Department of Mathematics, Shenzhen, China
- Hong Kong Baptist University, Department of Mathematics, Hong Kong (former)
- University of Victoria, Department of Mathematics and Statistics, BC, Canada (PhD 2014)
- Dalian University of Technology, School of Mathematical Sciences, China (former)
According to our database1,
Jin Zhang
authored at least 49 papers
between 2011 and 2023.
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Bibliography
2023
Second-Order Optimality Conditions for General Nonconvex Optimization Problems and Variational Analysis of Disjunctive Systems.
SIAM J. Optim., December, 2023
IEEE Trans. Pattern Anal. Mach. Intell., December, 2023
IEEE Trans. Pattern Anal. Mach. Intell., December, 2023
A dual-based stochastic inexact algorithm for a class of stochastic nonsmooth convex composite problems.
Comput. Optim. Appl., November, 2023
IEEE Trans. Neural Networks Learn. Syst., September, 2023
J. Optim. Theory Appl., September, 2023
Difference of convex algorithms for bilevel programs with applications in hyperparameter selection.
Math. Program., April, 2023
Math. Program., March, 2023
IEEE Trans. Pattern Anal. Mach. Intell., 2023
Moreau Envelope Based Difference-of-weakly-Convex Reformulation and Algorithm for Bilevel Programs.
CoRR, 2023
Averaged Method of Multipliers for Bi-Level Optimization without Lower-Level Strong Convexity.
Proceedings of the International Conference on Machine Learning, 2023
2022
Stochastic Approximation Methods for the Two-Stage Stochastic Linear Complementarity Problem.
SIAM J. Optim., September, 2022
IEEE Trans. Image Process., 2022
SIAM J. Optim., 2022
Investigating Bi-Level Optimization for Learning and Vision From a Unified Perspective: A Survey and Beyond.
IEEE Trans. Pattern Anal. Mach. Intell., 2022
Linear Convergence of Prox-SVRG Method for Separable Non-smooth Convex Optimization Problems under Bounded Metric Subregularity.
J. Optim. Theory Appl., 2022
Towards Extremely Fast Bilevel Optimization with Self-governed Convergence Guarantees.
CoRR, 2022
Optimization-Derived Learning with Essential Convergence Analysis of Training and Hyper-training.
Proceedings of the International Conference on Machine Learning, 2022
Value Function based Difference-of-Convex Algorithm for Bilevel Hyperparameter Selection Problems.
Proceedings of the International Conference on Machine Learning, 2022
2021
Investigating Customization Strategies and Convergence Behaviors of Task-Specific ADMM.
IEEE Trans. Image Process., 2021
Variance-Based Subgradient Extragradient Method for Stochastic Variational Inequality Problems.
J. Sci. Comput., 2021
Personality information sharing in supply chain systems for innovative products in the circular economy era.
Int. J. Prod. Res., 2021
CoRR, 2021
Proceedings of the Advances in Neural Information Processing Systems 34: Annual Conference on Neural Information Processing Systems 2021, 2021
Proceedings of the 38th International Conference on Machine Learning, 2021
2020
Discerning the Linear Convergence of ADMM for Structured Convex Optimization through the Lens of Variational Analysis.
J. Mach. Learn. Res., 2020
A Generic First-Order Algorithmic Framework for Bi-Level Programming Beyond Lower-Level Singleton.
Proceedings of the 37th International Conference on Machine Learning, 2020
2019
Exact Formula for the Second-Order Tangent Set of the Second-Order Cone Complementarity Set.
SIAM J. Optim., 2019
Directional Quasi-/Pseudo-Normality as Sufficient Conditions for Metric Subregularity.
SIAM J. Optim., 2019
Mathematical Programs with Second-Order Cone Complementarity Constraints: Strong Stationarity and Approximation Method.
J. Optim. Theory Appl., 2019
Infeasible interior-point algorithms based on sampling average approximations for a class of stochastic complementarity problems and their applications.
J. Comput. Appl. Math., 2019
Asia Pac. J. Oper. Res., 2019
2018
Partial Error Bound Conditions and the Linear Convergence Rate of the Alternating Direction Method of Multipliers.
SIAM J. Numer. Anal., 2018
Constraint Qualifications and Proper Pareto Optimality Conditions for Multiobjective Problems with Equilibrium Constraints.
J. Optim. Theory Appl., 2018
Smoothing partial exact penalty splitting method for mathematical programs with equilibrium constraints.
J. Glob. Optim., 2018
Expected residual minimization formulation for a class of stochastic linear second-order cone complementarity problems.
Eur. J. Oper. Res., 2018
Distributionally robust equilibrium for continuous games: Nash and Stackelberg models.
Eur. J. Oper. Res., 2018
2017
Primal-dual hybrid gradient method for distributionally robust optimization problems.
Oper. Res. Lett., 2017
Stochastic second-order-cone complementarity problems: expected residual minimization formulation and its applications.
Math. Program., 2017
Expected Residual Minimization Formulation for a Class of Stochastic Vector Variational Inequalities.
J. Optim. Theory Appl., 2017
2016
Smoothing and SAA method for stochastic programming problems with non-smooth objective and constraints.
J. Glob. Optim., 2016
2014
Sensitivity Analysis of the Value Function for Parametric Mathematical Programs with Equilibrium Constraints.
SIAM J. Optim., 2014
Enhanced Karush-Kuhn-Tucker Conditions for Mathematical Programs with Equilibrium Constraints.
J. Optim. Theory Appl., 2014
New Results on Constraint Qualifications for Nonlinear Extremum Problems and Extensions.
J. Optim. Theory Appl., 2014
2013
Mathematical Programs with Geometric Constraints in Banach Spaces: Enhanced Optimality, Exact Penalty, and Sensitivity.
SIAM J. Optim., 2013
Math. Program., 2013
2011
J. Comput. Appl. Math., 2011