Sparse estimation of high-dimensional correlation matrices. - Ying Cui 004; Chenlei Leng; Defeng Sun (Comput. Stat. Data Anal., 2016)

On the Convergence Properties of a Majorized Alternating Direction Method of Multipliers for Linearly Constrained Convex Optimization Problems with Coupled Objective Functions. - Ying Cui 004; Xudong Li 004; Defeng Sun; Kim-Chuan Toh (J. Optim. Theory Appl., 2016)

Quadratic Growth Conditions for Convex Matrix Optimization Problems Associated with Spectral Functions. - Ying Cui 004; Chao Ding; Xinyuan Zhao (SIAM J. Optim., 2017)

Composite Difference-Max Programs for Modern Statistical Estimation Problems. - Ying Cui 004; Jong-Shi Pang; Bodhisattva Sen (SIAM J. Optim., 2018)

Clustering by Orthogonal Non-negative Matrix Factorization: A Sequential Non-convex Penalty Approach. - Shuai Wang 033; Tsung-Hui Chang; Ying Cui 004; Jong-Shi Pang (ICASSP, 2019)

Statistical Analysis of Stationary Solutions of Coupled Nonconvex Nonsmooth Empirical Risk Minimization. - Zhengling Qi; Ying Cui 004; Yufeng Liu; Jong-Shi Pang (CoRR, 2019)

On the R-superlinear convergence of the KKT residuals generated by the augmented Lagrangian method for convex composite conic programming. - Ying Cui 004; Defeng Sun; Kim-Chuan Toh (Math. Program., 2019)

Computing the Best Approximation over the Intersection of a Polyhedral Set and the Doubly Nonnegative Cone. - Ying Cui 004; Defeng Sun; Kim-Chuan Toh (SIAM J. Optim., 2019)

Estimation of Individualized Decision Rules Based on an Optimized Covariate-Dependent Equivalent of Random Outcomes. - Zhengling Qi; Ying Cui 004; Yufeng Liu; Jong-Shi Pang (SIAM J. Optim., 2019)

A Study of Piecewise Linear-Quadratic Programs. - Ying Cui 004; Tsung-Hui Chang; Mingyi Hong 001; Jong-Shi Pang (J. Optim. Theory Appl., 2020)

MultiComposite Nonconvex Optimization for Training Deep Neural Networks. - Ying Cui 004; Ziyu He; Jong-Shi Pang (SIAM J. Optim., 2020)

Two-Stage Stochastic Programming with Linearly Bi-parameterized Quadratic Recourse. - Junyi Liu; Ying Cui 004; Jong-Shi Pang; Suvrajeet Sen (SIAM J. Optim., 2020)

Nonconvex robust programming via value-function optimization. - Ying Cui 004; Ziyu He; Jong-Shi Pang (Comput. Optim. Appl., 2021)

Clustering by Orthogonal NMF Model and Non-Convex Penalty Optimization. - Shuai Wang 033; Tsung-Hui Chang; Ying Cui 004; Jong-Shi Pang (IEEE Trans. Signal Process., 2021)

On Degenerate Doubly Nonnegative Projection Problems. - Ying Cui 004; Ling Liang; Defeng Sun; Kim-Chuan Toh (Math. Oper. Res., 2022)

Asymptotic Properties of Stationary Solutions of Coupled Nonconvex Nonsmooth Empirical Risk Minimization. - Zhengling Qi; Ying Cui 004; Yufeng Liu; Jong-Shi Pang (Math. Oper. Res., 2022)

Solving Nonsmooth and Nonconvex Compound Stochastic Programs with Applications to Risk Measure Minimization. - Junyi Liu; Ying Cui 004; Jong-Shi Pang (Math. Oper. Res., 2022)

Convex and Nonconvex Risk-Based Linear Regression at Scale. - Can Wu; Ying Cui 004; Donghui Li; Defeng Sun (INFORMS J. Comput., 2023)

Towards Global Solutions for Nonconvex Two-Stage Stochastic Programs: A Polynomial Lower Approximation Approach. - Suhan Zhong; Ying Cui 004; Jiawang Nie (SIAM J. Optim., 2024)

Comparing solution paths of sparse quadratic minimization with a Stieltjes matrix. - Ziyu He; Shaoning Han; Andrés Gómez 001; Ying Cui 004; Jong-Shi Pang (Math. Program., 2024)

A Decomposition Algorithm for Two-Stage Stochastic Programs with Nonconvex Recourse Functions. - Hanyang Li; Ying Cui 004 (SIAM J. Optim., 2024)

Analysis of a Class of Minimization Problems Lacking Lower Semicontinuity. - Shaoning Han; Ying Cui 004; Jong-Shi Pang (Math. Oper. Res., 2025)