Source author record

Zaiwen Wen

Zaiwen Wen appears in the imported research catalog. Authorship, coauthor and topic links are available while profile ownership is still unclaimed.

ResearcherUnclaimed source record

Catalog footprint

What is connected

21works
16topics
4close collaborators

Actions

Connect this record

Log in to claim

Research graph

See the researcher in context

Open full explorer

Inspect adjacent papers, topics, institutions and collaborators without losing the researcher page.

Building this map preview

BZPEER is loading the nearby papers, people, topics and institutions for this page.

Published work

21 published item(s)

preprint2026arXiv

CAM-Bench: A Benchmark for Computational and Applied Mathematics in Lean

Formal theorem-proving benchmarks enable mechanically verifiable evaluation of mathematical reasoning in large language models. However, existing benchmarks mainly focus on Olympiad-style problems and algebraic domains, leaving computational and applied mathematics underrepresented. We introduce CAM-Bench, a Lean 4 theorem-proving benchmark of 1,000 Lean proof targets in computational and applied mathematics, with coverage spanning optimization, numerical linear algebra, and numerical analysis. These problems are adapted from textbook exercises and often depend on locally introduced definitions, notation, algorithms, and elementary results. To construct CAM-Bench, we develop a dependency-recovery pipeline that reconstructs the local textbook context needed to state each problem faithfully. It then normalizes each problem into a standalone informal theorem and translates it into a Lean target. We validate the resulting formal problems through Lean compilation and semantic review, checking both formal correctness and semantic alignment with the original exercises. For each problem, we release the raw exercise, recovered context, normalized informal theorem, and final Lean target. CAM-Bench complements existing formal mathematics benchmarks by targeting applied mathematics problems that rely on textbook concepts and elementary theorems, many of which are not directly available as standard Mathlib4 lemmas. We evaluate widely used large language models and formalization agents on CAM-Bench, and analyze common failure modes in tracking local assumptions, applying elementary results, decomposing proofs, and maintaining long-horizon control in Lean.

preprint2026arXiv

MM-OptBench: A Solver-Grounded Benchmark for Multimodal Optimization Modeling

Optimization modeling translates real decision-making problems into mathematical optimization models and solver-executable implementations. Although language models are increasingly used to generate optimization formulations and solver code, existing benchmarks are almost entirely text-only. This omits many optimization-modeling tasks that arise in operational practice, where requirements are described in text but instance information is conveyed through visual artifacts such as tables, graphs, maps, schedules, and dashboards. We introduce multimodal optimization modeling, a benchmark setting in which models must construct both a mathematical formulation and executable solver code from a text-and-visual problem specification. To evaluate this setting, we develop a solver-grounded framework that generates structured optimization instances, verifies each with an exact solver, and builds both the model-facing inputs and hidden reference files from the same verified source. We instantiate the framework as MM-OptBench, a benchmark of 780 solver-verified instances spanning 6 optimization families, 26 subcategories, and 3 structural difficulty levels. We evaluate 9 multimodal large language models (MLLMs), including 6 frontier general-purpose models and 3 math-specialized models, with aggregate, family-level, difficulty-level, and failure-mode analyses. The results show that the task remains far from solved: the best two models reach 52.1% and 51.3% pass@1, while on average across the six general-purpose MLLMs, pass@1 is 43.4% on easy instances and 15.9% on hard instances. All three math-specialized MLLMs solve 0/780 instances. Failure attribution shows that errors arise both when extracting instance data from text and visuals and when turning extracted data into solver-correct formulations and code. MM-OptBench provides a testbed for solver-grounded, decision-oriented multimodal intelligence.

preprint2025arXiv

Extended parameter shift rules with minimal derivative variance for parameterized quantum circuits

Parameter shift rules (PSRs) are useful methods for computing arbitrary-order derivatives of the cost function in parameterized quantum circuits. The basic idea of PSRs is to evaluate the cost function at different parameter shifts, then use specific coefficients to combine them linearly to obtain the exact derivatives. In this work, we propose an extended parameter shift rule (EPSR) which generalizes a broad range of existing PSRs and has the following two advantages. First, EPSR offers an infinite number of possible parameter shifts, allowing the selection of the optimal parameter shifts to minimize the final derivative variance and thereby obtaining the more accurate derivative estimates with limited quantum resources. Second, EPSR extends the scope of the PSRs in the sense that EPSR can handle arbitrary Hermitian operator $H$ in gate $U(x) = \exp (iHx)$ in the parameterized quantum circuits, while existing PSRs are valid only for simple Hermitian generators $H$ such as simple Pauli words. Additionally, we show that the widely used ``general PSR'', introduced by Wierichs et al. (2022), is a special case of our EPSR, and we prove that it yields globally optimal shifts for minimizing the derivative variance under the weighted-shot scheme. Finally, through numerical simulations, we demonstrate the effectiveness of EPSR and show that the usage of the optimal parameter shifts indeed leads to more accurate derivative estimates.

preprint2022arXiv

A Near-Optimal Primal-Dual Method for Off-Policy Learning in CMDP

As an important framework for safe Reinforcement Learning, the Constrained Markov Decision Process (CMDP) has been extensively studied in the recent literature. However, despite the rich results under various on-policy learning settings, there still lacks some essential understanding of the offline CMDP problems, in terms of both the algorithm design and the information theoretic sample complexity lower bound. In this paper, we focus on solving the CMDP problems where only offline data are available. By adopting the concept of the single-policy concentrability coefficient $C^*$, we establish an $Ω\left(\frac{\min\left\{|\mathcal{S}||\mathcal{A}|,|\mathcal{S}|+I\right\} C^*}{(1-γ)^3ε^2}\right)$ sample complexity lower bound for the offline CMDP problem, where $I$ stands for the number of constraints. By introducing a simple but novel deviation control mechanism, we propose a near-optimal primal-dual learning algorithm called DPDL. This algorithm provably guarantees zero constraint violation and its sample complexity matches the above lower bound except for an $\tilde{\mathcal{O}}((1-γ)^{-1})$ factor. Comprehensive discussion on how to deal with the unknown constant $C^*$ and the potential asynchronous structure on the offline dataset are also included.

preprint2022arXiv

A Unified Primal-Dual Algorithm Framework for Inequality Constrained Problems

In this paper, we propose a unified primal-dual algorithm framework based on the augmented Lagrangian function for composite convex problems with conic inequality constraints. The new framework is highly versatile. First, it not only covers many existing algorithms such as PDHG, Chambolle-Pock (CP), GDA, OGDA and linearized ALM, but also guides us to design a new efficient algorithm called Simi-OGDA (SOGDA). Second, it enables us to study the role of the augmented penalty term in the convergence analysis. Interestingly, a properly selected penalty not only improves the numerical performance of the above methods, but also theoretically enables the convergence of algorithms like PDHG and SOGDA. Under properly designed step sizes and penalty term, our unified framework preserves the $\mathcal{O}(1/N)$ ergodic convergence while not requiring any prior knowledge about the magnitude of the optimal Lagrangian multiplier. Linear convergence rate for affine equality constrained problem is also obtained given appropriate conditions. Finally, numerical experiments on linear programming, $\ell_1$ minimization problem, and multi-block basis pursuit problem demonstrate the efficiency of our methods.

preprint2022arXiv

On the pure state $v$-representability of density matrix embedding theory

Density matrix embedding theory (DMET) formally requires the matching of density matrix blocks obtained from high-level and low-level theories, but this is sometimes not achievable in practical calculations. In such a case, the global band gap of the low-level theory vanishes, and this can require additional numerical considerations. We find that both the violation of the exact matching condition and the vanishing low-level gap are related to the assumption that the high-level density matrix blocks are non-interacting pure-state $v$-representable (NI-PS-V), which assumes that the low-level density matrix is constructed following the Aufbau principle. In order to relax the NI-PS-V condition, we develop an augmented Lagrangian method to match the density matrix blocks without referring to the Aufbau principle. Numerical results for 2D Hubbard and hydrogen model systems indicate that in some challenging scenarios, the relaxation of the Aufbau principle directly leads to exact matching of the density matrix blocks, which also yields improved accuracy.

preprint2022arXiv

Riemannian Natural Gradient Methods

This paper studies large-scale optimization problems on Riemannian manifolds whose objective function is a finite sum of negative log-probability losses. Such problems arise in various machine learning and signal processing applications. By introducing the notion of Fisher information matrix in the manifold setting, we propose a novel Riemannian natural gradient method, which can be viewed as a natural extension of the natural gradient method from the Euclidean setting to the manifold setting. We establish the almost-sure global convergence of our proposed method under standard assumptions. Moreover, we show that if the loss function satisfies certain convexity and smoothness conditions and the input-output map satisfies a Riemannian Jacobian stability condition, then our proposed method enjoys a local linear -- or, under the Lipschitz continuity of the Riemannian Jacobian of the input-output map, even quadratic -- rate of convergence. We then prove that the Riemannian Jacobian stability condition will be satisfied by a two-layer fully connected neural network with batch normalization with high probability, provided that the width of the network is sufficiently large. This demonstrates the practical relevance of our convergence rate result. Numerical experiments on applications arising from machine learning demonstrate the advantages of the proposed method over state-of-the-art ones.

preprint2020arXiv

An exact penalty approach for optimization with nonnegative orthogonality constraints

Optimization with nonnegative orthogonality constraints has wide applications in machine learning and data sciences. It is NP-hard due to some combinatorial properties of the constraints. We first propose an equivalent optimization formulation with nonnegative and multiple spherical constraints and an additional single nonlinear constraint. Various constraint qualifications, the first- and second-order optimality conditions of the equivalent formulation are discussed. By establishing a local error bound of the feasible set, we design a class of (smooth) exact penalty models via keeping the nonnegative and multiple spherical constraints. The penalty models are exact if the penalty parameter is sufficiently large other than going to infinity. A practical penalty algorithm with postprocessing is then developed. It uses a second-order method to approximately solve a series of subproblems with nonnegative and multiple spherical constraints. We study the asymptotic convergence of the penalty algorithm and establish that any limit point is a weakly stationary point of the original problem and becomes a stationary point under some additional mild conditions. Extensive numerical results on the projection problem, orthogonal nonnegative matrix factorization problems and the K-indicators model show the effectiveness of our proposed approach.

preprint2020arXiv

Joint Bandwidth Allocation and Path Selection in WANs with Path Cardinality Constraints

In this paper, we study a joint bandwidth allocation and path selection problem via solving a multi-objective minimization problem under the path cardinality constraints, namely MOPC. Our problem formulation captures various types of objectives including the proportional fairness, the total completion time, as well as the worst-case link utilization ratio. Such an optimization problem is very challenging since it is highly non-convex. Almost all existing works deal with such a problem using relaxation techniques to transform it to be a convex optimization problem. However, we provide a novel solution framework based on the classic alternating direction method of multipliers (ADMM) approach for solving this problem. Our proposed algorithm is simple and easy to be implemented. Each step of our algorithm consists of either finding the maximal root of a single-cubic equation which is guaranteed to have at least one positive solution or solving a one-dimensional convex subproblem in a fixed interval. Under some mild assumptions, we prove that any limiting point of the generated sequence under our proposed algorithm is a stationary point. Extensive numerical simulations are performed to demonstrate the advantages of our algorithm compared with various baselines.

preprint2020arXiv

On the Analysis of Model-free Methods for the Linear Quadratic Regulator

Many reinforcement learning methods achieve great success in practice but lack theoretical foundation. In this paper, we study the convergence analysis on the problem of the Linear Quadratic Regulator (LQR). The global linear convergence properties and sample complexities are established for several popular algorithms such as the policy gradient algorithm, TD-learning and the actor-critic (AC) algorithm. Our results show that the actor-critic algorithm can reduce the sample complexity compared with the policy gradient algorithm. Although our analysis is still preliminary, it explains the benefit of AC algorithm in a certain sense.

preprint2016arXiv

$L_p$-norm regularization algorithms for optimization over permutation matrices

Optimization problems over permutation matrices appear widely in facility layout, chip design, scheduling, pattern recognition, computer vision, graph matching, etc. Since this problem is NP-hard due to the combinatorial nature of permutation matrices, we relax the variable to be the more tractable doubly stochastic matrices and add an $L_p$-norm ($0 < p < 1$) regularization term to the objective function. The optimal solutions of the $L_p$-regularized problem are the same as the original problem if the regularization parameter is sufficiently large. A lower bound estimation of the nonzero entries of the stationary points and some connections between the local minimizers and the permutation matrices are further established. Then we propose an $L_p$ regularization algorithm with local refinements. The algorithm approximately solves a sequence of $L_p$ regularization subproblems by the projected gradient method using a nonmontone line search with the Barzilai-Borwein step sizes. Its performance can be further improved if it is combined with certain local search methods, the cutting plane techniques as well as a new negative proximal point scheme. Extensive numerical results on QAPLIB and the bandwidth minimization problem show that our proposed algorithms can often find reasonably high quality solutions within a competitive amount of time.

preprint2016arXiv

A Regularized Semi-Smooth Newton Method With Projection Steps for Composite Convex Programs

The goal of this paper is to study approaches to bridge the gap between first-order and second-order type methods for composite convex programs. Our key observations are: i) Many well-known operator splitting methods, such as forward-backward splitting (FBS) and Douglas-Rachford splitting (DRS), actually define a fixed-point mapping; ii) The optimal solutions of the composite convex program and the solutions of a system of nonlinear equations derived from the fixed-point mapping are equivalent. Solving this kind of system of nonlinear equations enables us to develop second-order type methods. Although these nonlinear equations may be non-differentiable, they are often semi-smooth and their generalized Jacobian matrix is positive semidefinite due to monotonicity. By combining with a regularization approach and a known hyperplane projection technique, we propose an adaptive semi-smooth Newton method and establish its convergence to global optimality. Preliminary numerical results on $\ell_1$-minimization problems demonstrate that our second-order type algorithms are able to achieve superlinear or quadratic convergence.

preprint2016arXiv

Randomized Algorithms For High Quality Treatment Planning in Volumetric Modulated Arc Therapy

In recent years, volumetric modulated arc therapy (VMAT) has been becoming a more and more important radiation technique widely used in clinical application for cancer treatment. One of the key problems in VMAT is treatment plan optimization, which is complicated due to the constraints imposed by the involved equipments. In this paper, we consider a model with four major constraints: the bound on the beam intensity, an upper bound on the rate of the change of the beam intensity, the moving speed of leaves of the multi-leaf collimator (MLC) and its directional-convexity. We solve the model by a two-stage algorithm: performing minimization with respect to the shapes of the aperture and the beam intensities alternatively. Specifically, the shapes of the aperture are obtained by a greedy algorithm whose performance is enhanced by random sampling in the leaf pairs with a decremental rate. The beam intensity is optimized using a gradient projection method with non-monotonic line search. We further improve the proposed algorithm by an incremental random importance sampling of the voxels to reduce the computational cost of the energy functional. Numerical simulations on two clinical cancer date sets demonstrate that our method is highly competitive to the state-of-the-art algorithms in terms of both computational time and quality of treatment planning.

preprint2015arXiv

A Composite Risk Measure Framework for Decision Making under Uncertainty

In this paper, we present a unified framework for decision making under uncertainty. Our framework is based on the composite of two risk measures, where the inner risk measure accounts for the risk of decision given the exact distribution of uncertain model parameters, and the outer risk measure quantifies the risk that occurs when estimating the parameters of distribution. We show that the model is tractable under mild conditions. The framework is a generalization of several existing models, including stochastic programming, robust optimization, distributionally robust optimization, etc. Using this framework, we study a few new models which imply probabilistic guarantees for solutions and yield less conservative results comparing to traditional models. Numerical experiments are performed on portfolio selection problems to demonstrate the strength of our models.

preprint2015arXiv

Block algorithms with augmented Rayleigh-Ritz projections for large-scale eigenpair computation

Most iterative algorithms for eigenpair computation consist of two main steps: a subspace update (SU) step that generates bases for approximate eigenspaces, followed by a Rayleigh-Ritz (RR) projection step that extracts approximate eigenpairs. So far the predominant methodology for the SU step is based on Krylov subspaces that builds orthonormal bases piece by piece in a sequential manner. In this work, we investigate block methods in the SU step that allow a higher level of concurrency than what is reachable by Krylov subspace methods. To achieve a competitive speed, we propose an augmented Rayleigh-Ritz (ARR) procedure and analyze its rate of convergence under realistic conditions. Combining this ARR procedure with a set of polynomial accelerators, as well as utilizing a few other techniques such as continuation and deflation, we construct a block algorithm designed to reduce the number of RR steps and elevate concurrency in the SU steps. Extensive computational experiments are conducted in Matlab on a representative set of test problems to evaluate the performance of two variants of our algorithm in comparison to two well-established, high-quality eigensolvers ARPACK and FEAST. Numerical results, obtained on a many-core computer without explicit code parallelization, show that when computing a relatively large number of eigenpairs, the performance of our algorithms is competitive with, and frequently superior to, that of the two state-of-the-art eigensolvers.

preprint2014arXiv

On the Analysis of the Discretized Kohn-Sham Density Functional Theory

In this paper, we study a few theoretical issues in the discretized Kohn-Sham (KS) density functional theory (DFT). The equivalence between either a local or global minimizer of the KS total energy minimization problem and the solution to the KS equation is established under certain assumptions. The nonzero charge densities of a strong local minimizer are shown to be bounded below by a positive constant uniformly. We analyze the self-consistent field (SCF) iteration by formulating the KS equation as a fixed point map with respect to the potential. The Jacobian of these fixed point maps is derived explicitly. Both global and local convergence of the simple mixing scheme can be established if the gap between the occupied states and unoccupied states is sufficiently large. This assumption can be relaxed if the charge density is computed using the Fermi-Dirac distribution and it is not required if there is no exchange correlation functional in the total energy functional. Although our assumption on the gap is very stringent and is almost never satisfied in reality, our analysis is still valuable for a better understanding of the KS minimization problem, the KS equation and the SCF iteration.

preprint2013arXiv

Asset Allocation under the Basel Accord Risk Measures

Financial institutions are currently required to meet more stringent capital requirements than they were before the recent financial crisis; in particular, the capital requirement for a large bank's trading book under the Basel 2.5 Accord more than doubles that under the Basel II Accord. The significant increase in capital requirements renders it necessary for banks to take into account the constraint of capital requirement when they make asset allocation decisions. In this paper, we propose a new asset allocation model that incorporates the regulatory capital requirements under both the Basel 2.5 Accord, which is currently in effect, and the Basel III Accord, which was recently proposed and is currently under discussion. We propose an unified algorithm based on the alternating direction augmented Lagrangian method to solve the model; we also establish the first-order optimality of the limit points of the sequence generated by the algorithm under some mild conditions. The algorithm is simple and easy to implement; each step of the algorithm consists of solving convex quadratic programming or one-dimensional subproblems. Numerical experiments on simulated and real market data show that the algorithm compares favorably with other existing methods, especially in cases in which the model is non-convex.

preprint2013arXiv

Gradient type optimization methods for electronic structure calculations

The density functional theory (DFT) in electronic structure calculations can be formulated as either a nonlinear eigenvalue or direct minimization problem. The most widely used approach for solving the former is the so-called self-consistent field (SCF) iteration. A common observation is that the convergence of SCF is not clear theoretically while approaches with convergence guarantee for solving the latter are often not competitive to SCF numerically. In this paper, we study gradient type methods for solving the direct minimization problem by constructing new iterations along the gradient on the Stiefel manifold. Global convergence (i.e., convergence to a stationary point from any initial solution) as well as local convergence rate follows from the standard theory for optimization on manifold directly. A major computational advantage is that the computation of linear eigenvalue problems is no longer needed. The main costs of our approaches arise from the assembling of the total energy functional and its gradient and the projection onto the manifold. These tasks are cheaper than eigenvalue computation and they are often more suitable for parallelization as long as the evaluation of the total energy functional and its gradient is efficient. Numerical results show that they can outperform SCF consistently on many practically large systems.

preprint2013arXiv

On the Convergence of the Self-Consistent Field Iteration in Kohn-Sham Density Functional Theory

It is well known that the self-consistent field (SCF) iteration for solving the Kohn-Sham (KS) equation often fails to converge, yet there is no clear explanation. In this paper, we investigate the SCF iteration from the perspective of minimizing the corresponding KS total energy functional. By analyzing the second-order Taylor expansion of the KS total energy functional and estimating the relationship between the Hamiltonian and the part of the Hessian which is not used in the SCF iteration, we are able to prove global convergence from an arbitrary initial point and local linear convergence from an initial point sufficiently close to the solution of the KS equation under assumptions that the gap between the occupied states and unoccupied states is sufficiently large and the second-order derivatives of the exchange correlation functional are uniformly bounded from above. Although these conditions are very stringent and are almost never satisfied in reality, our analysis is interesting in the sense that it provides a qualitative prediction of the behavior of the SCF iteration.

preprint2013arXiv

Orientation Determination from Cryo-EM images Using Least Unsquared Deviation

A major challenge in single particle reconstruction from cryo-electron microscopy is to establish a reliable ab-initio three-dimensional model using two-dimensional projection images with unknown orientations. Common-lines based methods estimate the orientations without additional geometric information. However, such methods fail when the detection rate of common-lines is too low due to the high level of noise in the images. An approximation to the least squares global self consistency error was obtained using convex relaxation by semidefinite programming. In this paper we introduce a more robust global self consistency error and show that the corresponding optimization problem can be solved via semidefinite relaxation. In order to prevent artificial clustering of the estimated viewing directions, we further introduce a spectral norm term that is added as a constraint or as a regularization term to the relaxed minimization problem. The resulted problems are solved by using either the alternating direction method of multipliers or an iteratively reweighted least squares procedure. Numerical experiments with both simulated and real images demonstrate that the proposed methods significantly reduce the orientation estimation error when the detection rate of common-lines is low.

preprint2011arXiv

An Alternating Direction Algorithm for Matrix Completion with Nonnegative Factors

This paper introduces an algorithm for the nonnegative matrix factorization-and-completion problem, which aims to find nonnegative low-rank matrices X and Y so that the product XY approximates a nonnegative data matrix M whose elements are partially known (to a certain accuracy). This problem aggregates two existing problems: (i) nonnegative matrix factorization where all entries of M are given, and (ii) low-rank matrix completion where nonnegativity is not required. By taking the advantages of both nonnegativity and low-rankness, one can generally obtain superior results than those of just using one of the two properties. We propose to solve the non-convex constrained least-squares problem using an algorithm based on the classic alternating direction augmented Lagrangian method. Preliminary convergence properties of the algorithm and numerical simulation results are presented. Compared to a recent algorithm for nonnegative matrix factorization, the proposed algorithm produces factorizations of similar quality using only about half of the matrix entries. On tasks of recovering incomplete grayscale and hyperspectral images, the proposed algorithm yields overall better qualities than those produced by two recent matrix-completion algorithms that do not exploit nonnegativity.