The following pages link to Guanghui Lan (Q245488):
Displaying 48 items.
- Accelerated gradient methods for nonconvex nonlinear and stochastic programming (Q263185) (← links)
- Gradient sliding for composite optimization (Q312670) (← links)
- An optimal method for stochastic composite optimization (Q431018) (← links)
- Primal-dual first-order methods with \({\mathcal {O}(1/\varepsilon)}\) iteration-complexity for cone programming (Q623454) (← links)
- Validation analysis of mirror descent stochastic approximation method (Q715058) (← links)
- An effective and simple heuristic for the set covering problem (Q853015) (← links)
- Accelerated schemes for a class of variational inequalities (Q1680963) (← links)
- Iteration-complexity of first-order penalty methods for convex programming (Q1949272) (← links)
- Dynamic stochastic approximation for multi-stage stochastic optimization (Q2020613) (← links)
- Complexity of stochastic dual dynamic programming (Q2118093) (← links)
- Accelerated gradient sliding for structured convex optimization (Q2141354) (← links)
- Correction to: ``Complexity of stochastic dual dynamic programming'' (Q2149581) (← links)
- Algorithms for stochastic optimization with function or expectation constraints (Q2181600) (← links)
- First-order and stochastic optimization methods for machine learning (Q2307433) (← links)
- Generalized uniformly optimal methods for nonlinear programming (Q2316202) (← links)
- On the convergence properties of non-Euclidean extragradient methods for variational inequalities with generalized monotone operators (Q2340520) (← links)
- Fast bundle-level methods for unconstrained and ball-constrained convex optimization (Q2419544) (← links)
- Bundle-level type methods uniformly optimal for smooth and nonsmooth convex optimization (Q2515032) (← links)
- Complexity of training ReLU neural network (Q2673242) (← links)
- Policy mirror descent for reinforcement learning: linear convergence, new sampling complexity, and generalized problem classes (Q2687069) (← links)
- Stochastic first-order methods for convex and nonconvex functional constrained optimization (Q2689819) (← links)
- Stochastic Block Mirror Descent Methods for Nonsmooth and Stochastic Optimization (Q2954396) (← links)
- Robust Stochastic Approximation Approach to Stochastic Programming (Q3648521) (← links)
- A Polynomial Predictor-Corrector Trust-Region Algorithm for Linear Programming (Q3648536) (← links)
- A robust sensor covering and communication problem (Q4632910) (← links)
- Linearly Convergent First-Order Algorithms for Semidefinite Programming (Q4688142) (← links)
- Optimal Stochastic Approximation Algorithms for Strongly Convex Stochastic Composite Optimization I: A Generic Algorithmic Framework (Q4915174) (← links)
- Complexity analysis for optimization methods (Q5064233) (← links)
- Simple and Optimal Methods for Stochastic Variational Inequalities, II: Markovian Noise and Policy Evaluation in Reinforcement Learning (Q5081106) (← links)
- Simple and Optimal Methods for Stochastic Variational Inequalities, I: Operator Extrapolation (Q5097022) (← links)
- Convex Optimization for Finite-Horizon Robust Covariance Control of Linear Stochastic Systems (Q5145606) (← links)
- Conditional Gradient Methods for Convex Optimization with General Affine and Nonlinear Constraints (Q5158760) (← links)
- Accelerated Stochastic Algorithms for Nonconvex Finite-Sum and Multiblock Optimization (Q5242931) (← links)
- Optimal Primal-Dual Methods for a Class of Saddle Point Problems (Q5245366) (← links)
- An Accelerated Linearized Alternating Direction Method of Multipliers (Q5250009) (← links)
- Optimal Stochastic Approximation Algorithms for Strongly Convex Stochastic Composite Optimization, II: Shrinking Procedures and Optimal Algorithms (Q5408211) (← links)
- Stochastic First- and Zeroth-Order Methods for Nonconvex Stochastic Programming (Q5408223) (← links)
- Accelerated and Instance-Optimal Policy Evaluation with Linear Function Approximation (Q5885838) (← links)
- Mini-batch stochastic approximation methods for nonconvex stochastic composite optimization (Q5962719) (← links)
- Iteration-complexity of first-order augmented Lagrangian methods for convex programming (Q5962727) (← links)
- Optimal Methods for Convex Risk-Averse Distributed Optimization (Q6116242) (← links)
- Graph Topology Invariant Gradient and Sampling Complexity for Decentralized and Stochastic Optimization (Q6116247) (← links)
- Level Constrained First Order Methods for Function Constrained Optimization (Q6505926) (← links)
- Homotopic policy mirror descent: policy convergence, algorithmic regularization, and improved sample complexity (Q6608040) (← links)
- Policy mirror descent inherently explores action space (Q6663113) (← links)
- Level constrained first order methods for function constrained optimization (Q6665379) (← links)
- Nearly Optimal $L_p$ Risk Minimization (Q6737420) (← links)
- Uniformly Optimal and Parameter-free First-order Methods for Convex and Function-constrained Optimization (Q6757178) (← links)
