Guanghui Lan

Available identifiers

zbMath Open lan.guanghuiMaRDI QIDQ245488

List of research outcomes

Publication	Date of Publication	Type
Optimal Methods for Convex Risk-Averse Distributed Optimization	2023-08-11	Paper
Graph Topology Invariant Gradient and Sampling Complexity for Decentralized and Stochastic Optimization	2023-08-11	Paper
Accelerated and Instance-Optimal Policy Evaluation with Linear Function Approximation	2023-03-30	Paper
Stochastic first-order methods for convex and nonconvex functional constrained optimization	2023-03-14	Paper
Policy mirror descent for reinforcement learning: linear convergence, new sampling complexity, and generalized problem classes	2023-03-01	Paper
Simple and Optimal Methods for Stochastic Variational Inequalities, I: Operator Extrapolation	2022-08-19	Paper
Correction to: ``Complexity of stochastic dual dynamic programming	2022-06-29	Paper
Complexity of training ReLU neural network	2022-06-09	Paper
Simple and Optimal Methods for Stochastic Variational Inequalities, II: Markovian Noise and Policy Evaluation in Reinforcement Learning	2022-06-01	Paper
Accelerated gradient sliding for structured convex optimization	2022-05-25	Paper
Complexity of stochastic dual dynamic programming	2022-03-22	Paper
Complexity analysis for optimization methods	2022-03-21	Paper
Accelerated and instance-optimal policy evaluation with linear function approximation	2021-12-24	Paper
Mirror-prox sliding methods for solving a class of monotone variational inequalities	2021-11-01	Paper
Conditional Gradient Methods for Convex Optimization with General Affine and Nonlinear Constraints	2021-10-26	Paper
Dynamic stochastic approximation for multi-stage stochastic optimization	2021-04-23	Paper
Policy Mirror Descent for Reinforcement Learning: Linear Convergence, New Sampling Complexity, and Generalized Problem Classes	2021-01-29	Paper
Convex Optimization for Finite-Horizon Robust Covariance Control of Linear Stochastic Systems	2021-01-21	Paper
Algorithms for stochastic optimization with function or expectation constraints	2020-05-19	Paper
First-order and stochastic optimization methods for machine learning	2020-03-27	Paper
Accelerated Stochastic Algorithms for Nonconvex Finite-Sum and Multiblock Optimization	2019-11-08	Paper
Stochastic First-order Methods for Convex and Nonconvex Functional Constrained Optimization	2019-08-07	Paper
Generalized uniformly optimal methods for nonlinear programming	2019-07-26	Paper
Fast bundle-level methods for unconstrained and ball-constrained convex optimization	2019-06-13	Paper
A robust sensor covering and communication problem	2019-05-02	Paper
Linearly Convergent First-Order Algorithms for Semidefinite Programming	2018-10-22	Paper
Robust affine control of linear stochastic systems	2017-12-30	Paper
Accelerated schemes for a class of variational inequalities	2017-11-17	Paper
Stochastic Block Mirror Descent Methods for Nonsmooth and Stochastic Optimization	2017-01-13	Paper
Gradient sliding for composite optimization	2016-09-16	Paper
Accelerated gradient methods for nonconvex nonlinear and stochastic programming	2016-04-04	Paper
Mini-batch stochastic approximation methods for nonconvex stochastic composite optimization	2016-02-23	Paper
Iteration-complexity of first-order augmented Lagrangian methods for convex programming	2016-02-23	Paper
Randomized Block Subgradient Methods for Convex Nonsmooth and Stochastic Optimization	2015-09-15	Paper
An Accelerated Linearized Alternating Direction Method of Multipliers	2015-05-15	Paper
On the convergence properties of non-Euclidean extragradient methods for variational inequalities with generalized monotone operators	2015-04-20	Paper
Optimal Primal-Dual Methods for a Class of Saddle Point Problems	2015-04-08	Paper
Bundle-level type methods uniformly optimal for smooth and nonsmooth convex optimization	2015-02-09	Paper
Randomized First-Order Methods for Saddle Point Optimization	2014-09-30	Paper
Optimal Stochastic Approximation Algorithms for Strongly Convex Stochastic Composite Optimization, II: Shrinking Procedures and Optimal Algorithms	2014-04-09	Paper
Stochastic First- and Zeroth-Order Methods for Nonconvex Stochastic Programming	2014-04-09	Paper
The Complexity of Large-scale Convex Programming under a Linear Optimization Oracle	2013-09-21	Paper
Iteration-complexity of first-order penalty methods for convex programming	2013-05-06	Paper
Optimal Stochastic Approximation Algorithms for Strongly Convex Stochastic Composite Optimization I: A Generic Algorithmic Framework	2013-04-09	Paper
Validation analysis of mirror descent stochastic approximation method	2012-10-15	Paper
An optimal method for stochastic composite optimization	2012-06-26	Paper
Primal-dual first-order methods with \({\mathcal {O}(1/\varepsilon)}\) iteration-complexity for cone programming	2011-02-14	Paper
Robust Stochastic Approximation Approach to Stochastic Programming	2009-11-27	Paper
A Polynomial Predictor-Corrector Trust-Region Algorithm for Linear Programming	2009-11-27	Paper
An effective and simple heuristic for the set covering problem	2006-11-15	Paper

Research outcomes over time

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