| Publication | Date of Publication | Type |
|---|
Stochastic first-order methods for average-reward Markov decision processes
Mathematics of Operations Research | 2025-11-26 | Paper |
Accelerated stochastic approximation with state-dependent noise
Mathematical Programming. Series A. Series B | 2025-09-09 | Paper |
Data-driven minimax optimization with expectation constraints
Operations Research | 2025-07-17 | Paper |
A model-free first-order method for linear quadratic regulator with \(\tilde{O}(1/\varepsilon)\) sampling complexity
SIAM Journal on Control and Optimization | 2025-07-09 | Paper |
Optimal methods for convex nested stochastic composite optimization
Mathematical Programming. Series A. Series B | 2025-07-08 | Paper |
Faster algorithm and sharper analysis for constrained Markov decision process
Operations Research Letters | 2025-05-03 | Paper |
Level constrained first order methods for function constrained optimization
Mathematical Programming. Series A. Series B | 2025-01-17 | Paper |
Policy mirror descent inherently explores action space
SIAM Journal on Optimization | 2025-01-14 | Paper |
Homotopic policy mirror descent: policy convergence, algorithmic regularization, and improved sample complexity
Mathematical Programming. Series A. Series B | 2024-09-19 | Paper |
| A Novel Catalyst Scheme for Stochastic Minimax Optimization | 2023-11-05 | Paper |
Optimal Methods for Convex Risk-Averse Distributed Optimization
SIAM Journal on Optimization | 2023-08-11 | Paper |
Graph Topology Invariant Gradient and Sampling Complexity for Decentralized and Stochastic Optimization
SIAM Journal on Optimization | 2023-08-11 | Paper |
Accelerated and Instance-Optimal Policy Evaluation with Linear Function Approximation
SIAM Journal on Mathematics of Data Science | 2023-03-30 | Paper |
Stochastic first-order methods for convex and nonconvex functional constrained optimization
Mathematical Programming. Series A. Series B | 2023-03-14 | Paper |
| Dual dynamic programming for stochastic programs over an infinite horizon | 2023-03-03 | Paper |
Policy mirror descent for reinforcement learning: linear convergence, new sampling complexity, and generalized problem classes
Mathematical Programming. Series A. Series B | 2023-03-01 | Paper |
| A model-free first-order method for linear quadratic regulator with $\tilde{O}(1/\varepsilon)$ sampling complexity | 2022-11-30 | Paper |
| Solving Convex Smooth Function Constrained Optimization Is Almost As Easy As Unconstrained Optimization | 2022-10-11 | Paper |
Simple and optimal methods for stochastic variational inequalities. I: Operator extrapolation
SIAM Journal on Optimization | 2022-08-19 | Paper |
Correction to: ``Complexity of stochastic dual dynamic programming''
Mathematical Programming. Series A. Series B | 2022-06-29 | Paper |
Complexity of training ReLU neural network
Discrete Optimization | 2022-06-09 | Paper |
Simple and optimal methods for stochastic variational inequalities. II: Markovian noise and policy evaluation in reinforcement learning
SIAM Journal on Optimization | 2022-06-01 | Paper |
Accelerated gradient sliding for structured convex optimization
Computational Optimization and Applications | 2022-05-25 | Paper |
Complexity of stochastic dual dynamic programming
Mathematical Programming. Series A. Series B | 2022-03-22 | Paper |
Complexity analysis for optimization methods
SCIENTIA SINICA Mathematica | 2022-03-21 | Paper |
Accelerated and instance-optimal policy evaluation with linear function approximation
(available as arXiv preprint) | 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
SIAM Journal on Optimization | 2021-10-26 | Paper |
Dynamic stochastic approximation for multi-stage stochastic optimization
Mathematical Programming. Series A. Series B | 2021-04-23 | Paper |
Policy Mirror Descent for Reinforcement Learning: Linear Convergence, New Sampling Complexity, and Generalized Problem Classes
(available as arXiv preprint) | 2021-01-29 | Paper |
Convex Optimization for Finite-Horizon Robust Covariance Control of Linear Stochastic Systems
SIAM Journal on Control and Optimization | 2021-01-21 | Paper |
Algorithms for stochastic optimization with function or expectation constraints
Computational Optimization and Applications | 2020-05-19 | Paper |
First-order and stochastic optimization methods for machine learning
Springer Series in the Data Sciences | 2020-03-27 | Paper |
Accelerated Stochastic Algorithms for Nonconvex Finite-Sum and Multiblock Optimization
SIAM Journal on Optimization | 2019-11-08 | Paper |
Stochastic First-order Methods for Convex and Nonconvex Functional Constrained Optimization
(available as arXiv preprint) | 2019-08-07 | Paper |
Generalized uniformly optimal methods for nonlinear programming
Journal of Scientific Computing | 2019-07-26 | Paper |
Fast bundle-level methods for unconstrained and ball-constrained convex optimization
Computational Optimization and Applications | 2019-06-13 | Paper |
A robust sensor covering and communication problem
Naval Research Logistics | 2019-05-02 | Paper |
Linearly convergent first-order algorithms for semidefinite programming
Journal of Computational Mathematics | 2018-10-22 | Paper |
| Robust affine control of linear stochastic systems | 2017-12-30 | Paper |
Accelerated schemes for a class of variational inequalities
Mathematical Programming. Series A. Series B | 2017-11-17 | Paper |
Stochastic block mirror descent methods for nonsmooth and stochastic optimization
SIAM Journal on Optimization | 2017-01-13 | Paper |
Gradient sliding for composite optimization
Mathematical Programming. Series A. Series B | 2016-09-16 | Paper |
Conditional gradient sliding for convex optimization
SIAM Journal on Optimization | 2016-07-04 | Paper |
Accelerated gradient methods for nonconvex nonlinear and stochastic programming
Mathematical Programming. Series A. Series B | 2016-04-04 | Paper |
Mini-batch stochastic approximation methods for nonconvex stochastic composite optimization
Mathematical Programming. Series A. Series B | 2016-02-23 | Paper |
Iteration-complexity of first-order augmented Lagrangian methods for convex programming
Mathematical Programming. Series A. Series B | 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
SIAM Journal on Imaging Sciences | 2015-05-15 | Paper |
On the convergence properties of non-Euclidean extragradient methods for variational inequalities with generalized monotone operators
Computational Optimization and Applications | 2015-04-20 | Paper |
Optimal primal-dual methods for a class of saddle point problems
SIAM Journal on Optimization | 2015-04-08 | Paper |
Bundle-level type methods uniformly optimal for smooth and nonsmooth convex optimization
Mathematical Programming. Series A. Series B | 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
SIAM Journal on Optimization | 2014-04-09 | Paper |
Stochastic First- and Zeroth-Order Methods for Nonconvex Stochastic Programming
SIAM Journal on Optimization | 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
Mathematical Programming. Series A. Series B | 2013-05-06 | Paper |
Optimal Stochastic Approximation Algorithms for Strongly Convex Stochastic Composite Optimization I: A Generic Algorithmic Framework
SIAM Journal on Optimization | 2013-04-09 | Paper |
Validation analysis of mirror descent stochastic approximation method
Mathematical Programming. Series A. Series B | 2012-10-15 | Paper |
An optimal method for stochastic composite optimization
Mathematical Programming. Series A. Series B | 2012-06-26 | Paper |
Primal-dual first-order methods with \({\mathcal {O}(1/\varepsilon)}\) iteration-complexity for cone programming
Mathematical Programming. Series A. Series B | 2011-02-14 | Paper |
Robust Stochastic Approximation Approach to Stochastic Programming
SIAM Journal on Optimization | 2009-11-27 | Paper |
A Polynomial Predictor-Corrector Trust-Region Algorithm for Linear Programming
SIAM Journal on Optimization | 2009-11-27 | Paper |
An effective and simple heuristic for the set covering problem
European Journal of Operational Research | 2006-11-15 | Paper |
Level Constrained First Order Methods for Function Constrained Optimization
(available as arXiv preprint) | N/A | Paper |
