Publication | Date of Publication | Type |
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A Novel Catalyst Scheme for Stochastic Minimax Optimization | 2023-11-05 | Paper |
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 |
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 | 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 | 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 |