Guanghui Lan

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Person:245488

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zbMath Open lan.guanghuiMaRDI QIDQ245488

List of research outcomes

PublicationDate of PublicationType
A Novel Catalyst Scheme for Stochastic Minimax Optimization2023-11-05Paper
Optimal Methods for Convex Risk-Averse Distributed Optimization2023-08-11Paper
Graph Topology Invariant Gradient and Sampling Complexity for Decentralized and Stochastic Optimization2023-08-11Paper
Accelerated and Instance-Optimal Policy Evaluation with Linear Function Approximation2023-03-30Paper
Stochastic first-order methods for convex and nonconvex functional constrained optimization2023-03-14Paper
Dual dynamic programming for stochastic programs over an infinite horizon2023-03-03Paper
Policy mirror descent for reinforcement learning: linear convergence, new sampling complexity, and generalized problem classes2023-03-01Paper
A model-free first-order method for linear quadratic regulator with $\tilde{O}(1/\varepsilon)$ sampling complexity2022-11-30Paper
Solving Convex Smooth Function Constrained Optimization Is Almost As Easy As Unconstrained Optimization2022-10-11Paper
Simple and Optimal Methods for Stochastic Variational Inequalities, I: Operator Extrapolation2022-08-19Paper
Correction to: ``Complexity of stochastic dual dynamic programming2022-06-29Paper
Complexity of training ReLU neural network2022-06-09Paper
Simple and Optimal Methods for Stochastic Variational Inequalities, II: Markovian Noise and Policy Evaluation in Reinforcement Learning2022-06-01Paper
Accelerated gradient sliding for structured convex optimization2022-05-25Paper
Complexity of stochastic dual dynamic programming2022-03-22Paper
Complexity analysis for optimization methods2022-03-21Paper
Accelerated and instance-optimal policy evaluation with linear function approximation2021-12-24Paper
Mirror-prox sliding methods for solving a class of monotone variational inequalities2021-11-01Paper
Conditional Gradient Methods for Convex Optimization with General Affine and Nonlinear Constraints2021-10-26Paper
Dynamic stochastic approximation for multi-stage stochastic optimization2021-04-23Paper
Policy Mirror Descent for Reinforcement Learning: Linear Convergence, New Sampling Complexity, and Generalized Problem Classes2021-01-29Paper
Convex Optimization for Finite-Horizon Robust Covariance Control of Linear Stochastic Systems2021-01-21Paper
Algorithms for stochastic optimization with function or expectation constraints2020-05-19Paper
First-order and stochastic optimization methods for machine learning2020-03-27Paper
Accelerated Stochastic Algorithms for Nonconvex Finite-Sum and Multiblock Optimization2019-11-08Paper
Stochastic First-order Methods for Convex and Nonconvex Functional Constrained Optimization2019-08-07Paper
Generalized uniformly optimal methods for nonlinear programming2019-07-26Paper
Fast bundle-level methods for unconstrained and ball-constrained convex optimization2019-06-13Paper
A robust sensor covering and communication problem2019-05-02Paper
Linearly Convergent First-Order Algorithms for Semidefinite Programming2018-10-22Paper
Robust affine control of linear stochastic systems2017-12-30Paper
Accelerated schemes for a class of variational inequalities2017-11-17Paper
Stochastic Block Mirror Descent Methods for Nonsmooth and Stochastic Optimization2017-01-13Paper
Gradient sliding for composite optimization2016-09-16Paper
Accelerated gradient methods for nonconvex nonlinear and stochastic programming2016-04-04Paper
Mini-batch stochastic approximation methods for nonconvex stochastic composite optimization2016-02-23Paper
Iteration-complexity of first-order augmented Lagrangian methods for convex programming2016-02-23Paper
Randomized Block Subgradient Methods for Convex Nonsmooth and Stochastic Optimization2015-09-15Paper
An Accelerated Linearized Alternating Direction Method of Multipliers2015-05-15Paper
On the convergence properties of non-Euclidean extragradient methods for variational inequalities with generalized monotone operators2015-04-20Paper
Optimal Primal-Dual Methods for a Class of Saddle Point Problems2015-04-08Paper
Bundle-level type methods uniformly optimal for smooth and nonsmooth convex optimization2015-02-09Paper
Randomized First-Order Methods for Saddle Point Optimization2014-09-30Paper
Optimal Stochastic Approximation Algorithms for Strongly Convex Stochastic Composite Optimization, II: Shrinking Procedures and Optimal Algorithms2014-04-09Paper
Stochastic First- and Zeroth-Order Methods for Nonconvex Stochastic Programming2014-04-09Paper
The Complexity of Large-scale Convex Programming under a Linear Optimization Oracle2013-09-21Paper
Iteration-complexity of first-order penalty methods for convex programming2013-05-06Paper
Optimal Stochastic Approximation Algorithms for Strongly Convex Stochastic Composite Optimization I: A Generic Algorithmic Framework2013-04-09Paper
Validation analysis of mirror descent stochastic approximation method2012-10-15Paper
An optimal method for stochastic composite optimization2012-06-26Paper
Primal-dual first-order methods with \({\mathcal {O}(1/\varepsilon)}\) iteration-complexity for cone programming2011-02-14Paper
Robust Stochastic Approximation Approach to Stochastic Programming2009-11-27Paper
A Polynomial Predictor-Corrector Trust-Region Algorithm for Linear Programming2009-11-27Paper
An effective and simple heuristic for the set covering problem2006-11-15Paper

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