| Publication | Date of Publication | Type |
|---|
High-dimensional regression with missing data: an asymptotic study
Stat | 2026-02-26 | Paper |
Fully zeroth-order bilevel programming via Gaussian smoothing
Journal of Optimization Theory and Applications | 2025-04-11 | Paper |
An adversarially robust formulation of linear regression with missing data
IEEE Transactions on Signal Processing | 2025-04-07 | Paper |
Stochastic search for a parametric cost function approximation: energy storage with rolling forecasts
European Journal of Operational Research | 2023-11-14 | Paper |
Zeroth-order nonconvex stochastic optimization: handling constraints, high dimensionality, and saddle points
Foundations of Computational Mathematics | 2023-04-14 | Paper |
Stochastic zeroth-order discretizations of Langevin diffusions for Bayesian inference
Bernoulli | 2022-05-16 | Paper |
Stochastic zeroth-order discretizations of Langevin diffusions for Bayesian inference
Bernoulli | 2022-05-16 | Paper |
Stochastic multilevel composition optimization algorithms with level-independent convergence rates
SIAM Journal on Optimization | 2022-04-29 | Paper |
Improved complexities for stochastic conditional gradient methods under interpolation-like conditions
Operations Research Letters | 2022-03-11 | Paper |
Improved Complexities for Stochastic Conditional Gradient Methods under Interpolation-like Conditions
(available as arXiv preprint) | 2020-06-15 | Paper |
A Single Timescale Stochastic Approximation Method for Nested Stochastic Optimization
SIAM Journal on Optimization | 2020-03-23 | Paper |
| Reinforcement Learning via Parametric Cost Function Approximation for Multistage Stochastic Programming | 2020-01-02 | Paper |
Generalized uniformly optimal methods for nonlinear programming
Journal of Scientific Computing | 2019-07-26 | Paper |
Conditional gradient type methods for composite nonlinear and stochastic optimization
Mathematical Programming. Series A. Series B | 2019-02-07 | Paper |
Stochastic Zeroth-order Discretizations of Langevin Diffusions for Bayesian Inference
(available as arXiv preprint) | 2019-02-04 | Paper |
Zeroth-order Nonconvex Stochastic Optimization: Handling Constraints, High-Dimensionality and Saddle-Points
(available as arXiv preprint) | 2018-09-17 | Paper |
| Approximation Methods for Bilevel Programming | 2018-02-06 | Paper |
| Second-Order Methods with Cubic Regularization Under Inexact Information | 2017-10-16 | 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 |
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 |
Optimal Stochastic Approximation Algorithms for Strongly Convex Stochastic Composite Optimization I: A Generic Algorithmic Framework
SIAM Journal on Optimization | 2013-04-09 | Paper |
Coordination of advertising in supply chain management with cooperating manufacturer and retailers
IMA Journal of Management Mathematics | 2013-03-12 | Paper |
