activity
20172022
most citedA Stochastic Extra-Step Quasi-Newton Method for Nonsmooth Nonconvex Optimization

6 citations · 22 across the 13 of their papers we have counts for

collaborators

21 papers

math.NA20221 cited

Some Sharp Error Bounds for Multivariate Linear Interpolation and Extrapolation

Liyuan Cao, Zaiwen Wen, Ya-xiang Yuan

We study in this paper the function approximation error of linear interpolation and extrapolation. Several upper bounds are presented along with the conditions under which they are…

math.OC20211 cited

NG+ : A Multi-Step Matrix-Product Natural Gradient Method for Deep Learning

Minghan Yang, Dong Xu, Qiwen Cui +2

In this paper, a novel second-order method called NG+ is proposed. By following the rule ``the shape of the gradient equals the shape of the parameter", we define a generalized fis…

math.OC2021

A Stochastic Composite Augmented Lagrangian Method For Reinforcement Learning

Yongfeng Li, Mingming Zhao, Weijie Chen +1

In this paper, we consider the linear programming (LP) formulation for deep reinforcement learning. The number of the constraints depends on the size of state and action spaces, wh…

eess.SP2020

Joint Bandwidth Allocation and Path Selection in WANs with Path Cardinality Constraints

Jinxin Wang, Fan Zhang, Zhonglin Xie +2

In this paper, we study a joint bandwidth allocation and path selection problem via solving a multi-objective minimization problem under the path cardinality constraints, namely MO…

math.OC20205 cited

On the Analysis of Model-free Methods for the Linear Quadratic Regulator

Zeyu Jin, Johann Michael Schmitt, Zaiwen Wen

Many reinforcement learning methods achieve great success in practice but lack theoretical foundation. In this paper, we study the convergence analysis on the problem of the Linear…

math.OC2020

Enhance Curvature Information by Structured Stochastic Quasi-Newton Methods

Minghan Yang, Dong Xu, Hongyu Chen +2

In this paper, we consider stochastic second-order methods for minimizing a finite summation of nonconvex functions. One important key is to find an ingenious but cheap scheme to i…