5 citations · 5 across the 2 of their papers we have counts for
2 papers
math.OC2026
A Single-Loop Minorized Dual Decomposition Method for Nonsmooth Multi-Stage Stochastic Programming
Dan Luo, Hailin Sun, Lei Yang +1
In this paper, we study multi-stage stochastic programming (MSP) problems with nonsmooth composite objectives. Tailored to their intrinsic stage-wise and scenario-wise structure, w…
stat.ML2017★ 5 cited
On Scalable Inference with Stochastic Gradient Descent
Yixin Fang, Jinfeng Xu, Lei Yang
In many applications involving large dataset or online updating, stochastic gradient descent (SGD) provides a scalable way to compute parameter estimates and has gained increasing…