19 citations · 35 across the 2 of their papers we have counts for
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cs.DC2020★ 19 cited
Randomized Progressive Hedging methods for Multi-stage Stochastic Programming
Gilles Bareilles, Yassine Laguel, Dmitry Grishchenko +2
Progressive Hedging is a popular decomposition algorithm for solving multi-stage stochastic optimization problems. A computational bottleneck of this algorithm is that all scenario…
math.OC2020
Proximal Gradient methods with Adaptive Subspace Sampling
Dmitry Grishchenko, Franck Iutzeler, Jérôme Malick
Many applications in machine learning or signal processing involve nonsmooth optimization problems. This nonsmoothness brings a low-dimensional structure to the optimal solutions.…