383 citations · 773 across the 39 of their papers we have counts for
5 papers · 1 filter
The Speed-Robustness Trade-Off for First-Order Methods with Additive Gradient Noise
Bryan Van Scoy, Laurent Lessard
We study the trade-off between convergence rate and sensitivity to stochastic additive gradient noise for first-order optimization methods. Ordinary Gradient Descent (GD) can be ma…
An automatic system to detect equivalence between iterative algorithms
Shipu Zhao, Laurent Lessard, Madeleine Udell
When are two algorithms the same? How can we be sure a recently proposed algorithm is novel, and not a minor twist on an existing method? In this paper, we present a framework for…
Toward a Scalable Upper Bound for a CVaR-LQ Problem
Margaret P. Chapman, Laurent Lessard
We study a linear-quadratic, optimal control problem on a discrete, finite time horizon with distributional ambiguity, in which the cost is assessed via Conditional Value-at-Risk (…
Near-optimal Local Convergence of Alternating Gradient Descent-Ascent for Minimax Optimization
Guodong Zhang, Yuanhao Wang, Laurent Lessard +1
Smooth minimax games often proceed by simultaneous or alternating gradient updates. Although algorithms with alternating updates are commonly used in practice, the majority of exis…
Generalized Necessary and Sufficient Robust Boundedness Results for Feedback Systems
Saman Cyrus, Laurent Lessard
Classical sufficient conditions for ensuring the robust stability of a dynamical system in feedback with a nonlinearity include passivity, small gain, circle, and conicity theorems…