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20162023
most citedStochastic Recursive Gradient Algorithm for Nonconvex Optimization

66 citations · 196 across the 21 of their papers we have counts for

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Showing 2022Show all

6 papers · 1 filter

math.OC2022★ 2 cited

Finding Optimal Policy for Queueing Models: New Parameterization

Trang H. Tran, Lam M. Nguyen, Katya Scheinberg

Queueing systems appear in many important real-life applications including communication networks, transportation and manufacturing systems. Reinforcement learning (RL) framework i…

cs.LG2022★ 1 cited

On the Convergence to a Global Solution of Shuffling-Type Gradient Algorithms

Lam M. Nguyen, Trang H. Tran

Stochastic gradient descent (SGD) algorithm is the method of choice in many machine learning tasks thanks to its scalability and efficiency in dealing with large-scale problems. In…

math.OC2022

StepDIRECT -- A Derivative-Free Optimization Method for Stepwise Functions

Dzung T. Phan, Hongsheng Liu, Lam M. Nguyen

In this paper, we propose the StepDIRECT algorithm for derivative-free optimization (DFO), in which the black-box objective function has a stepwise landscape. Our framework is base…

math.OC2022★ 3 cited

On Unbalanced Optimal Transport: Gradient Methods, Sparsity and Approximation Error

Quang Minh Nguyen, Hoang H. Nguyen, Yi Zhou +1

We study the Unbalanced Optimal Transport (UOT) between two measures of possibly different masses with at most components, where the marginal constraints of standard Optimal Tr…

cs.LG2022★ 4 cited

Attacking c-MARL More Effectively: A Data Driven Approach

Nhan H. Pham, Lam M. Nguyen, Jie Chen +3

In recent years, a proliferation of methods were developed for cooperative multi-agent reinforcement learning (c-MARL). However, the robustness of c-MARL agents against adversarial…

math.OC2022★ 2 cited

Nesterov Accelerated Shuffling Gradient Method for Convex Optimization

Trang H. Tran, Katya Scheinberg, Lam M. Nguyen

In this paper, we propose Nesterov Accelerated Shuffling Gradient (NASG), a new algorithm for the convex finite-sum minimization problems. Our method integrates the traditional Nes…