51 citations · 57 across the 3 of their papers we have counts for
Showing math.OCShow all
3 papers · 1 filter
math.OC2022★ 2 cited
Online Primal-Dual Algorithms For Stochastic Resource Allocation Problems
Yuwei Chen, Zengde Deng, Zaiyi Chen +3
This paper studies the online stochastic resource allocation problem (RAP) with chance constraints and conditional expectation constraints. The online RAP is an integer linear prog…
math.OC2018
Katalyst: Boosting Convex Katayusha for Non-Convex Problems with a Large Condition Number
Zaiyi Chen, Yi Xu, Haoyuan Hu +1
In this paper, we propose a new SVRG-style acceleated stochastic algorithm for solving a family of non-convex optimization problems whose objective consists of a sum of smooth…
math.OC2018
Universal Stagewise Learning for Non-Convex Problems with Convergence on Averaged Solutions
Zaiyi Chen, Zhuoning Yuan, Jinfeng Yi +3
Although stochastic gradient descent (SGD) method and its variants (e.g., stochastic momentum methods, AdaGrad) are the choice of algorithms for solving non-convex problems (especi…