19 citations · 19 across the 1 of their papers we have counts for
2 papers
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.OC2019
On the Interplay between Acceleration and Identification for the Proximal Gradient algorithm
Gilles Bareilles, Franck Iutzeler
In this paper, we study the interplay between acceleration and structure identification for the proximal gradient algorithm. We report and analyze several cases where this interpla…