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math.OC2023
GeNIOS: an (almost) second-order operator-splitting solver for large-scale convex optimization
Theo Diamandis, Zachary Frangella, Shipu Zhao +2
We introduce the GEneralized Newton Inexact Operator Splitting solver (GeNIOS) for large-scale convex optimization. GeNIOS speeds up ADMM by approximately solving approximate subpr…
math.OC2023
PROMISE: Preconditioned Stochastic Optimization Methods by Incorporating Scalable Curvature Estimates
Zachary Frangella, Pratik Rathore, Shipu Zhao +1
This paper introduces PROMISE (econditioned Stochastic ptimization ethods by ncorporating calable Curvature $\textbf{E}…
math.OC2020
Distributionally Robust Chance Constrained Programming with Generative Adversarial Networks (GANs)
Shipu Zhao, Fengqi You
This paper presents a novel deep learning based data-driven optimization method. A novel generative adversarial network (GAN) based data-driven distributionally robust chance const…