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20202023
most citedDistributionally Robust Chance Constrained Programming with Generative Adversarial Networks (GANs)

32 citations · 37 across the 7 of their papers we have counts for

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Showing 2022Show all

2 papers · 1 filter

math.OC2022

SketchySGD: Reliable Stochastic Optimization via Randomized Curvature Estimates

Zachary Frangella, Pratik Rathore, Shipu Zhao +1

SketchySGD improves upon existing stochastic gradient methods in machine learning by using randomized low-rank approximations to the subsampled Hessian and by introducing an automa…

math.OC2022

NysADMM: faster composite convex optimization via low-rank approximation

Shipu Zhao, Zachary Frangella, Madeleine Udell

This paper develops a scalable new algorithm, called NysADMM, to minimize a smooth convex loss function with a convex regularizer. NysADMM accelerates the inexact Alternating Direc…