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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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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.OC2023★ 1 cited

On the (linear) convergence of Generalized Newton Inexact ADMM

Zachary Frangella, Theo Diamandis, Bartolomeo Stellato +1

This paper presents GeNI-ADMM, a framework for large-scale composite convex optimization that facilitates theoretical analysis of both existing and new approximate ADMM schemes. Ge…