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20182022
most citedOptimal Adaptive and Accelerated Stochastic Gradient Descent

7 citations · 10 across the 4 of their papers we have counts for

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math.OC2022★ 1 cited

Projection-Free Functional Constrained Optimization for Risk Aversion and Sparsity Control

Yi Cheng, Guanghui Lan, Saeed Masiha +1

We study projection-free methods for functional constrained optimization with convex or smooth nonconvex objectives. Such problems arise in applications such as portfolio optimizat…