26 citations · 75 across the 8 of their papers we have counts for
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math.OC2021★ 1 cited
A Fast and Accurate Splitting Method for Optimal Transport: Analysis and Implementation
Vien V. Mai, Jacob Lindbäck, Mikael Johansson
We develop a fast and reliable method for solving large-scale optimal transport (OT) problems at an unprecedented combination of speed and accuracy. Built on the celebrated Douglas…
math.OC2021★ 15 cited
Stability and Convergence of Stochastic Gradient Clipping: Beyond Lipschitz Continuity and Smoothness
Vien V. Mai, Mikael Johansson
Stochastic gradient algorithms are often unstable when applied to functions that do not have Lipschitz-continuous and/or bounded gradients. Gradient clipping is a simple and effect…