25 citations · 31 across the 23 of their papers we have counts for
4 papers · 1 filter
Randomized Primal-Dual Methods with Adaptive Step Sizes
E. Yazdandoost Hamedani, A. Jalilzadeh, N. S. Aybat
In this paper we propose a class of randomized primal-dual methods to contend with large-scale saddle point problems defined by a convex-concave function $\mathcal{L}(\mathbf{x},y)…
A Variable Sample-size Stochastic Quasi-Newton Method for Smooth and Nonsmooth Stochastic Convex Optimization
Afrooz Jalilzadeh, Angelia Nedich, Uday V. Shanbhag +1
Classical theory for quasi-Newton schemes has focused on smooth deterministic unconstrained optimization while recent forays into stochastic convex optimization have largely reside…
Smoothed Variable Sample-size Accelerated Proximal Methods for Nonsmooth Stochastic Convex Programs
Afrooz Jalilzadeh, Uday V. Shanbhag, Jose H. Blanchet +1
We consider minimizing when is possibly nonsmooth and either strongly convex or convex in . (I) Strongly convex. When is strong…
Probability Maximization via Minkowski Functionals: Convex Representations and Tractable Resolution
Ibrahim E. Bardakci, Afrooz Jalilzadeh, Constantino Lagoa +1
In this paper, we consider the maximization of a probability over a closed and convex set , a special case of the chan…