8 citations · 11 across the 4 of their papers we have counts for
4 papers
First-order Methods for Affinely Constrained Composite Non-convex Non-smooth Problems: Lower Complexity Bound and Near-optimal Methods
Wei Liu, Qihang Lin, Yangyang Xu
Many recent studies on first-order methods (FOMs) focus on \emph{composite non-convex non-smooth} optimization with linear and/or nonlinear function constraints. Upper (or worst-ca…
Understanding Distributional Ambiguity via Non-robust Chance Constraint
Qi Wu, Shumin Ma, Cheuk Hang Leung +2
This paper provides a non-robust interpretation of the distributionally robust optimization (DRO) problem by relating the distributional uncertainties to the chance probabilities.…
Geometric descent method for convex composite minimization
Shixiang Chen, Shiqian Ma, Wei Liu
In this paper, we extend the geometric descent method recently proposed by Bubeck, Lee and Singh to tackle nonsmooth and strongly convex composite problems. We prove that our propo…
Stochastic Quasi-Newton Methods for Nonconvex Stochastic Optimization
Xiao Wang, Shiqian Ma, Wei Liu
In this paper we study stochastic quasi-Newton methods for nonconvex stochastic optimization, where we assume that only stochastic information of the gradients of the objective fun…