most citedA Different Perspective On The Stochastic Convex Feasibility Problem

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2 papers

math.OC2021★ 1 cited

A Different Perspective On The Stochastic Convex Feasibility Problem

James Renegar, Song Zhou

We analyze a simple randomized subgradient method for approximating solutions to stochastic systems of convex functional constraints, the only input to the algorithm being the size…

math.OC2018

Limited Memory Kelley's Method Converges for Composite Convex and Submodular Objectives

Song Zhou, Swati Gupta, Madeleine Udell

The original simplicial method (OSM), a variant of the classic Kelley's cutting plane method, has been shown to converge to the minimizer of a composite convex and submodular objec…