11 citations · 11 across the 1 of their papers we have counts for
3 papers
Stochastic model-based minimization under high-order growth
Damek Davis, Dmitriy Drusvyatskiy, Kellie J. MacPhee
Given a nonsmooth, nonconvex minimization problem, we consider algorithms that iteratively sample and minimize stochastic convex models of the objective function. Assuming that the…
Subgradient methods for sharp weakly convex functions
Damek Davis, Dmitriy Drusvyatskiy, Kellie J. MacPhee +1
Subgradient methods converge linearly on a convex function that grows sharply away from its solution set. In this work, we show that the same is true for sharp functions that are o…
Foundations of gauge and perspective duality
Alexandre Y. Aravkin, James V. Burke, Dmitriy Drusvyatskiy +2
We revisit the foundations of gauge duality and demonstrate that it can be explained using a modern approach to duality based on a perturbation framework. We therefore put gauge du…