1 citations · 1 across the 9 of their papers we have counts for
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Online Sketched Newton-Raphson
Jean-Luc Lupien, Yuen-Man Pun, Youssef Diouane +2
In online convex optimization (OCO), a decision-maker is confronted with an unknown environment and seeks to play an optimal sequence of decisions on a short time-scale using only…
On the Stability Connection Between Discrete-Time Algorithms and Their Resolution ODEs: Applications to Min-Max Optimisation
Amir Ali Farzin, Yuen-Man Pun, Philipp Braun +1
This work establishes a rigorous connection between stability properties of discrete-time algorithms (DTAs) and corresponding continuous-time dynamical systems derived through $ O(…
Solving the Offline and Online Min-Max Problem of Non-smooth Submodular-Concave Functions: A Zeroth-Order Approach
Amir Ali Farzin, Yuen-Man Pun, Philipp Braun +2
We consider max-min and min-max problems with objective functions that are possibly non-smooth, submodular with respect to the minimiser and concave with respect to the maximiser.…
Minimisation of Submodular Functions Using Gaussian Zeroth-Order Random Oracles
Amir Ali Farzin, Yuen-Man Pun, Philipp Braun +2
We consider the minimisation problem of submodular functions and investigate the application of a zeroth-order method to this problem. The method is based on exploiting a Gaussian…
Minimisation of Quasar-Convex Functions Using Random Zeroth-Order Oracles
Amir Ali Farzin, Yuen-Man Pun, Philipp Braun +1
This paper explores the performance of a random Gaussian smoothing zeroth-order (ZO) scheme for minimising quasar-convex (QC) and strongly quasar-convex (SQC) functions in both unc…
Properties of Fixed Points of Generalised Extra Gradient Methods Applied to Min-Max Problems
Amir Ali Farzin, Yuen-Man Pun, Philipp Braun +1
This paper studies properties of fixed points of generalised Extra-gradient (GEG) algorithms applied to min-max problems. We discuss connections between saddle points of the object…