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math.OC2024
Some Unified Theory for Variance Reduced Prox-Linear Methods
Yue Wu, Benjamin Grimmer
This work considers the nonconvex, nonsmooth problem of minimizing a composite objective of the form where the inner mapping is a smooth finite summation or expe…
math.OC2024
Beyond Minimax Optimality: A Subgame Perfect Gradient Method
Benjamin Grimmer, Kevin Shu, Alex L. Wang
The study of convex optimization has historically been concerned with worst-case convergence rates. The development of the Optimized Gradient Method (OGM), due to \citet{drori2012P…