4 papers · 1 filter
Uniformly Optimal and Parameter-free First-order Methods for Convex and Function-constrained Optimization
Qi Deng, Guanghui Lan, Zhenwei Lin
This paper presents new first-order methods for achieving optimal oracle complexities in convex optimization with convex functional constraints. Oracle complexities are measured by…
Accelerating Low-Rank Factorization-Based Semidefinite Programming Algorithms on GPU
Qiushi Han, Zhenwei Lin, Hanwen Liu +4
In this paper, we address a long-standing challenge: how to achieve both efficiency and scalability in solving semidefinite programming problems. We propose breakthrough accelerati…
A Single-Loop Robust Policy Gradient Method for Robust Markov Decision Processes
Zhenwei Lin, Chenyu Xue, Qi Deng +1
Robust Markov Decision Processes (RMDPs) have recently been recognized as a valuable and promising approach to discovering a policy with creditable performance, particularly in the…
A Low-Rank ADMM Splitting Approach for Semidefinite Programming
Qiushi Han, Chenxi Li, Zhenwei Lin +5
We introduce a new first-order method for solving general semidefinite programming problems, based on the alternating direction method of multipliers (ADMM) and a matrix-splitting…