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math.OC2026
An Accelerated Proximal Gradient Method for Bures-Wasserstein Space
Jakob Nylöf, Sloan Nietert, Julien Pallage +3
We study composite optimization over the Bures--Wasserstein (BW) space of Gaussian measures. Our main observation is that a useful class of BW problems can be lifted into the Eucli…
math.OC2023
Online Dynamic Submodular Optimization
Antoine Lesage-Landry, Julien Pallage
We propose new algorithms with provable performance for online binary optimization subject to general constraints and in dynamic settings. We consider the subset of problems in whi…