Showing math.OCShow all
2 papers · 1 filter
math.OC2026
A Distributed Method for Cooperative Transaction Cost Mitigation
Nikhil Devanathan, Logan Bell, Dylan Rueter +1
Funds at large portfolio management firms may consist of many portfolio managers (PMs), each managing a portion of the fund and optimizing a distinct objective. Although the PMs de…
math.OC2023
Polyak Minorant Method for Convex Optimization
Nikhil Devanathan, Stephen Boyd
In 1963 Boris Polyak suggested a particular step size for gradient descent methods, now known as the Polyak step size, that he later adapted to subgradient methods. The Polyak step…