most citedStochastic Dimension-reduced Second-order Methods for Policy Optimization

1 citations · 1 across the 5 of their papers we have counts for

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5 papers

math.OC2024

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…

math.OC2024

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…

math.OC2023

Trust Region Methods For Nonconvex Stochastic Optimization Beyond Lipschitz Smoothness

Chenghan Xie, Chenxi Li, Chuwen Zhang +3

In many important machine learning applications, the standard assumption of having a globally Lipschitz continuous gradient may fail to hold. This paper delves into a more general…

math.OC2023

First-order methods for Stochastic Variational Inequality problems with Function Constraints

Digvijay Boob, Qi Deng, Mohammad Khalafi

The monotone Variational Inequality (VI) is a general model with important applications in various engineering and scientific domains. In numerous instances, the VI problems are ac…

math.OC2023★ 1 cited

Stochastic Dimension-reduced Second-order Methods for Policy Optimization

Jinsong Liu, Chenghan Xie, Qi Deng +2

In this paper, we propose several new stochastic second-order algorithms for policy optimization that only require gradient and Hessian-vector product in each iteration, making the…