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math.OC2025
Towards Weaker Variance Assumptions for Stochastic Optimization
Ahmet Alacaoglu, Yura Malitsky, Stephen J. Wright
We revisit a classical assumption for analyzing stochastic gradient algorithms where the squared norm of the stochastic subgradient (or the variance for smooth problems) is allowed…
math.OC2024
Revisiting Inexact Fixed-Point Iterations for Min-Max Problems: Stochasticity and Structured Nonconvexity
Ahmet Alacaoglu, Donghwan Kim, Stephen J. Wright
We focus on constrained, -smooth, potentially stochastic and nonconvex-nonconcave min-max problems either satisfying -cohypomonotonicity or admitting a solution to the -we…
math.OC2023
Complexity of Single Loop Algorithms for Nonlinear Programming with Stochastic Objective and Constraints
Ahmet Alacaoglu, Stephen J. Wright
We analyze the complexity of single-loop quadratic penalty and augmented Lagrangian algorithms for solving nonconvex optimization problems with functional equality constraints. We…