3 papers
math.OC2024
An open-source solver for finding global solutions to constrained derivative-free optimization problems
Gannavarapu Chandramouli, Vishnu Narayanan
In this work, we propose a heuristic based open source solver for finding global solution to constrained derivative-free optimization (DFO) problems. Our solver named Global optimi…
math.OC2023
An Inexact Frank-Wolfe Algorithm for Composite Convex Optimization Involving a Self-Concordant Function
Nimita Shinde, Vishnu Narayanan, James Saunderson
In this paper, we consider Frank-Wolfe-based algorithms for composite convex optimization problems with objective involving a logarithmically-homogeneous, self-concordant functions…
cs.LG2023
Switch and Conquer: Efficient Algorithms By Switching Stochastic Gradient Oracles For Decentralized Saddle Point Problems
Chhavi Sharma, Vishnu Narayanan, P. Balamurugan
We consider a class of non-smooth strongly convex-strongly concave saddle point problems in a decentralized setting without a central server. To solve a consensus formulation of pr…