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math.OC2022★ 5 cited
Reproducibility in Optimization: Theoretical Framework and Limits
Kwangjun Ahn, Prateek Jain, Ziwei Ji +3
We initiate a formal study of reproducibility in optimization. We define a quantitative measure of reproducibility of optimization procedures in the face of noisy or error-prone op…
math.OC2010★ 17 cited
An optimal algorithm for stochastic strongly-convex optimization
Elad Hazan, Satyen Kale
We consider stochastic convex optimization with a strongly convex (but not necessarily smooth) objective. We give an algorithm which performs only gradient updates with optimal rat…