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math.OC2018★ 74 cited
Stochastic (Approximate) Proximal Point Methods: Convergence, Optimality, and Adaptivity
Hilal Asi, John C. Duchi
We develop model-based methods for solving stochastic convex optimization problems, introducing the approximate-proximal point, or aProx, family, which includes stochastic subgradi…
math.OC2018★ 17 cited
Analysis of Krylov Subspace Solutions of Regularized Nonconvex Quadratic Problems
Yair Carmon, John C. Duchi
We provide convergence rates for Krylov subspace solutions to the trust-region and cubic-regularized (nonconvex) quadratic problems. Such solutions may be efficiently computed by t…