John C. Duchi

activity

20102026

most citedDual Averaging for Distributed Optimization: Convergence Analysis and Network Scaling

937 citations · 3.8k across the 80 of their papers we have counts for

collaborators

Showing 2020 · math.OCShow all

2 papers · 2 filters

math.OC2020★ 37 cited

Large-Scale Methods for Distributionally Robust Optimization

Daniel Levy, Yair Carmon, John C. Duchi +1

We propose and analyze algorithms for distributionally robust optimization of convex losses with conditional value at risk (CVaR) and $χ^{2}$ divergence uncertainty sets. We prove th…

math.OC2020★ 21 cited

First-Order Methods for Nonconvex Quadratic Minimization

Yair Carmon, John C. Duchi

We consider minimization of indefinite quadratics with either trust-region (norm) constraints or cubic regularization. Despite the nonconvexity of these problems we prove that, und…