1 citations · 1 across the 1 of their papers we have counts for
2 papers
math.OC2022★ 1 cited
Projection-Free Functional Constrained Optimization for Risk Aversion and Sparsity Control
Yi Cheng, Guanghui Lan, Saeed Masiha +1
We study projection-free methods for functional constrained optimization with convex or smooth nonconvex objectives. Such problems arise in applications such as portfolio optimizat…
math.OC2020
Conditional Gradient Methods for Convex Optimization with General Affine and Nonlinear Constraints
Guanghui Lan, Edwin Romeijn, Zhiqiang Zhou
Conditional gradient methods have attracted much attention in both machine learning and optimization communities recently. These simple methods can guarantee the generation of spar…