2 papers
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…
math.OC2017
Dynamic Stochastic Approximation for Multi-stage Stochastic Optimization
Guanghui Lan, Zhiqiang Zhou
In this paper, we consider multi-stage stochastic optimization problems with convex objectives and conic constraints at each stage. We present a new stochastic first-order method,…