25 citations · 29 across the 2 of their papers we have counts for
4 papers
Randomized First-Order Methods for Saddle Point Optimization
Cong Dang, Guanghui Lan
In this paper, we present novel randomized algorithms for solving saddle point problems whose dual feasible region is given by the direct product of many convex sets. Our algorithm…
On the Convergence Properties of Non-Euclidean Extragradient Methods for Variational Inequalities with Generalized Monotone Operators
Cong D. Dang, Guanghui Lan
In this paper, we study a class of generalized monotone variational inequality (GMVI) problems whose operators are not necessarily monotone (e.g., pseudo-monotone). We present non-…
Linearly Convergent First-Order Algorithms for Semi-definite Programming
Cong D. Dang, Guanghui Lan
In this paper, we consider two formulations for Linear Matrix Inequalities (LMIs) under Slater type constraint qualification assumption, namely, SDP smooth and non-smooth formulati…
Stochastic Block Mirror Descent Methods for Nonsmooth and Stochastic Optimization
Cong D. Dang, Guanghui Lan
In this paper, we present a new stochastic algorithm, namely the stochastic block mirror descent (SBMD) method for solving large-scale nonsmooth and stochastic optimization problem…