77 citations · 318 across the 57 of their papers we have counts for
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math.OC2020★ 2 cited
Stochastic optimization with decision-dependent distributions
Dmitriy Drusvyatskiy, Lin Xiao
Stochastic optimization problems often involve data distributions that change in reaction to the decision variables. This is the case for example when members of the population res…
math.OC2020★ 2 cited
Stochastic optimization over proximally smooth sets
Damek Davis, Dmitriy Drusvyatskiy, Zhan Shi
We introduce a class of stochastic algorithms for minimizing weakly convex functions over proximally smooth sets. As their main building blocks, the algorithms use simplified model…