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math.OC2023
The slope robustly determines convex functions
Aris Daniilidis, Dmitriy Drusvyatskiy
We show that the deviation between the slopes of two convex functions controls the deviation between the functions themselves. This result reveals that the slope -- a one dimension…
math.OC2023
Asymptotic normality and optimality in nonsmooth stochastic approximation
Damek Davis, Dmitriy Drusvyatskiy, Liwei Jiang
In their seminal work, Polyak and Juditsky showed that stochastic approximation algorithms for solving smooth equations enjoy a central limit theorem. Moreover, it has since been a…