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math.OC2015
A Concentration Bound for Stochastic Approximation via Alekseev's Formula
Gugan Thoppe, Vivek S. Borkar
Given an ODE and its perturbation, the Alekseev formula expresses the solutions of the latter in terms related to the former. By exploiting this formula and a new concentration ine…
math.OC2014★ 3 cited
Greedy Block Coordinate Descent (GBCD) Method for High Dimensional Quadratic Programs
Gugan Thoppe, Vivek S. Borkar, Dinesh Garg
High dimensional unconstrained quadratic programs (UQPs) involving massive datasets are now common in application areas such as web, social networks, etc. Unless computational reso…
math.OC2012★ 14 cited
A Stochastic Kaczmarz Algorithm for Network Tomography
Gugan Thoppe, Vivek S. Borkar, D. Manjunath
We develop a stochastic approximation version of the classical Kaczmarz algorithm that is incremental in nature and takes as input noisy real time data. Our analysis shows that wit…