28 citations · 203 across the 35 of their papers we have counts for
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math.OC2017★ 12 cited
Unbiased Simulation for Optimizing Stochastic Function Compositions
Jose Blanchet, Donald Goldfarb, Garud Iyengar +2
In this paper, we introduce an unbiased gradient simulation algorithms for solving convex optimization problem with stochastic function compositions. We show that the unbiased grad…
math.OC2017★ 6 cited
Linear Convergence of Stochastic Frank Wolfe Variants
Donald Goldfarb, Garud Iyengar, Chaoxu Zhou
In this paper, we show that the Away-step Stochastic Frank-Wolfe Algorithm (ASFW) and Pairwise Stochastic Frank-Wolfe algorithm (PSFW) converge linearly in expectation. We also sho…