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20132026
most citedOn Gradient Descent Ascent for Nonconvex-Concave Minimax Problems

183 citations · 474 across the 30 of their papers we have counts for

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Showing 2018Show all

7 papers · 1 filter

cs.LG2018★ 1 cited

Sparsemax and Relaxed Wasserstein for Topic Sparsity

Tianyi Lin, Zhiyue Hu, Xin Guo

Topic sparsity refers to the observation that individual documents usually focus on several salient topics instead of covering a wide variety of topics, and a real topic adopts a n…

math.OC2018★ 2 cited

A Unified Adaptive Tensor Approximation Scheme to Accelerate Composite Convex Optimization

Bo Jiang, Tianyi Lin, Shuzhong Zhang

In this paper, we propose a unified two-phase scheme to accelerate any high-order regularized tensor approximation approach on the smooth part of a composite convex optimization mo…

math.OC2018★ 10 cited

Improved Sample Complexity for Stochastic Compositional Variance Reduced Gradient

Tianyi Lin, Chenyou Fan, Mengdi Wang +1

Convex composition optimization is an emerging topic that covers a wide range of applications arising from stochastic optimal control, reinforcement learning and multi-stage stocha…

math.OC2018★ 7 cited

An ADMM-Based Interior-Point Method for Large-Scale Linear Programming

Tianyi Lin, Shiqian Ma, Yinyu Ye +1

We propose a new framework to implement interior point method (IPM) to solve very large linear programs (LP). Traditional IPMs typically use Newton's method to approximately solve…

math.OC2018

Improved Oracle Complexity of Variance Reduced Methods for Nonsmooth Convex Stochastic Composition Optimization

Tianyi Lin, Chenyou Fan, Mengdi Wang

We consider the nonsmooth convex composition optimization problem where the objective is a composition of two finite-sum functions and analyze stochastic compositional variance red…

cs.LG2018

On the Iteration Complexity Analysis of Stochastic Primal-Dual Hybrid Gradient Approach with High Probability

Linbo Qiao, Tianyi Lin, Qi Qin +1

In this paper, we propose a stochastic Primal-Dual Hybrid Gradient (PDHG) approach for solving a wide spectrum of regularized stochastic minimization problems, where the regulariza…

cs.LG2018

An Incremental Path-Following Splitting Method for Linearly Constrained Nonconvex Nonsmooth Programs

Linbo Qiao, Wei Liu, Steven Hoi

The stationary point of Problem 2 is NOT the stationary point of Problem 1. We are sorry and we are working on fixing this error.