14 citations · 73 across the 32 of their papers we have counts for
5 papers · 1 filter
Strongly Convex Maximization via the Frank-Wolfe Algorithm with the Kurdyka-Łojasiewicz Inequality
Fatih Selim Aktas, Christian Kroer
We study the convergence properties of the 'greedy' Frank-Wolfe algorithm with a unit step size, for a convex maximization problem over a compact set. We assume the function satisf…
Incentivizing Investment and Reliability: A Study on Electricity Capacity Markets
Cheng Guo, Christian Kroer, Yury Dvorkin +1
The capacity market, a marketplace to exchange available generation capacity for electricity production, provides a major revenue stream for generators and is adopted in several U.…
Convergence of Extragradient SVRG for Variational Inequalities: Error Bounds and Increasing Iterate Averaging
Tianlong Nan, Yuan Gao, Christian Kroer
We study the last-iterate convergence of variance reduction methods for extragradient (EG) algorithms for a class of variational inequalities satisfying error-bound conditions. Pre…
Solving optimization problems with Blackwell approachability
Julien Grand-Clément, Christian Kroer
We introduce the Conic Blackwell Algorithm (CBA) regret minimizer, a new parameter- and scale-free regret minimizer for general convex sets. CBA is based on Blackwell a…
Scalable First-Order Methods for Robust MDPs
Julien Grand-Clément, Christian Kroer
Robust Markov Decision Processes (MDPs) are a powerful framework for modeling sequential decision-making problems with model uncertainty. This paper proposes the first first-order…