58 citations · 158 across the 22 of their papers we have counts for
4 papers · 1 filter
Coordinate Linear Variance Reduction for Generalized Linear Programming
Chaobing Song, Cheuk Yin Lin, Stephen J. Wright +1
We study a class of generalized linear programs (GLP) in a large-scale setting, which includes simple, possibly nonsmooth convex regularizer and simple convex set constraints. By r…
Optimistic Dual Extrapolation for Coherent Non-monotone Variational Inequalities
Chaobing Song, Zhengyuan Zhou, Yichao Zhou +2
The optimization problems associated with training generative adversarial neural networks can be largely reduced to certain {\em non-monotone} variational inequality problems (VIPs…
Variance Reduction via Primal-Dual Accelerated Dual Averaging for Nonsmooth Convex Finite-Sums
Chaobing Song, Stephen J. Wright, Jelena Diakonikolas
We study structured nonsmooth convex finite-sum optimization that appears widely in machine learning applications, including support vector machines and least absolute deviation. F…
Cyclic Coordinate Dual Averaging with Extrapolation
Chaobing Song, Jelena Diakonikolas
Cyclic block coordinate methods are a fundamental class of optimization methods widely used in practice and implemented as part of standard software packages for statistical learni…