82 citations · 546 across the 65 of their papers we have counts for
Showing 2021 · math.OCShow all
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math.OC2021★ 1 cited
Mirror-prox sliding methods for solving a class of monotone variational inequalities
Guanghui Lan, Yuyuan Ouyang
In this paper we propose new algorithms for solving a class of structured monotone variational inequality (VI) problems over compact feasible sets. By identifying the gradient comp…
math.OC2021★ 3 cited
Faster Algorithm and Sharper Analysis for Constrained Markov Decision Process
Tianjiao Li, Ziwei Guan, Shaofeng Zou +3
The problem of constrained Markov decision process (CMDP) is investigated, where an agent aims to maximize the expected accumulated discounted reward subject to multiple constraint…
math.OC2021
Graph topology invariant gradient and sampling complexity for decentralized and stochastic optimization
Guanghui Lan, Yuyuan Ouyang, Yi Zhou
One fundamental problem in decentralized multi-agent optimization is the trade-off between gradient/sampling complexity and communication complexity. We propose new algorithms whos…