activity
20172021
most citedConvergence Analysis of Proximal Gradient with Momentum for Nonconvex Optimization

36 citations · 186 across the 15 of their papers we have counts for

collaborators
Showing math.OCShow all

15 papers · 1 filter

math.OC20218 cited

Proximal Gradient Descent-Ascent: Variable Convergence under KŁ Geometry

Ziyi Chen, Yi Zhou, Tengyu Xu +1

The gradient descent-ascent (GDA) algorithm has been widely applied to solve minimax optimization problems. In order to achieve convergent policy parameters for minimax optimizatio…

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…

math.OC2020

Understanding the Impact of Model Incoherence on Convergence of Incremental SGD with Random Reshuffle

Shaocong Ma, Yi Zhou

Although SGD with random reshuffle has been widely-used in machine learning applications, there is a limited understanding of how model characteristics affect the convergence of th…

math.OC2020

Proximal Gradient Algorithm with Momentum and Flexible Parameter Restart for Nonconvex Optimization

Yi Zhou, Zhe Wang, Kaiyi Ji +2

Various types of parameter restart schemes have been proposed for accelerated gradient algorithms to facilitate their practical convergence in convex optimization. However, the con…

math.OC2019

History-Gradient Aided Batch Size Adaptation for Variance Reduced Algorithms

Kaiyi Ji, Zhe Wang, Bowen Weng +3

Variance-reduced algorithms, although achieve great theoretical performance, can run slowly in practice due to the periodic gradient estimation with a large batch of data. Batch-si…

math.OC2019

A unified variance-reduced accelerated gradient method for convex optimization

Guanghui Lan, Zhize Li, Yi Zhou

We propose a novel randomized incremental gradient algorithm, namely, VAriance-Reduced Accelerated Gradient (Varag), for finite-sum optimization. Equipped with a unified step-size…