368 citations · 1.4k across the 51 of their papers we have counts for
4 papers · 1 filter
Markov Chain Block Coordinate Descent
Tao Sun, Yuejiao Sun, Yangyang Xu +1
The method of block coordinate gradient descent (BCD) has been a powerful method for large-scale optimization. This paper considers the BCD method that successively updates a serie…
A Block Coordinate Ascent Algorithm for Mean-Variance Optimization
Bo Liu, Tengyang Xie, Yangyang Xu +4
Risk management in dynamic decision problems is a primary concern in many fields, including financial investment, autonomous driving, and healthcare. The mean-variance function is…
Lower complexity bounds of first-order methods for convex-concave bilinear saddle-point problems
Yuyuan Ouyang, Yangyang Xu
On solving a convex-concave bilinear saddle-point problem (SPP), there have been many works studying the complexity results of first-order methods. These results are all about uppe…
Primal-dual stochastic gradient method for convex programs with many functional constraints
Yangyang Xu
Stochastic gradient method (SGM) has been popularly applied to solve optimization problems with objective that is stochastic or an average of many functions. Most existing works on…