37 citations · 183 across the 28 of their papers we have counts for
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math.OC2019★ 30 cited
On Lower Iteration Complexity Bounds for the Saddle Point Problems
Junyu Zhang, Mingyi Hong, Shuzhong Zhang
In this paper, we study the lower iteration complexity bounds for finding the saddle point of a strongly convex and strongly concave saddle point problem: . We…
math.OC2019★ 2 cited
Multi-Level Composite Stochastic Optimization via Nested Variance Reduction
Junyu Zhang, Lin Xiao
We consider multi-level composite optimization problems where each mapping in the composition is the expectation over a family of random smooth mappings or the sum of some finite n…
math.OC2019★ 10 cited
A Stochastic Composite Gradient Method with Incremental Variance Reduction
Junyu Zhang, Lin Xiao
We consider the problem of minimizing the composition of a smooth (nonconvex) function and a smooth vector mapping, where the inner mapping is in the form of an expectation over so…