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07/07/2022
A conditional gradient homotopy method with applications to Semidefinite Programming
We propose a new homotopy-based conditional gradient method for solving ...
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06/15/2021
Decentralized Local Stochastic Extra-Gradient for Variational Inequalities
We consider decentralized stochastic variational inequalities where the ...
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06/10/2021
Near-Optimal High Probability Complexity Bounds for Non-Smooth Stochastic Optimization with Heavy-Tailed Noise
Thanks to their practical efficiency and random nature of the data, stoc...
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02/15/2021
Decentralized Distributed Optimization for Saddle Point Problems
We consider distributed convex-concave saddle point problems over arbitr...
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02/12/2021
Newton Method over Networks is Fast up to the Statistical Precision
We propose a distributed cubic regularization of the Newton method for s...
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01/04/2021
First-Order Methods for Convex Optimization
First-order methods for solving convex optimization problems have been a...
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12/11/2020
Recent Theoretical Advances in Non-Convex Optimization
Motivated by recent increased interest in optimization algorithms for no...
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09/21/2020
Zeroth-Order Algorithms for Smooth Saddle-Point Problems
In recent years, the importance of saddle-point problems in machine lear...
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06/11/2020
Stochastic Saddle-Point Optimization for Wasserstein Barycenters
We study the computation of non-regularized Wasserstein barycenters of p...
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02/11/2020
Self-concordant analysis of Frank-Wolfe algorithms
Projection-free optimization via different variants of the Frank-Wolfe (...
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11/04/2019
Generalized Self-concordant Hessian-barrier algorithms
Many problems in statistical learning, imaging, and computer vision invo...
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06/09/2019
Accelerated Alternating Minimization
Alternating minimization (AM) optimization algorithms have been known fo...
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01/24/2019
On the Complexity of Approximating Wasserstein Barycenter
We study the complexity of approximating Wassertein barycenter of m disc...
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06/11/2018
Decentralize and Randomize: Faster Algorithm for Wasserstein Barycenters
We study the problem of decentralized distributed computation of a discr...
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04/08/2018
An Accelerated Directional Derivative Method for Smooth Stochastic Convex Optimization
We consider smooth stochastic convex optimization problems in the contex...
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03/08/2018
Distributed Computation of Wasserstein Barycenters over Networks
We propose a new class-optimal algorithm for the distributed computation...
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02/25/2018
An Accelerated Method for Derivative-Free Smooth Stochastic Convex Optimization
We consider an unconstrained problem of minimization of a smooth convex ...
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02/12/2018
Computational Optimal Transport: Complexity by Accelerated Gradient Descent Is Better Than by Sinkhorn's Algorithm
We analyze two algorithms for approximating the general optimal transpor...
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07/26/2017