
Smooth PrimalDual Coordinate Descent Algorithms for Nonsmooth Convex Optimization
We propose a new randomized coordinate descent method for a convex optim...
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Generalized SelfConcordant Functions: A Recipe for NewtonType Methods
We study the smooth structure of convex functions by generalizing a powe...
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Extended GaussNewton and GaussNewtonADMM Algorithms for LowRank Matrix Optimization
We develop a generic GaussNewton (GN) framework for solving a class of ...
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Convex blocksparse linear regression with expanders  provably
Sparse matrices are favorable objects in machine learning and optimizati...
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A singlephase, proximal pathfollowing framework
We propose a new proximal, pathfollowing framework for a class of const...
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Adaptive Smoothing Algorithms for Nonsmooth Composite Convex Minimization
We propose an adaptive smoothing algorithm based on Nesterov's smoothing...
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Composite convex minimization involving selfconcordantlike cost functions
The selfconcordantlike property of a smooth convex function is a new a...
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A PrimalDual Algorithmic Framework for Constrained Convex Minimization
We present a primaldual algorithmic framework to obtain approximate sol...
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Scalable sparse covariance estimation via selfconcordance
We consider the class of convex minimization problems, composed of a sel...
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Composite SelfConcordant Minimization
We propose a variable metric framework for minimizing the sum of a self...
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A proximal Newton framework for composite minimization: Graph learning without Cholesky decompositions and matrix inversions
We propose an algorithmic framework for convex minimization problems of ...
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Nonstationary DouglasRachford and alternating direction method of multipliers: adaptive stepsizes and convergence
We revisit the classical DouglasRachford (DR) method for finding a zero...
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ProxSARAH: An Efficient Algorithmic Framework for Stochastic Composite Nonconvex Optimization
In this paper, we propose a new stochastic algorithmic framework to solv...
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Hybrid Stochastic Gradient Descent Algorithms for Stochastic Nonconvex Optimization
We introduce a hybrid stochastic estimator to design stochastic gradient...
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A Hybrid Stochastic Optimization Framework for Stochastic Composite Nonconvex Optimization
In this paper, we introduce a new approach to develop stochastic optimiz...
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Using positive spanning sets to achieve stationarity with the Boosted DC Algorithm
The Difference of Convex function Algorithm (DCA) is widely used for min...
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Stochastic GaussNewton Algorithms for Nonconvex Compositional Optimization
We develop two new stochastic GaussNewton algorithms for solving a clas...
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A Newton FrankWolfe Method for Constrained SelfConcordant Minimization
We demonstrate how to scalably solve a class of constrained selfconcord...
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A Unified Convergence Analysis for ShufflingType Gradient Methods
In this paper, we provide a unified convergence analysis for a class of ...
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A Hybrid Stochastic Policy Gradient Algorithm for Reinforcement Learning
We propose a novel hybrid stochastic policy gradient estimator by combin...
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Randomized PrimalDual Algorithms for Composite Convex Minimization with Faster Convergence Rates
We develop two novel randomized primaldual algorithms to solve nonsmoot...
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Quoc TranDinh
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Professor Department of Statistics and Operations Research at The University of North Carolina at Chapel Hil