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10/22/2021
A Fast and Accurate Splitting Method for Optimal Transport: Analysis and Implementation
We develop a fast and reliable method for solving large-scale optimal tr...
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02/12/2021
Stability and Convergence of Stochastic Gradient Clipping: Beyond Lipschitz Continuity and Smoothness
Stochastic gradient algorithms are often unstable when applied to functi...
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02/13/2020
Convergence of a Stochastic Gradient Method with Momentum for Nonsmooth Nonconvex Optimization
Stochastic gradient methods with momentum are widely used in application...
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10/18/2019
Anderson Acceleration of Proximal Gradient Methods
Anderson acceleration is a well-established and simple technique for spe...
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03/20/2019
Noisy Accelerated Power Method for Eigenproblems with Applications
This paper introduces an efficient algorithm for finding the dominant ge...
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01/24/2019