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09/02/2022
Optimal Diagonal Preconditioning: Theory and Practice
Preconditioning has been a staple technique in optimization and machine ...
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05/04/2022
Making SGD Parameter-Free
We develop an algorithm for parameter-free stochastic convex optimizatio...
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10/27/2020
An efficient nonconvex reformulation of stagewise convex optimization problems
Convex optimization problems with staged structure appear in several con...
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06/27/2019
Near-Optimal Methods for Minimizing Star-Convex Functions and Beyond
In this paper, we provide near-optimal accelerated first-order methods f...
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07/01/2018
A polynomial time log barrier method for problems with nonconvex constraints
Interior point methods (IPMs) that handle nonconvex constraints such as ...
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05/22/2018