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Zhaosong Lu

Nested Stochastic Gradient Descent for (Generalized) Sinkhorn Distance-Regularized Distributionally Robust Optimization

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Mar 29, 2025
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Variance-reduced first-order methods for deterministically constrained stochastic nonconvex optimization with strong convergence guarantees

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Sep 17, 2024
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Single-loop Stochastic Algorithms for Difference of Max-Structured Weakly Convex Functions

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May 30, 2024
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Newton-CG methods for nonconvex unconstrained optimization with Hölder continuous Hessian

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Nov 22, 2023
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A Newton-CG based barrier-augmented Lagrangian method for general nonconvex conic optimization

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Jan 10, 2023
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A Newton-CG based augmented Lagrangian method for finding a second-order stationary point of nonconvex equality constrained optimization with complexity guarantees

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Jan 09, 2023
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A first-order augmented Lagrangian method for constrained minimax optimization

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Jan 05, 2023
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First-order penalty methods for bilevel optimization

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Jan 04, 2023
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A Newton-CG based barrier method for finding a second-order stationary point of nonconvex conic optimization with complexity guarantees

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Jul 12, 2022
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Accelerated first-order methods for convex optimization with locally Lipschitz continuous gradient

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Jun 02, 2022
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