Search Results for author: Liwei Zhang

Found 3 papers, 0 papers with code

A stochastic linearized proximal method of multipliers for convex stochastic optimization with expectation constraints

no code implementations22 Jun 2021 Liwei Zhang, Yule Zhang, Jia Wu, Xiantao Xiao

We present a computable stochastic approximation type algorithm, namely the stochastic linearized proximal method of multipliers, to solve this convex stochastic optimization problem.

Stochastic Optimization

Majorized Semi-proximal Alternating Coordinate Method for Nonsmooth Convex-Concave Minimax Optimization

no code implementations21 Dec 2020 Yu-Hong Dai, Jiani Wang, Liwei Zhang

While there have been many numerical algorithms for solving smooth convex-concave minimax problems, numerical algorithms for nonsmooth convex-concave minimax problems are very rare.

Optimization and Control 90C30

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