Search Results for author: Liwei Zhang

Found 4 papers, 0 papers with code

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

Solving Stochastic Optimization with Expectation Constraints Efficiently by a Stochastic Augmented Lagrangian-Type Algorithm

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

Augmented Lagrangian Methods for Time-varying Constrained Online Convex Optimization

no code implementations19 May 2022 Haoyang Liu, Xiantao Xiao, Liwei Zhang

Furthermore, we extend MALM to deal with time-varying functional constrained OCO with delayed feedback, in which the feedback information of loss and constraint functions is revealed to decision maker with delays.

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