Three Recent Papers
"Generalized Stochastic Frank-Wolfe Algorithm with Stochastic “Substitute” Gradient for Structured Convex Optimization." Lu, Haihao, and Robert M. Freund, submitted
"Accelerating Greedy Coordinate Descent Methods." Lu, Haihao, Robert M. Freund, and Vahab Mirrokni, to appear at International Conference on Machine Learning (ICML) 2018, Stockholm.
"Relatively-Smooth Convex Optimization by First-Order Methods, and Applications," Lu, Haihao, Robert M. Freund, and Yurii Nesterov, SIAM Journal on Optimization (2018), vol. 28 (1), pp. 333-354.
- Nonlinear optimization theory, applications, and computation -- current focus on algorithmic theory and practice of first-order methods
- Computational complexity of nonlinear optimization
- Interior-point methods in convex optimization
- Computational science
- Related mathematical systems
- Applied optimization in management and engineering
- Linear optimization
- Fixed-point methods