Three Recent Papers
"Condition Number Analysis of Logistic Regression, and its Implications for Standard First-Order Solution Methods" Freund, R.M., Paul Grigas, and Rahul Mazumder, submitted.
"Generalized Stochastic Frank-Wolfe Algorithm with Stochastic “Substitute” Gradient for Structured Convex Optimization." Lu, Haihao, and Robert M. Freund, submitted
"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