Baoyu Zhou – Publications

2023

• On the Convergence of L-shaped Algorithms for Two-Stage Stochastic Programming [pdf]
  John R. Birge, Haihao Lu, and Baoyu Zhou
  arXiv preprint, 2023

• Online Ad Procurement in Non-stationary Autobidding Worlds [pdf]
  Jason C. N. Liang, Haihao Lu, and Baoyu Zhou
  NeurIPS Conference, 2023

• Accelerating Stochastic Sequential Quadratic Programming for Equality Constrained Optimization using Predictive Variance Reduction [pdf]
  Albert S. Berahas, Jiahao Shi, Zihong Yi, and Baoyu Zhou
  Computational Optimization and Applications, 2023

• Sequential Quadratic Optimization for Stochastic Optimization with Deterministic Nonlinear Inequality and Equality Constraints [pdf]
  Frank E. Curtis, Daniel P. Robinson, and Baoyu Zhou
  arXiv preprint, 2023

• A Sequential Quadratic Programming Method with High Probability Complexity Bounds for Nonlinear Equality Constrained Stochastic Optimization [pdf]
  Albert S. Berahas, Miaolan Xie, and Baoyu Zhou
  arXiv preprint, 2023

2022

• Limited-memory BFGS with displacement aggregation [pdf]
  Albert S. Berahas, Frank E. Curtis, and Baoyu Zhou
  Mathematical Programming, 194(1):121-157, 2022

• Grad-GradaGrad? A Non-Monotone Adaptive Stochastic Gradient Method [pdf]
  Aaron Defazio, Baoyu Zhou, and Lin Xiao
  arXiv preprint, 2022

• An Adaptive Sampling Sequential Quadratic Programming Method for Equality Constrained Stochastic Optimization [pdf]
  Albert S. Berahas, Raghu Bollapragada, and Baoyu Zhou
  arXiv preprint, 2022

2021

• Inexact sequential quadratic optimization for minimizing a stochastic objective function subject to deterministic nonlinear equality constraints [pdf]
  Frank E. Curtis, Daniel P. Robinson, and Baoyu Zhou
  arXiv preprint, 2021

• Manifold sampling for optimizing nonsmooth nonconvex compositions [pdf]
  Jeffrey Larson, Matt Menickelly, and Baoyu Zhou
  SIAM Journal on Optimization, 31(4):2638-2664, 2021

• Sequential quadratic optimization for nonlinear equality constrained stochastic optimization [pdf]
  Albert S. Berahas, Frank E. Curtis, Daniel P. Robinson, and Baoyu Zhou
  SIAM Journal on Optimization, 31(2):1352-1379, 2021

2020

• A self-correcting variable-metric algorithm framework for nonsmooth optimization [pdf]
  Frank E. Curtis, Daniel P. Robinson, and Baoyu Zhou
  IMA Journal of Numerical Analysis, 40(2):1154-1187, 2020