|
Baoyu Zhou – Publications
2024
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
to appear in SIAM Journal on Optimization, 2024
Sequential Quadratic Optimization for Stochastic Optimization with Deterministic Nonlinear Inequality and Equality Constraints [pdf]
Frank E. Curtis, Daniel P. Robinson, and Baoyu Zhou
SIAM Journal on Optimization, 34(4): 3592-3622, 2024
A Stochastic Inexact Sequential Quadratic Optimization Algorithm for Nonlinear Equality-Constrained Optimization [pdf]
Frank E. Curtis, Daniel P. Robinson, and Baoyu Zhou
INFORMS Journal on Optimization, 2024
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, 86:79–116, 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
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
|