Policy mirror descent for reinforcement learning: linear convergence, new sampling complexity, and generalized problem classes von Lan, Guanghui

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An optimal method for stochastic composite optimization von Lan, Guanghui

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Complexity of stochastic dual dynamic programming von Lan, Guanghui

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Accelerated gradient methods for nonconvex nonlinear and stochastic programming von Ghadimi, Saeed, Lan, Guanghui

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Correction to: Complexity of stochastic dual dynamic programming von Lan, Guanghui

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Stochastic First- and Zeroth-Order Methods for Nonconvex Stochastic Programming von Ghadimi, Saeed, Lan, Guanghui

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A unified single-loop alternating gradient projection algorithm for nonconvex–concave and convex–nonconcave minimax problems von Xu, Zi, Zhang, Huiling, Xu, Yang, Lan, Guanghui

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Communication-efficient algorithms for decentralized and stochastic optimization von Lan, Guanghui, Lee, Soomin, Zhou, Yi

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Algorithms for stochastic optimization with function or expectation constraints von Lan, Guanghui, Zhou, Zhiqiang

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Mini-batch stochastic approximation methods for nonconvex stochastic composite optimization von Ghadimi, Saeed, Lan, Guanghui, Zhang, Hongchao

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Optimal Stochastic Approximation Algorithms for Strongly Convex Stochastic Composite Optimization I: A Generic Algorithmic Framework von Ghadimi, Saeed, Lan, Guanghui

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Optimal Stochastic Approximation Algorithms for Strongly Convex Stochastic Composite Optimization, II: Shrinking Procedures and Optimal Algorithms von Ghadimi, Saeed, Lan, Guanghui

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Dynamic stochastic approximation for multi-stage stochastic optimization von Lan, Guanghui, Zhou, Zhiqiang

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Homotopic policy mirror descent: policy convergence, algorithmic regularization, and improved sample complexity von Li, Yan, Lan, Guanghui, Zhao, Tuo

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Optimal Primal-Dual Methods for a Class of Saddle Point Problems von Chen, Yunmei, Lan, Guanghui, Ouyang, Yuyuan

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Stochastic first-order methods for convex and nonconvex functional constrained optimization von Boob, Digvijay, Deng, Qi, Lan, Guanghui

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An Accelerated Linearized Alternating Direction Method of Multipliers von Ouyang, Yuyuan, Chen, Yunmei, Lan, Guanghui, Pasiliao, Eduardo

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Accelerated gradient sliding for structured convex optimization von Lan, Guanghui, Ouyang, Yuyuan

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Validation analysis of mirror descent stochastic approximation method von Lan, Guanghui, Nemirovski, Arkadi, Shapiro, Alexander

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Gradient sliding for composite optimization von Lan, Guanghui

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