个人信息Personal Information
教授
博士生导师
硕士生导师
性别:男
毕业院校:大连理工大学
学位:博士
所在单位:数学科学学院
办公地点:数学科学学院312
联系方式:0411-84708351-8312
电子邮箱:xtxiao@dlut.edu.cn
《非线性优化基础》课程信息
发布时间:2020-10-15 点击次数:
考试时间:5月29日10:00-11:40,综合楼110。研究生闭卷,本科生开卷。
补课时间:5月22日18:00-19:40,大黑楼A1138。
参考资料 Statistical machine learning and convex optimization (Francis Bach)
成绩评定 听课情况 20% + 课程报告 30% + 期末考试 50%
课程报告说明
每小组(1-3人,自由组合)从下面列表中挑选一篇文献,以文献内容做一个15分钟报告(报告的slides用 latex beamer 制作),每个组员都要参与,文献阅读、slides制作和报告讲演
分组和选题请尽快发送到我的信箱:xtxiao@dlut.edu.cn
Y. Nesterov Efficiency of Coordinate Descent Methods on Huge-Scale Optimization Problems (5)
E. Hazan, S. Kale Beyond the Regret Minimization Barrier: Optimal Algorithms for Stochastic Strongly-Convex Optimization
G. Lan An optimal method for stochastic composite optimization (7)
R. Freund, P. Grigas New analysis and results for the Frank–Wolfe method (8)
F. Bach Duality between subgradient and conditional gradient methods (4)
S. Shalev-Shwartz, T. Zhang Accelerated Proximal Stochastic Dual Coordinate Ascent for Regularized Loss Minimization
L. Xiao, T. Zhang A Proximal Stochastic Gradient Method with Progressive Variance Reduction (3)
Y. Arjevani, S. Shalev-Shwartz, O. Shamir On Lower and Upper Bounds in Smooth and Strongly Convex Optimization
S. Shalev-Shwartz, T. Zhang Stochastic Dual Coordinate Ascent Methods for Regularized Loss Minimization
M. Schmidt, N. Le Roux, F. Bach Minimizing Finite Sums with the Stochastic Average Gradient
L. Bottou, F. Curtis, J. Nocedal Optimization Methods for Large-Scale Machine Learning (2)
R. Byrd, S. Hansen, J. Nocedal, Y. Singer A Stochastic Quasi-Newton Method for Large-Scale Optimization (1)
O. Fercoq, P. Richtarik Optimization in high dimensions via accelerated, parallel and proximal coordinate descent
R. Gower, P. Richtarik Randomized Iterative Methods for Linear Systems
S. Ghadimi, G. Lan, H. Zhang Mini-batch stochastic approximation methods for nonconvex stochastic composite optimization (6)
A. Mokhtari, A. Ribeiro RES: Regularized Stochastic BFGS Algorithm
Q. Lin, Z. Lu, L. Xiao An Accelerated Randomized Proximal Coordinate Gradient Method and its Application to Regularized Empirical Risk Minimization (9)