Guanghui (George) Lan

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Saeed GhadimiUniversity of WaterlooVerified email at uwaterloo.ca
Arkadi NemirovskiProfessor and Jh. Hunter Academic Chair, School of Industrial and Systems Engineering, GeorgiaVerified email at isye.gatech.edu
Alexander ShapiroProfessor, Georgia TechVerified email at isye.gatech.edu
Yuyuan OuyangClemson UniversityVerified email at clemson.edu
Yi ZhouResearch Staff Member, IBM ResearchVerified email at ibm.com
Anatoli JuditskyProfessor at Université Grenoble-AlpesVerified email at univ-grenoble-alpes.fr
Renato D C MonteiroProfessor at Georgia TechVerified email at isye.gatech.edu
Yingbin LiangThe Ohio State UniversityVerified email at osu.edu
Digvijay BoobSouthern Methodist UniversityVerified email at smu.edu
Tianjiao LiGeorgia Institute of TechnologyVerified email at gatech.edu
Georgios KotsalisApplied Scientist at Amazon Core AIVerified email at amazon.com
hongchao ZhangLouisiana State UniversityVerified email at math.lsu.edu
Gail W DePuyIndustrial Engineering, University of LouisvilleVerified email at louisville.edu
Yi ZhouUniversity of UtahVerified email at utah.edu
Zhe WangThe Ohio State UniversityVerified email at osu.edu
Tengyu XuMeta Platforms, Inc.Verified email at meta.com
Zhaohui TongAssociate Professor, Georgia Institute of TechnologyVerified email at chbe.gatech.edu
Zhe (Jimmy) ZhangH. Milton Stewart School of Industrial & Systems EngineeringVerified email at gatech.edu
Tuo ZhaoAssistant Professor, Georgia TechVerified email at gatech.edu
Yongsheng ChenProfessor of Civil and Environmental Engineering, Georgia Institute of TechnologyVerified email at ce.gatech.edu

Guanghui (George) Lan

Professor, Georgia Institute of Technology

Verified email at isye.gatech.edu - Homepage

Mathematical Optimization Stochastic Programming Nonlinear Programming Machine Learning


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Robust stochastic approximation approach to stochastic programming A Nemirovski, A Juditsky, G Lan, A Shapiro SIAM Journal on optimization 19 (4), 1574-1609, 2009	2536	2009
Stochastic first-and zeroth-order methods for nonconvex stochastic programming S Ghadimi, G Lan SIAM Journal on Optimization 23 (4), 2341-2368, 2013	1396	2013
Accelerated gradient methods for nonconvex nonlinear and stochastic programming S Ghadimi, G Lan Mathematical Programming 156 (1-2), 59-99, 2016	600	2016
An optimal method for stochastic composite optimization G Lan Mathematical Programming 133 (1-2), 365-397, 2012	572	2012
Mini-batch stochastic approximation methods for nonconvex stochastic composite optimization S Ghadimi, G Lan, H Zhang Mathematical Programming 155 (1-2), 267-305, 2016	451	2016
Optimal Stochastic Approximation Algorithms for Strongly Convex Stochastic Composite Optimization, I: a Generic Algorithmic Framework S Ghadimi, G Lan	383*
First-order and stochastic optimization methods for machine learning G Lan Springer, 2020	315	2020
Optimal primal-dual methods for a class of saddle point problems Y Chen, G Lan, Y Ouyang SIAM Journal on Optimization 24 (4), 1779-1814, 2014	259	2014
An optimal randomized incremental gradient method G Lan, Y Zhou Mathematical programming 171, 167-215, 2018	241	2018
An accelerated linearized alternating direction method of multipliers Y Ouyang, Y Chen, G Lan, E Pasiliao Jr SIAM Journal on Imaging Sciences 8 (1), 644-681, 2015	234	2015
Communication-efficient algorithms for decentralized and stochastic optimization G Lan, S Lee, Y Zhou Mathematical Programming 180 (1-2), 237-284, 2020	232	2020
An effective and simple heuristic for the set covering problem G Lan, GW DePuy, GE Whitehouse European journal of operational research 176 (3), 1387-1403, 2007	226	2007
Optimal Stochastic Approximation Algorithms for Strongly Convex Stochastic Composite Optimization, II: Shrinking Procedures and Optimal Algorithms S Ghadimi, G Lan Manuscript, Department of Industrial and Systems Engineering, University of …, 0	221*
Primal-dual first-order methods with iteration-complexity for cone programming G Lan, Z Lu, RDC Monteiro Mathematical Programming 126 (1), 1-29, 2011	208	2011
Conditional gradient sliding for convex optimization G Lan, Y Zhou SIAM Journal on Optimization 26 (2), 1379-1409, 2016	168	2016
Validation analysis of mirror descent stochastic approximation method G Lan, A Nemirovski, A Shapiro Mathematical programming 134 (2), 425-458, 2012	161	2012
Accelerated schemes for a class of variational inequalities Y Chen, G Lan, Y Ouyang Mathematical Programming 165, 113-149, 2017	134	2017
The complexity of large-scale convex programming under a linear optimization oracle G Lan arXiv preprint arXiv:1309.5550, 2013	132	2013
Iteration-complexity of first-order augmented Lagrangian methods for convex programming G Lan, RDC Monteiro Mathematical Programming 155 (1-2), 511-547, 2016	127*	2016
Stochastic block mirror descent methods for nonsmooth and stochastic optimization CD Dang, G Lan SIAM Journal on Optimization 25 (2), 856-881, 2015	123	2015

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