Current Projects
My current research aims to construct and design universally optipal methods for minimizing a wide class of functions, bridging the gap between smooth and nonsmooth optimization. Previous work has dealt with compositions of Hölder smooth functions, with interpolate the smoothness between Lipschitz functions and those with Lipschitz gradient (typically denoted as “\(L\)-smooth”). Current work aims to further analyze the complexity of first-order algorithms on functions that may only attain an approximate notion of smoothness.
Papers (preprints)
- A Universally Optimal Primal-Dual Method for Minimizing Heterogeneous Compositions arXiv