Damek Davis

SMART: The Stochastic Monotone Aggregated Root-Finding Algorithm

2016 · arXiv (Cornell University)

We introduce the Stochastic Monotone Aggregated Root-Finding (SMART) algorithm, a new randomized operator-splitting scheme for finding roots of finite sums of operators. These algorithms are similar to the growing class of incremental aggregated gradient algorithms, …

Stochastic model-based minimization under high-order growth

2018 · arXiv (Cornell University)

Given a nonsmooth, nonconvex minimization problem, we consider algorithms that iteratively sample and minimize stochastic convex models of the objective function. Assuming that the one-sided approximation quality and the variation of the models is controlled …