Person
Ahmet Alacaoglu
This person is no longer with EPFL
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Related publications (13)
Please note that this is not a complete list of this person’s publications. It includes only semantically relevant works. For a full list, please refer to Infoscience.
On The Convergence Of Stochastic Primal-Dual Hybrid Gradient
Volkan Cevher, Ahmet Alacaoglu
In this paper, we analyze the recently proposed stochastic primal-dual hybrid gradient (SPDHG) algorithm and provide new theoretical results. In particular, we prove almost sure convergence of the iterates to a solution with convexity and linear convergenc ...
SIAM PUBLICATIONS2022Convergence of adaptive algorithms for constrained weakly convex optimization
Volkan Cevher, Ahmet Alacaoglu, Yurii Malitskyi
We analyze the adaptive first order algorithm AMSGrad, for solving a constrained stochastic optimization problem with a weakly convex objective. We prove the rate of convergence for the squared norm of the gradient of Moreau envelope, ...
2021Adaptation in Stochastic Algorithms: From Nonsmooth Optimization to Min-Max Problems and Beyond
Stochastic gradient descent (SGD) and randomized coordinate descent (RCD) are two of the workhorses for training modern automated decision systems. Intriguingly, convergence properties of these methods are not well-established as we move away from the spec ...
EPFL2021