Representative Publications
G. Lan, First-order and Stochastic Optimization Methods for Machine Learning, Springer-Nature, 2020, ISBN: 978-3-030-39567-4.
G. Lan, “An Optimal Method for Stochastic Composite Optimization”, Mathematical Programming, v.133, pp.365-397, 2012.
S. Ghadimi and G. Lan, “Stochastic First- and Zeroth-order Methods for Nonconvex Stochastic Programming”, SIAM Journal on Optimization, v.23(4), 2341-2368, 2013.
G. Lan, “Bundle-level Type Methods Uniformly Optimal for Smooth and Nonsmooth Convex Optimization”, Mathematical Programming, v.149 (1):1-45, 2015.
G. Lan, “Gradient Sliding for Composite Optimization”, Mathematical Programming, v.159(1), pp 201-235, 2016.
G. Lan and Y. Zhou, “An Optimal Randomized Incremental Gradient Method”, Mathematical Programming, v.171 (1-2), pp 167-215, 2018.
G. Lan, S. Lee and Y. Zhou, “Communication-efficient Algorithms for Decentralized and Stochastic Optimization”, Mathematical Programming, v. 180, pp 237-284, 2020.
G. Lan and Z. Zhou, “Dynamic Stochastic Approximation for Multi-stage Stochastic Optimization”, Mathematical Programming, v.187, pp.487-532, 2021.
G. Lan, “Complexity of Stochastic Dual Dynamic Programming”, Mathematical Programming, v.191 (2), 717-754, 2022.
D. Boob, Q. Deng and G. Lan, “Stochastic First-order Methods for Convex and Nonconvex Functional Constrained Optimization”, Mathematical Programming, v. 197 (1), 215-279, 2023.
G. Lan, “Policy Mirror Descent for Reinforcement Learning: Linear Convergence, New Sampling Complexity, and Generalized Problem Classes”, Mathematical Programming, v. 198 (1), 1059-1106, 2023.
Z. Jia, G. Lan and Z. Zhang, “Nearly Optimal Risk Lp Minimization” arXiv preprint arXiv:2407.15368, December 2024, submitted to Mathematical Programming.