Junyu Zhang

Available identifiers

List of research outcomes

Publication	Date of Publication	Type
A unified primal-dual algorithm framework for inequality constrained problems	2023-10-25	Paper
On the Optimal Lower and Upper Complexity Bounds for a Class of Composite Optimization Problems	2023-08-12	Paper
Primal-Dual First-Order Methods for Affinely Constrained Multi-block Saddle Point Problems	2023-06-27	Paper
Near-Optimal First Order Method for Saddle Point Problems with Higher Order Smoothness	2023-04-24	Paper
An average-value-at-risk criterion for Markov decision processes with unbounded costs	2023-03-14	Paper
Finite-size analysis of continuous variable source-independent quantum random number generation	2023-02-16	Paper
On the Divergence of Decentralized Nonconvex Optimization	2022-12-08	Paper
Stochastic variance-reduced prox-linear algorithms for nonconvex composite optimization	2022-10-24	Paper
https://portal.mardi4nfdi.de/entity/Q5038000	2022-09-29	Paper
On lower iteration complexity bounds for the convex concave saddle point problems	2022-06-29	Paper
Cubic regularized Newton method for the saddle point models: a global and local convergence analysis	2022-06-21	Paper
https://portal.mardi4nfdi.de/entity/Q4998940	2021-07-09	Paper
MultiLevel Composite Stochastic Optimization via Nested Variance Reduction	2021-05-03	Paper
Primal-dual optimization algorithms over Riemannian manifolds: an iteration complexity analysis	2020-10-21	Paper
On the Divergence of Decentralized Non-Convex Optimization	2020-06-20	Paper
Generalization Bounds for Stochastic Saddle Point Problems	2020-06-03	Paper
Risk-sensitive continuous-time Markov decision processes with unbounded rates and Borel spaces	2020-05-06	Paper
Stochastic Variance-Reduced Prox-Linear Algorithms for Nonconvex Composite Optimization	2020-04-09	Paper
Multi-Level Composite Stochastic Optimization via Nested Variance Reduction	2019-08-29	Paper
From low probability to high confidence in stochastic convex optimization	2019-07-31	Paper
Adaptive Stochastic Variance Reduction for Subsampled Newton Method with Cubic Regularization	2018-11-28	Paper
A Sparse Completely Positive Relaxation of the Modularity Maximization for Community Detection	2018-10-08	Paper
A Cubic Regularized Newton's Method over Riemannian Manifolds	2018-05-15	Paper
A Constrained Optimization Problem with Applications to Constrained MDPs	2017-11-22	Paper
The $n$th-Order Bias Optimality for Multichain Markov Decision Processes	2017-08-08	Paper
Event-Based Optimization of Markov Systems	2017-08-08	Paper
Subspace methods with local refinements for eigenvalue computation using low-rank tensor-train format	2017-04-03	Paper
Finite approximation of the first passage models for discrete-time Markov decision processes with varying discount factors	2017-03-08	Paper
Examples concerning Abel and Cesàro limits	2014-08-26	Paper
Continuous-time Markov decision processes with $n$th-bias optimality criteria	2010-04-14	Paper
https://portal.mardi4nfdi.de/entity/Q3403658	2010-02-12	Paper
Bias optimality for multichain continuous-time Markov decision processes	2009-11-17	Paper
Continuous-Time Markov Decision Processes with Unbounded Transition and Discounted-Reward Rates	2008-04-29	Paper

Research outcomes over time

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