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This page shows a selected list of my preprints and published journal and conference papers.
Note: * denotes equal contribution.
Preprints
Dynamic Learning Policy for Multi-Warehouse Multi-Store Systems with Censored Demands
Sentao Miao, Yining Wang and Renbo Zhao
Submitted, Oct. 2023
An Away-Step Frank-Wolfe Method for Minimizing Logarithmically-Homogeneous Barriers
Renbo Zhao
Submitted, Aug. 2023
The Generalized Multiplicative Gradient Method and Its Convergence Rate Analysis
Renbo Zhao
Working paper, July 2022
Journal Papers
An Inexact Primal Dual Smoothing Framework for Large-Scale Non-Bilinear Saddle Point Problems
Le Thi Khanh Hien*, Renbo Zhao* and William B. Haskell
Journal of Optimization Theory and Applications, to appear, 2024
A Primal-Dual Smoothing Framework for Max-Structured Nonconvex Optimization
Renbo Zhao
Mathematics of Operations Research, to appear, 2024
Analysis of the Frank-Wolfe Method for Convex Composite Optimization involving a Logarithmically-Homogeneous Barrier
Renbo Zhao and Robert M. Freund
Mathematical Programming (Series A), Vol. 199, No. 1 – 2, Pages 123 – 163, 2023
Convergence Rate Analysis of the Multiplicative Gradient Algorithm for PET-Type Problems
Renbo Zhao
Operations Research Letters, Vol. 51, No. 1, Pages 26 – 32, 2023
A Generalized Frank-Wolfe Method With “Dual Averaging” for Strongly Convex Composite Optimization
Renbo Zhao and Qiuyun Zhu
Optimization Letters, Vol. 17, No. 7, Pages 1595 – 1611, 2023
Accelerated Stochastic Algorithms for Convex-Concave Saddle Point Problems
Renbo Zhao
Mathematics of Operations Research, Vol. 47, No. 2, Pages 1443 – 1473, 2022
Stochastic L-BFGS: Improved Convergence Rates and Practical Acceleration Strategies
Renbo Zhao, William B. Haskell and Vincent Y. F. Tan
IEEE Transactions on Signal Processing, Vol. 66, No. 5, Pages 1155 – 1169, 2018
A Unified Convergence Analysis of the Multiplicative Update Algorithm for Regularized Nonnegative Matrix Factorization
Renbo Zhao and Vincent Y. F. Tan
IEEE Transactions on Signal Processing, Vol. 66, No. 1, Pages 129 – 138, 2018
Adversarial Top-K Ranking
Changho Suh, Vincent Y. F. Tan and Renbo Zhao
IEEE Transactions on Information Theory, Vol. 63, No. 4, Pages 2201 – 2225, 2017
Online Nonnegative Matrix Factorization with Outliers
Renbo Zhao and Vincent Y. F. Tan
IEEE Transactions on Signal Processing, Vol. 65, No. 3, Pages 555 – 570, 2017
Conference and Workshop Proceedings
Efficient Event Series Data Modeling via First-Order Constrained Optimization
Niccolo Dalmasso*, Renbo Zhao*, Mohsen Ghassemi, Vamsi K. Potluru, Tucker Balch, Manuela Veloso
ACM International Conference on AI in Finance (ICAIF), Nov., 2023
An Optimal Algorithm for Stochastic Three-Composite Optimization
Renbo Zhao, William B. Haskell and Vincent Y. F. Tan
International Conference on Artificial Intelligence and Statistics (AISTATS), Apr., 2019
Stochastic Three-Composite Convex Minimization with a Linear Operator
Renbo Zhao and Volkan Cevher
International Conference on Artificial Intelligence and Statistics (AISTATS), Apr., 2018
Stochastic L-BFGS Revisited: Improved Convergence Rates and Practical Acceleration Strategies
Renbo Zhao, William B. Haskell and Vincent Y. F. Tan
Conference on Uncertainty in Artificial Intelligence (UAI), Aug., 2017
Online Nonnegative Matrix Factorization with General Divergences
Renbo Zhao, Vincent Y. F. Tan and Huan Xu
International Conference on Artificial Intelligence and Statistics (AISTATS), Apr., 2017
A Unified Convergence Analysis of the Multiplicative Update Algorithm for Nonnegative Matrix Factorization
Renbo Zhao and Vincent Y. F. Tan
IEEE International Conference on Acoustics, Speech, and Signal Processing (ICASSP), Mar., 2017
Online Nonnegative Matrix Factorization with Outliers
Renbo Zhao and Vincent Y. F. Tan
IEEE International Conference on Acoustics, Speech, and Signal Processing (ICASSP), Mar., 2016
Soft Constrained Leading Voice Separation with Music Score Guidance
Renbo Zhao, Siu Wa Lee, Dong-Yan Huang and Minghui Dong
ISCA/IEEE International Symposium on Chinese Spoken Language Processing (ISCSLP), Sep., 2014
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