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Accelerations in Optimization, Fall 2026
Course Syllabus
Time and location
Time: Tuesday, Friday 10:00 - 11:50am
Location: Ricketts Building 208
Instructor
Yangyang Xu
Office: Amos Eaton 310
Email: xuy21@rpi.edu
Reading materials
Minimizing finite sums with the stochastic average gradient, by Schmidt, Roux, and Bach, 2017.
SAGA: A Fast Incremental Gradient Method With Support for Non-Strongly Convex Composite Objectives, by Defazio, Bach, Lacoste-Julien, 2014.
A Short and Unified Convergence Analysis of the SAG, SAGA, and IAG Algorithms, by Zhu, Heath, Mitra, 2026.
A Proximal Stochastic Gradient Method with Progressive Variance Reduction, by Xiao and Zhang, 2014.
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