Yuyuan Ouyang

Computational Mechanics · 2013–2014

A researcher in the Science corpus: 2 papers; trusts 17 researchers and is trusted by 13 researchers here, as inferred from the citation graph.

Subfields

• Computational Mechanics — 27 citations into it; #2,711 of 10,001 by trust here, #3,763 by citations
• Optimization & Training — 23 citations into it
• Artificial Intelligence — 20 citations into it; #14,051 of 35,345 by trust here, #21,878 by citations
• Numerical Analysis — 16 citations into it; #865 of 3,586 by trust here, #800 by citations
• Computational Theory and Mathematics — 13 citations into it; #7,355 of 12,182 by trust here, #7,851 by citations
• Mathematical Optimization — 13 citations into it; #329 of 422 by trust here, #339 by citations
• Management Science and Operations Research — 11 citations into it
• Statistics and Probability — 9 citations into it

Whom Yuyuan Ouyang trusts overall

Their strongest outbound trust, strongest first, inferred from their citations.

1. Yurii E. Nesterov
2. Arkadi Nemirovski
3. Guanghui Lan
4. Anatoli B. Juditsky
5. Saeed Ghadimi
6. R. Tyrrell Rockafellar
7. Alexander Shapiro
8. Antonin Chambolle
9. Alfred Auslender
10. Pierre-Louis Lions

Who trusts Yuyuan Ouyang overall

1. Waïss Azizian
2. Mengdi Wang
3. Antonin Chambolle
4. Guanghui Lan
5. Bo Liu

Papers from Yuyuan Ouyang's perspective

Ordered by how strongly the researchers Yuyuan Ouyang trusts endorse each paper. Same corpus, a different order for every researcher.

1. Stochastic Approximation approach to Stochastic Programming
2. Regression Shrinkage and Selection via the Lasso
3. Prox-Method with Rate of Convergence O(1/t) for Variational Inequalities with Lipschitz Continuous Monotone Operators and Smooth Convex-Concave Saddle Point Problems
4. A Stochastic Approximation Method
5. Problem Complexity and Method Efficiency in Optimization
6. The extragradient method for finding saddle points and other problems
7. Information-based complexity of linear operator equations
8. A method for unconstrained convex minimization problem with the rate of convergence o(1/k^2)
9. Optimal Stochastic Approximation Algorithms for Strongly Convex Stochastic Composite Optimization, II: Shrinking Procedures and Optimal Algorithms
10. A First-Order Primal-Dual Algorithm for Convex Problems with Applications to Imaging

Their papers

• Optimal Primal-Dual Methods for a Class of Saddle Point Problems (2013) — 280 citations
• Accelerated schemes for a class of variational inequalities (2014) — 138 citations