Bartolomeo Stellato

@stella.to

419 Followers 276 Following

Assistant Professor @Princeton ORFE l Real-time optimizer I http://osqp.org developer | From 🇮🇹 in 🇺🇲 | https://stella.to

Log-log plot of function-value gap versus iterations for gradient descent and the fast gradient method on random quadratics; DRO-PEP expectation and CVaR bounds decay faster than the worst-case O(1/K) rate, matching the new theoretical rates.