Research
First Order Optimization Theory
Guanghui Lan, Ouyang Yuyuan, Zhe Zhang, Optimal and parameter-free gradient minimization methods for convex and nonconvex optimization, Minor Revision at Mathematical Programming Series A.
Stochastic Nested Optimization
Zhe Zhang and Guanghui Lan, Optimal Methods for Convex Nested Stochastic Composite Optimization, Accepted for Publication at Mathematical Programming Series A.
Shuoguang Yang, Zhe Zhang and Ethan X Fang, Stochastic Compositional Optimization with Compositional Constraints, Submitted to SIAM Journal on Optimization in 2022.
Risk-Averse Optimization & Distributionally Robust Optimization
Guanghui Lan and Zhe Zhang, Optimal Methods for Risk Averse Distributed Optimization, SIAM Journal on Optimization 2023.
Zhe Zhang, Shabbir Ahmed, and Guanghui Lan, Efficient Algorithms for Distributionally Robust Stochastic Optimization with Discrete Scenario Support, SIAM Journal on Optimization 2021.
Function Constrained Optimization
Zhe Zhang and Guanghui Lan, Solving Convex Smooth Function Constrained Optimization Is Almost As Easy As Unconstrained Optimization, Minor Revision at Mathematical Programming Series A.
Machine Learning Conference Papers
Sheng Zhang, Zhe Zhang, and Siva Theja Maguluri, Finite Sample Analysis of Average-Reward TD Learning and Q Learning, NeurIPS 2021.
Qinsong Wen, Zhe Zhang, Yan Li, and Liang Sun, Fast RobustSTL: Efficient and Robust Seasonal-Trend Decomposition for Time Series with Complex Patterns, KDD 2020.