Research

My research lies broadly in mathematical optimization, at its interface with statistics, learning, and networks, with an emphasis on scalable algorithms for large-scale problems and their guarantees.
Current interests include distributed optimization and learning over networks, high-dimensional statistical inference, adaptive (parameter-free) methods, and decomposition principles for graph-structured programs and equilibrium problems (variational inequalities and games).

Optimization, networks, statistics: three intersecting research areas Equal circles show conceptual intersections, not relative publication counts. Each area links to its existing list of works. A schematic surface, graph and data array are connected through the shared overlap; these illustrations do not depict research data or results. Optimization & equilibria Networks & graphs Statistics & learning

The papers, in their own words (click a word)

distributedoptimizationnetworksgamesnonconvexinference over networksparallel computingconstrainedresource allocationasynchronousconvergencelarge-scalehigh-dimensional statisticsgraphsdecompositiondetection and estimationmulti-agentnonsmoothNash equilibriaaccelerationconsensusfederated optimization & learninglinear convergenceparameter-freesparsitysuccessive convex approximationdemand-side managementdirected graphslearningstochastictime-varying graphsvariational inequalitiesedge computinggradient trackingpenalty and feasible methodsrates and complexitysecond-orderdictionary learningpotential gamesprimal-dualquantizationstatistical guarantees