Author

Malo Sommers

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Preprint Sep 2026

Random tilts to find stationary points in stochastic convex optimization

We consider the problem of finding stationary points of stochastic convex functions and related variational inequalities. For each, we show that regularized empirical risk minimization, coupled with a random tilting perturbation, obtains stationarity residual order $\sqrt{d/n}$ for $d$-dimensional problems given $n$ ob...

Felipe Areces, John C. Duchi, Malo Sommers · 0 citations

Jul 2026

Finding a stationary point of a stochastic convex problem

We consider the problem of finding stationary points for stochastic convex optimization problems. Rather than surrogates to stationarity, such as a proximity-to-stationarity guarantee or small gradient of the Moreau envelope, we ask for a stronger notion: that the subdifferential of the objective actually contains a sm...

Felipe Areces, John C. Duchi, Malo Sommers · arXiv.org · 2 citations