Paper Citation Record · LEDGER

Optimization via First-Order Switching Methods: Skew-Symmetric Dynamics and Optimistic Discretization

As of 17 August 2026, this Paper Citation Record lists 55 of 55 outbound references and 1 inbound Pith citation observation for arXiv:2505.09146.

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pith.paper-citation-record.v1
2505.09146 v1

Coverage vector

measured 55 of 55 reference resolution

Typed states for the displayed outbound observations.

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measured 1 of 1 inbound itemization

Pith citing papers itemized under the disclosed page cap.

Source: paper_references, paper_reference_links, observed 2026-07-15T14:17:22.211737Z

measured 0 of 1 external citation measurements

A source-named dated measurement, never combined with another source.

Source: pith, observed 2026-07-15T14:21:35.799593Z

Reference resolution

55 of 55 outbound references displayed

verified exact1
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External citation measurements

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Outbound references

Observation 15845be6-15e1-44cc-ad67-3439280cedef · outbound

This paper cites Parallel and distributed methods for constrained nonconvex optimization—part i: Th eory,.

Optimization via First-Order Switching Methods: Skew-Symmetric Dynamics and Optimistic Discretization Parallel and distributed methods for constrained nonconvex optimization—part i: Th eory,

Reference 1

Resolution: verified fuzzy; raw_fallback, observed 2026-08-15T21:46:13.392162Z

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Observation 0c2537c8-3ecf-45e0-962b-7f8bd054a04a · outbound

This paper cites Penalty dual deco mposi- tion method for nonsmooth nonconvex optimization—Part II: Applica- tions,.

Optimization via First-Order Switching Methods: Skew-Symmetric Dynamics and Optimistic Discretization Penalty dual deco mposi- tion method for nonsmooth nonconvex optimization—Part II: Applica- tions,

Reference 2

Resolution: verified fuzzy; raw_fallback, observed 2026-08-15T21:46:13.379500Z

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Observation 32efd1bc-eaa1-492e-88c4-20dcef515ed9 · outbound

This paper cites Applied and computational optimal control,.

Optimization via First-Order Switching Methods: Skew-Symmetric Dynamics and Optimistic Discretization Applied and computational optimal control,

Reference 3

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Observation d6b3ea61-47d8-4f23-a311-fec0d3c07f95 · outbound

This paper cites Stable and fair classiﬁcation,.

Optimization via First-Order Switching Methods: Skew-Symmetric Dynamics and Optimistic Discretization Stable and fair classiﬁcation,

Reference 4

Resolution: verified fuzzy; raw_fallback, observed 2026-08-15T21:46:13.353722Z

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Observation aaf52ae9-1758-4fa2-9a95-df1289df51ac · outbound

This paper cites Neyman-pearson classiﬁcation , convexity and stochastic constraints,.

Optimization via First-Order Switching Methods: Skew-Symmetric Dynamics and Optimistic Discretization Neyman-pearson classiﬁcation , convexity and stochastic constraints,

Reference 5

Resolution: verified fuzzy; raw_fallback, observed 2026-08-15T21:46:13.341829Z

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Observation ab69b6b5-2c7a-4ead-8711-5a4017be7da3 · outbound

This paper cites Fairness constraints: A ﬂexible approach for fair classiﬁ cation,.

Optimization via First-Order Switching Methods: Skew-Symmetric Dynamics and Optimistic Discretization Fairness constraints: A ﬂexible approach for fair classiﬁ cation,

Reference 6

Resolution: verified fuzzy; raw_fallback, observed 2026-08-15T21:46:13.331053Z

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Observation 12e9c7e1-7d33-4e44-b9b9-7f2565742e6c · outbound

This paper cites Oracle complexity of single-loop sw itching sub- gradient methods for non-smooth weakly convex functional c onstrained optimization,.

Optimization via First-Order Switching Methods: Skew-Symmetric Dynamics and Optimistic Discretization Oracle complexity of single-loop sw itching sub- gradient methods for non-smooth weakly convex functional c onstrained optimization,

Reference 7

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Observation 5e8e759d-2c53-4149-9f93-583f8688bfcb · outbound

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Optimization via First-Order Switching Methods: Skew-Symmetric Dynamics and Optimistic Discretization Unresolved cited work

Reference 8

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Observation 516c5356-3802-4c17-b60b-b5a26942884e · outbound

This paper cites A ﬁrst-order primal-dual algo rithm for convex problems with applications to imaging,.

Optimization via First-Order Switching Methods: Skew-Symmetric Dynamics and Optimistic Discretization A ﬁrst-order primal-dual algo rithm for convex problems with applications to imaging,

Reference 9

Resolution: verified fuzzy; raw_fallback, observed 2026-08-15T21:46:13.300268Z

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Observation ed8e9c0f-4e4a-4218-b964-905d9138dfdd · outbound

This paper cites Solving convex smooth function con strained optimization is almost as easy as unconstrained optimizati on,.

Optimization via First-Order Switching Methods: Skew-Symmetric Dynamics and Optimistic Discretization Solving convex smooth function con strained optimization is almost as easy as unconstrained optimizati on,

Reference 10

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Observation 899c9bae-3b4d-43f9-a437-ff405c922107 · outbound

This paper cites Stochastic ﬁrst-order met hods for con- vex and nonconvex functional constrained optimization,.

Optimization via First-Order Switching Methods: Skew-Symmetric Dynamics and Optimistic Discretization Stochastic ﬁrst-order met hods for con- vex and nonconvex functional constrained optimization,

Reference 11

Resolution: verified fuzzy; raw_fallback, observed 2026-08-15T21:46:13.289622Z

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Observation 9d877979-14a8-412b-944e-33a6b249f77b · outbound

This paper cites A fast single-loop primal-dual algorithm for non-convex functional constrai ned optimiza- tion,.

Optimization via First-Order Switching Methods: Skew-Symmetric Dynamics and Optimistic Discretization A fast single-loop primal-dual algorithm for non-convex functional constrai ned optimiza- tion,

Reference 12

Resolution: verified exact; raw_fallback, observed 2026-08-15T21:46:12.723121Z

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Observation 0d3ca736-b095-4b7d-8ea4-4c477fa2899b · outbound

This paper cites Nesterov, Introductory Lectures on Convex Optimization: A Basic Course.

Optimization via First-Order Switching Methods: Skew-Symmetric Dynamics and Optimistic Discretization Nesterov, Introductory Lectures on Convex Optimization: A Basic Course

Reference 13

Resolution: verified fuzzy; raw_fallback, observed 2026-08-15T21:46:13.278717Z

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Observation 4650ab1c-3c8e-4463-8bec-5965785c40db · outbound

This paper cites Parallel and distributed methods for constrained noncon- vex optimization-Part II: Applications in communications and machine learning,.

Optimization via First-Order Switching Methods: Skew-Symmetric Dynamics and Optimistic Discretization Parallel and distributed methods for constrained noncon- vex optimization-Part II: Applications in communications and machine learning,

Reference 14

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Observation 3b6df25c-c8df-4666-8fbb-2524dc5fa427 · outbound

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Optimization via First-Order Switching Methods: Skew-Symmetric Dynamics and Optimistic Discretization Unresolved cited work

Reference 15

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Observation e77ce31d-d5b1-4b7d-8422-628221131387 · outbound

This paper cites Complexity of problems an d eﬀective- ness of methods of optimization(russian book),.

Optimization via First-Order Switching Methods: Skew-Symmetric Dynamics and Optimistic Discretization Complexity of problems an d eﬀective- ness of methods of optimization(russian book),

Reference 16

Resolution: verified fuzzy; raw_fallback, observed 2026-08-15T21:46:13.245678Z

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Observation 8ed951ac-f7a8-4ef1-93cb-362c66be5cef · outbound

This paper cites Algorithms for stochastic optimiza tion with func- tion or expectation constraints,.

Optimization via First-Order Switching Methods: Skew-Symmetric Dynamics and Optimistic Discretization Algorithms for stochastic optimiza tion with func- tion or expectation constraints,

Reference 17

Resolution: verified fuzzy; raw_fallback, observed 2026-08-15T21:46:13.231770Z

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Observation d874033c-6ed5-49d7-a388-74e9b11b9cfa · outbound

This paper cites Mirror descent and convex optimization problems with non- smooth inequality constraints,.

Optimization via First-Order Switching Methods: Skew-Symmetric Dynamics and Optimistic Discretization Mirror descent and convex optimization problems with non- smooth inequality constraints,

Reference 18

Resolution: verified fuzzy; raw_fallback, observed 2026-08-15T21:46:13.220353Z

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Observation ec39d7e9-44c9-4f07-ab2a-8b22860cc24b · outbound

This paper cites A single-loop SPIDER-type stochastic subgradient method for expectation-constrained nonconvex nonsmooth optimization.

Optimization via First-Order Switching Methods: Skew-Symmetric Dynamics and Optimistic Discretization A single-loop SPIDER-type stochastic subgradient method for expectation-constrained nonconvex nonsmooth optimization

Reference 19

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Observation c3d3baa1-7835-41f6-84be-90dba6e02640 · outbound

This paper cites Crpo: A new approach for safe rein- forcement learning with convergence guarantee,.

Optimization via First-Order Switching Methods: Skew-Symmetric Dynamics and Optimistic Discretization Crpo: A new approach for safe rein- forcement learning with convergence guarantee,

Reference 20

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Observation 40ee574e-9820-4bf1-ab89-6dfe379a59eb · outbound

This paper cites Stochastic model-based minimization of weakly convex functions,.

Optimization via First-Order Switching Methods: Skew-Symmetric Dynamics and Optimistic Discretization Stochastic model-based minimization of weakly convex functions,

Reference 21

Resolution: verified fuzzy; raw_fallback, observed 2026-08-15T21:46:13.196341Z

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Observation ca42875b-e434-477e-91e0-ed7c5e034fc7 · outbound

This paper cites Introduction to optimization. optimiza tion software,.

Optimization via First-Order Switching Methods: Skew-Symmetric Dynamics and Optimistic Discretization Introduction to optimization. optimiza tion software,

Reference 22

Resolution: verified fuzzy; raw_fallback, observed 2026-08-15T21:46:13.182183Z

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Observation 5996f73e-37df-4f2b-b0f7-70bfa9b6eb1b · outbound

This paper cites Subgradient methods for huge-scale opti mization prob- lems,.

Optimization via First-Order Switching Methods: Skew-Symmetric Dynamics and Optimistic Discretization Subgradient methods for huge-scale opti mization prob- lems,

Reference 23

Resolution: verified fuzzy; raw_fallback, observed 2026-08-15T21:46:13.171700Z

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Observation b705d862-e04d-42ee-9a41-14515219538a · outbound

This paper cites On modiﬁcation of an adaptive stochasti c mirror de- scent algorithm for convex optimization problems with func tional con- straints,.

Optimization via First-Order Switching Methods: Skew-Symmetric Dynamics and Optimistic Discretization On modiﬁcation of an adaptive stochasti c mirror de- scent algorithm for convex optimization problems with func tional con- straints,

Reference 24

Resolution: verified fuzzy; raw_fallback, observed 2026-08-15T21:46:13.161722Z

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Observation baee34e9-45d3-4d7d-9a20-6d547048b614 · outbound

This paper cites Adap- tive mirror descent algorithms for convex and strongly conv ex opti- mization problems with functional constraints,.

Optimization via First-Order Switching Methods: Skew-Symmetric Dynamics and Optimistic Discretization Adap- tive mirror descent algorithms for convex and strongly conv ex opti- mization problems with functional constraints,

Reference 25

Resolution: verified fuzzy; raw_fallback, observed 2026-08-15T21:46:13.151380Z

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Observation 96868f32-eb42-456d-b0c6-84076974989c · outbound

This paper cites On some methods for strongly convex optimization problems with one functional constraint,.

Optimization via First-Order Switching Methods: Skew-Symmetric Dynamics and Optimistic Discretization On some methods for strongly convex optimization problems with one functional constraint,

Reference 26

Resolution: verified fuzzy; raw_fallback, observed 2026-08-15T21:46:13.140454Z

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Observation c4d1c0ab-4d64-4a1e-aaa4-28e1e72672f3 · outbound

This paper cites Mirror de- scent for constrained optimization problems with large sub gradient val- ues of functional constraints,.

Optimization via First-Order Switching Methods: Skew-Symmetric Dynamics and Optimistic Discretization Mirror de- scent for constrained optimization problems with large sub gradient val- ues of functional constraints,

Reference 27

Resolution: verified fuzzy; raw_fallback, observed 2026-08-15T21:46:13.128258Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-17T06:30:58.91139+00:00.

Observation 6b2f367a-ca44-4649-8215-e57e26fc9225 · outbound

This paper cites Analogues of switching subgradient schemes for relatively lipschitz-continuous convex programming problems,.

Optimization via First-Order Switching Methods: Skew-Symmetric Dynamics and Optimistic Discretization Analogues of switching subgradient schemes for relatively lipschitz-continuous convex programming problems,

Reference 28

Resolution: verified fuzzy; raw_fallback, observed 2026-08-15T21:46:13.115774Z

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Observation f652cd62-6abf-4429-820b-8177fd741c8d · outbound

This paper cites Mirror descent and constrained online optimization probl ems,.

Optimization via First-Order Switching Methods: Skew-Symmetric Dynamics and Optimistic Discretization Mirror descent and constrained online optimization probl ems,

Reference 29

Resolution: verified fuzzy; raw_fallback, observed 2026-08-15T21:46:13.103682Z

Source-reported events for the cited work

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Observation 10514a28-0d03-4a40-84f7-f11a20e6b681 · outbound

This paper cites Stochastic ﬁrst-and zeroth-ord er methods for nonconvex stochastic programming,.

Optimization via First-Order Switching Methods: Skew-Symmetric Dynamics and Optimistic Discretization Stochastic ﬁrst-and zeroth-ord er methods for nonconvex stochastic programming,

Reference 30

Resolution: verified fuzzy; raw_fallback, observed 2026-08-15T21:46:13.091939Z

Source-reported events for the cited work

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Observation 5567d8d5-9309-4de5-933e-f6e29f5d9e68 · outbound

This paper cites A method for solving the convex programmi ng problem with convergence rate o (1/k2),.

Optimization via First-Order Switching Methods: Skew-Symmetric Dynamics and Optimistic Discretization A method for solving the convex programmi ng problem with convergence rate o (1/k2),

Reference 31

Resolution: verified fuzzy; raw_fallback, observed 2026-08-15T21:46:13.080154Z

Source-reported events for the cited work

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Observation 3f86f373-fd7d-489a-851e-6688fa1a0298 · outbound

This paper cites Smooth minimization of non-smooth funct ions,.

Optimization via First-Order Switching Methods: Skew-Symmetric Dynamics and Optimistic Discretization Smooth minimization of non-smooth funct ions,

Reference 32

Resolution: verified fuzzy; raw_fallback, observed 2026-08-15T21:46:13.068746Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-17T06:30:58.91139+00:00.

Observation 8150dd53-44da-4372-aaa1-6169941b4053 · outbound

This paper cites Random gradient-free min imization of convex functions,.

Optimization via First-Order Switching Methods: Skew-Symmetric Dynamics and Optimistic Discretization Random gradient-free min imization of convex functions,

Reference 33

Resolution: verified fuzzy; raw_fallback, observed 2026-08-15T21:46:13.057628Z

Source-reported events for the cited work

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Observation 48fdcc55-8e74-44db-b5a5-6eefd3eedda1 · outbound

This paper cites O’Regan, Existence theory for nonlinear ordinary diﬀerential equa- tions, vol.

Optimization via First-Order Switching Methods: Skew-Symmetric Dynamics and Optimistic Discretization O’Regan, Existence theory for nonlinear ordinary diﬀerential equa- tions, vol

Reference 34

Resolution: verified fuzzy; raw_fallback, observed 2026-08-15T21:46:13.046054Z

Source-reported events for the cited work

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Observation 553706f9-c457-4450-8a55-2882858d1fa1 · outbound

This paper cites Optimization with mome ntum: Dy- namical, control-theoretic, and symplectic perspectives ,.

Optimization via First-Order Switching Methods: Skew-Symmetric Dynamics and Optimistic Discretization Optimization with mome ntum: Dy- namical, control-theoretic, and symplectic perspectives ,

Reference 35

Resolution: verified fuzzy; raw_fallback, observed 2026-08-15T21:46:13.033439Z

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Observation d68c0897-a7d4-4ec3-beef-7a8b55c1b326 · outbound

This paper cites an unresolved cited work.

Optimization via First-Order Switching Methods: Skew-Symmetric Dynamics and Optimistic Discretization Unresolved cited work

Reference 36

Resolution: unresolved; raw_fallback, observed 2026-08-15T21:46:13.021251Z

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Observation a3cbc9c8-574c-43a6-bbe8-8d8faa27372f · outbound

This paper cites Monotone operators and the proxima l point al- gorithm,.

Optimization via First-Order Switching Methods: Skew-Symmetric Dynamics and Optimistic Discretization Monotone operators and the proxima l point al- gorithm,

Reference 37

Resolution: verified fuzzy; raw_fallback, observed 2026-08-15T21:46:13.010159Z

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Observation 964982f7-93d7-43c8-ae20-5abc2d5e41d9 · outbound

This paper cites Two remarks on the method of suc cessive ap- proximations,.

Optimization via First-Order Switching Methods: Skew-Symmetric Dynamics and Optimistic Discretization Two remarks on the method of suc cessive ap- proximations,

Reference 38

Resolution: verified fuzzy; raw_fallback, observed 2026-08-15T21:46:12.998362Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-17T06:30:58.91139+00:00.

Observation 03d2c2ce-c58c-4a3a-87e9-4feb38dc2afd · outbound

This paper cites Mean value methods in iteration,.

Optimization via First-Order Switching Methods: Skew-Symmetric Dynamics and Optimistic Discretization Mean value methods in iteration,

Reference 39

Resolution: verified fuzzy; raw_fallback, observed 2026-08-15T21:46:12.986224Z

Source-reported events for the cited work

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Observation 6158eff0-0bb5-496e-97dd-8c56b18d9765 · outbound

This paper cites On the operations in abstract sets and their application to the equations,.

Optimization via First-Order Switching Methods: Skew-Symmetric Dynamics and Optimistic Discretization On the operations in abstract sets and their application to the equations,

Reference 40

Resolution: verified fuzzy; raw_fallback, observed 2026-08-15T21:46:12.975329Z

Source-reported events for the cited work

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Observation d55bbe10-72f0-4bb5-9f06-ed07c6af0c43 · outbound

This paper cites Convergence rates w ith inexact non- expansive operators,.

Optimization via First-Order Switching Methods: Skew-Symmetric Dynamics and Optimistic Discretization Convergence rates w ith inexact non- expansive operators,

Reference 41

Resolution: verified fuzzy; raw_fallback, observed 2026-08-15T21:46:12.962949Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-17T06:30:58.91139+00:00.

Observation 1d545743-9467-49c6-b250-c1f0f4457214 · outbound

This paper cites A uniﬁed model for large-scale inexact ﬁxe d-point iter- ation: A stochastic optimization perspective,.

Optimization via First-Order Switching Methods: Skew-Symmetric Dynamics and Optimistic Discretization A uniﬁed model for large-scale inexact ﬁxe d-point iter- ation: A stochastic optimization perspective,

Reference 42

Resolution: verified fuzzy; raw_fallback, observed 2026-08-15T21:46:12.951612Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-17T06:30:58.91139+00:00.

Observation 8719f1e4-8c5d-4ec2-871a-7f1a13f42bc5 · outbound

This paper cites Stochastic ﬁxed-point iter ations for non- expansive maps: Convergence and error bounds,.

Optimization via First-Order Switching Methods: Skew-Symmetric Dynamics and Optimistic Discretization Stochastic ﬁxed-point iter ations for non- expansive maps: Convergence and error bounds,

Reference 43

Resolution: verified fuzzy; raw_fallback, observed 2026-08-15T21:46:12.938694Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-17T06:30:58.91139+00:00.

Observation b68b8293-2a39-4994-8dd2-db54d7ddb31d · outbound

This paper cites Stochastic quasi-f ej´ er block- coordinate ﬁxed point iterations with random sweeping,.

Optimization via First-Order Switching Methods: Skew-Symmetric Dynamics and Optimistic Discretization Stochastic quasi-f ej´ er block- coordinate ﬁxed point iterations with random sweeping,

Reference 44

Resolution: verified fuzzy; raw_fallback, observed 2026-08-15T21:46:12.925991Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-17T06:30:58.91139+00:00.

Observation ae927f0d-e9b2-44c4-b076-08e0b3de42b8 · outbound

This paper cites Stochastic (approximate) proxi mal point meth- ods: Convergence, optimality, and adaptivity,.

Optimization via First-Order Switching Methods: Skew-Symmetric Dynamics and Optimistic Discretization Stochastic (approximate) proxi mal point meth- ods: Convergence, optimality, and adaptivity,

Reference 45

Resolution: verified fuzzy; raw_fallback, observed 2026-08-15T21:46:12.913354Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-17T06:30:58.91139+00:00.

Observation 2ec18d75-e520-4606-8afe-c9ef6b1de046 · outbound

This paper cites No- regret learning in dynamic stackelberg games,.

Optimization via First-Order Switching Methods: Skew-Symmetric Dynamics and Optimistic Discretization No- regret learning in dynamic stackelberg games,

Reference 46

Resolution: verified fuzzy; raw_fallback, observed 2026-08-15T21:46:12.900765Z

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Observation 97cf176a-47ef-4594-8789-7623a5c7e68d · outbound

This paper cites First-order al gorithms for nonlinear generalized nash equilibrium problems,.

Optimization via First-Order Switching Methods: Skew-Symmetric Dynamics and Optimistic Discretization First-order al gorithms for nonlinear generalized nash equilibrium problems,

Reference 47

Resolution: verified fuzzy; raw_fallback, observed 2026-08-15T21:46:12.887467Z

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Observation b3c56f36-acd6-47a5-9656-2b5136a09789 · outbound

This paper cites Independent learning in constrained markov potential games,.

Optimization via First-Order Switching Methods: Skew-Symmetric Dynamics and Optimistic Discretization Independent learning in constrained markov potential games,

Reference 48

Resolution: verified fuzzy; raw_fallback, observed 2026-08-15T21:46:12.876472Z

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Observation f0f76588-af06-4652-bb17-737fb6df06dc · outbound

This paper cites Optimization, learning, and games with predictable sequences,.

Optimization via First-Order Switching Methods: Skew-Symmetric Dynamics and Optimistic Discretization Optimization, learning, and games with predictable sequences,

Reference 49

Resolution: verified fuzzy; raw_fallback, observed 2026-08-15T21:46:12.864468Z

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Observation 345a2ad4-8393-4d70-992c-97ab6fbd91c6 · outbound

This paper cites Optimistic regret bounds for online learn- ing in adversarial markov decision processes,.

Optimization via First-Order Switching Methods: Skew-Symmetric Dynamics and Optimistic Discretization Optimistic regret bounds for online learn- ing in adversarial markov decision processes,

Reference 50

Resolution: verified fuzzy; raw_fallback, observed 2026-08-15T21:46:12.852572Z

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Observation 27a2c30b-1ff4-494f-9b35-34000439a4b2 · outbound

This paper cites Distributed subgradient met hods for multi- agent optimization,.

Optimization via First-Order Switching Methods: Skew-Symmetric Dynamics and Optimistic Discretization Distributed subgradient met hods for multi- agent optimization,

Reference 51

Resolution: verified fuzzy; raw_fallback, observed 2026-08-15T21:46:12.840882Z

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Observation 218eb62e-710a-4fc1-9e02-7c179aa280fc · outbound

This paper cites Momentum-based variance r eduction in non-convex sgd,.

Optimization via First-Order Switching Methods: Skew-Symmetric Dynamics and Optimistic Discretization Momentum-based variance r eduction in non-convex sgd,

Reference 52

Resolution: verified fuzzy; raw_fallback, observed 2026-08-15T21:46:12.827905Z

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Observation 78c3cd80-0ce8-4558-b42d-312a67ff1d2d · outbound

This paper cites A h ybrid stochastic optimization framework for composite nonconve x optimiza- tion,.

Optimization via First-Order Switching Methods: Skew-Symmetric Dynamics and Optimistic Discretization A h ybrid stochastic optimization framework for composite nonconve x optimiza- tion,

Reference 53

Resolution: verified fuzzy; raw_fallback, observed 2026-08-15T21:46:12.815766Z

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Observation ee6ce953-c2b4-4e71-a39d-16aac5e69899 · outbound

This paper cites An Optimal Hybrid Variance-Reduced Algorithm for Stochastic Composite Nonconvex Optimization.

Optimization via First-Order Switching Methods: Skew-Symmetric Dynamics and Optimistic Discretization An Optimal Hybrid Variance-Reduced Algorithm for Stochastic Composite Nonconvex Optimization

Reference 54

Resolution: unresolved; no resolver link, observed 2026-08-15T21:46:12.592496Z

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Observation 9e38411c-57d3-4e0f-b103-46eceed70679 · outbound

This paper cites Faster non-convex federated learning via global and lo- cal momentum,.

Optimization via First-Order Switching Methods: Skew-Symmetric Dynamics and Optimistic Discretization Faster non-convex federated learning via global and lo- cal momentum,

Reference 55

Resolution: verified fuzzy; raw_fallback, observed 2026-08-15T21:46:12.803703Z

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Pith citing papers

Observation e8483404-7a86-472b-a2d2-60c00361e920 · inbound

First-Order Softmax Weighted Switching Gradient Method for Distributed Stochastic Minimax Optimization with Stochastic Constraints cites this paper.

First-Order Softmax Weighted Switching Gradient Method for Distributed Stochastic Minimax Optimization with Stochastic Constraints Optimization via First-Order Switching Methods: Skew-Symmetric Dynamics and Optimistic Discretization

Reference 6

Resolution: verified exact; local_arxiv, observed 2026-07-15T14:21:35.801310Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-17T06:30:58.91139+00:00.