"Generalized Stochastic Frank–Wolfe Algorithm with Stochastic 'Substitute' Gradient for Structured Convex Optimization."

Lu, Haihao and Robert M. Freund. Mathematical Programming Vol. 187, No. 1-2 (2021): 317-349. arXiv Preprint.

"Contextual Reserve Price Optimization in Auctions via Mixed Integer Programming."

Joey Huchette, Haihao Lu, Hossein Esfandiari, and Vahab Mirrokni. In Proceedings of the 34th Conference on Neural Information Processing Systems, December 2020.

"Accelerating Gradient Boosting Machines."

Haihao Lu, Sai Praneeth Karimireddy, Natalia Ponomareva, and Vahab Mirrokni. In Proceedings of the 23rd International Conference on Artificial Intelligence and Statistics, August 2020.

"Ordered SGD: A New Stochastic Optimization Framework for Empirical Risk Minimization."

Kenji Kawaguchi and Haihao Lu. In Proceedings of the 23rd International Conference on Artificial Intelligence and Statistics, August 2020.

"Dual Mirror Descent for Online Allocation Problems."

Santiago Balseiro, Haihao Lu, and Vahab Mirrokni. In Proceedings of the 37th International Conference on Machine Learning, July 2020.

"Randomized Gradient Boosting Machine."

Lu, Haihao, and Rahul Mazumder. SIAM Journal on Optimization Vol. 30, No. 4 (2020): 2780-2808.