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math.OC2024

Accelerated Fully First-Order Methods for Bilevel and Minimax Optimization

Chris Junchi Li

We present in this paper novel accelerated fully first-order methods in \emph{Bilevel Optimization} (BLO). Firstly, for BLO under the assumption that the lower-level functions admi…

math.OC2024★ 1 cited

A General Continuous-Time Formulation of Stochastic ADMM and Its Variants

Chris Junchi Li

Stochastic versions of the alternating direction method of multiplier (ADMM) and its variants play a key role in many modern large-scale machine learning problems. In this work, we…