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20192026
most citedHölderian error bounds and Kurdyka-Łojasiewicz inequality for the trust region subproblem

1 citations · 1 across the 10 of their papers we have counts for

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Showing 2024 · math.OCShow all

6 papers · 2 filters

math.OC2024

Accelerated Gradient Descent by Concatenation of Stepsize Schedules

Zehao Zhang, Rujun Jiang

This work considers stepsize schedules for gradient descent on smooth convex objectives. We extend the existing literature and propose a unified technique for constructing stepsize…

math.OC2024

Value-Function Root-Finding Algorithms for Composite Convex Simple Bilevel Optimization

Rujun Jiang, Xu Shi, Weizheng Song +1

This paper considers composite convex simple bilevel optimization (SBO), which minimizes a composite convex function over the solution set of another composite convex minimization…

math.OC2024

SOREL: A Stochastic Algorithm for Spectral Risks Minimization

Yuze Ge, Rujun Jiang

The spectral risk has wide applications in machine learning, especially in real-world decision-making, where people are not only concerned with models' average performance. By assi…

math.OC2024

Near-Optimal Convex Simple Bilevel Optimization with a Bisection Method

Jiulin Wang, Xu Shi, Rujun Jiang

This paper studies a class of simple bilevel optimization problems where we minimize a composite convex function at the upper-level subject to a composite convex lower-level proble…

math.OC2024

Lower-level Duality Based Reformulation and Majorization Minimization Algorithm for Hyperparameter Optimization

He Chen, Haochen Xu, Rujun Jiang +1

Hyperparameter tuning is an important task of machine learning, which can be formulated as a bilevel program (BLP). However, most existing algorithms are not applicable for BLP wit…

math.OC2024

Penalty-based Methods for Simple Bilevel Optimization under Hölderian Error Bounds

Pengyu Chen, Xu Shi, Rujun Jiang +1

This paper investigates simple bilevel optimization problems where we minimize an upper-level objective over the optimal solution set of a convex lower-level objective. Existing me…