4 papers
Stochastic Dynamic Barrier Perturbed Gradient Methods for Nonconvex Simple Bilevel Optimization
Mohammad Mahdi Ahmadi, Jincheng Cao, Aryan Mokhtari +1
We study stochastic simple bilevel optimization with smooth, possibly nonconvex upper- and lower-level objectives accessed only through stochastic gradient oracles. A key challenge…
On the Analysis of Misspecified Variational Inequalities with Nonlinear Constraints
Novel Kumar Dey, Mohammad Mahdi Ahmadi, Erfan Yazdandoost Hamedani +1
In this paper, we study a class of misspecified variational inequalities (VIs) where both the monotone operator and nonlinear convex constraints depend on an unknown parameter lear…
Simultaneous Learning and Optimization via Misspecified Saddle Point Problems
Mohammad Mahdi Ahmadi, Erfan Yazdandoost Hamedani
We study a class of misspecified saddle point (SP) problems, where the optimization objective depends on an unknown parameter that must be learned concurrently from data. Unlike ex…
Single-loop Projection-free and Projected Gradient-based Algorithms for Nonconvex-concave Saddle Point Problems with Bilevel Structure
Mohammad Mahdi Ahmadi, Erfan Yazdandoost Hamedani
In this paper, we explore a broad class of constrained saddle point problems with a bilevel structure, wherein the upper-level objective function is nonconvex-concave and smooth ov…