2 papers
math.OC2022
Stochastic Zeroth-order Functional Constrained Optimization: Oracle Complexity and Applications
Anthony Nguyen, Krishnakumar Balasubramanian
Functionally constrained stochastic optimization problems, where neither the objective function nor the constraint functions are analytically available, arise frequently in machine…
math.OC2020
Stochastic Multi-level Composition Optimization Algorithms with Level-Independent Convergence Rates
Krishnakumar Balasubramanian, Saeed Ghadimi, Anthony Nguyen
In this paper, we study smooth stochastic multi-level composition optimization problems, where the objective function is a nested composition of functions. We assume access to…