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math.OC2025
Accelerated Price Adjustment for Fisher Markets with Exact Recovery of Competitive Equilibrium
He Chen, Chonghe Jiang, Anthony Man-Cho So
The canonical price-adjustment process, tâtonnement, typically fails to converge to the exact competitive equilibrium (CE) and requires a high iteration complexity of $\tilde{\math…
math.OC2025
Set Smoothness Unlocks Clarke Hyper-stationarity in Bilevel Optimization
He Chen, Jiajin Li, Anthony Man-Cho So
Solving bilevel optimization (BLO) problems to global optimality is generally intractable. A common surrogate is to compute a hyper-stationary point -- a stationary point of the hy…
math.OC2024
Computing Competitive Equilibrium for Chores: Linear Convergence and Lightweight Iteration
He Chen, Chonghe Jiang, Anthony Man-Cho So
Competitive equilibrium (CE) for chores has recently attracted significant attention, with many algorithms proposed to approximately compute it. However, existing algorithms either…