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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…
math.OC2024
Spurious Stationarity and Hardness Results for Bregman Proximal-Type Algorithms
He Chen, Jiajin Li, Anthony Man-Cho So
Bregman proximal-type algorithms (BPs), such as mirror descent, have become popular tools in machine learning and data science for exploiting problem structures through non-Euclide…
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…