Showing 2024Show all
3 papers · 1 filter
math.OC2024
Decomposition Method for Lipschitz Stability of General LASSO-type Problems
Chunhai Hu, Wei Yao, Jin Zhang
This paper introduces a decomposition-based method to investigate the Lipschitz stability of solution mappings for general LASSO-type problems with convex data fidelity and $\ell_1…
math.OC2024
Overcoming Lower-Level Constraints in Bilevel Optimization: A Novel Approach with Regularized Gap Functions
Wei Yao, Haian Yin, Shangzhi Zeng +1
Constrained bilevel optimization tackles nested structures present in constrained learning tasks like constrained meta-learning, adversarial learning, and distributed bilevel optim…
math.OC2024
SPABA: A Single-Loop and Probabilistic Stochastic Bilevel Algorithm Achieving Optimal Sample Complexity
Tianshu Chu, Dachuan Xu, Wei Yao +1
While stochastic bilevel optimization methods have been extensively studied for addressing large-scale nested optimization problems in machine learning, it remains an open question…