3 papers
math.OC2025
Adaptive Algorithms for Nonconvex Bilevel Optimization under PŁ Conditions
Xu Shi, Yinglin Du, Rufeng Xiao +1
Existing methods for nonconvex bilevel optimization (NBO) require prior knowledge of first- and second-order problem-specific parameters (e.g., Lipschitz constants and the Polyak-Ł…
math.OC2025
An Alternating Direction Method of Multipliers for Utility-based Shortfall Risk Portfolio Optimization
Rufeng Xiao, Zhiping Li, Rujun Jiang
Utility-based shortfall risk (UBSR), a convex risk measure sensitive to tail losses, has gained popularity in recent years. However, research on computational methods for UBSR opti…
math.OC2025
An Adaptive Algorithm for Bilevel Optimization on Riemannian Manifolds
Xu Shi, Rufeng Xiao, Rujun Jiang
Existing methods for solving Riemannian bilevel optimization (RBO) problems require prior knowledge of the problem's first- and second-order information and curvature parameter of…