3 papers
math.OC2026
A first-order method for nonconvex-strongly-concave constrained minimax optimization
Zhaosong Lu, Sanyou Mei
In this paper we study a nonconvex-strongly-concave constrained minimax problem. Specifically, we propose a first-order augmented Lagrangian method for solving it, whose subproblem…
math.OC2025
Solving bilevel optimization via sequential minimax optimization
Zhaosong Lu, Sanyou Mei
In this paper we propose a sequential minimax optimization (SMO) method for solving a class of constrained bilevel optimization problems in which the lower-level part is a possibly…
math.OC2024
Variance-reduced first-order methods for deterministically constrained stochastic nonconvex optimization with strong convergence guarantees
Zhaosong Lu, Sanyou Mei, Yifeng Xiao
In this paper, we study a class of deterministically constrained stochastic optimization problems. Existing methods typically aim to find an -stochastic stationary point, where…