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20222026
most citedFirst-order penalty methods for bilevel optimization

1 citations · 1 across the 9 of their papers we have counts for

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10 papers

cs.GT2026

Simple Strategy-Iteration with Dantzig's Rule is not Strongly Polynomial on Turn-Based Deterministic Games

Sanyou Mei

We study turn-based deterministic zero-sum games with discounted and long-run average costs. For discounted costs, we establish exponential and superpolynomial iteration lower boun…

math.OC2026

Efficient Parameter-Free First-Order Methods for Nonsmooth Composite Minimax Optimization

Shaozhe Ke, Sanyou Mei, Jiheng Zhang

In this paper we propose first-order methods for a class of nonsmooth composite strongly convex--strongly concave and nonconvex--concave minimax optimization. We first develop an i…

math.OC2026

The Simple Strategy-Iteration Method is Strongly Polynomial for the Turn-Based Deterministic Forward Game

Sanyou Mei, Chunlin Sun, Yinyu Ye

We study Turn-Based Deterministic Forward Games (TBDFGs), the subclass of turn-based deterministic zero-sum games in which no directed cycle contains actions controlled by both pla…

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…

math.OC2023

A first-order augmented Lagrangian method for constrained minimax optimization

Zhaosong Lu, Sanyou Mei

In this paper we study a class of constrained minimax problems. In particular, we propose a first-order augmented Lagrangian method for solving them, whose subproblems turn out to…

math.OC2023★ 1 cited

First-order penalty methods for bilevel optimization

Zhaosong Lu, Sanyou Mei

In this paper we study a class of unconstrained and constrained bilevel optimization problems in which the lower level is a possibly nonsmooth convex optimization problem, while th…

math.OC2022

Accelerated first-order methods for convex optimization with locally Lipschitz continuous gradient

Zhaosong Lu, Sanyou Mei

In this paper we develop accelerated first-order methods for convex optimization with locally Lipschitz continuous gradient (LLCG), which is beyond the well-studied class of convex…

math.OC2022

Primal-dual extrapolation methods for monotone inclusions under local Lipschitz continuity

Zhaosong Lu, Sanyou Mei

In this paper we consider a class of monotone inclusion (MI) problems of finding a zero of the sum of two monotone operators, in which one operator is maximal monotone while the ot…