4 papers · 1 filter
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…
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…
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…
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…