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math.OC2025
Optimal Zeroth-Order Bilevel Optimization
Alireza Aghasi, Jeongyeol Kwon, Saeed Ghadimi
In this paper, we develop zeroth-order algorithms with provably (nearly) optimal sample complexity for stochastic bilevel optimization, where only noisy function evaluations are av…
math.OC2024
Fully Zeroth-Order Bilevel Programming via Gaussian Smoothing
Alireza Aghasi, Saeed Ghadimi
In this paper, we study and analyze zeroth-order stochastic approximation algorithms for solving bilvel problems, when neither the upper/lower objective values, nor their unbiased…