4 papers · 1 filter
Optimal Nonergodic Primal-Dual Complexity of Efficient Inexact Parameter-Free Augmented Lagrangian Methods
Arnesh Sujanani, Saeed Ghadimi, Henry Wołkowicz
Augmented Lagrangian (AL) methods are a classical framework for constrained optimization, but for directly verifiable approximate KKT points, known first-order complexity bounds fo…
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…
Optimal Diagonal Preconditioning Beyond Worst-Case Conditioning: Theory and Practice of Omega Scaling
Saeed Ghadimi, Woosuk L. Jung, Arnesh Sujanani +2
We study optimal diagonal preconditioning using the classical worst-case -condition number and the averaging-based -condition number. For the -optimal preconditioning prob…
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…