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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.OC2025
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…