6 papers · 1 filter
Projection-Free Algorithms for Nonsmooth Stochastic Convex-Concave Saddle-Point Problems
Khanh-Hung Giang-Tran, Soroosh Shafiee
We study nonsmooth convex-concave saddle-point problems over compact convex sets, assuming access to stochastic subgradients of the payoff function. We develop single-loop projecti…
Auto-Conditioned Frank-Wolfe Algorithms
Khanh-Hung Giang-Tran, Soroosh Shafiee, Nam Ho-Nguyen
Frank-Wolfe methods are projection-free algorithms for constrained optimization whose practical performance often depends critically on the choice of step size. Classical closed-lo…
Projection-Free Algorithms for Minimax Problems
Khanh-Hung Giang-Tran, Soroosh Shafiee, Nam Ho-Nguyen
This paper addresses constrained smooth saddle-point problems in settings where projection onto the feasible sets is computationally expensive. We bridge the gap between projection…
Convergence, Duality and Well-Posedness in Convex Bilevel Optimization
Khanh-Hung Giang-Tran, Nam Ho-Nguyen, Fatma Kılınç-Karzan +1
We consider the convex bilevel optimization problem, also known as simple bilevel programming. There are two challenges in solving convex bilevel optimization problems. Firstly, st…
Conditional Gradient Methods with Standard LMO for Stochastic Simple Bilevel Optimization
Khanh-Hung Giang-Tran, Soroosh Shafiee, Nam Ho-Nguyen
We propose efficient methods for solving stochastic simple bilevel optimization problems with convex inner levels, where the goal is to minimize an outer stochastic objective funct…
A Projection-Free Method for Solving Convex Bilevel Optimization Problems
Khanh-Hung Giang-Tran, Nam Ho-Nguyen, Dabeen Lee
When faced with multiple minima of an "inner-level" convex optimization problem, the convex bilevel optimization problem selects an optimal solution which also minimizes an auxilia…