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math.OC2024
Second-Order Min-Max Optimization with Lazy Hessians
Lesi Chen, Chengchang Liu, Jingzhao Zhang
This paper studies second-order methods for convex-concave minimax optimization. Monteiro and Svaiter (2012) proposed a method to solve the problem with an optimal iteration comple…
math.OC2024
Functionally Constrained Algorithm Solves Convex Simple Bilevel Problems
Huaqing Zhang, Lesi Chen, Jing Xu +1
This paper studies simple bilevel problems, where a convex upper-level function is minimized over the optimal solutions of a convex lower-level problem. We first show the fundament…