3 papers
math.OC2026
Benchmarking Bilevel Derivative-Free Optimization Algorithms
Charles Audet, Valentin Dijon, Youssef Diouane
Bilevel optimization involves an upper-level and a lower-level decision maker. The lower-level optimization problem is nested within the constraints of the upper-level one. A point…
math.OC2026
Online Sketched Newton-Raphson
Jean-Luc Lupien, Yuen-Man Pun, Youssef Diouane +2
In online convex optimization (OCO), a decision-maker is confronted with an unknown environment and seeks to play an optimal sequence of decisions on a short time-scale using only…
math.OC2025
Min-Max Optimisation for Nonconvex-Nonconcave Functions Using a Random Zeroth-Order Extragradient Algorithm
Amir Ali Farzin, Yuen Man Pun, Philipp Braun +3
This study explores the performance of the random Gaussian smoothing Zeroth-Order ExtraGradient (ZO-EG) scheme considering \Af{deterministic} min-max optimisation problems with pos…