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math.OC2023
Stochastic-Constrained Stochastic Optimization with Markovian Data
Yeongjong Kim, Dabeen Lee
This paper considers stochastic-constrained stochastic optimization where the stochastic constraint is to satisfy that the expectation of a random function is below a certain thres…
math.OC2023
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…
math.OC2023
Projection-Free Online Convex Optimization with Stochastic Constraints
Duksang Lee, Nam Ho-Nguyen, Dabeen Lee
This paper develops projection-free algorithms for online convex optimization with stochastic constraints. We design an online primal-dual projection-free framework that can take a…