2 citations · 2 across the 3 of their papers we have counts for
3 papers
math.OC2023★ 2 cited
Faster Gradient-Free Algorithms for Nonsmooth Nonconvex Stochastic Optimization
Lesi Chen, Jing Xu, Luo Luo
We consider the optimization problem of the form , where the component is -mean-squared Lipschitz but…
math.OC2023
On Finding Small Hyper-Gradients in Bilevel Optimization: Hardness Results and Improved Analysis
Lesi Chen, Jing Xu, Jingzhao Zhang
Bilevel optimization reveals the inner structure of otherwise oblique optimization problems, such as hyperparameter tuning, neural architecture search, and meta-learning. A common…
math.PR2012
Optimal Portfolio Selection under Concave Price Impact
Jin Ma, Qingshuo Song, Jing Xu +1
In this paper we study an optimal portfolio selection problem under instantaneous price impact. Based on some empirical analysis in the literature, we model such impact as a concav…