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math.OC2024
A Note on Complexity for Two Classes of Structured Non-Smooth Non-Convex Compositional Optimization
Yao Yao, Qihang Lin, Tianbao Yang
This note studies numerical methods for solving compositional optimization problems, where the inner function is smooth, and the outer function is Lipschitz continuous, non-smooth,…
math.OC2024
Deterministic and Stochastic Accelerated Gradient Method for Convex Semi-Infinite Optimization
Yao Yao, Qihang Lin, Tianbao Yang
This paper explores numerical methods for solving a convex differentiable semi-infinite program. We introduce a primal-dual gradient method which performs three updates iteratively…