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math.OC2025
A Proximal DC Algorithm for Sample Average Approximation of Chance Constrained Programming
Peng Wang, Rujun Jiang, Qingyuan Kong +1
Chance constrained programming (CCP) refers to a type of optimization problem with uncertain constraints that are satisfied with at least a prescribed probability level. In this wo…
math.OC2025
A Semidefinite Relaxation for Sums of Heterogeneous Quadratic Forms on the Stiefel Manifold
Kyle Gilman, Sam Burer, Laura Balzano
We study the maximization of sums of heterogeneous quadratic forms over the Stiefel manifold, a nonconvex problem that arises in several modern signal processing and machine learni…
math.OC2024
Online Bilevel Optimization: Regret Analysis of Online Alternating Gradient Methods
Davoud Ataee Tarzanagh, Parvin Nazari, Bojian Hou +2
This paper introduces \textit{online bilevel optimization} in which a sequence of time-varying bilevel problems is revealed one after the other. We extend the known regret bounds f…