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math.OC2024
Fully Zeroth-Order Bilevel Programming via Gaussian Smoothing
Alireza Aghasi, Saeed Ghadimi
In this paper, we study and analyze zeroth-order stochastic approximation algorithms for solving bilvel problems, when neither the upper/lower objective values, nor their unbiased…
math.OC2023
Stochastic Nested Compositional Bi-level Optimization for Robust Feature Learning
Xuxing Chen, Krishnakumar Balasubramanian, Saeed Ghadimi
We develop and analyze stochastic approximation algorithms for solving nested compositional bi-level optimization problems. These problems involve a nested composition of poten…
math.OC2022★ 7 cited
The Parametric Cost Function Approximation: A new approach for multistage stochastic programming
Warren B Powell, Saeed Ghadimi
The most common approaches for solving multistage stochastic programming problems in the research literature have been to either use value functions ("dynamic programming") or scen…