60 citations · 203 across the 23 of their papers we have counts for
Showing 2018Show all
3 papers · 1 filter
math.OC2018★ 7 cited
A Single Time-Scale Stochastic Approximation Method for Nested Stochastic Optimization
Saeed Ghadimi, Andrzej Ruszczyński, Mengdi Wang
We study constrained nested stochastic optimization problems in which the objective function is a composition of two smooth functions whose exact values and derivatives are not ava…
math.OC2018★ 6 cited
Zeroth-order Nonconvex Stochastic Optimization: Handling Constraints, High-Dimensionality and Saddle-Points
Krishnakumar Balasubramanian, Saeed Ghadimi
In this paper, we propose and analyze zeroth-order stochastic approximation algorithms for nonconvex and convex optimization, with a focus on addressing constrained optimization, h…
math.OC2018★ 60 cited
Approximation Methods for Bilevel Programming
Saeed Ghadimi, Mengdi Wang
In this paper, we study a class of bilevel programming problem where the inner objective function is strongly convex. More specifically, under some mile assumptions on the partial…