no code implementations • 5 Jan 2023 • Zhaosong Lu, Sanyou Mei
In this paper we study a class of constrained minimax problems.
no code implementations • 4 Jan 2023 • Zhaosong Lu, Sanyou Mei
Under suitable assumptions, an \emph{operation complexity} of $O(\varepsilon^{-4}\log\varepsilon^{-1})$ and $O(\varepsilon^{-7}\log\varepsilon^{-1})$, measured by their fundamental operations, is established for the proposed penalty methods for finding an $\varepsilon$-KKT solution of the unconstrained and constrained bilevel optimization problems, respectively.
no code implementations • 2 Jun 2022 • Zhaosong Lu, Sanyou Mei
In particular, we first consider unconstrained convex optimization with LLCG and propose accelerated proximal gradient (APG) methods for solving it.
no code implementations • 2 Jun 2022 • Zhaosong Lu, Sanyou Mei
In particular, we first propose a primal-dual extrapolation (PDE) method for solving a structured strongly MI problem by modifying the classical forward-backward splitting method by using a point and operator extrapolation technique, in which the parameters are adaptively updated by a backtracking line search scheme.