A single-loop smoothed gradient descent-ascent algorithm for nonconvex-concave min-max problems

J Zhang, P Xiao, R Sun, Z Luo - Advances in neural …, 2020 - proceedings.neurips.cc
Nonconvex-concave min-max problem arises in many machine learning applications
including minimizing a pointwise maximum of a set of nonconvex functions and robust …

Complexity of an inexact proximal-point penalty method for constrained smooth non-convex optimization

Q Lin, R Ma, Y Xu - Computational optimization and applications, 2022 - Springer
In this paper, an inexact proximal-point penalty method is studied for constrained
optimization problems, where the objective function is non-convex, and the constraint …

Linearly constrained bilevel optimization: A smoothed implicit gradient approach

P Khanduri, I Tsaknakis, Y Zhang… - International …, 2023 - proceedings.mlr.press
This work develops analysis and algorithms for solving a class of bilevel optimization
problems where the lower-level (LL) problems have linear constraints. Most of the existing …

Rate-improved inexact augmented Lagrangian method for constrained nonconvex optimization

Z Li, PY Chen, S Liu, S Lu, Y Xu - … Conference on Artificial …, 2021 - proceedings.mlr.press
First-order methods have been studied for nonlinear constrained optimization within the
framework of the augmented Lagrangian method (ALM) or penalty method. We propose an …

Efficiently escaping saddle points in bilevel optimization

M Huang, X Chen, K Ji, S Ma, L Lai - arXiv preprint arXiv:2202.03684, 2022 - arxiv.org
Bilevel optimization is one of the fundamental problems in machine learning and
optimization. Recent theoretical developments in bilevel optimization focus on finding the …

A Newton-CG based augmented Lagrangian method for finding a second-order stationary point of nonconvex equality constrained optimization with complexity …

C He, Z Lu, TK Pong - SIAM Journal on Optimization, 2023 - SIAM
In this paper we consider finding a second-order stationary point (SOSP) of nonconvex
equality constrained optimization when a nearly feasible point is known. In particular, we first …

Private (stochastic) non-convex optimization revisited: Second-order stationary points and excess risks

A Ganesh, D Liu, S Oh, A Thakurta - arXiv preprint arXiv:2302.09699, 2023 - arxiv.org
We consider the problem of minimizing a non-convex objective while preserving the privacy
of the examples in the training data. Building upon the previous variance-reduced algorithm …

From the simplex to the sphere: faster constrained optimization using the Hadamard parametrization

Q Li, D McKenzie, W Yin - … and Inference: A Journal of the IMA, 2023 - academic.oup.com
The standard simplex in, also known as the probability simplex, is the set of nonnegative
vectors whose entries sum up to 1. It frequently appears as a constraint in optimization …

A single-loop gradient descent and perturbed ascent algorithm for nonconvex functional constrained optimization

S Lu - International Conference on Machine Learning, 2022 - proceedings.mlr.press
Nonconvex constrained optimization problems can be used to model a number of machine
learning problems, such as multi-class Neyman-Pearson classification and constrained …

Finding second-order stationary points in nonconvex-strongly-concave minimax optimization

L Luo, Y Li, C Chen - Advances in Neural Information …, 2022 - proceedings.neurips.cc
We study the smooth minimax optimization problem $\min_ {\bf x}\max_ {\bf y} f ({\bf x},{\bf y})
$, where $ f $ is $\ell $-smooth, strongly-concave in ${\bf y} $ but possibly nonconvex in ${\bf …