Optimistic bilevel optimization with manifold lower-level minimizers is differentiable if the optimistic selection is unique, yielding a pseudoinverse hyper-gradient and a convergent HG-MS algorithm whose rate depends on intrinsic manifold dimension.
arXiv preprint arXiv:1710.05782 , year=
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abstract
In this paper, we generalize (accelerated) Newton's method with cubic regularization under inexact second-order information for (strongly) convex optimization problems. Under mild assumptions, we provide global rate of convergence of these methods and show the explicit dependence of the rate of convergence on the problem parameters. While the complexity bounds of our presented algorithms are theoretically worse than those of their exact counterparts, they are at least as good as those of the optimal first-order methods. Our numerical experiments also show that using inexact Hessians can significantly speed up the algorithms in practice.
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math.OC 2years
2026 2verdicts
UNVERDICTED 2representative citing papers
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