REVIEW 4 cited by
Accelerating Diagonal Methods for Bilevel Optimization: Unified Convergence via Continuous-Time Dynamics
Not yet reviewed by Pith; the record is open.
This paper has not been read by Pith yet. Machine review is queued; the pith claim, tier, and objections will appear here once it completes.
SPECIMEN: schema-true, not a live event
T0 review · schema-true
One-sentence machine reading of the paper's core claim.
pith:XXXXXXXX · record.json · timestamp
Accelerating Diagonal Methods for Bilevel Optimization: Unified Convergence via Continuous-Time Dynamics
read the original abstract
We analyze fast diagonal methods for simple bilevel programs. Guided by the analysis of the corresponding continuous-time dynamics, we provide a unified convergence analysis under general geometric conditions, including H\"olderian growth and the Attouch-Czarnecki condition. Our results yield explicit convergence rates and guarantee weak convergence to a solution of the bilevel problem. In particular, we improve and extend recent results on accelerated schemes, offering novel insights into the trade-offs between geometry, regularization decay, and algorithmic design. Numerical experiments illustrate the advantages of more flexible methods and support our theoretical findings.
Forward citations
Cited by 4 Pith papers
-
Variational convexity: new characterizations, calculus rules, and applications
New characterizations and preservation rules for variational convexity yield stronger local optimality guarantees in nonsmooth nonlinear programming problems.
-
A Nesterov-Accelerated Primal-Dual Splitting Algorithm for Convex Nonsmooth Optimization
APAPC integrates Nesterov acceleration into primal-dual forward-backward schemes by exploiting dual strong convexity to achieve optimal sublinear and accelerated linear convergence rates.
-
The iterates of FISTA converge even under inexact computations and stochastic gradients
Weak (and almost-sure weak) convergence of inexact and stochastically noised FISTA iterates in infinite-dimensional Hilbert spaces, with O(1/t_k^2)-type objective rates.
-
Accelerated Backward Forward Method for Convex Optimization
The accelerated backward-forward method achieves O(1/k²) convergence on convex composite problems and accelerated linear convergence when the smooth component is strongly convex.
discussion (0)
Sign in with ORCID, Apple, or X to comment. Anyone can read and Pith papers without signing in.