We study second- and higher-order methods for solving smooth monotone variational inequalities (MVI). Monteiro and Svaiter (SIAM J. Optim., 2012) showed that a second-order method, NPE, converges at a rate of $\mathcal{O}(T^{-1.5})$. For convex-concave minimax optimization, a subclass of MVI problems, Chen, Liu, Luo, a...
Xin-Liang Zhang, Le-Si Chen, Lin-Xuan Pan et al.· 1 citation
We study nonconvex--strongly-convex bilevel optimization under a stochastic first-order oracle. We introduce MRT-FD, a single-loop first-order method that simultaneously tracks the upper-level variable, the lower-level solution, and the auxiliary response arising from implicit differentiation of the hyperobjective. MRT...
Lin-Xuan Pan, Jun-Chi Yang· 1 citation
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