An augmented Lagrangian approach to bi-level optimization via a smooth equilibrium constrained problem
From MaRDI portal
Cites work
- A dynamic alternating direction of multipliers for nonconvex minimization with nonlinear functional equality constraints
- A first order method for solving convex bilevel optimization problems
- A Two-Timescale Stochastic Algorithm Framework for Bilevel Optimization: Complexity Analysis and Application to Actor-Critic
- An Adaptive Lagrangian-Based Scheme for Nonconvex Composite Optimization
- Bilevel optimization. Advances and next challenges
- Foundations of bilevel programming
- Global convergence of splitting methods for nonconvex composite optimization
- scientific article; zbMATH DE number 3313108 (Why is no real title available?)
- Lagrangian methods for composite optimization
- Mathematical programs with equilibrium constraints: a sequential optimality condition, new constraint qualifications and algorithmic consequences
- Nonconvex Lagrangian-based optimization: monitoring schemes and global convergence
- Proximal alternating linearized minimization for nonconvex and nonsmooth problems
- Simultaneous pursuit of out-of-sample performance and sparsity in index tracking portfolios
- The proximal alternating direction method of multipliers in the nonconvex setting: convergence analysis and rates
This page was built for publication: An augmented Lagrangian approach to bi-level optimization via a smooth equilibrium constrained problem
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q6850366)