Convex Bi-level Optimization Problems with Nonsmooth Outer Objective Function

DOI10.1137/22M1533608MaRDI QIDQ6071890zbMATH OpenOpenAlexFDO

Authors Shoham Sabach

Publication date 29 November 2023

Published in SIAM Journal on Optimization (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/2307.08245

zbMATH Keywords

bi-level optimizationconvex problemsnonsmooth optimizationproximal mapping

Mathematics Subject Classification ID

Numerical optimization and variational techniques (65K10) Linear programming (90C05) Convex programming (90C25) Nonlinear programming (90C30) Methods of reduced gradient type (90C52)

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Cites work

• -subgradient algorithms for bilevel convex optimization
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• A first order method for finding minimal norm-like solutions of convex optimization problems
• A first order method for solving convex bilevel optimization problems
• A method with convergence rates for optimization problems with variational inequality constraints
• An inertial extrapolation method for convex simple bilevel optimization
• An online convex optimization-based framework for convex bilevel optimization
• Averaged mappings and the gradient-projection algorithm
• Bilevel optimization. Advances and next challenges
• Convex analysis and monotone operator theory in Hilbert spaces
• First-order methods in optimization
• Gradient-based algorithms with applications to signal-recovery problems
• scientific article; zbMATH DE number 3551792 (Why is no real title available?)
• scientific article; zbMATH DE number 5176444 (Why is no real title available?)
• Iterative regularization via dual diagonal descent
• Minimizing the Moreau envelope of nonsmooth convex functions over the fixed point set of certain quasi-nonexpansive mappings

Cited in

(7)

• Bi-objective optimisation over a set of convex sub-problems
• An accelerated proximal algorithm for regularized nonconvex and nonsmooth bi-level optimization
• A projection-free method for solving convex bilevel optimization problems
• Improved guarantees for optimal Nash equilibrium seeking and bilevel variational inequalities
• On the convergence of proximal gradient methods for convex simple bilevel optimization
• On the convergence rates of iterative regularization algorithms for composite bilevel optimization
• Dynamic fista for convex composite bilevel optimization

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