Techniques for gradient-based bilevel optimization with non-smooth lower level problems

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Publication:334266

DOI10.1007/S10851-016-0663-7zbMATH Open1352.65155arXiv1602.07080OpenAlexW2278603371MaRDI QIDQ334266FDOQ334266


Authors: Peter Ochs, René Ranftl, Thomas Brox, Thomas Pock Edit this on Wikidata


Publication date: 1 November 2016

Published in: Journal of Mathematical Imaging and Vision (Search for Journal in Brave)

Abstract: We propose techniques for approximating bilevel optimization problems with non-smooth lower level problems that can have a non-unique solution. To this end, we substitute the expression of a minimizer of the lower level minimization problem with an iterative algorithm that is guaranteed to converge to a minimizer of the problem. Using suitable non-linear proximal distance functions, the update mappings of such an iterative algorithm can be differentiable, notwithstanding the fact that the minimization problem is non-smooth.


Full work available at URL: https://arxiv.org/abs/1602.07080




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