-subgradient algorithms for bilevel convex optimization

DOI10.1088/1361-6420/AA6136MaRDI QIDQ5268487zbMATH OpenOpenAlexFDO

Authors Elias Salomão Helou, Lucas E. A. Simões

Publication date 20 June 2017

Published in Inverse Problems (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1703.02648

zbMATH Keywords

bilevel optimizationtomographic image reconstructionepsilo-subgradient methods

Mathematics Subject Classification ID

Convex programming (90C25) Methods of reduced gradient type (90C52)

Abstract: This paper introduces and studies the convergence properties of a new class of explicit $epsilon$-subgradient methods for the task of minimizing a convex function over the set of minimizers of another convex minimization problem. The general algorithm specializes to some important cases, such as first-order methods applied to a varying objective function, which have computationally cheap iterations. We present numerical experimentation regarding certain applications where the theoretical framework encompasses efficient algorithmic techniques, enabling the use of the resulting methods to solve very large practical problems arising in tomographic image reconstruction.

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(14)

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• Optimal subgradient methods: computational properties for large-scale linear inverse problems
• A first-order method for solving bilevel convex optimization problems in Banach space
• Methodology and first-order algorithms for solving nonsmooth and non-strongly convex bilevel optimization problems
• On perturbed steepest descent methods with inexact line search for bilevel convex optimization
• Inexact proximal \(\epsilon\)-subgradient methods for composite convex optimization problems
• Algorithms for simple bilevel programming
• scientific article; zbMATH DE number 5176444 (Why is no real title available?)
• Incremental subgradients for constrained convex optimization: A unified framework and new methods
• Scaling techniques for \(\epsilon\)-subgradient methods
• A primal nonsmooth reformulation for bilevel optimization problems
• An online convex optimization-based framework for convex bilevel optimization
• Difference of convex algorithms for bilevel programs with applications in hyperparameter selection
• Convex Bi-level Optimization Problems with Nonsmooth Outer Objective Function

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Uses Software

• NFFT3

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