188. A Simple Algorithm for Simple Bilevel Programming
Invited abstract in session MD-7: Methods for simple and nonsmooth bilevel optimization, stream Bilevel and multilevel optimization.
Monday, 16:30-18:30Room: B100/5015
Authors (first author is the speaker)
| 1. | Joydeep Dutta
|
| Math and Stat, Indian Institute of Technology |
Abstract
In this talk we are going to discuss a simple yet effective algorithm for a simple bilevel programming problem. We seek to minimize a convex function over the solution set of a convex optimization problem with smooth objective. This is a problem where the Slater condition fails and we provide a simple yet novel way to develop an algorithm and prove it's convergence without the Lipschitz gradient assumption on the lower-level objective. We also provide some numerical experiments to show the effectiveness of our algorithm. This is joint work with S. Dempe, T. Pandit and K. M. Rao.
Keywords
- First-order optimization
- Multi-level optimization
- Non-smooth optimization
Status: accepted
Back to the list of papers