Convex Bi-level Optimization Problems with Nonsmooth Outer Objective Function

R Merchav, S Sabach - SIAM Journal on Optimization, 2023 - SIAM
In this paper, we propose the Bi-Sub-Gradient (Bi-SG) method, which is a generalization of
the classical sub-gradient method to the setting of convex bi-level optimization problems …

Methodology and first-order algorithms for solving nonsmooth and non-strongly convex bilevel optimization problems

L Doron, S Shtern - Mathematical Programming, 2023 - Springer
Simple bilevel problems are optimization problems in which we want to find an optimal
solution to an inner problem that minimizes an outer objective function. Such problems …

An online convex optimization-based framework for convex bilevel optimization

L Shen, N Ho-Nguyen, F Kılınç-Karzan - Mathematical Programming, 2023 - Springer
We propose a new framework for solving the convex bilevel optimization problem, where
one optimizes a convex objective over the optimal solutions of another convex optimization …

A projection-free method for solving convex bilevel optimization problems

KH Giang-Tran, N Ho-Nguyen, D Lee - Mathematical Programming, 2024 - Springer
When faced with multiple minima of an inner-level convex optimization problem, the convex
bilevel optimization problem selects an optimal solution which also minimizes an auxiliary …

Inexact proximal -subgradient methods for composite convex optimization problems

RD Millán, MP Machado - Journal of Global Optimization, 2019 - Springer
We present two approximate versions of the proximal subgradient method for minimizing the
sum of two convex functions (not necessarily differentiable). At each iteration, the algorithms …

Algorithms for simple bilevel programming

J Dutta, T Pandit - Bilevel Optimization: Advances and Next Challenges, 2020 - Springer
In this article we focus on algorithms for solving simple bilevel programming problems.
Simple bilevel problems consist of minimizing a convex function over the solution set of …

Optimal defense resource allocation against cyber-attacks in distributed generation systems

H Mo, X Xiao, G Sansavini… - Proceedings of the …, 2024 - journals.sagepub.com
The deployment of advanced information and communication technologies necessitates
considering new security threats, such as distributed denial of service attacks and malware …

An iterative regularized mirror descent method for ill-posed nondifferentiable stochastic optimization

M Amini, F Yousefian - arXiv preprint arXiv:1901.09506, 2019 - arxiv.org
A wide range of applications arising in machine learning and signal processing can be cast
as convex optimization problems. These problems are often ill-posed, ie, the optimal …

CBO: Consensus-Based Bi-Level Optimization

NG Trillos, S Li, K Riedl, Y Zhu - arXiv preprint arXiv:2411.13394, 2024 - arxiv.org
Bi-level optimization problems, where one wishes to find the global minimizer of an upper-
level objective function over the globally optimal solution set of a lower-level objective, arise …

An Accelerated Gradient Method for Simple Bilevel Optimization with Convex Lower-level Problem

J Cao, R Jiang, EY Hamedani, A Mokhtari - arXiv preprint arXiv …, 2024 - arxiv.org
In this paper, we focus on simple bilevel optimization problems, where we minimize a
convex smooth objective function over the optimal solution set of another convex smooth …