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math.OC2023
Inexact Direct-Search Methods for Bilevel Optimization Problems
Youssef Diouane, Vyacheslav Kungurtsev, Francesco Rinaldi +1
In this work, we introduce new direct search schemes for the solution of bilevel optimization (BO) problems. Our methods rely on a fixed accuracy black box oracle for the lower-lev…
math.OC2023
Projection free methods on product domains
Immanuel Bomze, Francesco Rinaldi, Damiano Zeffiro
Projection-free block-coordinate methods avoid high computational cost per iteration and at the same time exploit the particular problem structure of product domains. Frank-Wolfe-l…