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math.OC2022★ 1 cited
Directional subdifferential of the value function
Kuang Bai, Jane J. Ye
The directional subdifferential of the value function gives an estimate on how much the optimal value changes under a perturbation in a certain direction. In this paper we derive u…
math.OC2022★ 1 cited
Value Function Based Difference-of-Convex Algorithm for Bilevel Hyperparameter Selection Problems
Lucy Gao, Jane J. Ye, Haian Yin +2
Gradient-based optimization methods for hyperparameter tuning guarantee theoretical convergence to stationary solutions when for fixed upper-level variable values, the lower level…