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cs.LG2023
The limitation of neural nets for approximation and optimization
Tommaso Giovannelli, Oumaima Sohab, Luis Nunes Vicente
We are interested in assessing the use of neural networks as surrogate models to approximate and minimize objective functions in optimization problems. While neural networks are wi…
math.OC2023
Bilevel optimization with a multi-objective lower-level problem: Risk-neutral and risk-averse formulations
Tommaso Giovannelli, Griffin Dean Kent, Luis Nunes Vicente
In this work, we propose different formulations and gradient-based algorithms for deterministic and stochastic bilevel problems with conflicting objectives in the lower level. Such…