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math.CA2022
Descent modulus and applications
Aris Daniilidis, Laurent Miclo, David Salas
The norm of the gradient f (x) measures the maximum descent of a real-valued smooth function f at x. For (nonsmooth) convex functions, this is expressed by the distance dis…
math.OC2022
Exploiting the polyhedral geometry of stochastic linear bilevel programming
Gonzalo Muñoz, David Salas, Anton Svensson
We study linear bilevel programming problems whose lower-level objective is given by a random cost vector with known distribution. We consider the case where this distribution is n…