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math.OC2025
A Discretization Approach for Bilevel Optimization with Low-Dimensional and Non-Convex Lower-Level
Xiaotian Jiang, Ioannis Tsaknakis, Prashant Khanduri +1
Bilevel optimization (BLO) problem, where two optimization problems (referred to as upper- and lower-level problems) are coupled hierarchically, has wide applications in areas such…
math.OC2025
A Doubly Stochastically Perturbed Algorithm for Linearly Constrained Bilevel Optimization
Prashant Khanduri, Ioannis Tsaknakis, Yihua Zhang +2
In this work, we develop analysis and algorithms for a class of (stochastic) bilevel optimization problems whose lower-level (LL) problem is strongly convex and linearly constraine…