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math.OC2026
Optimistic Bilevel Optimization with Composite Lower-Level Problem
Mattia Solla, Johannes O. Royset
This paper introduces a novel double regularization scheme for bilevel optimization problems whose lower-level problem is composite and convex, but not necessarily strongly convex,…
math.OC2024
Subgradient evolution of value functions in discrete-time optimal control
Julio Deride, Cristopher Hermosilla, Mattia Solla
In this paper we investigate how the subgradients of the value function of a discrete-time convex Bolza problem evolve over time. In particular, we develop a discrete-time version…