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math.OC2023
A first-order augmented Lagrangian method for constrained minimax optimization
Zhaosong Lu, Sanyou Mei
In this paper we study a class of constrained minimax problems. In particular, we propose a first-order augmented Lagrangian method for solving them, whose subproblems turn out to…
math.OC2023★ 1 cited
First-order penalty methods for bilevel optimization
Zhaosong Lu, Sanyou Mei
In this paper we study a class of unconstrained and constrained bilevel optimization problems in which the lower level is a possibly nonsmooth convex optimization problem, while th…