2 papers
math.OC2026
No-regret optimization of time-varying bilevel problems
Eliabelle Mauduit, Eloïse Berthier, Andrea Simonetto
Bilevel optimization problems arise in many applications where decisions must account for the optimal response of another system, such as in game-theoretic settings. However, these…
eess.SY2025
Concentration inequalities for semidefinite least squares based on data
Filippo Fabiani, Andrea Simonetto
We study data-driven least squares (LS) problems with semidefinite (SD) constraints and derive finite-sample guarantees on the spectrum of their optimal solutions when these constr…