2 papers
math.OC2024
Dynamic FISTA for Convex Composite Bi-Level Optimization
Roey Merchav, Shoham Sabach, Marc Teboulle
In this paper, we study convex bi-level optimization problems where both the inner and outer levels are given as a composite convex minimization. We propose the Fast Bi-level Proxi…
math.OC2023
Convex Bi-Level Optimization Problems with Non-smooth Outer Objective Function
Roey Merchav, Shoham Sabach
In this paper, we propose the Bi-Sub-Gradient (Bi-SG) method, which is a generalization of the classical sub-gradient method to the setting of convex bi-level optimization problems…