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math.OC2022★ 1 cited
Methodology and first-order algorithms for solving nonsmooth and non-strongly convex bilevel optimization problems
Lior Doron, Shimrit Shtern
Simple bilevel problems are optimization problems in which we want to find an optimal solution to an inner problem that minimizes an outer objective function. Such problems appear…
math.OC2022
A conditional gradient homotopy method with applications to Semidefinite Programming
Pavel Dvurechensky, Gabriele Iommazzo, Shimrit Shtern +1
We propose a new homotopy-based conditional gradient method for solving convex optimization problems with a large number of simple conic constraints. Instances of this template nat…