Poster
Near-Optimal Methods for Convex Simple Bilevel Problems
Huaqing Zhang · Lesi Chen · Jing Xu · Jingzhao Zhang
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Abstract
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Wed 11 Dec 11 a.m. PST
— 2 p.m. PST
Abstract:
This paper studies simple bilevel problems, where a convex upper-level function is minimized over the optimal solutions of a convex lower-level problem. We first show the fundamental difficulty of simple bilevel problems, that the approximate optimal value of such problems is not obtainable by first-order zero-respecting algorithms. Then we follow recent works to pursue the weak approximate solutions. We propose a novel framework based on the functionally constrained reformulation. The proposed methods are near-optimal for both smooth and nonsmooth problems.
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