First-order methods for bilevel optimization

信息管理与工程学院102室
上海财经大学（第三教学楼西侧）

上海市杨浦区武东路100号

Sanyou Mei is an   incoming Assistant Professor in the Department of Industrial Engineering and   Decision Analytics at the Hong Kong University of Science and Technology. He   received his Ph.D. degree in Industrial Engineering from the Department of   Industrial and Systems Engineering at University of Minnesota, and his B.S.   degree in Mathematics and Applied Mathematics from the School of the Gifted   Young at University of Science and Technology of China. His work has been   published in leading journals, including Mathematical Programming.

Bilevel optimization, also known as two-level optimization, is an important branch of mathematical optimization. It has found applications across various domains, including economics, logistics, supply chain, transportation, engineering design, and machine learning. In this talk, we will present first-order methods for solving a class of bilevel optimization problems using either single or sequential minimax optimization schemes. We will also discuss the first-order operation complexity of these methods and present preliminary numerical results to illustrate their performance.

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