Convex Bi-level Optimization Problems with Nonsmooth Outer Objective Function
Convex Bi-level Optimization Problems with Nonsmooth Outer Objective Function
.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. This is a first-order method that is very easy to implement in the sense that it requires only a computation of the associated proximal …