A Fast Algorithm for Convex Composite Bi-Level Optimization
A Fast Algorithm for Convex Composite Bi-Level Optimization
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 Proximal Gradient (FBi-PG) algorithm, which can be interpreted as applying FISTA to a dynamic regularized composite objective function. The dynamic nature of …