2016
DOI: 10.1007/s10851-016-0663-7
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Techniques for Gradient-Based Bilevel Optimization with Non-smooth Lower Level Problems

Abstract: We propose techniques for approximating bilevel optimization problems with non-smooth lower level problems that can have a non-unique solution. To this end, we substitute the expression of a minimizer of the lower level minimization problem with an iterative algorithm that is guaranteed to converge to a minimizer of the problem. Using suitable non-linear proximal distance functions, the update mappings of such an iterative algorithm can be differentiable, notwithstanding the fact that the minimization problem … Show more

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Cited by 33 publications
(22 citation statements)
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References 32 publications
(53 reference statements)
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“…Our approach is based on unrolling an iterative optimization algorithm that solves the lower-level problem together with backpropagation to derive the necessary gradients for the higher-level problem. Similar formulations have been successfully used in the context of image processing and machine learning [7], [25], [26].…”
Section: A Related Workmentioning
confidence: 99%
“…Our approach is based on unrolling an iterative optimization algorithm that solves the lower-level problem together with backpropagation to derive the necessary gradients for the higher-level problem. Similar formulations have been successfully used in the context of image processing and machine learning [7], [25], [26].…”
Section: A Related Workmentioning
confidence: 99%
“…This sequence converges to ϑ. Denotes by (v k , u k ) the solution of S(γ k ). Form the compactness of U ad we can extract a subsequence of v k (58)…”
Section: Differentiability Of the Functionmentioning
confidence: 99%
“…The discrete version of different operators appearing in the problem (65) are given in [1]. The learning parameter problem is solved via the classical projected gradient algorithm 2 [37,48,58].…”
Section: 2mentioning
confidence: 99%
“…It is undeniable that the advantages of the last approach outweigh its drawbacks. The majority of the first optimization algorithms employed to solve engineering problems used gradient descent [1]. This means that they used to calculate the derivation of the problem to find an optimal solution starting from an initial design.…”
Section: Accepted Manuscriptmentioning
confidence: 99%