A Bundle Method for a Class of Bilevel Nonsmooth Convex Minimization Problems
نویسندگان
چکیده
منابع مشابه
A Bundle Method for a Class of Bilevel Nonsmooth Convex Minimization Problems
We consider the bilevel problem of minimizing a nonsmooth convex function over the set of minimizers of another nonsmooth convex function. Standard convex constrained optimization is a particular case in this framework, corresponding to taking the lower level function as a penalty of the feasible set. We develop an explicit bundle-type algorithm for solving the bilevel problem, where each itera...
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ژورنال
عنوان ژورنال: SIAM Journal on Optimization
سال: 2007
ISSN: 1052-6234,1095-7189
DOI: 10.1137/050647566