Kavli Affiliate: Kyle Shen | First 5 Authors: Wei Shen, Wei Shen, , , | Summary: We study bilevel optimization problems where the lower-level problems are strongly convex and have coupled linear constraints. To overcome the potential non-smoothness of the hyper-objective and the computational challenges associated with the Hessian matrix, we utilize penalty and augmented […]
Continue.. A Single-Loop First-Order Algorithm for Linearly Constrained Bilevel Optimization