Bilevel optimization with a multi-objective lower-level problem: risk-neutral and risk-averse formulations
Author:
Affiliation:
1. Department of Industrial and Systems Engineering, Lehigh University, Bethlehem, PA, USA
Funder
U.S. Air Force Office of Scientific Research
Publisher
Informa UK Limited
Link
https://www.tandfonline.com/doi/pdf/10.1080/10556788.2024.2318707
Reference40 articles.
1. Bilevel optimization with a multiobjective problem in the lower level
2. Optimization Methods for Large-Scale Machine Learning
3. C. Chen X. Chen C. Ma Z. Liu and X. Liu Gradient-based bi-level optimization for deep learning: a survey preprint (2022). Available at arXiv:2207.11719.
4. T. Chen Y. Sun and W. Yin Closing the gap: tighter analysis of alternating stochastic gradient methods for bilevel problems in Advances in Neural Information Processing Systems M. Ranzato A. Beygelzimer Y. Dauphin P.S. Liang and J. Wortman Vaughan eds. Vol. 34 Curran Associates Inc. 2021 pp. 25294–25307.
5. Trust Region Methods
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