Article citationsMore>>

Bertsekas, D.P. (1975) Nondifferentiable Optimization via Approximation. In: Balinski, M.L. and Wolfe, P., Eds., Nondifferentiable Optimization, Springer, 1-25.
https://doi.org/10.1007/bfb0120696

has been cited by the following article:

• TITLE: Convergence Rate Analysis of Modified BiG-SAM for Solving Bi-Level Optimization Problems Based on S-FISTA

  AUTHORS: Nishi Xiaoyin, Lin Yang

  KEYWORDS: Bi-Level Optimization, Convex Problems, First-Order Methods, Proximal Gradient Method, Sequential Averaging Method, Moreau Envelope

  JOURNAL NAME: Journal of Applied Mathematics and Physics, Vol.13 No.4, April 27, 2025

  ABSTRACT: In this paper, we consider a more general bi-level optimization problem, where the inner objective function is consisted of three convex functions, involving a smooth and two non-smooth functions. The outer objective function is a classical strongly convex function which may not be smooth. Motivated by the smoothing approaches, we modify the classical bi-level gradient sequential averaging method to solve the bi-level optimization problem. Under some mild conditions, we obtain the convergence rate of the generated sequence, and then based on the analysis framework of S-FISTA, we show the global convergence rate of the proposed algorithm.