An Explicit Descent Method for Bilevel Convex Optimization *

@inproceedings{Solodov2006AnED,
  title={An Explicit Descent Method for Bilevel Convex Optimization *},
  author={Mikhail V. Solodov},
  year={2006}
}
We consider the problem of minimizing a smooth convex function over the set of constrained minimizers of another smooth convex function. We show that this problem can be solved by a simple and explicit gradient descent type method. Standard constrained optimization is a particular case in this framework, corresponding to taking the lower level function as a penalty of the feasible set. We note that in the case of standard constrained optimization, the method does not require solving any… CONTINUE READING

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