Inexact Direct-search Methods for Bilevel Optimization Problems

Result code in IS VaVaI
<a href="https://www.isvavai.cz/riv?ss=detail&h=RIV%2F68407700%3A21230%2F24%3A00375302" target="_blank" >RIV/68407700:21230/24:00375302 - isvavai.cz</a>
Result on the web
<a href="https://doi.org/10.1007/s10589-024-00567-7" target="_blank" >https://doi.org/10.1007/s10589-024-00567-7</a>
DOI - Digital Object Identifier
<a href="http://dx.doi.org/10.1007/s10589-024-00567-7" target="_blank" >10.1007/s10589-024-00567-7</a>

Result language
angličtina
Original language name
Inexact Direct-search Methods for Bilevel Optimization Problems
Original language description
In this work, we introduce new direct-search schemes for the solution of bilevel optimization (BO) problems. Our methods rely on a fixed accuracy blackbox oracle for the lower-level problem, and deal both with smooth and potentially nonsmooth true objectives. We thus analyze for the first time in the literature direct-search schemes in these settings, giving convergence guarantees to approximate stationary points, as well as complexity bounds in the smooth case. We also propose the first adaptation of mesh adaptive direct-search schemes for BO. Some preliminary numerical results on a standard set of bilevel optimization problems show the effectiveness of our new approaches.
Czech name
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Czech description
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Type
J<sub>imp</sub> - Article in a specialist periodical, which is included in the Web of Science database
CEP classification
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OECD FORD branch
10201 - Computer sciences, information science, bioinformathics (hardware development to be 2.2, social aspect to be 5.8)

Project
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Continuities
I - Institucionalni podpora na dlouhodoby koncepcni rozvoj vyzkumne organizace

Publication year
2024
Confidentiality
S - Úplné a pravdivé údaje o projektu nepodléhají ochraně podle zvláštních právních předpisů

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