A first-order method for solving bilevel convex optimization problems in Banach space

被引:1
|
作者
Guan, Wei-Bo [1 ]
Song, Wen [1 ]
机构
[1] Harbin Normal Univ, Sch Math Sci, Harbin, Peoples R China
关键词
Bilevel optimization problem; forward-backward splitting method; minimal like-norm gradient method; regularization; SIGNAL RECOVERY;
D O I
10.1080/02331934.2023.2192232
中图分类号
C93 [管理学]; O22 [运筹学];
学科分类号
070105 ; 12 ; 1201 ; 1202 ; 120202 ;
摘要
We consider a general class of convex optimization problems in which one seeks to minimize a strongly convex function over a closed and convex set which is by itself an optimal set of another convex problem in Banach space. Regularized forward-backward splitting method is applied to find the minimum like-norm solution of the minimization problem under investigation. We also introduce a gradient-based method, called the minimal like-norm gradient method, for solving this class of problems and establish the convergence of the sequence generated by the algorithm as well as a rate of convergence of the sequence of function values.
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页码:2221 / 2246
页数:26
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