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Bilevel optimization based on iterative approximation of multiple mappings
(Journal of Heuristics, 2020)
A large number of application problems involve two levels of optimization, where one optimization task is nested inside the other. These problems are known as bilevel optimization problems and have been studied by both ...
A gradient-based bilevel optimization approach for tuning regularization hyperparameters
(Springer, 2023-09-29)
Hyperparameter tuning in the area of machine learning is often achieved using naive techniques, such as random search and grid search. However, most of these methods seldom lead to an optimal set of hyperparameters and ...
When Nash meets Stackelberg
(INFORMS, 2023-12-22)
This article introduces a class of Nash games among Stackelberg players (NASPs), namely, a class of simultaneous noncooperative games where the players solve sequential Stackelberg games. Specifically, each player solves ...