Title: First-Order Methods for Bilevel Optimization
Speaker: Zhaosong Lu (Professor)
Time: Tuesday, Dec 9, 2025,15:30-17:00
Venue: Room 3A02, Building No. 37, Wushan Campus
Abstract:
Bilevel optimization, also known as two-level optimization, is an important branch within mathematical optimization. It has found applications across various domains, including economics, logistics, supply chain, transportation, engineering design, and machine learning. In this talk, we will present first-order methods for solving a class of bilevel optimization problems using either single or sequential minimax optimization schemes. We will discuss the first-order oracle complexity of these methods and present preliminary numerical results to illustrate their performance. This is joint work with Sanyou Mei (HKUST).