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Peichao Duan, Huan Li, A self-adaptive algorithm with multi-step inertia for solving convex bilevel optimization problems

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DOI: 10.23952/jano.6.2024.3.09
Volume 6, Issue 3, 1 December 2024, Pages 447-460

 

Abstract. In this paper, we propose an adaptive algorithm with multi-step inertia for solving a convex bilevel optimization problem. Under suitable parameter conditions, we prove that our algorithm converges strongly to some solution of the problem, which is the unique solution to some variational inequality problem. The effectiveness of the proposed algorithm is verified by numerical experiments and compared with other algorithms.

 

How to Cite this Article:
P. Duan, H. Li, A self-adaptive algorithm with multi-step inertia for solving convex bilevel optimization problems, J. Appl. Numer. Optim. 6 (2024), 447-460.