Zhaosong Lu is a Professor in the Department of Industrial and Systems Engineering at the University of Minnesota.

Title: First-Order Methods for Bilevel Optimization

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 operation complexity of these methods and present preliminary numerical results to illustrate their performance.