Proximal Gradient Method for Solving Bilevel Optimization Problems

Abstract

In this paper, we consider a bilevel optimization problem as a task of finding the optimum of the upper-level problem subject to the solution set of the split feasibility problem of fixed point problems and optimization problems. Based on proximal and gradient methods, we propose a strongly convergent iterative algorithm with an inertia effect solving the bilevel optimization problem under our consideration. Furthermore, we present a numerical example of our algorithm to illustrate its applicability.

Keywords

• bilevel problem
• fixed point problem
• proximal method
• gradient method