Amortized Implicit Differentiation for Stochastic Bilevel Optimization.
Michael ArbelJulien MairalPublished in: CoRR (2021)
Keyphrases
- stochastic optimization
- optimization algorithm
- stochastic programming
- worst case
- global optimization
- bilevel programming
- optimization methods
- optimization problems
- optimization method
- stochastic search
- optimization model
- optimal control problems
- neural network
- constrained optimization
- mathematical programming
- search tree
- linear programming
- stochastic model
- stochastic processes
- robust optimization
- discrete optimization
- monte carlo
- multistage