Author

Shang-Zhi Zeng

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Preprint Sep 2026

Single-Loop Gradient Algorithms for Pessimistic Bilevel Optimization Problems

This work proposes a smooth approximation of PBO through reformulation, penalization and regularization, and establishes convergence guarantees in terms of both minimizers and stationarity, and develops two single-loop algorithms for deterministic and stochastic PBOs, respectively.

Qi Cao, Bo Zeng, Shang-Zhi Zeng et al. · 0 citations