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Published 20 hours ago • verified publisher icon JuliaNonconvex

Bi-level optimisation

Open mohdibntarek opened this issue 4 years ago • 2 comments

Would be cool to solve bi-level optimisation using custom adjoints for KKT-based optimisers in ChainRulesCore. Then optimisation algorithms can be nested seamlessly.

mohdibntarek avatar Apr 15 '21 16:04 mohdibntarek

https://github.com/JuliaNLSolvers/NLsolve.jl/issues/205

mohdibntarek avatar May 05 '21 11:05 mohdibntarek

https://github.com/jump-dev/DiffOpt.jl

mohdibntarek avatar May 05 '21 11:05 mohdibntarek