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ConceptAggregated Model

Aggregation Model

In bilevel optimization, an aggregation model is a strongly convex approximation used in place of the lower-level problem, ensuring that multiplier updates are well-defined.

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Oct 20

Newton BAMM applies to settings where the lower-level objective is convex and the upper-level objective is strongly convex in the lower-level variables, using a strongly convex aggregation model to ensure the multiplier updates are well-defined.

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