A Two-Timescale Framework for Bilevel Optimization: Complexity Analysis and Application to Actor-Critic. (arXiv:2007.05170v3 [math.OC] UPDATED)

This paper analyzes a two-timescale stochastic algorithm framework for
bilevel optimization. Bilevel optimization is a class of problems which exhibit
a two-level structure, and its goal is to minimize an outer objective function
with variables which are constrained to be the optimal solution to an (inner)
optimization problem. We consider the case when the inner problem is
unconstrained and strongly convex, while the outer problem is constrained and
has a smooth objective function. We propose a two-timescale stochastic
approximation (TTSA) …

analysis application arxiv complexity framework math optimization