A new two-step inertial algorithm for solving convex bilevel optimization problems with application in data classification problems

In this paper, we propose a new accelerated algorithm for solving convex bilevel optimization problems using some fixed point and two-step inertial techniques. Our focus is on analyzing the convergence behavior of the proposed algorithm. We establish a strong convergence theorem for our algorithm under some control conditions. To demonstrate the effectiveness of our algorithm, we utilize it as a machine learning algorithm to solve data classification problems of some noncommunicable diseases, and compare its efficacy with BiG-SAM and iBiG-SAM.