I want to minimize the following objective function:
$\min_{w,v} f(w,v) + g(w,a^*) \qquad (*)$
where
$a^* = \arg\min_a h(w,a) $.
If I can have an analytical solution for $a^*$ with respect to $w$, then I can put it back to $(*)$. But what if I don't have an analytical solution?
Thank you!
