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Variational regularization is commonly used to solve linear inverse problems, and involves augmenting a data fidelity by a regularizer. The regularizer is used to promote a priori information and is weighted by a regularization parameter.…

Optimization and Control · Mathematics 2024-01-23 Matthias J. Ehrhardt , Silvia Gazzola , Sebastian J. Scott

One fundamental problem when solving inverse problems is how to find regularization parameters. This article considers solving this problem using data-driven bilevel optimization, i.e. we consider the adaptive learning of the regularization…

Statistics Theory · Mathematics 2021-01-08 Neil K. Chada , Claudia Schillings , Xin T. Tong , Simon Weissmann

We explore anisotropic regularisation methods in the spirit of [Holler & Kunisch, 14]. Based on ground truth data, we propose a bilevel optimisation strategy to compute the optimal regularisation parameters of such a model for the…

Numerical Analysis · Mathematics 2016-02-04 Martin Benning , Carola-Bibiane Schönlieb , Tuomo Valkonen , Verner Vlačić

This paper introduces a novel double regularization scheme for bilevel optimization problems whose lower-level problem is composite and convex, but not necessarily strongly convex, in the lower-level variable. The analysis focuses on the…

Optimization and Control · Mathematics 2026-02-06 Mattia Solla , Johannes O. Royset

We study multi-parameter regularization (multiple penalties) for solving linear inverse problems to promote simultaneously distinct features of the sought-for objects. We revisit a balancing principle for choosing regularization parameters…

Numerical Analysis · Mathematics 2013-06-26 Kazufumi Ito , Bangti Jin , Tomoya Takeuchi

Regularization techniques are necessary to compute meaningful solutions to discrete ill-posed inverse problems. The well-known 2-norm Tikhonov regularization method equipped with a discretization of the gradient operator as regularization…

Numerical Analysis · Mathematics 2024-06-05 Silvia Gazzola , Ali Gholami

We study multi-parameter Tikhonov regularization, i.e., with multiple penalties. Such models are useful when the sought-for solution exhibits several distinct features simultaneously. Two choice rules, i.e., discrepancy principle and…

Numerical Analysis · Mathematics 2011-03-29 Kazufumi Ito , Bangti Jin , Tomoya Takeuchi

Variational regularization methods are commonly used to approximate solutions of inverse problems. In recent years, model-based variational regularization methods have often been replaced with data-driven ones such as the fields-of-expert…

Optimization and Control · Mathematics 2024-01-17 Danilo Riccio , Matthias J. Ehrhardt , Martin Benning

We introduce a framework based on bilevel programming that unifies gradient-based hyperparameter optimization and meta-learning. We show that an approximate version of the bilevel problem can be solved by taking into explicit account the…

Machine Learning · Statistics 2018-07-04 Luca Franceschi , Paolo Frasconi , Saverio Salzo , Riccardo Grazzi , Massimilano Pontil

(Stochastic) bilevel optimization is a frequently encountered problem in machine learning with a wide range of applications such as meta-learning, hyper-parameter optimization, and reinforcement learning. Most of the existing studies on…

Machine Learning · Computer Science 2023-03-16 Meng Ding , Mingxi Lei , Yunwen Lei , Di Wang , Jinhui Xu

We consider simple bilevel optimization problems where the goal is to compute among the optimal solutions of a composite convex optimization problem, one that minimizes a secondary objective function. Our main contribution is threefold. (i)…

Optimization and Control · Mathematics 2025-04-14 Sepideh Samadi , Daniel Burbano , Farzad Yousefian

This paper introduces a novel approach to learning sparsity-promoting regularizers for solving linear inverse problems. We develop a bilevel optimization framework to select an optimal synthesis operator, denoted as $B$, which regularizes…

Machine Learning · Statistics 2026-03-03 Giovanni S. Alberti , Ernesto De Vito , Tapio Helin , Matti Lassas , Luca Ratti , Matteo Santacesaria

Bilevel learning has gained prominence in machine learning, inverse problems, and imaging applications, including hyperparameter optimization, learning data-adaptive regularizers, and optimizing forward operators. The large-scale nature of…

Optimization and Control · Mathematics 2025-05-20 Mohammad Sadegh Salehi , Subhadip Mukherjee , Lindon Roberts , Matthias J. Ehrhardt

Inverse problems are key issues in several scientific areas, including signal processing and medical imaging. Data-driven approaches for inverse problems aim for learning model and regularization parameters from observed data samples, and…

Optimization and Control · Mathematics 2024-11-28 Mathias Staudigl , Simon Weissmann , Tristan van Leeuwen

Bilevel programs are optimization problems where some variables are solutions to optimization problems themselves, and they arise in a variety of control applications, including: control of vehicle traffic networks, inverse reinforcement…

Optimization and Control · Mathematics 2017-09-27 Aurélien Ouattara , Anil Aswani

This paper investigates simple bilevel optimization problems where we minimize an upper-level objective over the optimal solution set of a convex lower-level objective. Existing methods for such problems either only guarantee asymptotic…

Optimization and Control · Mathematics 2024-11-05 Pengyu Chen , Xu Shi , Rujun Jiang , Jiulin Wang

In this paper, we study a class of bilevel optimization problems, also known as simple bilevel optimization, where we minimize a smooth objective function over the optimal solution set of another convex constrained optimization problem.…

Optimization and Control · Mathematics 2023-04-25 Ruichen Jiang , Nazanin Abolfazli , Aryan Mokhtari , Erfan Yazdandoost Hamedani

We present a regularization method to approach a solution of the pessimistic formulation of ill -posed bilevel problems . This allows to overcome the difficulty arising from the non uniqueness of the lower level problems solutions and…

Optimization and Control · Mathematics 2016-08-16 Maïtine Bergounioux , Mounir Haddou

We study a class of bilevel convex optimization problems where the goal is to find the minimizer of an objective function in the upper level, among the set of all optimal solutions of an optimization problem in the lower level. A wide range…

Optimization and Control · Mathematics 2018-09-27 Mostafa Amini , Farzad Yousefian

Bilevel learning refers to machine learning problems that can be formulated as bilevel optimization models, where decisions are organized in a hierarchical structure. This paradigm has recently gained considerable attention in machine…

Optimization and Control · Mathematics 2026-05-05 Riccardo Grazzi , Massimiliano Pontil , Saverio Salzo , Alain Zemkoho
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