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It is well known that bilevel optimization problems are hard to solve both in theory and practice. In this paper, we highlight a further computational difficulty when it comes to solving bilevel problems with continuous but nonconvex lower…

Optimization and Control · Mathematics 2023-05-04 Yasmine Beck , Daniel Bienstock , Martin Schmidt , Johannes Thürauf

We consider Tikhonov regularization of control-constrained optimal control problems. We present new a-priori estimates for the regularization error assuming measure and source-measure conditions. In the special case of bang-bang solutions,…

Optimization and Control · Mathematics 2017-12-08 Nikolaus von Daniels

We design and analyze a novel accelerated gradient-based algorithm for a class of bilevel optimization problems. These problems have various applications arising from machine learning and image processing, where optimal solutions of the two…

Optimization and Control · Mathematics 2023-11-20 Sepideh Samadi , Daniel Burbano , Farzad Yousefian

Bilevel optimization (BLO) problem, where two optimization problems (referred to as upper- and lower-level problems) are coupled hierarchically, has wide applications in areas such as machine learning and operations research. Recently, many…

Optimization and Control · Mathematics 2025-05-19 Xiaotian Jiang , Ioannis Tsaknakis , Prashant Khanduri , Mingyi Hong

In this paper, we propose a combined approach with second-order optimality conditions of the lower level problem to study constraint qualifications and optimality conditions for bilevel programming problems. The new method is inspired by…

Optimization and Control · Mathematics 2023-02-08 Xiaoxiao Ma , Wei Yao , Jane J. Ye , Jin Zhang

Conditional stability estimates allow us to characterize the degree of ill-posedness of many inverse problems, but without further assumptions they are not sufficient for the stable solution in the presence of data perturbations. We here…

Numerical Analysis · Mathematics 2018-10-17 Herbert Egger , Bernd Hofmann

Bilevel optimization has emerged as a technique for addressing a wide range of machine learning problems that involve an outer objective implicitly determined by the minimizer of an inner problem. While prior works have primarily focused on…

Machine Learning · Computer Science 2025-11-18 Fares El Khoury , Edouard Pauwels , Samuel Vaiter , Michael Arbel

Learning to Optimize (L2O) is a subfield of machine learning (ML) in which ML models are trained to solve parametric optimization problems. The general goal is to learn a fast approximator of solutions to constrained optimization problems,…

Optimization and Control · Mathematics 2025-12-04 James Kotary , Himanshu Sharma , Ethan King , Draguna Vrabie , Ferdinando Fioretto , Jan Drgona

We address the classical issue of appropriate choice of the regularization and discretization level for the Tikhonov regularization of an inverse problem with imperfectly measured data. We focus on the fact that the proper choice of the…

Numerical Analysis · Mathematics 2014-10-24 Vinicius Albani , Adriano De Cezaro , Jorge P. Zubelli

Bilevel optimization is a hierarchical framework where an upper-level optimization problem is constrained by a lower-level problem, commonly used in machine learning applications such as hyperparameter optimization. Existing bilevel…

Optimization and Control · Mathematics 2026-03-03 Yuman Wu , Xiaochuan Gong , Jie Hao , Mingrui Liu

We consider bilevel linear problems, where the right-hand side of the lower level problems is stochastic. The leader has to decide in a here-and-now fashion, while the follower has complete information. In this setting, the leader's outcome…

Optimization and Control · Mathematics 2019-07-11 Johanna Burtscheidt , Matthias Claus

Inverse problems occur in a variety of parameter identification tasks in engineering. Such problems are challenging in practice, as they require repeated evaluation of computationally expensive forward models. We introduce a unifying…

Optimization and Control · Mathematics 2022-05-02 Simon Weissmann , Ashia Wilson , Jakob Zech

Bilevel optimization has been developed for many machine learning tasks with large-scale and high-dimensional data. This paper considers a constrained bilevel optimization problem, where the lower-level optimization problem is convex with…

Machine Learning · Computer Science 2023-08-22 Siyuan Xu , Minghui Zhu

This paper studies simple bilevel problems, where a convex upper-level function is minimized over the optimal solutions of a convex lower-level problem. We first show the fundamental difficulty of simple bilevel problems, that the…

Optimization and Control · Mathematics 2025-01-28 Huaqing Zhang , Lesi Chen , Jing Xu , Jingzhao Zhang

In this paper we begin by discussing the simple bilevel programming problem (SBP) and its extension the simple mathematical programming problem under equilibrium constraints (SMPEC). Here we first define both these problems and study their…

Optimization and Control · Mathematics 2019-12-16 Stephan Dempe , Nguyen Dinh , Joydeep Dutta , Tanushree Pandit

Bilevel optimization is a key framework in hierarchical decision-making, where one problem is embedded within the constraints of another. In this work, we propose a control-theoretic approach to solving bilevel optimization problems. Our…

Optimization and Control · Mathematics 2025-03-25 Sina Sharifi , Nazanin Abolfazli , Erfan Yazdandoost Hamedani , Mahyar Fazlyab

We investigate a level-set type method for solving ill-posed problems, with the assumption that the solutions are piecewise, but not necessarily constant functions with unknown level sets and unknown level values. In order to get stable…

Numerical Analysis · Mathematics 2012-10-30 Adriano De Cezaro

Bilevel optimization has gained prominence in various applications. In this study, we introduce a framework for solving bilevel optimization problems, where the variables in both the lower and upper levels are constrained on Riemannian…

Optimization and Control · Mathematics 2024-11-05 Andi Han , Bamdev Mishra , Pratik Jawanpuria , Akiko Takeda

We study the qualitative properties of optimal regularisation parameters in variational models for image restoration. The parameters are solutions of bilevel optimisation problems with the image restoration problem as constraint. A general…

Optimization and Control · Mathematics 2020-02-13 Juan Carlos De Los Reyes , Carola-Bibiane Schönlieb , Tuomo Valkonen

In this work, we investigate various approaches that use learning from training data to solve inverse problems, following a bi-level learning approach. We consider a general framework for optimal inversion design, where training data can be…

Numerical Analysis · Mathematics 2021-10-07 Julianne Chung , Matthias Chung , Silvia Gazzola , Mirjeta Pasha
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