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Ensemble Kalman inversion is a parallelizable methodology for solving inverse or parameter estimation problems. Although it is based on ideas from Kalman filtering, it may be viewed as a derivative-free optimization method. In its most…
This paper presents an error analysis of classical and learned Tikhonov regularization schemes for inverse problems. We first demonstrate, both theoretically and numerically, that using a fixed regularization parameter across varying noise…
Bilevel optimization formulates hierarchical decision-making processes that arise in many real-world applications such as in pricing, network design, and infrastructure defense planning. In this paper, we consider a class of bilevel…
In this paper we propose a bilevel optimization approach for the placement of space and time observations in variational data assimilation problems. Within the framework of supervised learning, we consider a bilevel problem where the…
In this paper we study convex bi-level optimization problems for which the inner level consists of minimization of the sum of smooth and nonsmooth functions. The outer level aims at minimizing a smooth and strongly convex function over the…
Bilevel optimization has found extensive applications in modern machine learning problems such as hyperparameter optimization, neural architecture search, meta-learning, etc. While bilevel problems with a unique inner minimal point (e.g.,…
Inverse optimization refers to the inference of unknown parameters of an optimization problem based on knowledge of its optimal solutions. This paper considers inverse optimization in the setting where measurements of the optimal solutions…
Some recent works in machine learning and computer vision involve the solution of a bi-level optimization problem. Here the solution of a parameterized lower-level problem binds variables that appear in the objective of an upper-level…
We consider a bilevel learning framework for learning linear operators. In this framework, the learnable parameters are optimized via a loss function that also depends on the minimizer of a convex optimization problem (denoted lower-level…
This paper firstly proposes a convex bilevel optimization paradigm to formulate and optimize popular learning and vision problems in real-world scenarios. Different from conventional approaches, which directly design their iteration schemes…
In multi-robot systems, achieving coordinated missions remains a significant challenge due to the coupled nature of coordination behaviors and the lack of global information for individual robots. To mitigate these challenges, this paper…
We consider the optimistic bilevel optimization problem, known to have a wide range of applications in engineering, that we transform into a single-level optimization problem by means of the lower-level optimal value function reformulation.…
Bilevel optimization and bilevel minimax optimization have recently emerged as unifying frameworks for a range of machine-learning tasks, including hyperparameter optimization and reinforcement learning. The existing literature focuses on…
In this article, we consider the Tikhonov regularization of an optimal control problem of semilinear partial differential equations with box constraints on the control. We derive a-priori regularization error estimates for the control under…
This paper is concerned with second-order optimality conditions for Tikhonov regularized optimal control problems governed by the obstacle problem. Using a simple observation that allows to characterize the structure of optimal controls on…
We consider choice of the regularization parameter in Tikhonov method in the case of the unknown noise level of the data. From known heuristic parameter choice rules often the best results were obtained in the quasi-optimality criterion…
We investigate the ill-posed inverse problem of recovering unknown spatially dependent parameters in nonlinear evolution PDEs. We propose a bi-level Landweber scheme, where the upper-level parameter reconstruction embeds a lower-level state…
This paper continues earlier work and is concerned with the inverse problem of parameter identification in variational inequalities of the second kind that does not only treat the parameter linked to a bilinear form, but importantly also…
We consider hierarchical variational inequality problems, or more generally, variational inequalities defined over the set of zeros of a monotone operator. This framework includes convex optimization over equilibrium constraints and…
This paper is concerned with an optimization problem that is constrained by the Kantorovich optimal transportation problem. This bilevel optimization problem can be reformulated as a mathematical problem with complementarity constraints in…