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It has been shown recently that optimal control problems with the dynamical constraint given by a second order system admit a regular Lagrangian formulation. This implies that the optimality conditions can be obtained in a new form based on…

Solutions of bilevel optimization problems tend to suffer from instability under changes to problem data. In the optimistic setting, we construct a lifted formulation that exhibits desirable stability properties under mild assumptions that…

Optimization and Control · Mathematics 2025-02-25 Johannes O. Royset

Bilevel optimization has witnessed a resurgence of interest, driven by its critical role in trustworthy and efficient AI applications. While many recent works have established convergence to stationary points or local minima, obtaining the…

Optimization and Control · Mathematics 2024-12-25 Quan Xiao , Tianyi Chen

In this paper we study constraint qualifications and optimality conditions for bilevel programming problems. We strive to derive checkable constraint qualifications in terms of problem data and applicable optimality conditions. For the…

Optimization and Control · Mathematics 2019-10-10 Jane J. Ye

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

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

Optimization and Control · Mathematics 2023-08-16 Jincheng Cao , Ruichen Jiang , Nazanin Abolfazli , Erfan Yazdandoost Hamedani , Aryan Mokhtari

In this article we study optimal control problems for systems that are affine in one part of the control variable. Finitely many equality and inequality constraints on the initial and final values of the state are considered. We investigate…

Optimization and Control · Mathematics 2019-01-15 M. Soledad Aronna

In this paper, we exploit the so-called value function reformulation of the bilevel optimization problem to develop duality results for the problem. Our approach builds on Fenchel-Lagrange-type duality to establish suitable results for the…

Optimization and Control · Mathematics 2022-05-24 Houria En-Naciri , Lahoussine Lafhim , Alain Zemkoho

We present a unified study of first and second order necessary and sufficient optimality conditions for minimax and Chebyshev optimisation problems with cone constraints. First order optimality conditions for such problems can be formulated…

Optimization and Control · Mathematics 2021-02-03 M. V. Dolgopolik

Bilevel optimization problems embed the optimality of a subproblem as a constraint of another optimization problem. We introduce the concept of near-optimality robustness for bilevel optimization, protecting the upper-level solution…

Optimization and Control · Mathematics 2024-07-15 Mathieu Besançon , Miguel F. Anjos , Luce Brotcorne

We investigate optimality conditions for optimization problems constrained by a class of variational inequalities of the second kind. Based on a nonsmooth primal-dual reformulation of the governing inequality, the differentiability of the…

Optimization and Control · Mathematics 2014-07-08 Juan-Carlos De Los Reyes , Christian Meyer

Some classic second-order sufficient optimality conditions in the calculus of variations are shown to be equivalent, while also introducing a new equivalent second-order condition which is extremely easy to apply: simply integrate a linear…

Optimization and Control · Mathematics 2025-02-25 William W. Hager

This paper studies duality and optimality conditions for general convex stochastic optimization problems. The main result gives sufficient conditions for the absence of a duality gap and the existence of dual solutions in a locally convex…

Optimization and Control · Mathematics 2022-06-01 Teemu Pennanen , Ari-Pekka Perkkiö

In this paper, in terms of three types of generalized second-order derivatives of a nonsmooth function, we mainly study the corresponding second-order optimality conditions in a Hilbert space and prove the equivalence among these optimality…

Optimization and Control · Mathematics 2016-07-25 Zhou Wei , Jen-Chih Yao

In this work, we propose different formulations and gradient-based algorithms for deterministic and stochastic bilevel problems with conflicting objectives in the lower level. Such problems have received little attention in the…

Optimization and Control · Mathematics 2023-11-08 Tommaso Giovannelli , Griffin Dean Kent , Luis Nunes Vicente

Second-order necessary conditions for optimal control problems are considered, where the ``second-order" is in the sense of that Pontryagin's maximum principle is viewed as a first-order necessary optimality condition. A sufficient…

Optimization and Control · Mathematics 2010-08-06 Hongwei Lou

This work is concerned with an optimal control problem on a Riemannian manifold, for which two typical cases are considered. The first case is when the endpoint is free. For this case, the control set is assumed to be a separable metric…

Optimization and Control · Mathematics 2016-11-09 Qing Cui , Li Deng , Xu Zhang

A class of time-optimal control problems governed by semilinear parabolic equations with mixed pointwise constraints and final point constraints is considered. By introducing the so-called locally optimal solution to time-optimal control…

Optimization and Control · Mathematics 2024-11-13 Huynh Khanh , Bui Trong Kien , Arnd Rösch

This article studies Gauss-Newton-type methods for over-determined systems to find solutions to bilevel programming problems. To proceed, we use the lower-level value function reformulation of bilevel programs and consider necessary…

Optimization and Control · Mathematics 2020-03-09 Joerg Fliege , Andrey Tin , Alain Zemkoho

This paper explores local second-order weak sharp minima for a broad class of nonconvex optimization problems. We propose novel second-order optimality conditions formulated through the use of classical and lower generalized support…

Optimization and Control · Mathematics 2025-07-18 Xiaoxiao Ma , Wei Ouyang , Jane Ye , Binbin Zhang