Related papers: Simple Bilevel Programming and Extensions Part-II:…
Mixed packing and covering problems are problems that can be formulated as linear programs using only non-negative coefficients. Examples include multicommodity network flow, the Held-Karp lower bound on TSP, fractional relaxations of set…
This paper proposes a new algorithm -- the \underline{S}ingle-timescale Do\underline{u}ble-momentum \underline{St}ochastic \underline{A}pprox\underline{i}matio\underline{n} (SUSTAIN) -- for tackling stochastic unconstrained bilevel…
In Monoidal Computer I, we introduced a categorical model of computation where the formal reasoning about computability was supported by the simple and popular diagrammatic language of string diagrams. In the present paper, we refine and…
The goal of this paper is to derive new classes of valid convex inequalities for quadratically constrained quadratic programs (QCQPs) through the technique of lifting. Our first main result shows that, for sets described by one bipartite…
Inspired by multigrid methods for linear systems of equations, multilevel optimization methods have been proposed to solve structured optimization problems. Multilevel methods make more assumptions regarding the structure of the…
Learning the topology of higher-order networks from data is a fundamental challenge in many signal processing and machine learning applications. Simplicial complexes provide a principled framework for modeling multi-way interactions, yet…
Bilevel optimization deals with nested problems in which a leader takes the first decision to minimize their objective function while accounting for a follower's best-response reaction. Constrained bilevel problems with integer variables…
Bilevel optimization refers to scenarios whereby the optimal solution of a lower-level energy function serves as input features to an upper-level objective of interest. These optimal features typically depend on tunable parameters of the…
In this paper, we formulate the hyperparameter tuning problem in machine learning as a bilevel program. The bilevel program is solved using a micro genetic algorithm that is enhanced with a linear program. While the genetic algorithm…
In this work we present a new simple but efficient scheme - Subsquares approach - for development of algorithms for enclosing the solution set of overdetermined interval linear systems. We are going to show two algorithms based on this…
We develop a gradient-like algorithm to minimize a sum of peer objective functions based on coordination through a peer interconnection network. The coordination admits two stages: the first is to constitute a gradient, possibly with…
In this paper, we study the problem of solving a simple bilevel optimization problem, where the upper-level objective is minimized over the solution set of the lower-level problem. We focus on the general setting in which both the upper-…
This review discusses methods for learning parameters for image reconstruction problems using bilevel formulations. Image reconstruction typically involves optimizing a cost function to recover a vector of unknown variables that agrees with…
The graph bisection problem is the problem of partitioning the vertex set of a graph into two sets of given sizes such that the sum of weights of edges joining these two sets is optimized. We present a semidefinite programming relaxation…
In recent years, decentralized bilevel optimization problems have received increasing attention in the networking and machine learning communities thanks to their versatility in modeling decentralized learning problems over peer-to-peer…
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…
New algorithms are devised for finding the maxima of multidimensional point samples, one of the very first problems studied in computational geometry. The algorithms are very simple and easily coded and modified for practical needs. 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…
In high-dimensional data analysis, bi-level sparsity is often assumed when covariates function group-wisely and sparsity can appear either at the group level or within certain groups. In such cases, an ideal model should be able to…
Both bilevel and robust optimization are established fields of mathematical optimization and operations research. However, only until recently, the similarities in their mathematical structure has neither been studied theoretically nor…