English
Related papers

Related papers: Optimistic variants of single-objective bilevel op…

200 papers

In solving multi-modal, multi-objective optimization problems (MMOPs), the objective is not only to find a good representation of the Pareto-optimal front (PF) in the objective space but also to find all equivalent Pareto-optimal subsets…

Neural and Evolutionary Computing · Computer Science 2022-10-24 Tapabrata Ray , Mohammad Mohiuddin Mamun , Hemant Kumar Singh

Although application examples of multilevel optimization have already been discussed since the 1990s, the development of solution methods was almost limited to bilevel cases due to the difficulty of the problem. In recent years, in machine…

Optimization and Control · Mathematics 2021-10-27 Ryo Sato , Mirai Tanaka , Akiko Takeda

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…

Optimization and Control · Mathematics 2024-11-04 Justin Dumouchelle , Esther Julien , Jannis Kurtz , Elias B. Khalil

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…

Optimization and Control · Mathematics 2017-02-15 Shoham Sabach , Shimrit Shtern

This paper develops a unified distributed method for solving two classes of constrained networked optimization problems, i.e., optimal consensus problem and resource allocation problem with non-identical set constraints. We first transform…

Optimization and Control · Mathematics 2023-07-17 Yi Huang , Ziyang Meng , Jian Sun , Wei Ren

The research area of evolutionary multiobjective optimization (EMO) is reaching better understandings of the properties and capabilities of EMO algorithms, and accumulating much evidence of their worth in practical scenarios. An urgent…

Neural and Evolutionary Computing · Computer Science 2009-08-24 David Corne , Joshua Knowles

We consider rather a general class of multi-level optimization problems, where a convex objective function is to be minimized subject to constraints of optimality of nested convex optimization problems. As a special case, we consider a…

Optimization and Control · Mathematics 2024-04-30 Allahkaram Shafiei , Vyacheslav Kungurtsev , Jakub Marecek

The balance between convergence and diversity is a key issue of evolutionary multi-objective optimization. The recently proposed stable matching-based selection provides a new perspective to handle this balance under the framework of…

Neural and Evolutionary Computing · Computer Science 2017-01-26 Mengyuan Wu , Ke Li , Sam Kwong , Yu Zhou , Qingfu Zhang

In this work, we study first-order algorithms for solving Bilevel Optimization (BO) where the objective functions are smooth but possibly nonconvex in both levels and the variables are restricted to closed convex sets. As a first step, we…

Optimization and Control · Mathematics 2024-02-13 Jeongyeol Kwon , Dohyun Kwon , Stephen Wright , Robert Nowak

This paper proposes a new algorithm for solving constrained global optimization problems where both the objective function and constraints are one-dimensional non-differentiable multiextremal Lipschitz functions. Multiextremal constraints…

Optimization and Control · Mathematics 2011-07-27 Yaroslav D. Sergeyev

Hybrid optimization algorithms have gained popularity as it has become apparent there cannot be a universal optimization strategy which is globally more beneficial than any other. Despite their popularity, hybridization frameworks require…

Neural and Evolutionary Computing · Computer Science 2013-03-15 Hassan A. Bashir , Richard S. Neville

Research on distributed machine learning algorithms has focused primarily on one of two extremes - algorithms that obey strict concurrency constraints or algorithms that obey few or no such constraints. We consider an intermediate…

Machine Learning · Computer Science 2013-07-31 Xinghao Pan , Joseph E. Gonzalez , Stefanie Jegelka , Tamara Broderick , Michael I. Jordan

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

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 note, we extend an evolutionary stochastic portfolio optimization framework to include probabilistic constraints. Both the stochastic programming-based modeling environment as well as the evolutionary optimization environment are…

Portfolio Management · Quantitative Finance 2014-01-21 Ronald Hochreiter

Bilevel optimization problems are characterized by an interactive hierarchical structure, where the upper level seeks to optimize its strategy while simultaneously considering the response of the lower level. Evolutionary algorithms are…

Neural and Evolutionary Computing · Computer Science 2024-11-07 Dejun Xu , Kai Ye , Zimo Zheng , Tao Zhou , Gary G. Yen , Min Jiang

A number of optimization approaches have been proposed for optimizing nonconvex objectives (e.g. deep learning models), such as batch gradient descent, stochastic gradient descent and stochastic variance reduced gradient descent. Theory…

Machine Learning · Computer Science 2019-05-15 Jia Bi , Steve R. Gunn

Evolutionary and bioinspired computation are crucial for efficiently addressing complex optimization problems across diverse application domains. By mimicking processes observed in nature, like evolution itself, these algorithms offer…

Neural and Evolutionary Computing · Computer Science 2025-01-14 Daniel Molina , Javier Del Ser , Javier Poyatos , Francisco Herrera

Multi-objective optimization aims at finding trade-off solutions to conflicting objectives. These constitute the Pareto optimal set. In the context of expensive-to-evaluate functions, it is impossible and often non-informative to look for…

Machine Learning · Statistics 2020-02-20 David Gaudrie , Rodolphe Le Riche , Victor Picheny , Benoit Enaux , Vincent Herbert

Numerous multi-objective evolutionary algorithms have been designed for constrained optimisation over past two decades. The idea behind these algorithms is to transform constrained optimisation problems into multi-objective optimisation…

Optimization and Control · Mathematics 2020-03-24 Tao Xu , Jun He , Changjing Shang