Related papers: Difference of convex algorithms for bilevel progra…
This paper investigates simple bilevel optimization problems where we minimize an upper-level objective over the optimal solution set of a convex lower-level objective. Existing methods for such problems either only guarantee asymptotic…
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…
Finding valuable training data points for deep neural networks has been a core research challenge with many applications. In recent years, various techniques for calculating the "value" of individual training datapoints have been proposed…
Bilevel optimization has found successful applications in various machine learning problems, including hyper-parameter optimization, data cleaning, and meta-learning. However, its huge computational cost presents a significant challenge for…
Due to the hierarchical structure of many machine learning problems, bilevel programming is becoming more and more important recently, however, the complicated correlation between the inner and outer problem makes it extremely challenging…
Bilevel optimization reveals the inner structure of otherwise oblique optimization problems, such as hyperparameter tuning, neural architecture search, and meta-learning. A common goal in bilevel optimization is to minimize a…
We revisit the classical dual ascent algorithm for minimization of convex functionals in the presence of linear constraints, and give convergence results which apply even for non-convex functionals. We describe limit points in terms of the…
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…
Bilevel programming is one of the very active areas of research with many real-life applications in economics and engineering. Bilevel problems are hierarchical problems consisting of lower-level and upper-level problems, respectively. The…
A mathematical programming problem with affine equilibrium constraints (AMPEC) is a bilevel programming problem where the lower one is a parametric affine variational inequality. We formulate some classes of bilevel programming in forms of…
This paper introduces a novel double regularization scheme for bilevel optimization problems whose lower-level problem is composite and convex, but not necessarily strongly convex, in the lower-level variable. The analysis focuses on the…
Polyhedral convex set optimization problems are the simplest optimization problems with set-valued objective function. Their role in set optimization is comparable to the role of linear programs in scalar optimization. Vector linear…
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…
Bilevel optimization has been applied to a wide variety of machine learning models, and numerous stochastic bilevel optimization algorithms have been developed in recent years. However, most existing algorithms restrict their focus on the…
Bi-level optimization, especially the gradient-based category, has been widely used in the deep learning community including hyperparameter optimization and meta-knowledge extraction. Bi-level optimization embeds one problem within another…
The goal of coreset selection in supervised learning is to produce a weighted subset of data, so that training only on the subset achieves similar performance as training on the entire dataset. Existing methods achieved promising results in…
In this paper, we focus on simple bilevel optimization problems, where we minimize a convex smooth objective function over the optimal solution set of another convex smooth constrained optimization problem. We present a novel bilevel…
Convex optimizers have known many applications as differentiable layers within deep neural architectures. One application of these convex layers is to project points into a convex set. However, both forward and backward passes of these…
In this paper, we propose two algorithms for solving convex optimization problems with linear ascending constraints. When the objective function is separable, we propose a dual method which terminates in a finite number of iterations. In…
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…