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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

We consider adjustable robust linear complementarity problems and extend the results of Biefel et al. (2022) towards convex and compact uncertainty sets. Moreover, for the case of polyhedral uncertainty sets, we prove that computing an…

Optimization and Control · Mathematics 2023-11-02 Christian Biefel , Martin Schmidt

Bilevel optimization is an important class of optimization problems where one optimization problem is nested within another. While various methods have emerged to address unconstrained general bilevel optimization problems, there has been a…

Optimization and Control · Mathematics 2024-03-15 Nazanin Abolfazli , Ruichen Jiang , Aryan Mokhtari , Erfan Yazdandoost Hamedani

Real-world optimization problems often do not just involve multiple objectives but also uncertain parameters. In this case, the goal is to find Pareto-optimal solutions that are robust, i.e., reasonably good under all possible realizations…

Optimization and Control · Mathematics 2023-11-06 Fabian Chlumsky-Harttmann , Marie Schmidt , Anita Schöbel

It is well-known that coupling constraints in linear bilevel optimization can lead to disconnected feasible sets, which is not possible without coupling constraints. However, there is no difference between linear bilevel problems with and…

Optimization and Control · Mathematics 2024-06-18 Dorothee Henke , Henri Lefebvre , Martin Schmidt , Johannes Thürauf

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

Optimization and Control · Mathematics 2023-04-25 Ruichen Jiang , Nazanin Abolfazli , Aryan Mokhtari , Erfan Yazdandoost Hamedani

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

We introduce a framework based on bilevel programming that unifies gradient-based hyperparameter optimization and meta-learning. We show that an approximate version of the bilevel problem can be solved by taking into explicit account the…

Machine Learning · Statistics 2018-07-04 Luca Franceschi , Paolo Frasconi , Saverio Salzo , Riccardo Grazzi , Massimilano Pontil

Handling uncertainty is critical for ensuring reliable decision-making in intelligent systems. Modern neural networks are known to be poorly calibrated, resulting in predicted confidence scores that are difficult to use. This article…

Machine Learning · Computer Science 2026-05-18 Gabriele Sanguin , Arjun Pakrashi , Marco Viola , Francesco Rinaldi

We study a general class of bilevel problems, consisting in the minimization of an upper-level objective which depends on the solution to a parametric fixed-point equation. Important instances arising in machine learning include…

Machine Learning · Statistics 2020-07-13 Riccardo Grazzi , Luca Franceschi , Massimiliano Pontil , Saverio Salzo

In this paper we examine multi-objective linear programming problems in the face of data uncertainty both in the objective function and the constraints. First, we derive a formula for radius of robust feasibility guaranteeing constraint…

Optimization and Control · Mathematics 2014-02-14 M. A. Goberna , V. Jeyakumar , G. Li , J. Vicente-Pérez

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…

Optimization and Control · Mathematics 2025-10-24 Kuntal Som , Thirumulanathan D , Joydeep Dutta

Practical optimization problems may contain different kinds of difficulties that are often not tractable if one relies on a particular optimization method. Different optimization approaches offer different strengths that are good at…

Neural and Evolutionary Computing · Computer Science 2024-07-08 Ankur Sinha , Dhaval Pujara , Hemant Kumar Singh

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…

Optimization and Control · Mathematics 2021-04-20 Geunyeong Byeon , Pascal Van Hentenryck

Bilevel optimization has been widely applied in many important machine learning applications such as hyperparameter optimization and meta-learning. Recently, several momentum-based algorithms have been proposed to solve bilevel optimization…

Machine Learning · Computer Science 2021-12-17 Junjie Yang , Kaiyi Ji , Yingbin Liang

Bilevel optimization, a well-established field for modeling hierarchical decision-making problems, has recently intersected with sustainability studies and practices, resulting in a series of works focusing on bilevel optimization problems…

Optimization and Control · Mathematics 2026-04-07 Giulia Caselli , Manuel Iori , Ivana Ljubić

We study single-stage decision problems in which a subset of items with minimum total cost has to be selected at once from a given set of items, subject to two costs of each item -fixed and uncertain -and cardinality constraints for each…

Optimization and Control · Mathematics 2025-11-04 Antoine Lhomme , Nadia Brauner , Evgeny Gurevsky , Mikhail Kovalyov , Erwin Pesch

We propose a new algorithm for the solution of the robust multiple-load topology optimization problem. The algorithm can be applied to any type of problem, e.g., truss topology, variable thickness sheet or free material optimization. We…

Optimization and Control · Mathematics 2013-07-30 Michal Kocvara

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

We consider the uniform parallel machines scheduling problem in the context of optimistic bilevel optimization, where two speed options are considered. In this scenario, the leader aims to minimize the weighted number of tardy jobs, while…

Optimization and Control · Mathematics 2026-03-06 Quentin Schau , Olivier Ploton , Vincent T'kindt , Han Hoogeveen , Federico Della Croce , Jippe Hoogeveen