Related papers: Will Bilevel Optimizers Benefit from Loops
A novel multiscale consensus-based optimization (CBO) algorithm for solving bi- and tri-level optimization problems is introduced. Existing CBO techniques are generalized by the proposed method through the employment of multiple interacting…
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…
Optimal control of obstacle problems arises in a wide range of applications and is computationally challenging due to its nonsmoothness, nonlinearity, and bilevel structure. Classical numerical approaches rely on mesh-based discretization…
In recent years, bilevel approaches have become very popular to efficiently estimate high-dimensional hyperparameters of machine learning models. However, to date, binary parameters are handled by continuous relaxation and rounding…
This paper analyzes a two-timescale stochastic algorithm framework for bilevel optimization. Bilevel optimization is a class of problems which exhibit a two-level structure, and its goal is to minimize an outer objective function with…
Bilevel optimization and bilevel minimax optimization have recently emerged as unifying frameworks for a range of machine-learning tasks, including hyperparameter optimization and reinforcement learning. The existing literature focuses on…
Learning to Optimize (L2O) is a subfield of machine learning (ML) in which ML models are trained to solve parametric optimization problems. The general goal is to learn a fast approximator of solutions to constrained optimization problems,…
In this paper, we describe a comprehensive algorithmic framework for solving mixed integer bilevel linear optimization problems (MIBLPs) using a generalized branch-and-cut approach. The framework presented merges features from existing…
Gradient-based hyperparameter optimization (HPO) have emerged recently, leveraging bilevel programming techniques to optimize hyperparameter by estimating hypergradient w.r.t. validation loss. Nevertheless, previous theoretical works mainly…
Stochastic bilevel optimization tackles challenges involving nested optimization structures. Its fast-growing scale nowadays necessitates efficient distributed algorithms. In conventional distributed bilevel methods, each worker must…
Uncertainty quantification in PDE inverse problems is essential in many applications. Scientific machine learning and AI enable data-driven learning of model components while preserving physical structure, and provide the scalability and…
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…
Motivated by high-dimensional nonlinear optimization problems as well as ill-posed optimization problems arising in image processing, we consider a bilevel optimization model where we seek among the optimal solutions of the inner level…
In this paper, we revisit the bilevel optimization problem, in which the upper-level objective function is generally nonconvex and the lower-level objective function is strongly convex. Although this type of problem has been studied…
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…
Bi-level optimization problems, where one wishes to find the global minimizer of an upper-level objective function over the globally optimal solution set of a lower-level objective, arise in a variety of scenarios throughout science and…
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…
Bilevel optimization (BO) is widely applicable to many machine learning problems. Scaling BO, however, requires repeatedly computing hypergradients, which involves solving inverse Hessian-vector products (IHVPs). In practice, these…
Mixed-integer optimisation problems can be computationally challenging. Here, we introduce and analyse two efficient algorithms with a specific sequential design that are aimed at dealing with sampled problems within this class. At each…
The importance of an adequate inner loop starting point (as opposed to a sufficient inner loop stopping rule) is discussed in the context of a numerical optimization algorithm consisting of nested primal-dual proximal-gradient iterations.…