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In this work, we propose a multi-stage training strategy for the development of deep learning algorithms applied to problems with multiscale features. Each stage of the pro-posed strategy shares an (almost) identical network structure and…

Numerical Analysis · Mathematics 2020-09-25 Eric Chung , Wing Tat Leung , Sai-Mang Pun , Zecheng Zhang

We present an efficient optimization framework that solves trajectory optimization problems by decoupling state variables from timing variables, thereby decomposing a challenging nonlinear programming (NLP) problem into two easier…

Robotics · Computer Science 2021-04-28 Weidong Sun , Gao Tang , Kris Hauser

We investigate the complexity of bilevel combinatorial optimization with uncertainty in the follower's objective, in a robust optimization approach. We show that the robust counterpart of the bilevel problem under interval uncertainty can…

Optimization and Control · Mathematics 2021-08-05 Christoph Buchheim , Dorothee Henke , Felix Hommelsheim

In this work we unify a number of inference learning methods, that are proposed in the literature as alternative training algorithms to the ones based on regular error back-propagation. These inference learning methods were developed with…

Machine Learning · Computer Science 2021-09-14 Christopher Zach

In recent years, a variety of gradient-based methods have been developed to solve Bi-Level Optimization (BLO) problems in machine learning and computer vision areas. However, the theoretical correctness and practical effectiveness of these…

Machine Learning · Computer Science 2022-01-04 Risheng Liu , Pan Mu , Xiaoming Yuan , Shangzhi Zeng , Jin Zhang

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…

Machine Learning · Computer Science 2026-04-01 Disen Liao , Felix Dangel , Yaoliang Yu

Differentiable programming is the combination of classical neural networks modules with algorithmic ones in an end-to-end differentiable model. These new models, that use automatic differentiation to calculate gradients, have new learning…

Dynamical Systems · Mathematics 2020-05-05 Adrián Hernández , José M. Amigó

In this paper, we present difference of convex algorithms for solving bilevel programs in which the upper level objective functions are difference of convex functions, and the lower level programs are fully convex. This nontrivial class of…

Optimization and Control · Mathematics 2022-08-30 Jane J. Ye , Xiaoming Yuan , Shangzhi Zeng , Jin Zhang

Bilevel optimization problems embed the optimality of a subproblem as a constraint of another optimization problem. We introduce the concept of near-optimality robustness for bilevel optimization, protecting the upper-level solution…

Optimization and Control · Mathematics 2024-07-15 Mathieu Besançon , Miguel F. Anjos , Luce Brotcorne

Optimizing embedded systems, where the optimization of one depends on the state of another, is a formidable computational and algorithmic challenge, that is ubiquitous in real world systems. We study flow networks, where bilevel…

Optimization and Control · Mathematics 2022-11-09 Bo Li , David Saad , Chi Ho Yeung

Bilevel learning is a powerful optimization technique that has extensively been employed in recent years to bridge the world of model-driven variational approaches with data-driven methods. Upon suitable parametrization of the desired…

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…

Machine Learning · Computer Science 2026-04-23 Xuelin Zhang , Peipei Yuan

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…

Optimization and Control · Mathematics 2026-04-29 Lesi Chen , Jing Xu , Jingzhao Zhang

In this paper we present BilevelJuMP, a new Julia package to support bilevel optimization within the JuMP framework. The package is a Julia library that enables the user to describe both upper and lower-level optimization problems using the…

Optimization and Control · Mathematics 2022-12-21 Joaquim Dias Garcia , Guilherme Bodin , Alexandre Street

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…

Optimization and Control · Mathematics 2020-03-09 Joerg Fliege , Andrey Tin , Alain Zemkoho

Decentralized optimization is gaining increased traction due to its widespread applications in large-scale machine learning and multi-agent systems. The same mechanism that enables its success, i.e., information sharing among participating…

Optimization and Control · Mathematics 2024-02-07 Yongqiang Wang , Angelia Nedic

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…

Machine Learning · Computer Science 2023-01-25 Xiao Zhou , Renjie Pi , Weizhong Zhang , Yong Lin , Tong Zhang

Combinatorial Optimization (CO) has been a long-standing challenging research topic featured by its NP-hard nature. Traditionally such problems are approximately solved with heuristic algorithms which are usually fast but may sacrifice the…

Machine Learning · Computer Science 2021-10-26 Runzhong Wang , Zhigang Hua , Gan Liu , Jiayi Zhang , Junchi Yan , Feng Qi , Shuang Yang , Jun Zhou , Xiaokang Yang

The authors' paper in Optimization 63 (2014), 505-533, see Ref. [5], was the first one to provide detailed optimality conditions for pessimistic bilevel optimization. The results there were based on the concept of the two-level optimal…

Optimization and Control · Mathematics 2017-12-06 Stephan Dempe , Boris S. Mordukhovich , Alain B. Zemkoho

Bilevel optimization (BLO) offers a principled framework for hierarchical decision-making and has been widely applied in machine learning tasks such as hyperparameter optimization and meta-learning. While existing BLO methods are mostly…

Optimization and Control · Mathematics 2025-10-20 Zhuo Chen , Xinjian Xu , Shihui Ying , Tieyong Zeng