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Gradient-based Bi-Level Optimization (BLO) methods have been widely applied to handle modern learning tasks. However, most existing strategies are theoretically designed based on restrictive assumptions (e.g., convexity of the lower-level…

Machine Learning · Computer Science 2023-05-09 Risheng Liu , Xuan Liu , Shangzhi Zeng , Jin Zhang , Yixuan Zhang

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…

Optimization and Control · Mathematics 2023-05-04 Yasmine Beck , Daniel Bienstock , Martin Schmidt , Johannes Thürauf

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

Recently, a deep reinforcement learning method is proposed to solve multiobjective optimization problem. In this method, the multiobjective optimization problem is decomposed to a number of single-objective optimization subproblems and all…

Neural and Evolutionary Computing · Computer Science 2020-02-14 Hong Wu , Jiahai Wang , Zizhen Zhang

Optimization problems involving mixed variables (i.e., variables of numerical and categorical nature) can be challenging to solve, especially in the presence of mixed-variable constraints. Moreover, when the objective function is the result…

Optimization and Control · Mathematics 2024-12-12 Mengjia Zhu , Alberto Bemporad

Finding an optimal alignment connecting two end-points in a specified corridor is a complex problem that requires solving three interrelated sub-problems, namely the horizontal alignment, vertical alignment and earthwork optimization…

Optimization and Control · Mathematics 2015-07-13 Sukanto Mondal , Yves Lucet , Warren Hare

Bilevel Optimization has experienced significant advancements recently with the introduction of new efficient algorithms. Mirroring the success in single-level optimization, stochastic gradient-based algorithms are widely used in bilevel…

Optimization and Control · Mathematics 2024-11-12 Junyi Li , Heng Huang

Some recent works in machine learning and computer vision involve the solution of a bi-level optimization problem. Here the solution of a parameterized lower-level problem binds variables that appear in the objective of an upper-level…

Computer Vision and Pattern Recognition · Computer Science 2016-07-22 Stephen Gould , Basura Fernando , Anoop Cherian , Peter Anderson , Rodrigo Santa Cruz , Edison Guo

This paper proposes a multiobjective multitasking optimization evolutionary algorithm based on decomposition with dual neighborhood. In our proposed algorithm, each subproblem not only maintains a neighborhood based on the Euclidean…

Computational Engineering, Finance, and Science · Computer Science 2021-01-20 Xianpeng Wang , Zhiming Dong , Lixin Tang , Qingfu Zhang

In this work, we propose derivative-free framework for bilevel optimization. We consider both the upper and lower-level problems with bound constraints on the variables, as well as general nonlinear constraints, assuming that first-order…

Optimization and Control · Mathematics 2026-03-24 Edoardo Cesaroni , Giampaolo Liuzzi , Stefano Lucidi

We study a bi-objective optimization problem, which for a given positive real number $n$ aims to find a vector $X = \{x_0,\cdots,x_{k-1}\} \in \mathbb{R}^{k}_{\ge 0}$ such that $\sum_{i=0}^{k-1} x_i = n$, minimizing the maximum of $k$…

Optimization and Control · Mathematics 2022-09-07 Hamidreza Khaleghzadeh , Ravi Reddy Manumachu , Alexey Lastovetsky

Several problems in signal processing are addressed by expert systems which take into account a set of priors on the sought signals and systems. For instance, blind source separation is often tackled by means of a mono-objective formulation…

Signal Processing · Electrical Eng. & Systems 2020-02-07 Guilherme Dean Pelegrina , Romis Attux , Leonardo Tomazeli Duarte

It is now well known that Markov random fields (MRFs) are particularly effective for modeling image priors in low-level vision. Recent years have seen the emergence of two main approaches for learning the parameters in MRFs: (1)…

Computer Vision and Pattern Recognition · Computer Science 2014-01-17 Yunjin Chen , Thomas Pock , René Ranftl , Horst Bischof

The multi-objective optimization is to optimize several objective functions over a common feasible set. Since the objectives usually do not share a common optimizer, people often consider (weakly) Pareto points. This paper studies…

Optimization and Control · Mathematics 2023-12-05 Jiawang Nie , Zi Yang

Usually, bilevel optimization problems need to be transformed into single-level ones in order to derive optimality conditions and solution algorithms. Among the available approaches, the replacement of the lower-level problem by means of…

Optimization and Control · Mathematics 2025-02-17 Stephan Dempe , Patrick Mehlitz

This review discusses methods for learning parameters for image reconstruction problems using bilevel formulations. Image reconstruction typically involves optimizing a cost function to recover a vector of unknown variables that agrees with…

Optimization and Control · Mathematics 2022-06-16 Caroline Crockett , Jeffrey A. Fessler

The multiresponse surface problem is modelled as one of multiobjective stochastic optimisation, and diverse solutions are proposed. Several crucial differences are highlighted between this approach and others that have been proposed.…

Statistics Theory · Mathematics 2011-05-17 Jose A. Diaz-Garcia , Mahdi Bashiri

In this paper, we study multi-block min-max bilevel optimization problems, where the upper level is non-convex strongly-concave minimax objective and the lower level is a strongly convex objective, and there are multiple blocks of dual…

Optimization and Control · Mathematics 2022-11-22 Quanqi Hu , Yongjian Zhong , Tianbao Yang

We develop a new paradigm for finding bifurcations of solutions of nonlinear problems, which is based on the detection of extreme values of new type of variational functional associated with the considering problem. The variational…

Analysis of PDEs · Mathematics 2014-11-11 Yavdat Il'yasov , Alexsandr Ivanov

This work formulates the machine learning mechanism as a bi-level optimization problem. The inner level optimization loop entails minimizing a properly chosen loss function evaluated on the training data. This is nothing but the…

Machine Learning · Computer Science 2023-01-27 Maziar Raissi