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Bilevel optimization has become a powerful framework in various machine learning applications including meta-learning, hyperparameter optimization, and network architecture search. There are generally two classes of bilevel optimization…

Machine Learning · Computer Science 2021-08-03 Kaiyi Ji

The controllability of a network is a theoretical problem of relevance in a variety of contexts ranging from financial markets to the brain. Until now, network controllability has been characterized only on isolated networks, while the vast…

Physics and Society · Physics 2016-02-17 Giulia Menichetti , Luca Dall'Asta , Ginestra Bianconi

Differential equations (DE) constrained optimization plays a critical role in numerous scientific and engineering fields, including energy systems, aerospace engineering, ecology, and finance, where optimal configurations or control…

Machine Learning · Computer Science 2024-10-03 Vincenzo Di Vito , Mostafa Mohammadian , Kyri Baker , Ferdinando Fioretto

In network flow problems, there is a well-known one-to-one relationship between extreme points of the feasibility region and trees in the associated undirected graph. The same is true for the dual differential problem. In this paper, we…

Combinatorics · Mathematics 2023-08-16 René Brandenberg , Paul Stursberg

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…

Optimization and Control · Mathematics 2024-11-05 Pengyu Chen , Xu Shi , Rujun Jiang , Jiulin Wang

This paper considers pairs of optimization problems that are defined from a single input and for which it is desired to find a good approximation to either one of the problems. In many instances, it is possible to efficiently find an…

Data Structures and Algorithms · Computer Science 2009-09-11 David Eppstein

Complex applications such as big data analytics involve different forms of coupling relationships that reflect interactions between factors related to technical, business (domain-specific) and environmental (including socio-cultural and…

Machine Learning · Computer Science 2020-07-28 Longbing Cao

A learning approach to selecting regularization parameters in multi-penalty Tikhonov regularization is investigated. It leads to a bilevel optimization problem, where the lower level problem is a Tikhonov regularized problem parameterized…

Optimization and Control · Mathematics 2018-12-05 Gernot Holler , Karl Kunisch , Richard C. Barnard

Convex optimization problems arising in applications often have favorable objective functions and complicated constraints, thereby precluding first-order methods from being immediately applicable. We describe an approach that exchanges the…

Optimization and Control · Mathematics 2016-02-05 Aleksandr Y. Aravkin , James V. Burke , Dmitriy Drusvyatskiy , Michael P. Friedlander , Scott Roy

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…

Optimization and Control · Mathematics 2026-02-06 Mattia Solla , Johannes O. Royset

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

We study the computational complexity of decision problems in $k$-level linear programming (LP). Seminal work by Jeroslow establishes that determining whether the optimal objective value of a $k$-level LP is at least as good as a given…

Optimization and Control · Mathematics 2026-05-07 Nagisa Sugishita , Margarida Carvalho

Many problems in modern robotics can be addressed by modeling them as bilevel optimization problems. In this work, we leverage augmented Lagrangian methods and recent advances in automatic differentiation to develop a general-purpose…

Robotics · Computer Science 2019-07-03 Benoit Landry , Zachary Manchester , Marco Pavone

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…

Computer Vision and Pattern Recognition · Computer Science 2021-12-30 Risheng Liu , Long Ma , Xiaoming Yuan , Shangzhi Zeng , Jin Zhang

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

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

Imposing constraints on the output of a Deep Neural Net is one way to improve the quality of its predictions while loosening the requirements for labeled training data. Such constraints are usually imposed as soft constraints by adding new…

Computer Vision and Pattern Recognition · Computer Science 2017-06-08 Pablo Márquez-Neila , Mathieu Salzmann , Pascal Fua

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

In Constraint Programming (CP), achieving arc-consistency (AC) of a global constraint with costs consists in removing from the domains of the variables all the values that do not belong to any solution whose cost is below a fixed bound. We…

Optimization and Control · Mathematics 2022-07-22 Guillaume Claus , Hadrien Cambazard , Vincent Jost

Many constraint satisfaction and optimisation problems can be solved effectively by encoding them as instances of the Boolean Satisfiability problem (SAT). However, even the simplest types of constraints have many encodings in the…

Artificial Intelligence · Computer Science 2023-11-09 Felix Ulrich-Oltean , Peter Nightingale , James Alfred Walker