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We study a class of bilevel convex optimization problems where the goal is to find the minimizer of an objective function in the upper level, among the set of all optimal solutions of an optimization problem in the lower level. A wide range…

Optimization and Control · Mathematics 2018-09-27 Mostafa Amini , Farzad Yousefian

In this paper, we introduce a new functional point of view on bilevel optimization problems for machine learning, where the inner objective is minimized over a function space. These types of problems are most often solved by using methods…

Machine Learning · Statistics 2024-12-10 Ieva Petrulionyte , Julien Mairal , Michael Arbel

Due to the hierarchical structure of many machine learning problems, bilevel programming is becoming more and more important recently, however, the complicated correlation between the inner and outer problem makes it extremely challenging…

Machine Learning · Computer Science 2020-09-03 Junyi Li , Bin Gu , Heng Huang

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

Stochastic bilevel optimization generalizes the classic stochastic optimization from the minimization of a single objective to the minimization of an objective function that depends the solution of another optimization problem. Recently,…

Optimization and Control · Mathematics 2022-04-01 Tianyi Chen , Yuejiao Sun , Quan Xiao , Wotao Yin

In this paper, we studied the federated bilevel optimization problem, which has widespread applications in machine learning. In particular, we developed two momentum-based algorithms for optimizing this kind of problem and established the…

Machine Learning · Computer Science 2022-12-22 Hongchang Gao

This paper studies the joint optimization of edge node activation and resource pricing in edge computing, where an edge computing platform provides heterogeneous resources to accommodate multiple services with diverse preferences. We cast…

Optimization and Control · Mathematics 2025-07-15 Duong Thuy Anh Nguyen , Tarannum Nisha , Ni Trieu , Duong Tung Nguyen

Bilevel optimization poses a significant computational challenge due to its nested structure, where each upper-level candidate solution requires solving a corresponding lower-level problem. While evolutionary algorithms (EAs) are effective…

Neural and Evolutionary Computing · Computer Science 2025-06-10 Dejun Xu , Jijia Chen , Gary G. Yen , Min Jiang

In many scenarios, one uses a large training set to train a model with the goal of performing well on a smaller testing set with a different distribution. Learning a weight for each data point of the training set is an appealing solution,…

Machine Learning · Statistics 2023-10-27 Anastasia Ivanova , Pierre Ablin

Multilevel modeling is increasingly relevant in the context of modelling and simulation since it leads to several potential benefits, such as software reuse and integration, the split of semantically separated levels into sub-models, the…

Performance · Computer Science 2024-03-26 Luca Serena , Moreno Marzolla , Gabriele D'Angelo , Stefano Ferretti

Inverse problems occur in a variety of parameter identification tasks in engineering. Such problems are challenging in practice, as they require repeated evaluation of computationally expensive forward models. We introduce a unifying…

Optimization and Control · Mathematics 2022-05-02 Simon Weissmann , Ashia Wilson , Jakob Zech

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

Bilevel optimization provides a powerful framework for modelling hierarchical decision-making systems. This work presents a sensitivity-based algorithm that addresses the bilevel structure directly by treating the lower-level optimal…

Optimization and Control · Mathematics 2026-05-28 Eduardo Nolasco , Ross D. King , Vassilios S. Vassiliadis

Interest in bilevel optimization has grown in recent years, partially due to its applications to tackle challenging machine-learning problems. Several exciting recent works have been centered around developing efficient gradient-based…

Optimization and Control · Mathematics 2024-08-27 Liuyuan Jiang , Quan Xiao , Victor M. Tenorio , Fernando Real-Rojas , Antonio G. Marques , Tianyi Chen

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

A bilevel optimization problem consists of two optimization problems nested as an upper- and a lower-level problem, in which the optimality of the lower-level problem defines a constraint for the upper-level problem. This paper considers…

Machine Learning · Computer Science 2026-02-27 Takuya Kanayama , Yuki Ito , Tomoyuki Tamura , Masayuki Karasuyama

This study proposes a bi-level optimization program to represent the electric vehicle (EV) charging infrastructure design and utilization management problem with user-equilibrium (UE) decisions. The upper level aims to minimize total…

Optimization and Control · Mathematics 2021-05-25 Amir Mirheli , Leila Hajibabai

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

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

We consider bilevel linear problems, where the right-hand side of the lower level problems is stochastic. The leader has to decide in a here-and-now fashion, while the follower has complete information. In this setting, the leader's outcome…

Optimization and Control · Mathematics 2019-07-11 Johanna Burtscheidt , Matthias Claus