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We consider a class of optimization problems that involve determining the maximum value that a function in a particular class can attain subject to a collection of difference constraints. We show that a particular linear programming…

Data Structures and Algorithms · Computer Science 2022-11-16 Sungjin Im , Benjamin Moseley , Hung Q. Ngo , Kirk Pruhs , Alireza Samadian

This paper proposes a bilevel hierarchy of strengthened complex moment relaxations for complex polynomial optimization. The key trick entails considering a class of positive semidefinite conditions that arise naturally in characterizing the…

Optimization and Control · Mathematics 2025-05-12 Jie Wang

Estimating hyperparameters has been a long-standing problem in machine learning. We consider the case where the task at hand is modeled as the solution to an optimization problem. Here the exact gradient with respect to the hyperparameters…

Optimization and Control · Mathematics 2023-11-16 Matthias J. Ehrhardt , Lindon Roberts

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

In order to verify programs or hybrid systems, one often needs to prove that certain formulas are unsatisfiable. In this paper, we consider conjunctions of polynomial inequalities over the reals. Classical algorithms for deciding these not…

Numerical Analysis · Mathematics 2009-02-02 David Monniaux

It has recently been shown (Burer, Math. Program Ser. A 120:479-495, 2009) that a large class of NP-hard nonconvex quadratic programming problems can be modeled as so called completely positive programming problems, which are convex but…

Optimization and Control · Mathematics 2012-11-26 Chuan-Hao Guo , Yan-Qin Bai , Li-Ping Tang

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

Stochastic bilevel optimization, which captures the inherent nested structure of machine learning problems, is gaining popularity in many recent applications. Existing works on bilevel optimization mostly consider either unconstrained…

Machine Learning · Computer Science 2023-02-14 Quan Xiao , Han Shen , Wotao Yin , Tianyi Chen

This paper considers the simple bilevel optimization (SBO) problem, which minimizes a composite convex function over the optimal solution set of another composite convex minimization problem. We first show that this bilevel problem is…

Optimization and Control · Mathematics 2025-07-11 Rujun Jiang , Xu Shi , Weizheng Song , Jiulin Wang

It is known that there are classes of 2-CNFs requiring exponential size non-deterministic read-once branching programs to compute them. However, to the best of our knowledge, there are no superpolynomial lower bounds for branching programs…

Computational Complexity · Computer Science 2016-05-17 Igor Razgon

Constrained bilevel optimization tackles nested structures present in constrained learning tasks like constrained meta-learning, adversarial learning, and distributed bilevel optimization. However, existing bilevel optimization methods…

Optimization and Control · Mathematics 2024-06-05 Wei Yao , Haian Yin , Shangzhi Zeng , Jin Zhang

We study weakest precondition reasoning about the (co)variance of outcomes and the variance of run-times of probabilistic programs with conditioning. For outcomes, we show that approximating (co)variances is computationally more difficult…

Logic in Computer Science · Computer Science 2016-06-28 Benjamin Lucien Kaminski , Joost-Pieter Katoen , Christoph Matheja

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

In optimization-based image restoration models, the correct selection of hyperparameters is crucial for achieving superior performance. However, current research typically involves manual tuning of these hyperparameters, which is highly…

Optimization and Control · Mathematics 2026-04-03 Hang Xie , Xuewen Li , Peili Li , Qiuyu Wang

In this paper, we focus on the nonconvex-strongly-convex bilevel optimization problem (BLO). In this BLO, the objective function of the upper-level problem is nonconvex and possibly nonsmooth, and the lower-level problem is smooth and…

Optimization and Control · Mathematics 2022-12-26 Xiaoyin Hu , Nachuan Xiao , Xin Liu , Kim-Chuan Toh

Bilevel optimization is a central tool in machine learning for high-dimensional hyperparameter tuning. Its applications are vast; for instance, in imaging it can be used for learning data-adaptive regularizers and optimizing forward…

Optimization and Control · Mathematics 2025-11-11 Mohammad Sadegh Salehi , Subhadip Mukherjee , Lindon Roberts , Matthias J. Ehrhardt

The most common procedure to solve a linear bilevel problem in the PES community is, by far, to transform it into an equivalent single-level problem by replacing the lower level with its KKT optimality conditions. Then, the complementarity…

Optimization and Control · Mathematics 2018-09-28 Salvador Pineda , Juan Miguel Morales

Bilevel optimization has arisen as a powerful tool for solving a variety of machine learning problems. Two current popular bilevel optimizers AID-BiO and ITD-BiO naturally involve solving one or two sub-problems, and consequently, whether…

Machine Learning · Computer Science 2022-06-02 Kaiyi Ji , Mingrui Liu , Yingbin Liang , Lei Ying

It is well-known that coupling constraints in linear bilevel optimization can lead to disconnected feasible sets, which is not possible without coupling constraints. However, there is no difference between linear bilevel problems with and…

Optimization and Control · Mathematics 2024-06-18 Dorothee Henke , Henri Lefebvre , Martin Schmidt , Johannes Thürauf

A large number of application problems involve two levels of optimization, where one optimization task is nested inside the other. These problems are known as bilevel optimization problems and have been studied by both classical…

Optimization and Control · Mathematics 2017-05-09 Ankur Sinha , Zhichao Lu , Kalyanmoy Deb , Pekka Malo
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