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We propose a new type of multilevel method for solving eigenvalue problems based on Newton iteration. With the proposed iteration method, solving eigenvalue problem on the finest finite element space is replaced by solving a small scale…

Numerical Analysis · Mathematics 2015-11-13 Yunhui He , Yu Li , Hehu Xie

This paper presents a new exact method to calculate worst-case parameter realizations in two-stage robust optimization problems with categorical or binary-valued uncertain data. Traditional exact algorithms for these problems, notably…

Optimization and Control · Mathematics 2022-01-19 Anirudh Subramanyam

Recently, lower-level constrained bilevel optimization has attracted increasing attention. However, existing methods mostly focus on either deterministic cases or problems with linear constraints. The main challenge in stochastic cases with…

Optimization and Control · Mathematics 2025-10-13 Hantao Nie , Jiaxiang Li , Zaiwen Wen

We consider a multiobjective bilevel optimization problem with vector-valued upper- and lower-level objective functions. Such problems have attracted a lot of interest in recent years. However, so far, scalarization has appeared to be the…

Optimization and Control · Mathematics 2022-01-05 Lahoussine Lafhim , Alain Zemkoho

Linear bilevel programs (linear BLPs) have been widely used in computational mathematics and optimization in several applications. Single-level reformulation for linear BLPs replaces the lower-level linear program with its…

Systems and Control · Electrical Eng. & Systems 2024-06-18 Saeed Mohammadi , Mohammad Reza Hesamzadeh , Steven A. Gabriel , Dina Khastieva

Intelligent agents must reason over both continuous dynamics and discrete representations to generate effective plans in complex environments. Previous studies have shown that symbolic abstractions can emerge from neural effect predictors…

Robotics · Computer Science 2026-03-10 Fatih Dogangun , Burcu Kilic , Serdar Bahar , Emre Ugur

Disjointly constrained multilinear programming concerns the problem of maximizing a multilinear function on the product of finitely many disjoint polyhedra. While maximizing a linear function on a polytope (linear programming) is known to…

Optimization and Control · Mathematics 2016-03-14 Kai Kellner

Bilevel reinforcement learning (RL), which features intertwined two-level problems, has attracted growing interest recently. The inherent non-convexity of the lower-level RL problem is, however, to be an impediment to developing bilevel…

Optimization and Control · Mathematics 2025-02-28 Yan Yang , Bin Gao , Ya-xiang Yuan

Methods for solving scientific computing and inference problems, such as kernel- and neural network-based approaches for partial differential equations (PDEs), inverse problems, and supervised learning tasks, depend crucially on the choice…

Machine Learning · Statistics 2025-10-08 Nicholas H. Nelsen , Houman Owhadi , Andrew M. Stuart , Xianjin Yang , Zongren Zou

In this paper we begin by discussing the simple bilevel programming problem (SBP) and its extension the simple mathematical programming problem under equilibrium constraints (SMPEC). Here we first define both these problems and study their…

Optimization and Control · Mathematics 2019-12-16 Stephan Dempe , Nguyen Dinh , Joydeep Dutta , Tanushree Pandit

We give an algorithm for the class of second order unification problems in which second order variables have at most one occurrence.

Logic in Computer Science · Computer Science 2023-09-06 Gilles Dowek

Bilevel optimization involves a hierarchical structure where one problem is nested within another, leading to complex interdependencies between levels. We propose a single-loop, tuning-free algorithm that guarantees anytime feasibility,…

Optimization and Control · Mathematics 2025-08-15 Sina Sharifi , Erfan Yazdandoost Hamedani , Mahyar Fazlyab

Single-objective bilevel optimization is a specialized form of constraint optimization problems where one of the constraints is an optimization problem itself. These problems are typically non-convex and strongly NP-Hard. Recently, there…

Neural and Evolutionary Computing · Computer Science 2024-02-13 Anuraganand Sharma

Multilevel techniques are efficient approaches for solving the large linear systems that arise from discretized partial differential equations and other problems. While geometric multigrid requires detailed knowledge about the underlying…

Numerical Analysis · Mathematics 2023-01-23 Tareq. U. Zaman , Scott P. MacLachlan , Luke N. Olson , Matt West

Bilevel optimization, a hierarchical optimization paradigm, has gained significant attention in a wide range of practical applications, notably in the fine-tuning of generative models. However, due to the nested problem structure, most…

Optimization and Control · Mathematics 2025-07-29 Liuyuan Jiang , Quan Xiao , Lisha Chen , Tianyi Chen

In this article we intend to develop a simple and implementable algorithm for minimizing a convex function over the solution set of another convex optimization problem. Such a problem is often referred to as a simple bilevel programming…

Optimization and Control · Mathematics 2025-04-17 Stephan Dempe , Joydeep Duta , Tanushree Pandit , K. S. Mallikarjuna Rao

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

Many problems in machine learning involve bilevel optimization (BLO), including hyperparameter optimization, meta-learning, and dataset distillation. Bilevel problems consist of two nested sub-problems, called the outer and inner problems,…

Machine Learning · Computer Science 2022-12-29 Paul Vicol , Jonathan Lorraine , Fabian Pedregosa , David Duvenaud , Roger Grosse

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

Motivated by emerging applications in wireless sensor networks and large-scale data processing, we consider distributed optimization over directed networks where the agents communicate their information locally to their neighbors to…

Optimization and Control · Mathematics 2021-03-22 Farzad Yousefian