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In this paper, we focus on simple bilevel optimization problems, where we minimize a convex smooth objective function over the optimal solution set of another convex smooth constrained optimization problem. We present a novel bilevel…
In this letter, we consider a bilevel optimization problem in which the outer-level objective function is strongly convex, whereas the inner-level problem consists of a finite sum of convex functions. Bilevel optimization problems arise in…
In this paper, in the absence of any constraint qualifications, we develop sequential necessary and sufficient optimality conditions for a constrained multiobjective fractional programming problem characterizing a Henig proper efficient…
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…
In this paper, we consider bilevel optimization problem where the lower-level has coupled constraints, i.e. the constraints depend both on the upper- and lower-level variables. In particular, we consider two settings for the lower-level…
Here, necessary optimal condition for Optimistic Bilevel programming problem is obtained in Asplund spaces. Also we have got necessary optimal conditions in finite dimensional spaces, by assuming differentiability on the given functions.
This paper develops a novel approach to necessary optimality conditions for constrained variational problems defined in generally incomplete subspaces of absolutely continuous functions. Our approach involves reducing a variational problem…
In this paper, we introduce a new second-order directional derivative and a second-order subdifferential of Hadamard type for an arbitrary nondifferentiable function. We derive several second-order optimality conditions for a local and a…
This article studies problems of optimal transport, by embedding them in a general functional analytic framework of convex optimization. This provides a unified treatment of a large class of related problems in probability theory and allows…
In this paper, we propose two algorithms for solving convex optimization problems with linear ascending constraints. When the objective function is separable, we propose a dual method which terminates in a finite number of iterations. In…
Integrated learning and optimization (ILO) is a framework in contextual optimization which aims to train a predictive model for the probability distribution of the underlying problem data uncertainty, with the goal of enhancing the quality…
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…
We design and analyze a novel accelerated gradient-based algorithm for a class of bilevel optimization problems. These problems have various applications arising from machine learning and image processing, where optimal solutions of the two…
In this paper, we study a class of bilevel optimization program (BP), where the feasible set of the lower level program is independent of the upper level variable. For bilevel programs it is known that the first order approach requires the…
In this paper we study convex bi-level optimization problems for which the inner level consists of minimization of the sum of smooth and nonsmooth functions. The outer level aims at minimizing a smooth and strongly convex function over the…
In this paper, we study the problem of solving a simple bilevel optimization problem, where the upper-level objective is minimized over the solution set of the lower-level problem. We focus on the general setting in which both the upper-…
In this paper, we study the regularity assumptions commonly adopted in bilevel optimization with constrained lower-level problems, including the linear independence constraint qualification, the strict complementary slackness condition, and…
In this paper we consider a distributed optimization scenario in which a set of agents has to solve a convex optimization problem with separable cost function, local constraint sets and a coupling inequality constraint. We propose a novel…
This chapter presents a self-contained approach of variational analysis and generalized differentiation to deriving necessary optimality in problems of bilevel optimization with Lipschitzian data. We mainly concentrate on optimistic models,…
Generalized polyhedral convex optimization problems in locally convex Hausdorff topological vector spaces are studied systematically in this paper. We establish solution existence theorems, necessary and sufficient optimality conditions,…