Related papers: Parametric Region Search: A Mixed-Integer Bilevel …
Bilevel optimization has found extensive applications in modern machine learning problems such as hyperparameter optimization, neural architecture search, meta-learning, etc. While bilevel problems with a unique inner minimal point (e.g.,…
This work addresses the uniform parallel machine scheduling problem within an optimistic bilevel optimization framework. The leader seeks to minimize the weighted number of tardy jobs, while the follower aims to minimize the total…
This paper proposes a novel primal heuristic for Mixed Integer Programs, by employing machine learning techniques. Mixed Integer Programming is a general technique for formulating combinatorial optimization problems. Inside a solver, primal…
Bilevel optimization deals with nested problems in which a leader takes the first decision to minimize their objective function while accounting for a follower's best-response reaction. Constrained bilevel problems with integer variables…
The paper describes the proposition and application of a local search metaheuristic for multi-objective optimization problems. It is based on two main principles of heuristic search, intensification through variable neighborhoods, and…
Mixed Binary Quadratic Programs (MBQPs) are a class of NP-hard problems that arise in a wide range of applications, including finance, machine learning, and chemical and energy systems. Large-scale MBQPs are challenging to solve with exact…
Optimizing expensive black-box objectives over mixed search spaces is a common challenge across the natural sciences. Bayesian optimization (BO) offers sample-efficient strategies through probabilistic surrogate models and acquisition…
In this paper, we propose a Bi-layer Predictionbased Reduction Branch (BP-RB) framework to speed up the process of finding a high-quality feasible solution for Mixed Integer Programming (MIP) problems. A graph convolutional network (GCN) is…
The Rank Pricing Problem (RPP) is a challenging bilevel optimization problem with binary variables whose objective is to determine the optimal pricing strategy for a set of products to maximize the total benefit, given that customer…
Designing search algorithms for finding global optima is one of the most active research fields, recently. These algorithms consist of two main categories, i.e., classic mathematical and metaheuristic algorithms. This article proposes a…
Bilevel optimization is characterized by a two-level optimization structure, where the upper-level problem is constrained by optimal lower-level solutions, and such structures are prevalent in real-world problems. The constraint by optimal…
Bilevel optimization problems comprise an upper level optimization task that contains a lower level optimization task as a constraint. While there is a significant and growing literature devoted to solving bilevel problems with single…
With the development of large-scale models, traditional distributed bilevel optimization algorithms cannot be applied directly in low-resource clients. The key reason lies in the excessive computation involved in optimizing both the lower-…
Combinatorial Optimization (CO) has been a long-standing challenging research topic featured by its NP-hard nature. Traditionally such problems are approximately solved with heuristic algorithms which are usually fast but may sacrifice the…
Bilevel optimization has emerged as a technique for addressing a wide range of machine learning problems that involve an outer objective implicitly determined by the minimizer of an inner problem. While prior works have primarily focused on…
Automated hyperparameter search in machine learning, especially for deep learning models, is typically formulated as a bilevel optimization problem, with hyperparameter values determined by the upper level and the model learning achieved by…
One of the most critical issues in machine learning is the selection of appropriate hyper parameters for training models. Machine learning models may be able to reach the best training performance and may increase the ability to generalize…
In recent years, bilevel approaches have become very popular to efficiently estimate high-dimensional hyperparameters of machine learning models. However, to date, binary parameters are handled by continuous relaxation and rounding…
Model-based Reinforcement Learning (MBRL) is a promising framework for learning control in a data-efficient manner. MBRL algorithms can be fairly complex due to the separate dynamics modeling and the subsequent planning algorithm, and as a…
Optimizing expensive-to-evaluate black-box functions of discrete (and potentially continuous) design parameters is a ubiquitous problem in scientific and engineering applications. Bayesian optimization (BO) is a popular, sample-efficient…