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We investigate optimality conditions for optimization problems constrained by a class of variational inequalities of the second kind. Based on a nonsmooth primal-dual reformulation of the governing inequality, the differentiability of the…

最优化与控制 · 数学 2014-07-08 Juan-Carlos De Los Reyes , Christian Meyer

In this article, we investigate a time-optimal state-constrained bilevel optimal control problem whose lower-level dynamics feature a sweeping control process involving a {\it truncated normal cone}. By bilevel, it is meant that the…

最优化与控制 · 数学 2022-01-07 Nathalie T. Khalil , Fernando Lobo Pereira

We propose a new approach to solving bilevel optimization problems, intermediate between solving full-system optimality conditions with a Newton-type approach, and treating the inner problem as an implicit function. The overall idea is to…

最优化与控制 · 数学 2024-05-08 Ensio Suonperä , Tuomo Valkonen

Algorithms for bilevel optimization often encounter Hessian computations, which are prohibitive in high dimensions. While recent works offer first-order methods for unconstrained bilevel problems, the constrained setting remains relatively…

最优化与控制 · 数学 2025-04-22 Guy Kornowski , Swati Padmanabhan , Kai Wang , Zhe Zhang , Suvrit Sra

In the work, the property of the second-order subdifferential is studied and second-order optimality conditions are obtained for the minimization problem. We also obtained necessary and sufficient conditions for an extremum for the extremal…

最优化与控制 · 数学 2017-10-23 M. A. Sadygov

We address the problem of optimal scale-dependent parameter learning in total variation image denoising. Such problems are formulated as bilevel optimization instances with total variation denoising problems as lower-level constraints. For…

最优化与控制 · 数学 2021-07-20 Juan Carlos De los Reyes , David Villacís

This paper studies duality and optimality conditions for general convex stochastic optimization problems. The main result gives sufficient conditions for the absence of a duality gap and the existence of dual solutions in a locally convex…

最优化与控制 · 数学 2022-06-01 Teemu Pennanen , Ari-Pekka Perkkiö

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…

最优化与控制 · 数学 2025-03-14 Xiaotian Jiang , Jiaxiang Li , Mingyi Hong , Shuzhong Zhang

Bilevel programming problems frequently arise in real-world applications across various fields, including transportation, economics, energy markets and healthcare. These problems have been proven to be NP-hard even in the simplest form with…

最优化与控制 · 数学 2024-09-06 Sina Hajikazemi , Florian Steinke

Learning processes are useful methodologies able to improve knowledge of real phenomena. These are often dependent on hyperparameters, variables set before the training process and regulating the learning procedure. Hyperparameters…

最优化与控制 · 数学 2023-11-10 Flavia Esposito , Laura Selicato , Caterina Sportelli

In this paper we study an infinite-horizon persistent monitoring problem in a two-dimensional mission space containing a finite number of statically placed targets, at each of which we assume a constant rate of uncertainty accumulation.…

最优化与控制 · 数学 2023-04-10 Jonas Hall , Logan E. Beaver , Christos G. Cassandras , Sean B. Andersson

Bilevel optimization, a well-established field for modeling hierarchical decision-making problems, has recently intersected with sustainability studies and practices, resulting in a series of works focusing on bilevel optimization problems…

最优化与控制 · 数学 2026-04-07 Giulia Caselli , Manuel Iori , Ivana Ljubić

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…

最优化与控制 · 数学 2026-02-06 Mattia Solla , Johannes O. Royset

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…

机器学习 · 计算机科学 2020-09-03 Junyi Li , Bin Gu , Heng Huang

In this paper, we study a class of stochastic bilevel optimization problems, also known as stochastic simple bilevel optimization, where we minimize a smooth stochastic objective function over the optimal solution set of another stochastic…

In power systems, large-scale optimisation problems are extensively used to plan for capacity expansion at the supra-national level. However, their cost-optimal solutions are often not exploitable by decision-makers who are preferably…

最优化与控制 · 数学 2022-06-01 Antoine Dubois , Damien Ernst

Bilevel Optimization has experienced significant advancements recently with the introduction of new efficient algorithms. Mirroring the success in single-level optimization, stochastic gradient-based algorithms are widely used in bilevel…

最优化与控制 · 数学 2024-11-12 Junyi Li , Heng Huang

In this paper, we propose second-order sufficient optimality conditions for a very general nonconvex constrained optimization problem, which covers many prominent mathematical programs.Unlike the existing results in the literature, our…

最优化与控制 · 数学 2022-11-24 Matus Benko , Helmut Gfrerer , Jane Ye , Jin Zhang , Jinchuan Zhou

The partial calmness for the bilevel programming problem (BLPP) is an important condition which ensures that a local optimal solution of BLPP is a local optimal solution of a partially penalized problem where the lower level optimality…

最优化与控制 · 数学 2021-11-03 Rongzhu Ke , Wei Yao , Jane J. Ye , Jin Zhang

In this paper, we consider a bilevel polynomial optimization problem where the objective and the constraint functions of both the upper and the lower level problems are polynomials. We present methods for finding its global minimizers and…

最优化与控制 · 数学 2016-01-14 V. Jeyakumar , J. B. Lasserre , G. Li , T. S. Pham