相关论文: Optimality conditions for bilevel programs via Mor…

Optimization problems with discrete decisions are nonconvex and thus lack strong duality, which limits the usefulness of tools such as shadow prices and the KKT conditions. It was shown in Burer(2009) that mixed-binary quadratic programs…

Bilevel optimization problems involve two nested objectives, where an upper-level objective depends on a solution to a lower-level problem. When the latter is non-convex, multiple critical points may be present, leading to an ambiguous…

Variational regularization is commonly used to solve linear inverse problems, and involves augmenting a data fidelity by a regularizer. The regularizer is used to promote a priori information and is weighted by a regularization parameter.…

Bilevel optimization provides a powerful framework for modelling hierarchical decision-making systems. This work presents a sensitivity-based algorithm that addresses the bilevel structure directly by treating the lower-level optimal…

Bilevel programs model sequential decision interactions between two sets of players and find wide applications in real-world complex systems. In this paper, we consider a bilevel mixed-integer linear program with binary tender, wherein the…

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…

We present necessary and sufficient optimality conditions for finite time optimal control problems for a class of hybrid systems described by linear complementarity models. Although these optimal control problems are difficult in general…

In this paper, we study second-order necessary and sufficient optimality conditions of Karush--Kuhn--Tucker-type for locally optimal solutions in the sense of Pareto to a class of multi-objective optimal control problems with mixed…

Polynomial optimization encompasses a broad class of problems in which both the objective function and constraints are polynomial functions of the decision variables. In recent years, a substantial body of research has focused on…

The purpose of the paper is to give a complete characterization of the continuity of lower envelopes in the infinite dimensional spaces in terms of the notion of c-regularity. As an application we introduce a variational unconstrained…

This paper studies, for the first time, a bilevel polynomial program whose constraints involve uncertain linear constraints and another uncertain linear optimization problem. In the case of box data uncertainty, we present a sum of squares…

This paper presents a convex sufficient condition for solving a system of nonlinear equations under parametric changes and proposes a sequential convex optimization method for solving robust optimization problems with nonlinear equality…

In this document, we present the main properties satisfied by the Moreau envelope of weakly convex functions. The Moreau envelope has been introduced in convex optimization to regularize convex functionals while preserving their global…

In this paper we propose an Approximate Weak stationarity ($AW$-stationarity) concept designed to deal with {\em Mathematical Programs with Cardinality Constraints} (MPCaC), and we proved that it is a legitimate optimality condition…

Bilevel optimization enjoys a wide range of applications in emerging machine learning and signal processing problems such as hyper-parameter optimization, image reconstruction, meta-learning, adversarial training, and reinforcement…

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…

Convex optimization is a well-established research area with applications in almost all fields. Over the decades, multiple approaches have been proposed to solve convex programs. The development of interior-point methods allowed solving a…

In this paper, we study the difficult class of optimization problems called the mathematical programs with vanishing constraints or MPVC. Extensive research has been done for MPVC regarding stationary conditions and constraint…

Minimax optimization problems arises from both modern machine learning including generative adversarial networks, adversarial training and multi-agent reinforcement learning, as well as from tradition research areas such as saddle point…

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…