相关论文: Beyond Value Functions: Single-Loop Bilevel Optimi…

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…

Automatic industrial scheduling, aiming at optimizing the sequence of jobs over limited resources, is widely needed in manufacturing industries. However, existing scheduling systems heavily rely on heuristic algorithms, which either…

Consider the problem of minimizing the sum of a smooth convex function and a separable nonsmooth convex function subject to linear coupling constraints. Problems of this form arise in many contemporary applications including signal…

Bilevel optimization problems, encountered in fields such as economics, engineering, and machine learning, pose significant computational challenges due to their hierarchical structure and constraints at both upper and lower levels.…

Gradient methods have become mainstream techniques for Bi-Level Optimization (BLO) in learning fields. The validity of existing works heavily rely on either a restrictive Lower-Level Strong Convexity (LLSC) condition or on solving a series…

We establish the first global convergence result of neural networks for two stage least squares (2SLS) approach in nonparametric instrumental variable regression (NPIV). This is achieved by adopting a lifted perspective through mean-field…

In this paper, we propose a general class of algorithms for optimizing an extensive variety of nonsmoothly penalized objective functions that satisfy certain regularity conditions. The proposed framework utilizes the…

Several important problem settings within the literature of reinforcement learning (RL), such as meta-learning, hierarchical learning, and RL from human feedback (RL-HF), can be modelled as bilevel RL problems. A lot has been achieved in…

We propose a federated learning method with weighted nodes in which the weights can be modified to optimize the model's performance on a separate validation set. The problem is formulated as a bilevel optimization where the inner problem is…

We propose an extended variant of the reformulation and decomposition algorithm for solving a special class of mixed-integer bilevel linear programs (MIBLPs) where continuous and integer variables are involved in both upper- and lower-level…

We study the problem of blind super-resolution, which can be formulated as a low-rank matrix recovery problem via vectorized Hankel lift (VHL). The previous gradient descent method based on VHL named PGD-VHL relies on additional…

Fine-tuning pre-trained Large Language Models (LLMs) for downstream tasks using First-Order (FO) optimizers presents significant computational challenges. Parameter-Efficient Fine-Tuning (PEFT) methods address these by freezing most model…

Incentive-based load curtailment unlocks critical demand-side flexibility but is hindered by the limited knowledge of private user parameters and the inherent nonsmoothness of responses due to physical device constraints. We address this…

Meta-learning offers a principled framework leveraging \emph{task-invariant} priors from related tasks, with which \emph{task-specific} models can be fine-tuned on downstream tasks, even with limited data records. Gradient-based…

Bilevel programs are optimization problems where some variables are solutions to optimization problems themselves, and they arise in a variety of control applications, including: control of vehicle traffic networks, inverse reinforcement…

Variational regularization techniques are dominant in the field of mathematical imaging. A drawback of these techniques is that they are dependent on a number of parameters which have to be set by the user. A by now common strategy to…

In multi-task Bayesian optimization, the goal is to leverage experience from optimizing existing tasks to improve the efficiency of optimizing new ones. While approaches using multi-task Gaussian processes or deep kernel transfer exist, the…

Bilevel optimization has recently regained interest owing to its applications in emerging machine learning fields such as hyperparameter optimization, meta-learning, and reinforcement learning. Recent results have shown that simple…

Solving large-scale linear programming (LP) problems is an important task in various areas such as communication networks, power systems, finance and logistics. Recently, two distinct approaches have emerged to expedite LP solving: (i)…

Fine-tuning Large Language Models (LLMs) has proven effective for a variety of downstream tasks. However, as LLMs grow in size, the memory demands for backpropagation become increasingly prohibitive. Zeroth-order (ZO) optimization methods…