Sensitivity analysis for two-level value functions with applications to bilevel programming

This paper contributes to a deeper understanding of the link between a now conventional framework in hierarchical optimization spread under the name of the optimistic bilevel problem and its initial more dicult formulation that we call here the original optimistic bilevel optimization problem. It follows from this research that, although the process of deriving necessary … Read more

Sample Size Selection in Optimization Methods for Machine Learning

This paper presents a methodology for using varying sample sizes in batch-type optimization methods for large scale machine learning problems. The first part of the paper deals with the delicate issue of dynamic sample selection in the evaluation of the function and gradient. We propose a criterion for increasing the sample size based on variance … Read more

Multiplically independent word systems

Tressler’s Theorem states that the long-standing Hadamard conjecture (concerning the existence of n by n orthogonal matrices with elements of the same absolute value, for n=4k, k=1,2,…) will be settled if we find n-2 pairwise orthogonal words in a hyperplane of words. In this paper we will prove the counterpart of Tressler’s Theorem: the existence … Read more

An extension of the elimination method for a sparse SOS polynomial

We propose a method to reduce the sizes of SDP relaxation problems for a given polynomial optimization problem (POP). This method is an extension of the elimination method for a sparse SOS polynomial in [Kojima et al., Mathematical Programming] and exploits sparsity of polynomials involved in a given POP. In addition, we show that this … Read more

Optimization problems with value function objectives

The family of optimization problems with value function objectives includes the minmax programming problem and the bilevel optimization problem. In this paper, we derive necessary optimality conditions for this class of problems. The main focus is on the case where the functions involved are nonsmooth and the constraints are the very general operator constraints. Citation … Read more