bi-level optimization

An Augmented Lagrangian Approach to Bi-Level Optimization via an Equilibrium Constrained Problem

  • Nadav Hallak
    • Categories Bilevel Optimization, Constrained Nonlinear Optimization, Nonlinear Optimization Tags , , ,

    Optimization problems involving equilibrium constraints capture diverse optimization settings such as bi-level optimization, min-max problems and games, and the minimization over non-linear constraints. This paper introduces an Augmented Lagrangian approach with Hessian-vector product approximation to address an equilibrium constrained nonconvex nonsmooth optimization problem. The underlying model in particular captures various settings of bi-level optimization problems, … Read more

    Bi-level multi-criteria optimization to include linear energy transfer into proton treatment planning

  • Katrin Teichert
  • Mara Schubert
    • Categories Biomedical Applications, Multi-Criteria Optimization, Nonlinear Optimization Tags , , , ,

    In proton therapy treatment planning, the aim is to ensure tumor control while sparing the various surrounding risk structures. The biological effect of the irradiation depends on both physical dose and linear energy transfer (LET). In order to include LET alongside physical dose in plan creation, we propose to formulate the proton treatment planning problem … Read more

    Integer Programming Formulations for Minimum Spanning Tree Interdiction

  • Foad Mahdavi Pajou
  • Jose L. Walteros
  • Ningji Wei
    • Categories Branch and Cut Algorithms, Integer Programming, Network Optimization Tags , , ,

    We consider a two-player interdiction problem staged over a graph where the leader’s objective is to minimize the cost of removing edges from the graph so that the follower’s objective, i.e., the weight of a minimum spanning tree in the residual graph, is increased up to a predefined level $r$. Standard approaches for graph interdiction … Read more

    On the convergence of stochastic bi-level gradient methods

  • Nicolas Couellan
  • Wenjuan Wang
    • Categories Data-Mining, Nonlinear Optimization Tags , , ,

    We analyze the convergence of stochastic gradient methods for bi-level optimization problems. We address two specific cases: first when the outer objective function can be expressed as a finite sum of independent terms, and next when both the outer and inner objective functions can be expressed as finite sums of independent terms. We assume Lipschitz … Read more