On solving simple bilevel programs with a nonconvex lower level program
From MaRDI portal
The authors present an imlepementable algorithm for constrained optimization problems with a convex set and a nonsmooth constraint. The key idea of the algorithm is to use a smoothing approximation function. The algorithm is applied to solve the simple bilevel program where the lower level program is a nonconvex minimization problem with a convex set constraint and the upper level program has a convex set constraint and its approximate problems. It is shown that, if the sequence of penalty parameters is bounded, then any accumulation point is a stationary point of the nonsmooth optimization problem, and, if the generated sequence is convergent and the extended Mangasarian-Fromovitz constraint qualification holds at the limit, then the limit point is a stationary point of the nonsmooth optimization problem. The presented algorithm has advantage over other nonsmooth algorithms such as gradient sampling algorithms in that there is no need to solve the lower level program at each iteration. Theoretical and numerical results show that the algorithm may perform well.
Recommendations
- Bilevel programming problems with simple convex lower level
- Bilevel programming with convex lower level problems
- Bilevel optimization with nonsmooth lower level problems
- On the solution of convex bilevel optimization problems
- A novel approach to bilevel nonlinear programming
- On solving bilevel optimization problems with a nonconvex lower level: the case of a bimatrix game
- scientific article; zbMATH DE number 6874493
- Solving bilevel programming problem by a non-interior point homotopy method
- On a computationally ill-behaved bilevel problem with a continuous and nonconvex lower level
- A duality approach and optimality conditions for simple convex bilevel programming problems
Cites work
- A note on optimality conditions for bilevel programming problems∗
- A Robust Gradient Sampling Algorithm for Nonsmooth, Nonconvex Optimization
- Annotated Bibliography on Bilevel Programming and Mathematical Programs with Equilibrium Constraints
- Bilevel and multilevel programming: A bibliography review
- Constraint qualifications and Lagrange multipliers in nondifferentiable programming problems
- Foundations of bilevel programming
- Global and Asymptotic Convergence Rate Estimates for a Class of Projected Gradient Processes
- Global solution of bilevel programs with a nonconvex inner program
- scientific article; zbMATH DE number 978735 (Why is no real title available?)
- scientific article; zbMATH DE number 1113627 (Why is no real title available?)
- scientific article; zbMATH DE number 2171466 (Why is no real title available?)
- scientific article; zbMATH DE number 3247810 (Why is no real title available?)
- scientific article; zbMATH DE number 3414220 (Why is no real title available?)
- Is bilevel programming a special case of a mathematical program with complementarity constraints?
- Minimizing the Condition Number of a Gram Matrix
- Multiplier rules under mixed assumptions of differentiability and Lipschitz continuity
- New necessary optimality conditions for bilevel programs by combining the MPEC and value function approaches
- On the numerical solution of a class of Stackelberg problems
- Optimality conditions for bilevel programming problems
- Optimization and nonsmooth analysis
- Practical bilevel optimization. Algorithms and applications
- Projected gradient methods for linearly constrained problems
- Smoothing Projected Gradient Method and Its Application to Stochastic Linear Complementarity Problems
- Solving min-max problems and linear semi-infinite programs
- Stability of regularized bilevel programming problems
- The Theory of Moral Hazard and Unobservable Behaviour: Part I
- Variational Analysis
Cited in
(59)- On bilevel programs with a convex lower-level problem violating Slater's constraint qualification
- A modified homotopy method for solving the principal-agent bilevel programming problem
- A bridge between bilevel programs and Nash games
- Approaches to four types of bilevel programming problems with nonconvex nonsmooth lower level programs and their applications to newsvendor problems
- Gauss-Newton-type methods for bilevel optimization
- Theoretical and numerical comparison of the Karush-Kuhn-Tucker and value function reformulations in bilevel optimization
- Convexification method for bilevel programs with a nonconvex Follower's problem
- Bilevel hyperparameter optimization for support vector classification: theoretical analysis and a solution method
- On solving bilevel optimization problems with a nonconvex lower level: the case of a bimatrix game
- A non-convex non-smooth bi-level parameter learning for impulse and Gaussian noise mixture removing
- A non-convex denoising model for impulse and Gaussian noise mixture removing using bi-level parameter identification
- Numerically tractable optimistic bilevel problems
- Bilevel programming approaches to production planning for multiple products with short life cycles
- Single-level reformulations of a specific non-smooth bilevel programming problem and their applications
- Inner regularizations and viscosity solutions for pessimistic bilevel optimization problems
- An improved spatially controlled reaction-diffusion equation with a non-linear second order operator for image super-resolution
- A primal nonsmooth reformulation for bilevel optimization problems
- Difference of convex algorithms for bilevel programs with applications in hyperparameter selection
- Convergent semidefinite programming relaxations for global bilevel polynomial optimization problems
- Bilevel programming problems with simple convex lower level
- Solving ill-posed bilevel programs
- Techniques for gradient-based bilevel optimization with non-smooth lower level problems
- Bilevel programming with convex lower level problems
- scientific article; zbMATH DE number 1322063 (Why is no real title available?)
- Optimality conditions for bilevel programming: an approach through variational analysis
- scientific article; zbMATH DE number 6874493 (Why is no real title available?)
- Solving semi-infinite programs by smoothing projected gradient method
- Smoothing augmented Lagrangian method for nonsmooth constrained optimization problems
- Interactions between bilevel optimization and Nash games
- Regularization and approximation methods in Stackelberg games and bilevel optimization
- Algorithms for simple bilevel programming
- BOLIB: bilevel Optimization LIBrary of test problems
- Bilevel optimization: theory, algorithms, applications and a bibliography
- An approximation scheme for stochastic programs with second order dominance constraints
- Semismooth Newton-type method for bilevel optimization: global convergence and extensive numerical experiments
- Combining approximation and exact penalty in hierarchical programming
- A Lagrange multiplier expression method for bilevel polynomial optimization
- Gradient-based solution algorithms for a class of bilevel optimization and optimal control problems with a nonsmooth lower level
- Globally convergent homotopy algorithm for solving the KKT systems to the principal-agent bilevel programming
- Bilevel polynomial programs and semidefinite relaxation methods
- A smoothing method for solving bilevel multiobjective programs with convex scalar program at the lower level
- Smoothing SQP Methods for Solving Degenerate Nonsmooth Constrained Optimization Problems with Applications to Bilevel Programs
- scientific article; zbMATH DE number 7746334 (Why is no real title available?)
- A bilevel approach to ESG multi-portfolio selection
- Minimax Problems with Coupled Linear Constraints: Computational Complexity and Duality
- A bi‐level programming framework for identifying optimal parameters in portfolio selection
- Bilevel optimal parameter learning for a high-order nonlocal multiframe super-resolution problem
- On a computationally ill-behaved bilevel problem with a continuous and nonconvex lower level
- Levenberg-Marquardt method and partial exact penalty parameter selection in bilevel optimization
- Solving quadratic convex bilevel programming problems using a smoothing method
- Algorithmic schemes for non-smooth simple bilevel programming problem and simple MPEC problem
- Learning nonlocal weights for second-order nonlocal super-resolution
- Stackelberg risk preference design
- Geometric and computational hardness of bilevel programming
- Near-optimal nonconvex-strongly-convex bilevel optimization with fully first-order oracles
- Bilevel optimization with convex majorant approach for training sparse neural networks
- On stability in optimistic bilevel optimization
- A new problem qualification based on approximate KKT conditions for Lipschitzian optimization with application to bilevel programming
- A smoothing augmented Lagrangian method for solving simple bilevel programs
This page was built for publication: On solving simple bilevel programs with a nonconvex lower level program
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2452381)
