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On Stability in Optimistic Bilevel Optimization

arXiv:2408.13323v3 Announce Type: replace-cross Abstract: Solutions of bilevel optimization problems tend to suffer from instability under changes to problem data. In the optimistic setting, we constr

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arXiv:2408.13323v3 Announce Type: replace-cross Abstract: Solutions of bilevel optimization problems tend to suffer from instability under changes to problem data. In the optimistic setting, we construct a lifted formulation that exhibits desirable stability properties under mild assumptions that neither invoke convexity nor smoothness. The upper- and lower-level problems might involve integer restrictions and disjunctive constraints. In a range of results, we invoke at most pointwise and local calmness for the lower-level problem in a sense that holds broadly. The lifted formulation is computationally attractive with structural properties being brought out and an outer approximation algorithm becoming available.

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Source: arXiv cs.LG | 2026-08-19

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