Learning to Solve Constrained Bilevel Control Co-Design Problems

Fuente: arXiv
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Main Authors: Kotary, James, Sharma, Himanshu, King, Ethan, Vrabie, Draguna, Fioretto, Ferdinando, Drgona, Jan
Format: Preprint
Published: 2025
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author Kotary, James
Sharma, Himanshu
King, Ethan
Vrabie, Draguna
Fioretto, Ferdinando
Drgona, Jan
author_facet Kotary, James
Sharma, Himanshu
King, Ethan
Vrabie, Draguna
Fioretto, Ferdinando
Drgona, Jan
contents Learning to Optimize (L2O) is a subfield of machine learning (ML) in which ML models are trained to solve parametric optimization problems. The general goal is to learn a fast approximator of solutions to constrained optimization problems, as a function of their defining parameters. Prior L2O methods focus almost entirely on single-level programs, in contrast to the bilevel programs, whose constraints are themselves expressed in terms of optimization subproblems. Bilevel programs have numerous important use cases but are notoriously difficult to solve, particularly under stringent time demands. This paper proposes a framework for learning to solve a broad class of challenging bilevel optimization problems, by leveraging modern techniques for differentiation through optimization problems. The framework is illustrated on an array of synthetic bilevel programs, as well as challenging control system co-design problems, showing how neural networks can be trained as efficient approximators of parametric bilevel optimization.
format Preprint
id arxiv_https___arxiv_org_abs_2507_09050
institution arXiv
publishDate 2025
record_format arxiv
spellingShingle Learning to Solve Constrained Bilevel Control Co-Design Problems
Kotary, James
Sharma, Himanshu
King, Ethan
Vrabie, Draguna
Fioretto, Ferdinando
Drgona, Jan
Optimization and Control
Machine Learning
Learning to Optimize (L2O) is a subfield of machine learning (ML) in which ML models are trained to solve parametric optimization problems. The general goal is to learn a fast approximator of solutions to constrained optimization problems, as a function of their defining parameters. Prior L2O methods focus almost entirely on single-level programs, in contrast to the bilevel programs, whose constraints are themselves expressed in terms of optimization subproblems. Bilevel programs have numerous important use cases but are notoriously difficult to solve, particularly under stringent time demands. This paper proposes a framework for learning to solve a broad class of challenging bilevel optimization problems, by leveraging modern techniques for differentiation through optimization problems. The framework is illustrated on an array of synthetic bilevel programs, as well as challenging control system co-design problems, showing how neural networks can be trained as efficient approximators of parametric bilevel optimization.
title Learning to Solve Constrained Bilevel Control Co-Design Problems
topic Optimization and Control
Machine Learning
url https://arxiv.org/abs/2507.09050