{"about":{"site":"https://codewithpapers.app","non_affiliation":"Code with Papers and Syntology are not affiliated with, endorsed by, or sponsored by Papers with Code, Meta, or the pwc-archive mirror.","licence":"CC BY-SA 4.0","licence_url":"https://creativecommons.org/licenses/by-sa/4.0/legalcode","attribution":"https://codewithpapers.app/attribution","modified":"archive material modified by Syntology; see the attribution page"},"url":"/paper/neur2bilo-neural-bilevel-optimization","title":"Neur2BiLO: Neural Bilevel Optimization","arxiv_id":"2402.02552","date":"2024-02-04","proceeding":null,"authors":["Justin Dumouchelle","Esther Julien","Jannis Kurtz","Elias B. Khalil"],"abstract":"Bilevel optimization deals with nested problems in which a leader takes the first decision to minimize their objective function while accounting for a follower's best-response reaction. Constrained bilevel problems with integer variables are particularly notorious for their hardness. While exact solvers have been proposed for mixed-integer linear bilevel optimization, they tend to scale poorly with problem size and are hard to generalize to the non-linear case. On the other hand, problem-specific algorithms (exact and heuristic) are limited in scope. Under a data-driven setting in which similar instances of a bilevel problem are solved routinely, our proposed framework, Neur2BiLO, embeds a neural network approximation of the leader's or follower's value function, trained via supervised regression, into an easy-to-solve mixed-integer program. Neur2BiLO serves as a heuristic that produces high-quality solutions extremely fast for four applications with linear and non-linear objectives and pure and mixed-integer variables.","url_abs":"https://arxiv.org/abs/2402.02552v2","url_pdf":"https://arxiv.org/pdf/2402.02552v2.pdf","source":{"archive":"pwc-archive (Hugging Face), CC BY-SA 4.0","snapshot":"2025-07-28","licence_url":"https://creativecommons.org/licenses/by-sa/4.0/legalcode","row_kind":"abstracts"},"code_links":[{"paper_slug":"neur2bilo-neural-bilevel-optimization","repo_url":"https://github.com/khalil-research/neur2bilo","is_official":1,"mentioned_in_paper":1,"mentioned_in_github":1,"framework":"pytorch","reach":null}],"tasks":[{"task_slug":"bilevel-optimization","task_name":"Bilevel Optimization"}],"methods":[],"datasets_introduced":[],"methods_introduced":[],"results":[],"syntology":{"atlas_url":"https://app.syntology.ai/?focus=2402.02552","mcp":null,"developers":"https://syntology.ai/developers"},"arxiv_metadata":null,"syntology_extracted_results":null}