Bilevel optimization is defined as a mathematical program, where an
optimization problem contains another optimization problem as a constraint.
These problems have received significant attention from the mathematical
programming community. Only limited work exists on bilevel problems using
evolutionary computation techniques; however, recently there has been an
increasing interest due to the proliferation of practical applications and the
potential of evolutionary algorithms in tackling these problems. This paper
provides a comprehensive review on bilevel optimization from the basic
principles to solution strategies; both classical and evolutionary. A number of
potential application problems are also discussed. To offer the readers
insights on the prominent developments in the field of bilevel optimization, we
have performed an automated text-analysis of an extended list of papers
published on bilevel optimization to date. This paper should motivate
evolutionary computation researchers to pay more attention to this practical
yet challenging area.

本文介绍了双层优化的基本原理和解决策略，包括经典方法和进化计算技术，并讨论了一些可能的应用问题，鼓励进化计算研究人员更多关注这个实用而具有挑战性的领域。

双层优化综述：从古典到进化方法及其应用

A Review on Bilevel Optimization: From Classical to Evolutionary  Approaches and Applications

In this paper we develop a theory of matrix completion for the extreme case
of noisy 1-bit observations. Instead of observing a subset of the real-valued
entries of a matrix M, we obtain a small number of binary (1-bit) measurements
generated according to a probability distribution determined by the real-valued
entries of M. The central question we ask is whether or not it is possible to
obtain an accurate estimate of M from this data. In general this would seem
impossible, but we show that the maximum likelihood estimate under a suitable
constraint returns an accurate estimate of M when ||M||_{\infty} <= \alpha, and
rank(M) <= r. If the log-likelihood is a concave function (e.g., the logistic
or probit observation models), then we can obtain this maximum likelihood
estimate by optimizing a convex program. In addition, we also show that if
instead of recovering M we simply wish to obtain an estimate of the
distribution generating the 1-bit measurements, then we can eliminate the
requirement that ||M||_{\infty} <= \alpha. For both cases, we provide lower
bounds showing that these estimates are near-optimal. We conclude with a suite
of experiments that both verify the implications of our theorems as well as
illustrate some of the practical applications of 1-bit matrix completion. In
particular, we compare our program to standard matrix completion methods on
movie rating data in which users submit ratings from 1 to 5. In order to use
our program, we quantize this data to a single bit, but we allow the standard
matrix completion program to have access to the original ratings (from 1 to 5).
Surprisingly, the approach based on binary data performs significantly better.

本文提出了一种基于矩阵补全的理论，分析了在一种极端嘈杂的观察条件下的可能性，证明适当约束下的最大似然估计结果准确，提出了利用凸规划优化来实现估计的方法，并为后者排除了限制条件。研究还提供了下界，证明估计的近似最优，并在实验中基于这个理论得到了好的验证结果。

1 比特矩阵补全

1-Bit Matrix Completion

Stochastic Gradient Descent (SGD) has become popular for solving large scale
supervised machine learning optimization problems such as SVM, due to their
strong theoretical guarantees. While the closely related Dual Coordinate Ascent
(DCA) method has been implemented in various software packages, it has so far
lacked good convergence analysis. This paper presents a new analysis of
Stochastic Dual Coordinate Ascent (SDCA) showing that this class of methods
enjoy strong theoretical guarantees that are comparable or better than SGD.
This analysis justifies the effectiveness of SDCA for practical applications.

本研究介绍了随机对偶坐标上升法 (SDCA) 的新分析，证明了这类方法具有与随机梯度下降法 (SGD) 相当或更好的理论保证，从而证明了 SDCA 在实际应用中的有效性。