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We introduce a framework based on bilevel programming that unifies gradient-based hyperparameter optimization and meta-learning. We show that an approximate version of the bilevel problem can be solved by taking into explicit account the…

Machine Learning · Statistics 2018-07-04 Luca Franceschi , Paolo Frasconi , Saverio Salzo , Riccardo Grazzi , Massimilano Pontil

(Stochastic) bilevel optimization is a frequently encountered problem in machine learning with a wide range of applications such as meta-learning, hyper-parameter optimization, and reinforcement learning. Most of the existing studies on…

Machine Learning · Computer Science 2023-03-16 Meng Ding , Mingxi Lei , Yunwen Lei , Di Wang , Jinhui Xu

We design and analyze a novel accelerated gradient-based algorithm for a class of bilevel optimization problems. These problems have various applications arising from machine learning and image processing, where optimal solutions of the two…

Optimization and Control · Mathematics 2023-11-20 Sepideh Samadi , Daniel Burbano , Farzad Yousefian

Bilevel optimization, a hierarchical optimization paradigm, has gained significant attention in a wide range of practical applications, notably in the fine-tuning of generative models. However, due to the nested problem structure, most…

Optimization and Control · Mathematics 2025-07-29 Liuyuan Jiang , Quan Xiao , Lisha Chen , Tianyi Chen

Bilevel programs are optimization problems where some variables are solutions to optimization problems themselves, and they arise in a variety of control applications, including: control of vehicle traffic networks, inverse reinforcement…

Optimization and Control · Mathematics 2017-09-27 Aurélien Ouattara , Anil Aswani

This paper studies a multiobjective bilevel optimization problem where each objective is a fractional function. By reformulating the problem into a single-level one, we establish refined necessary and sufficient optimality conditions. These…

Optimization and Control · Mathematics 2025-11-25 Felipe Lara , Rishabh Pandey , Vinay Singh

We study a class of bilevel convex optimization problems where the goal is to find the minimizer of an objective function in the upper level, among the set of all optimal solutions of an optimization problem in the lower level. A wide range…

Optimization and Control · Mathematics 2018-09-27 Mostafa Amini , Farzad Yousefian

This paper studies, for the first time, a bilevel polynomial program whose constraints involve uncertain linear constraints and another uncertain linear optimization problem. In the case of box data uncertainty, we present a sum of squares…

Optimization and Control · Mathematics 2016-01-26 T. D. Chuong , V. Jeyakumar

Bi-level optimization, especially the gradient-based category, has been widely used in the deep learning community including hyperparameter optimization and meta-knowledge extraction. Bi-level optimization embeds one problem within another…

Machine Learning · Computer Science 2023-07-11 Can Chen , Xi Chen , Chen Ma , Zixuan Liu , Xue Liu

We review some recent learning approaches in variational imaging, based on bilevel optimisation, and emphasize the importance of their treatment in function space. The paper covers both analytical and numerical techniques. Analytically, we…

Optimization and Control · Mathematics 2016-08-08 Luca Calatroni , Cao Chung , Juan Carlos De Los Reyes , Carola-Bibiane Schönlieb , Tuomo Valkonen

Multilevel optimization has gained renewed interest in machine learning due to its promise in applications such as hyperparameter tuning and continual learning. However, existing methods struggle with the inherent difficulty of efficiently…

Machine Learning · Computer Science 2024-10-16 Yuntian Gu , Xuzheng Chen

In this work we derive a second-order approach to bilevel optimization, a type of mathematical programming in which the solution to a parameterized optimization problem (the "lower" problem) is itself to be optimized (in the "upper"…

Optimization and Control · Mathematics 2022-05-06 Robert Dyro , Edward Schmerling , Nikos Arechiga , Marco Pavone

A large number of application problems involve two levels of optimization, where one optimization task is nested inside the other. These problems are known as bilevel optimization problems and have been studied by both classical…

Optimization and Control · Mathematics 2017-05-09 Ankur Sinha , Zhichao Lu , Kalyanmoy Deb , Pekka Malo

Bilevel optimization problems involve two nested objectives, where an upper-level objective depends on a solution to a lower-level problem. When the latter is non-convex, multiple critical points may be present, leading to an ambiguous…

Optimization and Control · Mathematics 2022-10-18 Michael Arbel , Julien Mairal

Bilevel optimization is a key framework in hierarchical decision-making, where one problem is embedded within the constraints of another. In this work, we propose a control-theoretic approach to solving bilevel optimization problems. Our…

Optimization and Control · Mathematics 2025-03-25 Sina Sharifi , Nazanin Abolfazli , Erfan Yazdandoost Hamedani , Mahyar Fazlyab

Gradient-based Bi-Level Optimization (BLO) methods have been widely applied to handle modern learning tasks. However, most existing strategies are theoretically designed based on restrictive assumptions (e.g., convexity of the lower-level…

Machine Learning · Computer Science 2023-05-09 Risheng Liu , Xuan Liu , Shangzhi Zeng , Jin Zhang , Yixuan Zhang

We propose a new approach to solving bilevel optimization problems, intermediate between solving full-system optimality conditions with a Newton-type approach, and treating the inner problem as an implicit function. The overall idea is to…

Optimization and Control · Mathematics 2024-05-08 Ensio Suonperä , Tuomo Valkonen

Bilevel optimization is an important formulation for many machine learning problems. Current bilevel optimization algorithms assume that the gradient of the upper-level function is Lipschitz. However, recent studies reveal that certain…

Machine Learning · Computer Science 2024-01-19 Jie Hao , Xiaochuan Gong , Mingrui Liu

In this paper, we focus on simple bilevel optimization problems, where we minimize a convex smooth objective function over the optimal solution set of another convex smooth constrained optimization problem. We present a novel bilevel…

Optimization and Control · Mathematics 2024-06-03 Jincheng Cao , Ruichen Jiang , Erfan Yazdandoost Hamedani , Aryan Mokhtari

Inverse problems are key issues in several scientific areas, including signal processing and medical imaging. Data-driven approaches for inverse problems aim for learning model and regularization parameters from observed data samples, and…

Optimization and Control · Mathematics 2024-11-28 Mathias Staudigl , Simon Weissmann , Tristan van Leeuwen