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Bilevel optimization is a central tool in machine learning for high-dimensional hyperparameter tuning. Its applications are vast; for instance, in imaging it can be used for learning data-adaptive regularizers and optimizing forward…

Optimization and Control · Mathematics 2025-11-11 Mohammad Sadegh Salehi , Subhadip Mukherjee , Lindon Roberts , Matthias J. Ehrhardt

A bilevel optimization problem consists of two optimization problems nested as an upper- and a lower-level problem, in which the optimality of the lower-level problem defines a constraint for the upper-level problem. This paper considers…

Machine Learning · Computer Science 2026-02-27 Takuya Kanayama , Yuki Ito , Tomoyuki Tamura , Masayuki Karasuyama

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

This paper analyzes a two-timescale stochastic algorithm framework for bilevel optimization. Bilevel optimization is a class of problems which exhibit a two-level structure, and its goal is to minimize an outer objective function with…

Optimization and Control · Mathematics 2022-06-09 Mingyi Hong , Hoi-To Wai , Zhaoran Wang , Zhuoran Yang

Inspired by multigrid methods for linear systems of equations, multilevel optimization methods have been proposed to solve structured optimization problems. Multilevel methods make more assumptions regarding the structure of the…

Optimization and Control · Mathematics 2019-11-27 Chin Pang Ho , Michal Kocvara , Panos Parpas

This paper presents the input convex neural network architecture. These are scalar-valued (potentially deep) neural networks with constraints on the network parameters such that the output of the network is a convex function of (some of)…

Machine Learning · Computer Science 2017-06-15 Brandon Amos , Lei Xu , J. Zico Kolter

Enforcing complex (e.g., nonconvex) operational constraints is a critical challenge in real-world learning and control systems. However, existing methods struggle to efficiently enforce general classes of constraints. To address this, we…

Machine Learning · Computer Science 2026-04-07 Maria Chzhen , Priya L. Donti

This document introduces a strategy to solve linear optimization problems. The strategy is based on the bounding condition each constraint produces on each one of the problem's dimension. The solution of a linear optimization problem is…

Optimization and Control · Mathematics 2018-09-24 Gerardo L. Febres

In the context of heterogeneous multi-robot teams deployed for executing multiple tasks, this paper develops an energy-aware framework for allocating tasks to robots in an online fashion. With a primary focus on long-duration autonomy…

Interest in bilevel optimization has grown in recent years, partially due to its applications to tackle challenging machine-learning problems. Several exciting recent works have been centered around developing efficient gradient-based…

Optimization and Control · Mathematics 2024-08-27 Liuyuan Jiang , Quan Xiao , Victor M. Tenorio , Fernando Real-Rojas , Antonio G. Marques , Tianyi Chen

Multi-task learning (MTL) aims to improve the performance of multiple related prediction tasks by leveraging useful information from them. Due to their flexibility and ability to reduce unknown coefficients substantially, the…

Machine Learning · Computer Science 2022-12-01 Yuzhao Zhang , Yifan Sun

Bilevel Optimization has witnessed notable progress recently with new emerging efficient algorithms. However, its application in the Federated Learning setting remains relatively underexplored, and the impact of Federated Learning's…

Machine Learning · Computer Science 2024-02-28 Junyi Li , Feihu Huang , Heng Huang

In optimization-based image restoration models, the correct selection of hyperparameters is crucial for achieving superior performance. However, current research typically involves manual tuning of these hyperparameters, which is highly…

Optimization and Control · Mathematics 2026-04-03 Hang Xie , Xuewen Li , Peili Li , Qiuyu Wang

We consider the standard optimistic bilevel optimization problem, in particular upper- and lower-level constraints can be coupled. By means of the lower-level value function, the problem is transformed into a single-level optimization…

Optimization and Control · Mathematics 2019-12-17 Andreas Fischer , Alain B. Zemkoho , Shenglong Zhou

Continual learning aims to learn continuously from a stream of tasks and data in an online-learning fashion, being capable of exploiting what was learned previously to improve current and future tasks while still being able to perform well…

Machine Learning · Computer Science 2020-07-31 Quang Pham , Doyen Sahoo , Chenghao Liu , Steven C. H Hoi

The integration of optimization problems within neural network architectures represents a fundamental shift from traditional approaches to handling constraints in deep learning. While it is long known that neural networks can incorporate…

Machine Learning · Computer Science 2024-12-31 Calder Katyal

Identifying statistical regularities in solutions to some tasks in multi-task reinforcement learning can accelerate the learning of new tasks. Skill learning offers one way of identifying these regularities by decomposing pre-collected…

Machine Learning · Computer Science 2022-12-12 Yiding Jiang , Evan Zheran Liu , Benjamin Eysenbach , Zico Kolter , Chelsea Finn

This paper proposes a multi-scale method to design a continuous-time distributed algorithm for constrained convex optimization problems by using multi-agents with Markov switched network dynamics and noisy inter-agent communications. Unlike…

Optimization and Control · Mathematics 2021-03-02 Wei Ni , Xiaoli Wang

This paper proposes a Real-Time Market (RTM) platform for an aggregator and its corresponding prosumers to participate in the electricity wholesale market. The proposed energy market platform is modeled as a bilevel optimization problem…

Optimization and Control · Mathematics 2022-09-13 Koorosh Shomalzadeh , Jacquelien M. A. Scherpen , M. Kanat Camlibel

In this paper, we consider non-convex stochastic bilevel optimization (SBO) problems that have many applications in machine learning. Although numerous studies have proposed stochastic algorithms for solving these problems, they are limited…

Optimization and Control · Mathematics 2021-06-15 Zhishuai Guo , Quanqi Hu , Lijun Zhang , Tianbao Yang