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This paper reviews gradient-based techniques to solve bilevel optimization problems. Bilevel optimization is a general way to frame the learning of systems that are implicitly defined through a quantity that they minimize. This…

Machine Learning · Computer Science 2023-05-26 Nicolas Zucchet , João Sacramento

Simple bilevel problems are optimization problems in which we want to find an optimal solution to an inner problem that minimizes an outer objective function. Such problems appear in many machine learning and signal processing applications…

Optimization and Control · Mathematics 2022-12-21 Lior Doron , Shimrit Shtern

Bilevel optimization has arisen as a powerful tool in modern machine learning. However, due to the nested structure of bilevel optimization, even gradient-based methods require second-order derivative approximations via Jacobian- or/and…

Machine Learning · Computer Science 2022-06-07 Daouda Sow , Kaiyi Ji , Yingbin Liang

In this letter, we consider a bilevel optimization problem in which the outer-level objective function is strongly convex, whereas the inner-level problem consists of a finite sum of convex functions. Bilevel optimization problems arise in…

Optimization and Control · Mathematics 2026-01-22 Sudkobfa Boontawee , Mootta Prangprakhon , Nimit Nimana

Integrated learning and optimization (ILO) is a framework in contextual optimization which aims to train a predictive model for the probability distribution of the underlying problem data uncertainty, with the goal of enhancing the quality…

Optimization and Control · Mathematics 2026-01-26 Yuan Tao , Huifu Xu

Bilevel optimization has found extensive applications in modern machine learning problems such as hyperparameter optimization, neural architecture search, meta-learning, etc. While bilevel problems with a unique inner minimal point (e.g.,…

Optimization and Control · Mathematics 2022-06-09 Daouda Sow , Kaiyi Ji , Ziwei Guan , Yingbin Liang

Bilevel optimization (BLO) problem, where two optimization problems (referred to as upper- and lower-level problems) are coupled hierarchically, has wide applications in areas such as machine learning and operations research. Recently, many…

Optimization and Control · Mathematics 2025-05-19 Xiaotian Jiang , Ioannis Tsaknakis , Prashant Khanduri , Mingyi Hong

With the success that the field of bilevel optimization has seen in recent years, similar methodologies have started being applied to solving more difficult applications that arise in trilevel optimization. At the helm of these applications…

Optimization and Control · Mathematics 2025-05-13 Tommaso Giovannelli , Griffin Dean Kent , Luis Nunes Vicente

Although application examples of multilevel optimization have already been discussed since the 1990s, the development of solution methods was almost limited to bilevel cases due to the difficulty of the problem. In recent years, in machine…

Optimization and Control · Mathematics 2021-10-27 Ryo Sato , Mirai Tanaka , Akiko Takeda

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

This paper considers the smooth bilevel optimization in which the lower-level problem is strongly convex and the upper-level problem is possibly nonconvex. We focus on the stochastic setting where the algorithm can access the unbiased…

Machine Learning · Computer Science 2025-12-16 Zhuanghua Liu , Luo Luo

This paper considers a class of distributed bilevel optimization (DBO) problems with a coupled inner-level subproblem. Existing approaches typically rely on hypergradient estimations involving computationally expensive Hessian evaluation.…

Optimization and Control · Mathematics 2026-02-27 Youcheng Niu , Jinming Xu , Ying Sun , Li Chai , Jiming Chen

This paper presents a comprehensive review of techniques proposed in the literature for solving bilevel optimization problems encountered in various real-life applications. Bilevel optimization is an appropriate choice for hierarchical…

Optimization and Control · Mathematics 2025-11-06 Dhaval Pujara , Ankur Sinha

When faced with multiple minima of an "inner-level" convex optimization problem, the convex bilevel optimization problem selects an optimal solution which also minimizes an auxiliary "outer-level" convex objective of interest. Bilevel…

Optimization and Control · Mathematics 2024-10-10 Khanh-Hung Giang-Tran , Nam Ho-Nguyen , Dabeen Lee

Federated bilevel optimization has received increasing attention in various emerging machine learning and communication applications. Recently, several Hessian-vector-based algorithms have been proposed to solve the federated bilevel…

Machine Learning · Computer Science 2023-02-13 Minhui Huang , Dewei Zhang , Kaiyi Ji

Many large-scale constrained optimization problems can be formulated as bilevel distributed optimization tasks over undirected networks, where agents collaborate to minimize a global cost function while adhering to constraints, relying only…

Optimization and Control · Mathematics 2025-11-25 Ajay Tak , Mayank Baranwal

We tackle the general differentiable meta learning problem that is ubiquitous in modern deep learning, including hyperparameter optimization, loss function learning, few-shot learning, invariance learning and more. These problems are often…

Machine Learning · Computer Science 2024-10-15 Minyoung Kim , Timothy M. Hospedales

In recent years, decentralized bilevel optimization problems have received increasing attention in the networking and machine learning communities thanks to their versatility in modeling decentralized learning problems over peer-to-peer…

Machine Learning · Computer Science 2022-10-07 Zhuqing Liu , Xin Zhang , Prashant Khanduri , Songtao Lu , Jia Liu

Due to the hierarchical structure of many machine learning problems, bilevel programming is becoming more and more important recently, however, the complicated correlation between the inner and outer problem makes it extremely challenging…

Machine Learning · Computer Science 2020-09-03 Junyi Li , Bin Gu , Heng Huang

This paper studies the unconstrained nonconvex-strongly-convex bilevel optimization problem. A common approach to solving this problem is to alternately update the upper-level and lower-level variables using (biased) stochastic gradients or…

Optimization and Control · Mathematics 2025-03-18 Haimei Huo , Zhixun Su