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Bilevel optimization is a powerful tool for many machine learning problems, such as hyperparameter optimization and meta-learning. Estimating hypergradients (also known as implicit gradients) is crucial for developing gradient-based methods…

Optimization and Control · Mathematics 2025-05-06 Youran Dong , Junfeng Yang , Wei Yao , Jin Zhang

Bilevel optimization has witnessed a resurgence of interest, driven by its critical role in trustworthy and efficient AI applications. While many recent works have established convergence to stationary points or local minima, obtaining the…

Optimization and Control · Mathematics 2024-12-25 Quan Xiao , Tianyi Chen

Bilevel optimization has been developed for many machine learning tasks with large-scale and high-dimensional data. This paper considers a constrained bilevel optimization problem, where the lower-level optimization problem is convex with…

Machine Learning · Computer Science 2023-08-22 Siyuan Xu , Minghui Zhu

Bilevel optimization is characterized by a two-level optimization structure, where the upper-level problem is constrained by optimal lower-level solutions, and such structures are prevalent in real-world problems. The constraint by optimal…

Machine Learning · Computer Science 2025-05-29 Ruth Wan Theng Chew , Quoc Phong Nguyen , Bryan Kian Hsiang Low

Bilevel optimization has been recently used in many machine learning problems such as hyperparameter optimization, policy optimization, and meta learning. Although many bilevel optimization methods have been proposed, they still suffer from…

Optimization and Control · Mathematics 2022-10-27 Feihu Huang , Junyi Li , Shangqian Gao , Heng Huang

Bilevel optimization has found successful applications in various machine learning problems, including hyper-parameter optimization, data cleaning, and meta-learning. However, its huge computational cost presents a significant challenge for…

Machine Learning · Computer Science 2024-11-05 Xiaoyu Wang , Rui Pan , Renjie Pi , Jipeng Zhang

Bilevel optimization has gained significant attention in recent years due to its broad applications in machine learning. This paper focuses on bilevel optimization in decentralized networks and proposes a novel single-loop algorithm for…

Optimization and Control · Mathematics 2024-04-24 Youran Dong , Shiqian Ma , Junfeng Yang , Chao Yin

Bilevel optimization plays an essential role in many machine learning tasks, ranging from hyperparameter optimization to meta-learning. Existing studies on bilevel optimization, however, focus on either centralized or synchronous…

Machine Learning · Computer Science 2023-02-27 Yang Jiao , Kai Yang , Tiancheng Wu , Dongjin Song , Chengtao Jian

We consider simple bilevel optimization problems where the goal is to compute among the optimal solutions of a composite convex optimization problem, one that minimizes a secondary objective function. Our main contribution is threefold. (i)…

Optimization and Control · Mathematics 2025-04-14 Sepideh Samadi , Daniel Burbano , Farzad Yousefian

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

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

This paper studies minimax optimization problems $\min_x \max_y f(x,y)$, where $f(x,y)$ is $m_x$-strongly convex with respect to $x$, $m_y$-strongly concave with respect to $y$ and $(L_x,L_{xy},L_y)$-smooth. Zhang et al. provided the…

Machine Learning · Computer Science 2020-10-20 Yuanhao Wang , Jian Li

This paper studies a class of simple bilevel optimization problems where we minimize a composite convex function at the upper-level subject to a composite convex lower-level problem. Existing methods either provide asymptotic guarantees for…

Optimization and Control · Mathematics 2024-03-06 Jiulin Wang , Xu Shi , Rujun Jiang

We consider a generic min-max multi-objective bilevel optimization problem with applications in robust machine learning such as representation learning and hyperparameter optimization. We design MORBiT, a novel single-loop gradient…

Machine Learning · Computer Science 2023-03-08 Alex Gu , Songtao Lu , Parikshit Ram , Lily Weng

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

Bilevel optimization has been applied to a wide variety of machine learning models, and numerous stochastic bilevel optimization algorithms have been developed in recent years. However, most existing algorithms restrict their focus on the…

Machine Learning · Computer Science 2023-03-28 Hongchang Gao , Bin Gu , My T. Thai

Constrained bilevel optimization tackles nested structures present in constrained learning tasks like constrained meta-learning, adversarial learning, and distributed bilevel optimization. However, existing bilevel optimization methods…

Optimization and Control · Mathematics 2024-06-05 Wei Yao , Haian Yin , Shangzhi Zeng , Jin Zhang

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

In this paper, we study a class of bilevel programming problem where the inner objective function is strongly convex. More specifically, under some mile assumptions on the partial derivatives of both inner and outer objective functions, we…

Optimization and Control · Mathematics 2018-02-08 Saeed Ghadimi , Mengdi Wang

Bilevel optimization problems embed the optimality of a subproblem as a constraint of another optimization problem. We introduce the concept of near-optimality robustness for bilevel optimization, protecting the upper-level solution…

Optimization and Control · Mathematics 2024-07-15 Mathieu Besançon , Miguel F. Anjos , Luce Brotcorne