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Bilevel optimization has been successfully applied to many important machine learning problems. Algorithms for solving bilevel optimization have been studied under various settings. In this paper, we study the nonconvex-strongly-convex…

Optimization and Control · Mathematics 2022-06-14 Xuxing Chen , Minhui Huang , Shiqian Ma

Bilevel optimization is a hierarchical framework where an upper-level optimization problem is constrained by a lower-level problem, commonly used in machine learning applications such as hyperparameter optimization. Existing bilevel…

Optimization and Control · Mathematics 2026-03-03 Yuman Wu , Xiaochuan Gong , Jie Hao , 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

This paper firstly proposes a convex bilevel optimization paradigm to formulate and optimize popular learning and vision problems in real-world scenarios. Different from conventional approaches, which directly design their iteration schemes…

Computer Vision and Pattern Recognition · Computer Science 2021-12-30 Risheng Liu , Long Ma , Xiaoming Yuan , Shangzhi Zeng , Jin Zhang

In this paper we study a class of unconstrained and constrained bilevel optimization problems in which the lower level is a possibly nonsmooth convex optimization problem, while the upper level is a possibly nonconvex optimization problem.…

Optimization and Control · Mathematics 2024-03-08 Zhaosong Lu , Sanyou Mei

In this paper, we introduce a new functional point of view on bilevel optimization problems for machine learning, where the inner objective is minimized over a function space. These types of problems are most often solved by using methods…

Machine Learning · Statistics 2024-12-10 Ieva Petrulionyte , Julien Mairal , Michael Arbel

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

We present a new feasible proximal gradient method for constrained optimization where both the objective and constraint functions are given by the summation of a smooth, possibly nonconvex function and a convex simple function. The…

Optimization and Control · Mathematics 2024-02-01 Digvijay Boob , Qi Deng , Guanghui Lan

(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 study a class of bilevel optimization problems in which both the upper- and lower-level problems have minimax structures. This setting captures a broad range of emerging applications. Despite the extensive literature on bilevel…

Optimization and Control · Mathematics 2026-05-11 Yiyang Shen , Yutian He , Weiran Wang , Qihang Lin

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

It is well known that bilevel optimization problems are hard to solve both in theory and practice. In this paper, we highlight a further computational difficulty when it comes to solving bilevel problems with continuous but nonconvex lower…

Optimization and Control · Mathematics 2023-05-04 Yasmine Beck , Daniel Bienstock , Martin Schmidt , Johannes Thürauf

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

In this paper we analyze several new methods for solving nonconvex optimization problems with the objective function formed as a sum of two terms: one is nonconvex and smooth, and another is convex but simple and its structure is known.…

Optimization and Control · Mathematics 2014-06-25 A. Patrascu , I. Necoara

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

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

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

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

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

We propose a new family of multilevel methods for unconstrained minimization. The resulting strategies are multilevel extensions of high-order optimization methods based on q-order Taylor models (with q >= 1) that have been recently…

Numerical Analysis · Mathematics 2019-04-10 Henri Calandra , Serge Gratton , Elisa Riccietti , Xavier Vasseur