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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

In this paper, we study a class of bilevel optimization problems, also known as simple bilevel optimization, where we minimize a smooth objective function over the optimal solution set of another convex constrained optimization problem.…

Optimization and Control · Mathematics 2023-04-25 Ruichen Jiang , Nazanin Abolfazli , Aryan Mokhtari , Erfan Yazdandoost Hamedani

We consider the convex bilevel optimization problem, also known as simple bilevel programming. There are two challenges in solving convex bilevel optimization problems. Firstly, strong duality is not guaranteed due to the lack of Slater…

Optimization and Control · Mathematics 2025-09-29 Khanh-Hung Giang-Tran , Nam Ho-Nguyen , Fatma Kılınç-Karzan , Lingqing Shen

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 reveals the inner structure of otherwise oblique optimization problems, such as hyperparameter tuning, neural architecture search, and meta-learning. A common goal in bilevel optimization is to minimize a…

Optimization and Control · Mathematics 2026-04-29 Lesi Chen , Jing Xu , Jingzhao Zhang

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

This paper studies simple bilevel problems, where a convex upper-level function is minimized over the optimal solutions of a convex lower-level problem. We first show the fundamental difficulty of simple bilevel problems, that the…

Optimization and Control · Mathematics 2025-01-28 Huaqing Zhang , Lesi Chen , Jing Xu , Jingzhao Zhang

Level-set methods for convex optimization are predicated on the idea that certain problems can be parameterized so that their solutions can be recovered as the limiting process of a root-finding procedure. This idea emerges time and again…

Optimization and Control · Mathematics 2020-05-19 Ron Estrin , Michael P. Friedlander

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

Bilevel linear programming (LP) is one of the simplest classes of bilevel optimization problems, yet it is known to be NP-hard in general. Specifically, determining whether the optimal objective value of a bilevel LP is at least as good as…

Optimization and Control · Mathematics 2026-03-23 Nagisa Sugishita , Margarida Carvalho

Bilevel optimization is an important class of optimization problems where one optimization problem is nested within another. While various methods have emerged to address unconstrained general bilevel optimization problems, there has been a…

Optimization and Control · Mathematics 2024-03-15 Nazanin Abolfazli , Ruichen Jiang , Aryan Mokhtari , Erfan Yazdandoost Hamedani

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 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 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

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

Bilevel optimization formulates hierarchical decision-making processes that arise in many real-world applications such as in pricing, network design, and infrastructure defense planning. In this paper, we consider a class of bilevel…

Optimization and Control · Mathematics 2021-04-20 Geunyeong Byeon , Pascal Van Hentenryck

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

Bilevel learning has gained prominence in machine learning, inverse problems, and imaging applications, including hyperparameter optimization, learning data-adaptive regularizers, and optimizing forward operators. The large-scale nature of…

Optimization and Control · Mathematics 2025-05-20 Mohammad Sadegh Salehi , Subhadip Mukherjee , Lindon Roberts , Matthias J. Ehrhardt

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 coupling constraints in linear bilevel optimization can lead to disconnected feasible sets, which is not possible without coupling constraints. However, there is no difference between linear bilevel problems with and…

Optimization and Control · Mathematics 2024-06-18 Dorothee Henke , Henri Lefebvre , Martin Schmidt , Johannes Thürauf
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