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In this paper, we consider bilevel optimization problem where the lower-level has coupled constraints, i.e. the constraints depend both on the upper- and lower-level variables. In particular, we consider two settings for the lower-level…

Optimization and Control · Mathematics 2025-03-14 Xiaotian Jiang , Jiaxiang Li , Mingyi Hong , Shuzhong Zhang

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

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

Bilevel optimization poses a significant computational challenge due to its nested structure, where each upper-level candidate solution requires solving a corresponding lower-level problem. While evolutionary algorithms (EAs) are effective…

Neural and Evolutionary Computing · Computer Science 2025-06-10 Dejun Xu , Jijia Chen , Gary G. Yen , Min Jiang

The goal of coreset selection in supervised learning is to produce a weighted subset of data, so that training only on the subset achieves similar performance as training on the entire dataset. Existing methods achieved promising results in…

Machine Learning · Computer Science 2023-01-25 Xiao Zhou , Renjie Pi , Weizhong Zhang , Yong Lin , Tong Zhang

Decision trees are among the most popular machine learning models and are used routinely in applications ranging from revenue management and medicine to bioinformatics. In this paper, we consider the problem of learning optimal binary…

Machine Learning · Computer Science 2023-07-20 Sina Aghaei , Andrés Gómez , Phebe Vayanos

The acquisition of explicit user feedback (e.g., ratings) in real-world recommender systems is often hindered by the need for active user involvement. To mitigate this issue, implicit feedback (e.g., clicks) generated during user browsing…

Information Retrieval · Computer Science 2023-06-02 Zongwei Wang , Min Gao , Wentao Li , Junliang Yu , Linxin Guo , Hongzhi Yin

In recent years, there has been a surge of machine learning applications developed with hierarchical structure, which can be approached from Bi-Level Optimization (BLO) perspective. However, most existing gradient-based methods overlook the…

Optimization and Control · Mathematics 2025-12-16 Risheng Liu , Yaohua Liu , Shangzhi Zeng , Jin Zhang

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

Bilevel Optimization has witnessed notable progress recently with new emerging efficient algorithms and has been applied to many machine learning tasks such as data cleaning, few-shot learning, and neural architecture search. However,…

Machine Learning · Computer Science 2022-05-04 Junyi Li , Feihu Huang , Heng Huang

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

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

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 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

Bilevel optimization has gained prominence in various applications. In this study, we introduce a framework for solving bilevel optimization problems, where the variables in both the lower and upper levels are constrained on Riemannian…

Optimization and Control · Mathematics 2024-11-05 Andi Han , Bamdev Mishra , Pratik Jawanpuria , Akiko Takeda

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

This paper investigates simple bilevel optimization problems where we minimize an upper-level objective over the optimal solution set of a convex lower-level objective. Existing methods for such problems either only guarantee asymptotic…

Optimization and Control · Mathematics 2024-11-05 Pengyu Chen , Xu Shi , Rujun Jiang , Jiulin Wang

Estimating hyperparameters has been a long-standing problem in machine learning. We consider the case where the task at hand is modeled as the solution to an optimization problem. Here the exact gradient with respect to the hyperparameters…

Optimization and Control · Mathematics 2023-11-16 Matthias J. Ehrhardt , Lindon Roberts

With the development of large-scale models, traditional distributed bilevel optimization algorithms cannot be applied directly in low-resource clients. The key reason lies in the excessive computation involved in optimizing both the lower-…

Distributed, Parallel, and Cluster Computing · Computer Science 2026-01-01 Mingyi Li , Xiao Zhang , Ruisheng Zheng , Hongjian Shi , Yuan Yuan , Xiuzhen Cheng , Dongxiao Yu

We first show a simple but striking result in bilevel optimization: unconstrained $C^\infty$ smooth bilevel programming is as hard as general extended-real-valued lower semicontinuous minimization. We then proceed to a worst-case analysis…

Computational Complexity · Computer Science 2025-01-29 Jérôme Bolte , Quoc-Tung Le , Edouard Pauwels , Samuel Vaiter