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Practical optimization problems may contain different kinds of difficulties that are often not tractable if one relies on a particular optimization method. Different optimization approaches offer different strengths that are good at…

Neural and Evolutionary Computing · Computer Science 2024-07-08 Ankur Sinha , Dhaval Pujara , Hemant Kumar Singh

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

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

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

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

Bilevel optimization enjoys a wide range of applications in emerging machine learning and signal processing problems such as hyper-parameter optimization, image reconstruction, meta-learning, adversarial training, and reinforcement…

Machine Learning · Computer Science 2025-01-08 Han Shen , Quan Xiao , Tianyi Chen

We study a class of bilevel convex optimization problems where the goal is to find the minimizer of an objective function in the upper level, among the set of all optimal solutions of an optimization problem in the lower level. A wide range…

Optimization and Control · Mathematics 2018-09-27 Mostafa Amini , Farzad Yousefian

This paper studies how to apply differential privacy to constrained optimization problems whose inputs are sensitive. This task raises significant challenges since random perturbations of the input data often render the constrained…

Optimization and Control · Mathematics 2021-01-07 Terrence W. K. Mak , Ferdinando Fioretto , Pascal Van Hentenryck

Handling uncertainty is critical for ensuring reliable decision-making in intelligent systems. Modern neural networks are known to be poorly calibrated, resulting in predicted confidence scores that are difficult to use. This article…

Machine Learning · Computer Science 2026-05-18 Gabriele Sanguin , Arjun Pakrashi , Marco Viola , Francesco Rinaldi

Bilevel optimization, in which one optimization problem is nested inside another, underlies many machine learning applications with a hierarchical structure -- such as meta-learning and hyperparameter optimization. Such applications often…

Machine Learning · Computer Science 2025-11-10 Andrew Lowy , Daogao Liu

Bilevel programming has recently received attention in the literature due to its wide range of applications, including reinforcement learning and hyper-parameter optimization. However, it is widely assumed that the underlying bilevel…

Machine Learning · Computer Science 2024-10-11 Parvin Nazari , Ahmad Mousavi , Davoud Ataee Tarzanagh , George Michailidis

Bilevel Optimization has experienced significant advancements recently with the introduction of new efficient algorithms. Mirroring the success in single-level optimization, stochastic gradient-based algorithms are widely used in bilevel…

Optimization and Control · Mathematics 2024-11-12 Junyi Li , Heng Huang

Bilevel programming problems frequently arise in real-world applications across various fields, including transportation, economics, energy markets and healthcare. These problems have been proven to be NP-hard even in the simplest form with…

Optimization and Control · Mathematics 2024-09-06 Sina Hajikazemi , Florian Steinke

A large number of application problems involve two levels of optimization, where one optimization task is nested inside the other. These problems are known as bilevel optimization problems and have been studied by both classical…

Optimization and Control · Mathematics 2017-05-09 Ankur Sinha , Zhichao Lu , Kalyanmoy Deb , Pekka Malo

Both bilevel and robust optimization are established fields of mathematical optimization and operations research. However, only until recently, the similarities in their mathematical structure has neither been studied theoretically nor…

Optimization and Control · Mathematics 2026-02-20 Henri Lefebvre , Martin Schmidt , Simon Stevens , Johannes Thürauf

Bilevel optimization is a key framework in hierarchical decision-making, where one problem is embedded within the constraints of another. In this work, we propose a control-theoretic approach to solving bilevel optimization problems. Our…

Optimization and Control · Mathematics 2025-03-25 Sina Sharifi , Nazanin Abolfazli , Erfan Yazdandoost Hamedani , Mahyar Fazlyab

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 recently has attracted increased interest in machine learning due to its many applications such as hyper-parameter optimization and meta learning. Although many bilevel methods recently have been proposed, these methods…

Optimization and Control · Mathematics 2023-02-21 Feihu Huang , Junyi Li , Shangqian Gao

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

Gradient-based bilevel optimisation is a powerful technique with applications in hyperparameter optimisation, task adaptation, algorithm discovery, meta-learning more broadly, and beyond. It often requires differentiating through the…

Machine Learning · Computer Science 2025-06-11 Iurii Kemaev , Dan A Calian , Luisa M Zintgraf , Gregory Farquhar , Hado van Hasselt