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This work formulates the machine learning mechanism as a bi-level optimization problem. The inner level optimization loop entails minimizing a properly chosen loss function evaluated on the training data. This is nothing but the…

Machine Learning · Computer Science 2023-01-27 Maziar Raissi

The Gradient Descent-Ascent (GDA) algorithm, designed to solve minimax optimization problems, takes the descent and ascent steps either simultaneously (Sim-GDA) or alternately (Alt-GDA). While Alt-GDA is commonly observed to converge…

Optimization and Control · Mathematics 2024-07-16 Jaewook Lee , Hanseul Cho , Chulhee Yun

This paper introduces \textit{online bilevel optimization} in which a sequence of time-varying bilevel problems is revealed one after the other. We extend the known regret bounds for online single-level algorithms to the bilevel setting.…

Optimization and Control · Mathematics 2024-07-10 Davoud Ataee Tarzanagh , Parvin Nazari , Bojian Hou , Li Shen , Laura Balzano

Bilevel optimization is a field of significant theoretical and practical interest, yet solving such optimization problems remains challenging. Evolutionary methods have been employed to address these problems in the black-box setting;…

Neural and Evolutionary Computing · Computer Science 2026-04-06 Marc Ong , Youhei Akimoto

We propose a federated learning method with weighted nodes in which the weights can be modified to optimize the model's performance on a separate validation set. The problem is formulated as a bilevel optimization where the inner problem is…

Machine Learning · Computer Science 2022-10-11 Yankun Huang , Qihang Lin , Nick Street , Stephen Baek

Bilevel optimization has been recently revisited for designing and analyzing algorithms in hyperparameter tuning and meta learning tasks. However, due to its nested structure, evaluating exact gradients for high-dimensional problems is…

Machine Learning · Computer Science 2019-04-09 Amirreza Shaban , Ching-An Cheng , Nathan Hatch , Byron Boots

In recent years, a variety of gradient-based first-order methods have been developed to solve bi-level optimization problems for learning applications. However, theoretical guarantees of these existing approaches heavily rely on the…

Machine Learning · Computer Science 2020-07-03 Risheng Liu , Pan Mu , Xiaoming Yuan , Shangzhi Zeng , Jin Zhang

Two-level stochastic optimization formulations have become instrumental in a number of machine learning contexts such as continual learning, neural architecture search, adversarial learning, and hyperparameter tuning. Practical stochastic…

Optimization and Control · Mathematics 2023-11-08 Tommaso Giovannelli , Griffin Dean Kent , Luis Nunes Vicente

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

Motivated by high-dimensional nonlinear optimization problems as well as ill-posed optimization problems arising in image processing, we consider a bilevel optimization model where we seek among the optimal solutions of the inner level…

Optimization and Control · Mathematics 2018-09-27 Harshal Kaushik , Farzad Yousefian

Bilevel optimization has arisen as a powerful tool for many machine learning problems such as meta-learning, hyperparameter optimization, and reinforcement learning. In this paper, we investigate the nonconvex-strongly-convex bilevel…

Machine Learning · Computer Science 2021-08-30 Kaiyi Ji , Junjie Yang , Yingbin Liang

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 deals with nested problems in which a leader takes the first decision to minimize their objective function while accounting for a follower's best-response reaction. Constrained bilevel problems with integer variables…

Optimization and Control · Mathematics 2024-11-04 Justin Dumouchelle , Esther Julien , Jannis Kurtz , Elias B. Khalil

Bilevel optimization provides a powerful framework for modelling hierarchical decision-making systems. This work presents a sensitivity-based algorithm that addresses the bilevel structure directly by treating the lower-level optimal…

Optimization and Control · Mathematics 2026-05-28 Eduardo Nolasco , Ross D. King , Vassilios S. Vassiliadis

In this paper, we study a class of bilevel optimization problems where the lower-level problem is a convex composite optimization model, which arises in various applications, including bilevel hyperparameter selection for regularized…

Optimization and Control · Mathematics 2026-05-13 Xiaoning Bai , Shangzhi Zeng , Jin Zhang , Lezhi Zhang

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

Recently, lower-level constrained bilevel optimization has attracted increasing attention. However, existing methods mostly focus on either deterministic cases or problems with linear constraints. The main challenge in stochastic cases with…

Optimization and Control · Mathematics 2025-10-13 Hantao Nie , Jiaxiang Li , Zaiwen Wen

Bilevel optimization, a well-established field for modeling hierarchical decision-making problems, has recently intersected with sustainability studies and practices, resulting in a series of works focusing on bilevel optimization problems…

Optimization and Control · Mathematics 2026-04-07 Giulia Caselli , Manuel Iori , Ivana Ljubić

Bilevel optimization has arisen as a powerful tool for solving a variety of machine learning problems. Two current popular bilevel optimizers AID-BiO and ITD-BiO naturally involve solving one or two sub-problems, and consequently, whether…

Machine Learning · Computer Science 2022-06-02 Kaiyi Ji , Mingrui Liu , Yingbin Liang , Lei Ying

We consider a bilevel learning framework for learning linear operators. In this framework, the learnable parameters are optimized via a loss function that also depends on the minimizer of a convex optimization problem (denoted lower-level…

Optimization and Control · Mathematics 2025-06-10 Lea Bogensperger , Matthias J. Ehrhardt , Thomas Pock , Mohammad Sadegh Salehi , Hok Shing Wong
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