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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

Stochastic bilevel optimization generalizes the classic stochastic optimization from the minimization of a single objective to the minimization of an objective function that depends the solution of another optimization problem. Recently,…

Optimization and Control · Mathematics 2022-04-01 Tianyi Chen , Yuejiao Sun , Quan Xiao , Wotao Yin

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

We consider minimization problems with the well-known Polya-Lojasievich condition and Lipshitz-continuous gradient. Such problem occurs in different places in machine learning and related fields. Furthermore, we assume that a gradient is…

Optimization and Control · Mathematics 2023-12-12 Sergei M. Puchinin , Fedor S. Stonyakin

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 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

Gradient methods have become mainstream techniques for Bi-Level Optimization (BLO) in learning and vision fields. The validity of existing works heavily relies on solving a series of approximation subproblems with extraordinarily high…

Optimization and Control · Mathematics 2022-05-23 Risheng Liu , Xuan Liu , Wei Yao , Shangzhi Zeng , Jin Zhang

This paper develops a comprehensive convergence analysis for generic classes of descent algorithms in nonsmooth and nonconvex optimization under several conditions of the Polyak-\L ojasiewicz-Kurdyka (PLK) type. Along other results, we…

Optimization and Control · Mathematics 2025-02-13 G. C. Bento , B. S. Mordukhovich , T. S. Mota , Yu. Nesterov

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

In recent years, a variety of gradient-based methods have been developed to solve Bi-Level Optimization (BLO) problems in machine learning and computer vision areas. However, the theoretical correctness and practical effectiveness of these…

Machine Learning · Computer Science 2022-01-04 Risheng Liu , Pan Mu , Xiaoming Yuan , Shangzhi Zeng , Jin Zhang

We propose efficient methods for solving stochastic simple bilevel optimization problems with convex inner levels, where the goal is to minimize an outer stochastic objective function subject to the solution set of an inner stochastic…

Optimization and Control · Mathematics 2025-11-25 Khanh-Hung Giang-Tran , Soroosh Shafiee , Nam Ho-Nguyen

In recent years, Bi-Level Optimization (BLO) techniques have received extensive attentions from both learning and vision communities. A variety of BLO models in complex and practical tasks are of non-convex follower structure in nature…

Machine Learning · Computer Science 2021-10-29 Risheng Liu , Yaohua Liu , Shangzhi Zeng , Jin Zhang

Policy gradients methods apply to complex, poorly understood, control problems by performing stochastic gradient descent over a parameterized class of polices. Unfortunately, even for simple control problems solvable by standard dynamic…

Machine Learning · Computer Science 2022-06-22 Jalaj Bhandari , Daniel Russo

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

Bilevel optimization is widely applied in many machine learning tasks such as hyper-parameter learning, meta learning and reinforcement learning. Although many algorithms recently have been developed to solve the bilevel optimization…

Optimization and Control · Mathematics 2024-07-26 Feihu Huang

Large over-parametrized models learned via stochastic gradient descent (SGD) methods have become a key element in modern machine learning. Although SGD methods are very effective in practice, most theoretical analyses of SGD suggest slower…

Optimization and Control · Mathematics 2018-11-08 Raef Bassily , Mikhail Belkin , Siyuan Ma

In this paper, we consider a class of nonconvex-nonconcave minimax problems, i.e., NC-PL minimax problems, whose objective functions satisfy the Polyak-\L ojasiewicz (PL) condition with respect to the inner variable. We propose a…

Optimization and Control · Mathematics 2023-05-30 Zi Xu , Zi-Qi Wang , Jun-Lin Wang , Yu-Hong Dai

In this paper we propose a generalized condition for a sharp minimum, somewhat similar to the inexact oracle proposed recently by Devolder-Glineur-Nesterov. The proposed approach makes it possible to extend the class of applicability of…

Optimization and Control · Mathematics 2022-12-13 S. S. Ablaev , D. V. Makarenko , F. S. Stonyakin , M. S. Alkousa , I. V. Baran

Bilevel optimization is a fundamental tool in hierarchical decision-making and has been widely applied to machine learning tasks such as hyperparameter tuning, meta-learning, and continual learning. While significant progress has been made…

Optimization and Control · Mathematics 2025-04-25 Nazanin Abolfazli , Sina Sharifi , Mahyar Fazlyab , Erfan Yazdandoost Hamedani

The success of deep learning is due, to a large extent, to the remarkable effectiveness of gradient-based optimization methods applied to large neural networks. The purpose of this work is to propose a modern view and a general mathematical…

Machine Learning · Computer Science 2021-05-28 Chaoyue Liu , Libin Zhu , Mikhail Belkin