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In this paper, we propose a procedure for designing controlled test problems for single-objective bilevel optimization. The construction procedure is flexible and allows its user to control the different complexities that are to be included…
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…
Bilevel optimization has been widely applied in many important machine learning applications such as hyperparameter optimization and meta-learning. Recently, several momentum-based algorithms have been proposed to solve bilevel optimization…
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…
In this work, we develop analysis and algorithms for a class of (stochastic) bilevel optimization problems whose lower-level (LL) problem is strongly convex and linearly constrained. Most existing approaches for solving such problems rely…
This work focuses on addressing two major challenges in the context of large-scale nonconvex Bi-Level Optimization (BLO) problems, which are increasingly applied in machine learning due to their ability to model nested structures. These…
Bilevel optimization is a popular two-level hierarchical optimization, which has been widely applied to many machine learning tasks such as hyperparameter learning, meta learning and continual learning. Although many bilevel optimization…
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…
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…
In this paper, we focus on the nonconvex-strongly-convex bilevel optimization problem (BLO). In this BLO, the objective function of the upper-level problem is nonconvex and possibly nonsmooth, and the lower-level problem is smooth and…
In this paper, we propose a novel primal-dual inexact gradient projection method for nonlinear optimization problems with convex-set constraint. This method only needs inexact computation of the projections onto the convex set for each…
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…
Convex optimization problems arising in applications often have favorable objective functions and complicated constraints, thereby precluding first-order methods from being immediately applicable. We describe an approach that exchanges the…
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…
In this paper, we propose a multilevel stochastic framework for the solution of nonconvex unconstrained optimization problems. The proposed approach uses random regularized first-order models that exploit an available hierarchical…
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…
Bilevel reinforcement learning (RL), which features intertwined two-level problems, has attracted growing interest recently. The inherent non-convexity of the lower-level RL problem is, however, to be an impediment to developing bilevel…
Solving a bilevel optimization problem is at the core of several machine learning problems such as hyperparameter tuning, data denoising, meta- and few-shot learning, and training-data poisoning. Different from simultaneous or…
For minimizing a strongly convex objective function subject to linear inequality constraints, we consider a penalty approach that allows one to utilize stochastic methods for problems with a large number of constraints and/or objective…
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…