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In this paper, we consider non-convex stochastic bilevel optimization (SBO) problems that have many applications in machine learning. Although numerous studies have proposed stochastic algorithms for solving these problems, they are limited…

Optimization and Control · Mathematics 2021-06-15 Zhishuai Guo , Quanqi Hu , Lijun Zhang , Tianbao Yang

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…

Optimization and Control · Mathematics 2024-05-17 Risheng Liu , Zhu Liu , Wei Yao , Shangzhi Zeng , Jin Zhang

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 Programming is used to model complex and conflicting interactions between agents, for example in Robust AI or Privacy-preserving AI. Integrating bilevel mathematical programming within deep learning is thus an essential…

Machine Learning · Computer Science 2023-03-01 Francesco Alesiani

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

Many combinatorial optimization problems entail a number of hierarchically dependent optimization problems. An often used solution is to associate a suitably large cost with each individual optimization problem, such that the solution of…

Logic in Computer Science · Computer Science 2009-04-02 Josep Argelich , Ines Lynce , Joao Marques-Silva

Stochastic bilevel optimization (SBO) has been integrated into many machine learning paradigms recently, including hyperparameter optimization, meta learning, and reinforcement learning. Along with the wide range of applications, there have…

Machine Learning · Computer Science 2026-04-07 Xuelin Zhang , Hong Chen , Bin Gu , Tieliang Gong , Feng Zheng

Bi-level optimization, especially the gradient-based category, has been widely used in the deep learning community including hyperparameter optimization and meta-knowledge extraction. Bi-level optimization embeds one problem within another…

Machine Learning · Computer Science 2023-07-11 Can Chen , Xi Chen , Chen Ma , Zixuan Liu , Xue Liu

We present in this paper novel accelerated fully first-order methods in \emph{Bilevel Optimization} (BLO). Firstly, for BLO under the assumption that the lower-level functions admit the typical strong convexity assumption, the…

Optimization and Control · Mathematics 2024-07-10 Chris Junchi Li

Bilevel optimization problems comprise an upper level optimization task that contains a lower level optimization task as a constraint. While there is a significant and growing literature devoted to solving bilevel problems with single…

Neural and Evolutionary Computing · Computer Science 2024-09-06 Bing Wang , Hemant K. Singh , Tapabrata Ray

Bilevel optimization has been recently used in many machine learning problems such as hyperparameter optimization, policy optimization, and meta learning. Although many bilevel optimization methods have been proposed, they still suffer from…

Optimization and Control · Mathematics 2022-10-27 Feihu Huang , Junyi Li , Shangqian Gao , Heng Huang

Bi-level optimization problems, where one wishes to find the global minimizer of an upper-level objective function over the globally optimal solution set of a lower-level objective, arise in a variety of scenarios throughout science and…

Optimization and Control · Mathematics 2025-05-13 Nicolás García Trillos , Sixu Li , Konstantin Riedl , Yuhua Zhu

In this paper, we introduce a new functional point of view on bilevel optimization problems for machine learning, where the inner objective is minimized over a function space. These types of problems are most often solved by using methods…

Machine Learning · Statistics 2024-12-10 Ieva Petrulionyte , Julien Mairal , Michael Arbel

Bilevel programs (BPs) find a wide range of applications in fields such as energy, transportation, and machine learning. As compared to BPs with continuous (linear/convex) optimization problems in both levels, the BPs with discrete decision…

Optimization and Control · Mathematics 2024-07-25 Bo Zhou , Ruiwei Jiang , Siqian Shen

The bilevel facility location problem (BO-FLP) is one of the core optimization problems behind the design of many decentralized industrial systems, e.g., supply chain systems where a supplier constructs some critical facilities and then…

Optimization and Control · Mathematics 2026-03-24 Haitao Hu , Jing Li , Jiafu Tang , Bo Zeng

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

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

Topology optimization (TO) is a method of deriving an optimal design that satisfies a given load and boundary conditions within a design domain. This method enables effective design without initial design, but has been limited in use due to…

Machine Learning · Computer Science 2023-06-06 Seungyeon Shin , Dongju Shin , Namwoo Kang

Gradient-based multilevel optimization (MLO) has gained attention as a framework for studying numerous problems, ranging from hyperparameter optimization and meta-learning to neural architecture search and reinforcement learning. However,…

Machine Learning · Computer Science 2023-03-16 Sang Keun Choe , Willie Neiswanger , Pengtao Xie , Eric Xing

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