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This paper studies online convex optimization with unknown linear budget constraints, where only the gradient information of the objective and the bandit feedback of constraint functions are observed. We propose a safe and efficient…

Optimization and Control · Mathematics 2025-03-10 Shanqi Liu , Xin Liu

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…

Optimization and Control · Mathematics 2022-12-26 Xiaoyin Hu , Nachuan Xiao , Xin Liu , Kim-Chuan Toh

Bilevel Optimization has witnessed notable progress recently with new emerging efficient algorithms and has been applied to many machine learning tasks such as data cleaning, few-shot learning, and neural architecture search. However,…

Machine Learning · Computer Science 2022-05-04 Junyi Li , Feihu Huang , Heng Huang

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

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…

Machine Learning · Computer Science 2021-12-17 Junjie Yang , Kaiyi Ji , Yingbin Liang

Bilevel optimization (BO) is widely applicable to many machine learning problems. Scaling BO, however, requires repeatedly computing hypergradients, which involves solving inverse Hessian-vector products (IHVPs). In practice, these…

Machine Learning · Computer Science 2026-04-01 Disen Liao , Felix Dangel , Yaoliang Yu

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

We consider online optimization with binary decision variables and convex loss functions. We design a new algorithm, binary online gradient descent (bOGD) and bound its expected dynamic regret. We provide a regret bound that holds for any…

Optimization and Control · Mathematics 2022-01-21 Antoine Lesage-Landry , Joshua A. Taylor , Duncan S. Callaway

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

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

This paper considers a class of distributed bilevel optimization (DBO) problems with a coupled inner-level subproblem. Existing approaches typically rely on hypergradient estimations involving computationally expensive Hessian evaluation.…

Optimization and Control · Mathematics 2026-02-27 Youcheng Niu , Jinming Xu , Ying Sun , Li Chai , Jiming Chen

Stochastic bilevel optimization (SBO) has become a standard framework for hyperparameter learning, data reweighting, representation learning, and data-mixture optimization in deep learning. Existing exact single-loop SBO methods and…

Machine Learning · Computer Science 2026-05-13 Hengrui Zhang , Boao Kong , Engao Zhang , Kun Yuan

In this paper, we develop a novel virtual-queue-based online algorithm for online convex optimization (OCO) problems with long-term and time-varying constraints and conduct a performance analysis with respect to the dynamic regret and…

Optimization and Control · Mathematics 2021-11-16 Qingsong Liu , Wenfei Wu , Longbo Huang , Zhixuan Fang

Bilevel Optimization has witnessed notable progress recently with new emerging efficient algorithms. However, its application in the Federated Learning setting remains relatively underexplored, and the impact of Federated Learning's…

Machine Learning · Computer Science 2024-02-28 Junyi Li , Feihu Huang , Heng Huang

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 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

While stochastic bilevel optimization methods have been extensively studied for addressing large-scale nested optimization problems in machine learning, it remains an open question whether the optimal complexity bounds for solving bilevel…

Optimization and Control · Mathematics 2026-03-24 Tianshu Chu , Dachuan Xu , Wei Yao , Jin Zhang

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

This paper presents a comprehensive review of techniques proposed in the literature for solving bilevel optimization problems encountered in various real-life applications. Bilevel optimization is an appropriate choice for hierarchical…

Optimization and Control · Mathematics 2025-11-06 Dhaval Pujara , Ankur Sinha

We consider online convex optimization (OCO) over a heterogeneous network with communication delay, where multiple workers together with a master execute a sequence of decisions to minimize the accumulation of time-varying global costs. The…

Information Theory · Computer Science 2021-07-15 Juncheng Wang , Ben Liang , Min Dong , Gary Boudreau , Hatem Abou-zeid