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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…

Optimization and Control · Mathematics 2025-03-25 Sina Sharifi , Nazanin Abolfazli , Erfan Yazdandoost Hamedani , Mahyar Fazlyab

Many multi-agent interaction scenarios can be naturally modeled as noncooperative games, where each agent's decisions depend on others' future actions. However, deploying game-theoretic planners for autonomous decision-making requires a…

Machine Learning · Computer Science 2026-01-05 Yash Jain , Xinjie Liu , Lasse Peters , David Fridovich-Keil , Ufuk Topcu

This paper investigates simple bilevel optimization problems where we minimize an upper-level objective over the optimal solution set of a convex lower-level objective. Existing methods for such problems either only guarantee asymptotic…

Optimization and Control · Mathematics 2024-11-05 Pengyu Chen , Xu Shi , Rujun Jiang , Jiulin Wang

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

(Stochastic) bilevel optimization is a frequently encountered problem in machine learning with a wide range of applications such as meta-learning, hyper-parameter optimization, and reinforcement learning. Most of the existing studies on…

Machine Learning · Computer Science 2023-03-16 Meng Ding , Mingxi Lei , Yunwen Lei , Di Wang , Jinhui Xu

Bilevel optimization has found successful applications in various machine learning problems, including hyper-parameter optimization, data cleaning, and meta-learning. However, its huge computational cost presents a significant challenge for…

Machine Learning · Computer Science 2024-11-05 Xiaoyu Wang , Rui Pan , Renjie Pi , Jipeng Zhang

Bilevel programs are optimization problems where some variables are solutions to optimization problems themselves, and they arise in a variety of control applications, including: control of vehicle traffic networks, inverse reinforcement…

Optimization and Control · Mathematics 2017-09-27 Aurélien Ouattara , Anil Aswani

In this paper we present optimization problems with biconvex objective function and linear constraints such that the set of global minima of the optimization problems is the same as the set of Nash equilibria of a n-player general-sum…

Computer Science and Game Theory · Computer Science 2015-04-28 Vinayaka Yaji , Shalabh Bhatnagar

Bilevel optimization problems embed the optimality of a subproblem as a constraint of another optimization problem. We introduce the concept of near-optimality robustness for bilevel optimization, protecting the upper-level solution…

Optimization and Control · Mathematics 2024-07-15 Mathieu Besançon , Miguel F. Anjos , Luce Brotcorne

Variational regularization methods are commonly used to approximate solutions of inverse problems. In recent years, model-based variational regularization methods have often been replaced with data-driven ones such as the fields-of-expert…

Optimization and Control · Mathematics 2024-01-17 Danilo Riccio , Matthias J. Ehrhardt , Martin Benning

Bilevel optimization is a powerful tool for many machine learning problems, such as hyperparameter optimization and meta-learning. Estimating hypergradients (also known as implicit gradients) is crucial for developing gradient-based methods…

Optimization and Control · Mathematics 2025-05-06 Youran Dong , Junfeng Yang , Wei Yao , Jin Zhang

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

A wide range of applications arising in machine learning and signal processing can be cast as convex optimization problems. These problems are often ill-posed, i.e., the optimal solution lacks a desired property such as uniqueness or…

Optimization and Control · Mathematics 2019-07-18 Mostafa Amini , Farzad Yousefian

The convexification numerical method with the rigorously established global convergence property is constructed for a problem for the Mean Field Games System of the second order. This is the problem of the retrospective analysis of a game…

Numerical Analysis · Mathematics 2023-06-30 Michael V. Klibanov , Jingzhi Li , Zhipeng Yang

Bilevel optimization is defined as a mathematical program, where an optimization problem contains another optimization problem as a constraint. These problems have received significant attention from the mathematical programming community.…

Optimization and Control · Mathematics 2020-12-08 Ankur Sinha , Pekka Malo , Kalyanmoy Deb

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

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

Due to the hierarchical structure of many machine learning problems, bilevel programming is becoming more and more important recently, however, the complicated correlation between the inner and outer problem makes it extremely challenging…

Machine Learning · Computer Science 2020-09-03 Junyi Li , Bin Gu , Heng Huang

Bilevel optimization recently has attracted increased interest in machine learning due to its many applications such as hyper-parameter optimization and meta learning. Although many bilevel methods recently have been proposed, these methods…

Optimization and Control · Mathematics 2023-02-21 Feihu Huang , Junyi Li , Shangqian Gao

Bilevel optimization has been successfully applied to many important machine learning problems. Algorithms for solving bilevel optimization have been studied under various settings. In this paper, we study the nonconvex-strongly-convex…

Optimization and Control · Mathematics 2022-06-14 Xuxing Chen , Minhui Huang , Shiqian Ma