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This paper considers convex optimization problems where nodes of a network have access to summands of a global objective. Each of these local objectives is further assumed to be an average of a finite set of functions. The motivation for…

Optimization and Control · Mathematics 2015-06-16 Aryan Mokhtari , Alejandro Ribeiro

Bilevel optimization has become a powerful tool in a wide variety of machine learning problems. However, the current nonconvex bilevel optimization considers an offline dataset and static functions, which may not work well in emerging…

Optimization and Control · Mathematics 2023-11-10 Sen Lin , Daouda Sow , Kaiyi Ji , Yingbin Liang , Ness Shroff

Bilevel optimization problems consist of minimizing a value function whose evaluation depends on the solution of an inner optimization problem. These problems are typically tackled using first-order methods that require computing the…

Optimization and Control · Mathematics 2026-01-30 Marco Rando , Samuel Vaiter

This paper studies decentralized bilevel optimization, in which multiple agents collaborate to solve problems involving nested optimization structures with neighborhood communications. Most existing literature primarily utilizes gradient…

Optimization and Control · Mathematics 2024-12-18 Shuchen Zhu , Boao Kong , Songtao Lu , Xinmeng Huang , Kun Yuan

This paper considers the simple bilevel optimization (SBO) problem, which minimizes a composite convex function over the optimal solution set of another composite convex minimization problem. We first show that this bilevel problem is…

Optimization and Control · Mathematics 2025-07-11 Rujun Jiang , Xu Shi , Weizheng Song , Jiulin Wang

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

This paper develops algorithms for decentralized machine learning over a network, where data are distributed, computation is localized, and communication is restricted between neighbors. A line of recent research in this area focuses on…

Optimization and Control · Mathematics 2020-08-06 Yanli Liu , Yuejiao Sun , Wotao Yin

Collaborative learning is an important tool to train multiple clients more effectively by enabling communication among clients. Identifying helpful clients, however, presents challenging and often introduces significant overhead. In this…

Machine Learning · Computer Science 2024-09-10 Diba Hashemi , Lie He , Martin Jaggi

Adam has become one of the most popular optimizers for training modern deep neural networks, such as transformers. However, its applicability is largely restricted to single-level optimization problems. In this paper, we aim to extend…

Machine Learning · Computer Science 2025-03-07 Xiaochuan Gong , Jie Hao , Mingrui Liu

Constrained bilevel optimization tackles nested structures present in constrained learning tasks like constrained meta-learning, adversarial learning, and distributed bilevel optimization. However, existing bilevel optimization methods…

Optimization and Control · Mathematics 2024-06-05 Wei Yao , Haian Yin , Shangzhi Zeng , Jin Zhang

The performance of deep neural networks (DNN) is very sensitive to the particular choice of hyper-parameters. To make it worse, the shape of the learning curve can be significantly affected when a technique like batchnorm is used. As a…

Machine Learning · Computer Science 2019-05-24 Hyunghun Cho , Yongjin Kim , Eunjung Lee , Daeyoung Choi , Yongjae Lee , Wonjong Rhee

We consider the decentralized stochastic optimization problems, where a network of $n$ nodes, each owning a local cost function, cooperate to find a minimizer of the globally-averaged cost. A widely studied decentralized algorithm for this…

Optimization and Control · Mathematics 2022-03-04 Kun Yuan , Sulaiman A. Alghunaim , Xinmeng 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

In decentralized optimization, nodes cooperate to minimize an overall objective function that is the sum (or average) of per-node private objective functions. Algorithms interleave local computations with communication among all or a subset…

Optimization and Control · Mathematics 2018-01-16 Angelia Nedić , Alex Olshevsky , Michael G. Rabbat

In this work, we study decentralized convex constrained optimization problems in networks. We focus on the dual averaging-based algorithmic framework that is well-documented to be superior in handling constraints and complex communication…

Optimization and Control · Mathematics 2022-08-16 Changxin Liu , Yang Shi , Huiping Li , Wenli Du

This paper investigates a class of stochastic bilevel optimization problems where the upper-level function is nonconvex with potentially unbounded smoothness and the lower-level problem is strongly convex. These problems have significant…

Machine Learning · Computer Science 2025-01-16 Xiaochuan Gong , Jie Hao , Mingrui Liu

Bayesian optimization (BO) is a promising approach for hyperparameter optimization of deep neural networks (DNNs), where each model training can take minutes to hours. In BO, a computationally cheap surrogate model is employed to learn the…

Machine Learning · Computer Science 2023-09-27 Romain Egele , Isabelle Guyon , Venkatram Vishwanath , Prasanna Balaprakash

We present a new class of decentralized first-order methods for nonsmooth and stochastic optimization problems defined over multiagent networks. Considering that communication is a major bottleneck in decentralized optimization, our main…

Optimization and Control · Mathematics 2017-02-07 Guanghui Lan , Soomin Lee , Yi Zhou

Bilevel optimization methods are increasingly relevant within machine learning, especially for tasks such as hyperparameter optimization and meta-learning. Compared to the offline setting, online bilevel optimization (OBO) offers a more…

Optimization and Control · Mathematics 2024-09-17 Jason Bohne , David Rosenberg , Gary Kazantsev , Pawel Polak

This work presents a bilevel coordination model that captures the hierarchical interaction between the transmission and distribution layers under a Distribution System Operator(DSO)-led configuration. In this scheme, multiple DSOs…

Optimization and Control · Mathematics 2026-03-25 Fernando García-Muñoz , Martín Venegas Escalona