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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

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

In this work, we study first-order algorithms for solving Bilevel Optimization (BO) where the objective functions are smooth but possibly nonconvex in both levels and the variables are restricted to closed convex sets. As a first step, we…

Optimization and Control · Mathematics 2024-02-13 Jeongyeol Kwon , Dohyun Kwon , Stephen Wright , Robert Nowak

Nonconvex and nonsmooth bi-level optimization poses critical theoretical challenges, while arising in several applications. In this work, we develop a method for nonconvex, nonsmooth bi-level optimization and introduce Binno, a first-order…

Optimization and Control · Mathematics 2026-05-05 Laura Selicato , Flavia Esposito , Andersen Ang

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

Stochastic bilevel optimization tackles challenges involving nested optimization structures. Its fast-growing scale nowadays necessitates efficient distributed algorithms. In conventional distributed bilevel methods, each worker must…

Optimization and Control · Mathematics 2024-05-30 Yutong He , Jie Hu , Xinmeng Huang , Songtao Lu , Bin Wang , Kun Yuan

In this paper we propose a sequential minimax optimization (SMO) method for solving a class of constrained bilevel optimization problems in which the lower-level part is a possibly nonsmooth convex optimization problem, while the…

Optimization and Control · Mathematics 2025-11-11 Zhaosong Lu , Sanyou Mei

The use of momentum in stochastic optimization algorithms has shown empirical success across a range of machine learning tasks. Recently, a new class of stochastic momentum algorithms has emerged within the Linear Minimization Oracle (LMO)…

Optimization and Control · Mathematics 2025-12-16 Sarit Khirirat , Abdurakhmon Sadiev , Yury Demidovich , Peter Richtárik

Bilevel optimization provides a powerful framework for modelling hierarchical decision-making systems. This work presents a sensitivity-based algorithm that addresses the bilevel structure directly by treating the lower-level optimal…

Optimization and Control · Mathematics 2026-05-28 Eduardo Nolasco , Ross D. King , Vassilios S. Vassiliadis

In this paper, we consider non-convex multi-block bilevel optimization (MBBO) problems, which involve $m\gg 1$ lower level problems and have important applications in machine learning. Designing a stochastic gradient and controlling its…

Optimization and Control · Mathematics 2023-06-05 Quanqi Hu , Zi-Hao Qiu , Zhishuai Guo , Lijun Zhang , Tianbao Yang

In recent years, Bi-Level Optimization (BLO) techniques have received extensive attentions from both learning and vision communities. A variety of BLO models in complex and practical tasks are of non-convex follower structure in nature…

Machine Learning · Computer Science 2021-10-29 Risheng Liu , Yaohua Liu , Shangzhi Zeng , Jin Zhang

Bilevel optimization has recently attracted growing interests due to its wide applications in modern machine learning problems. Although recent studies have characterized the convergence rate for several such popular algorithms, it is still…

Machine Learning · Computer Science 2022-02-01 Kaiyi Ji , Yingbin Liang

Bilevel optimization has recently attracted significant attention in machine learning due to its wide range of applications and advanced hierarchical optimization capabilities. In this paper, we propose a plug-and-play framework, named…

Optimization and Control · Mathematics 2025-05-05 Tianshu Chu , Dachuan Xu , Wei Yao , Chengming Yu , Jin Zhang

This paper considers the smooth bilevel optimization in which the lower-level problem is strongly convex and the upper-level problem is possibly nonconvex. We focus on the stochastic setting where the algorithm can access the unbiased…

Machine Learning · Computer Science 2025-12-16 Zhuanghua Liu , Luo Luo

Online bilevel optimization (OBO) has emerged as a powerful framework for many machine learning problems. Prior works have developed several algorithms that minimize the standard bilevel local regret or the window-averaged bilevel local…

Machine Learning · Computer Science 2026-05-12 Tingkai Jia , Haiguang Wang , Cheng Chen

Bilevel optimization has gained considerable attention due to its broad applicability across various fields. While several studies have investigated the convergence rates in the strongly-convex-strongly-convex (SC-SC) setting, no prior work…

Optimization and Control · Mathematics 2024-12-03 Jianhui Li , Shi Pu , Jianqi Chen , Junfeng Wu

This paper presents a modified iterative approach to solve the variational inequality problem using the double inertial technique in the context of a real Hilbert space. Our iterative technique involves a projection onto a generalized…

Functional Analysis · Mathematics 2026-03-19 Watanjeet Singh , Sumit Chandok

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

Stochastic bilevel optimization (SBO) is becoming increasingly essential in machine learning due to its versatility in handling nested structures. To address large-scale SBO, decentralized approaches have emerged as effective paradigms in…

Optimization and Control · Mathematics 2025-11-27 Boao Kong , Shuchen Zhu , Songtao Lu , Xinmeng Huang , Kun Yuan

Temporal-Difference (TD) learning with nonlinear smooth function approximation for policy evaluation has achieved great success in modern reinforcement learning. It is shown that such a problem can be reformulated as a stochastic…

Machine Learning · Computer Science 2020-08-25 Shuang Qiu , Zhuoran Yang , Xiaohan Wei , Jieping Ye , Zhaoran Wang