Related papers: Unlocking Global Optimality in Bilevel Optimizatio…
Second-order optimality conditions of the bilevel programming problems are dependent on the second-order directional derivatives of the value functions or the solution mappings of the lower level problems under some regular conditions,…
In this article, we extend our previous work (Applicable Analysis, 2024, pp. 1-25) on the steepest descent method for uncertain multiobjective optimization problems. While that study established local convergence, it did not address global…
In recent years, a variety of gradient-based first-order methods have been developed to solve bi-level optimization problems for learning applications. However, theoretical guarantees of these existing approaches heavily rely on the…
The increasing availability of massive data sets poses a series of challenges for machine learning. Prominent among these is the need to learn models under hardware or human resource constraints. In such resource-constrained settings, a…
We consider the problem of maximizing an unknown function over a compact and convex set using as few observations as possible. We observe that the optimization of the function essentially relies on learning the induced bipartite ranking…
Bilevel optimization, a hierarchical mathematical framework where one optimization problem is nested within another, has emerged as a powerful tool for modeling complex decision-making processes in various fields such as economics,…
This paper studies a class of simple bilevel optimization problems where we minimize a composite convex function at the upper-level subject to a composite convex lower-level problem. Existing methods either provide asymptotic guarantees for…
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,…
Global infrastructure robustness and local transport efficiency are critical requirements for transportation networks. However, since passengers often travel greedily to maximize their own benefit and trigger traffic jams, overall…
This work provides the first finite-time convergence guarantees for linearly constrained stochastic bilevel optimization using only first-order methods, requiring solely gradient information without any Hessian computations or second-order…
This paper studies the problem of stochastic bilevel optimization where the upper-level function is nonconvex with potentially unbounded smoothness and the lower-level function is strongly convex. This problem is motivated by meta-learning…
Level-set methods for convex optimization are predicated on the idea that certain problems can be parameterized so that their solutions can be recovered as the limiting process of a root-finding procedure. This idea emerges time and again…
Bilevel optimization have gained growing interests, with numerous applications found in meta learning, minimax games, reinforcement learning, and nested composition optimization. This paper studies the problem of distributed bilevel…
Bilevel optimization has arisen as a powerful tool for solving a variety of machine learning problems. Two current popular bilevel optimizers AID-BiO and ITD-BiO naturally involve solving one or two sub-problems, and consequently, whether…
In recent years, a variety of gradient-based methods have been developed to solve Bi-Level Optimization (BLO) problems in machine learning and computer vision areas. However, the theoretical correctness and practical effectiveness of these…
In this work, we propose derivative-free framework for bilevel optimization. We consider both the upper and lower-level problems with bound constraints on the variables, as well as general nonlinear constraints, assuming that first-order…
Gradient-based optimization has been critical to the success of machine learning, updating a single set of parameters to minimize a single loss. A growing number of applications rely on a generalization of this, where we have a bilevel or…
Bilevel optimization is one of the fundamental problems in machine learning and optimization. Recent theoretical developments in bilevel optimization focus on finding the first-order stationary points for nonconvex-strongly-convex cases. In…
Motivated by recent increased interest in optimization algorithms for non-convex optimization in application to training deep neural networks and other optimization problems in data analysis, we give an overview of recent theoretical…
In this article, we investigate a time-optimal state-constrained bilevel optimal control problem whose lower-level dynamics feature a sweeping control process involving a {\it truncated normal cone}. By bilevel, it is meant that the…