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We design and analyze a novel accelerated gradient-based algorithm for a class of bilevel optimization problems. These problems have various applications arising from machine learning and image processing, where optimal solutions of the two…

Optimization and Control · Mathematics 2023-11-20 Sepideh Samadi , Daniel Burbano , Farzad Yousefian

In this paper, we study a class of bilevel optimization problems, also known as simple bilevel optimization, where we minimize a smooth objective function over the optimal solution set of another convex constrained optimization problem.…

Optimization and Control · Mathematics 2023-04-25 Ruichen Jiang , Nazanin Abolfazli , Aryan Mokhtari , Erfan Yazdandoost Hamedani

Bilevel learning has gained prominence in machine learning, inverse problems, and imaging applications, including hyperparameter optimization, learning data-adaptive regularizers, and optimizing forward operators. The large-scale nature of…

Optimization and Control · Mathematics 2025-05-20 Mohammad Sadegh Salehi , Subhadip Mukherjee , Lindon Roberts , Matthias J. Ehrhardt

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

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 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 is a central tool in machine learning for high-dimensional hyperparameter tuning. Its applications are vast; for instance, in imaging it can be used for learning data-adaptive regularizers and optimizing forward…

Optimization and Control · Mathematics 2025-11-11 Mohammad Sadegh Salehi , Subhadip Mukherjee , Lindon Roberts , Matthias J. Ehrhardt

Bilevel optimization has been developed for many machine learning tasks with large-scale and high-dimensional data. This paper considers a constrained bilevel optimization problem, where the lower-level optimization problem is convex with…

Machine Learning · Computer Science 2023-08-22 Siyuan Xu , Minghui Zhu

Bilevel optimization is an important class of optimization problems where one optimization problem is nested within another. While various methods have emerged to address unconstrained general bilevel optimization problems, there has been a…

Optimization and Control · Mathematics 2024-03-15 Nazanin Abolfazli , Ruichen Jiang , Aryan Mokhtari , Erfan Yazdandoost Hamedani

Stochastic bilevel optimization generalizes the classic stochastic optimization from the minimization of a single objective to the minimization of an objective function that depends the solution of another optimization problem. Recently,…

Optimization and Control · Mathematics 2022-04-01 Tianyi Chen , Yuejiao Sun , Quan Xiao , Wotao Yin

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

We analyze the convergence rates of stochastic gradient algorithms for smooth finite-sum minimax optimization and show that, for many such algorithms, sampling the data points without replacement leads to faster convergence compared to…

Optimization and Control · Mathematics 2022-10-11 Aniket Das , Bernhard Schölkopf , Michael Muehlebach

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

Although application examples of multilevel optimization have already been discussed since the 1990s, the development of solution methods was almost limited to bilevel cases due to the difficulty of the problem. In recent years, in machine…

Optimization and Control · Mathematics 2021-10-27 Ryo Sato , Mirai Tanaka , Akiko Takeda

Bilevel optimization and bilevel minimax optimization have recently emerged as unifying frameworks for a range of machine-learning tasks, including hyperparameter optimization and reinforcement learning. The existing literature focuses on…

Machine Learning · Computer Science 2026-04-23 Xuelin Zhang , Peipei Yuan

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

Bilevel optimization has gained significant attention in recent years due to its broad applications in machine learning. This paper focuses on bilevel optimization in decentralized networks and proposes a novel single-loop algorithm for…

Optimization and Control · Mathematics 2024-04-24 Youran Dong , Shiqian Ma , Junfeng Yang , Chao Yin

Stochastic gradient methods for machine learning and optimization problems are usually analyzed assuming data points are sampled \emph{with} replacement. In practice, however, sampling \emph{without} replacement is very common, easier to…

Machine Learning · Computer Science 2016-10-18 Ohad Shamir

In this paper, we study a class of stochastic bilevel optimization problems, also known as stochastic simple bilevel optimization, where we minimize a smooth stochastic objective function over the optimal solution set of another stochastic…

Optimization and Control · Mathematics 2023-08-16 Jincheng Cao , Ruichen Jiang , Nazanin Abolfazli , Erfan Yazdandoost Hamedani , Aryan Mokhtari

Bilevel optimization is an important formulation for many machine learning problems. Current bilevel optimization algorithms assume that the gradient of the upper-level function is Lipschitz. However, recent studies reveal that certain…

Machine Learning · Computer Science 2024-01-19 Jie Hao , Xiaochuan Gong , Mingrui Liu
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