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Related papers: CB$^2$O: Consensus-Based Bi-Level Optimization

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Several important problem settings within the literature of reinforcement learning (RL), such as meta-learning, hierarchical learning, and RL from human feedback (RL-HF), can be modelled as bilevel RL problems. A lot has been achieved in…

Machine Learning · Computer Science 2026-02-03 Naman Saxena , Vaneet Aggarwal

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

In this paper, we study multi-block min-max bilevel optimization problems, where the upper level is non-convex strongly-concave minimax objective and the lower level is a strongly convex objective, and there are multiple blocks of dual…

Optimization and Control · Mathematics 2022-11-22 Quanqi Hu , Yongjian Zhong , Tianbao Yang

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 study consensus-based optimization (CBO), a versatile, flexible and customizable optimization method suitable for performing nonconvex and nonsmooth global optimizations in high dimensions. CBO is a multi-particle…

Numerical Analysis · Mathematics 2026-05-28 Konstantin Riedl

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

With the development of large-scale models, traditional distributed bilevel optimization algorithms cannot be applied directly in low-resource clients. The key reason lies in the excessive computation involved in optimizing both the lower-…

Distributed, Parallel, and Cluster Computing · Computer Science 2026-01-01 Mingyi Li , Xiao Zhang , Ruisheng Zheng , Hongjian Shi , Yuan Yuan , Xiuzhen Cheng , Dongxiao Yu

Bilevel optimization, addressing challenges in hierarchical learning tasks, has gained significant interest in machine learning. The practical implementation of the gradient descent method to bilevel optimization encounters computational…

Machine Learning · Computer Science 2025-02-04 Sheng Fang , Yong-Jin Liu , Wei Yao , Chengming Yu , Jin Zhang

A bilevel optimization problem consists of two optimization problems nested as an upper- and a lower-level problem, in which the optimality of the lower-level problem defines a constraint for the upper-level problem. This paper considers…

Machine Learning · Computer Science 2026-02-27 Takuya Kanayama , Yuki Ito , Tomoyuki Tamura , Masayuki Karasuyama

Combinatorial Optimization (CO) has been a long-standing challenging research topic featured by its NP-hard nature. Traditionally such problems are approximately solved with heuristic algorithms which are usually fast but may sacrifice the…

Machine Learning · Computer Science 2021-10-26 Runzhong Wang , Zhigang Hua , Gan Liu , Jiayi Zhang , Junchi Yan , Feng Qi , Shuang Yang , Jun Zhou , Xiaokang Yang

This paper proposes a new algorithm -- the \underline{S}ingle-timescale Do\underline{u}ble-momentum \underline{St}ochastic \underline{A}pprox\underline{i}matio\underline{n} (SUSTAIN) -- for tackling stochastic unconstrained bilevel…

Optimization and Control · Mathematics 2021-06-16 Prashant Khanduri , Siliang Zeng , Mingyi Hong , Hoi-To Wai , Zhaoran Wang , Zhuoran Yang

This paper introduces a novel double regularization scheme for bilevel optimization problems whose lower-level problem is composite and convex, but not necessarily strongly convex, in the lower-level variable. The analysis focuses on the…

Optimization and Control · Mathematics 2026-02-06 Mattia Solla , Johannes O. Royset

In this letter, we consider a bilevel optimization problem in which the outer-level objective function is strongly convex, whereas the inner-level problem consists of a finite sum of convex functions. Bilevel optimization problems arise in…

Optimization and Control · Mathematics 2026-01-22 Sudkobfa Boontawee , Mootta Prangprakhon , Nimit Nimana

In this paper, we study the problem of solving a simple bilevel optimization problem, where the upper-level objective is minimized over the solution set of the lower-level problem. We focus on the general setting in which both the upper-…

Optimization and Control · Mathematics 2025-08-01 Jincheng Cao , Ruichen Jiang , Erfan Yazdandoost Hamedani , Aryan Mokhtari

Recently, bi-level optimization (BLO) has taken center stage in some very exciting developments in the area of signal processing (SP) and machine learning (ML). Roughly speaking, BLO is a classical optimization problem that involves two…

Machine Learning · Computer Science 2023-12-22 Yihua Zhang , Prashant Khanduri , Ioannis Tsaknakis , Yuguang Yao , Mingyi Hong , Sijia Liu

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

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…

Machine Learning · Computer Science 2022-01-04 Risheng Liu , Pan Mu , Xiaoming Yuan , Shangzhi Zeng , Jin Zhang

We consider stochastic unconstrained bilevel optimization problems when only the first-order gradient oracles are available. While numerous optimization methods have been proposed for tackling bilevel problems, existing methods either tend…

Optimization and Control · Mathematics 2023-01-27 Jeongyeol Kwon , Dohyun Kwon , Stephen Wright , Robert Nowak

Bi-Level Optimization (BLO) is originated from the area of economic game theory and then introduced into the optimization community. BLO is able to handle problems with a hierarchical structure, involving two levels of optimization tasks,…

Machine Learning · Computer Science 2021-09-29 Risheng Liu , Jiaxin Gao , Jin Zhang , Deyu Meng , Zhouchen Lin

Bilevel optimization is a popular hierarchical model in machine learning, and has been widely applied to many machine learning tasks such as meta learning, hyperparameter learning and policy optimization. Although many bilevel optimization…

Machine Learning · Computer Science 2022-11-15 Feihu Huang