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The hyperparameter optimization of neural network can be expressed as a bilevel optimization problem. The bilevel optimization is used to automatically update the hyperparameter, and the gradient of the hyperparameter is the approximate…

Machine Learning · Computer Science 2022-12-14 Shuo Yang , Yang Jiao , Shaoyu Dou , Mana Zheng , Chen Zhu

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

Binary optimization is a central problem in mathematical optimization and its applications are abundant. To solve this problem, we propose a new class of continuous optimization techniques which is based on Mathematical Programming with…

Optimization and Control · Mathematics 2017-12-07 Ganzhao Yuan , Bernard Ghanem

This paper introduces a deep learning method for solving an elliptic hemivariational inequality (HVI). In this method, an expectation minimization problem is first formulated based on the variational principle of underlying HVI, which is…

Numerical Analysis · Mathematics 2021-04-13 Jianguo Huang , Chunmei Wang , Haoqin Wang

Bilevel optimization has gained prominence in various applications. In this study, we introduce a framework for solving bilevel optimization problems, where the variables in both the lower and upper levels are constrained on Riemannian…

Optimization and Control · Mathematics 2024-11-05 Andi Han , Bamdev Mishra , Pratik Jawanpuria , Akiko Takeda

In this paper, we suggest a new framework for analyzing primal subgradient methods for nonsmooth convex optimization problems. We show that the classical step-size rules, based on normalization of subgradient, or on the knowledge of optimal…

Optimization and Control · Mathematics 2023-11-27 Yurii Nesterov

Bilevel optimization has emerged as a technique for addressing a wide range of machine learning problems that involve an outer objective implicitly determined by the minimizer of an inner problem. While prior works have primarily focused on…

Machine Learning · Computer Science 2025-11-18 Fares El Khoury , Edouard Pauwels , Samuel Vaiter , Michael Arbel

This paper presents a framework of successive functional gradient optimization for training nonconvex models such as neural networks, where training is driven by mirror descent in a function space. We provide a theoretical analysis and…

Machine Learning · Computer Science 2020-07-01 Rie Johnson , Tong Zhang

The solution to partial differential equations using deep learning approaches has shown promising results for several classes of initial and boundary-value problems. However, their ability to surpass, particularly in terms of accuracy,…

Numerical Analysis · Mathematics 2023-08-23 Ziad Aldirany , Régis Cottereau , Marc Laforest , Serge Prudhomme

We aim at computing the derivative of the solution to a parametric optimization problem with respect to the involved parameters. For a class broader than that of strongly convex functions, this can be achieved by automatic differentiation…

Optimization and Control · Mathematics 2019-10-15 Sheheryar Mehmood , Peter Ochs

A subgradient method is presented for solving general convex optimization problems, the main requirement being that a strictly-feasible point is known. A feasible sequence of iterates is generated, which converges to within user-specified…

Optimization and Control · Mathematics 2016-05-30 James Renegar

We propose a computationally-friendly adaptive learning rate schedule, "AdaLoss", which directly uses the information of the loss function to adjust the stepsize in gradient descent methods. We prove that this schedule enjoys linear…

Machine Learning · Statistics 2021-09-20 Xiaoxia Wu , Yuege Xie , Simon Du , Rachel Ward

Bilevel optimization is a hierarchical framework where an upper-level optimization problem is constrained by a lower-level problem, commonly used in machine learning applications such as hyperparameter optimization. Existing bilevel…

Optimization and Control · Mathematics 2026-03-03 Yuman Wu , Xiaochuan Gong , Jie Hao , Mingrui Liu

By the recent advances in computer technology leading to the invention of more powerful processors, the importance of creating models using data training is even greater than ever. Given the significance of this issue, this work tries to…

Optimization and Control · Mathematics 2023-12-27 Saman Khoramian

With increasing scale in model and dataset size, the training of deep neural networks becomes a massive computational burden. One approach to speed up the training process is Selective Backprop. For this approach, we perform a forward pass…

Machine Learning · Computer Science 2023-12-11 Lukas Balles , Cedric Archambeau , Giovanni Zappella

Gradient-based iterative optimization methods are the workhorse of modern machine learning. They crucially rely on careful tuning of parameters like learning rate and momentum. However, one typically sets them using heuristic approaches…

Machine Learning · Computer Science 2025-12-05 Dravyansh Sharma

We study unconstrained Online Linear Optimization with Lipschitz losses. Motivated by the pursuit of instance optimality, we propose a new algorithm that simultaneously achieves ($i$) the AdaGrad-style second order gradient adaptivity; and…

Machine Learning · Computer Science 2024-02-23 Zhiyu Zhang , Heng Yang , Ashok Cutkosky , Ioannis Ch. Paschalidis

The performance of standard stochastic approximation implementations can vary significantly based on the choice of the steplength sequence, and in general, little guidance is provided about good choices. Motivated by this gap, in the first…

Optimization and Control · Mathematics 2015-03-19 Farzad Yousefian , Angelia Nedić , Uday V. Shanbhag

It is well known that bilevel optimization problems are hard to solve both in theory and practice. In this paper, we highlight a further computational difficulty when it comes to solving bilevel problems with continuous but nonconvex lower…

Optimization and Control · Mathematics 2023-05-04 Yasmine Beck , Daniel Bienstock , Martin Schmidt , Johannes Thürauf

It is now well known that Markov random fields (MRFs) are particularly effective for modeling image priors in low-level vision. Recent years have seen the emergence of two main approaches for learning the parameters in MRFs: (1)…

Computer Vision and Pattern Recognition · Computer Science 2014-01-17 Yunjin Chen , Thomas Pock , René Ranftl , Horst Bischof