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We introduce a framework based on bilevel programming that unifies gradient-based hyperparameter optimization and meta-learning. We show that an approximate version of the bilevel problem can be solved by taking into explicit account the…

Machine Learning · Statistics 2018-07-04 Luca Franceschi , Paolo Frasconi , Saverio Salzo , Riccardo Grazzi , Massimilano Pontil

Bilevel learning refers to machine learning problems that can be formulated as bilevel optimization models, where decisions are organized in a hierarchical structure. This paradigm has recently gained considerable attention in machine…

Optimization and Control · Mathematics 2026-05-05 Riccardo Grazzi , Massimiliano Pontil , Saverio Salzo , Alain Zemkoho

In this paper, we study a class of bilevel programming problem where the inner objective function is strongly convex. More specifically, under some mile assumptions on the partial derivatives of both inner and outer objective functions, we…

Optimization and Control · Mathematics 2018-02-08 Saeed Ghadimi , Mengdi Wang

Bilevel programs are optimization problems where some variables are solutions to optimization problems themselves, and they arise in a variety of control applications, including: control of vehicle traffic networks, inverse reinforcement…

Optimization and Control · Mathematics 2017-09-27 Aurélien Ouattara , Anil Aswani

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

In this paper, we present difference of convex algorithms for solving bilevel programs in which the upper level objective functions are difference of convex functions, and the lower level programs are fully convex. This nontrivial class of…

Optimization and Control · Mathematics 2022-08-30 Jane J. Ye , Xiaoming Yuan , Shangzhi Zeng , Jin Zhang

Bilevel Optimization Programming is used to model complex and conflicting interactions between agents, for example in Robust AI or Privacy-preserving AI. Integrating bilevel mathematical programming within deep learning is thus an essential…

Machine Learning · Computer Science 2023-03-01 Francesco Alesiani

We first show a simple but striking result in bilevel optimization: unconstrained $C^\infty$ smooth bilevel programming is as hard as general extended-real-valued lower semicontinuous minimization. We then proceed to a worst-case analysis…

Computational Complexity · Computer Science 2025-01-29 Jérôme Bolte , Quoc-Tung Le , Edouard Pauwels , Samuel Vaiter

In this paper we study constraint qualifications and optimality conditions for bilevel programming problems. We strive to derive checkable constraint qualifications in terms of problem data and applicable optimality conditions. For the…

Optimization and Control · Mathematics 2019-10-10 Jane J. Ye

Bilevel optimization has become a powerful framework in various machine learning applications including meta-learning, hyperparameter optimization, and network architecture search. There are generally two classes of bilevel optimization…

Machine Learning · Computer Science 2021-08-03 Kaiyi Ji

We consider simple bilevel optimization problems where the goal is to compute among the optimal solutions of a composite convex optimization problem, one that minimizes a secondary objective function. Our main contribution is threefold. (i)…

Optimization and Control · Mathematics 2025-04-14 Sepideh Samadi , Daniel Burbano , Farzad Yousefian

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

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

Estimating hyperparameters has been a long-standing problem in machine learning. We consider the case where the task at hand is modeled as the solution to an optimization problem. Here the exact gradient with respect to the hyperparameters…

Optimization and Control · Mathematics 2023-11-16 Matthias J. Ehrhardt , Lindon Roberts

Bi-level optimization, especially the gradient-based category, has been widely used in the deep learning community including hyperparameter optimization and meta-knowledge extraction. Bi-level optimization embeds one problem within another…

Machine Learning · Computer Science 2023-07-11 Can Chen , Xi Chen , Chen Ma , Zixuan Liu , Xue Liu

In this paper we begin by discussing the simple bilevel programming problem (SBP) and its extension the simple mathematical programming problem under equilibrium constraints (SMPEC). Here we first define both these problems and study their…

Optimization and Control · Mathematics 2019-12-16 Stephan Dempe , Nguyen Dinh , Joydeep Dutta , Tanushree Pandit

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

Bilevel optimization problems involve two nested objectives, where an upper-level objective depends on a solution to a lower-level problem. When the latter is non-convex, multiple critical points may be present, leading to an ambiguous…

Optimization and Control · Mathematics 2022-10-18 Michael Arbel , Julien Mairal

Bilevel optimization is a key framework in hierarchical decision-making, where one problem is embedded within the constraints of another. In this work, we propose a control-theoretic approach to solving bilevel optimization problems. Our…

Optimization and Control · Mathematics 2025-03-25 Sina Sharifi , Nazanin Abolfazli , Erfan Yazdandoost Hamedani , Mahyar Fazlyab

Functional bilevel methods estimate a lower-level function and plug it into a hypergradient, but this plug-in gradient can retain first-order bias when the lower-level problem is learned nonparametrically. To remove this bias, we develop a…

Machine Learning · Statistics 2026-05-21 Fares El Khoury , Houssam Zenati , Nathan Kallus , Michael Arbel , Aurélien Bibaut
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