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Bilevel optimization has arisen as a powerful tool in modern machine learning. However, due to the nested structure of bilevel optimization, even gradient-based methods require second-order derivative approximations via Jacobian- or/and…

Machine Learning · Computer Science 2022-06-07 Daouda Sow , Kaiyi Ji , Yingbin Liang

Bilevel reinforcement learning (RL), which features intertwined two-level problems, has attracted growing interest recently. The inherent non-convexity of the lower-level RL problem is, however, to be an impediment to developing bilevel…

Optimization and Control · Mathematics 2025-02-28 Yan Yang , Bin Gao , Ya-xiang Yuan

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

Recently, lower-level constrained bilevel optimization has attracted increasing attention. However, existing methods mostly focus on either deterministic cases or problems with linear constraints. The main challenge in stochastic cases with…

Optimization and Control · Mathematics 2025-10-13 Hantao Nie , Jiaxiang Li , Zaiwen Wen

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

A class of multi-level algorithms for unconstrained nonlinear optimization is presented which does not require the evaluation of the objective function. The class contains the momentum-less AdaGrad method as a particular (single-level)…

Optimization and Control · Mathematics 2023-02-15 S. Gratton , A. Kopanicakova , Ph. L. Toint

Fine-tuning Large Language Models (LLMs) typically involves either full fine-tuning, which updates all model parameters, or Parameter-Efficient Fine-Tuning (PEFT), which adjusts a small subset of parameters. However, both approaches have…

Artificial Intelligence · Computer Science 2026-04-14 Shaocong Ma , Peiran Yu , Heng Huang

In this paper, we consider bilevel optimization problem where the lower-level has coupled constraints, i.e. the constraints depend both on the upper- and lower-level variables. In particular, we consider two settings for the lower-level…

Optimization and Control · Mathematics 2025-03-14 Xiaotian Jiang , Jiaxiang Li , Mingyi Hong , Shuzhong Zhang

Bilevel optimization reveals the inner structure of otherwise oblique optimization problems, such as hyperparameter tuning, neural architecture search, and meta-learning. A common goal in bilevel optimization is to minimize a…

Optimization and Control · Mathematics 2026-04-29 Lesi Chen , Jing Xu , Jingzhao Zhang

Bilevel Optimization has experienced significant advancements recently with the introduction of new efficient algorithms. Mirroring the success in single-level optimization, stochastic gradient-based algorithms are widely used in bilevel…

Optimization and Control · Mathematics 2024-11-12 Junyi Li , Heng Huang

This paper investigates simple bilevel optimization problems where we minimize an upper-level objective over the optimal solution set of a convex lower-level objective. Existing methods for such problems either only guarantee asymptotic…

Optimization and Control · Mathematics 2024-11-05 Pengyu Chen , Xu Shi , Rujun Jiang , Jiulin Wang

In this work, we develop analysis and algorithms for a class of (stochastic) bilevel optimization problems whose lower-level (LL) problem is strongly convex and linearly constrained. Most existing approaches for solving such problems rely…

Optimization and Control · Mathematics 2025-04-08 Prashant Khanduri , Ioannis Tsaknakis , Yihua Zhang , Sijia Liu , Mingyi Hong

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

In this work, we study first-order algorithms for solving Bilevel Optimization (BO) where the objective functions are smooth but possibly nonconvex in both levels and the variables are restricted to closed convex sets. As a first step, we…

Optimization and Control · Mathematics 2024-02-13 Jeongyeol Kwon , Dohyun Kwon , Stephen Wright , Robert Nowak

This paper studies simple bilevel problems, where a convex upper-level function is minimized over the optimal solutions of a convex lower-level problem. We first show the fundamental difficulty of simple bilevel problems, that the…

Optimization and Control · Mathematics 2025-01-28 Huaqing Zhang , Lesi Chen , Jing Xu , Jingzhao Zhang

Stochastic Bilevel optimization usually involves minimizing an upper-level (UL) function that is dependent on the arg-min of a strongly-convex lower-level (LL) function. Several algorithms utilize Neumann series to approximate certain…

Optimization and Control · Mathematics 2023-06-22 Xuxing Chen , Tesi Xiao , Krishnakumar Balasubramanian

Hyperparameter tuning is an active area of research in machine learning, where the aim is to identify the optimal hyperparameters that provide the best performance on the validation set. Hyperparameter tuning is often achieved using naive…

Machine Learning · Computer Science 2020-07-23 Ankur Sinha , Tanmay Khandait , Raja Mohanty

This paper considers a class of distributed bilevel optimization (DBO) problems with a coupled inner-level subproblem. Existing approaches typically rely on hypergradient estimations involving computationally expensive Hessian evaluation.…

Optimization and Control · Mathematics 2026-02-27 Youcheng Niu , Jinming Xu , Ying Sun , Li Chai , Jiming Chen

Two-level stochastic optimization formulations have become instrumental in a number of machine learning contexts such as continual learning, neural architecture search, adversarial learning, and hyperparameter tuning. Practical stochastic…

Optimization and Control · Mathematics 2023-11-08 Tommaso Giovannelli , Griffin Dean Kent , Luis Nunes Vicente

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