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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

While stochastic bilevel optimization methods have been extensively studied for addressing large-scale nested optimization problems in machine learning, it remains an open question whether the optimal complexity bounds for solving bilevel…

Optimization and Control · Mathematics 2026-03-24 Tianshu Chu , Dachuan Xu , Wei Yao , Jin Zhang

Bilevel optimization problems consist of minimizing a value function whose evaluation depends on the solution of an inner optimization problem. These problems are typically tackled using first-order methods that require computing the…

Optimization and Control · Mathematics 2026-01-30 Marco Rando , Samuel Vaiter

Bilevel optimization has recently attracted significant attention in machine learning due to its wide range of applications and advanced hierarchical optimization capabilities. In this paper, we propose a plug-and-play framework, named…

Optimization and Control · Mathematics 2025-05-05 Tianshu Chu , Dachuan Xu , Wei Yao , Chengming Yu , Jin Zhang

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

Optimal control of obstacle problems arises in a wide range of applications and is computationally challenging due to its nonsmoothness, nonlinearity, and bilevel structure. Classical numerical approaches rely on mesh-based discretization…

Optimization and Control · Mathematics 2026-01-08 Yongcun Song , Shangzhi Zeng , Jin Zhang , Lvgang Zhang

This paper considers the smooth bilevel optimization in which the lower-level problem is strongly convex and the upper-level problem is possibly nonconvex. We focus on the stochastic setting where the algorithm can access the unbiased…

Machine Learning · Computer Science 2025-12-16 Zhuanghua Liu , Luo Luo

Bilevel optimization (BO) has recently gained prominence in many machine learning applications due to its ability to capture the nested structure inherent in these problems. Recently, many hypergradient methods have been proposed as…

Optimization and Control · Mathematics 2024-09-04 Wanli Shi , Yi Chang , Bin Gu

This paper consider solving a class of nonconvex-strongly-convex distributed stochastic bilevel optimization (DSBO) problems with personalized inner-level objectives. Most existing algorithms require computational loops for hypergradient…

Optimization and Control · Mathematics 2025-04-08 Youcheng Niu , Jinming Xu , Ying Sun , Yan Huang , Li Chai

This paper studies the problem of stochastic bilevel optimization where the upper-level function is nonconvex with potentially unbounded smoothness and the lower-level function is strongly convex. This problem is motivated by meta-learning…

Machine Learning · Computer Science 2024-12-31 Xiaochuan Gong , Jie Hao , Mingrui Liu

Bilevel optimization has found extensive applications in modern machine learning problems such as hyperparameter optimization, neural architecture search, meta-learning, etc. While bilevel problems with a unique inner minimal point (e.g.,…

Optimization and Control · Mathematics 2022-06-09 Daouda Sow , Kaiyi Ji , Ziwei Guan , Yingbin Liang

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 study bilevel optimization problems where the lower-level problems are strongly convex and have coupled linear constraints. To overcome the potential non-smoothness of the hyper-objective and the computational challenges associated with…

Optimization and Control · Mathematics 2026-02-06 Wei Shen , Jiawei Zhang , Minhui Huang , Cong Shen

This paper considers the simple bilevel optimization (SBO) problem, which minimizes a composite convex function over the optimal solution set of another composite convex minimization problem. We first show that this bilevel problem is…

Optimization and Control · Mathematics 2025-07-11 Rujun Jiang , Xu Shi , Weizheng Song , Jiulin Wang

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

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

Stochastic bilevel optimization (SBO) is becoming increasingly essential in machine learning due to its versatility in handling nested structures. To address large-scale SBO, decentralized approaches have emerged as effective paradigms in…

Optimization and Control · Mathematics 2025-11-27 Boao Kong , Shuchen Zhu , Songtao Lu , Xinmeng Huang , Kun Yuan

Bilevel optimization (BO) is useful for solving a variety of important machine learning problems including but not limited to hyperparameter optimization, meta-learning, continual learning, and reinforcement learning. Conventional BO…

Machine Learning · Computer Science 2022-09-20 Mao Ye , Bo Liu , Stephen Wright , Peter Stone , Qiang Liu

Bilevel optimization (BLO) offers a principled framework for hierarchical decision-making and has been widely applied in machine learning tasks such as hyperparameter optimization and meta-learning. While existing BLO methods are mostly…

Optimization and Control · Mathematics 2025-10-20 Zhuo Chen , Xinjian Xu , Shihui Ying , Tieyong Zeng

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
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