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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

Bilevel optimization has recently attracted considerable attention due to its abundant applications in machine learning problems. However, existing methods rely on prior knowledge of problem parameters to determine stepsizes, resulting in…

Machine Learning · Computer Science 2024-10-10 Yifan Yang , Hao Ban , Minhui Huang , Shiqian Ma , Kaiyi Ji

In this article we intend to develop a simple and implementable algorithm for minimizing a convex function over the solution set of another convex optimization problem. Such a problem is often referred to as a simple bilevel programming…

Optimization and Control · Mathematics 2025-04-17 Stephan Dempe , Joydeep Duta , Tanushree Pandit , K. S. Mallikarjuna Rao

Existing methods for nonconvex bilevel optimization (NBO) require prior knowledge of first- and second-order problem-specific parameters (e.g., Lipschitz constants and the Polyak-{\L}ojasiewicz (P{\L}) parameters) to set step sizes, a…

Optimization and Control · Mathematics 2026-01-01 Xu Shi , Yinglin Du , Rufeng Xiao , Rujun Jiang

Bilevel optimization enjoys a wide range of applications in emerging machine learning and signal processing problems such as hyper-parameter optimization, image reconstruction, meta-learning, adversarial training, and reinforcement…

Machine Learning · Computer Science 2025-01-08 Han Shen , Quan Xiao , Tianyi Chen

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

The popularity of bi-level optimization (BO) in deep learning has spurred a growing interest in studying gradient-based BO algorithms. However, existing algorithms involve two coupled learning rates that can be affected by approximation…

Machine Learning · Computer Science 2023-11-03 Chen Fan , Gaspard Choné-Ducasse , Mark Schmidt , Christos Thrampoulidis

A novel multiscale consensus-based optimization (CBO) algorithm for solving bi- and tri-level optimization problems is introduced. Existing CBO techniques are generalized by the proposed method through the employment of multiple interacting…

Optimization and Control · Mathematics 2025-06-23 Michael Herty , Yuyang Huang , Dante Kalise , Hicham Kouhkouh

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 optimization (FBO) provides a powerful framework for hierarchical learning in function spaces, yet current methods are limited to static offline settings and perform suboptimally in online, non-stationary scenarios. We…

Machine Learning · Statistics 2026-01-23 Jason Bohne , Ieva Petrulionyte , Michael Arbel , Julien Mairal , Paweł Polak

We present in this paper novel accelerated fully first-order methods in \emph{Bilevel Optimization} (BLO). Firstly, for BLO under the assumption that the lower-level functions admit the typical strong convexity assumption, the…

Optimization and Control · Mathematics 2024-07-10 Chris Junchi Li

This paper presents a new approach and algorithm for solving a class of constrained Bi-Level Optimization (BLO) problems in which the lower-level problem involves constraints coupling both upper-level and lower-level variables. Such…

Machine Learning · Computer Science 2024-01-30 Wei Yao , Chengming Yu , Shangzhi Zeng , Jin Zhang

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

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

In this paper, we focus on simple bilevel optimization problems, where we minimize a convex smooth objective function over the optimal solution set of another convex smooth constrained optimization problem. We present a novel bilevel…

Optimization and Control · Mathematics 2024-06-03 Jincheng Cao , Ruichen Jiang , Erfan Yazdandoost Hamedani , Aryan Mokhtari

Bilevel optimization recently has received tremendous attention due to its great success in solving important machine learning problems like meta learning, reinforcement learning, and hyperparameter optimization. Extending single-agent…

Optimization and Control · Mathematics 2023-06-02 Xuxing Chen , Minhui Huang , Shiqian Ma , Krishnakumar Balasubramanian

Bilevel optimization, the problem of minimizing a value function which involves the arg-minimum of another function, appears in many areas of machine learning. In a large scale empirical risk minimization setting where the number of samples…

Machine Learning · Statistics 2024-12-03 Mathieu Dagréou , Pierre Ablin , Samuel Vaiter , Thomas Moreau

Stochastic bilevel optimization tackles challenges involving nested optimization structures. Its fast-growing scale nowadays necessitates efficient distributed algorithms. In conventional distributed bilevel methods, each worker must…

Optimization and Control · Mathematics 2024-05-30 Yutong He , Jie Hu , Xinmeng Huang , Songtao Lu , Bin Wang , Kun Yuan

Automated hyperparameter search in machine learning, especially for deep learning models, is typically formulated as a bilevel optimization problem, with hyperparameter values determined by the upper level and the model learning achieved by…

Machine Learning · Computer Science 2024-12-06 Meltem Apaydin Ustun , Liang Xu , Bo Zeng , Xiaoning Qian

Bilevel optimization has become a powerful tool in a wide variety of machine learning problems. However, the current nonconvex bilevel optimization considers an offline dataset and static functions, which may not work well in emerging…

Optimization and Control · Mathematics 2023-11-10 Sen Lin , Daouda Sow , Kaiyi Ji , Yingbin Liang , Ness Shroff