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Nonconvex constrained optimization problems can be used to model a number of machine learning problems, such as multi-class Neyman-Pearson classification and constrained Markov decision processes. However, such kinds of problems are…

Optimization and Control · Mathematics 2024-12-04 Songtao Lu

In this paper we analyze a zeroth-order proximal stochastic gradient method suitable for the minimization of weakly convex stochastic optimization problems. We consider nonsmooth and nonlinear stochastic composite problems, for which…

Optimization and Control · Mathematics 2025-04-21 Spyridon Pougkakiotis , Dionysios S. Kalogerias

Bilevel optimization is one of the fundamental problems in machine learning and optimization. Recent theoretical developments in bilevel optimization focus on finding the first-order stationary points for nonconvex-strongly-convex cases. In…

Machine Learning · Computer Science 2023-05-11 Minhui Huang , Xuxing Chen , Kaiyi Ji , Shiqian Ma , Lifeng Lai

Hyperparameter optimization in machine learning is often achieved using naive techniques that only lead to an approximate set of hyperparameters. Although techniques such as Bayesian optimization perform an intelligent search on a given…

Machine Learning · Computer Science 2023-06-21 Ankur Sinha , Satender Gunwal , Shivam Kumar

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

In this paper, we study the Multi-Objective Bi-Level Optimization (MOBLO) problem, where the upper-level subproblem is a multi-objective optimization problem and the lower-level subproblem is for scalar optimization. Existing gradient-based…

Machine Learning · Computer Science 2024-07-11 Feiyang Ye , Baijiong Lin , Xiaofeng Cao , Yu Zhang , Ivor Tsang

The deployment constraints in practical applications necessitate the pruning of large-scale deep learning models, i.e., promoting their weight sparsity. As illustrated by the Lottery Ticket Hypothesis (LTH), pruning also has the potential…

Machine Learning · Computer Science 2023-04-24 Yihua Zhang , Yuguang Yao , Parikshit Ram , Pu Zhao , Tianlong Chen , Mingyi Hong , Yanzhi Wang , Sijia Liu

Multilevel optimization has gained renewed interest in machine learning due to its promise in applications such as hyperparameter tuning and continual learning. However, existing methods struggle with the inherent difficulty of efficiently…

Machine Learning · Computer Science 2024-10-16 Yuntian Gu , Xuzheng Chen

In this paper, we focus on the nonconvex-strongly-convex bilevel optimization problem (BLO). In this BLO, the objective function of the upper-level problem is nonconvex and possibly nonsmooth, and the lower-level problem is smooth and…

Optimization and Control · Mathematics 2022-12-26 Xiaoyin Hu , Nachuan Xiao , Xin Liu , Kim-Chuan Toh

Meta-learning methods aim to build learning algorithms capable of quickly adapting to new tasks in low-data regime. One of the most difficult benchmarks of such algorithms is a one-shot learning problem. In this setting many algorithms face…

Machine Learning · Computer Science 2022-10-04 Andrei Boiarov , Kostiantyn Khabarlak , Igor Yastrebov

In this paper, for solving a broad class of large-scale nonconvex and nonsmooth optimization problems, we propose a stochastic two step inertial Bregman proximal alternating linearized minimization (STiBPALM) algorithm with variance-reduced…

Optimization and Control · Mathematics 2023-07-12 Chenzheng Guo , Jing Zhao , Qiao-Li Dong

This paper analyzes a two-timescale stochastic algorithm framework for bilevel optimization. Bilevel optimization is a class of problems which exhibit a two-level structure, and its goal is to minimize an outer objective function with…

Optimization and Control · Mathematics 2022-06-09 Mingyi Hong , Hoi-To Wai , Zhaoran Wang , Zhuoran Yang

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

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

Recently, much progress has been made on particle swarm optimization (PSO). A number of works have been devoted to analyzing the convergence of the underlying algorithms. Nevertheless, in most cases, rather simplified hypotheses are used.…

Optimization and Control · Mathematics 2016-11-15 Quan Yuan , George Yin

A new topology optimization method called the Proportional Topology Optimization (PTO) is presented. As a non-gradient method, PTO is simple to understand, easy to implement, and is also efficient and accurate at the same time. It is…

Computational Engineering, Finance, and Science · Computer Science 2016-05-30 Emre Biyikli , Albert C. To

In recent years, bilevel optimization (BLO) has attracted significant attention for its broad applications in machine learning. However, most existing works on BLO remain confined to the single-task setting and rely on the lower-level…

Machine Learning · Computer Science 2026-05-15 Zhiyao Zhang , Myeung Suk Oh , Zhen Qin , Jiaxiang Li , Xin Zhang , Jia Liu

We propose a new approach to solving bilevel optimization problems, intermediate between solving full-system optimality conditions with a Newton-type approach, and treating the inner problem as an implicit function. The overall idea is to…

Optimization and Control · Mathematics 2024-05-08 Ensio Suonperä , Tuomo Valkonen

We consider the standard optimistic bilevel optimization problem, in particular upper- and lower-level constraints can be coupled. By means of the lower-level value function, the problem is transformed into a single-level optimization…

Optimization and Control · Mathematics 2019-12-17 Andreas Fischer , Alain B. Zemkoho , Shenglong Zhou

In recent years, there has been considerable interest in designing stochastic first-order algorithms to tackle finite-sum smooth minimax problems. To obtain the gradient estimates, one typically relies on the uniform…

Optimization and Control · Mathematics 2024-10-08 Xia Jiang , Linglingzhi Zhu , Anthony Man-Cho So , Shisheng Cui , Jian Sun