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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

DPO has become a widely adopted alternative to RLHF for aligning LLMs with human preferences, eliminating the need for a separate reward model or RL loop. Recent theoretical analysis uncovers an asymmetric gradient behavior in DPO: the loss…

Computation and Language · Computer Science 2026-05-28 Shaolong Chen , Madalina Ciobanu , Qingqing Mao , Ritankar Das

This paper focuses on decentralized stochastic bilevel optimization (DSBO) where agents only communicate with their neighbors. We propose Decentralized Stochastic Gradient Descent and Ascent with Gradient Tracking (DSGDA-GT), a novel…

Optimization and Control · Mathematics 2026-01-06 Xiaoyu Wang , Xuxing Chen , Shiqian Ma , Tong Zhang

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 arisen as a powerful tool for solving a variety of machine learning problems. Two current popular bilevel optimizers AID-BiO and ITD-BiO naturally involve solving one or two sub-problems, and consequently, whether…

Machine Learning · Computer Science 2022-06-02 Kaiyi Ji , Mingrui Liu , Yingbin Liang , Lei Ying

Stochastic bilevel optimization finds widespread applications in machine learning, including meta-learning, hyperparameter optimization, and neural architecture search. To extend stochastic bilevel optimization to distributed data, several…

Machine Learning · Computer Science 2026-05-26 Yihan Zhang , My T. Thai , Jie Wu , Hongchang Gao

A new algorithm for smooth constrained optimization is proposed that never computes the value of the problem's objective function and that handles both equality and inequality constraints. The algorithm uses an adaptive switching strategy…

Optimization and Control · Mathematics 2026-02-13 S. Bellavia , S. Gratton , B. Morini , Ph. L. Toint

It is widely acknowledged that hyperparameter selection plays a critical role in the effectiveness of sparse optimization problems. The bilevel optimization provides a robust framework for addressing this issue, but these existing methods…

Optimization and Control · Mathematics 2026-03-11 Yunhai Xiao , Anqi Liu , Peili Li , Yanyun Ding

Bilevel programming has recently received attention in the literature due to its wide range of applications, including reinforcement learning and hyper-parameter optimization. However, it is widely assumed that the underlying bilevel…

Machine Learning · Computer Science 2024-10-11 Parvin Nazari , Ahmad Mousavi , Davoud Ataee Tarzanagh , George Michailidis

Bi-level optimization problems, where one wishes to find the global minimizer of an upper-level objective function over the globally optimal solution set of a lower-level objective, arise in a variety of scenarios throughout science and…

Optimization and Control · Mathematics 2025-05-13 Nicolás García Trillos , Sixu Li , Konstantin Riedl , Yuhua Zhu

Decentralized bilevel optimization has received increasing attention recently due to its foundational role in many emerging multi-agent learning paradigms (e.g., multi-agent meta-learning and multi-agent reinforcement learning) over…

Machine Learning · Computer Science 2023-01-23 Peiwen Qiu , Yining Li , Zhuqing Liu , Prashant Khanduri , Jia Liu , Ness B. Shroff , Elizabeth Serena Bentley , Kurt Turck

Bilevel optimization has garnered significant attention in the machine learning community recently, particularly regarding the development of efficient numerical methods. While substantial progress has been made in developing efficient…

Optimization and Control · Mathematics 2026-02-04 Qichao Cao , Shangzhi Zeng , Jin Zhang

We introduce contextual stochastic bilevel optimization (CSBO) -- a stochastic bilevel optimization framework with the lower-level problem minimizing an expectation conditioned on some contextual information and the upper-level decision…

Optimization and Control · Mathematics 2023-10-31 Yifan Hu , Jie Wang , Yao Xie , Andreas Krause , Daniel Kuhn

We propose an Adagrad-like algorithm for multi-objective unconstrained optimization that relies on the computation of a common descent direction only. Unlike classical local algorithms for multi-objective optimization, our approach does not…

Optimization and Control · Mathematics 2026-02-06 Marianna De Santis , Gabriele Eichfelder , Margherita Porcelli

The paper studies decentralized optimization over networks, where agents minimize a sum of {\it locally} smooth (strongly) convex losses and plus a nonsmooth convex extended value term. We propose decentralized methods wherein agents {\it…

Optimization and Control · Mathematics 2026-02-20 Xiaokai Chen , Ilya Kuruzov , Gesualdo Scutari

Stochastic bilevel optimization generalizes the classic stochastic optimization from the minimization of a single objective to the minimization of an objective function that depends the solution of another optimization problem. Recently,…

Optimization and Control · Mathematics 2022-04-01 Tianyi Chen , Yuejiao Sun , Quan Xiao , Wotao Yin

It is well known that we need to choose the hyper-parameters in Momentum, AdaGrad, AdaDelta, and other alternative stochastic optimizers. While in many cases, the hyper-parameters are tuned tediously based on experience becoming more of an…

Machine Learning · Computer Science 2022-04-05 Jun Lu

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

Adaptive gradient methods such as AdaGrad and its variants update the stepsize in stochastic gradient descent on the fly according to the gradients received along the way; such methods have gained widespread use in large-scale optimization…

Machine Learning · Statistics 2021-04-20 Rachel Ward , Xiaoxia Wu , Leon Bottou

Distributed supply-chain optimization demands algorithms that can cope with unreliable communication, unbounded messaging delays, and geographically dispersed agents while still guaranteeing convergence with provable rates. In this work, we…

Optimization and Control · Mathematics 2025-06-11 Laksh Patel , Neel Shanbhag