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Several important problem settings within the literature of reinforcement learning (RL), such as meta-learning, hierarchical learning, and RL from human feedback (RL-HF), can be modelled as bilevel RL problems. A lot has been achieved in…

Machine Learning · Computer Science 2026-02-03 Naman Saxena , Vaneet Aggarwal

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

Bi-Level Optimization (BLO) is originated from the area of economic game theory and then introduced into the optimization community. BLO is able to handle problems with a hierarchical structure, involving two levels of optimization tasks,…

Machine Learning · Computer Science 2021-09-29 Risheng Liu , Jiaxin Gao , Jin Zhang , Deyu Meng , Zhouchen Lin

Bilevel optimization has been recently used in many machine learning problems such as hyperparameter optimization, policy optimization, and meta learning. Although many bilevel optimization methods have been proposed, they still suffer from…

Optimization and Control · Mathematics 2022-10-27 Feihu Huang , Junyi Li , Shangqian Gao , Heng Huang

Adam has become one of the most popular optimizers for training modern deep neural networks, such as transformers. However, its applicability is largely restricted to single-level optimization problems. In this paper, we aim to extend…

Machine Learning · Computer Science 2025-03-07 Xiaochuan Gong , Jie Hao , Mingrui Liu

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 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

We study a new penalty reformulation of constrained convex optimization based on the softplus penalty function. We develop novel and tight upper bounds on the objective value gap and the violation of constraints for the solutions to the…

Optimization and Control · Mathematics 2023-05-23 Meng Li , Paul Grigas , Alper Atamturk

We tackle the general differentiable meta learning problem that is ubiquitous in modern deep learning, including hyperparameter optimization, loss function learning, few-shot learning, invariance learning and more. These problems are often…

Machine Learning · Computer Science 2024-10-15 Minyoung Kim , Timothy M. Hospedales

In this work, we propose derivative-free framework for bilevel optimization. We consider both the upper and lower-level problems with bound constraints on the variables, as well as general nonlinear constraints, assuming that first-order…

Optimization and Control · Mathematics 2026-03-24 Edoardo Cesaroni , Giampaolo Liuzzi , Stefano Lucidi

Solving bilevel optimization (BLO) problems to global optimality is generally intractable. A common surrogate is to compute a hyper-stationary point -- a stationary point of the hyper-objective function obtained by minimizing or maximizing…

Optimization and Control · Mathematics 2025-10-30 He Chen , Jiajin Li , Anthony Man-Cho So

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

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

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 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

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

Multi-agent planning under Signal Temporal Logic (STL) is often hindered by collaborative tasks that lead to computational challenges due to the inherent high-dimensionality of the problem, preventing scalable synthesis with satisfaction…

Systems and Control · Electrical Eng. & Systems 2026-02-20 Eleftherios E. Vlahakis , Arash Bahari Kordabad , Lars Lindemann , Pantelis Sopasakis , Sadegh Soudjani , Dimos V. Dimarogonas

In recent years, Bi-Level Optimization (BLO) techniques have received extensive attentions from both learning and vision communities. A variety of BLO models in complex and practical tasks are of non-convex follower structure in nature…

Machine Learning · Computer Science 2021-10-29 Risheng Liu , Yaohua Liu , Shangzhi Zeng , Jin Zhang

Stochastic gradient methods are dominant in nonconvex optimization especially for deep models but have low asymptotical convergence due to the fixed smoothness. To address this problem, we propose a simple yet effective method for improving…

Machine Learning · Computer Science 2018-05-25 Jun Li , Hongfu Liu , Bineng Zhong , Yue Wu , Yun Fu

Bilevel optimization is a fundamental tool in hierarchical decision-making and has been widely applied to machine learning tasks such as hyperparameter tuning, meta-learning, and continual learning. While significant progress has been made…

Optimization and Control · Mathematics 2025-04-25 Nazanin Abolfazli , Sina Sharifi , Mahyar Fazlyab , Erfan Yazdandoost Hamedani