English
Related papers

Related papers: Adaptive Algorithms for Nonconvex Bilevel Optimiza…

200 papers

This paper considers optimization of smooth nonconvex functionals in smooth infinite dimensional spaces. A H\"older gradient descent algorithm is first proposed for finding approximate first-order points of regularized polynomial…

Optimization and Control · Mathematics 2021-04-07 Serge Gratton , Sadok Jerad , Philippe L. Toint

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

Bilevel optimization is a central tool in machine learning for high-dimensional hyperparameter tuning. Its applications are vast; for instance, in imaging it can be used for learning data-adaptive regularizers and optimizing forward…

Optimization and Control · Mathematics 2025-11-11 Mohammad Sadegh Salehi , Subhadip Mukherjee , Lindon Roberts , Matthias J. Ehrhardt

Topology Optimization (TO), which maximizes structural robustness under material weight constraints, is becoming an essential step for the automatic design of mechanical parts. However, existing TO algorithms use the Finite Element Analysis…

Robotics · Computer Science 2022-04-14 Zherong Pan , Xifeng Gao , Kui Wu

Bilevel optimization is widely applied in many machine learning tasks such as hyper-parameter learning, meta learning and reinforcement learning. Although many algorithms recently have been developed to solve the bilevel optimization…

Optimization and Control · Mathematics 2024-07-26 Feihu Huang

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 paper, we focus on the nonconvex-nonconvex bilevel optimization problem (BLO), where both upper-level and lower-level objectives are nonconvex, with the upper-level problem potentially being nonsmooth. We develop a two-timescale…

Optimization and Control · Mathematics 2026-04-24 Nachuan Xiao , Xiaoyin Hu , Xin Liu , Kim-Chuan Toh

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 optimization has recently attracted growing interests due to its wide applications in modern machine learning problems. Although recent studies have characterized the convergence rate for several such popular algorithms, it is still…

Machine Learning · Computer Science 2022-02-01 Kaiyi Ji , Yingbin Liang

In this paper, we study a class of bilevel optimization program (BP), where the feasible set of the lower level program is independent of the upper level variable. For bilevel programs it is known that the first order approach requires the…

Optimization and Control · Mathematics 2026-02-27 Kuang Bai , Wei Yao , Jane J. Ye , Jin Zhang

Bilevel optimization methods are increasingly relevant within machine learning, especially for tasks such as hyperparameter optimization and meta-learning. Compared to the offline setting, online bilevel optimization (OBO) offers a more…

Optimization and Control · Mathematics 2024-09-17 Jason Bohne , David Rosenberg , Gary Kazantsev , Pawel Polak

Approximate bi-level optimization (ABLO) consists of (outer-level) optimization problems, involving numerical (inner-level) optimization loops. While ABLO has many applications across deep learning, it suffers from time and memory…

Machine Learning · Computer Science 2021-06-09 Valerii Likhosherstov , Xingyou Song , Krzysztof Choromanski , Jared Davis , Adrian Weller

The analysis of gradient descent-type methods typically relies on the Lipschitz continuity of the objective gradient. This generally requires an expensive hyperparameter tuning process to appropriately calibrate a stepsize for a given…

Optimization and Control · Mathematics 2023-11-16 Albert S. Berahas , Lindon Roberts , Fred Roosta

Integrated learning and optimization (ILO) is a framework in contextual optimization which aims to train a predictive model for the probability distribution of the underlying problem data uncertainty, with the goal of enhancing the quality…

Optimization and Control · Mathematics 2026-01-26 Yuan Tao , Huifu Xu

Decentralized bilevel optimization has garnered significant attention due to its critical role in solving large-scale machine learning problems. However, existing methods often rely on prior knowledge of problem parameters-such as…

Optimization and Control · Mathematics 2025-10-29 Zhiwei Zhai , Wenjing Yan , Ying-Jun Angela Zhang

Bilevel optimization is a popular hierarchical model in machine learning, and has been widely applied to many machine learning tasks such as meta learning, hyperparameter learning and policy optimization. Although many bilevel optimization…

Machine Learning · Computer Science 2022-11-15 Feihu Huang

In recent years, a variety of gradient-based first-order methods have been developed to solve bi-level optimization problems for learning applications. However, theoretical guarantees of these existing approaches heavily rely on the…

Machine Learning · Computer Science 2020-07-03 Risheng Liu , Pan Mu , Xiaoming Yuan , Shangzhi Zeng , Jin Zhang

This paper studies proximal gradient iterations for solving simple bilevel optimization problems where both the upper and the lower level cost functions are split as the sum of differentiable and (possibly nonsmooth) proximable functions.…

Optimization and Control · Mathematics 2024-03-05 Puya Latafat , Andreas Themelis , Silvia Villa , Panagiotis Patrinos

In this paper, we consider both first- and second-order techniques to address continuous optimization problems arising in machine learning. In the first-order case, we propose a framework of transition from deterministic or…

Machine Learning · Computer Science 2021-11-30 Sanae Lotfi , Tiphaine Bonniot de Ruisselet , Dominique Orban , Andrea Lodi

We propose a first order algorithm, a modified version of FISTA, to solve an optimization problem with an objective function that is a sum of a possibly nonconvex function, with Lipschitz continuous gradient, and a convex function which can…

Optimization and Control · Mathematics 2025-08-20 Chee-Khian Sim