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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

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

Bilevel optimization problems consist of minimizing a value function whose evaluation depends on the solution of an inner optimization problem. These problems are typically tackled using first-order methods that require computing the…

Optimization and Control · Mathematics 2026-01-30 Marco Rando , Samuel Vaiter

We consider stochastic unconstrained bilevel optimization problems when only the first-order gradient oracles are available. While numerous optimization methods have been proposed for tackling bilevel problems, existing methods either tend…

Optimization and Control · Mathematics 2023-01-27 Jeongyeol Kwon , Dohyun Kwon , Stephen Wright , Robert Nowak

Stochastic bilevel optimization (SBO) is becoming increasingly essential in machine learning due to its versatility in handling nested structures. To address large-scale SBO, decentralized approaches have emerged as effective paradigms in…

Optimization and Control · Mathematics 2025-11-27 Boao Kong , Shuchen Zhu , Songtao Lu , Xinmeng Huang , Kun Yuan

This paper considers the smooth bilevel optimization in which the lower-level problem is strongly convex and the upper-level problem is possibly nonconvex. We focus on the stochastic setting where the algorithm can access the unbiased…

Machine Learning · Computer Science 2025-12-16 Zhuanghua Liu , Luo Luo

Bilevel optimization has gained significant attention in recent years due to its broad applications in machine learning. This paper focuses on bilevel optimization in decentralized networks and proposes a novel single-loop algorithm for…

Optimization and Control · Mathematics 2024-04-24 Youran Dong , Shiqian Ma , Junfeng Yang , Chao Yin

While stochastic bilevel optimization methods have been extensively studied for addressing large-scale nested optimization problems in machine learning, it remains an open question whether the optimal complexity bounds for solving bilevel…

Optimization and Control · Mathematics 2026-03-24 Tianshu Chu , Dachuan Xu , Wei Yao , Jin Zhang

Bilevel optimization (BO) is useful for solving a variety of important machine learning problems including but not limited to hyperparameter optimization, meta-learning, continual learning, and reinforcement learning. Conventional BO…

Machine Learning · Computer Science 2022-09-20 Mao Ye , Bo Liu , Stephen Wright , Peter Stone , Qiang Liu

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

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

This paper consider solving a class of nonconvex-strongly-convex distributed stochastic bilevel optimization (DSBO) problems with personalized inner-level objectives. Most existing algorithms require computational loops for hypergradient…

Optimization and Control · Mathematics 2025-04-08 Youcheng Niu , Jinming Xu , Ying Sun , Yan Huang , Li Chai

We study bilevel optimization problems where the lower-level problems are strongly convex and have coupled linear constraints. To overcome the potential non-smoothness of the hyper-objective and the computational challenges associated with…

Optimization and Control · Mathematics 2026-02-06 Wei Shen , Jiawei Zhang , Minhui Huang , Cong Shen

This paper studies the complexity of finding an $\epsilon$-stationary point for stochastic bilevel optimization when the upper-level problem is nonconvex and the lower-level problem is strongly convex. Recent work proposed the first-order…

Optimization and Control · Mathematics 2026-03-10 Lesi Chen , Junru Li , El Mahdi Chayti , Jingzhao Zhang

This work focuses on addressing two major challenges in the context of large-scale nonconvex Bi-Level Optimization (BLO) problems, which are increasingly applied in machine learning due to their ability to model nested structures. These…

Optimization and Control · Mathematics 2024-05-17 Risheng Liu , Zhu Liu , Wei Yao , Shangzhi Zeng , Jin Zhang

This paper studies the problem of stochastic bilevel optimization where the upper-level function is nonconvex with potentially unbounded smoothness and the lower-level function is strongly convex. This problem is motivated by meta-learning…

Machine Learning · Computer Science 2024-12-31 Xiaochuan Gong , Jie Hao , Mingrui Liu

Bilevel optimization, crucial for hyperparameter tuning, meta-learning and reinforcement learning, remains less explored in the decentralized learning paradigm, such as decentralized federated learning (DFL). Typically, decentralized…

Machine Learning · Computer Science 2024-10-21 Min Wen , Chengchang Liu , Ahmed Abdelmoniem , Yipeng Zhou , Yuedong Xu

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

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

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
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