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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

In this work, we study first-order algorithms for solving Bilevel Optimization (BO) where the objective functions are smooth but possibly nonconvex in both levels and the variables are restricted to closed convex sets. As a first step, we…

Optimization and Control · Mathematics 2024-02-13 Jeongyeol Kwon , Dohyun Kwon , Stephen Wright , Robert Nowak

Bilevel optimization has become a powerful tool in a wide variety of machine learning problems. However, the current nonconvex bilevel optimization considers an offline dataset and static functions, which may not work well in emerging…

Optimization and Control · Mathematics 2023-11-10 Sen Lin , Daouda Sow , Kaiyi Ji , Yingbin Liang , Ness Shroff

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

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

Zeroth-order (ZO) optimization has long been favored for its biological plausibility and its capacity to handle non-differentiable objectives, yet its computational complexity has historically limited its application in deep neural…

Machine Learning · Computer Science 2026-02-12 Sansheng Cao , Zhengyu Ma , Yonghong Tian

This paper presents a new approach and algorithm for solving a class of constrained Bi-Level Optimization (BLO) problems in which the lower-level problem involves constraints coupling both upper-level and lower-level variables. Such…

Machine Learning · Computer Science 2024-01-30 Wei Yao , Chengming Yu , Shangzhi Zeng , Jin Zhang

Zeroth-order optimization (ZO) algorithms have been recently used to solve black-box or simulation-based learning and control problems, where the gradient of the objective function cannot be easily computed but can be approximated using the…

Optimization and Control · Mathematics 2021-09-09 Yan Zhang , Yi Zhou , Kaiyi Ji , Michael M. Zavlanos

In this paper, we study and analyze zeroth-order stochastic approximation algorithms for solving bilvel problems, when neither the upper/lower objective values, nor their unbiased gradient estimates are available. In particular, exploiting…

Optimization and Control · Mathematics 2024-04-02 Alireza Aghasi , Saeed Ghadimi

Bilevel optimization (BO) is widely applicable to many machine learning problems. Scaling BO, however, requires repeatedly computing hypergradients, which involves solving inverse Hessian-vector products (IHVPs). In practice, these…

Machine Learning · Computer Science 2026-04-01 Disen Liao , Felix Dangel , Yaoliang Yu

In this work we address the problem of convex optimization in a multi-agent setting where the objective is to minimize the mean of local cost functions whose derivatives are not available (e.g. black-box models). Moreover agents can only…

Optimization and Control · Mathematics 2023-06-14 Alessio Maritan , Luca Schenato

We design and analyze a novel accelerated gradient-based algorithm for a class of bilevel optimization problems. These problems have various applications arising from machine learning and image processing, where optimal solutions of the two…

Optimization and Control · Mathematics 2023-11-20 Sepideh Samadi , Daniel Burbano , Farzad Yousefian

Fine-tuning Large Language Models (LLMs) has proven effective for a variety of downstream tasks. However, as LLMs grow in size, the memory demands for backpropagation become increasingly prohibitive. Zeroth-order (ZO) optimization methods…

Machine Learning · Computer Science 2025-07-25 Ziming Yu , Pan Zhou , Sike Wang , Jia Li , Mi Tian , Hua Huang

Single-point zeroth-order optimization (SZO) is useful in solving online black-box optimization and control problems in time-varying environments, as it queries the function value only once at each time step. However, the vanilla SZO method…

Optimization and Control · Mathematics 2022-06-20 Xin Chen , Yujie Tang , Na Li

Algorithms for bilevel optimization often encounter Hessian computations, which are prohibitive in high dimensions. While recent works offer first-order methods for unconstrained bilevel problems, the constrained setting remains relatively…

Optimization and Control · Mathematics 2025-04-22 Guy Kornowski , Swati Padmanabhan , Kai Wang , Zhe Zhang , Suvrit Sra

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

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

We investigate accelerated zeroth-order algorithms for smooth composite convex optimization problems. While for unconstrained optimization, existing methods that merge 2-point zeroth-order gradient estimators with first-order frameworks…

Optimization and Control · Mathematics 2024-07-15 Silan Zhang , Yujie Tang

Gradient-based hyperparameter optimization (HPO) have emerged recently, leveraging bilevel programming techniques to optimize hyperparameter by estimating hypergradient w.r.t. validation loss. Nevertheless, previous theoretical works mainly…

Machine Learning · Computer Science 2026-02-23 Yubo Zhou , Jun Shu , Junmin Liu , Deyu Meng

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