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Gradient descent and backpropagation have enabled neural networks to achieve remarkable results in many real-world applications. Despite ongoing success, training a neural network with gradient descent can be a slow and strenuous affair. We…

Machine Learning · Computer Science 2020-11-19 Varun Ranganathan , Alex Lewandowski

We propose techniques for approximating bilevel optimization problems with non-smooth lower level problems that can have a non-unique solution. To this end, we substitute the expression of a minimizer of the lower level minimization problem…

Optimization and Control · Mathematics 2016-04-27 Peter Ochs , René Ranftl , Thomas Brox , Thomas Pock

We study Frank-Wolfe (FW) methods for constrained bilevel optimization when the lower-level problem is solved only approximately, yielding biased and inexact hypergradients. We analyze inexact variants of vanilla FW as well as away-step and…

Optimization and Control · Mathematics 2026-02-27 Anthony Palmieri , Francesco Rinaldi , Saverio Salzo , Sara Venturini

Zeroth-order optimization is the process of minimizing an objective $f(x)$, given oracle access to evaluations at adaptively chosen inputs $x$. In this paper, we present two simple yet powerful GradientLess Descent (GLD) algorithms that do…

Machine Learning · Computer Science 2020-05-20 Daniel Golovin , John Karro , Greg Kochanski , Chansoo Lee , Xingyou Song , Qiuyi Zhang

This paper proposes a new hybrid high-order discretization for the biharmonic problem and the corresponding eigenvalue problem. The discrete ansatz space includes degrees of freedom in $n-2$ dimensional submanifolds (e.g., nodal values in…

Numerical Analysis · Mathematics 2026-04-06 Yizhou Liang , Ngoc Tien Tran

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

First Order Bayesian Optimization (FOBO) is a sample efficient sequential approach to find the global maxima of an expensive-to-evaluate black-box objective function by suitably querying for the function and its gradient evaluations. Such…

Machine Learning · Computer Science 2023-06-21 Utkarsh Prakash , Aryan Chollera , Kushagra Khatwani , Prabuchandran K. J. , Tejas Bodas

Bilevel optimization has recently attracted considerable attention due to its abundant applications in machine learning problems. However, existing methods rely on prior knowledge of problem parameters to determine stepsizes, resulting in…

Machine Learning · Computer Science 2024-10-10 Yifan Yang , Hao Ban , Minhui Huang , Shiqian Ma , Kaiyi Ji

In this paper, we focus on solving an important class of nonconvex optimization problems which includes many problems for example signal processing over a networked multi-agent system and distributed learning over networks. Motivated by…

Optimization and Control · Mathematics 2018-10-25 Ehsan Kazemi , Liqiang Wang

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 developed for many machine learning tasks with large-scale and high-dimensional data. This paper considers a constrained bilevel optimization problem, where the lower-level optimization problem is convex with…

Machine Learning · Computer Science 2023-08-22 Siyuan Xu , Minghui Zhu

Bilevel optimization problems embed the optimality of a subproblem as a constraint of another optimization problem. We introduce the concept of near-optimality robustness for bilevel optimization, protecting the upper-level solution…

Optimization and Control · Mathematics 2024-07-15 Mathieu Besançon , Miguel F. Anjos , Luce Brotcorne

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 problems are a class of challenging optimization problems, which contain two levels of optimization tasks. In these problems, the optimal solutions to the lower level problem become possible feasible candidates to the…

Neural and Evolutionary Computing · Computer Science 2013-10-08 Ankur Sinha , Pekka Malo , Kalyanmoy Deb

We propose a new approach to solving bilevel optimization problems, intermediate between solving full-system optimality conditions with a Newton-type approach, and treating the inner problem as an implicit function. The overall idea is to…

Optimization and Control · Mathematics 2024-05-08 Ensio Suonperä , Tuomo Valkonen

Hard-thresholding is an important type of algorithm in machine learning that is used to solve $\ell_0$ constrained optimization problems. However, the true gradient of the objective function can be difficult to access in certain scenarios,…

Artificial Intelligence · Computer Science 2026-05-19 Xinzhe Yuan , William de Vazelhes , Bin Gu , Huan Xiong

Simple bilevel problems are optimization problems in which we want to find an optimal solution to an inner problem that minimizes an outer objective function. Such problems appear in many machine learning and signal processing applications…

Optimization and Control · Mathematics 2022-12-21 Lior Doron , Shimrit Shtern

Bilevel optimization, a hierarchical mathematical framework where one optimization problem is nested within another, has emerged as a powerful tool for modeling complex decision-making processes in various fields such as economics,…

Machine Learning · Computer Science 2024-12-25 Omer Ekmekcioglu , Nursen Aydin , Juergen Branke

Bilevel optimization recently has attracted increased interest in machine learning due to its many applications such as hyper-parameter optimization and meta learning. Although many bilevel methods recently have been proposed, these methods…

Optimization and Control · Mathematics 2023-02-21 Feihu Huang , Junyi Li , Shangqian Gao

Fine-tuning is powerful for adapting large language models to downstream tasks, but it often results in huge memory usages. A promising approach to mitigate this is using Zeroth-Order (ZO) optimization, which estimates gradients to replace…

Machine Learning · Computer Science 2024-10-15 Fei Wang , Li Shen , Liang Ding , Chao Xue , Ye Liu , Changxing Ding