中文

Continuous-Time Analysis for Minimax and Bilevel Problems

最优化与控制 2026-05-21 v1

摘要

We study single-loop gradient-flow dynamics for nested optimization, where the outer variable evolves while auxiliary variables track the inner solution map. While existing analyses typically rely on problem- and condition-specific Lyapunov constructions, we propose, to our knowledge, the first unified Lyapunov template for continuous-time analysis that covers minimax, bilevel via a lifted penalty formulation, and min--min--max. Our proof is modular, built from reusable lemmas that yield a unified characterization of time-scale separation. This characterization bridges regimes from strong convexity/concavity to mere convexity through an error-bound condition, and produces explicit closed-form thresholds that avoid the coupled ratio conditions common in discrete-time analyses. We further compare the penalty dynamics with the ideal hyper-gradient flow, derive a finite-time tracking bound, and discuss an Euler one-step analogue; hypercleaning diagnostics show that the predicted relative time-scale regions remain visible under stable forward-Euler discretization.

关键词

引用

@article{arxiv.2605.20898,
  title  = {Continuous-Time Analysis for Minimax and Bilevel Problems},
  author = {Hyunwoo Lee and Jeongyeol Kwon and Dohyun Kwon},
  journal= {arXiv preprint arXiv:2605.20898},
  year   = {2026}
}

备注

41 pages