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相关论文: Averaged Method of Multipliers for Bi-Level Optimi…

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Recently, bi-level optimization (BLO) has taken center stage in some very exciting developments in the area of signal processing (SP) and machine learning (ML). Roughly speaking, BLO is a classical optimization problem that involves two…

机器学习 · 计算机科学 2023-12-22 Yihua Zhang , Prashant Khanduri , Ioannis Tsaknakis , Yuguang Yao , Mingyi Hong , Sijia Liu

This work proposes a general learned proximal alternating minimization algorithm, LPAM, for solving learnable two-block nonsmooth and nonconvex optimization problems. We tackle the nonsmoothness by an appropriate smoothing technique with…

最优化与控制 · 数学 2026-03-10 Yunmei Chen , Lezhi Liu , Lei Zhang

We present in this paper novel accelerated fully first-order methods in \emph{Bilevel Optimization} (BLO). Firstly, for BLO under the assumption that the lower-level functions admit the typical strong convexity assumption, the…

最优化与控制 · 数学 2024-07-10 Chris Junchi Li

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…

机器学习 · 计算机科学 2022-09-20 Mao Ye , Bo Liu , Stephen Wright , Peter Stone , Qiang Liu

Bilevel optimization (BLO) is a popular approach with many applications including hyperparameter optimization, neural architecture search, adversarial robustness and model-agnostic meta-learning. However, the approach suffers from time and…

机器学习 · 计算机科学 2021-06-08 Valerii Likhosherstov , Xingyou Song , Krzysztof Choromanski , Jared Davis , Adrian Weller

Many problems in machine learning involve bilevel optimization (BLO), including hyperparameter optimization, meta-learning, and dataset distillation. Bilevel problems consist of two nested sub-problems, called the outer and inner problems,…

机器学习 · 计算机科学 2022-12-29 Paul Vicol , Jonathan Lorraine , Fabian Pedregosa , David Duvenaud , Roger Grosse

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…

最优化与控制 · 数学 2024-03-15 Nazanin Abolfazli , Ruichen Jiang , Aryan Mokhtari , Erfan Yazdandoost Hamedani

In this work, we develop analysis and algorithms for a class of (stochastic) bilevel optimization problems whose lower-level (LL) problem is strongly convex and linearly constrained. Most existing approaches for solving such problems rely…

最优化与控制 · 数学 2025-04-08 Prashant Khanduri , Ioannis Tsaknakis , Yihua Zhang , Sijia Liu , Mingyi Hong

In this article we intend to develop a simple and implementable algorithm for minimizing a convex function over the solution set of another convex optimization problem. Such a problem is often referred to as a simple bilevel programming…

最优化与控制 · 数学 2025-04-17 Stephan Dempe , Joydeep Duta , Tanushree Pandit , K. S. Mallikarjuna Rao

Block coordinate descent methods and stochastic subgradient methods have been extensively studied in optimization and machine learning. By combining randomized block sampling with stochastic subgradient methods based on dual averaging, we…

最优化与控制 · 数学 2015-09-16 Qi Deng , Guanghui Lan , Anand Rangarajan

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…

最优化与控制 · 数学 2023-06-22 Xuxing Chen , Tesi Xiao , Krishnakumar Balasubramanian

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…

机器学习 · 计算机科学 2024-01-19 Jie Hao , Xiaochuan Gong , Mingrui Liu

Bilevel optimization problems, encountered in fields such as economics, engineering, and machine learning, pose significant computational challenges due to their hierarchical structure and constraints at both upper and lower levels.…

最优化与控制 · 数学 2024-08-21 Mengwei Xu , Yu-Hong Dai , Xin-Wei Liu , Bo Wang

This paper considers the simple bilevel optimization (SBO) problem, which minimizes a composite convex function over the optimal solution set of another composite convex minimization problem. We first show that this bilevel problem is…

最优化与控制 · 数学 2025-07-11 Rujun Jiang , Xu Shi , Weizheng Song , Jiulin Wang

In this paper we propose a sequential minimax optimization (SMO) method for solving a class of constrained bilevel optimization problems in which the lower-level part is a possibly nonsmooth convex optimization problem, while the…

最优化与控制 · 数学 2025-11-11 Zhaosong Lu , Sanyou Mei

In recent years, bilevel optimization (BLO) has attracted significant attention for its broad applications in machine learning. However, most existing works on BLO remain confined to the single-task setting and rely on the lower-level…

机器学习 · 计算机科学 2026-05-15 Zhiyao Zhang , Myeung Suk Oh , Zhen Qin , Jiaxiang Li , Xin Zhang , Jia Liu

In this paper, we consider constrained optimization problems with convex, smooth objective and constraints. We propose a new stochastic gradient algorithm, called the Stochastic Moving Ball Approximation (SMBA) method, to solve this class…

最优化与控制 · 数学 2024-12-03 Nitesh Kumar Singh , Ion Necoara

We introduce contextual stochastic bilevel optimization (CSBO) -- a stochastic bilevel optimization framework with the lower-level problem minimizing an expectation conditioned on some contextual information and the upper-level decision…

最优化与控制 · 数学 2023-10-31 Yifan Hu , Jie Wang , Yao Xie , Andreas Krause , Daniel Kuhn

Bilevel optimization has recently regained interest owing to its applications in emerging machine learning fields such as hyperparameter optimization, meta-learning, and reinforcement learning. Recent results have shown that simple…

最优化与控制 · 数学 2023-10-09 Quan Xiao , Songtao Lu , Tianyi Chen

Bilevel optimization problems are receiving increasing attention in machine learning as they provide a natural framework for hyperparameter optimization and meta-learning. A key step to tackle these problems is the efficient computation of…

机器学习 · 统计学 2025-05-20 Riccardo Grazzi , Massimiliano Pontil , Saverio Salzo