On penalty-based bilevel gradient descent method

H Shen, T Chen - International Conference on Machine …, 2023 - proceedings.mlr.press
Bilevel optimization enjoys a wide range of applications in hyper-parameter optimization,
meta-learning and reinforcement learning. However, bilevel problems are difficult to solve …

Contextual stochastic bilevel optimization

Y Hu, J Wang, Y Xie, A Krause… - Advances in Neural …, 2024 - proceedings.neurips.cc
We introduce contextual stochastic bilevel optimization (CSBO)--a stochastic bilevel
optimization framework with the lower-level problem minimizing an expectation conditioned …

Projection-free methods for stochastic simple bilevel optimization with convex lower-level problem

J Cao, R Jiang, N Abolfazli… - Advances in …, 2024 - proceedings.neurips.cc
In this paper, we study a class of stochastic bilevel optimization problems, also known as
stochastic simple bilevel optimization, where we minimize a smooth stochastic objective …

Slm: A smoothed first-order lagrangian method for structured constrained nonconvex optimization

S Lu - Advances in Neural Information Processing Systems, 2024 - proceedings.neurips.cc
Functional constrained optimization (FCO) has emerged as a powerful tool for solving
various machine learning problems. However, with the rapid increase in applications of …

First-order penalty methods for bilevel optimization

Z Lu, S Mei - SIAM Journal on Optimization, 2024 - SIAM
In this paper, we study a class of unconstrained and constrained bilevel optimization
problems in which the lower level is a possibly nonsmooth convex optimization problem …

A conditional gradient-based method for simple bilevel optimization with convex lower-level problem

R Jiang, N Abolfazli, A Mokhtari… - International …, 2023 - proceedings.mlr.press
In this paper, we study a class of bilevel optimization problems, also known as simple bilevel
optimization, where we minimize a smooth objective function over the optimal solution set of …

On penalty methods for nonconvex bilevel optimization and first-order stochastic approximation

J Kwon, D Kwon, S Wright, R Nowak - arXiv preprint arXiv:2309.01753, 2023 - arxiv.org
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 …

Optimal algorithms for stochastic bilevel optimization under relaxed smoothness conditions

X Chen, T Xiao, K Balasubramanian - Journal of Machine Learning …, 2024 - jmlr.org
We consider stochastic bilevel optimization problems involving minimizing an upper-level
($\texttt {UL} $) function that is dependent on the arg-min of a strongly-convex lower-level …

On momentum-based gradient methods for bilevel optimization with nonconvex lower-level

F Huang - arXiv preprint arXiv:2303.03944, 2023 - arxiv.org
Bilevel optimization is a popular two-level hierarchical optimization, which has been widely
applied to many machine learning tasks such as hyperparameter learning, meta learning …

[PDF][PDF] PARL: A unified framework for policy alignment in reinforcement learning

S Chakraborty, AS Bedi, A Koppel, D Manocha… - arXiv preprint arXiv …, 2023 - ai.ucf.edu
We present a novel unified bilevel optimization-based framework, PARL, formulated to
address the recently highlighted critical issue of policy alignment in reinforcement learning …