← 研踪 PaperTrailarXiv:2605.08006 · v2
Penalty-Based First-Order Methods for Bilevel Optimization with Minimax and Constrained Lower-Level Problems
首次提交 2026-05-09 00:59
版本更新 2026-11-12 09:59
雷达观测 2026-11-13 14:16
摘要
We study a class of bilevel optimization problems in which both the upper- and lower-level problems have minimax structures. This setting captures a broad range of emerging applications. Despite the extensive literature on bilevel optimization and minimax optimization separately, existing methods mainly focus on bilevel optimization with lower-level minimization problems, often under strong convexity assumptions, and are not directly applicable to the minimax lower-level setting considered here. To address this gap, we develop penalty-based first-order methods for bilevel minimax optimization without requiring strong convexity of the lower-level problem. In the deterministic setting, we establish that the proposed method finds a lifted -KKT point with oracle complexity. We further show that bilevel problems with convex constrained lower-level minimization can be reformulated as special cases of our framework via Lagrangian duality, leading to an complexity bound that improves upon the existing result when the lower-level Slater's condition holds. Finally, we extend our approach to the stochastic setting, where only stochastic gradient oracles are available, and prove that the proposed stochastic method finds a nearly lifted -KKT point with oracle complexity.
作者备注:NeurIPS 2026 Poster
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v2 · 2026-11-12 09:59 · 最新观测版本
Penalty-Based First-Order Methods for Bilevel Optimization with Minimax and Constrained Lower-Level Problems
We study a class of bilevel optimization problems in which both the upper- and lower-level problems have minimax structures. This setting captures a broad range of emerging applications. Despite the extensive literature on bilevel optimization and minimax optimization separately, existing methods mainly focus on bilevel optimization with lower-level minimization problems, often under strong convexity assumptions, and are not directly applicable to the minimax lower-level setting considered here. To address this gap, we develop penalty-based first-order methods for bilevel minimax optimization without requiring strong convexity of the lower-level problem. In the deterministic setting, we establish that the proposed method finds a lifted -KKT point with oracle complexity. We further show that bilevel problems with convex constrained lower-level minimization can be reformulated as special cases of our framework via Lagrangian duality, leading to an complexity bound that improves upon the existing result when the lower-level Slater's condition holds. Finally, we extend our approach to the stochastic setting, where only stochastic gradient oracles are available, and prove that the proposed stochastic method finds a nearly lifted -KKT point with oracle complexity.
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