Searcharxiv⌕ Search

arXiv · 2610.03633

Closing the Accuracy Gap in Stochastic First-Order Bilevel Optimization

Abstract

We characterize the optimal accuracy dependence for smooth nonconvex--strongly-convex bilevel optimization with stochastic first-order oracles. For globally unbiased fresh-gradient observations with bounded variance, we prove an $Ω(ε^{-6})$ lower bound matching the accuracy exponent of existing upper bounds. We consider globally Lipschitz gradients, a bounded upper gradient in the lower variable, and Lipschitz lower Hessian blocks, with target $\mathbb{E}|\nabla F(\widehat{x})|\leε$. Let $L$ be the common first-order scale, $μ$ the lower strong-convexity modulus, $ρ$ the lower Hessian-variation budget, $κ=L/μ$, and $χ=1+ρ/μ$. For $ρ\gtrsimμ$, $χ\lesssimκ$, sufficiently high accuracy, and sufficiently large dimension, we establish $Ω\left(Lκ^2Δε^{-2}+L^3χ^2κ^8σ_g^2Δε^{-6}\right)$, where $Δ$ is the initial gap budget and $σ_g^2$ is the lower-gradient variance budget. The bound holds over full Euclidean spaces against arbitrary randomized adaptive algorithms, even when every sample is the gradient of a scalar function. In the common-scale regime $ρ=Θ(L)$, the leading stochastic term has condition-number dependence $κ^{10}$, compared with the achievable $κ^{11}$ dependence. The proof embeds a sequential hard objective into an exact lower response while preserving global regularity and finite gap. A multiscale decomposition limits the gradient signal carrying each new direction, yielding the required sample complexity. We complement this lower bound with a frozen-linear-tilt estimator whose bias is proportional to lower Hessian variation. Its analysis makes this structural dependence explicit and yields matching leading rates in the specified curvature-controlled and small-gap regimes.

Explore related subjects

Keep this discovery

Explore connections, maps & timelines

BibTeXRIS

Haihan Zhang, Wendao Wu, Chenheng Zhang, Yanyi Li, Chunyuan Zheng, Cong Fang, Haoxuan Li, Zhouchen Lin. 2026-10-02. Closing the Accuracy Gap in Stochastic First-Order Bilevel Optimization. https://arxiv.org/abs/2610.03633

Cite the original work for its findings. Save a collection to share your selection of sources.

KEEP EXPLORING

Related papers

Asymptotic Optimality of Inventory Projection in Dual-Sourcing Systems

We consider a single-echelon inventory system under periodic review with two suppliers facing stochastic demand, where excess demand is backlogged. The expedited supplier has a shorter lead time than the regular supplier but charges a higher unit price. We introduce the Projected Expedited Inventory Position (PEIP) policy. We show that this policy is asymptotically optimal in two regimes of practical interest: (i) when the lead time of the regular supplier becomes large and (ii) when both the shortage cost and the cost premium for expedited units become large, with their ratio held constant. We show through an extensive numerical investigation that the PEIP policy outperforms the current best performing heuristic policies in literature.

math.OC↗

Variance-reduced accelerated methods for decentralized stochastic double-regularized nonconvex strongly-concave minimax problems

In this paper, we consider the decentralized, stochastic nonconvex strongly-concave (NCSC) minimax problem with nonsmooth regularization terms on both primal and dual variables, wherein a network of $m$ computing agents collaborate via peer-to-peer communications. We consider when the coupling function is in expectation or finite-sum form and the double regularizers are convex functions, applied separately to the primal and dual variables. Our algorithmic framework introduces a Lagrangian multiplier to eliminate the consensus constraint on the dual variable. Coupling this with variance-reduction (VR) techniques, our proposed method, entitled VRLM, by a single neighbor communication per iteration, is able to achieve an $\mathcal{O}(κ^3\varepsilon^{-3})$ sample complexity under the general stochastic setting, with either a big-batch or small-batch VR option, where $κ$ is the condition number of the problem and $\varepsilon$ is the desired solution accuracy. With a big-batch VR, we can additionally achieve $\mathcal{O}(κ^2\varepsilon^{-2})$ communication complexity. Under the special finite-sum setting, our method with a big-batch VR can achieve an $\mathcal{O}(n + \sqrt{n} κ^2\varepsilon^{-2})$ sample complexity and $\mathcal{O}(κ^2\varepsilon^{-2})$ communication complexity, where $n$ is the number of components in the finite sum. All complexity results match the best-known results achieved by a few existing methods for solving special cases of the problem we consider. To the best of our knowledge, this is the first work which provides convergence guarantees for NCSC minimax problems with general convex nonsmooth regularizers applied to both the primal and dual variables in the decentralized stochastic setting. Numerical experiments are conducted on two machine learning problems. Our code is downloadable from https://github.com/RPI-OPT/VRLM.

math.OC↗

A Data-Driven Linear Programming Model for Energy-Optimal Metro Timetables

We propose a data-driven linear programming model to compute energy-optimal timetables for networks operating under communications-based train control (CBTC); the model was developed with Hitachi Rail Canada, the largest provider of CBTC systems worldwide. Our model minimizes the network's effective energy consumption, defined as the total traction energy minus the regenerative braking energy transferred from braking trains to nearby accelerating trains. Our main modeling contribution is to show the signed overlap between a braking and an accelerating phase is concave in the event times, so maximizing the transferred energy is a convex problem that can be reformulated into a linear program via hypograph constraints. In contrast, prior work either captures this synchronization structure with binary variables or other nonconvex constraints, or relies on multiple stages interleaved with simulation. Our model computes an energy-optimal timetable subject to the operational constraints of the railway network in under a second on a laptop for every instance studied and predicts the effective energy consumption of the network without requiring time-consuming simulations. We demonstrate the effectiveness of our model on two real-world CBTC networks. First, on 11 full-day operational instances of Shanghai Metro Line 8 with 1,000-1,332 active trains, the model computes energy-optimal timetables in under 0.7 seconds per instance and predicts 19.5%-28.2% reductions in effective energy consumption relative to the existing operational timetables; the industrial physics-based simulator SPSIM independently corroborates these reductions. Second, on 17 real-world instances of the Docklands Light Railway with 108-336 active trains, the model predicts reductions of 19.3%-28.8%, solving each instance in under 0.11 seconds. Our model is being integrated into Hitachi Rail Canada's industrial timetable compiler.

math.OC↗