arXiv:2511.16796math.OCcs.LG2025-11被引 1

改进惩罚法求解双层优化,提升效率并降低迭代次数。

Efficient Penalty-Based Bilevel Methods: Improved Analysis, Novel Updates, and Flatness Condition

  • 通过解耦变量重构惩罚项,降低平滑性常数
  • 新算法减少内层迭代,支持更大步长,复杂度更低
  • 引入上层目标平坦性条件,可减小惩罚系数

惩罚法因其一阶高效性成为求解双层优化(BLO)问题的主流方法。然而,传统方法需多次内层迭代求解下层问题,且依赖小外层步长以应对大惩罚项带来的光滑性增强,导致复杂度偏高。本文针对带耦合约束(CCs)的通用BLO问题,提出一种新型惩罚重构方式,实现上下层变量解耦,从而改善光滑性常数分析,支持更大外层步长,显著降低交替式惩罚梯度下降(ALT-PBGD)的迭代复杂度。基于此,提出PBGD-Free——一种全新的全单循环算法,避免对无耦合约束的BLO进行内层循环;对含耦合约束的情况,仍采用高效内层循环,迭代次数大幅减少。此外,提出一种新的曲率条件,刻画上层目标关于下层变量的“平坦性”,松弛了传统的上层利普希茨要求,允许更小的惩罚常数选择,并使上层更新时惩罚梯度项可忽略。理论分析证明收敛性,并在支持向量机超参优化与大语言模型微调任务中验证有效性。

原文摘要 · Abstract (English)

Penalty-based methods have become popular for solving bilevel optimization (BLO) problems, thanks to their effective first-order nature. However, they often require inner-loop iterations to solve the lower-level (LL) problem and small outer-loop step sizes to handle the increased smoothness induced by large penalty terms, leading to suboptimal complexity. This work considers the general BLO problems with coupled constraints (CCs) and leverages a novel penalty reformulation that decouples the upper- and lower-level variables. This yields an improved analysis of the smoothness constant, enabling larger step sizes and reduced iteration complexity for Penalty-Based Gradient Descent algorithms in ALTernating fashion (ALT-PBGD). Building on the insight of reduced smoothness, we propose PBGD-Free, a novel fully single-loop algorithm that avoids inner loops for the uncoupled constraint BLO. For BLO with CCs, PBGD-Free employs an efficient inner-loop with substantially reduced iteration complexity. Furthermore, we propose a novel curvature condition describing the "flatness" of the upper-level objective with respect to the LL variable. This condition relaxes the traditional upper-level Lipschitz requirement, enables smaller penalty constant choices, and results in a negligible penalty gradient term during upper-level variable updates. We provide rigorous convergence analysis and validate the method's efficacy through hyperparameter optimization for support vector machines and fine-tuning of large language models.

双层优化惩罚法算法优化机器学习

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