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Hauptverfasser: Palmieri, Anthony, Rinaldi, Francesco, Salzo, Saverio, Venturini, Sara
Format: Preprint
Veröffentlicht: 2026
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Online-Zugang:https://arxiv.org/abs/2602.23076
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author Palmieri, Anthony
Rinaldi, Francesco
Salzo, Saverio
Venturini, Sara
author_facet Palmieri, Anthony
Rinaldi, Francesco
Salzo, Saverio
Venturini, Sara
contents We study Frank-Wolfe (FW) methods for constrained bilevel optimization when the lower-level problem is solved only approximately, yielding biased and inexact hypergradients. We analyze inexact variants of vanilla FW as well as away-step and pairwise FW, and provide convergence rates in the nonconvex setting under gradient errors. By combining these results with recent bounds on hypergradient errors from iterative and approximate implicit differentiation, we derive overall iteration complexity guarantees for bilevel FW. Experiments on two real-world applications validate the theory and demonstrate practical effectiveness.
format Preprint
id arxiv_https___arxiv_org_abs_2602_23076
institution arXiv
publishDate 2026
record_format arxiv
spellingShingle Iteration Complexity of Frank-Wolfe and Its Variants for Bilevel Optimization
Palmieri, Anthony
Rinaldi, Francesco
Salzo, Saverio
Venturini, Sara
Optimization and Control
90C30
We study Frank-Wolfe (FW) methods for constrained bilevel optimization when the lower-level problem is solved only approximately, yielding biased and inexact hypergradients. We analyze inexact variants of vanilla FW as well as away-step and pairwise FW, and provide convergence rates in the nonconvex setting under gradient errors. By combining these results with recent bounds on hypergradient errors from iterative and approximate implicit differentiation, we derive overall iteration complexity guarantees for bilevel FW. Experiments on two real-world applications validate the theory and demonstrate practical effectiveness.
title Iteration Complexity of Frank-Wolfe and Its Variants for Bilevel Optimization
topic Optimization and Control
90C30
url https://arxiv.org/abs/2602.23076