ADMM-based Bilevel Descent Aggregation Algorithm for Sparse Hyperparameter Selection
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arXiv
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| Autores principales: | , , , |
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| Formato: | Preprint |
| Publicado: |
2026
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| _version_ | 1866915851087642624 |
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| author | Xiao, Yunhai Liu, Anqi Li, Peili Ding, Yanyun |
| author_facet | Xiao, Yunhai Liu, Anqi Li, Peili Ding, Yanyun |
| contents | It is widely acknowledged that hyperparameter selection plays a critical role in the effectiveness of sparse optimization problems. The bilevel optimization provides a robust framework for addressing this issue, but these existing methods depend heavily on the lower-level singleton (LLS) assumption, which greatly limits their practical applicabilities. To tackle this technical challenge, this paper focus on a particular type of nonsmooth convex sparse optimization problem and presents a new bilevel optimization framework. This framework effectively integrates the alternating direction method of multipliers (ADMM) with a bilevel descent aggregation (BDA) algorithm. Specifically, it employs ADMM to efficiently address the lower-level problem and uses BDA to explore the hyperparameter space, thereby integrating both the upper and lower-level problems. It is important to emphasize that a key contribution of this paper lies in the presentation of a novel convergence analysis. The analysis illustrates that the proposed ADMM-BDA algorithm achieves global convergence under significantly relaxed conditions, thereby departing from the LLS assumption that are often required in the literature. We conduct a series of numerical experiments utilizing synthetic and real-world data, and do performance comparisions against some state-of-the-art algorithms. The results indicates that ADMM-BDA exhibits superior effectiveness and robustness for solving bilevel programming problems, especially when the lower-level problem is an elastic-net penalized statistics problem. |
| format | Preprint |
| id |
arxiv_https___arxiv_org_abs_2603_09546 |
| institution | arXiv |
| publishDate | 2026 |
| record_format | arxiv |
| spellingShingle | ADMM-based Bilevel Descent Aggregation Algorithm for Sparse Hyperparameter Selection Xiao, Yunhai Liu, Anqi Li, Peili Ding, Yanyun Optimization and Control It is widely acknowledged that hyperparameter selection plays a critical role in the effectiveness of sparse optimization problems. The bilevel optimization provides a robust framework for addressing this issue, but these existing methods depend heavily on the lower-level singleton (LLS) assumption, which greatly limits their practical applicabilities. To tackle this technical challenge, this paper focus on a particular type of nonsmooth convex sparse optimization problem and presents a new bilevel optimization framework. This framework effectively integrates the alternating direction method of multipliers (ADMM) with a bilevel descent aggregation (BDA) algorithm. Specifically, it employs ADMM to efficiently address the lower-level problem and uses BDA to explore the hyperparameter space, thereby integrating both the upper and lower-level problems. It is important to emphasize that a key contribution of this paper lies in the presentation of a novel convergence analysis. The analysis illustrates that the proposed ADMM-BDA algorithm achieves global convergence under significantly relaxed conditions, thereby departing from the LLS assumption that are often required in the literature. We conduct a series of numerical experiments utilizing synthetic and real-world data, and do performance comparisions against some state-of-the-art algorithms. The results indicates that ADMM-BDA exhibits superior effectiveness and robustness for solving bilevel programming problems, especially when the lower-level problem is an elastic-net penalized statistics problem. |
| title | ADMM-based Bilevel Descent Aggregation Algorithm for Sparse Hyperparameter Selection |
| topic | Optimization and Control |
| url | https://arxiv.org/abs/2603.09546 |