On Bilevel Optimization without Lower-level Strong Convexity
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Theoretical properties of bilevel problems are well studied when the lower-level problem is strongly convex. In this work, we focus on bilevel optimization problems without the strong-convexity assumption. In these cases, we first show that the common local optimality measures such as KKT condition or regularization can lead to undesired consequences. Then, we aim to identify the mildest conditions that make bilevel problems tractable. We identify two classes of growth conditions on the lower-level objective that leads to continuity. Under these assumptions, we show that the local optimality of the bilevel problem can be defined via the Goldstein stationarity condition of the hyper-objective. We then propose the Inexact Gradient-Free Method (IGFM) to solve the bilevel problem, using an approximate zeroth order oracle that is of independent interest. Our non-asymptotic analysis demonstrates that the proposed method can find a (δ, ε) Goldstein stationary point for bilevel problems with a zeroth order oracle complexity that is polynomial in d, 1/δ and 1/ε.
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