math.OCAug 24, 2026

SGHA: A Single-Loop Fully First-Order Algorithm for Nonconvex-Strongly-Convex Bilevel Optimization

Authors: Zhihao Gu, Qilong Wu, Junchi Yang

Organizations: Department of Industrial and Manufacturing Engineering The Pennsylvania State University · School of Data Science The Chinese University of Hong Kong, Shenzhen · Shenzhen Research Institute of Big Data and Shenzhen International Center for Industrial and Applied Mathematics

Abstract

In this work, we study the oracle complexity of finding an εε-stationary point for nonconvex-strongly-convex (NC-SC) bilevel optimization using only first-order oracles. Existing methods achieving the best-known complexity guarantees typically rely on double-loop, penalty-based procedures. We propose a novel single-loop algorithm based on a constrained reformulation in which lower-level stationarity is imposed as a constraint. Specifically, we construct a regularized Lagrangian by introducing a quadratic regularizer and restricting the dual variable to a bounded domain, and then apply Smoothed Gradient Descent Ascent [Zhang et al., 2020], with Hessian-vector products approximated via finite differences of gradients. We refer to the resulting deterministic and stochastic algorithms as SGHA and Stoc-SGHA, respectively. In the deterministic setting, SGHA achieves an oracle complexity of O(κˉy5ε−2)O(\barκ_y^{5}ε^{-2}), where κˉy\barκ_y denotes the relevant condition number. In the stochastic setting, Stoc-SGHA achieves an oracle complexity of O(κˉy17ε−6ρ−3)O\left(\barκ_y^{17}ε^{-6}ρ^{-3}\right) with probability at least 1−ρ1-ρ for any ρ∈(0,1)ρ\in(0,1), and an oracle complexity of O(κˉy17ε−6)O\left(\barκ_y^{17}ε^{-6}\right) in expectation under an additional bounded-iterate assumption. Moreover, under an additional stochastic smoothness assumption imposed only on the lower-level objective, the stochastic oracle complexity of Stoc-SGHA improves to O(κˉy11ε−4ρ−2)O\left(\barκ_y^{11}ε^{-4}ρ^{-2}\right) with high probability and O(κˉy11ε−4)O\left(\barκ_y^{11}ε^{-4}\right) in expectation, matching the εε-dependence of the lower bounds.

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