math.OCOct 1, 2026

Optimal Stochastic Bilevel Optimization with First-Order Oracles

Authors: Linxuan Pan, Junchi Yang

Organizations: The Chinese University of Hong Kong, Shenzhen

Abstract

We study nonconvex--strongly-convex bilevel optimization under a stochastic first-order oracle. We introduce MRT-FD, a single-loop first-order method that simultaneously tracks the upper-level variable, the lower-level solution, and the auxiliary response arising from implicit differentiation of the hyperobjective. MRT-FD performs one update of each variable per iteration and approximates the second-order derivative actions using order-pp finite differences. For any fixed finite smoothness order p≥1p\ge1 in the lower-level variable, MRT-FD finds an ε\varepsilon-stationary point using O(ε−4−2/p)\mathcal{O}(\varepsilon^{-4-2/p}) stochastic gradient queries. We also prove a matching Ω(ε−4−2/p)Ω(\varepsilon^{-4-2/p}) oracle lower bound. The lower-bound construction starts from a hard nonconvex minimization chain with a stronger stochastic oracle, and lifts it to a bilevel problem through a sinusoidal coupling with a scalar lower-level variable. Consequently, the dependence on ε\varepsilon is optimal for every fixed finite pp, closing the upper--lower complexity gap in this stochastic first-order oracle setting.

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