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arXiv · 2605.19667

Convergence of Consensus-Based Particle Methods for Nonconvex Bi-Level Optimization

Yutong Chao·Xudong Sun·Konstantin Riedl·Majid Khadiv·Jalal Etesami
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Abstract

In this paper, we study a consensus-based optimization method for nonconvex bi-level optimization, where the objective is to minimize an upper-level function over the set of global minimizers of a lower-level problem. The proposed approach is derivative-free, and constructs its consensus point via smooth quantile selection combined with a Gibbs-type Laplace approximation. We establish convergence guarantees for both the associated \textit{mean-field} dynamics and its \textit{finite-particle} approximation. In particular, under suitable assumptions on smooth quantile localization, error bounds, and stability, we show that the mean-field law reaches any arbitrary prescribed Wasserstein neighborhood of the target bi-level solution with an explicit exponential rate up to the hitting time. Numerical experiments on a two-dimensional constrained problem and neural network training further support the theoretical results.

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Yutong Chao, Xudong Sun, Konstantin Riedl, Majid Khadiv, Jalal Etesami. 2026-05-19. Convergence of Consensus-Based Particle Methods for Nonconvex Bi-Level Optimization. https://arxiv.org/abs/2605.19667

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