# Implicit Bilevel Optimization: Differentiating through Bilevel Optimization Programming

arXiv: https://arxiv.org/abs/2302.14473 · HTML: https://mlsanity.com/paper/2302.14473/

## Key facts

- Cited by 2 papers in the map (data through 14 Oct 2026).
- Builds on 37 of its 60 references that are in the map.
- First posted on arXiv 28 Feb 2023.

## Builds on (most cited first, 30 of 37)

- [Explaining and Harnessing Adversarial Examples](https://mlsanity.com/paper/1412.6572/) (2014)
- [Towards Deep Learning Models Resistant to Adversarial Attacks](https://mlsanity.com/paper/1706.06083/) (2017)
- [Neural Ordinary Differential Equations](https://mlsanity.com/paper/1806.07366/) (2018)
- [Convex optimization](https://mlsanity.com/paper/2106.01946/) (2021)
- [Estimating or Propagating Gradients Through Stochastic Neurons for Conditional Computation](https://mlsanity.com/paper/1308.3432/) (2013)
- [DARTS: Differentiable Architecture Search](https://mlsanity.com/paper/1806.09055/) (2018)
- [The Concrete Distribution: A Continuous Relaxation of Discrete Random Variables](https://mlsanity.com/paper/1611.00712/) (2016)
- [Automatic differentiation in machine learning: a survey](https://mlsanity.com/paper/1502.05767/) (2015)
- [Attention, Learn to Solve Routing Problems!](https://mlsanity.com/paper/1803.08475/) (2018)
- [Deep Equilibrium Models](https://mlsanity.com/paper/1909.01377/) (2019)
- [OptNet: Differentiable Optimization as a Layer in Neural Networks](https://mlsanity.com/paper/1703.00443/) (2017)
- [Meta-Learning with Implicit Gradients](https://mlsanity.com/paper/1909.04630/) (2019)
- [Differentiable Convex Optimization Layers](https://mlsanity.com/paper/1910.12430/) (2019)
- [Bilevel Programming for Hyperparameter Optimization and Meta-Learning](https://mlsanity.com/paper/1806.04910/) (2018)
- [Smart "Predict, then Optimize"](https://mlsanity.com/paper/1710.08005/) (2017)
- [An Efficient Graph Convolutional Network Technique for the Travelling Salesman Problem](https://mlsanity.com/paper/1906.01227/) (2019)
- [Melding the Data-Decisions Pipeline: Decision-Focused Learning for Combinatorial Optimization](https://mlsanity.com/paper/1809.05504/) (2018)
- [Differentiation of Blackbox Combinatorial Solvers](https://mlsanity.com/paper/1912.02175/) (2019)
- [Learning to Optimize](https://mlsanity.com/paper/1606.01885/) (2016)
- [SATNet: Bridging deep learning and logical reasoning using a differentiable satisfiability solver](https://mlsanity.com/paper/1905.12149/) (2019)
- [Backpropagation through the Void: Optimizing control variates for black-box gradient estimation](https://mlsanity.com/paper/1711.00123/) (2017)
- [Provably Faster Algorithms for Bilevel Optimization](https://mlsanity.com/paper/2106.04692/) (2021)
- [Self-Tuning Networks: Bilevel Optimization of Hyperparameters using Structured Best-Response Functions](https://mlsanity.com/paper/1903.03088/) (2019)
- [Implicit MLE: Backpropagating Through Discrete Exponential Family Distributions](https://mlsanity.com/paper/2106.01798/) (2021)
- [MIPaaL: Mixed Integer Program as a Layer](https://mlsanity.com/paper/1907.05912/) (2019)
- [Interior Point Solving for LP-based prediction+optimisation](https://mlsanity.com/paper/2010.13943/) (2020)
- [Learning with Differentiable Perturbed Optimizers](https://mlsanity.com/paper/2002.08676/) (2020)
- [Stochastic Hyperparameter Optimization through Hypernetworks](https://mlsanity.com/paper/1802.09419/) (2018)
- [Differentiating Through a Cone Program](https://mlsanity.com/paper/1904.09043/) (2019)
- [Robust Machine Learning Systems: Challenges, Current Trends, Perspectives, and the Road Ahead](https://mlsanity.com/paper/2101.02559/) (2021)

## Built on by (most cited first, 2 of 2)

- [Differentiation Through Black-Box Quadratic Programming Solvers](https://mlsanity.com/paper/2410.06324/) (2024)
- [DAA*: Deep Angular A Star for Image-based Path Planning](https://mlsanity.com/paper/2507.09305/) (2025)

## Abstract (arXiv)

Bilevel Optimization Programming is used to model complex and conflicting interactions between agents, for example in Robust AI or Privacy-preserving AI. Integrating bilevel mathematical programming within deep learning is thus an essential objective for the Machine Learning community. Previously proposed approaches only consider single-level programming. In this paper, we extend existing single-level optimization programming approaches and thus propose Differentiating through Bilevel Optimization Programming (BiGrad) for end-to-end learning of models that use Bilevel Programming as a layer. BiGrad has wide applicability and can be used in modern machine learning frameworks. BiGrad is applicable to both continuous and combinatorial Bilevel optimization problems. We describe a class of gradient estimators for the combinatorial case which reduces the requirements in terms of computation complexity; for the case of the continuous variable, the gradient computation takes advantage of the push-back approach (i.e. vector-jacobian product) for an efficient implementation. Experiments show that the BiGrad successfully extends existing single-level approaches to Bilevel Programming.