Input-to-State Stability of a Bilevel Proximal Gradient Descent Algorithm*

Abstract

This paper studies convergence properties of inexact iterative solution schemes for bilevel optimization problems. Bilevel optimization problems emerge in control-aware design optimization, where the system design parameters are optimized in the outer loop and a discrete-time control trajectory is optimized in the inner loop, but also arise in other domains including machine learning. In the paper, an interconnection of proximal gradient algorithms is proposed to solve the inner loop and outer loop optimization problems in the setting of control-aware design optimization, and its robustness is analyzed from a control-theoretic perspective. By employing input-to-state stability arguments, conditions are derived that ensure convergence of the interconnected scheme to the optimal solution for a class of the bilevel optimization problems.