arXiv Machine Learning
1d ago

HUANet: Hard-Constrained Unrolled ADMM for Constrained Convex Optimization

HUANet is a deep neural network architecture that unrolls the Alternating Direction Method of Multipliers (ADMM) into a trainable model for accelerating parametric constrained convex optimization. It embeds a hard‑constrained neural network in each ADMM iteration, using a differentiable correction stage to enforce affine equalities of the primal subproblem. The method also incorporates first‑order optimality conditions into a self‑supervised training loss, and numerical experiments on benchmark problems and a control application demonstrate its effectiveness in speeding up constrained convex optimization.

By Trinh Tran, Binh Nguyen, Truong X. Nghiem