arXiv Machine Learning By Lukas L\"uken, Sergio Lucia

Self-Supervised Learning of Iterative Solvers for Constrained Optimization

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arXiv:2409. 08066v3 Announce Type: replace Abstract: The real-time solution of parametric optimization problems is critical for applications that demand high accuracy under tight real-time constraints, such as model predictive control.

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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