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Constrained optimization problems appear in a wide variety of challenging real-world problems, where constraints often capture the physics of the underlying system. Classic methods for solving these problems rely on iterative algorithms…

Systems and Control · Electrical Eng. & Systems 2023-06-13 Meiyi Li , Soheil Kolouri , Javad Mohammadi

We propose a new methodology for parameterized constrained robust optimization, an important class of optimization problems under uncertainty, based on learning with a self-supervised penalty-based loss function. Whereas supervised learning…

Optimization and Control · Mathematics 2025-03-10 Wyame Benslimane , Paul Grigas

We present the viewpoint that optimization problems encountered in machine learning can often be interpreted as minimizing a convex functional over a function space, but with a non-convex constraint set introduced by model parameterization.…

Machine Learning · Computer Science 2020-04-21 Yongqiang Cai , Qianxiao Li , Zuowei Shen

Optimization problems are ubiquitous in our societies and are present in almost every segment of the economy. Most of these optimization problems are NP-hard and computationally demanding, often requiring approximate solutions for…

Optimization and Control · Mathematics 2021-06-23 James Kotary , Ferdinando Fioretto , Pascal Van Hentenryck

Training a classifier under non-convex constraints has gotten increasing attention in the machine learning community thanks to its wide range of applications such as algorithmic fairness and class-imbalanced classification. However, several…

Machine Learning · Statistics 2022-10-31 You-Lin Chen , Zhaoran Wang , Mladen Kolar

Inverse problems correspond to a certain type of optimization problems formulated over appropriate input distributions. Recently, there has been a growing interest in understanding the computational hardness of these optimization problems,…

Machine Learning · Statistics 2018-09-03 Alex Nowak , Soledad Villar , Afonso S. Bandeira , Joan Bruna

We propose a new approach to learned optimization where we represent the computation of an optimizer's update step using a neural network. The parameters of the optimizer are then learned by training on a set of optimization tasks with the…

Computer Vision and Pattern Recognition · Computer Science 2023-06-29 Erik Gärtner , Luke Metz , Mykhaylo Andriluka , C. Daniel Freeman , Cristian Sminchisescu

Due to the non-convex nature of training Deep Neural Network (DNN) models, their effectiveness relies on the use of non-convex optimization heuristics. Traditional methods for training DNNs often require costly empirical methods to produce…

Machine Learning · Computer Science 2023-12-21 Tolga Ergen , Mert Pilanci

In high-stakes engineering applications, optimization algorithms must come with provable worst-case guarantees over a mathematically defined class of problems. Designing for the worst case, however, inevitably sacrifices performance on the…

Systems and Control · Electrical Eng. & Systems 2025-08-04 Andrea Martin , Ian R. Manchester , Luca Furieri

Imaging is a standard example of an inverse problem, where the task of reconstructing a ground truth from a noisy measurement is ill-posed. Recent state-of-the-art approaches for imaging use deep learning, spearheaded by unrolled and…

Incorporating a deep generative model as the prior distribution in inverse problems has established substantial success in reconstructing images from corrupted observations. Notwithstanding, the existing optimization approaches use gradient…

Machine Learning · Computer Science 2023-01-31 Tianci Liu , Tong Yang , Quan Zhang , Qi Lei

Adversarial attack has recently become a tremendous threat to deep learning models. To improve the robustness of machine learning models, adversarial training, formulated as a minimax optimization problem, has been recognized as one of the…

Machine Learning · Computer Science 2020-04-28 Yuanhao Xiong , Cho-Jui Hsieh

Training neural networks involves solving large-scale non-convex optimization problems. This task has long been believed to be extremely difficult, with fear of local minima and other obstacles motivating a variety of schemes to improve…

Neural and Evolutionary Computing · Computer Science 2015-05-25 Ian J. Goodfellow , Oriol Vinyals , Andrew M. Saxe

Learning to learn has emerged as an important direction for achieving artificial intelligence. Two of the primary barriers to its adoption are an inability to scale to larger problems and a limited ability to generalize to new tasks. We…

We propose an input convex neural network (ICNN)-based self-supervised learning framework to solve continuous constrained optimization problems. By integrating the augmented Lagrangian method (ALM) with the constraint correction mechanism,…

Optimization and Control · Mathematics 2025-05-08 Kang Liu , Wei Peng , Jianchen Hu

This paper focuses on integrating the networks and adversarial training into constrained optimization problems to develop a framework algorithm for constrained optimization problems. For such problems, we first transform them into minimax…

Optimization and Control · Mathematics 2024-07-08 Gang Bao , Dong Wang , Boyi Zou

In many engineered systems, optimization is used for decision making at time-scales ranging from real-time operation to long-term planning. This process often involves solving similar optimization problems over and over again with slightly…

Optimization and Control · Mathematics 2019-01-18 Sidhant Misra , Line Roald , Yeesian Ng

This paper proposes a new family of algorithms for training neural networks (NNs). These are based on recent developments in the field of non-convex optimization, going under the general name of successive convex approximation (SCA)…

Machine Learning · Statistics 2017-06-16 Simone Scardapane , Paolo Di Lorenzo

We present an end-to-end framework for generating solutions to combinatorial optimization problems with unknown components using transformer-based sequence-to-sequence neural networks. Our framework learns directly from past solutions and…

Optimization and Control · Mathematics 2026-02-06 Macarena Navarro , Willem-Jan van Hoeve , Karan Singh

Neural networks (NN)-based learning algorithms are strongly affected by the choices of initialization and data distribution. Different optimization strategies have been proposed for improving the learning trajectory and finding a better…

Machine Learning · Computer Science 2021-03-19 Yimeng Min