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Online optimization with memory costs has many real-world applications, where sequential actions are made without knowing the future input. Nonetheless, the memory cost couples the actions over time, adding substantial challenges.…

Machine Learning · Computer Science 2023-05-02 Pengfei Li , Jianyi Yang , Shaolei Ren

This paper studies decentralized online convex optimization in a networked multi-agent system and proposes a novel algorithm, Learning-Augmented Decentralized Online optimization (LADO), for individual agents to select actions only based on…

Machine Learning · Computer Science 2024-10-21 Pengfei Li , Jianyi Yang , Adam Wierman , Shaolei Ren

We study a challenging form of Smoothed Online Convex Optimization, a.k.a. SOCO, including multi-step nonlinear switching costs and feedback delay. We propose a novel machine learning (ML) augmented online algorithm, Robustness-Constrained…

Machine Learning · Computer Science 2023-11-01 Pengfei Li , Jianyi Yang , Adam Wierman , Shaolei Ren

End-to-end learning has become a widely applicable and studied problem in training predictive ML models to be aware of their impact on downstream decision-making tasks. These end-to-end models often outperform traditional methods that…

Machine Learning · Computer Science 2025-05-19 Rares Cristian , Pavithra Harsha , Georgia Perakis , Brian Quanz

Learning to Optimize (L2O) enhances optimization efficiency with integrated neural networks. L2O paradigms achieve great outcomes, e.g., refitting optimizer, generating unseen solutions iteratively or directly. However, conventional L2O…

Machine Learning · Computer Science 2025-03-17 Mingjia Shi , Ruihan Lin , Xuxi Chen , Yuhao Zhou , Zezhen Ding , Pingzhi Li , Tong Wang , Kai Wang , Zhangyang Wang , Jiheng Zhang , Tianlong Chen

Learning to optimize (L2O) is an emerging approach that leverages machine learning to develop optimization methods, aiming at reducing the laborious iterations of hand engineering. It automates the design of an optimization method based on…

Optimization and Control · Mathematics 2021-07-05 Tianlong Chen , Xiaohan Chen , Wuyang Chen , Howard Heaton , Jialin Liu , Zhangyang Wang , Wotao Yin

Learning to optimize (L2O) has recently emerged as a promising approach to solving optimization problems by exploiting the strong prediction power of neural networks and offering lower runtime complexity than conventional solvers. While L2O…

Machine Learning · Computer Science 2021-12-21 Zhihui Shao , Jianyi Yang , Cong Shen , Shaolei Ren

Learning to Optimize (LtO) is a problem setting in which a machine learning (ML) model is trained to emulate a constrained optimization solver. Learning to produce optimal and feasible solutions subject to complex constraints is a difficult…

Machine Learning · Computer Science 2024-03-18 James Kotary , Ferdinando Fioretto

We study \emph{online multicalibration}, a framework for ensuring calibrated predictions across multiple groups in adversarial settings, across $T$ rounds. Although online calibration is typically studied in the $\ell_1$ norm, prior…

Machine Learning · Computer Science 2025-05-30 Rohan Ghuge , Vidya Muthukumar , Sahil Singla

Learning-to-optimize (L2O) is an emerging research area in large-scale optimization with applications in data science. Recently, researchers have proposed a novel L2O framework called learned mirror descent (LMD), based on the classical…

Optimization and Control · Mathematics 2024-05-13 Hong Ye Tan , Subhadip Mukherjee , Junqi Tang , Carola-Bibiane Schönlieb

Learning to Optimize (L2O) has drawn increasing attention as it often remarkably accelerates the optimization procedure of complex tasks by ``overfitting" specific task type, leading to enhanced performance compared to analytical…

Machine Learning · Computer Science 2023-03-02 Junjie Yang , Xuxi Chen , Tianlong Chen , Zhangyang Wang , Yingbin Liang

Applications abound in which optimization problems must be repeatedly solved, each time with new (but similar) data. Analytic optimization algorithms can be hand-designed to provably solve these problems in an iterative fashion. On one…

Optimization and Control · Mathematics 2022-09-28 Howard Heaton , Xiaohan Chen , Zhangyang Wang , Wotao Yin

Practical online learning tasks are often naturally defined on unconstrained domains, where optimal algorithms for general convex losses are characterized by the notion of comparator adaptivity. In this paper, we design such algorithms in…

Machine Learning · Computer Science 2022-10-13 Zhiyu Zhang , Ashok Cutkosky , Ioannis Ch. Paschalidis

Learning to Optimize (L2O) is a subfield of machine learning (ML) in which ML models are trained to solve parametric optimization problems. The general goal is to learn a fast approximator of solutions to constrained optimization problems,…

Optimization and Control · Mathematics 2025-12-04 James Kotary , Himanshu Sharma , Ethan King , Draguna Vrabie , Ferdinando Fioretto , Jan Drgona

Learn to Optimize (L2O) trains deep neural network-based solvers for optimization, achieving success in accelerating convex problems and improving non-convex solutions. However, L2O lacks rigorous theoretical backing for its own training…

Machine Learning · Computer Science 2025-12-24 Qingyu Song , Wei Lin , Hong Xu

Online matching problems arise in many complex systems, from cloud services and online marketplaces to organ exchange networks, where timely, principled decisions are critical for maintaining high system performance. Traditional heuristics…

Machine Learning · Statistics 2025-10-09 Chiara Mignacco , Matthieu Jonckheere , Gilles Stoltz

Learning to Optimize (L2O) stands at the intersection of traditional optimization and machine learning, utilizing the capabilities of machine learning to enhance conventional optimization techniques. As real-world optimization problems…

Optimization and Control · Mathematics 2024-05-27 Xiaohan Chen , Jialin Liu , Wotao Yin

Extreme learning machine (ELM) is a network model that arbitrarily initializes the first hidden layer and can be computed speedily. In order to improve the classification performance of ELM, a $\ell_2$ and $\ell_{0.5}$ regularization ELM…

Optimization and Control · Mathematics 2023-01-05 Liangjuan Zhou , Wei Miao

In this paper, we revisit the problem of smoothed online learning, in which the online learner suffers both a hitting cost and a switching cost, and target two performance metrics: competitive ratio and dynamic regret with switching cost.…

Machine Learning · Computer Science 2021-05-19 Lijun Zhang , Wei Jiang , Shiyin Lu , Tianbao Yang

Learning to optimize (L2O) has gained increasing attention since classical optimizers require laborious problem-specific design and hyperparameter tuning. However, there is a gap between the practical demand and the achievable performance…

Machine Learning · Computer Science 2020-10-20 Tianlong Chen , Weiyi Zhang , Jingyang Zhou , Shiyu Chang , Sijia Liu , Lisa Amini , Zhangyang Wang
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