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Despite the non-convexity of most modern machine learning parameterizations, Lagrangian duality has become a popular tool for addressing constrained learning problems. We revisit Augmented Lagrangian methods, which aim to mitigate the…

Machine Learning · Computer Science 2025-10-30 Ignacio Boero , Ignacio Hounie , Alejandro Ribeiro

Continual learning is inherently a constrained learning problem. The goal is to learn a predictor under a no-forgetting requirement. Although several prior studies formulate it as such, they do not solve the constrained problem explicitly.…

Machine Learning · Computer Science 2024-06-03 Juan Elenter , Navid NaderiAlizadeh , Tara Javidi , Alejandro Ribeiro

Though learning has become a core component of modern information processing, there is now ample evidence that it can lead to biased, unsafe, and prejudiced systems. The need to impose requirements on learning is therefore paramount,…

Machine Learning · Computer Science 2022-10-20 Luiz F. O. Chamon , Santiago Paternain , Miguel Calvo-Fullana , Alejandro Ribeiro

There are many important practical optimization problems whose feasible regions are not known to be nonempty or not, and optimizers of the objective function with the least constraint violation prefer to be found. A natural way for dealing…

Optimization and Control · Mathematics 2021-11-12 Yu-Hong Dai , Liwei Zhang

As machine learning applications grow increasingly ubiquitous and complex, they face an increasing set of requirements beyond accuracy. The prevalent approach to handle this challenge is to aggregate a weighted combination of requirement…

Machine Learning · Computer Science 2026-01-07 Aneesh Barthakur , Luiz F. O. Chamon

When deploying machine learning solutions, they must satisfy multiple requirements beyond accuracy, such as fairness, robustness, or safety. These requirements are imposed during training either implicitly, using penalties, or explicitly,…

Machine Learning · Computer Science 2024-01-12 Ignacio Hounie , Alejandro Ribeiro , Luiz F. O. Chamon

We show that many machine learning goals, such as improved fairness metrics, can be expressed as constraints on the model's predictions, which we call rate constraints. We study the problem of training non-convex models subject to these…

Machine Learning · Computer Science 2018-09-13 Andrew Cotter , Heinrich Jiang , Serena Wang , Taman Narayan , Maya Gupta , Seungil You , Karthik Sridharan

As learning solutions reach critical applications in social, industrial, and medical domains, the need to curtail their behavior has become paramount. There is now ample evidence that without explicit tailoring, learning can lead to biased,…

Machine Learning · Computer Science 2021-02-19 Luiz F. O. Chamon , Alejandro Ribeiro

In this paper we consider a class of optimization problems with a strongly convex objective function and the feasible set given by an intersection of a simple convex set with a set given by a number of linear equality and inequality…

Optimization and Control · Mathematics 2016-05-11 Alexey Chernov , Pavel Dvurechensky , Alexander Gasnikov

We consider regression problems with binary weights. Such optimization problems are ubiquitous in quantized learning models and digital communication systems. A natural approach is to optimize the corresponding Lagrangian using variants of…

Machine Learning · Computer Science 2020-12-01 Nisan Chiprut , Amir Globerson , Ami Wiesel

In classification models fairness can be ensured by solving a constrained optimization problem. We focus on fairness constraints like Disparate Impact, Demographic Parity, and Equalized Odds, which are non-decomposable and non-convex.…

Machine Learning · Computer Science 2020-05-08 Padala Manisha , Sujit Gujar

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

In practice, many machine learning (ML) problems come with constraints, and their applied domains involve distributed sensitive data that cannot be shared with others, e.g., in healthcare. Collaborative learning in such practical scenarios…

Machine Learning · Computer Science 2024-05-02 Chuan He , Le Peng , Ju Sun

Autonomous agents must often deal with conflicting requirements, such as completing tasks using the least amount of time/energy, learning multiple tasks, or dealing with multiple opponents. In the context of reinforcement learning~(RL),…

Machine Learning · Computer Science 2019-10-30 Santiago Paternain , Luiz F. O. Chamon , Miguel Calvo-Fullana , Alejandro Ribeiro

Non-convex functional constrained optimization problems have gained substantial attention in machine learning and data science, addressing broad requirements that typically go beyond the often performance-centric objectives. An influential…

Optimization and Control · Mathematics 2025-10-29 Sang Bin Moon , Jong Gwang Kim , Ashish Chandra , Christopher Brinton , Abolfazl Hashemi

Deep neural networks (DNNs) are notorious for making more mistakes for the classes that have substantially fewer samples than the others during training. Such class imbalance is ubiquitous in clinical applications and very crucial to handle…

Machine Learning · Computer Science 2022-01-06 Sara Sangalli , Ertunc Erdil , Andreas Hoetker , Olivio Donati , Ender Konukoglu

We study the problem of computing an optimal large language model (LLM) policy for the constrained alignment problem, where the goal is to maximize a primary reward objective while satisfying constraints on secondary utilities. Despite the…

Machine Learning · Computer Science 2025-11-27 Botong Zhang , Shuo Li , Ignacio Hounie , Osbert Bastani , Dongsheng Ding , Alejandro Ribeiro

This paper explores the potential of Lagrangian duality for learning applications that feature complex constraints. Such constraints arise in many science and engineering domains, where the task amounts to learning optimization problems…

Machine Learning · Computer Science 2020-04-07 Ferdinando Fioretto , Pascal Van Hentenryck , Terrence WK Mak , Cuong Tran , Federico Baldo , Michele Lombardi

This study investigates imposing hard inequality constraints on the outputs of convolutional neural networks (CNN) during training. Several recent works showed that the theoretical and practical advantages of Lagrangian optimization over…

Computer Vision and Pattern Recognition · Computer Science 2023-08-31 Hoel Kervadec , Jose Dolz , Jing Yuan , Christian Desrosiers , Eric Granger , Ismail Ben Ayed

Training learning parameterizations to solve optimal power flow (OPF) with pointwise constraints is proposed. In this novel training approach, a learning parameterization is substituted directly into an OPF problem with constraints required…

Systems and Control · Electrical Eng. & Systems 2025-10-24 Damian Owerko , Anna Scaglione , Alejandro Ribeiro
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