Related papers: BPQP: A Differentiable Convex Optimization Framewo…
Quadratically constrained quadratic programs (QCQPs) are ubiquitous in optimization: Such problems arise in applications from operations research, power systems, signal processing, chemical engineering, and portfolio theory, among others.…
In this paper, we develop an optimization-based framework for solving coupled forward-backward stochastic differential equations. We introduce an integral-form objective function and prove its equivalence to the error between consecutive…
In this paper, we concentrate on a particular category of quadratically constrained quadratic programming (QCQP): nonconvex QCQP with one equality constraint. This type of QCQP problem optimizes a quadratic objective under a fixed…
Backpropagation algorithm is indispensable for the training of feedforward neural networks. It requires propagating error gradients sequentially from the output layer all the way back to the input layer. The backward locking in…
Differentiable optimization has attracted significant research interest, particularly for quadratic programming (QP). Existing approaches for differentiating the solution of a QP with respect to its defining parameters often rely on…
We address the decision-making capability within an end-to-end planning framework that focuses on motion prediction, decision-making, and trajectory planning. Specifically, we formulate decision-making and trajectory planning as a…
Backpropagation (BP) is the standard algorithm for training the deep neural networks that power modern artificial intelligence including large language models. However, BP is energy inefficient and unlikely to be implemented by the brain.…
As industrial models and designs grow increasingly complex, the demand for optimal control of large-scale dynamical systems has significantly increased. However, traditional methods for optimal control incur significant overhead as problem…
We propose a data-driven framework for efficiently solving quadratic programming (QP) problems by reducing the number of variables in high-dimensional QPs using instance-specific projection. A graph neural network-based model is designed to…
Bilevel optimization is a powerful tool for many machine learning problems, such as hyperparameter optimization and meta-learning. Estimating hypergradients (also known as implicit gradients) is crucial for developing gradient-based methods…
We present a novel deep learning approach to approximate the solution of large, sparse, symmetric, positive-definite linear systems of equations. These systems arise from many problems in applied science, e.g., in numerical methods for…
Recent work has shown a variety of ways in which machine learning can be used to accelerate the solution of constrained optimization problems. Increasing demand for real-time decision-making capabilities in applications such as artificial…
The integration of optimization problems within neural network architectures represents a fundamental shift from traditional approaches to handling constraints in deep learning. While it is long known that neural networks can incorporate…
Multilevel optimization has gained renewed interest in machine learning due to its promise in applications such as hyperparameter tuning and continual learning. However, existing methods struggle with the inherent difficulty of efficiently…
Deep-predictive-coding networks (DPCNs) are hierarchical, generative models. They rely on feed-forward and feed-back connections to modulate latent feature representations of stimuli in a dynamic and context-sensitive manner. A crucial…
Training deep neural networks is challenging. To accelerate training and enhance performance, we propose PadamP, a novel optimization algorithm. PadamP is derived by applying the adaptive estimation of the p-th power of the second-order…
In recent years, implicit deep learning has emerged as a method to increase the effective depth of deep neural networks. While their training is memory-efficient, they are still significantly slower to train than their explicit…
We introduce the lookahead-bounded Q-learning (LBQL) algorithm, a new, provably convergent variant of Q-learning that seeks to improve the performance of standard Q-learning in stochastic environments through the use of ``lookahead'' upper…
Discrete optimization problems often arise in deep learning tasks, despite the fact that neural networks typically operate on continuous data. One class of these problems involve objective functions which depend on neural networks, but…
Accelerating the convergence of second-order optimization, particularly Newton-type methods, remains a pivotal challenge in algorithmic research. In this paper, we extend previous work on the \textbf{Quadratic Gradient (QG)} and rigorously…