Multi-ResNets for Subspace Preconditioning in Constrained Optimization
Authors: Merve Karakas, Christopher J. Williams, Emmanuel O. Balogun, Sadegh Sadeghi Tabas, Christian Brown, Nikhil Rao
Organizations: UCLA · University of Oxford · Sunrun† · Tapestry, Google
Abstract
We propose MResOpt, a staged residual neural network architecture for constrained optimization problems. Our architecture fits within predict-complete-correct pipelines and decomposes constraint satisfaction by priority through intermediate re-completion and stage-aware losses. The framework enables domain-informed ordered constraint satisfaction which allows the network to utilize ordinal structure when present. Under an idealized infinite-width regime, we show that our design behaves as sequential Gaussian Process regression. On synthetic QP, QCQP, and SOCP benchmarks, the staged architecture improves high-priority constraint satisfaction across convex and non-convex settings. On line-flow-constrained AC optimal power flow, we introduce a physics-motivated constraint ordering and show that MResOpt supports a learned division of labor that keeps iterates on the equality manifold, achieving substantially lower high-priority violation than reprojected baselines while remaining computationally efficient.
Nonlinear Parametric Optimization Network (NLPOpt-Net) is an unsupervised learning architecture to solve constrained nonlinear programs (NLP). Given the structure of an NLP, it learns the parametric solution maps with guaranteed constraint satisfaction. The architecture consists of a backbone neural network (NN) followed by a multilayer (k-layered) projection. While the NN drives toward optimality through a loss function consisting of a modified Lagrangian augmented with a consistency loss, the projection ensures feasibility by projecting the NN predictions in the original constraint manifold. Instead of typical distance minimization, our projection exploits local quadratic approximations of the original NLP. Under certain conditions (such as convexity), the projection has a descent property, which improves the NN predictions further. NLPOpt-Net deploys an inversion-free, modified Chambolle-Pock algorithm to solve the constrained quadratic projections during the forward pass and uses the implicit function theorem for efficient backpropagation. The fixed structure of the projection further allows decoupling of the NN and the projection once the training is complete. NLPOpt-Net solves large-scale convex QP, QCQP, NLP, and nonconvex problems with near zero optimality gap and constraint violations reduced to machine precision. Additionally, it provides near accurate prediction of the active sets and corresponding dual variables, thereby enabling a scalable approach for multiparametric programming. Compiling the projection in C provides order of magnitude improvement in inference time compared to JAX. We provide the codes and NLPOpt-Net as a ready to use package that includes GPU support.
Complex constraints often make real-world optimization computationally prohibitive at the scale and speed required for operational decision-making. Here we introduce PolyFormer, a PIML framework that learns compact polytopic representations of the geometry induced by complex constraints. PolyFormer captures constraint-induced geometry and transforms it into efficient polytopic reformulations, reducing the complexity of downstream optimization and enabling the use of off-the-shelf solvers. Neural parameterizations further enable rapid adaptation to varying operating conditions without retraining. Through evaluations across three important problems, i.e., large-scale resource aggregation, network-constrained optimization, and optimization under uncertainty, PolyFormer achieves online solver speedups of up to 6,400-fold and memory reductions of up to 99.87%, while maintaining small feasibility and objective errors. Together, these results establish learned geometric constraint representations as an effective and scalable route to prescriptive optimization under diverse forms of constraint complexity.
Enforcing constraint satisfaction in neural network outputs is critical for safety, reliability, and physical fidelity in many control and decision-making applications. While soft-constrained methods penalize constraint violations during training, they do not guarantee constraint adherence during inference. Other approaches guarantee constraint satisfaction via a projection layer, but often rely on the existence of a tractable projection onto the feasible set, limiting their utility in more general problem settings. Many real-world problems of interest are nonlinear and lack the special structure admitting a tractable projection, motivating the development of methods that can enforce general nonlinear constraints. To this end, we introduce HardNet++, a constraint-satisfaction method that enforces linear and nonlinear equality and inequality constraints. Our approach iteratively adjusts the network output via damped local linearizations of the constraints. Each iteration is differentiable, admitting an end-to-end training framework, where the constraint satisfaction layer is active during training. We show that under certain regularity conditions, this procedure enforces nonlinear constraint satisfaction to arbitrary tolerance. Finally, we demonstrate tight constraint adherence without loss of optimality in a learning-for-optimization context, where we apply this method to a nonlinear model predictive control problem.