Learning to Optimize

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Overview

Learning to Optimize studies how data can improve the algorithms and decisions used to solve optimization problems, especially when similar problems recur or standard solvers are costly. Approaches include meta-learning and reinforcement learning for update rules and optimizer selection, unrolled or differentiable methods such as learned ADMM, and learned heuristics or warm starts for mixed-integer and other solvers. These methods are used in settings ranging from neural-network training and black-box search to scheduling, power systems, and model predictive control, with work increasingly combining fast learned predictions with exact optimization or explicit feasibility checks. A central tension is whether methods trained on particular instances can generalize reliably to new problems while preserving solution quality, constraint satisfaction, and the computational guarantees of classical solvers.

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139 papers27 papers in the last four weeks, up 125% on the four weeks before. 0.2% of all new papers.

Feb 20, 2026

OptiRoulette Optimizer: A New Stochastic Meta-Optimizer for up to 5.3x Faster Convergence

This paper presents OptiRoulette, a stochastic meta-optimizer that selects update rules during training instead of fixing a single optimizer. The method combines warmup optimizer locking, random sampling from an active optimizer pool, compatibility-aware learning-rate scaling during optimizer transitions, and failure-aware pool replacement. OptiRoulette is implemented as a drop-in, "torch.optim.Optimizer-compatible" component and packaged for pip installation. We report completed 10-seed results on five image-classification suites: CIFAR-100, CIFAR-100-C, SVHN, Tiny ImageNet, and Caltech-256. Against a single-optimizer AdamW baseline, OptiRoulette improves mean test accuracy from 0.6734 to 0.7656 on CIFAR-100 (+9.22 percentage points), 0.2904 to 0.3355 on CIFAR-100-C (+4.52), 0.9667 to 0.9756 on SVHN (+0.89), 0.5669 to 0.6642 on Tiny ImageNet (+9.73), and 0.5946 to 0.6920 on Caltech-256 (+9.74). Its main advantage is convergence reliability at higher targets: it reaches CIFAR-100/CIFAR-100-C 0.75, SVHN 0.96, Tiny ImageNet 0.65, and Caltech-256 0.62 validation accuracy in 10/10 runs, while the AdamW baseline reaches none of these targets within budget. On shared targets, OptiRoulette also reduces time-to-target (e.g., Caltech-256 at 0.59: 25.7 vs 77.0 epochs). Paired-seed deltas are positive on all datasets; CIFAR-100-C test ROC-AUC is the only metric not statistically significant in the current 10-seed study.

Stamatis Mastromichalakis

Independent Researcher, tmnetworks.gr

Neural Network OptimizationStochastic OptimizationLearning to Optimize
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Feb 17, 2026

POP: Prior-Fitted First-Order Optimization Policies

Gradient-based optimizers are highly sensitive to design choices in their adaptive learning rate mechanisms. To address this limitation, we introduce POP, a meta-learned Reinforcement Learning (RL) policy that predicts adaptive learning rates for gradient descent, conditioned on the contextual information provided in the optimization trajectory. Our method introduces a novel RL reward formulation, a new function-scaling strategy for in-distribution generalization, and a novel prior that is used to sample millions of synthetic optimization problems. We evaluate POP on an established benchmark including 43 optimization functions of various complexity, where it significantly outperforms gradient-based methods. Our evaluation demonstrates strong generalization capabilities without task-specific tuning.

Jan Kobiolka, Christian Frey, Gresa Shala +3

Department of Computer Science University of Technology Nuremberg Germany · Department of Computer Science Albert Ludwig University of Freiburg Germany · Faculty of Natural Sciences University of Elbasan Albania

Learning to OptimizeAdaptive Gradient MethodsPolicy Learning
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Feb 10, 2026

Learning to Discover Iterative Spectral Algorithms

We introduce AutoSpec, a neural network framework for discovering iterative spectral algorithms for large-scale numerical linear algebra and numerical optimization. Our self-supervised models adapt to input operators using coarse spectral information (e.g., eigenvalue estimates and residual norms), and predict recurrence coefficients for computing or applying a matrix polynomial tailored to a downstream task. The effectiveness of AutoSpec relies on three ingredients: an architecture whose inference pass implements short, executable numerical linear algebra recurrences; efficient training on small synthetic problems with transfer to large-scale real-world operators; and task-defined objectives that enforce the desired approximation or preconditioning behavior across the range of spectral profiles represented in the training set. We apply AutoSpec to discovering algorithms for representative tasks on spd matrices: accelerating matrix function approximation; accelerating sparse linear solvers; and spectral filtering/preconditioning for eigenvalue computations. On real-world matrices, the learned procedures deliver up to order-of-magnitude improvements in accuracy and/or reductions in iteration count, relative to spectrum-agnostic baselines. We find clear connections to classical theory: the induced polynomials may exhibit equioscillation behavior characteristic of Chebyshev polynomial approximation. The code is available at: https://github.com/zihanghliu/AutoSpec .

Zihang Liu, Oleg Balabanov, Yaoqing Yang +1

1International Computer Science Institute · University of California, Berkeley · 4Lawrence Berkeley National Laboratory +1

Automated Algorithm DiscoveryLearning to OptimizeSpectral Methods
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Jan 31, 2026

Meta-Learning-Assisted Constraint Relaxation for Constrained Black-Box Optimization

Constraint handling is central to constrained black-box optimization (BBO), where objective improvement and feasibility restoration often provide conflicting search signals. Existing εε-relaxation methods are simple and effective, but their relaxation schedules are usually fixed or manually designed for a limited range of problems. To address this limitation, this letter proposes MeCO, a meta-learning-assisted optimizer that learns an adaptive εε-relaxation policy for constrained BBO. MeCO couples a SHADE optimizer with a Double Deep Q-Network controller. At each optimization step, the controller observes compact population and constraint features and selects a scalar action, which is decoded into a relaxation vector for the candidate comparison rule. The policy is trained across constrained BBO instances and then deployed on held-out problems without problem-specific tuning. Experiments on the CEC2017 constrained benchmark, 16 UAV path-planning tasks and eight real-world engineering problems provide evidence that MeCO transfers across held-out benchmark functions, higher dimensions, and an application-domain setting. Ablation and behavior analyses further clarify the roles of constraint-related state features, action scaling, reward shaping, and meta-training.

Sijie Ma, Zeyuan Ma, Yue-Jiao Gong +1

Hong Kong Polytechnic University · South China Normal University · South China University of Technology

Black-Box OptimizationLearning to OptimizeConstrained OptimizationDerivative-Free Optimization
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Jan 24, 2026

Unrolled Neural Networks for Constrained Optimization

We develop unrolled neural networks to solve constrained optimization problems, offering accelerated, learnable counterparts to dual ascent (DA) algorithms. Our framework, termed constrained dual unrolling (CDU), comprises two coupled neural networks that jointly approximate the saddle point of the Lagrangian. The primal network emulates an iterative optimizer that finds a stationary point of the Lagrangian for a given dual multiplier, sampled from an unknown distribution. The dual network generates trajectories towards the optimal multipliers across its layers while querying the primal network at each layer. Unlike standard unrolling, which maps the updates of a prescribed iterative solver directly to network layers, CDU preserves the underlying optimization dynamics while learning the update mappings. The desired primal-dual dynamics are therefore induced through constrained learning by enforcing primal-descent and dual-ascent constraints. We formulate training the two networks as a nested optimization problem and propose an alternating procedure that updates the primal and dual networks in turn, mitigating uncertainty in the multiplier distribution required for primal network training. We establish theoretical guarantees on the feasibility and optimality of the coupled networks. We numerically evaluate the framework on quadratic programs (QPs) with linear constraints and power allocation in wireless networks.

Samar Hadou, Alejandro Ribeiro

Department of Electrical and Systems Engineering, University of Pennsylvania, Philadelphia, PA 19104 USA

Constrained OptimizationLearning to OptimizePrimal-Dual OptimizationNeural Network Optimization
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Jan 23, 2026

Learning to Optimize by Differentiable Programming

Solving massive-scale optimization problems requires scalable first-order methods with low per-iteration cost. This tutorial highlights a shift in optimization: using differentiable programming not only to execute algorithms but to learn how to design them. Modern frameworks such as PyTorch, TensorFlow, and JAX enable this paradigm through efficient automatic differentiation. Embedding first-order methods within these systems allows end-to-end training that improves convergence and solution quality. Guided by Fenchel-Rockafellar duality, the tutorial demonstrates how duality-informed iterative schemes such as the alternating direction method of multipliers, and the primal-dual hybrid gradient can be learned and adapted through representative case studies.

Liping Tao, Xindi Tong, Chee Wei Tan

Nanyang Technological University, Singapore · Nanyang Technological University, Singapore, Singapore

Primal-Dual OptimizationLearning to OptimizeAlternating Direction Method of MultipliersDifferentiable ProgrammingConstrained OptimizationDifferentiable Optimization
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Jan 12, 2026

Learning to accelerate Krasnosel'skii-Mann fixed-point iterations with guarantees

We introduce a principled learning to optimize (L2O) framework for solving fixed-point problems involving general nonexpansive mappings. Our idea is to deliberately inject summable perturbations into a standard Krasnosel'skii-Mann iteration to improve its average-case performance over a specific distribution of problems while retaining its convergence guarantees. Under a metric sub-regularity assumption, we prove that the proposed parametrization includes only iterations that locally achieve linear convergence-up to a vanishing bias term-and that it encompasses all iterations that do so at a sufficiently fast rate. We then demonstrate how our framework can be used to augment several widely-used operator splitting methods to accelerate the solution of structured monotone inclusion problems, and validate our approach on a best approximation problem using an L2O-augmented Douglas-Rachford splitting algorithm.

Andrea Martin, Giuseppe Belgioioso

Division of Decision and Control Systems, KTH Royal Institute of Technology, and Digital Futures, SE-100 44 Stockholm, Sweden

Optimization Convergence AnalysisLearning to Optimize
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Nov 25, 2025

Reinforcement Learning to Initialize Newton-Raphson for AC Power Flow with Quantum Annealing-Based Environment Updates

The Newton-Raphson (NR) method is widely used for solving power flow (PF) equations due to its quadratic convergence. However, its performance deteriorates under poor initialization or extreme operating scenarios, e.g., high levels of renewable energy penetration. We propose the use of reinforcement learning (RL) to optimize the initialization of NR, and introduce a quantum-enhanced RL environment update mechanism that addresses the combinatorially large action space at each RL timestep by formulating the voltage adjustment task as a Quadratic Unconstrained Binary Optimization (QUBO) problem, solved with an Ising machine. RL initialization is benchmarked against flat start and start from the DC (linearized) PF solution on a standard 4-bus system, Iwamoto's ill-conditioned 11-bus system, and the IEEE 118-bus system under normal and stressed loading and reactive power limits, with verified operational solutions. On all systems, a supervised initializer refined by RL requires fewer NR iterations than flat and DC starts and than the same initializer without RL, for all seeds. For example, on the 118-bus system under normal and stressed loading, it reached 2.04 and 2.86 NR iterations, compared with 3.02 and 5.13 from DC start and 2.61 and 3.09 without RL. In wall-clock time, this pays off only for an initializer integrated into the solver and reused for many solves on a fixed topology. On the 4-bus system, a quantum-enhanced RL agent with a quantum-inspired annealer moved challenging initial states that required 29 and 44 NR iterations to initializations that required three NR iterations within one RL timestep.

Zeynab Kaseb, Matthias Moller, Lindsay Spoor +4

Electrical Sustainable Energy, Delft University of Technology, P.O. Box 5031, 2600 GA Delft, The Netherlands. · Applied Mathematics, Delft University of Technology, P.O. Box 5031, 2600 GA Delft, The Netherlands. · Leiden Institute of Advanced Computer Science, Leiden University, P.O. Box 9512, 2300 RA Leiden, The Netherlands. +3

Reinforcement LearningQuantum AnnealingLearning to OptimizePower Systems
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Oct 29, 2025

Machine Learning Guided Optimal Transmission Switching to Mitigate Wildfire Ignition Risk

To mitigate acute wildfire ignition risks, utilities de-energize power lines in high-risk areas. The Optimal Power Shutoff (OPS) problem optimizes line energization statuses to manage wildfire ignition risks through de-energizations while reducing load shedding. OPS problems are computationally challenging Mixed-Integer Linear Programs (MILPs) that must be solved rapidly and frequently in operational settings. For a particular power system, OPS instances share a common structure with varying parameters related to wildfire risks, loads, and renewable generation. This motivates the use of Machine Learning (ML) for solving OPS problems by exploiting shared patterns across instances. In this paper, we develop an ML-guided framework that quickly produces high-quality de-energization decisions by extending existing ML-guided MILP solution methods while integrating domain knowledge on the number of energized and de-energized lines. Results on a large-scale realistic California-based synthetic test system show that the proposed ML-guided method produces high-quality solutions faster than traditional optimization methods.

Weimin Huang, Ryan Piansky, Bistra Dilkina +1

Department of Computer Science University of Southern California Los Angeles, CA, USA · School of Electrical and Computer Engineering Georgia Institute of Technology Atlanta, GA, USA

Mixed-Integer Linear ProgrammingLearning to OptimizePower Systems
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Oct 6, 2025

Inverse Mixed-Integer Programming: Learning Constraints then Objective Functions

Data-driven inverse optimization for mixed-integer linear programs (MILPs), which seeks to learn an objective function and constraints consistent with observed decisions, is important for building accurate mathematical models in a variety of domains, including power systems and scheduling. However, to the best of our knowledge, existing data-driven inverse optimization methods primarily focus on learning objective functions under known constraints, and learning both objective functions and constraints from data for MILPs remains largely unexplored. In this paper, we propose a two-stage approach for a class of inverse optimization problems in which the objective is a linear combination of given feature functions and the constraints are parameterized by unknown functions and thresholds. Our method first learns the constraints and then, conditioned on the learned constraints, estimates the objective-function weights. On the theoretical side, we provide finite-sample guarantees for solving the proposed inverse optimization problem. To this end, we develop statistical learning tools for pseudo-metric spaces under sub-Gaussian assumptions and use them to derive a learning-theoretic framework for inverse optimization with both unknown objectives and constraints. On the experimental side, we demonstrate that our method successfully solves inverse optimization problems on scheduling instances formulated as ILPs with up to 100 decision variables.

Akira Kitaoka

Mixed-Integer Linear ProgrammingLearning to OptimizeInverse ProblemsInteger Linear Programming
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Aug 17, 2025

L-SR1: Learned Symmetric-Rank-One Preconditioning

End-to-end deep learning has achieved impressive results but often relies on large labeled datasets, exhibits limited generalization to unseen scenarios, and incurs substantial computational cost. Classical optimization methods, in contrast, are more data-efficient and lightweight but frequently suffer from slow convergence. Learned optimizers aim to bridge this gap, yet existing approaches have focused primarily on first-order methods, while learned second-order optimization has received much less attention. We introduce L-SR1, a learned second-order optimizer inspired by the classical Symmetric Rank-One (SR1) method. At its core, L-SR1 employs a Projection-Guided Secant Mechanism (PGSM) that generates positive semi-definite preconditioners and biases meta-training toward the quasi-Newton secant relation. Through controlled analytic benchmarks, we study stability, generalization across problem dimensions, and search direction quality, and further evaluate L-SR1 on Monocular Human Mesh Recovery (HMR), where it outperforms both classical and learned optimization-based baselines. With a compact model and no reliance on task-specific fine-tuning or annotated data, L-SR1 demonstrates strong generalization and can be integrated into a broad range of iterative optimization problems to accelerate convergence and reduce the required number of iterations.

Gal Lifshitz, Shahar Zuler, Ori Fouks +1

Tel Aviv University, Tel Aviv, Israel.

Learning to OptimizeSecond-Order OptimizationQuasi-Newton Methods
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Jul 9, 2025

Direct Regret Optimization in Bayesian Optimization

Bayesian optimization (BO) is a powerful paradigm for optimizing expensive black-box functions. Traditional BO methods typically rely on separate hand-crafted acquisition functions and surrogate models for the underlying function, and often operate in a myopic manner. In this paper, we propose a novel direct regret optimization approach that jointly learns the optimal model and non-myopic acquisition by distilling from a set of candidate models and acquisitions, and explicitly targets minimizing the multi-step regret. Our framework leverages an ensemble of Gaussian Processes (GPs) with varying hyperparameters to generate simulated BO trajectories, each guided by an acquisition function drawn from a pool of conventional choices and terminated by a Bayesian early stop criterion. These trajectories train an end-to-end Decision Transformer that selects the next query so as to improve the ultimate objective, following a dense training sparse learning paradigm: the transformer is trained on abundant simulated data, while a limited number of real evaluations refine the GPs online. On synthetic and real-world benchmarks, our method attains the best or near-best final simple regret against standard, lookahead, trust-region and amortized BO baselines, with the largest gains in high-dimensional settings. Ablations attribute the gains jointly to region-of-interest filtering and the learned policy, and matched-budget comparisons against explicit two-step lookahead acquisitions show that the advantage is not shared by lookahead alone.

Fengxue Zhang, Yuxin Chen

Department of Computer Science University of Chicago Chicago, IL 60637

Bayesian OptimizationLearning to OptimizeDecision TransformerRegret Minimization
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May 28, 2025

Accelerating Optimization via Differentiable Stopping Time

Optimization is an important module of modern machine learning applications. Tremendous efforts have been made to accelerate optimization algorithms. A common formulation is achieving a lower loss at a given time. This enables a differentiable framework with respect to the algorithm hyperparameters. In contrast, its dual, minimizing the time to reach a target loss, is believed to be non-differentiable, as the time is not differentiable. As a result, it usually serves as a conceptual framework or is optimized using zeroth-order methods. To address this limitation, we propose a differentiable stopping time and theoretically justify it based on differential equations. An efficient algorithm is designed to backpropagate through it. As a result, the proposed differentiable stopping time enables a new differentiable formulation for accelerating algorithms. We further discuss its applications, such as online hyperparameter tuning and learning to optimize. Our proposed methods show superior performance in comprehensive experiments across various problems, which confirms their effectiveness.

Zhonglin Xie, Yiman Fong, Haoran Yuan +1

Beijing International Center for Mathematical Research, Peking University · Department of Industrial Engineering, Tsinghua University · School of Mathematics Science, Peking University

Differentiable OptimizationHyperparameter OptimizationLearning to Optimize
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May 8, 2025

Deep Learning Warm Starts for Trajectory Optimization on the International Space Station

Trajectory optimization is a cornerstone of modern robot autonomy, enabling systems to compute trajectories and controls in real-time while respecting safety and physical constraints. However, it has seen limited usage in spaceflight applications due to its heavy computational demands that exceed the capability of most flight computers. In this work, we provide results on the first in-space demonstration of using machine learning-based warm starts for accelerating trajectory optimization for the Astrobee free-flying robot onboard the International Space Station (ISS). We formulate a data-driven optimal control approach that trains a neural network to learn the structure of the trajectory generation problem being solved using sequential convex programming (SCP). Onboard, this trained neural network predicts solutions for the trajectory generation problem and relies on using the SCP solver to enforce safety constraints for the system. Our trained network reduces the number of solver iterations required for convergence in cases including rotational dynamics by 60% and in cases with obstacles drawn from the training distribution of the warm start model by 50%. This work represents a significant milestone in the use of learning-based control for spaceflight applications and a stepping stone for future advances in the use of machine learning for autonomous guidance, navigation, & control.

Somrita Banerjee, Abhishek Cauligi, Marco Pavone

Somrita Banerjee is a Machine Learning Researcher at Apple. Work completed during PhD at Stanford University, Stanford, CA 94305, USA. · Abhishek Cauligi is an Assistant Professor in the Department of Mechanical Engineering, Johns Hopkins University, Baltimore, MD 21218, USA. · Marco Pavone is an Associate Professor in the Department of Aeronautics and Astronautics, Stanford University, Stanford, CA 94305, USA.

Trajectory OptimizationLearning to OptimizeSpace Robotics
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May 6, 2025

Sufficient Decision Proxies for Decision-Focused Learning

When solving optimization problems under uncertainty with contextual data, utilizing machine learning to predict the uncertain parameters' values is a popular and effective approach. Decision-focused learning (DFL) aims at learning a predictive model such that decision quality, instead of prediction accuracy, is maximized. Common practice is to predict a single scenario representing the uncertain parameters, implicitly assuming that there exists a deterministic problem approximation (proxy) that allows for optimal decision-making. The opposite has also been considered, where the underlying distribution is estimated with a parameterized distribution. However, little is known about when either choice is valid. This paper investigates for the first time problem properties that justify using a certain decision proxy. Using this, we present alternative decision proxies for DFL, with little or no compromise on the complexity of the learning task. We show the effectiveness of presented approaches in experiments on continuous and discrete problems, as well as problems with uncertainty in the objective function and in the constraints.

Noah Schutte, Grigorii Veviurko, Krzysztof Postek +1

Delft University of Technology · Independent Researcher

Stochastic OptimizationLearning to OptimizeDecision-Focused LearningDecision-Making under Uncertainty
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Mar 31, 2025

Traffic Engineering in Large-scale Networks with Generalizable Graph Neural Networks

Traffic Engineering (TE) in large-scale networks like cloud Wide Area Networks (WANs) and Low Earth Orbit (LEO) satellite constellations is a critical challenge. Although learning-based approaches have been proposed to address the scalability of traditional TE algorithms, their practical application is often hindered by a lack of generalization, high training overhead, and a failure to respect link capacities. This paper proposes TELGEN, a novel TE algorithm that learns to solve TE problems efficiently in large-scale network scenarios, while achieving superior generalizability across diverse network conditions. TELGEN is based on the novel idea of transforming the problem of "predicting the optimal TE solution" into "predicting the optimal TE algorithm", which enables TELGEN to learn and efficiently approximate the end-to-end solving process of classical optimal TE algorithms. The learned algorithm is agnostic to the exact underlying network topology or traffic patterns, and is able to very efficiently solve TE problems given arbitrary inputs and generalize well to unseen topologies and demands. We train and evaluate TELGEN with random and real-world topologies, with networks of up to 5000 nodes and 3.6x10^6 links in testing. TELGEN shows less than 3% optimality gap while ensuring feasibility in all testing scenarios, even when the test network has 2-20x more nodes than the largest training network. It also saves up to 84% TE solving time than traditional interior-point method, and reduces up to 79.6% training time per epoch than the state-of-the-art learning-based algorithm.

Fangtong Zhou, Xiaorui Liu, Ruozhou Yu +1

Department of Computer Science, North Carolina State University, Raleigh, NC, 27606, USA · School of Computing and Augmented Intelligence, Arizona State University, Tempe, AZ, 85287, USA

Graph Neural NetworksLearning to Optimize
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Jun 6, 2024

Simulating, Fast and Slow: Learning Policies for Black-Box Optimization

Simulators are vital in science and engineering, as they faithfully model the influence of design parameters on real-world observations. Optimizing design parameters to minimize a desired objective function is notoriously challenging since simulators are often non-differentiable black boxes. Moreover, each simulation incurs significant compute time, thus doing such optimizations naively may be prohibitively expensive. Furthermore, in experiment design settings, practitioners are typically required to solve the same optimization problem for various input distributions before proceeding to real-world experiments. Starting these related optimizations from scratch each time can be inefficient if the forward simulation model is expensive to evaluate. To address these challenges, this paper introduces a novel method for solving black-box optimization problems on various input distributions by learning a policy that guides the training of a differentiable surrogate. The surrogate's gradients are then used to optimize the simulation parameters with SGD. After training the policy, the cost for downstream optimization of problems involving black-box simulators is amortized, and we require up to 10×10\times fewer expensive simulator calls compared to baselines such as previous local surrogate-based approaches, numerical optimization, and Bayesian optimization.

Tim Bakker, Fabio Valerio Massoli, Thomas Hehn +2

University of Amsterdam § · Qualcomm AI Research‡

Black-Box OptimizationLearning to OptimizeSurrogate-Assisted Optimization
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May 29, 2024

MEGO: Learning Mixture-of-Experts for General-Purpose Binary Optimization

Discrete optimization is ubiquitous in science and engineering. The vast array of existing discrete optimization problems, coupled with the continuous emergence of new ones, necessitates off-the-shelf optimizers capable of generating high-quality solutions for a large variety of optimization problems. This article introduces MEGO, a novel general-purpose neural optimizer for binary optimization under the black-box setting, intended for broad applicability across diverse binary optimization problem classes with minimal problem-specific customization. MEGO comprises a mixture-of-experts trained without domain knowledge. When presented with a new problem instance to solve, it employs a routing policy to dynamically activate the most relevant expert models to generate high-quality solutions. The strong generalization capability of MEGO is demonstrated on six problem classes from different disciplines, including classic problems and real-world applications. Trained solely on classic problems, MEGO effectively generalizes to unseen and complex real-world problem classes, significantly outperforming widely-used general-purpose optimizers in both solution quality and efficiency. Furthermore, MEGO provides a computational approach for quantifying similarity between optimization problems and classifying them, which is fundamentally different from the conventional analysis-based problem classification.

Shengcai Liu, Zhiyuan Wang, Yew-Soon Ong +2

Guangdong Provincial Key Laboratory of Brain-inspired Intelligent Computation, Department of Computer Science and Engineering, Southern University of Science and Technology, Shenzhen 518055, China · College of Computing & Data Science, Nanyang Technological University, Singapore 639798 · School of Data Science, Lingnan University, Hong Kong, China

Black-Box OptimizationMixture of ExpertsLearning to OptimizeNeural Combinatorial Optimization
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Oct 27, 2023

LOOP-MAC: Learning-Based Multi-Agent Coordination with Guaranteed Local Feasibility in a Virtual Power Plant

By aggregating distributed energy resources (DERs) into a single dispatchable resource, virtual power plants (VPPs) enable the grid to use the flexibility of numerous small-scale DERs. Delivering an aggregate VPP commitment requires multi-agent coordination, where agents manage local DER models and operating constraints while jointly meeting a power commitment within limited communication rounds. Classical distributed optimization is computationally intensive, requiring iterative local optimization and repeated communication to reach consensus. Learning-based methods can accelerate coordination but often lack guarantees of local feasibility and accurate commitment tracking. This paper proposes LOOP-MAC (Learning to Optimize the Optimization Process for Multi-Agent Coordination), a fully decentralized learning-based framework that ensures local feasibility by construction while efficiently reducing the aggregate commitment gap. LOOP-MAC employs a two-stage decision process. Learned coordination uses neural optimizers equipped with a gauge layer to produce locally feasible schedules through a few rounds of message exchange. Local adjustment then rebalances each schedule toward feasible flexibility extremes using a commitment-gap estimate inferred from messages already received. The adjusted schedule remains locally feasible as a convex combination of feasible schedules, and the adjustment requires no additional communication round. On a 100-agent VPP, five communication rounds followed by local adjustment reduce the mean commitment gap from 5.1% to 0.75% of the agents' aggregate absolute power and the optimality gap from 3.93% to 3.07% relative to learned coordination alone. Per-agent online computation takes approximately 1.1 ms, including the adjustment.

Meiyi Li, Lucas Ruda, Javad Mohammadi

Multi-Agent CoordinationPower SystemsDecentralized OptimizationLearning to Optimize
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