mlsanityData to 7 Oct 2026

On PI Controllers for Updating Lagrange Multipliers in Constrained Optimization

arXiv 2406.04558 ↗First posted 7 Jun 2024cs.LG math.OCcited by 12

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Abstract (arXiv)

Constrained optimization offers a powerful framework to prescribe desired behaviors in neural network models. Typically, constrained problems are solved via their min-max Lagrangian formulations, which exhibit unstable oscillatory dynamics when optimized using gradient descent-ascent. The adoption of constrained optimization techniques in the machine learning community is currently limited by the lack of reliable, general-purpose update schemes for the Lagrange multipliers. This paper proposes the nuPI algorithm and contributes an optimization perspective on Lagrange multiplier updates based on PI controllers, extending the work of Stooke, Achiam and Abbeel (2020). We provide theoretical and empirical insights explaining the inability of momentum methods to address the shortcomings of gradient descent-ascent, and contrast this with the empirical success of our proposed nuPI controller. Moreover, we prove that nuPI generalizes popular momentum methods for single-objective minimization. Our experiments demonstrate that nuPI reliably stabilizes the multiplier dynamics and its hyperparameters enjoy robust and predictable behavior.

Key facts. Cited by 12 papers in the map (data through 7 Oct 2026). Builds on 26 of its 50 references that are in the map. First posted on arXiv 7 Jun 2024.

Builds on

26 of 50 references.

References · 26

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14 more
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Cited by year (2026 to 7 Oct)

Citing papers per year: 2024: 1; 2025: 8; 2026: 3.

12 papers.