On PI Controllers for Updating Lagrange Multipliers in Constrained Optimization
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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.
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14 more
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Built on by
Citing papers per year: 2024: 1; 2025: 8; 2026: 3.
12 papers.
- 2025Cooper: A Library for Constrained Optimization in Deep Learningcited by 10
- 2024Embedding Safety into RL: A New Take on Trust Region Methodscited by 9
- 2025Composition and Alignment of Diffusion Models using Constrained Learningcited by 8
- 2025Feasible Learningcited by 5
- 2025Position: Adopt Constraints Over Fixed Penalties in Deep Learningcited by 4
- 2025Central Path Proximal Policy Optimizationcited by 3
- 2025Dual Optimistic Ascent (PI Control) is the Augmented Lagrangian Method in Disguisecited by 1
- 2025Hyperflux: Pruning Reveals Importancecited by 0
- 2025Certifiable Safe RLHF: Semantic Grounding and Fixed Penalty Constraint Optimization for Safer LLM Alignmentcited by 0
- 2026Residual-Controlled Multiplier Learning for Stochastic Constrained Decision-Makingcited by 0
- 2026Neural Slack Variables for Shape Constraintscited by 0
- 2026Accelerated and Stable Convergence with Anchored Generalized Optimistic Methodcited by 0
- 2026Accelerated and Stable Convergence with Anchored Generalized Optimistic Method19 Jun 2026
- 2026Neural Slack Variables for Shape Constraints11 Jun 2026
- 2026Residual-Controlled Multiplier Learning for Stochastic Constrained Decision-Making5 Jun 2026
- 2025Certifiable Safe RLHF: Semantic Grounding and Fixed Penalty Constraint Optimization for Safer LLM Alignment3 Oct 2025
- 2025Dual Optimistic Ascent (PI Control) is the Augmented Lagrangian Method in Disguise26 Sep 2025
- 2025Composition and Alignment of Diffusion Models using Constrained Learning26 Aug 2025
- 2025Central Path Proximal Policy Optimization31 May 2025
- 2025Position: Adopt Constraints Over Fixed Penalties in Deep Learning27 May 2025
- 2025Hyperflux: Pruning Reveals Importance6 Apr 2025
- 2025Cooper: A Library for Constrained Optimization in Deep Learning1 Apr 2025
- 2025Feasible Learning24 Jan 2025
- 2024Embedding Safety into RL: A New Take on Trust Region Methods5 Nov 2024