Learning to Optimize by Differentiable Programming
Not on the map. Why?
Abstract (arXiv)
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.
Key facts. Cited by 1 paper in the map (data through 14 Oct 2026). Builds on 86 of its 213 references that are in the map. First posted on arXiv 23 Jan 2026.
Builds on
86 of 213 references.
References · 86
- 2014Adam: A Method for Stochastic Optimizationcited by 37,240
- 2019PyTorch: An Imperative Style, High-Performance Deep Learning Librarycited by 20,305
- 2021Convex optimizationcited by 2,515
- 2016An overview of gradient descent optimization algorithmscited by 1,033
- 2015Automatic differentiation in machine learning: a surveycited by 855
- 2015Distillation as a Defense to Adversarial Perturbations against Deep Neural Networkscited by 678
- 2016CVXPY: A Python-Embedded Modeling Language for Convex Optimizationcited by 641
- 2018Machine Learning for Combinatorial Optimization: a Methodological Tour d'Horizoncited by 623
- 2016Learning to learn by gradient descent by gradient descentcited by 620
- 2019Deep Equilibrium Modelscited by 615
- 2017OptNet: Differentiable Optimization as a Layer in Neural Networkscited by 599
- 2017Provable defenses against adversarial examples via the convex outer adversarial polytopecited by 567
38 more
- 2015Train faster, generalize better: Stability of stochastic gradient descentcited by 552
- 2019Differentiable Convex Optimization Layerscited by 465
- 2018Efficient Neural Network Robustness Certification with General Activation Functionscited by 445
- 2018Bilevel Programming for Hyperparameter Optimization and Meta-Learningcited by 405
- 2019DiffTaichi: Differentiable Programming for Physical Simulationcited by 258
- 2014cuDNN: Efficient Primitives for Deep Learningcited by 245
- 2016Hyperparameter optimization with approximate gradientcited by 233
- 2021Beta-CROWN: Efficient Bound Propagation with Per-neuron Split Constraints for Complete and Incomplete Neural Network Robustness Verificationcited by 228
- 2019Differentiation of Blackbox Combinatorial Solverscited by 226
- 2021Learning to Optimize: A Primer and A Benchmarkcited by 208
- 2019Towards Stable and Efficient Training of Verifiably Robust Neural Networkscited by 205
- 2020Fast Differentiable Sorting and Rankingcited by 197
- 2018Differentiable MPC for End-to-end Planning and Controlcited by 189
- 2020Fast and Complete: Enabling Complete Neural Network Verification with Rapid and Massively Parallel Incomplete Verifierscited by 187
- 2017A Rewriting System for Convex Optimization Problemscited by 179
- 2018Semidefinite relaxations for certifying robustness to adversarial examplescited by 179
- 2017OSQP: An Operator Splitting Solver for Quadratic Programscited by 161
- 2021End-to-End Constrained Optimization Learning: A Surveycited by 157
- 2023Decision-Focused Learning: Foundations, State of the Art, Benchmark and Future Opportunitiescited by 130
- 2015Gradient Estimation Using Stochastic Computation Graphscited by 121
- 2016On Differentiating Parameterized Argmin and Argmax Problems with Application to Bi-level Optimizationcited by 112
- 2017TensorFlow Distributionscited by 106
- 2015Global Convergence of ADMM in Nonconvex Nonsmooth Optimizationcited by 98
- 2019A Differentiable Programming System to Bridge Machine Learning and Scientific Computingcited by 83
- 2019Deep Declarative Networks: A New Hopecited by 78
- 2017CNN-Based Projected Gradient Descent for Consistent Image Reconstructioncited by 77
- 2020Lagrangian Duality for Constrained Deep Learningcited by 74
- 2019Differentiating Through a Cone Programcited by 73
- 2022Theseus: A Library for Differentiable Nonlinear Optimizationcited by 65
- 2021Introduction to Neural Network Verificationcited by 63
- 2022Self-Supervised Primal-Dual Learning for Constrained Optimizationcited by 61
- 2020Differentially Private and Fair Deep Learning: A Lagrangian Dual Approachcited by 53
- 2018Training verified learners with learned verifierscited by 50
- 2019Scalable Semidefinite Programmingcited by 36
- 2021Practical Large-Scale Linear Programming using Primal-Dual Hybrid Gradientcited by 32
- 2018Linear Convergence of the Primal-Dual Gradient Method for Convex-Concave Saddle Point Problems without Strong Convexitycited by 29
- 2014Playing with Duality: An Overview of Recent Primal-Dual Approaches for Solving Large-Scale Optimization Problemscited by 25
- 2018On the Differentiability of the Solution to Convex Optimization Problemscited by 23
50 most cited of 86 All 86 (JSON)
Built on by
Citing papers per year: 2026: 1.
1 paper.