# NLPOpt-Net: A Learning Method for Nonlinear Optimization with Feasibility Guarantees

arXiv: https://arxiv.org/abs/2605.00260 · HTML: https://mlsanity.com/paper/2605.00260/

## Key facts

- No citing papers in the map yet (data through 14 Oct 2026).
- Builds on 18 of its 37 references that are in the map.
- First posted on arXiv 30 Apr 2026.

## Builds on (most cited first, 18 of 18)

- [Adam: A Method for Stochastic Optimization](https://mlsanity.com/paper/1412.6980/) (2014)
- [Convex optimization](https://mlsanity.com/paper/2106.01946/) (2021)
- [CVXPY: A Python-Embedded Modeling Language for Convex Optimization](https://mlsanity.com/paper/1603.00943/) (2016)
- [When and why PINNs fail to train: A neural tangent kernel perspective](https://mlsanity.com/paper/2007.14527/) (2020)
- [OptNet: Differentiable Optimization as a Layer in Neural Networks](https://mlsanity.com/paper/1703.00443/) (2017)
- [Differentiable Convex Optimization Layers](https://mlsanity.com/paper/1910.12430/) (2019)
- [DC3: A learning method for optimization with hard constraints](https://mlsanity.com/paper/2104.12225/) (2021)
- [OSQP: An Operator Splitting Solver for Quadratic Programs](https://mlsanity.com/paper/1711.08013/) (2017)
- [Learning Optimal Solutions for Extremely Fast AC Optimal Power Flow](https://mlsanity.com/paper/1910.01213/) (2019)
- [Physics-informed Autoencoders for Lyapunov-stable Fluid Flow Prediction](https://mlsanity.com/paper/1905.10866/) (2019)
- [Imposing Hard Constraints on Deep Networks: Promises and Limitations](https://mlsanity.com/paper/1706.02025/) (2017)
- [Physics-Informed Neural Networks with Hard Linear Equality Constraints](https://mlsanity.com/paper/2402.07251/) (2024)
- [Pinet: Optimizing hard-constrained neural networks with orthogonal projection layers](https://mlsanity.com/paper/2508.10480/) (2025)
- [ENFORCE: Nonlinear Constrained Learning with Adaptive-depth Neural Projection](https://mlsanity.com/paper/2502.06774/) (2025)
- [Physics-Informed Neural Networks with Hard Nonlinear Equality and Inequality Constraints](https://mlsanity.com/paper/2507.08124/) (2025)
- [Enforcing Hard Linear Constraints in Deep Learning Models with Decision Rules](https://mlsanity.com/paper/2505.13858/) (2025)
- [Operator Splitting for Convex Constrained Markov Decision Processes](https://mlsanity.com/paper/2412.14002/) (2024)
- [DAE-HardNet: A Physics Constrained Neural Network Enforcing Differential-Algebraic Hard Constraints](https://mlsanity.com/paper/2512.05881/) (2025)

## Abstract (arXiv)

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.