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.
Code (0)
등록된 구현이 없습니다.
Similar Papers 제목 키워드 기반
DiffTaichi: Differentiable Programming for Physical Simulation
We present DiffTaichi, a new differentiable programming language tailored for building high-performance differentiable physical simulators. Based on an imperative programming language, DiffTaichi generates gradients of s…
Physical SimulationsUsing Differentiable Programming for Flexible Statistical Modeling
Differentiable programming has recently received much interest as a paradigm that facilitates taking gradients of computer programs. While the corresponding flexible gradient-based optimization approaches so far have bee…
RayTracer.jl: A Differentiable Renderer that supports Parameter Optimization for Scene Reconstruction
In this paper, we present RayTracer.jl, a renderer in Julia that is fully differentiable using source-to-source Automatic Differentiation (AD). This means that RayTracer not only renders 2D images from 3D scene parameter…
Deep Learning Explicit Differentiable Predictive Control Laws for Buildings
We present a differentiable predictive control (DPC) methodology for learning constrained control laws for unknown nonlinear systems. DPC poses an approximate solution to multiparametric programming problems emerging fro…
Deep LearningModel Predictive ControlDifferentiable Vertex Fitting for Jet Flavour Tagging
We propose a differentiable vertex fitting algorithm that can be used for secondary vertex fitting, and that can be seamlessly integrated into neural networks for jet flavour tagging. Vertex fitting is formulated as an o…