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math.OC2023★ 3 cited
Learning to Warm-Start Fixed-Point Optimization Algorithms
Rajiv Sambharya, Georgina Hall, Brandon Amos +1
We introduce a machine-learning framework to warm-start fixed-point optimization algorithms. Our architecture consists of a neural network mapping problem parameters to warm starts…
math.OC2022
End-to-End Learning to Warm-Start for Real-Time Quadratic Optimization
Rajiv Sambharya, Georgina Hall, Brandon Amos +1
First-order methods are widely used to solve convex quadratic programs (QPs) in real-time applications because of their low per-iteration cost. However, they can suffer from slow c…