Learning to Solve Conditionally Convex Problems
Title: Learning to Solve Conditionally Convex Problems
SNIC Project: Berzelius-2022-222
Project Type: LiU Berzelius
Principal Investigator: Paul Häusner <paul.hausner@it.uu.se>
Affiliation: Uppsala universitet
Duration: 2022-11-01 – 2023-05-01
Classification: 10201
Keywords:

Abstract

This project aims to develop theory and algorithms for data-driven optimization schemes (learned optimization) that are specifically adapted for large-scale conditionally convex optimization problems and that preferably come with provable convergence guarantees. Large-scale conditionally convex problems pose a formidable challenge to the conventional optimization toolbox. They elude the---both theoretically and practically---attractive framework of convex optimization. On the other hand, standard approaches for non-convex problems often struggle to find a sufficiently accurate solution given a limited amount of time and compute. Thus, learning to optimize stands out as a highly promising approach, but it has proven difficult to fulfill its potential in a reliable and reproducible way.The key scientific challenge is thus to ensure that the learned optimizer generalizes.