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Parametric Nonconvex Optimization via Convex Surrogates

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abstract

This paper presents a novel learning-based approach to construct a surrogate problem that approximates a given parametric nonconvex optimization problem. The surrogate function is designed to be the minimum of a finite set of functions, given by the composition of convex and monotonic terms, so that the surrogate problem can be solved directly through parallel convex optimization. As a proof of concept, numerical experiments on a nonconvex path tracking problem confirm the approximation quality of the proposed method.

fields

cs.LG 1

years

2026 1

verdicts

UNVERDICTED 1

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