FSNet: Feasibility-Seeking Neural Network for Constrained Optimization with Guarantees

Efficiently solving constrained optimization problems is crucial for numerous real-world applications, yet traditional solvers are often computationally prohibitive for real-time use. Machine learning-based approaches have emerged as a promising alternative to provide approximate solutions at faster speeds, but they struggle to strictly enforce constraints, leading to infeasible solutions in practice. To address this, we propose the Feasibility-Seeking-Integrated Neural Network (FSNet), which integrates a feasibility-seeking step directly into its solution procedure to ensure constraint satisfaction. This feasibility-seeking step solves an unconstrained optimization problem that minimizes constraint violations in a differentiable manner, enabling end-to-end training and providing guarantees on feasibility and convergence. Our experiments across a range of different optimization problems, including both smooth/nonsmooth and convex/nonconvex problems, demonstrate that FSNet can provide feasible solutions with solution quality comparable to (or in some cases better than) traditional solvers, at significantly faster speeds.

@article{nguyen2025_2506.00362,
  title={ FSNet: Feasibility-Seeking Neural Network for Constrained Optimization with Guarantees },
  author={ Hoang T. Nguyen and Priya L. Donti },
  journal={arXiv preprint arXiv:2506.00362},
  year={ 2025 }
}