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Learning to Optimize by Differentiable Programming

arXiv:2601.16510v3 Announce Type: replace Abstract: 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.

arXiv CS 1d ago