Differentiable Optimization¶
An optimization problem can be a layer. For a quadratic objective
$$ \phi(z,x)=\frac12 z^\top A z-b_\theta(x)^\top z, \qquad A=L L^\top+\lambda I, $$
the stationarity condition is
$$ \nabla_z\phi(z,x)=Az-b_\theta(x)=0. $$
The solution can be obtained directly by $Az=b_\theta(x)$, or by applying the fixed-point map
$$ T(z)=z-\eta(Az-b_\theta(x)). $$
Numbered literature: [8], [9], [40]. Each number opens the complete citation and its primary external source.
from pathlib import Path
import importlib.util
import subprocess
import sys
IN_COLAB = "google.colab" in sys.modules
REPO_URL = "https://github.com/jseluis/silva-networks.git"
def find_local_silva_root():
candidates = [
Path.cwd(),
Path("/content/silva-networks"),
Path("/content/drive/MyDrive/silva-networks"),
]
root = Path.cwd()
while root != root.parent:
candidates.append(root)
root = root.parent
for candidate in candidates:
if (candidate / "src" / "silva_networks").exists():
return candidate
return None
root = find_local_silva_root()
if root is not None:
sys.path.insert(0, str(root / "src"))
elif IN_COLAB and importlib.util.find_spec("silva_networks") is None:
subprocess.check_call([sys.executable, "-m", "pip", "install", f"git+{REPO_URL}"])
root = Path.cwd()
else:
root = Path.cwd()
import math
import numpy as np
import torch
import matplotlib.pyplot as plt
plt.rcParams.update({"figure.dpi": 300, "savefig.dpi": 300})
from silva_networks import resolve_device, SolverConfig
torch.manual_seed(7)
np.random.seed(7)
device = resolve_device("cuda" if torch.cuda.is_available() else "cpu")
device
device(type='cpu')
Exact Solve and Fixed-Point Solve¶
The package layer exposes both the direct linear solve and the iterative fixed-point version. This makes it easy to debug the optimization layer before using it inside a larger model.
from silva_networks import silva_quadratic_optimization_layer
layer = silva_quadratic_optimization_layer(
in_dim=3,
state_dim=2,
ridge=1.5,
step_size=0.2,
config=SolverConfig(max_iter=60, alpha=1.0, tol=1e-7),
reengage=False,
).to(device)
x = torch.tensor([[1.0, -0.5, 0.25], [-0.2, 0.4, 0.7]], device=device)
iterative = layer(x)
exact = layer.exact_solution(x)
torch.max(torch.abs(iterative - exact)).detach().cpu()
tensor(4.4703e-08)
Energy Decrease¶
The fixed-point map is gradient descent on $\phi$. The sequence below records the objective value by hand, one update at a time.
z = torch.zeros_like(exact)
energies = []
for _ in range(25):
energies.append(float(layer.energy(z, x).mean().detach().cpu()))
z = layer.transition(z, x)
energies.append(float(layer.energy(z, x).mean().detach().cpu()))
energies[:3], energies[-1]
([0.0, -0.026493709534406662, -0.0331171378493309], -0.03532494604587555)
plt.figure(figsize=(5.0, 3.0))
plt.plot(energies, marker="o")
plt.xlabel("gradient step")
plt.ylabel("mean quadratic energy")
plt.tight_layout()
Gradients Through the Layer¶
The objective parameters are PyTorch parameters. A downstream loss can update the input-to-$b$ map and the positive-definite matrix factor.
target = torch.zeros_like(iterative)
optim = torch.optim.Adam(layer.parameters(), lr=0.01)
optim.zero_grad()
solution = layer(x)
loss = (solution - target).square().mean()
loss.backward()
optim.step()
float(loss.detach().cpu()), layer.b_proj.weight.grad is not None, layer.factor.grad is not None
(0.014129972085356712, True, True)
Citation and Sources¶
If this package or notebook is used, cite the software repository:
Dr. Jose Luis Silva. SILVA Networks. Version 1.2.2. MIT License.
https://github.com/jseluis/silva-networks
https://doi.org/10.5281/zenodo.21770098
When the work is connected to the SILVA methodology, cite the SILVA Networks paper as well:
Jose Luis Lima de Jesus Silva. SILVA Networks as Structured Implicit Layers and
Vector Attractors via Dynamic Interaction Fields. 2026. arXiv:2607.28989.
https://arxiv.org/abs/2607.28989
Background sources:
- Deep Implicit Layers tutorial: https://implicit-layers-tutorial.org/
- LocusLab DEQ repository: https://github.com/locuslab/deq
- Deep Equilibrium Models: https://arxiv.org/abs/1909.01377
- Multiscale Deep Equilibrium Models: https://arxiv.org/abs/2006.08656
- Stabilizing Equilibrium Models by Jacobian Regularization: https://arxiv.org/abs/2106.14342
The notebook is adapted to the silva_networks public API. It links to the
sources above and keep the examples package-native.
From 05 Differentiable Optimization to a Custom SILVA Family¶
The construction in this notebook can be separated into the universal conditioned-equilibrium contract
$$ z_0=I_\eta(x),\qquad z^\star=T_\theta(z^\star,x),\qquad \widehat y=Q_\psi(z^\star). $$
For this topic:
| Part | Concrete interpretation |
|---|---|
| Equilibrium state | the primal variable and any dual or auxiliary state |
| Condition | objective coefficients and constraints |
| Repeated computation | a projected, proximal, or primal-dual update |
| Required invariants | feasibility, domain projection, state shape, and optimality conditions |
| Replaceable components | objective operator, projector/proximal map, transition, solver, and readout |
The initializer and source path are evaluated outside or alongside the root solve. Only the state-preserving transition is repeated. Replacing an internal architecture does not change this equation, provided the transition still maps the same state space into itself.
import torch as silva_extension_torch
from torch import nn as silva_extension_nn
from silva_networks import (
SILVAConditionedEquilibrium,
SILVAZeroInitializer,
SolverConfig,
validate_silva_transition,
)
class NotebookExtensionTransition(silva_extension_nn.Module):
def __init__(self, condition_dim=2, state_dim=3):
super().__init__()
self.source = silva_extension_nn.Linear(condition_dim, state_dim)
self.state_field = silva_extension_nn.Sequential(
silva_extension_nn.Linear(state_dim, 2 * state_dim),
silva_extension_nn.Tanh(),
silva_extension_nn.Linear(2 * state_dim, state_dim),
)
def forward(self, state, condition):
return silva_extension_torch.tanh(
self.source(condition) + 0.15 * self.state_field(state)
)
silva_extension_torch.manual_seed(610)
notebook_condition = silva_extension_torch.linspace(-1.0, 1.0, 8).reshape(4, 2)
notebook_state0 = silva_extension_torch.zeros(4, 3)
notebook_transition = NotebookExtensionTransition()
notebook_report = validate_silva_transition(
notebook_transition,
notebook_state0,
notebook_condition,
)
assert notebook_report.valid
with silva_extension_torch.no_grad():
notebook_reference_step = silva_extension_torch.tanh(
notebook_transition.source(notebook_condition)
+ 0.15 * notebook_transition.state_field(notebook_state0)
)
silva_extension_torch.testing.assert_close(
notebook_transition(notebook_state0, notebook_condition),
notebook_reference_step,
)
notebook_custom_model = SILVAConditionedEquilibrium(
notebook_transition,
SILVAZeroInitializer(3),
readout=silva_extension_nn.Linear(3, 1),
config=SolverConfig(
solver="picard",
max_iter=40,
tol=1e-7,
backward_mode="implicit",
backward_solver="gmres",
anderson_batch_dims=1,
),
)
notebook_custom_result = notebook_custom_model(
notebook_condition,
return_result=True,
)
assert notebook_custom_result.output.shape == (4, 1)
assert notebook_custom_result.solver_result.residual < 1e-5
notebook_custom_result.output.square().mean().backward()
assert all(
parameter.grad is not None and silva_extension_torch.isfinite(parameter.grad).all()
for parameter in notebook_custom_model.parameters()
)
print("custom transition:", notebook_report)
print("equilibrium residual:", notebook_custom_result.solver_result.residual)
custom transition: SILVATransitionReport(state_shape=(4, 3), output_shape=(4, 3), preserves_shape=True, preserves_device=True, preserves_dtype=True, finite=True, differentiable=True, parameter_count=54) equilibrium residual: 5.960464477539063e-08
Numerical Equivalence, Compact Reproduction, and Scale¶
Before training, compare one packaged transition with an independently written update:
$$ e_{\mathrm{step}} =\frac{\|T_\theta(z,x)-T_{\mathrm{ref}}(z,x)\|_2} {\|T_{\mathrm{ref}}(z,x)\|_2+\varepsilon}. $$
After solving, report the fixed-point residual separately:
$$ e_{\mathrm{fp}} =\frac{\|T_\theta(z^\star,x)-z^\star\|_2} {\|z^\star\|_2+\varepsilon}. $$
For this notebook, a compact reproduction must declare and assert objective gap, feasibility residual, KKT residual, and gradient error. A full experiment must additionally record the source dataset version and split, preprocessing, architecture widths, solver and optimizer schedules, random seeds, baseline configuration, checkpoints, and every deviation from the cited protocol.
The principal scaling axes are variable count, constraint count, conditioning, and linear-solver budget. Increase one axis at a time, retain the compact deterministic case as a regression test, and record task error, domain-specific residual, forward residual, backward linear residual, memory use, and runtime independently.
Extension Exercises¶
- Replace one component from this notebook while preserving its state and domain invariants.
- Write the replacement first as an independent reference function, then as a module, and assert one-step equivalence.
- Compare two solver configurations on the identical trained transition.
- Add a compact baseline and a predeclared metric threshold.
- Create a full-scale configuration without weakening the compact tests.
The complete authoring protocol is documented in Extending SILVA.
notebook_reproduction_record = {
"notebook": '05_differentiable_optimization.ipynb',
"state": 'the primal variable and any dual or auxiliary state',
"condition": 'objective coefficients and constraints',
"transition": 'a projected, proximal, or primal-dual update',
"invariants": 'feasibility, domain projection, state shape, and optimality conditions',
"compact_metric": 'objective gap, feasibility residual, KKT residual, and gradient error',
"scale_axis": 'variable count, constraint count, conditioning, and linear-solver budget',
}
assert all(notebook_reproduction_record.values())
notebook_reproduction_record
{'notebook': '05_differentiable_optimization.ipynb',
'state': 'the primal variable and any dual or auxiliary state',
'condition': 'objective coefficients and constraints',
'transition': 'a projected, proximal, or primal-dual update',
'invariants': 'feasibility, domain projection, state shape, and optimality conditions',
'compact_metric': 'objective gap, feasibility residual, KKT residual, and gradient error',
'scale_axis': 'variable count, constraint count, conditioning, and linear-solver budget'}
Worked Convergence and Sensitivity Study¶
The preceding example demonstrates one configured solve. This additional study changes the projected feedback factor while keeping the source fixed, so solver effort and implicit sensitivity can be read separately from task behavior. Locally, one eigendirection of a nonlinear transition can be represented by
$$ z_{k+1} = \rho z_k + u, \qquad 0 \leq \rho < 1. $$
Its equilibrium is
$$ z^\star = \frac{u}{1-\rho}. $$
Subtracting the fixed-point equation from the iteration gives the exact error recursion
$$ e_{k+1} = \rho e_k, \qquad |e_k| = \rho^k |e_0|. $$
For a requested absolute tolerance $\tau$, the idealized iteration estimate is
$$ k \geq \frac{\log(\tau/|e_0|)}{\log \rho}. $$
The same factor controls sensitivity. Differentiating the equilibrium with respect to the source gives
$$ \frac{\partial z^\star}{\partial u} =\frac{1}{1-\rho}. $$
Thus a transition can remain contractive while becoming expensive and highly sensitive as $\rho$ approaches one. The table and figure below measure this effect rather than merely stating it. They provide a reference envelope for the notebook's actual state, the primal variable and any dual or auxiliary state, and its repeated map, a projected, proximal, or primal-dual update. The scalar study does not replace the domain model; it supplies a result whose convergence rate and derivative are known exactly, so the same reporting code can be trusted before it is applied to the larger transition.
import math as silva_deepening_math
import torch as silva_deepening_torch
silva_deepening_rates = (0.20, 0.45, 0.70, 0.85)
silva_deepening_source = 0.35
silva_deepening_tolerance = 1e-8
silva_deepening_histories = {}
silva_deepening_rows = []
for silva_deepening_rho in silva_deepening_rates:
silva_deepening_state = silva_deepening_torch.tensor(0.0)
silva_deepening_exact = silva_deepening_source / (1.0 - silva_deepening_rho)
silva_deepening_history = []
for silva_deepening_iteration in range(1, 241):
silva_deepening_next = (
silva_deepening_rho * silva_deepening_state + silva_deepening_source
)
silva_deepening_residual = abs(
float(silva_deepening_next - silva_deepening_state)
)
silva_deepening_history.append(silva_deepening_residual)
silva_deepening_state = silva_deepening_next
if silva_deepening_residual < silva_deepening_tolerance:
break
silva_deepening_u = silva_deepening_torch.tensor(
silva_deepening_source, requires_grad=True
)
silva_deepening_solution = silva_deepening_u / (1.0 - silva_deepening_rho)
silva_deepening_solution.backward()
silva_deepening_expected_sensitivity = 1.0 / (1.0 - silva_deepening_rho)
silva_deepening_gradient_error = abs(
float(silva_deepening_u.grad) - silva_deepening_expected_sensitivity
)
silva_deepening_histories[silva_deepening_rho] = silva_deepening_history
silva_deepening_rows.append(
(
silva_deepening_rho,
silva_deepening_iteration,
silva_deepening_history[-1],
abs(float(silva_deepening_state) - silva_deepening_exact),
float(silva_deepening_u.grad),
silva_deepening_gradient_error,
)
)
print('projected feedback factor')
print("rho | iterations | final residual | exact-state error | sensitivity | gradient error")
for silva_deepening_row in silva_deepening_rows:
print(
f"{silva_deepening_row[0]:.2f} | {silva_deepening_row[1]:3d} | "
f"{silva_deepening_row[2]:.3e} | {silva_deepening_row[3]:.3e} | "
f"{silva_deepening_row[4]:.4f} | {silva_deepening_row[5]:.3e}"
)
assert all(row[2] < silva_deepening_tolerance for row in silva_deepening_rows)
assert all(row[3] < 1e-6 for row in silva_deepening_rows)
assert all(row[5] < 1e-6 for row in silva_deepening_rows)
projected feedback factor rho | iterations | final residual | exact-state error | sensitivity | gradient error 0.20 | 12 | 0.000e+00 | 5.551e-17 | 1.2500 | 0.000e+00 0.45 | 23 | 0.000e+00 | 1.084e-08 | 1.8182 | 6.502e-08 0.70 | 45 | 0.000e+00 | 1.589e-07 | 3.3333 | 7.947e-08 0.85 | 93 | 0.000e+00 | 5.563e-07 | 6.6667 | 1.589e-07
import matplotlib.pyplot as silva_deepening_plt
silva_deepening_plt.rcParams.update({"figure.dpi": 300, "savefig.dpi": 300})
silva_deepening_figure, silva_deepening_axes = silva_deepening_plt.subplots(
1, 2, figsize=(8.6, 3.2)
)
for silva_deepening_rho, silva_deepening_history in silva_deepening_histories.items():
silva_deepening_axes[0].semilogy(
range(1, len(silva_deepening_history) + 1),
silva_deepening_history,
marker="o",
markersize=2,
linewidth=1.2,
label=f"rho={silva_deepening_rho:.2f}",
)
silva_deepening_axes[0].axhline(
silva_deepening_tolerance, color="black", linestyle="--", linewidth=0.9
)
silva_deepening_axes[0].set_xlabel("iteration")
silva_deepening_axes[0].set_ylabel("absolute residual")
silva_deepening_axes[0].set_title("Residual trajectories")
silva_deepening_axes[0].legend(fontsize=7)
silva_deepening_axes[1].plot(
[row[0] for row in silva_deepening_rows],
[row[1] for row in silva_deepening_rows],
marker="o",
label="iterations",
)
silva_deepening_sensitivity_axis = silva_deepening_axes[1].twinx()
silva_deepening_sensitivity_axis.plot(
[row[0] for row in silva_deepening_rows],
[row[4] for row in silva_deepening_rows],
color="tab:red",
marker="s",
label="sensitivity",
)
silva_deepening_axes[1].set_xlabel('projected feedback factor')
silva_deepening_axes[1].set_ylabel("iterations")
silva_deepening_sensitivity_axis.set_ylabel("implicit sensitivity", color="tab:red")
silva_deepening_axes[1].set_title("Cost and sensitivity")
silva_deepening_figure.tight_layout()
silva_deepening_plt.show()
Reading and Extending the Result¶
The measured residual curves become flatter as the projected feedback factor increases. The iteration count and the exact sensitivity rise together, but they answer different questions: iterations measure numerical work, while sensitivity describes how strongly the equilibrium reacts to the source. The gradient-error column verifies the differentiation path against the analytic derivative.
Apply the same separation to this notebook's full model:
| Report | Notebook-specific interpretation |
|---|---|
| Task evidence | objective gap, feasibility residual, KKT residual, and gradient error |
| Forward residual | Re-evaluate the complete transition at the returned state |
| Empirical rate | Compare consecutive residuals only after the transient regime |
| Backward residual | Record the linear-adjoint stopping value independently |
| Sensitivity | Perturb one declared source field while preserving all other inputs |
| Structural checks | feasibility, domain projection, state shape, and optimality conditions |
| Scale sweep | Change one of variable count, constraint count, conditioning, and linear-solver budget at a time |
A richer experiment should now repeat the sweep with at least two forward solvers, two tolerances, and multiple seeds. Keep model parameters and data identical when comparing solvers. Then change one architecture or data-scale axis, retain the compact analytic study as a regression test, and report task quality, residuals, iterations, runtime, memory, gradient norms, and failed convergence cases together.