This invention discloses a learning optimization method and
system for solving quadratic
programming problems, relating to the intersection of mathematical optimization and
artificial intelligence. The method includes: inputting convex quadratic
programming parameters, transforming them into a two-block separable form through auxiliary variables and indicator functions; initializing variables and LSTM states; generating iterative approximate solutions using LSTM, and determining whether sufficient descent and gradient conditions are met, triggering a
gradient descent guarantee mechanism if these conditions are not satisfied; updating auxiliary variables element-wise, adaptively updating relaxation and penalty parameters, and outputting the original and dual solutions; and training the LSTM offline using identically distributed samples. This invention combines the fast
inference of neural networks with the convergence guarantee of traditional algorithms, offering high real-time performance, strong robustness, and
low resource consumption. It is suitable for scenarios such as high-frequency trading, autonomous driving, edge AI, and
power grid scheduling, efficiently solving dynamic parameter convex quadratic
programming problems.