LMI-Net: Linear Matrix Inequality--Constrained Neural Networks via Differentiable Projection Layers

Fuente: arXiv
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Auteurs principaux: Tang, Sunbochen, Goertzen, Andrea, Azizan, Navid
Format: Preprint
Publié: 2026
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author Tang, Sunbochen
Goertzen, Andrea
Azizan, Navid
author_facet Tang, Sunbochen
Goertzen, Andrea
Azizan, Navid
contents Linear matrix inequalities (LMIs) have played a central role in certifying stability, robustness, and forward invariance of dynamical systems. Despite rapid development in learning-based methods for control design and certificate synthesis, existing approaches often fail to preserve the hard matrix inequality constraints required for formal guarantees. We propose LMI-Net, an efficient and modular differentiable projection layer that enforces LMI constraints by construction. Our approach lifts the set defined by LMI constraints into the intersection of an affine equality constraint and the positive semidefinite cone, performs the forward pass via Douglas-Rachford splitting, and supports efficient backward propagation through implicit differentiation. We establish theoretical guarantees that the projection layer converges to a feasible point, certifying that LMI-Net transforms a generic neural network into a reliable model satisfying LMI constraints. Evaluated on experiments including invariant ellipsoid synthesis and joint controller-and-certificate design for a family of disturbed linear systems, LMI-Net substantially improves feasibility over soft-constrained models under distribution shift while retaining fast inference speed, bridging semidefinite-program-based certification and modern learning techniques.
format Preprint
id arxiv_https___arxiv_org_abs_2604_05374
institution arXiv
publishDate 2026
record_format arxiv
spellingShingle LMI-Net: Linear Matrix Inequality--Constrained Neural Networks via Differentiable Projection Layers
Tang, Sunbochen
Goertzen, Andrea
Azizan, Navid
Machine Learning
Linear matrix inequalities (LMIs) have played a central role in certifying stability, robustness, and forward invariance of dynamical systems. Despite rapid development in learning-based methods for control design and certificate synthesis, existing approaches often fail to preserve the hard matrix inequality constraints required for formal guarantees. We propose LMI-Net, an efficient and modular differentiable projection layer that enforces LMI constraints by construction. Our approach lifts the set defined by LMI constraints into the intersection of an affine equality constraint and the positive semidefinite cone, performs the forward pass via Douglas-Rachford splitting, and supports efficient backward propagation through implicit differentiation. We establish theoretical guarantees that the projection layer converges to a feasible point, certifying that LMI-Net transforms a generic neural network into a reliable model satisfying LMI constraints. Evaluated on experiments including invariant ellipsoid synthesis and joint controller-and-certificate design for a family of disturbed linear systems, LMI-Net substantially improves feasibility over soft-constrained models under distribution shift while retaining fast inference speed, bridging semidefinite-program-based certification and modern learning techniques.
title LMI-Net: Linear Matrix Inequality--Constrained Neural Networks via Differentiable Projection Layers
topic Machine Learning
url https://arxiv.org/abs/2604.05374