I posted a following [question in MSE][1], but I think it should be posted here in MO. Since I don't know how to transfer the post from MSE to MO, I have pasted the question below. Thank you in advance and looking for your comments/suggestions.

My question is two fold:

(1) Is it possible to "solve" (iterative convex/non-convex) optimization problems via learning (e.g., regression / classification) with an objective to "solve" (in some sense) the problem in "one-shot"? 

(2) If the above answer is affirmative, do you have any preferred methods or papers that you can suggest or refer to? 


  [1]: https://math.stackexchange.com/questions/2971891/is-it-possible-to-solve-iterative-convex-non-convex-optimization-problems-vi