Methods, systems, and apparatus, including computer programs encoded on computer storage media, for performing optimization using an optimizer neural network. One of the methods includes for each optimizer network parameter, randomly sampling a perturbation value; generating a plurality of sets of candidate values for the optimizer network parameters, for each set of candidate values of the optimizer network parameters: determining a respective loss value representing a performance of the optimizer neural network in updating one or more sets of inner parameters in accordance with the set of candidate of values of the optimizer network parameters; and updating the current values of the optimizer network parameters based on the loss values for the plurality of sets of candidate values of the optimizer network parameters.