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Effective resource management plays a pivotal role in wireless networks, which, unfortunately, typically results in challenging mixed-integer nonlinear programming (MINLP) problems. Machine learning-based methods have recently emerged as a disruptive way to obtain near-optimal performance for MINLPs with affordable computational complexity. There have been some attempts in applying such methods to resource management in wireless networks, but these attempts require huge amounts of training samples and lack the capability to handle constrained problems. Furthermore, they suffer from severe performance deterioration when the network parameters change, which commonly happens and is referred to as the task mismatch problem. In this paper, to reduce the sample complexity and address the feasibility issue, we propose a framework of Learning to Optimize for Resource Management (LORM). In …