The purpose of the research is to determine the highest dose of an oral compound called zeaxanthin that can be safely taken each day in patients with advanced cancer, the toxicity profile of zeaxanthin, and the dose of zeaxanthin to use in future cancer clinical trials.

The primary purpose of the study is to determine the safety and optimal dosing of zeaxanthin. Effects on tumor growth will also be looked at but as a secondary endpoint. This study will use a 3+3 design which means that 3 people will receive a certain dose of zeaxanthin and if well tolerated then the next group of people will receive a higher dose. This dose escalation will continue until the highest dose allowed by the study is reached, or a dose is found that is felt not to be safe. If at a given dose one of the three people develops a severe side effect, then three more people will be treated at that dose. If no additional severe side effects develop, then the dose escalation will continue. If two people at a given dose develop severe side effects, that dose will be considered dose limiting and escalation will stop. The doses of zeaxanthin will be based on weight starting with 2 milligrams of zeaxanthin per kilogram of body weight (mg/kg) followed by 4 mg/kg, 6 mg/kg, and finally 8 mg/kg. If a dose level is found to be unsafe, then a new group of patients will be treated at the midpoint dose between the not tolerated dose and the last tolerated dose. Zeaxanthin is supplied as 50 milligram capsules and a person's dose will be rounded to the nearest 50 milligrams.

Inclusion Criteria for Dose escalation zeaxanthin monotherapy

1. Stage IV or unresectable stage 3 histologically confirmed solid tumor malignancy refractory to all standard therapies known to provide clinical benefit (unless the therapy is contraindicated or intolerable) in the opinion of the treating investigator for his/her tumor type. Subjects are not required to have received systemic therapies that have response rates under 20% with no associated survival benefit (for example DTIC chemotherapy and high dose Interleukin-2 in melanoma patients).

2. Age ≥ 18 years.

3. Performance status ECOG 0, 1 or 2

4. Adequate organ and marrow function as describe below:

   • Absolute neutrophil count ≥ 1,500/mcL
   • Platelets ≥ 100,000/mcl
   • Total bilirubin < 1.5 x the normal institutional limits excluding patients with confirmed Gilbert's syndrome
   • AST (SGOT)/ALT (SPGT) ≤ 3 x the institutional upper limit of normal (ULN)
   • Creatinine ≤ 1.5 x the institutional upper limit of normal

5. Women of child-bearing potential and men must agree to use adequate contraception prior to study entry, for the duration of study participation, and for 90 days following completion of therapy. Should a woman become pregnant or suspect she is pregnant while participating in this study, she should inform her treating physician immediately.

   Recommended methods of birth control are:

   1. The consistent use of an approved hormonal contraception (birth control pill/patches, rings), An intrauterine device (IUD), Contraceptive injection (Depo-Provera), Double barrier methods (Diaphragm with spermicidal gel or condoms with contraceptive foam), Sexual abstinence (no sexual intercourse) or Sterilization.
   2. Men must agree to use a condom and not father a child or donate sperm for the duration of the study and for 90 days after completion of therapy

   A Female of child-bearing potential is any woman (regardless of sexual orientation, having undergone a tubal ligation, or remaining celibate by choice) who meets at least one of the following criteria:

   1. Has not undergone a hysterectomy or bilateral oophorectomy
   2. Has not been naturally postmenopausal for at least 12 consecutive months (i.e., has had menses at any time in the preceding 12 consecutive months).

6. Ability to understand and the willingness to sign a written informed consent.

7. Measurable disease is not required but evaluable disease is required.

8. Life expectancy of at least 3 months

Exclusion Criteria for Dose escalation zeoxanthin monotherapy

1. Patients who have had chemotherapy or radiotherapy within 21 days prior to initiating study treatment or those who have not recovered to grade 1 or less from adverse events due to agents administered more than 21 days earlier excluding alopecia, gd 2 fatigue, gd 2 hearing loss from platinum agent, and endocrinopathies on stable replacement therapy.

   (Patients may not be receiving any other investigational agents or concomitant chemotherapy or radiation therapy. Hormonal therapy is not exclusionary.)

2. Patients with active brain metastases requiring palliation with steroids and not stable for at least 4 weeks post radiation therapy or surgery.

3. Leptomeningeal carcinomatosis

4. History of allergic reactions attributed to compounds of similar chemical or biologic composition to zeaxanthin.

5. Uncontrolled intercurrent illness including, but not limited to, ongoing or active infection, symptomatic congestive heart failure, unstable angina pectoris, unstable cardiac arrhythmia, or psychiatric illness/social situations that would limit compliance with study requirements.

6. Patients with another primary malignancy not in remission for at least 3 years. Exceptions include nonmelanoma skin cancer, curatively treated localized prostate cancer with normal prostate specific antigen, low risk prostate cancer followed expectantly, stage I colorectal cancer resected, resected stage 1 breast cancer cervical carcinoma in situ on biopsy, melanoma in situ resected, or squamous intraepithelial lesion on PAP smear.

7. Patients must not be pregnant or nursing due to the potential for congenital abnormalities and the potential of this regimen to harm nursing infants. Women of child bearing potential must have a negative serum or urine pregnancy test prior to the first dose of study treatment

8. Inability to swallow pills.

Inclusion Criteria for dose escalation zeoxanthin plus pembrolizumab

1. Stage IV or unresectable stage 3 histologically confirmed solid tumor malignancy for which pembrolizumab is FDA approved and progressed on prior PD-1 or PD-L1 therapy and if indicated for cancer type refractory to all standard therapies known to provide clinical benefit (unless the therapy is contraindicated or intolerable) in the opinion of the treating investigator for his/her tumor type. Subjects are not required to have received systemic therapies that have response rates under 20% with no associated survival benefit (for example DTIC chemotherapy and high dose Interleukin-2 in melanoma patients).

2. Patients must have had symptomatic or radiographic progression during or following treatment with a PD-1 or PD-L1 inhibitor. This is defined as imaging obtained subsequent to initiation of PD-1 or PD-L1 inhibitor demonstrating a new lesion that is consistent with metastasis or growth of a preexisting metastasis which the treating physician felt reflected tumor progression and therefore discontinued the immunotherapy. . Symptomatic progression refers to development of worsening bone pain related to bone metastasis that cannot be accurately measured on imaging and for which the treating physician had discontinued the immunotherapy.

3. Age ≥ 18 years.

4. Performance status ECOG 0, 1or 2.

5. Adequate organ and marrow function as describe below:

   • Absolute neutrophil count ≥ 1,500/mcL
   • Platelets ≥ 100,000/mcl
   • Total bilirubin) ≤ 1.5 x normal institutional limits excluding patients with confirmed Gilbert's syndrome
   • AST (SGOT)/ALT (SPGT) ≤ 3 x institutional upper limit of normal
   • Creatinine ≤ 1.5 x the institutional upper limit of normal

6. Women of child-bearing potential and men must agree to use adequate contraception prior to study entry, for the duration of study participation, and for 90 days following completion of therapy. Should a woman become pregnant or suspect she is pregnant while participating in this study, she should inform her treating physician immediately.

   Recommended methods of birth control are:

   1. The consistent use of an approved hormonal contraception (birth control pill/patches, rings), An intrauterine device (IUD), Contraceptive injection (Depo-Provera), Double barrier methods (Diaphragm with spermicidal gel or condoms with contraceptive foam), Sexual abstinence (no sexual intercourse) or Sterilization.
   2. Men must agree to use a condom and not father a child or donate sperm for the duration of the study and for 90 days after completion of therapy

   A Female of child-bearing potential is any woman (regardless of sexual orientation, having undergone a tubal ligation, or remaining celibate by choice) who meets at least one of the following criteria:

   1. Has not undergone a hysterectomy or bilateral oophorectomy
   2. Has not been naturally postmenopausal for at least 12 consecutive months (i.e., has had menses at any time in the preceding 12 consecutive months).

7. Ability to understand and the willingness to sign a written informed consent.

8. Measurable disease is not required but evaluable disease is required

9. Life expectancy of at least 3 months

Exclusion Criteria for zeoxanthin plus pembrolizumab

1. Patients who have had immunotherapy, chemotherapy or radiotherapy within 21 days prior to entering the study or those who have not recovered to grade1 or lower from adverse events due to agents administered more than 21 days earlier excluding alopecia, gd 2 fatigue, gd 2 hearing loss from platinum agent, and endocrinopathies on stable replacement therapy.
2. Prior grade 3 or greater immune mediated toxicity related to PD-1 or PD-L1 inhibitor. Prior grade 2 or higher colitis, diarrhea, hepatitis, neurologic, cardiac, immune mediated toxicity related to PD-1 or PD-L1 inhibitor. Exceptions include vitiligo and controlled endocrinopathies.
3. Patients may not be receiving any other investigational agents or concomitant chemotherapy or radiation therapy.
4. Patients taking oral steroids at or greater than the equivalent of 10 milligrams of oral prednisone daily.
5. Inability to swallow pills.
6. History of allergic reactions attributed to compounds of similar chemical or biologic composition to zeaxanthin.
7. Uncontrolled intercurrent illness including, but not limited to, ongoing or active infection, symptomatic congestive heart failure, unstable angina pectoris, uncontrolled cardiac arrhythmia, or psychiatric illness/social situations that would limit compliance with study requirements.
8. Patients must not be pregnant or nursing due to the potential for congenital abnormalities and the potential of this regimen to harm nursing infants. Women of child bearing potential must have a negative serum or urine pregnancy test prior to the first dose of study treatment
9. Patients with active brain metastases requiring palliation with steroids not stable for at least 4 weeks post radiation therapy or surgery
10. Leptomeningeal carcinomatosis
11. Patients with another primary malignancy not in remission for at least 3 years. Exceptions include non-melanoma skin cancer, curatively treated localized prostate cancer with normal prostate specific antigen, low risk prostate cancer followed expectantly, resected stage 1 colon cancer, resected stage 1 breast cancer, cervical carcinoma in situ on biopsy, melanoma in situ resected, or squamous intraepithelial lesion on PAP smear.