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arXiv 2101.00744cs.LG
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使用无监督深度神经网络学习约束条件下的优化

Learning to Optimize Under Constraints with Unsupervised Deep Neural Networks

University of British Columbia(不列颠哥伦比亚大学)

Seyedrazieh Bayati, Faramarz Jabbarvaziri

摘要:

在本文中,我们提出了一个机器学习(ML)的方法来学习如何解决一般的约束连续优化问题。据我们所知,学习优化的一般方法,专注于无约束优化问题和那些处理约束问题是不容易推广。这种方法在优化任务中非常有用,其中问题的参数不断变化,并且需要在每次参数更新时解决优化任务。在这类问题中,诸如梯度下降或内点法的优化算法的计算复杂性妨碍了实时应用中的近最优设计。在本文中,我们提出了一种无监督的深度学习(DL)解决方案,通过将主要计算负载转移到离线训练阶段来实时解决约束优化问题。本文的主要贡献是提出了一种方法,用于执行等式和不等式约束的DL生成的解决方案的一般优化任务。

英文摘要:

In this paper, we propose a machine learning (ML) method to learn how to solve a generic constrained continuous optimization problem. To the best of our knowledge, the generic methods that learn to optimize, focus on unconstrained optimization problems and those dealing with constrained problems are not easy-to-generalize. This approach is quite useful in optimization tasks where the problem's parameters constantly change and require resolving the optimization task per parameter update. In such problems, the computational complexity of optimization algorithms such as gradient descent or interior point method preclude near-optimal designs in real-time applications. In this paper, we propose an unsupervised deep learning (DL) solution for solving constrained optimization problems in real-time by relegating the main computation load to offline training phase. This paper's main contribution is proposing a method for enforcing the equality and inequality constraints to the DL-generated solutions for generic optimization tasks.

机构、总结、中文摘要均由AI分析而来,可能存在错误,请以论文正文为准。

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