通过学习生成多个初始解,提升优化问题求解速度与质量。
Learning Multiple Initial Solutions to Optimization Problems
- 训练模型预测多个多样化初始解,增强优化起点多样性。
- 在三个控制任务中,相比默认初始化,收敛速度显著加快,解的质量更高。
- 支持单/多优化器策略,适合机器人控制等实时场景。
在机器人控制、自动驾驶和投资组合管理等应用中,需在严格时间约束下连续求解相似优化问题。局部优化方法的性能对初始解敏感:劣初始解会导致收敛慢或次优解。为此,我们提出学习预测多个多样化的初始解,以应对该挑战。引入两种利用多初始解的策略:(i) 单优化器方法,用选择函数挑选最优初始解;(ii) 多优化器方法,多个优化器并行运行,各自使用不同初始解,最终选最优结果。值得注意的是,将默认初始化包含在预测解中,可保证最终解质量不低于默认方法。我们在三个最优控制基准任务(倒立摆、机械臂抓取、自动驾驶)上验证,使用DDP、MPPI、iLQR三种优化器,均取得显著且一致的性能提升,并证明方法能高效扩展至更多初始解。代码已公开于MISO项目(https://github.com/EladSharony/miso)。
原文摘要 · Abstract (English)
Sequentially solving similar optimization problems under strict runtime constraints is essential for many applications, such as robot control, autonomous driving, and portfolio management. The performance of local optimization methods in these settings is sensitive to the initial solution: poor initialization can lead to slow convergence or suboptimal solutions. To address this challenge, we propose learning to predict \emph{multiple} diverse initial solutions given parameters that define the problem instance. We introduce two strategies for utilizing multiple initial solutions: (i) a single-optimizer approach, where the most promising initial solution is chosen using a selection function, and (ii) a multiple-optimizers approach, where several optimizers, potentially run in parallel, are each initialized with a different solution, with the best solution chosen afterward. Notably, by including a default initialization among predicted ones, the cost of the final output is guaranteed to be equal or lower than with the default initialization. We validate our method on three optimal control benchmark tasks: cart-pole, reacher, and autonomous driving, using different optimizers: DDP, MPPI, and iLQR. We find significant and consistent improvement with our method across all evaluation settings and demonstrate that it efficiently scales with the number of initial solutions required. The code is available at MISO (https://github.com/EladSharony/miso).
Thank you to arXiv for use of its open access interoperability. PaperDance 不是 arXiv 官方产品;中文卡片由大模型生成,请以原文为准。