arXiv:2506.05567math.OCcs.LG2025-06被引 1

用数学结构引导神经网络,小数据也能快速求解电力优化问题。

Partially-Supervised Neural Network Model For Quadratic Multiparametric Programming

  • 利用优化问题的数学结构直接确定部分权重,提升模型准确性。
  • 仅需少量数据训练,预测精度和速度远超传统神经网络和商业求解器。
  • 适合电力系统等需快速处理海量随机输入的长期规划场景。

使用带有ReLU激活函数的神经网络(NN)建模多种工程应用中的多参数二次优化问题(mp-QP)。尽管深度神经网络与线性约束的mp-QP均具有分段仿射特性,但传统深度神经网络在大规模数据上训练仍无法提供最优且可行的解。本文提出一种部分监督神经网络(PSNN)架构,直接体现全局解函数的数学结构。相比通用训练方法,该方法通过优化问题的数学性质导出大部分模型权重,即使在极小训练数据下也获得更优解。将该方法应用于能量管理系统(特别是直流最优潮流),与商业求解器及经典训练的深度神经网络对比,结果表明:在满足KKT充分条件时,PSNN在极少数据下表现更优,且在极端分布外测试数据上依然稳健。该模型可在一秒内对百万级输入参数(如随机需求和可再生能源出力)生成最优可行解,适用于仿真与长期规划。

原文摘要 · Abstract (English)

Neural Networks (NN) with ReLU activation functions are used to model multiparametric quadratic optimization problems (mp-QP) in diverse engineering applications. Researchers have suggested leveraging the piecewise affine property of deep NN models to solve mp-QP with linear constraints, which also exhibit piecewise affine behaviour. However, traditional deep NN applications to mp-QP fall short of providing optimal and feasible predictions, even when trained on large datasets. This study proposes a partially-supervised NN (PSNN) architecture that directly represents the mathematical structure of the global solution function. In contrast to generic NN training approaches, the proposed PSNN method derives a large proportion of model weights directly from the mathematical properties of the optimization problem, producing more accurate solutions despite significantly smaller training data sets. Many energy management problems are formulated as QP, so we apply the proposed approach to energy systems (specifically DC optimal power flow) to demonstrate proof of concept. Model performance in terms of solution accuracy and speed of predictions was compared against a commercial solver and a generic Deep NN model based on classical training. Results show KKT sufficient conditions for PSNN consistently outperform generic NN architectures with classical training using far less data, including when tested on extreme, out-of-training distribution test data. Given its speed advantages over traditional solvers, the PSNN model can quickly produce optimal and feasible solutions within a second for millions of input parameters sampled from a distribution of stochastic demands and renewable generator dispatches, which can be used for simulations and long term planning.

神经网络优化求解电力系统小样本学习

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