用神经网络加速求解偏微分方程约束优化问题,快四万倍且精度不降。
Learning to Solve Optimization Problems Constrained with Partial Differential Equations
- 构建双网络框架:神经算子预测系统轨迹,代理优化器逼近最优决策。
- 在布格尔斯方程等任务上,速度比传统方法快4个数量级,精度相当。
- 适合需实时决策的工程场景,如流体控制、电网调节。
偏微分方程(PDE)约束优化广泛存在于能源系统、流体动力学与材料设计等领域。此类问题中,决策变量(如控制输入或设计参数)与PDE状态变量紧密耦合,可行集由控制PDE隐式定义,导致计算成本高昂,需处理高维离散化与动态约束。本文提出一种基于学习的框架,结合动态预测器与优化代理模型。动态预测器采用新型离散时间神经算子(Lu et al.),高效近似由PDE驱动的系统轨迹;优化代理模型则利用代理优化技术(Kotary et al.)近似最优决策。该双网络设计实现实时最优策略逼近,并显式捕捉决策与PDE动力学间的耦合关系。我们在布格尔斯方程、热方程和电压调节等基准任务上验证该方法,结果表明其解的质量与经典控制算法(如直接法、模型预测控制,MPC)相当,同时计算速度提升达四个数量级。
原文摘要 · Abstract (English)
Partial differential equation (PDE)-constrained optimization arises in many scientific and engineering domains, such as energy systems, fluid dynamics and material design. In these problems, the decision variables (e.g., control inputs or design parameters) are tightly coupled with the PDE state variables, and the feasible set is implicitly defined by the governing PDE constraints. This coupling makes the problems computationally demanding, as it requires handling high dimensional discretization and dynamic constraints. To address these challenges, this paper introduces a learning-based framework that integrates a dynamic predictor with an optimization surrogate. The dynamic predictor, a novel time-discrete Neural Operator (Lu et al.), efficiently approximate system trajectories governed by PDE dynamics, while the optimization surrogate leverages proxy optimizer techniques (Kotary et al.) to approximate the associated optimal decisions. This dual-network design enables real-time approximation of optimal strategies while explicitly capturing the coupling between decisions and PDE dynamics. We validate the proposed approach on benchmark PDE-constrained optimization tasks inlacing Burgers' equation, heat equation and voltage regulation, and demonstrate that it achieves solution quality comparable to classical control-based algorithms, such as the Direct Method and Model Predictive Control (MPC), while providing up to four orders of magnitude improvement in computational speed.
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