arXiv:2512.10461cs.LGcs.AI2025-12AAAI

将随机采样法莫茨金算法融入神经网络,高效求解电力系统等约束问题。

T-SKM-Net: Trainable Neural Network Framework for Linear Constraint Satisfaction via Sampling Kaczmarz-Motzkin Method

  • 用空域变换将混合约束转为纯不等式,再用采样法莫茨金迭代求解
  • 在DCOPF测试中推理仅需4.27毫秒,最优性偏差低于0.0025%
  • 支持端到端训练,比传统求解器快25倍且零约束违反

神经网络约束求解对电力系统优化、机器人路径规划和自动驾驶等安全关键应用至关重要。现有方法存在效率与适用性之间的权衡,硬约束方法或计算复杂度高,或对约束结构有严苛假设。采样凯查玛尔-莫茨金(SKM)算法是一种用于大规模线性不等式组的随机迭代算法,具有良好的收敛性,但其argmax操作导致不可导,难以用于神经网络。本文首次系统性地将SKM类方法集成到神经网络约束求解中,提出可训练的采样凯查玛尔-莫茨金网络(T-SKM-Net)框架。该框架通过空域变换将混合约束问题转化为纯不等式问题,采用SKM进行迭代求解,并将解映射回原约束空间,有效处理等式与不等式约束。我们给出了后处理有效性在期望下的理论证明,以及基于无偏梯度估计器的端到端可训练性保证,证明尽管存在不可导操作,框架仍支持标准反向传播。在DCOPF case118基准上,本方法在后处理模式下实现每项4.27毫秒的GPU串行前向推理,最大最优性差距为0.0025%;在联合训练模式下为5.25毫秒,最大最优性差距为0.0008%,相比pandapower求解器提速超过25倍,且在给定容差下保持零约束违反。

原文摘要 · Abstract (English)

Neural network constraint satisfaction is crucial for safety-critical applications such as power system optimization, robotic path planning, and autonomous driving. However, existing constraint satisfaction methods face efficiency-applicability trade-offs, with hard constraint methods suffering from either high computational complexity or restrictive assumptions on constraint structures. The Sampling Kaczmarz-Motzkin (SKM) method is a randomized iterative algorithm for solving large-scale linear inequality systems with favorable convergence properties, but its argmax operations introduce non-differentiability, posing challenges for neural network applications. This work proposes the Trainable Sampling Kaczmarz-Motzkin Network (T-SKM-Net) framework and, for the first time, systematically integrates SKM-type methods into neural network constraint satisfaction. The framework transforms mixed constraint problems into pure inequality problems through null space transformation, employs SKM for iterative solving, and maps solutions back to the original constraint space, efficiently handling both equality and inequality constraints. We provide theoretical proof of post-processing effectiveness in expectation and end-to-end trainability guarantees based on unbiased gradient estimators, demonstrating that despite non-differentiable operations, the framework supports standard backpropagation. On the DCOPF case118 benchmark, our method achieves 4.27ms/item GPU serial forward inference with 0.0025% max optimality gap with post-processing mode and 5.25ms/item with 0.0008% max optimality gap with joint training mode, delivering over 25$\times$ speedup compared to the pandapower solver while maintaining zero constraint violations under given tolerance.

约束求解神经网络电力系统优化

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