arXiv:2512.20270math.OCcs.LG2025-12被引 1

用神经网络直接学参数到最优解的映射,比传统方法更快更准。

Optimality-Informed Neural Networks for Solving Parametric Optimization Problems

  • 结合最优性条件和问题约束设计网络结构与损失函数
  • 在小问题上精度相当,还能预测对偶变量;大问题上约束违反更少、误差更低
  • 适合实时控制、模型设计等需要快速求解的工程场景

许多工程任务需解决一族非线性约束优化问题,其参数随具体场景变化。这类求解计算量大,尤其在参数剧烈变化时(如实时控制或基于模型的设计)。为此,我们提出基于神经网络的最优性感知方法(OptINNs),学习从参数到原始最优解及其对偶变量的映射,实现密集估计而非网格化方法。该方法结合(i)KKT残差损失(在标准约束资格假设下惩罚一阶最优性条件违反),以及(ii)针对具体问题的输出激活函数,通过构造方式强制满足简单不等式约束(如箱型/正性)。此设计降低数据需求,可预测对偶变量,并在可行性与最优性接近度上优于仅使用惩罚项训练的方法。以二次惩罚法为基线(文献中已有类似方法),本方法简化超参数调优,更紧密满足最优性条件。我们在低维到高维的不同非线性优化问题上评估了OptINNs。小规模问题中,其原始解精度与二次惩罚法相当,同时对偶变量预测误差低;大规模问题中,其约束违反更少,原始误差更低。结果表明,将可行性和最优性嵌入网络架构与损失函数,可使学习型代理在参数优化中更准确、更可行、更高效。

原文摘要 · Abstract (English)

Many engineering tasks require solving families of nonlinear constrained optimization problems, parametrized in setting-specific variables. This is computationally demanding, particularly, if solutions have to be computed across strongly varying parameter values, e.g., in real-time control or for model-based design. Thus, we propose to learn the mapping from parameters to the primal optimal solutions and to their corresponding duals using neural networks, giving a dense estimation in contrast to gridded approaches. Our approach, Optimality-informed Neural Networks (OptINNs), combines (i) a KKT-residual loss that penalizes violations of the first-order optimality conditions under standard constraint qualifications assumptions, and (ii) problem-specific output activations that enforce simple inequality constraints (e.g., box-type/positivity) by construction. This design reduces data requirements, allows the prediction of dual variables, and improves feasibility and closeness to optimality compared to penalty-only training. Taking quadratic penalties as a baseline, since this approach has been previously proposed for the considered problem class in literature, our method simplifies hyperparameter tuning and attains tighter adherence to optimality conditions. We evaluate OptINNs on different nonlinear optimization problems ranging from low to high dimensions. On small problems, OptINNs match a quadratic-penalty baseline in primal accuracy while additionally predicting dual variables with low error. On larger problems, OptINNs achieve lower constraint violations and lower primal error compared to neural networks based on the quadratic-penalty method. These results suggest that embedding feasibility and optimality into the network architecture and loss can make learning-based surrogates more accurate, feasible, and data-efficient for parametric optimization.

优化学习神经网络最优性约束参数优化

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