arXiv:2601.20983cs.LGmath.OC2026-01

用神经网络加速单调优化,比传统方法快得多且精度高。

Monotone Optimisation with Learned Projections

  • 用结构化神经网络直接预测优化中的投影操作
  • 在多个基准测试中速度提升显著,解的质量不下降
  • 适合需要快速求解单调优化问题的研究者和工程师

单调优化问题虽有专用全局求解器(如多面体外逼近法,POA),但通常需显式的目标函数与约束。许多场景下这些函数仅通过数据获得,使POA难以直接应用。本文提出一种算法感知的学习方法,通过径向逆映射直接学习POA的投影原语,避免了标准POA中耗时的二分搜索过程。设计了具有单调性与齐次性约束的同质-单调径向逆(HM-RI)网络,可快速估计投影。理论证明,在温和结构条件下,该预测器对应于有效单调约束集的径向逆。为降低训练开销,进一步提出松弛后的单调性条件,仍兼容POA。在不定二次规划、乘法规划及发射功率优化等多个单调优化基准上,本方法相比直接函数估计大幅提速,同时保持优异解质量,优于未利用单调结构的基线方法。

原文摘要 · Abstract (English)

Monotone optimisation problems admit specialised global solvers such as the Polyblock Outer Approximation (POA) algorithm, but these methods typically require explicit objective and constraint functions. In many applications, these functions are only available through data, making POA difficult to apply directly. We introduce an algorithm-aware learning approach that integrates learned models into POA by directly predicting its projection primitive via the radial inverse, avoiding the costly bisection procedure used in standard POA. We propose Homogeneous-Monotone Radial Inverse (HM-RI) networks, structured neural architectures that enforce key monotonicity and homogeneity properties, enabling fast projection estimation. We provide a theoretical characterisation of radial inverse functions and show that, under mild structural conditions, a HM-RI predictor corresponds to the radial inverse of a valid set of monotone constraints. To reduce training overhead, we further develop relaxed monotonicity conditions that remain compatible with POA. Across multiple monotone optimisation benchmarks (indefinite quadratic programming, multiplicative programming, and transmit power optimisation), our approach yields substantial speed-ups in comparison to direct function estimation while maintaining strong solution quality, outperforming baselines that do not exploit monotonic structure.

优化神经网络单调性加速

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