arXiv:2606.07088cs.LGmath.OC2026-06

提出新型乘子学习方法,提升随机约束决策的稳定性与可行性。

Residual-Controlled Multiplier Learning for Stochastic Constrained Decision-Making

  • 用残差反馈重构乘子更新机制,分离压力信号与记忆残差。
  • 在小批量反馈下实现有限增益收敛,残差有界且逼近最优解。
  • 适用于优化、分配与公平排序任务,适合需高稳定性的工业场景。

随机约束决策需在优化目标的同时满足安全或公平等统计要求。但标准原始-对偶方法在小批量反馈下难以稳健更新乘子,因梯度和约束估计的噪声会直接累积至乘子记忆。为此,本文提出残差控制乘子学习(RCML),将乘子更新重构成投影压力反馈。核心思想是将投影乘子分解为用于原始下降的有效压力信号和用于有限增益乘子追踪的压力记忆残差。为应对异构且噪声观测,进一步在残差积分主干上引入模块化随机稳定组件。针对凸仿射主干,建立了有限增益收敛性,推导了小批量反馈下的随机残差界,并证明残差反馈律在非凸问题的正则KKT点附近具有局部KKT残差解释。跨优化、分配与公平排序任务的实验表明,RCML在保持竞争力目标性能的同时,显著提升了可行性控制与乘子稳定性。代码已开源。

原文摘要 · Abstract (English)

Stochastic constrained decision-making requires optimizing performance objectives while enforcing statistical requirements such as safety or fairness. However, standard primal--dual methods struggle to update multipliers robustly under stochastic mini-batch feedback, as the noise of mini-batch gradients and constraint estimates can be directly accumulated into the multiplier memory. To address this issue, we propose Residual-Controlled Multiplier Learning (RCML), which reformulates multiplier updating as projected-pressure feedback. The central idea is to decompose the projected multiplier into an effective pressure signal for primal descent and a pressure-memory residual for finite-gain multiplier tracking. To handle heterogeneous and noisy observations, we further augment this residual-integral backbone with modular stochastic stabilization components. For the convex-affine backbone, we establish finite-gain convergence, derive a stochastic residual bound under mini-batch feedback, and show that the residual feedback law admits a local KKT-residual interpretation near regular KKT points of nonconvex problems. Experiments across optimization, allocation, and fair-ranking tasks show that RCML improves feasibility control and multiplier stability while maintaining competitive objective performance. Code is released at https://anonymous.4open.science/r/RCML-3114/.

约束优化随机算法乘子学习稳定性

Thank you to arXiv for use of its open access interoperability. PaperDance 不是 arXiv 官方产品;中文卡片由大模型生成,请以原文为准。