基于学习投影的单调优化 / Monotone Optimisation with Learned Projections
1️⃣ 一句话总结
这篇论文提出了一种结合机器学习与经典优化算法的新方法,通过训练神经网络直接预测优化过程中的关键投影步骤,从而在函数形式未知、仅有数据的情况下,大幅提升了单调优化问题的求解速度,同时保证了求解质量。
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.
基于学习投影的单调优化 / Monotone Optimisation with Learned Projections
这篇论文提出了一种结合机器学习与经典优化算法的新方法,通过训练神经网络直接预测优化过程中的关键投影步骤,从而在函数形式未知、仅有数据的情况下,大幅提升了单调优化问题的求解速度,同时保证了求解质量。
源自 arXiv: 2601.20983