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DESCRIPTION:Optimization problems subject to hard constraints are common in
  time-critical applications such as autonomous driving\, communications\, 
 networking\, and power grid operation. However\, existing iterative solver
 s often face difficulties in solving these problems in real-time. In this 
 talk\, we advocate a machine learning approach -- to employ NN&#39;s approxima
 tion capability to learn the input-solution mapping of a problem and then 
 pass new input through the NN to obtain a quality solution\, orders of mag
 nitude faster than iterative solvers. To date\, the approach has achieved 
 promising empirical performance and exciting theoretical development. A fu
 ndamental issue\, however\, is to ensure NN solution feasibility with resp
 ect to the hard constraints\, which is non-trivial due to inherent NN pred
 iction errors. To this end\, we present two approaches\, predict-and-recon
 struct and homeomorphic projection\, to ensure NN solution strictly satisf
 ies the equality and inequality constraints\, respectively. In particular\
 , homeomorphic projection is a low-complexity scheme to guarantee NN solut
 ion feasibility for optimization over any set homeomorphic to a unit ball\
 , covering all compact convex sets and certain classes of nonconvex sets. 
 The idea is to (i) learn a minimum distortion homeomorphic mapping between
  the constraint set and a unit ball using an invertible NN (INN)\, and the
 n (ii) perform a simple bisection operation concerning the unit ball so th
 at the INN-mapped final solution is feasible with respect to the constrain
 t set with minor distortion-induced optimality loss. We prove the feasibil
 ity guarantee and bound the optimality loss under mild conditions. Simulat
 ion results\, including those for computation-heavy SDP problems and non-c
 onvex AC-OPF problems for grid operations\, show that homeomorphic project
 ion outperforms existing methods in solution feasibility and run-time comp
 lexity\, while achieving similar optimality loss. We will also discuss ope
 n problems and future directions.\n\nSpeaker(s): \, Minghua\n\nRoom: 3038\
 , Bldg: Macleod Building\, 2356 Main Mall\, Vancouver\, British Columbia\,
  Canada\, V6T1Z4
LOCATION:Room: 3038\, Bldg: Macleod Building\, 2356 Main Mall\, Vancouver\,
  British Columbia\, Canada\, V6T1Z4
ORGANIZER:lelewang@ece.ubc.ca
SEQUENCE:10
SUMMARY:Machine Learning for Real-Time Constrained Optimization
URL;VALUE=URI:https://events.vtools.ieee.org/m/493042
X-ALT-DESC:Description: &lt;br /&gt;&lt;p&gt;Optimization problems subject to hard cons
 traints are common in time-critical applications such as autonomous drivin
 g\, communications\, networking\, and power grid operation. However\, exis
 ting iterative solvers often face difficulties in solving these problems i
 n real-time. In this talk\, we advocate a machine learning approach -- to 
 employ NN&#39;s approximation capability to learn the input-solution mapping o
 f a problem and then pass new input through the NN to obtain a quality sol
 ution\, orders of magnitude faster than iterative solvers. To date\, the a
 pproach has achieved promising empirical performance and exciting theoreti
 cal development. A fundamental issue\, however\, is to ensure NN solution 
 feasibility with respect to the hard constraints\, which is non-trivial du
 e to inherent NN prediction errors. To this end\, we present two approache
 s\, predict-and-reconstruct and homeomorphic projection\, to ensure NN sol
 ution strictly satisfies the equality and inequality constraints\, respect
 ively. In particular\, homeomorphic projection is a low-complexity scheme 
 to guarantee NN solution feasibility for optimization over any set homeomo
 rphic to a unit ball\, covering all compact convex sets and certain classe
 s of nonconvex sets. The idea is to (i) learn a minimum distortion homeomo
 rphic mapping between the constraint set and a unit ball using an invertib
 le NN (INN)\, and then (ii) perform a simple bisection operation concernin
 g the unit ball so that the INN-mapped final solution is feasible with res
 pect to the constraint set with minor distortion-induced optimality loss. 
 We prove the feasibility guarantee and bound the optimality loss under mil
 d conditions. Simulation results\, including those for computation-heavy S
 DP problems and non-convex AC-OPF problems for grid operations\, show that
  homeomorphic projection outperforms existing methods in solution feasibil
 ity and run-time complexity\, while achieving similar optimality loss. We 
 will also discuss open problems and future directions.&lt;/p&gt;
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