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利用物理信息神经网络增强神经动力学方法,解决非光滑凸优化问题。

Enhancing neurodynamic approach with physics-informed neural networks for solving non-smooth convex optimization problems.

机构信息

Université Paris-Saclay, CNRS, CentraleSupélec, Laboratoire des signaux et systèmes, 91190, Gif-sur-Yvette, France.

出版信息

Neural Netw. 2023 Nov;168:419-430. doi: 10.1016/j.neunet.2023.08.014. Epub 2023 Aug 25.

Abstract

This paper proposes a deep learning approach for solving non-smooth convex optimization problems (NCOPs), which have broad applications in computer science, engineering, and physics. Our approach combines neurodynamic optimization with physics-informed neural networks (PINNs) to provide an efficient and accurate solution. We first use neurodynamic optimization to formulate an initial value problem (IVP) that involves a system of ordinary differential equations for the NCOP. We then introduce a modified PINN as an approximate state solution to the IVP. Finally, we develop a dedicated algorithm to train the model to solve the IVP and minimize the NCOP objective simultaneously. Unlike existing numerical integration methods, a key advantage of our approach is that it does not require the computation of a series of intermediate states to produce a prediction of the NCOP. Our experimental results show that this computational feature results in fewer iterations being required to produce more accurate prediction solutions. Furthermore, our approach is effective in finding feasible solutions that satisfy the NCOP constraint.

摘要

本文提出了一种用于解决非光滑凸优化问题(NCOPs)的深度学习方法,该方法在计算机科学、工程和物理领域有广泛的应用。我们的方法将神经动力学优化与物理信息神经网络(PINNs)相结合,提供了一种高效、准确的解决方案。我们首先使用神经动力学优化来制定一个涉及 NCOP 的常微分方程组的初值问题(IVP)。然后,我们引入一个修改后的 PINN 作为 IVP 的近似状态解。最后,我们开发了一种专门的算法来训练模型,以同时解决 IVP 和最小化 NCOP 目标。与现有的数值积分方法不同,我们方法的一个关键优势是它不需要计算一系列中间状态来产生 NCOP 的预测。我们的实验结果表明,这种计算特性可以减少迭代次数,从而产生更准确的预测解决方案。此外,我们的方法在找到满足 NCOP 约束的可行解方面非常有效。

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