Learning SOCP Solver Dynamics with Graph Neural Networks
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The paper presents a scalable learned iterative solver for nonlinear model predictive control (NMPC) that removes dependence on the prediction horizon by exploiting temporal decomposition in the network architecture. It introduces a closed‑loop resampling strategy to align training with deployment, achieving up to four‑fold speedups over IPOPT while maintaining comparable control performance and avoiding constraint violations. The method outperforms the previous monolithic LISCO approach on a CSTR cascade benchmark, scaling to larger problems without increasing network size.
The paper introduces “GraphPDHG,” a message‑passing neural network that aligns with the Chambolle‑Pock Primal–Dual Hybrid Gradient algorithm to solve general graph saddle‑point problems. The authors prove that “GraphPDHG” can efficiently simulate PDHG and can learn an accelerated version of the algorithm. Experiments demonstrate that the learned warm start improves second‑order optimizers and that alignment with PDHG yields better size generalization compared to standard GNN baselines.
arXiv:2409. 08066v3 Announce Type: replace Abstract: The real-time solution of parametric optimization problems is critical for applications that demand high accuracy under tight real-time constraints, such as model predictive control.
Convex‑SKM‑Net is a neural layer that enforces convex constraints by constructing linearization halfspaces from residual and gradient oracles, avoiding constraint‑specific projections. It uses fixed‑depth dual projected‑gradient descent on GPU‑friendly matrix operations to solve minimum‑displacement block problems, jointly learning a predictor and a positive‑definite mobility matrix to shape corrections. The method converges theoretically, achieves sub‑$10^{-3}$ feasibility on SOC‑MPC and power‑system relaxations, and outperforms state‑of‑the‑art constraint‑satisfaction techniques with up to 144× speedups and near‑optimal objective gaps.
The paper introduces SHSP, a Structure-Aware Hierarchical Solution Prediction framework for Mixed-Integer Linear Programming. SHSP replaces one-shot marginal decoding with a hierarchical conditional decoding that sequentially predicts variables based on a coupling graph derived from constraints, and includes a confidence-aware mask-and-repair step to correct errors. Experiments on four MILP benchmarks show SHSP reduces the solution gap by an average of 54% compared to existing one-shot methods.
Mixed-Integer Linear Programming (MILP) is a fundamental optimization paradigm in combinatorial optimization and has been widely applied across real-world domains. Due to its NP-hard nature, obtaining...