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Data-informed deep optimization.

Lulu Zhang1, Zhi-Qin John Xu1,2, Yaoyu Zhang1,2,3

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Deep learning tackles complex optimization problems without explicit formulas. The data-informed deep optimization (DiDo) approach effectively handles high-dimensional design challenges with implicit objectives and constraints.

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Area of Science:

  • Computational Science
  • Optimization
  • Machine Learning

Background:

  • Deep learning excels in various applications, yet struggles with optimization problems lacking explicit objective functions and constraints.
  • High-dimensional design problems with implicit objectives and constraints are challenging due to the curse of dimensionality.

Purpose of the Study:

  • To propose a novel data-informed deep optimization (DiDo) approach for solving high-dimensional optimization problems with implicit objectives and constraints.
  • To adaptively fit the feasible region using deep neural networks (DNNs).

Main Methods:

  • A DNN-based adaptive fitting approach to learn an accurate DNN classifier of the feasible region.
  • Utilizing the DNN classifier for efficient sampling of feasible points and training a DNN surrogate of the objective function.
  • Employing gradient descent to find optimal points of the DNN surrogate optimization problem.

Main Results:

  • The DiDo approach yields effective solutions for a practical industrial design case with limited data.
  • Demonstrated effectiveness for high-dimensional problems using a 100-dimension toy example.
  • The method successfully addresses the challenge of fitting the feasible region.

Conclusions:

  • The DiDo approach is a flexible and promising deep learning-based method for high-dimensional design problems with implicit objectives and constraints.
  • Accurate feasible region fitting is crucial for the success of DNN-based optimization.