Robust solutions to constrained optimization problems by LSTM networks
File(s)Constr-Opt-by-LSTMs-MILCOM21-submitted.pdf (313.38 KB)
Submitted version
Author(s)
Chen, Zheyu
Leung, Kin K
Wang, Shiqiang
Tassiulas, Leandros
Chan, Kevin
Type
Conference Paper
Abstract
Many technical issues for communications and computer infrastructures, including resource sharing, network management and distributed analytics, can be formulated as optimization problems. Gradient-based iterative algorithms have been widely utilized to solve these problems. Much research focuses on improving the iteration convergence. However, when system parameters change, it requires a new solution from the iterative methods. Therefore, it is helpful to develop machine-learning solution frameworks that can quickly produce solutions over a range of system parameters. We propose here a learning approach to solve non-convex, constrained optimization problems. Two coupled Long Short Term Memory (LSTM) networks are used to find the optimal solution. The advantages of this new framework include: (1) near optimal solution for a given problem instance can be obtained in very few iterations (time steps) during the inference process, (2) the learning approach allows selections of various hyper-parameters to achieve desirable tradeoffs between the training time and the solution quality, and (3) the coupled-LSTM networks can be trained using system parameters with distributions different from those used during inference to generate solutions, thus enhancing the robustness of the learning technique. Numerical experiments using a dataset from Alibaba reveal that the relative discrepancy between the generated solution and the optimum is less than 1% and 0.1% after 2 and 12 iterations, respectively.
Date Issued
2021-12-30
Date Acceptance
2021-12-01
Citation
2021 IEEE MILITARY COMMUNICATIONS CONFERENCE (MILCOM 2021), 2021, pp.503-508
ISSN
2155-7578
Publisher
IEEE
Start Page
503
End Page
508
Journal / Book Title
2021 IEEE MILITARY COMMUNICATIONS CONFERENCE (MILCOM 2021)
Copyright Statement
Copyright © 2021 IEEE. Personal use of this material is permitted. Permission from IEEE must be obtained for all other uses, in any current or future media, including reprinting/republishing this material for advertising or promotional purposes, creating new collective works, for resale or redistribution to servers or lists, or reuse of any copyrighted component of this work in other works.
Identifier
https://www.webofscience.com/api/gateway?GWVersion=2&SrcApp=PARTNER_APP&SrcAuth=LinksAMR&KeyUT=WOS:000819479500081&DestLinkType=FullRecord&DestApp=ALL_WOS&UsrCustomerID=a2bf6146997ec60c407a63945d4e92bb
Source
IEEE Communications Society (ComSoc)/AFCEA/IEEE Military Communications Conference (MILCOM)
Subjects
Science & Technology
Technology
Computer Science, Information Systems
Engineering, Electrical & Electronic
Telecommunications
Computer Science
Engineering
Constrained optimization
LSTM
optimization
SDC
stochastic optimization
FRAMEWORK
Publication Status
Published
Start Date
2021-11-29
Finish Date
2021-12-02
Coverage Spatial
San Diego, CA
Date Publish Online
2021-12-30