• Stars
    star
    133
  • Rank 272,600 (Top 6 %)
  • Language
    Python
  • License
    Apache License 2.0
  • Created over 3 years ago
  • Updated about 3 years ago

Reviews

There are no reviews yet. Be the first to send feedback to the community and the maintainers!

Repository Details

DC3: A Learning Method for Optimization with Hard Constraints

DC3: A learning method for optimization with hard constraints

This repository is by Priya L. Donti, David Rolnick, and J. Zico Kolter and contains the PyTorch source code to reproduce the experiments in our paper "DC3: A learning method for optimization with hard constraints."

If you find this repository helpful in your publications, please consider citing our paper.

@inproceedings{donti2021dc3,
  title={DC3: A learning method for optimization with hard constraints},
  author={Donti, Priya and Rolnick, David and Kolter, J Zico},
  booktitle={International Conference on Learning Representations},
  year={2021}
}

Introduction

Large optimization problems with hard constraints arise in many settings, yet classical solvers are often prohibitively slow, motivating the use of deep networks as cheap "approximate solvers." Unfortunately, naive deep learning approaches typically cannot enforce the hard constraints of such problems, leading to infeasible solutions. In this work, we present Deep Constraint Completion and Correction (DC3), an algorithm to address this challenge. Specifically, this method enforces feasibility via a differentiable procedure, which implicitly completes partial solutions to satisfy equality constraints and unrolls gradient-based corrections to satisfy inequality constraints. We demonstrate the effectiveness of DC3 in both synthetic optimization tasks and the real-world setting of AC optimal power flow, where hard constraints encode the physics of the electrical grid. In both cases, DC3 achieves near-optimal objective values while preserving feasibility.

Dependencies

  • Python 3.x
  • PyTorch >= 1.8
  • numpy/scipy/pandas
  • osqp: State-of-the-art QP solver
  • qpth: Differentiable QP solver for PyTorch
  • ipopt: Interior point solver
  • pypower: Power flow and optimal power flow solvers
  • argparse: Input argument parsing
  • pickle: Object serialization
  • hashlib: Hash functions (used to generate folder names)
  • setproctitle: Set process titles
  • waitGPU (optional): Intelligently set CUDA_VISIBLE_DEVICES

Instructions

Dataset generation

Datasets for the experiments presented in our paper are available in the datasets folder. These datasets can be generated by running the Python script make_dataset.py within each subfolder (simple, nonconvex, and acopf) corresponding to the different problem types we test.

Running experiments

Our method and baselines can be run using the following Python files:

  • method.py: Our method (DC3)
  • baseline_nn.py: Simple deep learning baseline (NN)
  • baseline_eq_nn.py: Supervised deep learning baseline with completion (Eq. NN)
  • baseline_opt.py: Traditional optimizers (Optimizer)

See each file for relevant flags to set the problem type and method parameters. Notably:

  • --probType: Problem setting to test (simple, nonconvex, or acopf57)
  • --simpleVar, --simpleIneq, simpleEq, simpleEx: If the problem setting is simple, the number of decision variables, inequalities, equalities, and datapoints, respectively.
  • --nonconvexVar, --nonconvexIneq, nonconvexEq, nonconvexEx: If the problem setting is nonconvex, the number of decision variables, inequalities, equalities, and datapoints, respectively.

Reproducing paper experiments

You can reproduce the experiments run in our paper (including baselines and ablations) via the bash script run_expers.sh. For instance, the following commands can be used to run these experiments, 8 jobs at a time:

bash run_expers.sh > commands
cat commands | xargs -n1 -P8 -I{} /bin/sh -c "{}"

The script load_results.py can be run to aggregate these results (both while experiments are running, and after they are done). In particular, this script outputs a summary of results across different replicates of the same experiment (results_summary.dict) and information on how many jobs of each type are running or done (exper_status.dict).

Generating tables

Tables can be generated via the Jupyter notebook ResultsViz.ipynb. This notebook expects the dictionary results_summary.dict as input; the version of this dictionary generated while running the experiments in the paper is available in this repository.

More Repositories

1

TCN

Sequence modeling benchmarks and temporal convolutional networks
Python
4,122
star
2

convmixer

Implementation of ConvMixer for "Patches Are All You Need? 🤷"
Python
1,059
star
3

mpc.pytorch

A fast and differentiable model predictive control (MPC) solver for PyTorch.
Python
865
star
4

deq

[NeurIPS'19] Deep Equilibrium Models
Python
719
star
5

qpth

A fast and differentiable QP solver for PyTorch.
Python
673
star
6

wanda

A simple and effective LLM pruning approach.
Python
602
star
7

optnet

OptNet: Differentiable Optimization as a Layer in Neural Networks
Python
507
star
8

trellisnet

[ICLR'19] Trellis Networks for Sequence Modeling
Python
473
star
9

fast_adversarial

[ICLR 2020] A repository for extremely fast adversarial training using FGSM
Python
422
star
10

SATNet

Bridging deep learning and logical reasoning using a differentiable satisfiability solver.
Python
404
star
11

convex_adversarial

A method for training neural networks that are provably robust to adversarial attacks.
Python
378
star
12

smoothing

Provable adversarial robustness at ImageNet scale
Python
357
star
13

pytorch_fft

PyTorch wrapper for FFTs
Python
313
star
14

lcp-physics

A differentiable LCP physics engine in PyTorch.
Python
292
star
15

icnn

Input Convex Neural Networks
Python
274
star
16

differentiable-mpc

Python
239
star
17

mdeq

[NeurIPS'20] Multiscale Deep Equilibrium Models
Python
232
star
18

e2e-model-learning

Task-based end-to-end model learning in stochastic optimization
Python
195
star
19

ect

Consistency Models Made Easy
Python
188
star
20

deq-flow

[CVPR 2022] Deep Equilibrium Optical Flow Estimation
Python
177
star
21

robust_overfitting

Python
153
star
22

cfd-gcn

Python
113
star
23

massive-activations

Code accompanying the paper "Massive Activations in Large Language Models"
Python
95
star
24

tofu

Landing Page for TOFU
Python
86
star
25

FLYP

Code for Finetune like you pretrain: Improved finetuning of zero-shot vision models
Python
85
star
26

projected_sinkhorn

Python
85
star
27

torchdeq

Modern Fixed Point Systems using Pytorch
Python
74
star
28

perturbation_learning

Learning perturbation sets for robust machine learning
Python
64
star
29

scaling_laws_data_filtering

Python
59
star
30

lml

The Limited Multi-Label Projection Layer
Python
58
star
31

deq-ddim

Python
58
star
32

chatllm-vscode

TypeScript
58
star
33

edge-of-stability

Python
55
star
34

robust-nn-control

Enforcing robust control guarantees within neural network policies
Python
52
star
35

monotone_op_net

Monotone operator equilibrium networks
Jupyter Notebook
51
star
36

orthogonal-convolutions

Implementations of orthogonal and semi-orthogonal convolutions in the Fourier domain with applications to adversarial robustness
Jupyter Notebook
41
star
37

convmixer-cifar10

Simple CIFAR-10 classification with ConvMixer
Python
40
star
38

newton_admm

A Newton ADMM based solver for Cone programming.
Python
38
star
39

tta_conjugate

Test-Time Adaptation via Conjugate Pseudo-Labels
Python
36
star
40

T-MARS

Code for T-MARS data filtering
Python
34
star
41

stable_dynamics

Companion code to "Learning Stable Deep Dynamics Models" (Manek and Kolter, 2019)
Jupyter Notebook
31
star
42

ImpSq

Implicit^2: Implicit model for implicit neural representations
Python
27
star
43

robust_union

[ICML'20] Multi Steepest Descent (MSD) for robustness against the union of multiple perturbation models.
Python
25
star
44

breaking-poisoned-classifier

Code for paper "Poisoned classifiers are not only backdoored, they are fundamentally broken"
Jupyter Notebook
24
star
45

diffusion-model-hallucination

Python
24
star
46

acr-memorization

Python
24
star
47

gradient_regularized_gan

Code for "Gradient descent GAN optimization is locally stable"
Python
21
star
48

get

Generative Equilibrium Transformer
Python
17
star
49

smoothinv

Single Image Backdoor Inversion via Robust Smoothed Classifiers
Python
16
star
50

intermediate_robustness

Python
16
star
51

mixing

The Mixing method: coordinate descent for low-rank semidefinite programming
C
15
star
52

dreaml

dreaml: dynamic reactive machine learning
JavaScript
12
star
53

ase

Analogous Safe-state Exploration (ASE) is an algorithm for provably safe and optimal exploration in MDPs with unknown, stochastic dynamics.
Python
11
star
54

sdp_clustering

Jupyter Notebook
11
star
55

JIIO-DEQ

Efficient joint input optimization and inference with DEQ
Python
10
star
56

uniform-convergence-NeurIPS19

The code for the NeurIPS19 paper and blog on "Uniform convergence may be unable to explain generalization in deep learning".
Jupyter Notebook
10
star
57

sdp_mrf

Jupyter Notebook
3
star
58

mixsat

Low-rank semidefinite programming for the MAX2SAT problem
C
3
star
59

MonotoneDBM

Python
2
star
60

lipschitz_mondeq

Jupyter Notebook
1
star
61

mugrade

Python
1
star