Improving Feasibility via Fast Autoencoder-Based Projections
About
Enforcing complex (e.g., nonconvex) operational constraints is a critical challenge in real-world learning and control systems. However, existing methods struggle to efficiently enforce general classes of constraints. To address this, we propose a novel data-driven amortized approach that uses a trained autoencoder as an approximate projector to provide fast corrections to infeasible predictions. Specifically, we train an autoencoder using an adversarial objective to learn a structured, convex latent representation of the feasible set. This enables rapid correction of neural network outputs by projecting their associated latent representations onto a simple convex shape before decoding into the original feasible set. We test our approach on a diverse suite of constrained optimization and reinforcement learning problems with challenging nonconvex constraints. Results show that our method effectively enforces constraints at a low computational cost, offering a practical alternative to expensive feasibility correction techniques based on traditional solvers.
Related benchmarks
| Task | Dataset | Result | Rank | |
|---|---|---|---|---|
| Constrained Optimization (Distance Minimization Objective) | Two Moons 1,500 problems (test) | Feasibility100 | 13 | |
| Constrained Optimization (Linear Objective) | Two Moons 1,500 problems (test) | Feasibility (%)100 | 13 | |
| Constrained Optimization (Quadratic Objective) | Two Moons 1,500 problems (test) | Feasibility (%)100 | 13 | |
| Constrained Optimization | Concentric Circles Quadratic objective | Feasibility (%)100 | 13 | |
| Constrained Optimization | Concentric Circles Linear objective | Feasibility (%)100 | 13 | |
| Constrained Optimization | Concentric Circles Dist. Min. objective | Feasibility99.9 | 13 | |
| Distance Minimization | Star Shaped constraint family (test) | Feasibility (%)100 | 13 | |
| Distance Minimization Constrained Optimization | Blob with Bite | Feasibility (%)100 | 13 | |
| Linear Constrained Optimization | Blob with Bite | Feasibility (%)100 | 13 | |
| Linear Optimization | Star Shaped constraint family (test) | Feasibility (%)100 | 13 |