Multi-ResNets for Subspace Preconditioning in Constrained Optimization
About
We propose MResOpt, a staged residual neural network architecture for constrained optimization problems. Our architecture fits within predict-complete-correct pipelines and decomposes constraint satisfaction by priority through intermediate re-completion and stage-aware losses. The framework enables domain-informed ordered constraint satisfaction which allows the network to utilize ordinal structure when present. Under an idealized infinite-width regime, we show that our design behaves as sequential Gaussian Process regression. On synthetic QP, QCQP, and SOCP benchmarks, the staged architecture improves high-priority constraint satisfaction across convex and non-convex settings. On line-flow-constrained AC optimal power flow, we introduce a physics-motivated constraint ordering and show that MResOpt supports a learned division of labor that keeps iterates on the equality manifold, achieving substantially lower high-priority violation than reprojected baselines while remaining computationally efficient.
Related benchmarks
| Task | Dataset | Result | Rank | |
|---|---|---|---|---|
| Alternating Current Optimal Power Flow (ACOPF) | IEEE 57-bus with PGLib thermal limits | Optimality Gap1.32 | 9 | |
| Nonconvex Optimization | Nonconvex synthetic QCQP | OG (%)1.61 | 3 | |
| Constrained Optimization | QP Synthetic (test) | Objective Gap (%)1.98 | 3 | |
| Constrained Optimization | QCQP synthetic (test) | Optimality Gap (%)2.68 | 3 | |
| Constrained Optimization | SOCP Synthetic (test) | Objective Gap (%)2.07 | 3 | |
| Nonconvex Optimization | Nonconvex synthetic QP | Objective Gap (%)1.16 | 3 | |
| AC Optimal Power Flow | IEEE 30-bus ACOPF alpha_S=0.5 0% W3-feasible, no constrained optimum exists | Cost ($/hr)73.78 | 3 | |
| AC Optimal Power Flow | IEEE 30-bus ACOPF alpha_S=1.0 (test) | Optimality Gap (OG)1.19 | 3 | |
| Alternating Current Optimal Power Flow | IEEE 30-bus ACOPF alpha_S=0.7 29% W3-feasible | Cost ($/hr)67.55 | 3 |