Neural Fixed-Point Acceleration for Convex Optimization

Related tags

Deep Learning neural-scs
Overview

Licensing

The majority of neural-scs is licensed under the CC BY-NC 4.0 License, however, portions of the project are available under separate license terms: SCS is licensed under MIT license.

Neural Fixed-Point Acceleration for SCS

We present neural fixed-point acceleration, a framework to automatically learn to accelerate convex fixed-point problems that are drawn from a distribution, using ideas from meta-learning and classical acceleration algorithms. We apply our framework to SCS, the state-of-the-art solver for convex cone programming. Our work brings neural acceleration into any optimization problem expressible with CVXPY.

Requirements

The following packages are required to run our code:

torch
numpy
scipy
matplotlib
cvxpy
tensorboard
hydra-core
pandas
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Comments
  • torch.eig is deprecated for a long time and is being removed

    torch.eig is deprecated for a long time and is being removed

    PyTorch's torch.eig was deprecated since version 1.9 and is being removed by https://github.com/pytorch/pytorch/pull/70982. Please use the torch.linalg.eig function instead if you want your code to continue to work with the latest PyTorch.

    Affected file: https://github.com/facebookresearch/neural-scs/blob/29743a161b99fcc40ce5d814aecc9f55272f1cef/automl21/enr.py#L242

    opened by kit1980 1
  • can't run

    can't run

    I meet some issues when I try to run both ./automl21/enr.py and ./automl21/scs_main.py

    enr.py:

    1. I can't import utils (line 27).
    2. the package "benchmark" is difficult to install.

    scs_main.py:

    the issues is mainly caused by the struct "cfg" i gauss. The program always raise exception like this: omegaconf.errors.ConfigAttributeError: Key 'seed' is not in struct full_key: seed object_type=dict

    or

    omegaconf.errors.ConfigAttributeError: Key 'device' is not in struct full_key: device object_type=dict python-BaseException

    opened by desktoop 0
Owner
Facebook Research
Facebook Research
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