System design tools are often only available as blackboxes with complex nonlinear relationships between inputs and outputs. Blackboxes typically run in the forward direction: for a given design as input they compute an output representing system behavior. Most cannot be run in reverse to produce an input from requirements on output. Thus, finding a design satisfying a requirement is often a trial-and-error process without assurance of optimality. Finding designs concurrently satisfying multiple requirements is harder because designs satisfying individual requirements may conflict with each other. Compounding the hardness are the facts that blackbox evaluations can be expensive and sometimes fail to produce an output due to non-convergence of underlying numerical algorithms. This paper presents CNMA (Constrained optimization with Neural networks, MILP solvers and Active Learning), a new optimization method for blackboxes. It is conservative in the number of blackbox evaluations. Any designs it finds are guaranteed to satisfy all requirements. It is resilient to the failure of blackboxes to compute outputs. It tries to sample only the part of the design space relevant to solving the design problem, leveraging the power of neural networks, MILPs, and a new learning-from-failure feedback loop. The paper also presents parallel CNMA that improves the efficiency and quality of solutions over the sequential version, and tries to steer it away from local optima. CNMA's performance is evaluated for seven nonlinear design problems of 8 (2 problems), 10, 15, 36 and 60 real-valued dimensions and one with 186 binary dimensions. It is shown that CNMA improves the performance of stable, off-the-shelf implementations of Bayesian Optimization and Nelder Mead and Random Search by 1%-87% for a given fixed time and function evaluation budget. Note, that these implementations did not always return solutions.
翻译:系统设计工具通常只能作为输入和输出之间复杂非线性关系的黑盒子。 黑盒子通常在前方方向运行: 给定的设计作为输入来计算一个输出代表系统行为。 多数无法逆向运行以生成输出要求的输入。 因此, 找到一个符合要求的设计往往是一个测试和操作过程, 没有优化的保证。 找到同时满足多重要求的设计比较困难, 因为满足个人要求的设计可能互相冲突。 更硬的事实是黑盒子评价可能费用昂贵, 有时由于基本数字算法不兼容而不能产生输出。 本文展示了 CNMA( 与神经网络、 MILP 解决方案和 Acental Learning) 的优化, 黑盒子评价的保守性能, 它发现的任何设计都能够满足所有要求。 找到的黑盒子无法调和输出。 它总是试图将设计空间的某个部分用于解决设计问题, 利用内值网络的力量, MILP 和主动学习 IMA 的正常性能 。 ( 2) 将运行的运行质量 改进到不透明版本 10 。