Questions tagged [constrained-optimization]
For questions that involve constrained optimization problems (in the context of artificial intelligence).
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How much depth is recommended to study constrained optimization for deep learning?
I am studying the chapter named Numerical Computation from the deep learning textbook
In the chapter, there is a section named Constrained Optimization. The authors recommended to read the portion of ...
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How to constrain some actions in a multi-dimensional action space?
In portfolio management (allocation) the action space is given by the weights of the assets, i.e. $\sum_{i=1}^m a_i=1$. There may be some weight constraints like one cannot allocate more than 10% of ...
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1answer
75 views
Intuition behind $1-\gamma$ and $\frac{1}{1-\gamma}$ for calculating discounted future state distribution and discounted reward
In the appendix of the Constrained Policy Optimization (CPO) paper (Arxiv), the authors denote the discounted future state distribution $d^\pi$ as:
$$d^\pi(s) = (1-\gamma) \sum_{t=0}^\infty{\gamma^t P(...
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How can I model this problem as optimization problem that can be solved with ACO?
I have the following homework problem, where I need to explain how to model a certain problem as an optimization problem and how I can solve it with ACO.
You have 6 portable media players $(P_i, ...
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1answer
159 views
How to use DQN when the action space can be different at different time steps?
I would like to employ DQN to solve a constrained MDP problem. The problem has constraints on action space. At different time steps till the end, the available actions are different. It has different ...
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How can we design the mutation and crossover operations when the order of the genes in the chromosomes matters?
Consider an optimization problem that involves a set of tasks $T = \{1,2,3,4,5\}$, where the goal is to find a certain order of these tasks.
I would like to solve this problem with a genetic algorithm,...
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1answer
124 views
Given a list of integers $\{c_1, \dots, c_N \}$, how do I find an integer $D$ that minimizes the sum of remainders $\sum_i c_i \text{ mod } D$?
I have a set of fixed integers $S = \{c_1, \dots, c_N \}$. I want to find a single integer $D$, greater than a certain threshold $T$, i.e. $D > T \geq 0$, that divides each $c_i$ and leaves ...
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23 views
Wasserstein GAN with non-negative weights in the critic
I want to train a WGAN where the convolution layers in the critic are only allowed to have non-negative weights (for a technical reason). The biases, nonetheless, can take both +/- values. There is no ...
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1answer
91 views
How to handle infeasibility caused due to crossover and mutation in genetic algorithm for optimization?
I have chromosomes with floating-point representation with values between $0$ and $1$. For example
Let $p_1 = [0.1, 0.2, 0.3]$ and $p_2 = [0.5, 0.6, 0.7]$ be two parents. Both comply with the set of ...
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1k views
How do we design a neural network such that the $L_1$ norm of the outputs is less than or equal to 1?
What are some ways to design a neural network with the restriction that the $L_1$ norm of the output values must be less than or equal to 1? In particular, how would I go about performing back-...
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How to use a VAE to reconstruct an image starting from an initial image instead of starting from a random vector?
Is it possible to use a VAE to reconstruct an image starting from an initial image instead of using K.random_normal, as shown in the “sampling” function of this ...
