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Optimization Algorithm Design via Electric Circuits

NeurIPS 2024 · Optimization › Optimizers · approach: Differentiating through embedded optimization

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Proposes designing convex optimization algorithms by building RLC circuits whose continuous-time dynamics converge to the optimum, then automatically discretizing them via performance estimation (SDP/QCQP) into provably convergent algorithms.

Problem

Designing new convex (including distributed) optimization algorithms with convergence guarantees, since classical methods have slow practice and ML optimizers lack convergence analysis.

Approach

Interpret continuous-time optimization dynamics as RLC circuits connected to the subdifferential (a nonlinear resistor), design circuits whose equilibria are primal-dual solutions, and automatically discretize them with a two-stage Runge-Kutta scheme whose parameters are found by solving a performance-estimation QCQP that certifies sufficient energy dissipation.

Key results

Measured effects reported in the paper

What was changedWhereMeasuredEffect
Add a capacitor to the DADMM circuitDADMM · Decentralized optimization problem (6 nodes, 7 edges), relative error 10^{-10}iterations: 87 -> 66Helped

Surprising findings

Limitations

Experimental setup

Metrics: relative error iterations to 1e-10

Baselines: DADMM P-EXTRA

Builds on: performance estimation problem Nesterov ODE decentralized ADMM PG-EXTRA

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