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AT-SKM-Net: An Accelerated Trainable Sampling Kaczmarz-Motzkin Framework for Linear Hard-Constraint Feasibility on Dynamic Graphs
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Proposes AT-SKM-Net, which accelerates the T-SKM-Net hard-constraint projection layer via a heterogeneous GNN active-set predictor guiding hybrid sampling and a Cholesky-update equality projection, reporting up to 7.29x SKM-layer speedup with zero constraint violations.
Problem
Projection-based hard-constraint enforcement for graph-structured linear-constrained optimization is expensive under dynamic topology changes, since equality projection requires SVD recomputation and inequality SKM iterations sample uniformly over many mostly-inactive constraints.
Approach
Combine a topology-aware heterogeneous GNN that predicts active-constraint scores (used for hybrid sampling in SKM iterations) and a warm-start, with an incremental Cholesky update (rank-1 update plus downdate) plus null-space rotation to replace SVD recomputation when topology changes by low-rank perturbations.
Key results
- AT-SKM-AC achieves 7.29x SKM-layer speedup over T-SKM-Net on the IEEE 300-bus system and 2.95x on the 118-bus system, with zero constraint violations on unseen topologies.
- Active-set prediction (AT-SKM-A) reduces mean inequality iterations by 80%, 55%, and 85% on the 57-, 118-, and 300-bus systems.
- On the gas transport problem, AT-SKM reduces SKM time from 3.15 ms to 0.90 ms (3.50x) while keeping zero violations.
Surprising findings
- Cholesky update alone does not change inequality iteration counts yet gives 3.22x SKM speedup on the 300-bus system, and the combined speedup is super-linear relative to the product of individual gains.
- Sequential Cholesky updates are highly unstable in fp32 on original formulation (e.g., 86-98% failure rates on N-1/N-2 for 57-bus), which adaptive rescaling removes.
Limitations
- Theoretical O(N^2) complexity relies on low-rank perturbations; large-scale timings show memory-bound deviation (empirical exponent 2.28 for N up to 5000).
- Assumptions for the efficiency theorem (local active-set stability, predictor coverage) are idealized and not verified in general.
- Experiments run on a single Apple M4 chip with limited problem sizes.
Experimental setup
Datasets: random geometric graphs IEEE 57-bus IEEE 118-bus IEEE 300-bus GasLib-135
Benchmarks: N-1 SC DC-OPF (IEEE 57/118/300-bus) minimum-cost gas transport (GasLib-135) random geometric graph equality projection
Metrics: total time (ms) inequality iteration count SKM speedup optimality gap (%) max equality violation max inequality violation
Baselines: PyPower NN HGNN DC3 T-SKM-Net
Builds on: T-SKM-Net Sampling Kaczmarz-Motzkin DC3 PyPower Greedy Kaczmarz
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