khalil-research/PyEPO

About Constrainted Deep modeling

xtzd opened this issue · 1 comments

xtzd commented

Hi, I am new to this repo. I wonder if the PyEPO could solve such work:

a simple multi-demensional regression supervised deep learning problem.

suppose x : (x1,x2,x3,...xm)
suppose y : (y1,y2,y3,...yn)

y_pred = NeuralNetwork(x)
and we want to minimize

loss(y_pred,y_true)

under a linear inequality constraint R ,such as

ay1+by2+...n*yn<A

We want to train the Network.

Can PyEPO solve such problem? If it could, could you provide simple paradigm?
Thank you!

Hi xztd,

PyEPO is not suitable for your problem. It is designed to deal with optimization problems with unknown cost coefficients. Here you want to predict a solution with a linear inequality constraint directly.