A Regularized Physics-Informed Neural Network to support Data-Driven Nonlinear Constrained Optimization

Abstract

Nonlinear optimization (NOPT) is a meaningful tool for solving complex tasks in fields like engineering, economics, and operations research, among others. However, NOPT has problems when it comes to dealing with data variability and noisy input measurements that lead to incorrect solutions. Furthermore, nonlinear constraints may result in outcomes that are either infeasible or suboptimal, such as non-convex optimization. This paper introduces a novel regularized physics-informed neural network (RPINN) framework as a new NOPT tool for both supervised and unsupervised data-driven scenarios. By using custom activation functions and regularization penalties in an artificial neural network (ANN), RPINN can handle data variability and noisy inputs. Besides, it uses physics principles to build the network architecture, computing the optimization variables based on network weights and learned features. In addition, it uses automatic differentiation training to make the system scalable and cut down on computation time through batch-based back-propagation. The test results for both supervised and unsupervised NOPT tasks show that our RPINN can provide solutions that are competitive compared to state-of-the-art solvers. In turn, RPINN’s robustness against noisy input measurements makes it particularly valuable in environments with fluctuating information. Additionally, RPINN’s ANN-based foundation offers significant flexibility and scalability.