Non-convex Optimization Based On Deep Koopman Operator

Non-convex optimization problems are prevalent in various fields, and finding the global optimal solution for such problems remains challenging. This paper proposes an optimization method based on deep Koopman operator, which leverages the power of deep neural networks to provide a data-driven architecture for the Koopman function. The Koopman operator is used to linearly represent non-convex problems, and the proposed method utilizes model predictive control to optimize the resulting linear systems. Simulation results show that this method can solve the non-convex optimization problem effectively, quickly and accurately, while obtaining the global optimal solution.