Reconstruction of electrical capacitance tomography images based on fast linearized alternating direction method of multipliers for two-phase flow system

Electrical capacitance tomography(ECT)has been applied to two-phase flow measurement in recent years.Image reconstruction algorithms play an important role in the successful applications of ECT.To solve the ill-posed and nonlinear inverse problem of ECT image reconstruction,a new ECT image reconstruction method based on fast linearized alternating direction method of multipliers(FLADMM)is proposed in this paper.On the basis of theoretical analysis of compressed sensing(CS),the data acquisition of ECT is regarded as a linear measurement process of permittivity distribution signal of pipe section.A new measurement matrix is designed and L1 regularization method is used to convert ECT inverse problem to a convex relaxation problem which contains prior knowledge.A new fast alternating direction method of multipliers which contained linearized idea is employed to minimize the objective function.Simulation data and experimental results indicate that compared with other methods,the quality and speed of reconstructed images are markedly improved.Also,the dynamic experimental results indicate that the proposed algorithm can ful fill the real-time requirement of ECT systems in the application.

Distributed MPC for Reconfigurable Architecture Systems via Alternating Direction Method of Multipliers

This paper investigates the distributed model predictive control(MPC)problem of linear systems where the network topology is changeable by the way of inserting new subsystems,disconnecting existing subsystems,or merely modifying the couplings between different subsystems.To equip live systems with a quick response ability when modifying network topology,while keeping a satisfactory dynamic performance,a novel reconfiguration control scheme based on the alternating direction method of multipliers(ADMM)is presented.In this scheme,the local controllers directly influenced by the structure realignment are redesigned in the reconfiguration control.Meanwhile,by employing the powerful ADMM algorithm,the iterative formulas for solving the reconfigured optimization problem are obtained,which significantly accelerate the computation speed and ensure a timely output of the reconfigured optimal control response.Ultimately,the presented reconfiguration scheme is applied to the level control of a benchmark four-tank plant to illustrate its effectiveness and main characteristics.

Distributed Alternating Direction Method of Multipliers for Multi-Objective Optimization

In this paper, a distributed algorithm is proposed to solve a kind of multi-objective optimization problem based on the alternating direction method of multipliers. Compared with the centralized algorithms, this algorithm does not need a central node. Therefore, it has the characteristics of low communication burden and high privacy. In addition, numerical experiments are provided to validate the effectiveness of the proposed algorithm.

Application of Linearized Alternating Direction Multiplier Method in Dictionary Learning

The Alternating Direction Multiplier Method (ADMM) is widely used in various fields, and different variables are customized in the literature for different application scenarios [1] [2] [3] [4]. Among them, the linearized alternating direction multiplier method (LADMM) has received extensive attention because of its effectiveness and ease of implementation. This paper mainly discusses the application of ADMM in dictionary learning (non-convex problem). Many numerical experiments show that to achieve higher convergence accuracy, the convergence speed of ADMM is slower, especially near the optimal solution. Therefore, we introduce the linearized alternating direction multiplier method (LADMM) to accelerate the convergence speed of ADMM. Specifically, the problem is solved by linearizing the quadratic term of the subproblem, and the convergence of the algorithm is proved. Finally, there is a brief summary of the full text.

A Bregman-style Partially Symmetric Alternating Direction Method of Multipliers for Nonconvex Multi-block Optimization

The alternating direction method of multipliers(ADMM)is one of the most successful and powerful methods for separable minimization optimization.Based on the idea of symmetric ADMM in two-block optimization,we add an updating formula for the Lagrange multiplier without restricting its position for multiblock one.Then,combining with the Bregman distance,in this work,a Bregman-style partially symmetric ADMM is presented for nonconvex multi-block optimization with linear constraints,and the Lagrange multiplier is updated twice with different relaxation factors in the iteration scheme.Under the suitable conditions,the global convergence,strong convergence and convergence rate of the presented method are analyzed and obtained.Finally,some preliminary numerical results are reported to support the correctness of the theoretical assertions,and these show that the presented method is numerically effective.

A New Stopping Criterion for Eckstein and Bertsekas’s Generalized Alternating Direction Method of Multipliers

In this paper,we propose a new stopping criterion for Eckstein and Bertsekas’s generalized alternating direction method of multipliers.The stopping criterion is easy to verify,and the computational cost is much less than the classical stopping criterion in the highly influential paper by Boyd et al.(Found Trends Mach Learn 3(1):1–122,2011).

Stochastic Accelerated Alternating Direction Method of Multipliers for Hedging Communication Noise in Combined Heat and Power Dispatch

Combined heat and power dispatch(CHPD)opens a new window for increasing operational flexibility and reducing wind power curtailment.Electric power and district heating systems are independently controlled by different system operators;therefore,a decentralized solution paradigm is necessary for CHPD,in which only minor boundary information is required to be exchanged via a communication network.However,a nonideal communication environment with noise could lead to divergence or incorrect solutions of decentralized algorithms.To bridge this gap,this paper proposes a stochastic accelerated alternating direction method of multipliers(SA-ADMM)for hedging communication noise in CHPD.This algorithm provides a general framework to address more types of constraint sets and separable objective functions than the existing stochastic ADMM.Different from the single noise sources considered in the existing stochastic approximation methods,communication noise from multiple sources is addressed in both the local calculation and the variable update stages.Case studies of two test systems validate the effectiveness and robustness of the proposed SAADMM.

A Symmetric Linearized Alternating Direction Method of Multipliers for a Class of Stochastic Optimization Problems

Alternating direction method of multipliers(ADMM)receives much attention in the recent years due to various demands from machine learning and big data related optimization.In 2013,Ouyang et al.extend the ADMM to the stochastic setting for solving some stochastic optimization problems,inspired by the structural risk minimization principle.In this paper,we consider a stochastic variant of symmetric ADMM,named symmetric stochastic linearized ADMM(SSL-ADMM).In particular,using the framework of variational inequality,we analyze the convergence properties of SSL-ADMM.Moreover,we show that,with high probability,SSL-ADMM has O((ln N)·N^(-1/2))constraint violation bound and objective error bound for convex problems,and has O((ln N)^(2)·N^(-1))constraint violation bound and objective error bound for strongly convex problems,where N is the iteration number.Symmetric ADMM can improve the algorithmic performance compared to classical ADMM,numerical experiments for statistical machine learning show that such an improvement is also present in the stochastic setting.

求解不可分离非凸非光滑问题的线性惯性ADMM算法

针对目标函数中包含耦合函数H(x,y)的非凸非光滑极小化问题,提出了一种线性惯性交替乘子方向法(Linear Inertial Alternating Direction Method of Multipliers,LIADMM)。为了方便子问题的求解,对目标函数中的耦合函数H(x,y)进行线性化处理,并在x-子问题中引入惯性效应。在适当的假设条件下,建立了算法的全局收敛性;同时引入满足Kurdyka-Lojasiewicz不等式的辅助函数,验证了算法的强收敛性。通过两个数值实验表明,引入惯性效应的算法比没有惯性效应的算法收敛性能更好。

基于改进ADMM的含分布式光伏的配电网电压无功优化方法

由于所建立含分布式光伏(PV)的有源配电网电压无功优化模型是一个典型的非凸混合整数非线性优化模型,提出一种改进交替方向乘子法(ADMM)来求解含分布式光伏的配电网电压无功优化问题。首先以有载调压变压器和投切电容器组为例,建立一种新的广义可分解有源配电网电压无功优化模型,然后根据ADMM算法将有源配电网电压无功优化模型分解为2个子问题求解,并设计惩罚参数的自适应调节机制以加速收敛。在3个不同规模有源配电网算例上进行仿真测试,结果表明,所提出改进ADMM方法具有较好的收敛性和最优解。

非凸多分块优化的Bregman ADMM的收敛率研究

Wang等提出了求解带线性约束的多块可分非凸优化问题的带Bregman距离的交替方向乘子法(Bregman ADMM),并证明了其收敛性.该文将进一步研究求解带线性约束的多块可分非凸优化问题的Bregman ADMM的收敛率,以及算法产生的迭代点列有界的充分条件.在效益函数的Kurdyka-Lojasiewicz (KL)性质下,该文建立了值和迭代的收敛速率,证明了与目标函数相关的各种KL指数值可获得Bregman ADMM的三种不同收敛速度.更确切地说,该文证明了如下结果:如果效益函数的KL指数θ=0,那么由Bregman ADMM生成的序列经过有限次迭代后收敛;如果θ∈(0,1/2),那么Bregman ADMM是线性收敛的;如果θ∈(1/2,1),那么Bregman ADMM是次线性收敛的.

基于IR-ADMM组合技术对地震随机噪声的压制

稀疏表示是一种现行有效的随机噪声压制方法,常采用交替方向乘子法逐道分解地震信号,但实际应用中交替方向乘子法计算效率高但精度不足,难以满足高保真地震数据处理的要求。通过结合迭代重加权和交替方向乘子法2种算法,提出了一种新的基于迭代重加权交替方向乘子法的联合稀疏表示方法,兼具收敛速度快和重建精度高的优点。共偏移距道集地震数据具有水平同相轴结构,满足共稀疏性条件,将联合稀疏表示算法应用于共偏移距道集就能够利用信号的空间相干性,提高去噪算法性能。理论和实际资料试算结果表明,所提算法具有较好的应用效果。

Adaptive Linearized Alternating Direction Method of Multipliers for Non-Convex Compositely Regularized Optimization Problems

We consider a wide range of non-convex regularized minimization problems, where the non-convex regularization term is composite with a linear function engaged in sparse learning. Recent theoretical investigations have demonstrated their superiority over their convex counterparts. The computational challenge lies in the fact that the proximal mapping associated with non-convex regularization is not easily obtained due to the imposed linear composition. Fortunately, the problem structure allows one to introduce an auxiliary variable and reformulate it as an optimization problem with linear constraints, which can be solved using the Linearized Alternating Direction Method of Multipliers （LADMM）. Despite the success of LADMM in practice, it remains unknown whether LADMM is convergent in solving such non-convex compositely regularized optimizations. In this research, we first present a detailed convergence analysis of the LADMM algorithm for solving a non-convex compositely regularized optimization problem with a large class of non-convex penalties. Furthermore, we propose an Adaptive LADMM （AdaLADMM） algorithm with a line-search criterion. Experimental results on different genres of datasets validate the efficacy of the proposed algorithm.

A proximal point algorithm revisit on the alternating direction method of multipliers

The alternating direction method of multipliers(ADMM)is a benchmark for solving convex programming problems with separable objective functions and linear constraints.In the literature it has been illustrated as an application of the proximal point algorithm(PPA)to the dual problem of the model under consideration.This paper shows that ADMM can also be regarded as an application of PPA to the primal model with a customized choice of the proximal parameter.This primal illustration of ADMM is thus complemental to its dual illustration in the literature.This PPA revisit on ADMM from the primal perspective also enables us to recover the generalized ADMM proposed by Eckstein and Bertsekas easily.A worst-case O(1/t)convergence rate in ergodic sense is established for a slight extension of Eckstein and Bertsekas’s generalized ADMM.

Decentralized Demand Management Based on Alternating Direction Method of Multipliers Algorithm for Industrial Park with CHP Units and Thermal Storage

This paper proposes a decentralized demand management approach to reduce the energy bill of industrial park and improve its economic gains.A demand management model for industrial park considering the integrated demand response of combined heat and power(CHP)units and thermal storage is firstly proposed.Specifically,by increasing the electricity outputs of CHP units during peak-load periods,not only the peak demand charge but also the energy charge can be reduced.The thermal storage can efficiently utilize the waste heat provided by CHP units and further increase the flexibility of CHP units.The heat dissipation of thermal storage,thermal delay effect,and heat losses of heat pipelines are considered for ensuring reliable solutions to the industrial park.The proposed model is formulated as a multi-period alternating current(AC)optimal power flow problem via the second-order conic programming formulation.The alternating direction method of multipliers(ADMM)algorithm is used to compute the proposed demand management model in a distributed manner,which can protect private data of all participants while achieving solutions with high quality.Numerical case studies validate the effectiveness of the proposed demand management approach in reducing peak demand charge,and the performance of the ADMM-based decentralized computation algorithm in deriving the same optimal results of demand management as the centralized approach is also validated.

Relaxed Alternating Direction Method of Multipliers for Hedging Communication Packet Loss in Integrated Electrical and Heating System

Integrated electrical and heating systems(IEHSs)are promising for increasing the flexibility of power systems by exploiting the heat energy storage of pipelines.With the recent development of advanced communication technology,distributed optimization is employed in the coordination of IEHSs to meet the practical requirement of information privacy between different system operators.Existing studies on distributed optimization algorithms for IEHSs have seldom addressed packet loss during the process of information exchange.In this paper,a distributed paradigm is proposed for coordinating the operation of an IEHS considering communication packet loss.The relaxed alternating direction method of multipliers(R-ADMM)is derived by applying Peaceman-Rachford splitting to the Lagrangian dual of the primal problem.The proposed method is tested using several test systems in a lossy communication and transmission environment.Simulation results indicate the effectiveness and robustness of the proposed R-ADMM algorithm.

An Alternating Direction Method of Multipliers for MCP-penalized Regression with High-dimensional Data

The minimax concave penalty （MCP） has been demonstrated theoretically and practical- ly to be effective in nonconvex penalization for variable selection and parameter estimation. In this paper, we develop an efficient alternating direction method of multipliers （ADMM） with continuation algorithm for solving the MCP-penalized least squares problem in high dimensions. Under some mild conditions, we study the convergence properties and the Karush-Kuhn-Tucker （KKT） optimality con- ditions of the proposed method. A high-dimensional BIC is developed to select the optimal tuning parameters. Simulations and a real data example are presented to illustrate the efficiency and accuracy of the proposed method.

A Survey on Some Recent Developments of Alternating Direction Method of Multipliers

Recently, alternating direction method of multipliers (ADMM) attracts much attentions from various fields and there are many variant versions tailored for differentmodels. Moreover, its theoretical studies such as rate of convergence and extensionsto nonconvex problems also achieve much progress. In this paper, we give a surveyon some recent developments of ADMM and its variants.

Total curvature(TC) model and its alternating direction method of multipliers algorithm for noise removal

This paper develops a variational model for image noise removal using total curvature(TC), which is a high-order regularizer. The TC has the advantage of preserving image feature. Unfortunately, it also has the characteristics of nonlinear, non-convex and non-smooth. Consequently, the numerical computation with the curvature regularization is difficult. In order to conquer the computation problem, the proposed model is transformed into an alternating optimization problem by importing auxiliary variables. Furthermore, based on alternating direction method of multipliers, we design a fast numerical approximation iterative scheme for proposed model. Finally, numerous experiments are implemented to indicate the advantages of the proposed model in image edge preserving, image contrast and corners preserving. Meanwhile, the high computational efficiency of the designed model is verified by comparing with traditional models, including the total variation(TV) and total Laplace(TL) model.

An LQP-Based Symmetric Alternating Direction Method of Multipliers with Larger Step Sizes

Symmetric alternating directionmethod of multipliers(ADMM)is an efficient method for solving a class of separable convex optimization problems.This method updates the Lagrange multiplier twice with appropriate step sizes at each iteration.However,such step sizes were conservatively shrunk to guarantee the convergence in recent studies.In this paper,we are devoted to seeking larger step sizes whenever possible.The logarithmic-quadratic proximal(LQP)terms are applied to regularize the symmetric ADMM subproblems,allowing the constrained subproblems to then be converted to easier unconstrained ones.Theoretically,we prove the global convergence of such LQP-based symmetric ADMM by specifying a larger step size domain.Moreover,the numerical results on a traffic equilibrium problem are reported to demonstrate the advantage of the method with larger step sizes.