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...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。展开更多
为研究完全去中心化的点对点(peer-to-peer,P2P)能源市场中产消者的最优清算问题,重点解决产消者内部的协作和在P2P市场中实现社会福利最大化的挑战,采用了一种新的平行、分布式的交替方向乘子法(alternating direction method of multi...为研究完全去中心化的点对点(peer-to-peer,P2P)能源市场中产消者的最优清算问题,重点解决产消者内部的协作和在P2P市场中实现社会福利最大化的挑战,采用了一种新的平行、分布式的交替方向乘子法(alternating direction method of multipliers,ADMM),推导出P2P市场的交易机制。该方法考虑每个产消者的效用函数,并引入分布式发电机(distributed generator,DG)和电能存储系统(battery energy storage system,BESS)。算法中每个产消者通过迭代与其相邻的产消者同步交换少量信息,并优化以满足不同的需求。通过对6-peers系统的数值验证,证明了所提出方法的有效性。与基于池的交易机制相比,完全去中心化的P2P问题在单位时间内交易电量提升了160%,社会福利从-9.47元增加到32.43元。展开更多
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 merel...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.展开更多
实时电价是智能电网需求侧管理的有效方法,对于维持电力供需平衡、削峰填谷至关重要。为提高实时电价模型的低碳经济性和精确性,在充分考虑用户与供电侧双方利益前提下提出碳交易机制,并根据新能源的发电特性构建风光出力不确定模型,建...实时电价是智能电网需求侧管理的有效方法,对于维持电力供需平衡、削峰填谷至关重要。为提高实时电价模型的低碳经济性和精确性,在充分考虑用户与供电侧双方利益前提下提出碳交易机制,并根据新能源的发电特性构建风光出力不确定模型,建立以用户总效用最大、供电侧成本最小为目标的社会福利最大化实时电价模型。提出基于改进交替方向乘子法(alternating direction method of multiplier, ADMM),即高斯回代交替方向乘子法(ADMM with Gaussian back substitution, ADMM-GBS)的分布式优化调度方法,通过将不确定模型转化为确定模型求解。仿真结果表明,所提实时电价策略能够提升社会福利,验证了模型和算法的有效性。展开更多
针对工业机械设备实时监测中不可控因素导致的振动信号数据缺失问题,提出一种基于自适应二次临近项交替方向乘子算法(adaptive quadratic proximity-alternating direction method of multipliers, AQ-ADMM)的压缩感知缺失信号重构方法...针对工业机械设备实时监测中不可控因素导致的振动信号数据缺失问题,提出一种基于自适应二次临近项交替方向乘子算法(adaptive quadratic proximity-alternating direction method of multipliers, AQ-ADMM)的压缩感知缺失信号重构方法。AQ-ADMM算法在经典交替方向乘子算法算法迭代过程中添加二次临近项,且能够自适应选取惩罚参数。首先在数据中心建立信号参考数据库用于构造初始字典,然后将K-奇异值分解(K-singular value decomposition, K-SVD)字典学习算法和AQ-ADMM算法结合重构缺失信号。对仿真信号和两种真实轴承信号数据集添加高斯白噪声后作为样本,试验结果表明当信号压缩率在50%~70%时,所提方法性能指标明显优于其它传统方法,在重构信号的同时实现了对含缺失数据机械振动信号的快速精确修复。展开更多
针对基于Farrow结构的可变分数时延(Variable fractional delay,VFD)滤波器需求解大量子滤波器系数这一关键问题,本文将稀疏约束理论引入滤波器的权系数优化中,研究具有稀疏系数的Farrow结构滤波器。在极大极小(Minimax)准则下,通过添...针对基于Farrow结构的可变分数时延(Variable fractional delay,VFD)滤波器需求解大量子滤波器系数这一关键问题,本文将稀疏约束理论引入滤波器的权系数优化中,研究具有稀疏系数的Farrow结构滤波器。在极大极小(Minimax)准则下,通过添加L1正则化约束项改进权系数优化模型,在系数(反)对称性基础上进一步增加系数的稀疏度。然后,采用交替方向乘子法(Alternating direction method of multipliers,ADMM)进行权系数迭代求解。仿真实验表明,本文提出的基于稀疏约束的VFD滤波器在保证高延迟精度的同时,乘法器和加法器分别减少了47.69%和58.60%,极大地降低了系统运算量以及复杂度。展开更多
虽然软大间隔聚类(Soft large margin clustering,SLMC)相比其他诸如K-Means等算法具有更优的聚类性能与某种程度的可解释性,然而当面对大规模分布存储数据时,均遭遇了同样的可扩展瓶颈,其涉及的核矩阵计算需要高昂的时间代价。消减此...虽然软大间隔聚类(Soft large margin clustering,SLMC)相比其他诸如K-Means等算法具有更优的聚类性能与某种程度的可解释性,然而当面对大规模分布存储数据时,均遭遇了同样的可扩展瓶颈,其涉及的核矩阵计算需要高昂的时间代价。消减此代价的有效策略之一是采用随机Fourier特征变换逼近核函数,而逼近精度所依赖的特征维度常常过高,隐含着可能过拟合的风险。本文将稀疏性嵌入核SLMC,结合交替方向乘子法(Alternating direction method of multipliers,ADMM),给出了一个分布式稀疏软大间隔聚类算法(Distributed sparse SLMC,DS-SLMC)来克服可扩展问题,同时通过稀疏化获得更好的可解释性。展开更多
In this paper,we design an efficient,multi-stage image segmentation framework that incorporates a weighted difference of anisotropic and isotropic total variation(AITV).The segmentation framework generally consists of...In this paper,we design an efficient,multi-stage image segmentation framework that incorporates a weighted difference of anisotropic and isotropic total variation(AITV).The segmentation framework generally consists of two stages:smoothing and thresholding,thus referred to as smoothing-and-thresholding(SaT).In the first stage,a smoothed image is obtained by an AITV-regularized Mumford-Shah(MS)model,which can be solved efficiently by the alternating direction method of multipliers(ADMMs)with a closed-form solution of a proximal operator of the l_(1)-αl_(2) regularizer.The convergence of the ADMM algorithm is analyzed.In the second stage,we threshold the smoothed image by K-means clustering to obtain the final segmentation result.Numerical experiments demonstrate that the proposed segmentation framework is versatile for both grayscale and color images,effcient in producing high-quality segmentation results within a few seconds,and robust to input images that are corrupted with noise,blur,or both.We compare the AITV method with its original convex TV and nonconvex TVP(O<p<1)counterparts,showcasing the qualitative and quantitative advantages of our proposed method.展开更多
个性化联邦学习侧重于为各客户端提供个性化模型,旨在提高对异构数据的处理性能,然而现有的个性化联邦学习算法大多以增加客户端参数量为代价提高个性化模型的性能,使计算变得复杂.为了解决此问题,文中提出基于稀疏正则双层优化的个性...个性化联邦学习侧重于为各客户端提供个性化模型,旨在提高对异构数据的处理性能,然而现有的个性化联邦学习算法大多以增加客户端参数量为代价提高个性化模型的性能,使计算变得复杂.为了解决此问题,文中提出基于稀疏正则双层优化的个性化联邦学习算法(Personalized Federated Learning Based on Sparsity Regularized Bi-level Optimization,pFedSRB),在客户端的个性化更新中引入l 1范数稀疏正则化,提升个性化模型的稀疏度,避免不必要的客户端参数更新,降低模型复杂度.将个性化联邦学习建模为双层优化问题,内层优化采用交替方向乘子法,可提高学习速度.在4个联邦学习基准数据集上的实验表明,pFedSRB在异构数据上表现出色,在提高模型性能的同时有效降低训练用时和空间成本.展开更多
In the contemporary era, the proliferation of information technology has led to an unprecedented surge in data generation, with this data being dispersed across a multitude of mobile devices. Facing these situations a...In the contemporary era, the proliferation of information technology has led to an unprecedented surge in data generation, with this data being dispersed across a multitude of mobile devices. Facing these situations and the training of deep learning model that needs great computing power support, the distributed algorithm that can carry out multi-party joint modeling has attracted everyone’s attention. The distributed training mode relieves the huge pressure of centralized model on computer computing power and communication. However, most distributed algorithms currently work in a master-slave mode, often including a central server for coordination, which to some extent will cause communication pressure, data leakage, privacy violations and other issues. To solve these problems, a decentralized fully distributed algorithm based on deep random weight neural network is proposed. The algorithm decomposes the original objective function into several sub-problems under consistency constraints, combines the decentralized average consensus (DAC) and alternating direction method of multipliers (ADMM), and achieves the goal of joint modeling and training through local calculation and communication of each node. Finally, we compare the proposed decentralized algorithm with several centralized deep neural networks with random weights, and experimental results demonstrate the effectiveness of the proposed algorithm.展开更多
文摘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。
文摘为研究完全去中心化的点对点(peer-to-peer,P2P)能源市场中产消者的最优清算问题,重点解决产消者内部的协作和在P2P市场中实现社会福利最大化的挑战,采用了一种新的平行、分布式的交替方向乘子法(alternating direction method of multipliers,ADMM),推导出P2P市场的交易机制。该方法考虑每个产消者的效用函数,并引入分布式发电机(distributed generator,DG)和电能存储系统(battery energy storage system,BESS)。算法中每个产消者通过迭代与其相邻的产消者同步交换少量信息,并优化以满足不同的需求。通过对6-peers系统的数值验证,证明了所提出方法的有效性。与基于池的交易机制相比,完全去中心化的P2P问题在单位时间内交易电量提升了160%,社会福利从-9.47元增加到32.43元。
基金the National Natural Science Foundation of China(61833012,61773162,61590924)the Natural Science Foundation of Shanghai(18ZR1420000)。
文摘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.
文摘实时电价是智能电网需求侧管理的有效方法,对于维持电力供需平衡、削峰填谷至关重要。为提高实时电价模型的低碳经济性和精确性,在充分考虑用户与供电侧双方利益前提下提出碳交易机制,并根据新能源的发电特性构建风光出力不确定模型,建立以用户总效用最大、供电侧成本最小为目标的社会福利最大化实时电价模型。提出基于改进交替方向乘子法(alternating direction method of multiplier, ADMM),即高斯回代交替方向乘子法(ADMM with Gaussian back substitution, ADMM-GBS)的分布式优化调度方法,通过将不确定模型转化为确定模型求解。仿真结果表明,所提实时电价策略能够提升社会福利,验证了模型和算法的有效性。
文摘针对工业机械设备实时监测中不可控因素导致的振动信号数据缺失问题,提出一种基于自适应二次临近项交替方向乘子算法(adaptive quadratic proximity-alternating direction method of multipliers, AQ-ADMM)的压缩感知缺失信号重构方法。AQ-ADMM算法在经典交替方向乘子算法算法迭代过程中添加二次临近项,且能够自适应选取惩罚参数。首先在数据中心建立信号参考数据库用于构造初始字典,然后将K-奇异值分解(K-singular value decomposition, K-SVD)字典学习算法和AQ-ADMM算法结合重构缺失信号。对仿真信号和两种真实轴承信号数据集添加高斯白噪声后作为样本,试验结果表明当信号压缩率在50%~70%时,所提方法性能指标明显优于其它传统方法,在重构信号的同时实现了对含缺失数据机械振动信号的快速精确修复。
文摘针对基于Farrow结构的可变分数时延(Variable fractional delay,VFD)滤波器需求解大量子滤波器系数这一关键问题,本文将稀疏约束理论引入滤波器的权系数优化中,研究具有稀疏系数的Farrow结构滤波器。在极大极小(Minimax)准则下,通过添加L1正则化约束项改进权系数优化模型,在系数(反)对称性基础上进一步增加系数的稀疏度。然后,采用交替方向乘子法(Alternating direction method of multipliers,ADMM)进行权系数迭代求解。仿真实验表明,本文提出的基于稀疏约束的VFD滤波器在保证高延迟精度的同时,乘法器和加法器分别减少了47.69%和58.60%,极大地降低了系统运算量以及复杂度。
文摘虽然软大间隔聚类(Soft large margin clustering,SLMC)相比其他诸如K-Means等算法具有更优的聚类性能与某种程度的可解释性,然而当面对大规模分布存储数据时,均遭遇了同样的可扩展瓶颈,其涉及的核矩阵计算需要高昂的时间代价。消减此代价的有效策略之一是采用随机Fourier特征变换逼近核函数,而逼近精度所依赖的特征维度常常过高,隐含着可能过拟合的风险。本文将稀疏性嵌入核SLMC,结合交替方向乘子法(Alternating direction method of multipliers,ADMM),给出了一个分布式稀疏软大间隔聚类算法(Distributed sparse SLMC,DS-SLMC)来克服可扩展问题,同时通过稀疏化获得更好的可解释性。
基金partially supported by the NSF grants DMS-1854434,DMS-1952644,DMS-2151235,DMS-2219904,and CAREER 1846690。
文摘In this paper,we design an efficient,multi-stage image segmentation framework that incorporates a weighted difference of anisotropic and isotropic total variation(AITV).The segmentation framework generally consists of two stages:smoothing and thresholding,thus referred to as smoothing-and-thresholding(SaT).In the first stage,a smoothed image is obtained by an AITV-regularized Mumford-Shah(MS)model,which can be solved efficiently by the alternating direction method of multipliers(ADMMs)with a closed-form solution of a proximal operator of the l_(1)-αl_(2) regularizer.The convergence of the ADMM algorithm is analyzed.In the second stage,we threshold the smoothed image by K-means clustering to obtain the final segmentation result.Numerical experiments demonstrate that the proposed segmentation framework is versatile for both grayscale and color images,effcient in producing high-quality segmentation results within a few seconds,and robust to input images that are corrupted with noise,blur,or both.We compare the AITV method with its original convex TV and nonconvex TVP(O<p<1)counterparts,showcasing the qualitative and quantitative advantages of our proposed method.
文摘个性化联邦学习侧重于为各客户端提供个性化模型,旨在提高对异构数据的处理性能,然而现有的个性化联邦学习算法大多以增加客户端参数量为代价提高个性化模型的性能,使计算变得复杂.为了解决此问题,文中提出基于稀疏正则双层优化的个性化联邦学习算法(Personalized Federated Learning Based on Sparsity Regularized Bi-level Optimization,pFedSRB),在客户端的个性化更新中引入l 1范数稀疏正则化,提升个性化模型的稀疏度,避免不必要的客户端参数更新,降低模型复杂度.将个性化联邦学习建模为双层优化问题,内层优化采用交替方向乘子法,可提高学习速度.在4个联邦学习基准数据集上的实验表明,pFedSRB在异构数据上表现出色,在提高模型性能的同时有效降低训练用时和空间成本.
文摘In the contemporary era, the proliferation of information technology has led to an unprecedented surge in data generation, with this data being dispersed across a multitude of mobile devices. Facing these situations and the training of deep learning model that needs great computing power support, the distributed algorithm that can carry out multi-party joint modeling has attracted everyone’s attention. The distributed training mode relieves the huge pressure of centralized model on computer computing power and communication. However, most distributed algorithms currently work in a master-slave mode, often including a central server for coordination, which to some extent will cause communication pressure, data leakage, privacy violations and other issues. To solve these problems, a decentralized fully distributed algorithm based on deep random weight neural network is proposed. The algorithm decomposes the original objective function into several sub-problems under consistency constraints, combines the decentralized average consensus (DAC) and alternating direction method of multipliers (ADMM), and achieves the goal of joint modeling and training through local calculation and communication of each node. Finally, we compare the proposed decentralized algorithm with several centralized deep neural networks with random weights, and experimental results demonstrate the effectiveness of the proposed algorithm.