Fast alternating direction method of multipliers for total-variation-based image restoration

A novel algorithm, i.e. the fast alternating direction method of multipliers （ADMM）, is applied to solve the classical total-variation （ TV ）-based model for image reconstruction. First, the TV-based model is reformulated as a linear equality constrained problem where the objective function is separable. Then, by introducing the augmented Lagrangian function, the two variables are alternatively minimized by the Gauss-Seidel idea. Finally, the dual variable is updated. Because the approach makes full use of the special structure of the problem and decomposes the original problem into several low-dimensional sub-problems, the per iteration computational complexity of the approach is dominated by two fast Fourier transforms. Elementary experimental results indicate that the proposed approach is more stable and efficient compared with some state-of-the-art algorithms.

Image reconstruction based on total-variation minimization and alternating direction method in linear scan computed tomography

Linear scan computed tomography （LCT） is of great benefit to online industrial scanning and security inspection due to its characteristics of straight-line source trajectory and high scanning speed. However, in practical applications of LCT, there are challenges to image reconstruction due to limited-angle and insufficient data. In this paper, a new reconstruction algorithm based on total-variation （TV） minimization is developed to reconstruct images from limited-angle and insufficient data in LCT. The main idea of our approach is to reformulate a TV problem as a linear equality constrained problem where the objective function is separable, and then minimize its augmented Lagrangian function by using alternating direction method （ADM） to solve subproblems. The proposed method is robust and efficient in the task of reconstruction by showing the convergence of ADM. The numerical simulations and real data reconstructions show that the proposed reconstruction method brings reasonable performance and outperforms some previous ones when applied to an LCT imaging problem.

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.

Nested Alternating Direction Method of Multipliers to Low-Rank and Sparse-Column Matrices Recovery

The task of dividing corrupted-data into their respective subspaces can be well illustrated,both theoretically and numerically,by recovering low-rank and sparse-column components of a given matrix.Generally,it can be characterized as a matrix and a 2,1-norm involved convex minimization problem.However,solving the resulting problem is full of challenges due to the non-smoothness of the objective function.One of the earliest solvers is an 3-block alternating direction method of multipliers(ADMM)which updates each variable in a Gauss-Seidel manner.In this paper,we present three variants of ADMM for the 3-block separable minimization problem.More preciously,whenever one variable is derived,the resulting problems can be regarded as a convex minimization with 2 blocks,and can be solved immediately using the standard ADMM.If the inner iteration loops only once,the iterative scheme reduces to the ADMM with updates in a Gauss-Seidel manner.If the solution from the inner iteration is assumed to be exact,the convergence can be deduced easily in the literature.The performance comparisons with a couple of recently designed solvers illustrate that the proposed methods are effective and competitive.

Full-vectorial finite-difference beam propagation method based on the modified alternating direction implicit method

A modified alternating direction implicit algorithm is proposed to solve the full-vectorial finite-difference beam propagation method formulation based on H fields. The cross-coupling terms are neglected in the first sub-step, but evaluated and doubly used in the second sub-step. The order of two sub-steps is reversed for each transverse magnetic field component so that the cross-coupling terms are always expressed in implicit form, thus the calculation is very efficient and stable. Moreover, an improved six-point finite-difference scheme with high accuracy independent of specific structures of waveguide is also constructed to approximate the cross-coupling terms along the transverse directions. The imaginary-distance procedure is used to assess the validity and utility of the present method. The field patterns and the normalized propagation constants of the fundamental mode for a buried rectangular waveguide and a rib waveguide are presented. Solutions are in excellent agreement with the benchmark results from the modal transverse resonance method.

Alternating Direction Finite Volume Element Methods for Three-Dimensional Parabolic Equations

This paper presents alternating direction finite volume element methods for three-dimensional parabolic partial differential equations and gives four computational schemes, one is analogous to Douglas finite difference scheme with second-order splitting error, the other two schemes have third-order splitting error, and the last one is an extended LOD scheme. The L2 norm and H1 semi-norm error estimates are obtained for the first scheme and second one, respectively. Finally, two numerical examples are provided to illustrate the efficiency and accuracy of the methods.

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.

Axisymmetric alternating direction explicit scheme for efficient coupled simulation of hydro-mechanical interaction in geotechnical engineering-Application to circular footing and deep tunnel in saturated ground

Explicit solution techniques have been widely used in geotechnical engineering for simulating the coupled hydro-mechanical(H-M) interaction of fluid flow and deformation induced by structures built above and under saturated ground, i.e. circular footing and deep tunnel. However, the technique is only conditionally stable and requires small time steps, portending its inefficiency for simulating large-scale H-M problems. To improve its efficiency, the unconditionally stable alternating direction explicit(ADE)scheme could be used to solve the flow problem. The standard ADE scheme, however, is only moderately accurate and is restricted to uniform grids and plane strain flow conditions. This paper aims to remove these drawbacks by developing a novel high-order ADE scheme capable of solving flow problems in nonuniform grids and under axisymmetric conditions. The new scheme is derived by performing a fourthorder finite difference(FD) approximation to the spatial derivatives of the axisymmetric fluid-diffusion equation in a non-uniform grid configuration. The implicit Crank-Nicolson technique is then applied to the resulting approximation, and the subsequent equation is split into two alternating direction sweeps,giving rise to a new axisymmetric ADE scheme. The pore pressure solutions from the new scheme are then sequentially coupled with an existing geomechanical simulator in the computer code fast Lagrangian analysis of continua(FLAC). This coupling procedure is called the sequentially-explicit coupling technique based on the fourth-order axisymmetric ADE scheme or SEA-4-AXI. Application of SEA-4-AXI for solving axisymmetric consolidation of a circular footing and of advancing tunnel in deep saturated ground shows that SEA-4-AXI reduces computer runtime up to 42%-50% that of FLAC’s basic scheme without numerical instability. In addition, it produces high numerical accuracy of the H-M solutions with average percentage difference of only 0.5%-1.8%.

Linearized Proximal Alternating Direction Method of Multipliers for Parallel Magnetic Resonance Imaging

In this study, we propose a linearized proximal alternating direction method with variable stepsize for solving total variation image reconstruction problems. Our method uses a linearized technique and the proximal function such that the closed form solutions of the subproblem can be easily derived.In the subproblem, we apply a variable stepsize, that is like Barzilai-Borwein stepsize, to accelerate the algorithm. Numerical results with parallel magnetic resonance imaging demonstrate the efficiency of the proposed algorithm.

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.

Multichannel Blind CT Image Restoration via Variable Splitting and Alternating Direction Method

Computed tomography(CT) blurring caused by point spread function leads to errors in quantification and visualization. In this paper, multichannel blind CT image restoration is proposed to overcome the effect of point spread function. The main advantage from multichannel blind CT image restoration is to exploit the diversity and redundancy of information in different acquisitions. The proposed approach is based on a variable splitting to obtain an equivalent constrained optimization formulation, which is addressed with the alternating direction method of multipliers and simply implemented in the Fourier domain. Numerical experiments illustrate that our method obtains a higher average gain value of at least 1.21 d B in terms of Q metric than the other methods, and it requires only 7 iterations of alternating minimization to obtain a fast convergence.

An Alternating Direction Nonmonotone Approximate Newton Algorithm for Inverse Problems

In this paper, an alternating direction nonmonotone approximate Newton algorithm (ADNAN) based on nonmonotone line search is developed for solving inverse problems. It is shown that ADNAN converges to a solution of the inverse problems and numerical results provide the effectiveness 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.

An alternating direction algorithm for matrix completion with nonnegative factors

This paper introduces an algorithm for the nonnegative matrix factorization-and-completion problem, which aims to find nonnegative low-rank matrices X and Y so that the product XY approximates a nonnegative data matrix M whose elements are partially known （to a certain accuracy）. This problem aggregates two existing problems： （i） nonnegative matrix factorization where all entries of M are given, and （ii） low-rank matrix completion where non- negativity is not required. By taking the advantages of both nonnegativity and low-rankness, one can generally obtain superior results than those of just using one of the two properties. We propose to solve the non-convex constrained least-squares problem using an algorithm based on tile classical alternating direction augmented Lagrangian method. Preliminary convergence properties of the algorithm and numerical simulation results are presented. Compared to a recent algorithm for nonnegative matrix factorization, the proposed algorithm produces factorizations of similar quality using only about half of the matrix entries. On tasks of recovering incomplete grayscale and hyperspeetral images, the proposed algorithm yields overall better qualities than those produced by two recent matrix-completion algorithms that do not exploit nonnegativity.

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.

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.

Alternating Direction Method of Multipliers for Sparse Principal Component Analysis

We consider a convex relaxation of sparse principal component analysisproposed by d' Aspremont et al. (SIAM Rev. 49:434 448, 2007). This convex relax-ation is a nonsmooth semidefinite programming problem in which the ξ1 norm of thedesired matrix is imposed in either the objective function or the constraint to improvethe sparsity of the resulting matrix. The sparse principal component is obtained by arank- one decomposition of the resulting sparse matrix. We propose an alternating di-rection method based on a variable-splitting technique and an augmented I agrangianframework for solving this nonsmooth semidefinite programming problem. In con-trast to the first-order method proposed in d' Aspremont et al. (SIAM Rev. 49:434448, 2007), which solves approximately the dual problem of the original semidefiniteprogramming problem, our method deals with the primal problem directly and solvesit exactly, which guarantees that the resulting matrix is a sparse matrix. A globalconvergence result is established for the proposed method. Numerical results on bothsynthetic problems and the real applications from classification of text data and senatevoting data are reported to demonstrate the efficacy of our method.

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.

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 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.