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Impact Force Localization and Reconstruction via ADMM-based Sparse Regularization Method
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作者 Yanan Wang Lin Chen +3 位作者 Junjiang Liu Baijie Qiao Weifeng He Xuefeng Chen 《Chinese Journal of Mechanical Engineering》 SCIE EI CAS CSCD 2024年第3期170-188,共19页
In practice,simultaneous impact localization and time history reconstruction can hardly be achieved,due to the illposed and under-determined problems induced by the constrained and harsh measuring conditions.Although ... In practice,simultaneous impact localization and time history reconstruction can hardly be achieved,due to the illposed and under-determined problems induced by the constrained and harsh measuring conditions.Although l_(1) regularization can be used to obtain sparse solutions,it tends to underestimate solution amplitudes as a biased estimator.To address this issue,a novel impact force identification method with l_(p) regularization is proposed in this paper,using the alternating direction method of multipliers(ADMM).By decomposing the complex primal problem into sub-problems solvable in parallel via proximal operators,ADMM can address the challenge effectively.To mitigate the sensitivity to regularization parameters,an adaptive regularization parameter is derived based on the K-sparsity strategy.Then,an ADMM-based sparse regularization method is developed,which is capable of handling l_(p) regularization with arbitrary p values using adaptively-updated parameters.The effectiveness and performance of the proposed method are validated on an aircraft skin-like composite structure.Additionally,an investigation into the optimal p value for achieving high-accuracy solutions via l_(p) regularization is conducted.It turns out that l_(0.6)regularization consistently yields sparser and more accurate solutions for impact force identification compared to the classic l_(1) regularization method.The impact force identification method proposed in this paper can simultaneously reconstruct impact time history with high accuracy and accurately localize the impact using an under-determined sensor configuration. 展开更多
关键词 Impact force identification Non-convex sparse regularization Alternating direction method of multipliers Proximal operators
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Fast alternating direction method of multipliers for total-variation-based image restoration 被引量:1
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作者 陶敏 《Journal of Southeast University(English Edition)》 EI CAS 2011年第4期379-383,共5页
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 refo... 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. 展开更多
关键词 total variation DECONVOLUTION alternating direction method of multiplier
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Reconstruction of electrical capacitance tomography images based on fast linearized alternating direction method of multipliers for two-phase flow system 被引量:4
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作者 Chongkun Xia Chengli Su +1 位作者 Jiangtao Cao Ping Li 《Chinese Journal of Chemical Engineering》 SCIE EI CAS CSCD 2016年第5期597-605,共9页
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 ... 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. 展开更多
关键词 Electrical capacitance tomography Image reconstruction Compressed sensing Alternating direction method of multipliers Two-phase flow
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Nested Alternating Direction Method of Multipliers to Low-Rank and Sparse-Column Matrices Recovery 被引量:5
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作者 SHEN Nan JIN Zheng-fen WANG Qiu-yu 《Chinese Quarterly Journal of Mathematics》 2021年第1期90-110,共21页
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 ... 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. 展开更多
关键词 Convex optimization Variational inequality problem Alternating direction method of multipliers Low-rank representation Subspace recovery
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Distributed MPC for Reconfigurable Architecture Systems via Alternating Direction Method of Multipliers
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作者 Ting Bai Shaoyuan Li Yuanyuan Zou 《IEEE/CAA Journal of Automatica Sinica》 SCIE EI CSCD 2021年第7期1336-1344,共9页
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
关键词 Alternating direction method of multipliers(ADMM)algorithm distributed control model predictive control(MPC) reconfigurable architecture systems.
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Distributed Alternating Direction Method of Multipliers for Multi-Objective Optimization
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作者 Hui Deng Yangdong Xu 《Advances in Pure Mathematics》 2022年第4期249-259,共11页
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 algor... 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. 展开更多
关键词 Alternating Direction method of multipliers Distributed Algorithm Multi-Objective Optimization Multi-Agent System
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An Efficient Smoothing and Thresholding Image Segmentation Framework with Weighted Anisotropic-Isotropic Total Variation
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作者 Kevin Bui Yifei Lou +1 位作者 Fredrick Park Jack Xin 《Communications on Applied Mathematics and Computation》 EI 2024年第2期1369-1405,共37页
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
关键词 Image segmentation Non-convex optimization Mumford-Shah(MS)model Alternating direction method of multipliers(ADMMs) Proximal operator
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Fully Distributed Learning for Deep Random Vector Functional-Link Networks
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作者 Huada Zhu Wu Ai 《Journal of Applied Mathematics and Physics》 2024年第4期1247-1262,共16页
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
关键词 Distributed Optimization Deep Neural Network Random Vector Functional-Link (RVFL) Network Alternating Direction method of multipliers (ADMM)
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Two-stage ADMM-based distributed optimal reactive power control method for wind farms considering wake effects 被引量:3
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作者 Zhenming Li Zhao Xu +2 位作者 Yawen Xie Donglian Qi Jianliang Zhang 《Global Energy Interconnection》 EI CAS CSCD 2021年第3期251-260,共10页
Since the connection of small-scale wind farms to distribution networks,power grid voltage stability has been reduced with increasing wind penetration in recent years,owing to the variable reactive power consumption o... Since the connection of small-scale wind farms to distribution networks,power grid voltage stability has been reduced with increasing wind penetration in recent years,owing to the variable reactive power consumption of wind generators.In this study,a two-stage reactive power optimization method based on the alternating direction method of multipliers(ADMM)algorithm is proposed for achieving optimal reactive power dispatch in wind farm-integrated distribution systems.Unlike existing optimal reactive power control methods,the proposed method enables distributed reactive power flow optimization with a two-stage optimization structure.Furthermore,under the partition concept,the consensus protocol is not needed to solve the optimization problems.In this method,the influence of the wake effect of each wind turbine is also considered in the control design.Simulation results for a mid-voltage distribution system based on MATLAB verified the effectiveness of the proposed method. 展开更多
关键词 Two-stage optimization Reactive power optimization Grid-connected wind farms Alternating direction method of multipliers(ADMM)
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L1/2 -Regularized Quantile Method for Sparse Phase Retrieval
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作者 Si Shen Jiayao Xiang +1 位作者 Huijuan Lv Ailing Yan 《Open Journal of Applied Sciences》 CAS 2022年第12期2135-2151,共17页
The sparse phase retrieval aims to recover the sparse signal from quadratic measurements. However, the measurements are often affected by outliers and asymmetric distribution noise. This paper introduces a novel metho... The sparse phase retrieval aims to recover the sparse signal from quadratic measurements. However, the measurements are often affected by outliers and asymmetric distribution noise. This paper introduces a novel method that combines the quantile regression and the L<sub>1/2</sub>-regularizer. It is a non-convex, non-smooth, non-Lipschitz optimization problem. We propose an efficient algorithm based on the Alternating Direction Methods of Multiplier (ADMM) to solve the corresponding optimization problem. Numerous numerical experiments show that this method can recover sparse signals with fewer measurements and is robust to dense bounded noise and Laplace noise. 展开更多
关键词 Sparse Phase Retrieval Nonconvex Optimization Alternating Direction method of multipliers Quantile Regression Model ROBUSTNESS
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Stochastic Accelerated Alternating Direction Method of Multipliers for Hedging Communication Noise in Combined Heat and Power Dispatch 被引量:1
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作者 Zhigang Li Xinyu Liang +4 位作者 Fan Hu Wen Xiong Renbo Wu J.H.Zheng Q.H.Wu 《CSEE Journal of Power and Energy Systems》 SCIE EI CSCD 2023年第2期696-706,共11页
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... 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. 展开更多
关键词 Alternating direction method of multipliers combined heat and power dispatch communication noise decentralized optimization
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A Bregman-style Partially Symmetric Alternating Direction Method of Multipliers for Nonconvex Multi-block Optimization
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作者 Peng-jie LIU Jin-bao JIAN Guo-dong MA 《Acta Mathematicae Applicatae Sinica》 SCIE CSCD 2023年第2期354-380,共27页
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 u... 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. 展开更多
关键词 nonconvex optimization multi-block optimization alternating direction method with multipliers Kurdyka-Lojasiewicz property convergence rate
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A New Stopping Criterion for Eckstein and Bertsekas’s Generalized Alternating Direction Method of Multipliers
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作者 Xin-Xin Li Xiao-Ya Zhang 《Journal of the Operations Research Society of China》 EI CSCD 2023年第4期941-955,共15页
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 ... 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). 展开更多
关键词 Convex optimization Generalized alternating direction method of multipliers Proximal point algorithm Stopping criterion
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A Symmetric Linearized Alternating Direction Method of Multipliers for a Class of Stochastic Optimization Problems
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作者 Jia HU Qimin HU 《Journal of Systems Science and Information》 CSCD 2023年第1期58-77,共20页
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 s... 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. 展开更多
关键词 alternating direction method of multipliers stochastic approximation expected convergence rate and high probability bound convex optimization machine learning
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MEC和区块链赋能无人机辅助的物联网资源优化 被引量:2
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作者 张延华 赵铖泽 +3 位作者 李萌 司鹏搏 孙恩昌 杨睿哲 《北京工业大学学报》 CAS CSCD 北大核心 2022年第9期935-943,共9页
针对物联网设备部署在较偏远地区而导致的传输链路易受损或传输覆盖范围有限等问题,在此场景中引入无人机和移动边缘计算(mobile edge computing, MEC)技术,有效改善物联网设备能源供给,优化计算资源,同时提升通信覆盖范围,减少不必要... 针对物联网设备部署在较偏远地区而导致的传输链路易受损或传输覆盖范围有限等问题,在此场景中引入无人机和移动边缘计算(mobile edge computing, MEC)技术,有效改善物联网设备能源供给,优化计算资源,同时提升通信覆盖范围,减少不必要的网络开销.另外,区块链技术的引入保证了数据计算卸载与交互过程中的安全性和可靠性,实现了数据共享.因此,面向无人机辅助的物联网系统提出一种融合MEC和区块链的资源分配决策方法,以实现MEC系统和区块链系统性能的最佳权衡为目标,综合考虑频谱资源和计算资源的分配,构建问题模型,并采用基于交替方向乘子(alternating direction method of multipliers, ADMM)法的分布式优化算法求解该优化问题.仿真结果表明,所提优化框架可以有效减少MEC系统的总能耗和区块链系统的计算时延.同时,所提方法具有良好的收敛性能,系统稳定性得到充分保证. 展开更多
关键词 资源优化 物联网 无人机 移动边缘计算(mobile edge computing MEC) 区块链 交替方向乘子法(alternating direction method of multipliers ADMM)
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A proximal point algorithm revisit on the alternating direction method of multipliers 被引量:23
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作者 CAI XingJu GU GuoYong +1 位作者 HE BingSheng YUAN XiaoMing 《Science China Mathematics》 SCIE 2013年第10期2179-2186,共8页
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 app... 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. 展开更多
关键词 alternating direction method of multipliers convergence rate convex programming proximalpoint algorithm
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A Survey on Some Recent Developments of Alternating Direction Method of Multipliers 被引量:6
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作者 De-Ren Han 《Journal of the Operations Research Society of China》 EI CSCD 2022年第1期1-52,共52页
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 rat... 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. 展开更多
关键词 Alternating direction method of multipliers Global convergence Rate of convergence Nonconvex optimization
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Decentralized Demand Management Based on Alternating Direction Method of Multipliers Algorithm for Industrial Park with CHP Units and Thermal Storage 被引量:7
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作者 Jingdong Wei Yao Zhang +3 位作者 Jianxue Wang Lei Wu Peiqi Zhao Zhengting Jiang 《Journal of Modern Power Systems and Clean Energy》 SCIE EI CSCD 2022年第1期120-130,共11页
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 deman... 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. 展开更多
关键词 Alternating direction method of multipliers(ADMM) combined heat and power(CHP)unit demand management industrial park integrated demand response(IDR) thermal storage
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Adaptive Linearized Alternating Direction Method of Multipliers for Non-Convex Compositely Regularized Optimization Problems 被引量:5
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作者 Linbo Qiao Bofeng Zhang +1 位作者 Xicheng Lu Jinshu Su 《Tsinghua Science and Technology》 SCIE EI CAS CSCD 2017年第3期328-341,共14页
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... 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. 展开更多
关键词 adaptive linearized alternating direction method of multipliers non-convex compositely regularizedoptimization cappled-ll regularized logistic regression
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An LQP-Based Symmetric Alternating Direction Method of Multipliers with Larger Step Sizes 被引量:4
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作者 Zhong-Ming Wu Min Li 《Journal of the Operations Research Society of China》 EI CSCD 2019年第2期365-383,共19页
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 si... 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. 展开更多
关键词 Convex optimization Symmetric alternating direction method of multipliers Logarithmic-quadratic proximal regularization Larger step sizes Global convergence
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