To preserve the edges and details of the image,a new variational model for wavelet domain inpainting was proposed which contained a non-convex regularizer. The non-convex regularizer can utilize the local information ...To preserve the edges and details of the image,a new variational model for wavelet domain inpainting was proposed which contained a non-convex regularizer. The non-convex regularizer can utilize the local information of image and perform better than those usual convex ones. In addition, to solve the non-convex minimization problem,an iterative reweighted method and a primaldual method were designed. The numerical experiments show that the new model not only gets better visual effects but also obtains higher signal to noise ratio than the recent method.展开更多
In the present paper we present a class of polynomial primal-dual interior-point algorithms for semidefmite optimization based on a kernel function. This kernel function is not a so-called self-regular function due to...In the present paper we present a class of polynomial primal-dual interior-point algorithms for semidefmite optimization based on a kernel function. This kernel function is not a so-called self-regular function due to its growth term increasing linearly. Some new analysis tools were developed which can be used to deal with complexity ＂analysis of the algorithms which use analogous strategy in [5] to design the search directions for the Newton system. The complexity bounds for the algorithms with large- and small-update methodswere obtained, namely,O（qn^（p＋q/q（P＋1）log n/ε and O（q^2√n）log n/ε,respectlvely.展开更多
Nonlinear convex cone programming(NCCP)models have found many practical applications.In this paper,we introduce a flexible first-order primal-dual algorithm,called the variant auxiliary problem principle(VAPP),for sol...Nonlinear convex cone programming(NCCP)models have found many practical applications.In this paper,we introduce a flexible first-order primal-dual algorithm,called the variant auxiliary problem principle(VAPP),for solving NCCP problems when the objective function and constraints are convex but may be nonsmooth.At each iteration,VAPP generates a nonlinear approximation of the primal augmented Lagrangian model.The approximation incorporates both linearization and a distance-like proximal term,and then the iterations of VAPP are shown to possess a decomposition property for NCCP.Motivated by recent applications in big data analytics,there has been a growing interest in the convergence rate analysis of algorithms with parallel computing capabilities for large scale optimization problems.We establish O(1/t)convergence rate towards primal optimality,feasibility and dual optimality.By adaptively setting parameters at different iterations,we show an O(1/t2)rate for the strongly convex case.Finally,we discuss some issues in the implementation of VAPP.展开更多
The primal-dual hybrid gradient method is a classic way to tackle saddle-point problems.However,its convergence is not guaranteed in general.Some restric-tions on the step size parameters,e.g.,τσ≤1/||A^(T)A||,are i...The primal-dual hybrid gradient method is a classic way to tackle saddle-point problems.However,its convergence is not guaranteed in general.Some restric-tions on the step size parameters,e.g.,τσ≤1/||A^(T)A||,are imposed to guarantee the convergence.In this paper,a new convergent method with no restriction on parame-ters is proposed.Hence the expensive calculation of ||A^(T)A|| is avoided.This method produces a predictor like other primal-dual methods but in a parallel fashion,which has the potential to speed up the method.This new iterate is then updated by a sim-ple correction to guarantee the convergence.Moreover,the parameters are adjusted dynamically to enhance the efficiency as well as the robustness of the method.The generated sequence monotonically converges to the solution set.A worst-case O(1/t)convergence rate in ergodic sense is also established under mild assumptions.The nu-merical efficiency of the proposed method is verified by applications in LASSO problem and Steiner tree problem.展开更多
Kernel functions play an important role in defining new search directions for primal-dual interior-point algorithm for solving linear optimization problems. In this paper we present a new kernel function which yields ...Kernel functions play an important role in defining new search directions for primal-dual interior-point algorithm for solving linear optimization problems. In this paper we present a new kernel function which yields an algorithm with the best known complexity bound for both large- and small-update methods.展开更多
We consider the problem of restoring images corrupted by Poisson noise. Under the framework of maximum a posteriori estimator, the problem can be converted into a minimization problem where the objective function is c...We consider the problem of restoring images corrupted by Poisson noise. Under the framework of maximum a posteriori estimator, the problem can be converted into a minimization problem where the objective function is composed of a Kullback-Leibler(KL)-divergence term for the Poisson noise and a total variation(TV) regularization term. Due to the logarithm function in the KL-divergence term, the non-differentiability of TV term and the positivity constraint on the images, it is not easy to design stable and efficiency algorithm for the problem. Recently, many researchers proposed to solve the problem by alternating direction method of multipliers(ADMM). Since the approach introduces some auxiliary variables and requires the solution of some linear systems, the iterative procedure can be complicated. Here we formulate the problem as two new constrained minimax problems and solve them by Chambolle-Pock's first order primal-dual approach. The convergence of our approach is guaranteed by their theory. Comparing with ADMM approaches, our approach requires about half of the auxiliary variables and is matrix-inversion free. Numerical results show that our proposed algorithms are efficient and outperform the ADMM approach.展开更多
Interior-point methods （IPMs） for linear optimization （LO） and semidefinite optimization （SDO） have become a hot area in mathematical programming in the last decades. In this paper, a new kernel function with si...Interior-point methods （IPMs） for linear optimization （LO） and semidefinite optimization （SDO） have become a hot area in mathematical programming in the last decades. In this paper, a new kernel function with simple algebraic expression is proposed. Based on this kernel function, a primal-dual interior-point methods （IPMs） for semidefinite optimization （SDO） is designed. And the iteration complexity of the algorithm as O（n^3/4 log n/ε） with large-updates is established. The resulting bound is better than the classical kernel function, with its iteration complexity O（n log n/ε） in large-updates case.展开更多
In this paper,we introduce for the first time a new eligible kernel function with a hyperbolic barrier term for semidefinite programming(SDP).This add a new type of functions to the class of eligible kernel functions....In this paper,we introduce for the first time a new eligible kernel function with a hyperbolic barrier term for semidefinite programming(SDP).This add a new type of functions to the class of eligible kernel functions.We prove that the interior-point algorithm based on the new kernel function meets O(n3/4 logε/n)iterations as the worst case complexity bound for the large-update method.This coincides with the complexity bound obtained by the first kernel function with a trigonometric barrier term proposed by El Ghami et al.in2012,and improves with a factor n(1/4)the obtained iteration bound based on the classic kernel function.We present some numerical simulations which show the effectiveness of the algorithm developed in this paper.展开更多
This paper investigates two distributed accelerated primal-dual neurodynamic approaches over undirected connected graphs for resource allocation problems(RAP)where the objective functions are generally convex.With the...This paper investigates two distributed accelerated primal-dual neurodynamic approaches over undirected connected graphs for resource allocation problems(RAP)where the objective functions are generally convex.With the help of projection operators,a primal-dual framework,and Nesterov's accelerated method,we first design a distributed accelerated primal-dual projection neurodynamic approach(DAPDP),and its convergence rate of the primal-dual gap is O(1/(t^(2)))by selecting appropriate parameters and initial values.Then,when the local closed convex sets are convex inequalities which have no closed-form solutions of their projection operators,we further propose a distributed accelerated penalty primal-dual neurodynamic approach(DAPPD)on the strength of the penalty method,primal-dual framework,and Nesterov's accelerated method.Based on the above analysis,we prove that DAPPD also has a convergence rate O(1/(t^(2)))of the primal-dual gap.Compared with the distributed dynamical approaches based on the classical primal-dual framework,our proposed distributed accelerated neurodynamic approaches have faster convergence rates.Numerical simulations demonstrate that our proposed neurodynamic approaches are feasible and effective.展开更多
Image segmentation is a hot topic in image science. In this paper we present a new variational segmentation model based on the theory of Mumford-Shah model. The aim of our model is to divide noised image, according to...Image segmentation is a hot topic in image science. In this paper we present a new variational segmentation model based on the theory of Mumford-Shah model. The aim of our model is to divide noised image, according to a certain criterion, into homogeneous and smooth regions that should correspond to structural units in the scene or objects of interest. The proposed region-based model uses total variation as a regularization term, and different fidelity term can be used for image segmentation in the cases of physical noise, such as Gaussian, Poisson and multiplicative speckle noise. Our model consists of five weighted terms, two of them are responsible for image denoising based on fidelity term and total variation term, the others assure that the three conditions of adherence to the data, smoothing, and discontinuity detection are met at once. We also develop a primal-dual hybrid gradient algorithm for our model. Numerical results on various synthetic and real images are provided to compare our method with others, these results show that our proposed model and algorithms are effective.展开更多
This paper presents a TOPF （three-phase optimal power flow） model that represents photovoltaic systems. The PV plant is modeled in the TOPF as active and reactive power source. Reactive power can be generated or abs...This paper presents a TOPF （three-phase optimal power flow） model that represents photovoltaic systems. The PV plant is modeled in the TOPF as active and reactive power source. Reactive power can be generated or absorbed using the available capacity and the adjustable power factor of the inverter. The reduction of unbalance voltage and losses in the distribution systems is obtained by actions of reactive power control of the inverter. The TOPF is formulated by current balance equations and the PV systems are modeled via an equivalent circuit. The primal-dual interior point method is used to obtain the optimal operating points for the systems for different scenarios of solar irradiance and temperature, thus providing a detailed view of the impact of photovoltaic distributed generation.展开更多
In this paper, we construct several efficient first-order splitting algorithms for solving a multi-block composite convex optimization problem. The objective function includes a smooth function with a Lipschitz contin...In this paper, we construct several efficient first-order splitting algorithms for solving a multi-block composite convex optimization problem. The objective function includes a smooth function with a Lipschitz continuous gradient, a proximable convex function that may be nonsmooth, and a finite sum composed of a proximable function and a bounded linear operator. To solve such an optimization problem, we transform it into the sum of three convex functions by defining an appropriate inner product space. Based on the dual forward-backward splitting algorithm and the primal-dual forward-backward splitting algorithm, we develop several iterative algorithms that involve only computing the gradient of the differentiable function and proximity operators of related convex functions. These iterative algorithms are matrix-inversion-free and completely splitting algorithms. Finally, we employ the proposed iterative algorithms to solve a regularized general prior image constrained compressed sensing model that is derived from computed tomography image reconstruction. Numerical results show that the proposed iterative algorithms outperform the compared algorithms including the alternating direction method of multipliers, the splitting primal-dual proximity algorithm, and the preconditioned splitting primal-dual proximity algorithm.展开更多
基金National Natural Science Foundations of China(Nos.61301229,61101208)Doctoral Research Funds of Henan University of Science and Technology,China(Nos.09001708,09001751)
文摘To preserve the edges and details of the image,a new variational model for wavelet domain inpainting was proposed which contained a non-convex regularizer. The non-convex regularizer can utilize the local information of image and perform better than those usual convex ones. In addition, to solve the non-convex minimization problem,an iterative reweighted method and a primaldual method were designed. The numerical experiments show that the new model not only gets better visual effects but also obtains higher signal to noise ratio than the recent method.
文摘In the present paper we present a class of polynomial primal-dual interior-point algorithms for semidefmite optimization based on a kernel function. This kernel function is not a so-called self-regular function due to its growth term increasing linearly. Some new analysis tools were developed which can be used to deal with complexity ＂analysis of the algorithms which use analogous strategy in [5] to design the search directions for the Newton system. The complexity bounds for the algorithms with large- and small-update methodswere obtained, namely,O（qn^（p＋q/q（P＋1）log n/ε and O（q^2√n）log n/ε,respectlvely.
基金This research was supported by the National Natural Science Foundation of China(Nos.71471112 and 71871140).
文摘Nonlinear convex cone programming(NCCP)models have found many practical applications.In this paper,we introduce a flexible first-order primal-dual algorithm,called the variant auxiliary problem principle(VAPP),for solving NCCP problems when the objective function and constraints are convex but may be nonsmooth.At each iteration,VAPP generates a nonlinear approximation of the primal augmented Lagrangian model.The approximation incorporates both linearization and a distance-like proximal term,and then the iterations of VAPP are shown to possess a decomposition property for NCCP.Motivated by recent applications in big data analytics,there has been a growing interest in the convergence rate analysis of algorithms with parallel computing capabilities for large scale optimization problems.We establish O(1/t)convergence rate towards primal optimality,feasibility and dual optimality.By adaptively setting parameters at different iterations,we show an O(1/t2)rate for the strongly convex case.Finally,we discuss some issues in the implementation of VAPP.
基金This research is supported by National Natural Science Foundation of China(Nos.71201080,71571096)Social Science Foundation of Jiang-su Province(No.14GLC001)Fundamental Research Funds for the Central Universities(No.020314380016).
文摘The primal-dual hybrid gradient method is a classic way to tackle saddle-point problems.However,its convergence is not guaranteed in general.Some restric-tions on the step size parameters,e.g.,τσ≤1/||A^(T)A||,are imposed to guarantee the convergence.In this paper,a new convergent method with no restriction on parame-ters is proposed.Hence the expensive calculation of ||A^(T)A|| is avoided.This method produces a predictor like other primal-dual methods but in a parallel fashion,which has the potential to speed up the method.This new iterate is then updated by a sim-ple correction to guarantee the convergence.Moreover,the parameters are adjusted dynamically to enhance the efficiency as well as the robustness of the method.The generated sequence monotonically converges to the solution set.A worst-case O(1/t)convergence rate in ergodic sense is also established under mild assumptions.The nu-merical efficiency of the proposed method is verified by applications in LASSO problem and Steiner tree problem.
基金Supported by National Natural Science Foundation of China (Grant Nos.10771133 and 70871082)Shanghai Leading Academic Discipline Project (Grant No.S30104)
文摘Kernel functions play an important role in defining new search directions for primal-dual interior-point algorithm for solving linear optimization problems. In this paper we present a new kernel function which yields an algorithm with the best known complexity bound for both large- and small-update methods.
基金supported by National Natural Science Foundation of China(Grant Nos.1136103011271049 and 11271049)+5 种基金the Project Sponsored by the Scientific Research Foundation for the Returned Overseas Chinese ScholarsState Education Ministry(Grant Nos.CUHK400412HKBU502814211911and 12302714)Hong Kong Research Grants Council(Grant No.Ao E/M-05/12)FRGs of Hong Kong Baptist University
文摘We consider the problem of restoring images corrupted by Poisson noise. Under the framework of maximum a posteriori estimator, the problem can be converted into a minimization problem where the objective function is composed of a Kullback-Leibler(KL)-divergence term for the Poisson noise and a total variation(TV) regularization term. Due to the logarithm function in the KL-divergence term, the non-differentiability of TV term and the positivity constraint on the images, it is not easy to design stable and efficiency algorithm for the problem. Recently, many researchers proposed to solve the problem by alternating direction method of multipliers(ADMM). Since the approach introduces some auxiliary variables and requires the solution of some linear systems, the iterative procedure can be complicated. Here we formulate the problem as two new constrained minimax problems and solve them by Chambolle-Pock's first order primal-dual approach. The convergence of our approach is guaranteed by their theory. Comparing with ADMM approaches, our approach requires about half of the auxiliary variables and is matrix-inversion free. Numerical results show that our proposed algorithms are efficient and outperform the ADMM approach.
基金Project supported by the National Natural Science Foundation of China （Grant No. 10117733）, the Shanghai Leading Academic Discipline Project （Grant No.J50101）, and the Foundation of Scientific Research for Selecting and Cultivating Young Excellent University Teachers in Shanghai （Grant No.06XPYQ52）
文摘Interior-point methods （IPMs） for linear optimization （LO） and semidefinite optimization （SDO） have become a hot area in mathematical programming in the last decades. In this paper, a new kernel function with simple algebraic expression is proposed. Based on this kernel function, a primal-dual interior-point methods （IPMs） for semidefinite optimization （SDO） is designed. And the iteration complexity of the algorithm as O（n^3/4 log n/ε） with large-updates is established. The resulting bound is better than the classical kernel function, with its iteration complexity O（n log n/ε） in large-updates case.
文摘In this paper,we introduce for the first time a new eligible kernel function with a hyperbolic barrier term for semidefinite programming(SDP).This add a new type of functions to the class of eligible kernel functions.We prove that the interior-point algorithm based on the new kernel function meets O(n3/4 logε/n)iterations as the worst case complexity bound for the large-update method.This coincides with the complexity bound obtained by the first kernel function with a trigonometric barrier term proposed by El Ghami et al.in2012,and improves with a factor n(1/4)the obtained iteration bound based on the classic kernel function.We present some numerical simulations which show the effectiveness of the algorithm developed in this paper.
基金supported by the National Natural Science Foundation of China (Grant No.62176218)the Fundamental Research Funds for the Central Universities (Grant No.XDJK2020TY003)。
文摘This paper investigates two distributed accelerated primal-dual neurodynamic approaches over undirected connected graphs for resource allocation problems(RAP)where the objective functions are generally convex.With the help of projection operators,a primal-dual framework,and Nesterov's accelerated method,we first design a distributed accelerated primal-dual projection neurodynamic approach(DAPDP),and its convergence rate of the primal-dual gap is O(1/(t^(2)))by selecting appropriate parameters and initial values.Then,when the local closed convex sets are convex inequalities which have no closed-form solutions of their projection operators,we further propose a distributed accelerated penalty primal-dual neurodynamic approach(DAPPD)on the strength of the penalty method,primal-dual framework,and Nesterov's accelerated method.Based on the above analysis,we prove that DAPPD also has a convergence rate O(1/(t^(2)))of the primal-dual gap.Compared with the distributed dynamical approaches based on the classical primal-dual framework,our proposed distributed accelerated neurodynamic approaches have faster convergence rates.Numerical simulations demonstrate that our proposed neurodynamic approaches are feasible and effective.
基金Supported in part by the NNSF of China(11301129,11271323,91330105,11326033)the Zhejiang Provincial Natural Science Foundation of China(LQ13A010025,LZ13A010002)
文摘Image segmentation is a hot topic in image science. In this paper we present a new variational segmentation model based on the theory of Mumford-Shah model. The aim of our model is to divide noised image, according to a certain criterion, into homogeneous and smooth regions that should correspond to structural units in the scene or objects of interest. The proposed region-based model uses total variation as a regularization term, and different fidelity term can be used for image segmentation in the cases of physical noise, such as Gaussian, Poisson and multiplicative speckle noise. Our model consists of five weighted terms, two of them are responsible for image denoising based on fidelity term and total variation term, the others assure that the three conditions of adherence to the data, smoothing, and discontinuity detection are met at once. We also develop a primal-dual hybrid gradient algorithm for our model. Numerical results on various synthetic and real images are provided to compare our method with others, these results show that our proposed model and algorithms are effective.
文摘This paper presents a TOPF （three-phase optimal power flow） model that represents photovoltaic systems. The PV plant is modeled in the TOPF as active and reactive power source. Reactive power can be generated or absorbed using the available capacity and the adjustable power factor of the inverter. The reduction of unbalance voltage and losses in the distribution systems is obtained by actions of reactive power control of the inverter. The TOPF is formulated by current balance equations and the PV systems are modeled via an equivalent circuit. The primal-dual interior point method is used to obtain the optimal operating points for the systems for different scenarios of solar irradiance and temperature, thus providing a detailed view of the impact of photovoltaic distributed generation.
基金The authors would like to thank the two anonymous reviewers for their suggestions and comments to improve the manuscript. This work was supported by the National Natural Science Foundations of China (11401293, 11661056, 11771198)the Natural Science Foundations of Jiangxi Province (20151BAB211010)+1 种基金the China Postdoctoral Science Foundation (2015M571989)the Jiangxi Province Postdoctoral Science Foundation (2015KY51).
文摘In this paper, we construct several efficient first-order splitting algorithms for solving a multi-block composite convex optimization problem. The objective function includes a smooth function with a Lipschitz continuous gradient, a proximable convex function that may be nonsmooth, and a finite sum composed of a proximable function and a bounded linear operator. To solve such an optimization problem, we transform it into the sum of three convex functions by defining an appropriate inner product space. Based on the dual forward-backward splitting algorithm and the primal-dual forward-backward splitting algorithm, we develop several iterative algorithms that involve only computing the gradient of the differentiable function and proximity operators of related convex functions. These iterative algorithms are matrix-inversion-free and completely splitting algorithms. Finally, we employ the proposed iterative algorithms to solve a regularized general prior image constrained compressed sensing model that is derived from computed tomography image reconstruction. Numerical results show that the proposed iterative algorithms outperform the compared algorithms including the alternating direction method of multipliers, the splitting primal-dual proximity algorithm, and the preconditioned splitting primal-dual proximity algorithm.
