This paper proposes two kinds of approximate proximal point algorithms (APPA) for monotone variational inequalities, both of which can be viewed as two extended versions of Solodov and Svaiter's APPA in the paper ...This paper proposes two kinds of approximate proximal point algorithms (APPA) for monotone variational inequalities, both of which can be viewed as two extended versions of Solodov and Svaiter's APPA in the paper "Error bounds for proximal point subproblems and associated inexact proximal point algorithms" published in 2000. They are both prediction- correction methods which use the same inexactness restriction; the only difference is that they use different search directions in the correction steps. This paper also chooses an optimal step size in the two versions of the APPA to improve the profit at each iteration. Analysis also shows that the two APPAs are globally convergent under appropriate assumptions, and we can expect algorithm 2 to get more progress in every iteration than algorithm 1. Numerical experiments indicate that algorithm 2 is more efficient than algorithm 1 with the same correction step size,展开更多
In this paper, a class of generalized strongly nonlinear quasivariational inclusions are studied. By using the properties of the resolvent operator associated with a maximal monotone; mapping in Hilbert space, an exis...In this paper, a class of generalized strongly nonlinear quasivariational inclusions are studied. By using the properties of the resolvent operator associated with a maximal monotone; mapping in Hilbert space, an existence theorem of solutions for generalized strongly nonlinear quasivariational inclusion is established and a new proximal point algorithm with errors is suggested for finding approximate solutions which strongly converge to the exact solution of the generalized strongly, nonlinear quasivariational inclusion. As special cases, some known results in this field are also discussed.展开更多
Proximal point algorithms (PPA) are attractive methods for solving monotone variational inequalities (MVI). Since solving the sub-problem exactly in each iteration is costly or sometimes impossible, various approx...Proximal point algorithms (PPA) are attractive methods for solving monotone variational inequalities (MVI). Since solving the sub-problem exactly in each iteration is costly or sometimes impossible, various approximate versions ofPPA (APPA) are developed for practical applications. In this paper, we compare two APPA methods, both of which can be viewed as prediction-correction methods. The only difference is that they use different search directions in the correction-step. By extending the general forward-backward splitting methods, we obtain Algorithm Ⅰ; in the same way, Algorithm Ⅱ is proposed by spreading the general extra-gradient methods. Our analysis explains theoretically why Algorithm Ⅱ usually outperforms Algorithm Ⅰ. For computation practice, we consider a class of MVI with a special structure, and choose the extending Algorithm Ⅱ to implement, which is inspired by the idea of Gauss-Seidel iteration method making full use of information about the latest iteration. And in particular, self-adaptive techniques are adopted to adjust relevant parameters for faster convergence. Finally, some numerical experiments are reported on the separated MVI. Numerical results showed that the extending Algorithm II is feasible and easy to implement with relatively low computation load.展开更多
In order to find roots of maximal monotone operators, this paper introduces and studies the modified approximate proximal point algorithm with an error sequence {e k} such that || ek || \leqslant hk || xk - [(x)\tilde...In order to find roots of maximal monotone operators, this paper introduces and studies the modified approximate proximal point algorithm with an error sequence {e k} such that || ek || \leqslant hk || xk - [(x)\tilde]k ||\left\| { e^k } \right\| \leqslant \eta _k \left\| { x^k - \tilde x^k } \right\| with ?k = 0¥ ( hk - 1 ) < + ¥\sum\limits_{k = 0}^\infty {\left( {\eta _k - 1} \right)} and infk \geqslant 0 hk = m\geqslant 1\mathop {\inf }\limits_{k \geqslant 0} \eta _k = \mu \geqslant 1 . Here, the restrictions on {η k} are very different from the ones on {η k}, given by He et al (Science in China Ser. A, 2002, 32 (11): 1026–1032.) that supk \geqslant 0 hk = v < 1\mathop {\sup }\limits_{k \geqslant 0} \eta _k = v . Moreover, the characteristic conditions of the convergence of the modified approximate proximal point algorithm are presented by virtue of the new technique very different from the ones given by He et al.展开更多
In this paper, a new class of over-relaxed proximal point algorithms for solving nonlinear operator equations with (A,η,m)-monotonicity framework in Hilbert spaces is introduced and studied. Further, by using the gen...In this paper, a new class of over-relaxed proximal point algorithms for solving nonlinear operator equations with (A,η,m)-monotonicity framework in Hilbert spaces is introduced and studied. Further, by using the generalized resolvent operator technique associated with the (A,η,m)-monotone operators, the approximation solvability of the operator equation problems and the convergence of iterative sequences generated by the algorithm are discussed. Our results improve and generalize the corresponding results in the literature.展开更多
We introduced a new class of fuzzy set-valued variational inclusions with (H,η)-monotone mappings. Using the resolvent operator method in Hilbert spaces, we suggested a new proximal point algorithm for finding approx...We introduced a new class of fuzzy set-valued variational inclusions with (H,η)-monotone mappings. Using the resolvent operator method in Hilbert spaces, we suggested a new proximal point algorithm for finding approximate solutions, which strongly converge to the exact solution of a fuzzy set-valued variational inclusion with (H,η)-monotone. The results improved and generalized the general quasi-variational inclusions with fuzzy set-valued mappings proposed by Jin and Tian Jin MM, Perturbed proximal point algorithm for general quasi-variational inclusions with fuzzy set-valued mappings, OR Transactions, 2005, 9(3): 31-38, (In Chinese); Tian YX, Generalized nonlinear implicit quasi-variational inclusions with fuzzy mappings, Computers & Mathematics with Applications, 2001, 42: 101-108.展开更多
In this paper,an accelerated proximal gradient algorithm is proposed for Hankel tensor completion problems.In our method,the iterative completion tensors generated by the new algorithm keep Hankel structure based on p...In this paper,an accelerated proximal gradient algorithm is proposed for Hankel tensor completion problems.In our method,the iterative completion tensors generated by the new algorithm keep Hankel structure based on projection on the Hankel tensor set.Moreover,due to the special properties of Hankel structure,using the fast singular value thresholding operator of the mode-s unfolding of a Hankel tensor can decrease the computational cost.Meanwhile,the convergence of the new algorithm is discussed under some reasonable conditions.Finally,the numerical experiments show the effectiveness of the proposed algorithm.展开更多
软聚类常用于解决多任务联邦学习(federated learning,FL)场景下存在非独立同分布(non-independent and identically distributed,non-IID)数据时的模型精度下降问题。然而,使用软聚类需上传和下载更多的模型参数。为了应对这一挑战,提...软聚类常用于解决多任务联邦学习(federated learning,FL)场景下存在非独立同分布(non-independent and identically distributed,non-IID)数据时的模型精度下降问题。然而,使用软聚类需上传和下载更多的模型参数。为了应对这一挑战,提出了基于局部性原理的联邦学习(federated learning with principle of locality,FedPol)算法。采用近端局部更新机制以确保客户端的本地更新在一定范围内波动;利用客户端本地数据分布的局部特性,整合历史数据分布信息至模型训练过程,加速了模型收敛,减少了需要传输的参数量。仿真实验证明,针对non-IID数据,FedPol算法可以在保持模型精度的前提下比其他算法减少约10%的迭代轮次,有效降低了通信成本。展开更多
随着空间目标的数量逐渐增多、空中目标动态性日趋提升,对目标的观测定位问题变得愈发重要.由于需同时观测的目标多且目标动态性强,而星座观测资源有限,为了更高效地调用星座观测资源,需要动态调整多目标协同观测方案,使各目标均具有较...随着空间目标的数量逐渐增多、空中目标动态性日趋提升,对目标的观测定位问题变得愈发重要.由于需同时观测的目标多且目标动态性强,而星座观测资源有限,为了更高效地调用星座观测资源,需要动态调整多目标协同观测方案,使各目标均具有较好的定位精度,因此需解决星座协同观测多目标的任务规划问题.建立星座姿态轨道模型、目标飞行模型、目标协同探测及定位模型,提出基于几何精度衰减因子(geometric dilution of precision, GDOP)的目标观测定位误差预估模型及目标观测优先级模型,建立基于强化学习的协同观测任务规划框架,采用多头自注意力机制建立策略网络,以及近端策略优化算法开展任务规划算法训练.仿真验证论文提出的方法相比传统启发式方法提升了多目标观测精度和有效跟踪时间,相比遗传算法具有更快的计算速度.展开更多
Many machine learning problems can be formulated as minimizing the sum of a function and a non-smooth regularization term.Proximal stochastic gradient methods are popular for solving such composite optimization proble...Many machine learning problems can be formulated as minimizing the sum of a function and a non-smooth regularization term.Proximal stochastic gradient methods are popular for solving such composite optimization problems.We propose a minibatch proximal stochastic recursive gradient algorithm SRG-DBB,which incorporates the diagonal Barzilai–Borwein(DBB)stepsize strategy to capture the local geometry of the problem.The linear convergence and complexity of SRG-DBB are analyzed for strongly convex functions.We further establish the linear convergence of SRGDBB under the non-strong convexity condition.Moreover,it is proved that SRG-DBB converges sublinearly in the convex case.Numerical experiments on standard data sets indicate that the performance of SRG-DBB is better than or comparable to the proximal stochastic recursive gradient algorithm with best-tuned scalar stepsizes or BB stepsizes.Furthermore,SRG-DBB is superior to some advanced mini-batch proximal stochastic gradient methods.展开更多
文摘This paper proposes two kinds of approximate proximal point algorithms (APPA) for monotone variational inequalities, both of which can be viewed as two extended versions of Solodov and Svaiter's APPA in the paper "Error bounds for proximal point subproblems and associated inexact proximal point algorithms" published in 2000. They are both prediction- correction methods which use the same inexactness restriction; the only difference is that they use different search directions in the correction steps. This paper also chooses an optimal step size in the two versions of the APPA to improve the profit at each iteration. Analysis also shows that the two APPAs are globally convergent under appropriate assumptions, and we can expect algorithm 2 to get more progress in every iteration than algorithm 1. Numerical experiments indicate that algorithm 2 is more efficient than algorithm 1 with the same correction step size,
文摘In this paper, a class of generalized strongly nonlinear quasivariational inclusions are studied. By using the properties of the resolvent operator associated with a maximal monotone; mapping in Hilbert space, an existence theorem of solutions for generalized strongly nonlinear quasivariational inclusion is established and a new proximal point algorithm with errors is suggested for finding approximate solutions which strongly converge to the exact solution of the generalized strongly, nonlinear quasivariational inclusion. As special cases, some known results in this field are also discussed.
基金Project (No. 1027054) supported by the National Natural Science Foundation of China
文摘Proximal point algorithms (PPA) are attractive methods for solving monotone variational inequalities (MVI). Since solving the sub-problem exactly in each iteration is costly or sometimes impossible, various approximate versions ofPPA (APPA) are developed for practical applications. In this paper, we compare two APPA methods, both of which can be viewed as prediction-correction methods. The only difference is that they use different search directions in the correction-step. By extending the general forward-backward splitting methods, we obtain Algorithm Ⅰ; in the same way, Algorithm Ⅱ is proposed by spreading the general extra-gradient methods. Our analysis explains theoretically why Algorithm Ⅱ usually outperforms Algorithm Ⅰ. For computation practice, we consider a class of MVI with a special structure, and choose the extending Algorithm Ⅱ to implement, which is inspired by the idea of Gauss-Seidel iteration method making full use of information about the latest iteration. And in particular, self-adaptive techniques are adopted to adjust relevant parameters for faster convergence. Finally, some numerical experiments are reported on the separated MVI. Numerical results showed that the extending Algorithm II is feasible and easy to implement with relatively low computation load.
基金Supported both by the Teaching and Research Award Fund for Outstanding Young Teachers inHigher Educational Institutions of MOEChinaand by the Dawn Program Fund in Shanghai
文摘In order to find roots of maximal monotone operators, this paper introduces and studies the modified approximate proximal point algorithm with an error sequence {e k} such that || ek || \leqslant hk || xk - [(x)\tilde]k ||\left\| { e^k } \right\| \leqslant \eta _k \left\| { x^k - \tilde x^k } \right\| with ?k = 0¥ ( hk - 1 ) < + ¥\sum\limits_{k = 0}^\infty {\left( {\eta _k - 1} \right)} and infk \geqslant 0 hk = m\geqslant 1\mathop {\inf }\limits_{k \geqslant 0} \eta _k = \mu \geqslant 1 . Here, the restrictions on {η k} are very different from the ones on {η k}, given by He et al (Science in China Ser. A, 2002, 32 (11): 1026–1032.) that supk \geqslant 0 hk = v < 1\mathop {\sup }\limits_{k \geqslant 0} \eta _k = v . Moreover, the characteristic conditions of the convergence of the modified approximate proximal point algorithm are presented by virtue of the new technique very different from the ones given by He et al.
文摘In this paper, a new class of over-relaxed proximal point algorithms for solving nonlinear operator equations with (A,η,m)-monotonicity framework in Hilbert spaces is introduced and studied. Further, by using the generalized resolvent operator technique associated with the (A,η,m)-monotone operators, the approximation solvability of the operator equation problems and the convergence of iterative sequences generated by the algorithm are discussed. Our results improve and generalize the corresponding results in the literature.
基金the Natural Science Foundation of China (No. 10471151)the Educational Science Foundation of Chongqing (KJ051307).
文摘We introduced a new class of fuzzy set-valued variational inclusions with (H,η)-monotone mappings. Using the resolvent operator method in Hilbert spaces, we suggested a new proximal point algorithm for finding approximate solutions, which strongly converge to the exact solution of a fuzzy set-valued variational inclusion with (H,η)-monotone. The results improved and generalized the general quasi-variational inclusions with fuzzy set-valued mappings proposed by Jin and Tian Jin MM, Perturbed proximal point algorithm for general quasi-variational inclusions with fuzzy set-valued mappings, OR Transactions, 2005, 9(3): 31-38, (In Chinese); Tian YX, Generalized nonlinear implicit quasi-variational inclusions with fuzzy mappings, Computers & Mathematics with Applications, 2001, 42: 101-108.
文摘In this paper,an accelerated proximal gradient algorithm is proposed for Hankel tensor completion problems.In our method,the iterative completion tensors generated by the new algorithm keep Hankel structure based on projection on the Hankel tensor set.Moreover,due to the special properties of Hankel structure,using the fast singular value thresholding operator of the mode-s unfolding of a Hankel tensor can decrease the computational cost.Meanwhile,the convergence of the new algorithm is discussed under some reasonable conditions.Finally,the numerical experiments show the effectiveness of the proposed algorithm.
文摘软聚类常用于解决多任务联邦学习(federated learning,FL)场景下存在非独立同分布(non-independent and identically distributed,non-IID)数据时的模型精度下降问题。然而,使用软聚类需上传和下载更多的模型参数。为了应对这一挑战,提出了基于局部性原理的联邦学习(federated learning with principle of locality,FedPol)算法。采用近端局部更新机制以确保客户端的本地更新在一定范围内波动;利用客户端本地数据分布的局部特性,整合历史数据分布信息至模型训练过程,加速了模型收敛,减少了需要传输的参数量。仿真实验证明,针对non-IID数据,FedPol算法可以在保持模型精度的前提下比其他算法减少约10%的迭代轮次,有效降低了通信成本。
文摘随着空间目标的数量逐渐增多、空中目标动态性日趋提升,对目标的观测定位问题变得愈发重要.由于需同时观测的目标多且目标动态性强,而星座观测资源有限,为了更高效地调用星座观测资源,需要动态调整多目标协同观测方案,使各目标均具有较好的定位精度,因此需解决星座协同观测多目标的任务规划问题.建立星座姿态轨道模型、目标飞行模型、目标协同探测及定位模型,提出基于几何精度衰减因子(geometric dilution of precision, GDOP)的目标观测定位误差预估模型及目标观测优先级模型,建立基于强化学习的协同观测任务规划框架,采用多头自注意力机制建立策略网络,以及近端策略优化算法开展任务规划算法训练.仿真验证论文提出的方法相比传统启发式方法提升了多目标观测精度和有效跟踪时间,相比遗传算法具有更快的计算速度.
基金the National Natural Science Foundation of China(Nos.11671116,11701137,12071108,11991020,11991021 and 12021001)the Major Research Plan of the NSFC(No.91630202)+1 种基金the Strategic Priority Research Program of Chinese Academy of Sciences(No.XDA27000000)the Natural Science Foundation of Hebei Province(No.A2021202010)。
文摘Many machine learning problems can be formulated as minimizing the sum of a function and a non-smooth regularization term.Proximal stochastic gradient methods are popular for solving such composite optimization problems.We propose a minibatch proximal stochastic recursive gradient algorithm SRG-DBB,which incorporates the diagonal Barzilai–Borwein(DBB)stepsize strategy to capture the local geometry of the problem.The linear convergence and complexity of SRG-DBB are analyzed for strongly convex functions.We further establish the linear convergence of SRGDBB under the non-strong convexity condition.Moreover,it is proved that SRG-DBB converges sublinearly in the convex case.Numerical experiments on standard data sets indicate that the performance of SRG-DBB is better than or comparable to the proximal stochastic recursive gradient algorithm with best-tuned scalar stepsizes or BB stepsizes.Furthermore,SRG-DBB is superior to some advanced mini-batch proximal stochastic gradient methods.