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
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 prac...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.展开更多
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
In this paper, we consider the convergence of the generalized alternating direction method of multipliers（GADMM） for solving linearly constrained nonconvex minimization model whose objective contains coupled functio...In this paper, we consider the convergence of the generalized alternating direction method of multipliers（GADMM） for solving linearly constrained nonconvex minimization model whose objective contains coupled functions. Under the assumption that the augmented Lagrangian function satisfies the Kurdyka-Lojasiewicz inequality, we prove that the sequence generated by the GADMM converges to a critical point of the augmented Lagrangian function when the penalty parameter in the augmented Lagrangian function is sufficiently large. Moreover, we also present some sufficient conditions guaranteeing the sublinear and linear rate of convergence of the algorithm.展开更多
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
The alternating direction method of multipliers(ADMM)is a widely used method for solving many convex minimization models arising in signal and image processing.In this paper,we propose an inertial ADMM for solving a t...The alternating direction method of multipliers(ADMM)is a widely used method for solving many convex minimization models arising in signal and image processing.In this paper,we propose an inertial ADMM for solving a two-block separable convex minimization problem with linear equality constraints.This algorithm is obtained by making use of the inertial Douglas-Rachford splitting algorithm to the corresponding dual of the primal problem.We study the convergence analysis of the proposed algorithm in infinite-dimensional Hilbert spaces.Furthermore,we apply the proposed algorithm on the robust principal component analysis problem and also compare it with other state-of-the-art algorithms.Numerical results demonstrate the advantage of the proposed algorithm.展开更多
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 ...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.展开更多
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 differenc...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.展开更多
This paper investigates the distributed model predictive control(MPC)problem of linear systems where the network topology is changeable by the way of inserting new subsystems,disconnecting existing subsystems,or merel...This paper investigates the distributed model predictive control(MPC)problem of linear systems where the network topology is changeable by the way of inserting new subsystems,disconnecting existing subsystems,or merely modifying the couplings between different subsystems.To equip live systems with a quick response ability when modifying network topology,while keeping a satisfactory dynamic performance,a novel reconfiguration control scheme based on the alternating direction method of multipliers(ADMM)is presented.In this scheme,the local controllers directly influenced by the structure realignment are redesigned in the reconfiguration control.Meanwhile,by employing the powerful ADMM algorithm,the iterative formulas for solving the reconfigured optimization problem are obtained,which significantly accelerate the computation speed and ensure a timely output of the reconfigured optimal control response.Ultimately,the presented reconfiguration scheme is applied to the level control of a benchmark four-tank plant to illustrate its effectiveness and main characteristics.展开更多
Tensor robust principal component analysis（TRPCA） problem aims to separate a low-rank tensor and a sparse tensor from their sum. This problem has recently attracted considerable research attention due to its wide ra...Tensor robust principal component analysis（TRPCA） problem aims to separate a low-rank tensor and a sparse tensor from their sum. This problem has recently attracted considerable research attention due to its wide range of potential applications in computer vision and pattern recognition. In this paper, we propose a new model to deal with the TRPCA problem by an alternation minimization algorithm along with two adaptive rankadjusting strategies. For the underlying low-rank tensor, we simultaneously perform low-rank matrix factorizations to its all-mode matricizations; while for the underlying sparse tensor,a soft-threshold shrinkage scheme is applied. Our method can be used to deal with the separation between either an exact or an approximate low-rank tensor and a sparse one. We established the subsequence convergence of our algorithm in the sense that any limit point of the iterates satisfies the KKT conditions. When the iteration stops, the output will be modified by applying a high-order SVD approach to achieve an exactly low-rank final result as the accurate rank has been calculated. The numerical experiments demonstrate that our method could achieve better results than the compared methods.展开更多
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
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 sat...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%.展开更多
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 fu...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.展开更多
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 ...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.展开更多
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 th...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.展开更多
In this paper,we investigate the convergence of the generalized Bregman alternating direction method of multipliers(ADMM)for solving nonconvex separable problems with linear constraints.This algorithm relaxes the requ...In this paper,we investigate the convergence of the generalized Bregman alternating direction method of multipliers(ADMM)for solving nonconvex separable problems with linear constraints.This algorithm relaxes the requirement of global Lipschitz continuity of differentiable functions that is often seen in many researches,and it incorporates the acceleration technique of the proximal point algorithm(PPA).As a result,the scope of application of the algorithm is broadened and its performance is enhanced.Under the assumption that the augmented Lagrangian function satisfies the Kurdyka-Lojasiewicz inequality,we demonstrate that the iterative sequence generated by the algorithm converges to a critical point of its augmented Lagrangian function when the penalty parameter in the augmented Lagrangian function is sufficiently large.Finally,we analyze the convergence rate of the algorithm.展开更多
Interconnection planning involving bi-directional converters(BdCs)is crucial for enhancing the reliability and robustness of hybrid alternating current(AC)/direct current(DC)microgrid clusters with high penetrations o...Interconnection planning involving bi-directional converters(BdCs)is crucial for enhancing the reliability and robustness of hybrid alternating current(AC)/direct current(DC)microgrid clusters with high penetrations of renewable energy resources(RESs).However,challenges such as the non-convex nature of BdC efficiency and renewable energy uncertainty complicate the planning process.To address these issues,this paper proposes a tri-level BdC-based planning framework that incorporates dynamic BdC efficiency and a data-correlated uncertainty set(DcUS)derived from historical data patterns.The proposed framework employs a least-squares approximation to linearize BdC efficiency and constructs the DcUS to balance computational efficiency and solution robustness.Additionally,a fully parallel column and constraint generation algorithm is developed to solve the model efficiently.Numerical simulations on a practical hybrid AC/DC microgrid system demonstrate that the proposed method reduces interconnection costs by up to 21.8%compared to conventional uncertainty sets while ensuring robust operation under all considered scenarios.These results highlight the computational efficiency,robustness,and practicality of the proposed approach,making it a promising solution for modern power systems.展开更多
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
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 matri...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.展开更多
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
基金The Scientific Research Foundation of Nanjing University of Posts and Telecommunications(No.NY210049)
文摘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.
基金the National High Technology Research and Development Program of China(Grant No.2012AA011603)
文摘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.
基金Supported by the National Natural Science Foundation of China(61203021)the Key Science and Technology Program of Liaoning Province(2011216011)+1 种基金the Natural Science Foundation of Liaoning Province(2013020024)the Program for Liaoning Excellent Talents in Universities(LJQ2015061)
文摘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.
基金Supported by the National Natural Science Foundation of China(Grant Nos.1157117811801455)the Fundamental Research Funds of China West Normal University(Grant No.17E084)
文摘In this paper, we consider the convergence of the generalized alternating direction method of multipliers（GADMM） for solving linearly constrained nonconvex minimization model whose objective contains coupled functions. Under the assumption that the augmented Lagrangian function satisfies the Kurdyka-Lojasiewicz inequality, we prove that the sequence generated by the GADMM converges to a critical point of the augmented Lagrangian function when the penalty parameter in the augmented Lagrangian function is sufficiently large. Moreover, we also present some sufficient conditions guaranteeing the sublinear and linear rate of convergence of the algorithm.
基金Supported by the National Natural Science Foundation of China(Grant No.11971149,11871381)Natural Science Foundation of Henan Province for Youth(Grant No.202300410146)。
文摘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.
基金Supported by the National Natural Science Foundation of China(Grant Nos.12061045,12061046,11661056,11771198,11771347,91730306,41390454,11401293)the China Postdoctoral Science Foundation(Grant No.2015M571989)the Jiangxi Province Postdoctoral Science Foundation(Grant No.2015KY51)。
文摘The alternating direction method of multipliers(ADMM)is a widely used method for solving many convex minimization models arising in signal and image processing.In this paper,we propose an inertial ADMM for solving a two-block separable convex minimization problem with linear equality constraints.This algorithm is obtained by making use of the inertial Douglas-Rachford splitting algorithm to the corresponding dual of the primal problem.We study the convergence analysis of the proposed algorithm in infinite-dimensional Hilbert spaces.Furthermore,we apply the proposed algorithm on the robust principal component analysis problem and also compare it with other state-of-the-art algorithms.Numerical results demonstrate the advantage of the proposed algorithm.
文摘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.
文摘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.
基金the National Natural Science Foundation of China(61833012,61773162,61590924)the Natural Science Foundation of Shanghai(18ZR1420000)。
文摘This paper investigates the distributed model predictive control(MPC)problem of linear systems where the network topology is changeable by the way of inserting new subsystems,disconnecting existing subsystems,or merely modifying the couplings between different subsystems.To equip live systems with a quick response ability when modifying network topology,while keeping a satisfactory dynamic performance,a novel reconfiguration control scheme based on the alternating direction method of multipliers(ADMM)is presented.In this scheme,the local controllers directly influenced by the structure realignment are redesigned in the reconfiguration control.Meanwhile,by employing the powerful ADMM algorithm,the iterative formulas for solving the reconfigured optimization problem are obtained,which significantly accelerate the computation speed and ensure a timely output of the reconfigured optimal control response.Ultimately,the presented reconfiguration scheme is applied to the level control of a benchmark four-tank plant to illustrate its effectiveness and main characteristics.
基金Supported by the National Natural Science Foundation of China(Grant Nos.6157209961320106008+2 种基金91230103)National Science and Technology Major Project(Grant Nos.2013ZX040050212014ZX04001011)
文摘Tensor robust principal component analysis（TRPCA） problem aims to separate a low-rank tensor and a sparse tensor from their sum. This problem has recently attracted considerable research attention due to its wide range of potential applications in computer vision and pattern recognition. In this paper, we propose a new model to deal with the TRPCA problem by an alternation minimization algorithm along with two adaptive rankadjusting strategies. For the underlying low-rank tensor, we simultaneously perform low-rank matrix factorizations to its all-mode matricizations; while for the underlying sparse tensor,a soft-threshold shrinkage scheme is applied. Our method can be used to deal with the separation between either an exact or an approximate low-rank tensor and a sparse one. We established the subsequence convergence of our algorithm in the sense that any limit point of the iterates satisfies the KKT conditions. When the iteration stops, the output will be modified by applying a high-order SVD approach to achieve an exactly low-rank final result as the accurate rank has been calculated. The numerical experiments demonstrate that our method could achieve better results than the compared methods.
文摘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.
基金the support from the University Transportation Center for Underground Transportation Infrastructure at the Colorado School of Mines for partially funding this research under Grant No. 69A3551747118 of the Fixing America's Surface Transportation Act (FAST Act) of U.S. DoT FY2016
文摘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%.
基金supported in part by the National Natural Science Foundation of China(11361018,11461015)Guangxi Natural Science Foundation(2014GXNSFFA118001)+3 种基金Guangxi Key Laboratory of Automatic Detecting Technology and Instruments(YQ15112,YQ16112)Guilin Science and Technology Project(20140127-2)the Innovation Project of Guangxi Graduate Education and Innovation Project of GUET Graduate Education(YJCXB201502)Guangxi Key Laboratory of Cryptography and Information Security(GCIS201624)
文摘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.
基金Supported by the National Natural Science Foundaton of China(No.61340034)China Postdoctoral Science Foundation(No.2013M530873)the Research Program of Application Foundation and Advanced Technology of Tianjin(No.13JCYBJC15600)
文摘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.
文摘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.
文摘In this paper,we investigate the convergence of the generalized Bregman alternating direction method of multipliers(ADMM)for solving nonconvex separable problems with linear constraints.This algorithm relaxes the requirement of global Lipschitz continuity of differentiable functions that is often seen in many researches,and it incorporates the acceleration technique of the proximal point algorithm(PPA).As a result,the scope of application of the algorithm is broadened and its performance is enhanced.Under the assumption that the augmented Lagrangian function satisfies the Kurdyka-Lojasiewicz inequality,we demonstrate that the iterative sequence generated by the algorithm converges to a critical point of its augmented Lagrangian function when the penalty parameter in the augmented Lagrangian function is sufficiently large.Finally,we analyze the convergence rate of the algorithm.
基金supported by the National Natural Science Foundation of China(72271213)the Shenzhen Science and Technology Program(JCYJ20220530143800001 and RCYX20221008092927070)+1 种基金the Guangdong Basic and Applied Basic Research Foundation(2024A1515240024)the National Key Research and Development Program of China(2022YFB2403500).
文摘Interconnection planning involving bi-directional converters(BdCs)is crucial for enhancing the reliability and robustness of hybrid alternating current(AC)/direct current(DC)microgrid clusters with high penetrations of renewable energy resources(RESs).However,challenges such as the non-convex nature of BdC efficiency and renewable energy uncertainty complicate the planning process.To address these issues,this paper proposes a tri-level BdC-based planning framework that incorporates dynamic BdC efficiency and a data-correlated uncertainty set(DcUS)derived from historical data patterns.The proposed framework employs a least-squares approximation to linearize BdC efficiency and constructs the DcUS to balance computational efficiency and solution robustness.Additionally,a fully parallel column and constraint generation algorithm is developed to solve the model efficiently.Numerical simulations on a practical hybrid AC/DC microgrid system demonstrate that the proposed method reduces interconnection costs by up to 21.8%compared to conventional uncertainty sets while ensuring robust operation under all considered scenarios.These results highlight the computational efficiency,robustness,and practicality of the proposed approach,making it a promising solution for modern power systems.
基金supported by National Natural Science Foundation of China(Grant Nos.11001124 and 91130007)the Doctoral Fund of Ministry of Eduction of China(Grant No.20110091110004)the General Research Fund from Hong Kong Research Grants Council(Grant No.HKBU 203712)
文摘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.
文摘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.
基金This work is supported by the National Natural Science Foundation of China(Nos.11625105 and 12131004).
文摘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.
