In this paper,the problem of online distributed optimization subject to a convex set is studied via a network of agents.Each agent only has access to a noisy gradient of its own objective function,and can communicate ...In this paper,the problem of online distributed optimization subject to a convex set is studied via a network of agents.Each agent only has access to a noisy gradient of its own objective function,and can communicate with its neighbors via a network.To handle this problem,an online distributed stochastic mirror descent algorithm is proposed.Existing works on online distributed algorithms involving stochastic gradients only provide the expectation bounds of the regrets.Different from them,we study the high probability bound of the regrets,i.e.,the sublinear bound of the regret is characterized by the natural logarithm of the failure probability's inverse.Under mild assumptions on the graph connectivity,we prove that the dynamic regret grows sublinearly with a high probability if the deviation in the minimizer sequence is sublinear with the square root of the time horizon.Finally,a simulation is provided to demonstrate the effectiveness of our theoretical results.展开更多
On May 22,2021,an M_(S)7.4 earthquake occurred in Maduo County,Qinghai Province,on the western plateau of China.The level of seismic monitoring in this area was inadequate,and incomplete seismic waveforms were obtaine...On May 22,2021,an M_(S)7.4 earthquake occurred in Maduo County,Qinghai Province,on the western plateau of China.The level of seismic monitoring in this area was inadequate,and incomplete seismic waveforms were obtained from a few broadband seismometers located within 300 km of the epicentre.All waveforms showed“truncation”phenomena.The waveforms of earthquakes can guide ground motion inputs in near-fault areas.This paper uses the empirical Green's function method to consider the uncertainties in source parameters and source rupture processes by synthesizing high-probability,accurate waveforms in Maduo County(MAD station)near the epicentre.The acceleration waveform at the DAW strong-motion station,located 176 km from the epicentre,is first synthesized with the observed waveform of the mainshock.This critical step not only provides a more accurate source and rupture model of the Maduo earthquake but also establishes an essential reference standard.Secondly,the inferred models are rigorously applied to synthesize the acceleration waveform of the MAD station,ensuring that the results maintain a high accuracy and probability.The findings suggest that(1)the simulated acceleration waveform for the MAD station can better characterize the actual ground motion characteristics of the M_(S)7.4 earthquake in Maduo County,with high accuracy and probability in peak ground acceleration(Abbreviated as PGA)ranges of 140–240 and 350–390 cm/s^(2),respectively,and(2)the M_(S)7.4 earthquake did not undergo a complete supershear rupture process.The first asperity located on the east side of the epicentre is most likely to undergo supershear rupture.However,the Maduo earthquake may have been a complete subshear rupture.(3)The fault dislocation model of the three-asperity model better matches the actual source rupture process of the Maduo earthquake.This method can provide relatively accurate acceleration waveforms for regions with limited earthquake monitoring capabilities and assist in analysis of building seismic damage response,earthquake-induced geological disasters and sand liquefaction,and estimation of regional disaster losses.展开更多
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
文摘In this paper,the problem of online distributed optimization subject to a convex set is studied via a network of agents.Each agent only has access to a noisy gradient of its own objective function,and can communicate with its neighbors via a network.To handle this problem,an online distributed stochastic mirror descent algorithm is proposed.Existing works on online distributed algorithms involving stochastic gradients only provide the expectation bounds of the regrets.Different from them,we study the high probability bound of the regrets,i.e.,the sublinear bound of the regret is characterized by the natural logarithm of the failure probability's inverse.Under mild assumptions on the graph connectivity,we prove that the dynamic regret grows sublinearly with a high probability if the deviation in the minimizer sequence is sublinear with the square root of the time horizon.Finally,a simulation is provided to demonstrate the effectiveness of our theoretical results.
基金jointly supported by the Youth Fund of the National Natural Science Foundation(No.42104053)the Research Project Fund of the Institute of Geophysics,China Earthquake Administration(No.DQJB22R30)the independent project initiated by the institute of Geophysics,China Earthquake Administration(No.JY2022Z41)。
文摘On May 22,2021,an M_(S)7.4 earthquake occurred in Maduo County,Qinghai Province,on the western plateau of China.The level of seismic monitoring in this area was inadequate,and incomplete seismic waveforms were obtained from a few broadband seismometers located within 300 km of the epicentre.All waveforms showed“truncation”phenomena.The waveforms of earthquakes can guide ground motion inputs in near-fault areas.This paper uses the empirical Green's function method to consider the uncertainties in source parameters and source rupture processes by synthesizing high-probability,accurate waveforms in Maduo County(MAD station)near the epicentre.The acceleration waveform at the DAW strong-motion station,located 176 km from the epicentre,is first synthesized with the observed waveform of the mainshock.This critical step not only provides a more accurate source and rupture model of the Maduo earthquake but also establishes an essential reference standard.Secondly,the inferred models are rigorously applied to synthesize the acceleration waveform of the MAD station,ensuring that the results maintain a high accuracy and probability.The findings suggest that(1)the simulated acceleration waveform for the MAD station can better characterize the actual ground motion characteristics of the M_(S)7.4 earthquake in Maduo County,with high accuracy and probability in peak ground acceleration(Abbreviated as PGA)ranges of 140–240 and 350–390 cm/s^(2),respectively,and(2)the M_(S)7.4 earthquake did not undergo a complete supershear rupture process.The first asperity located on the east side of the epicentre is most likely to undergo supershear rupture.However,the Maduo earthquake may have been a complete subshear rupture.(3)The fault dislocation model of the three-asperity model better matches the actual source rupture process of the Maduo earthquake.This method can provide relatively accurate acceleration waveforms for regions with limited earthquake monitoring capabilities and assist in analysis of building seismic damage response,earthquake-induced geological disasters and sand liquefaction,and estimation of regional disaster losses.
基金Supported by National Natural Science Foundation of China (61662036)。
文摘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.
