KS张量互补问题的稀疏解（英文）

针对KS张量互补问题,本文研究了该问题的稀疏解.由于l₀范数的非凸性和非连续性,求解KS张量互补问题的稀疏解是一个NP难问题.为了解决这一问题,我们将其转化为一个带约束的多项式优化问题,然后用序列二次规划(SQP)算法求解转化的问题.数值结果表明,该算法能有效地求解KS张量互补问题的稀疏解.     

不等式约束优化基于新型积极识别集的SQCQP算法

本文提出一个新的求解非线性不等式约束优化问题的罚函数型序列二次约束二次规划(SQCQP)算法.算法每次迭代只需求解一个凸二次约束二次规划(QCQP)子问题,且通过引入新型积极识别集技术,QCQP子问题的规模显著减小,从而降低计算成本.在不需要函数凸性等较弱假设下,算法具有全局收敛性.初步的数值试验表明算法是稳定有效的.     

求解带箱式约束全局优化问题的滤子填充函数方法

提出一个基于滤子技术的填充函数算法, 用于求解带箱式约束的非凸全局优化问题. 填充函数算法是求解全局优化问题的有效方法之一, 而滤子技术以其良好的数值效果广泛应用于局部优化算法中. 为优化填充函数方法, 应用滤子来监控迭代过程. 首先给出一个新的填充函数并讨论了其特性, 在此基础上提出了理论算法及算法性质. 最后列出数值实验结果以说明算法的有效性.     

Hermite张量的秩R正Hermite逼近算法与正Hermite分解

Hermite张量是Hermite矩阵的高阶推广,可以用于表示量子混合态.在量子信息中,量子混合态的可分性判别和分解问题仍然是一个重要而棘手的问题.本文推导逼近函数的梯度,进而提出3种算法:Hermite张量的秩R正Hermite逼近的负梯度算法和BFGS (Broyden-Fletcher-Goldfarb-Shanno)算法,以及Hermite张量可分性判别和分解的BFGS算法.基于Taylor公式和凸分析,本文证明BFGS算法的有效性.数值算例进一步验证理论分析的正确性和算法的有效性.结果表明, BFGS算法可用于Hermite张量的可分性判别和正Hermite分解,并可得到其正Hermite秩分解.与半定松弛算法相比, BFGS算法能够分解高阶或高维Hermite张量且运行时间短.     

一类不可微二次规划逆问题

本文求解了一类二次规划的逆问题,具体为目标函数是矩阵谱范数与向量无穷范数之和的最小化问题.首先将该问题转化为目标函数可分离变量的凸优化问题,提出用G-ADMM法求解.并结合奇异值阈值算法,Moreau-Yosida正则化算法,matlab优化工具箱的quadprog函数来精确求解相应的子问题.而对于其中一个子问题的精确...     

一种求解合作博弈最公平核心的非精确平行分裂算法

针对合作博弈核心和Shapley值的特点, 将最公平核心问题转化为带有两个变 量的可分离凸优化问题, 引入结构变分不等式的算子分裂方法框架, 提出了求解最公平核心的一种非精确平行分裂算法. 而且, 该算法充分利用了所求解问题的可行域的简单闭凸性, 子问题的非精确求解是容易的. 最后, 简单算例的数值实验表明了算法的收敛性和有效性.     

结合有效集和多维滤子技术的拟Newton信赖域算法(英文)

针对界约束优化问题,提出一个修正的多维滤子信赖域算法.将滤子技术引入到拟Newton信赖域方法,在每步迭代,Cauchy点用于预测有效集,此时试探步借助于求解一个较小规模的信赖域子问题获得.在一定条件下,本文所提出的修正算法对于凸约束优化问题全局收敛.数值试验验证了新算法的实际运行结果.     

求线性比式和问题全局解的输出空间分枝定界算法

基于对p-1维输出空间进行剖分的思想,提出了一种求解线性比式和问题的分枝定界算法.通过一种两阶段转换方法得到原问题的一个等价问题,该问题的非凸性主要体现在新增加的p-1个非线性等式约束上.利用双线性函数的凹凸包络对这些非线性约束进行凸化,这就为等价问题构造了凸松弛子问题.将凸松弛子问题中的冗余约束去掉并进行等价转换,从而获得了一个比凸松弛子问题规模更小、约束更少的线性规划问题.证明了算法的理论收敛性和计算复杂性.数值实验表明该算法是有效可行的.     

一类凸优化的混合下降算法

邻近点算法(PPA)是一类求解凸优化问题的经典算法, 但往往需要精确求解隐式子问题,于是近似邻近点算法(APPA)在满足一定的近似规则下非精确求解PPA的子问题, 降低了求解难度. 本文利用近似规则的历史信息和随机数扩张预测校正步产生了两个方向, 通过随机数组合两个方向获得了一类凸优化的混合下降算法.在近似规则满足的情况下, 给出了混合下降算法的收敛性证明. 一系列的数值试验表明了混合下降算法的有效性和效率性.     

求解凸规划及鞍点问题定制的PPA 算法及其收敛速率

线性约束的凸优化问题和鞍点问题的一阶最优性条件是一个单调变分不等式. 在变分不等式框架下求解这些问题, 选取适当的矩阵G, 采用G- 模下的PPA 算法, 会使迭代过程中的子问题求解变得相当容易. 本文证明这类定制的PPA 算法的误差界有1/k 的收敛速率.     

张量鲁棒主成分分析的增广拉格朗日交替方向方法

张量的鲁棒主成分分析是将未知的一个低秩张量与一个稀疏张量从已知的它们的和中分离出来.因为在计算机视觉与模式识别中有着广阔的应用前景,该问题在近期成为学者们的研究热点.本文提出了一种针对张量鲁棒主成分分析的新的模型,并给出交替方向极小化的求解算法,在求解过程中给出了两种秩的调整策略.针对低秩分量本文对其全部各阶展开矩阵进行低秩矩阵分解,针对稀疏分量采用软阈值收缩的策略.无论目标低秩张量为精确低秩或近似低秩,本文所提方法均可适用.本文对算法给出了一定程度上的收敛性分析,即算法迭代过程中产生的任意收敛点均满足KKT条件.如果目标低秩张量为精确低秩,当迭代终止时可对输出结果进行基于高阶奇异值分解的修正.针对人工数据和真实视频数据的数值实验表明,与同类型算法相比,本文所提方法可以得到更好的结果.     

Waveform relaxation methods for implicit differential equations

We apply a Runge-Kutta-based waveform relaxation method to initial-value problems for implicit differential equations. In the implementation of such methods, a sequence of nonlinear systems has to be solved iteratively in each step of the integration process. The size of these systems increases linearly with the number of stages of the underlying Runge-Kutta method, resulting in high linear algebra costs in the iterative process for high-order Runge-Kutta methods. In our earlier investigations of iterative solvers for implicit initial-value problems, we designed an iteration method in which the linear algebra costs are almost independent of the number of stages when implemented on a parallel computer system. In this paper, we use this parallel iteration process in the Runge-Kutta waveform relaxation method. In particular, we analyse the convergence of the method. The theoretical results are illustrated by a few numerical examples.     

Convergence analysis of the high-order mimetic finite difference method

We prove second-order convergence of the conservative variable and its flux in the high-order MFD method. The convergence results are proved for unstructured polyhedral meshes and full tensor diffusion coefficients. For the case of non-constant coefficients, we also develop a new family of high-order MFD methods. Theoretical result are confirmed through numerical experiments.     

The solution methods for the largest eigenvalue (singular value) of nonnegative tensors and convergence analysis

In this paper we study two solution methods for finding the largest eigenvalue (singular value) of general square (rectangular) nonnegative tensors. For a positive tensor, one can find the largest eigenvalue (singular value) based on the properties of the positive tensor and the power-type method. While for a general nonnegative tensor, we use a series of decreasing positive perturbations of the original tensor and repeatedly recall power-type method for finding the largest eigenvalue (singular value) of a positive tensor with an inexact strategy. We prove the convergence of the method for the general nonnegative tensor. Under a certain assumption, the computing complexity of the method is established. Motivated by the interior-point method for the convex optimization, we put forward a one-step inner iteration power-type method, whose convergence is also established under certain assumption. Additionally, by using embedding technique, we show the relationship between the singular values of the rectangular tensor and the eigenvalues of related square tensor, which suggests another way for finding the largest singular value of nonnegative rectangular tensor besides direct power-type method for this problem. Finally, numerical examples of our algorithms are reported, which demonstrate the convergence behaviors of our methods and show that the algorithms presented are promising.     

Tensor-Krylov methods for large nonlinear equations

In this paper, we describe tensor methods for large systems of nonlinear equations based on Krylov subspace techniques for approximately solving the linear systems that are required in each tensor iteration. We refer to a method in this class as a tensor-Krylov algorithm. We describe comparative testing for a tensor-Krylov implementation versus an analogous implementation based on a Newton-Krylov method. The test results show that tensor-Krylov methods are much more efficient and robust than Newton-Krylov methods on hard nonlinear equations problems.Part of this work was performed while the author was research associate at CERFACS (Centre Européen de Recherche et de Formation Avancée en Calcul Scientifique).Research supported in part by the Office of Scientific Computing, U.S. Department of Energy, under Contract W-31-109-Eng-38.     

Tensor methods for large sparse systems of nonlinear equations

This paper introduces tensor methods for solving large sparse systems of nonlinear equations. Tensor methods for nonlinear equations were developed in the context of solving small to medium-sized dense problems. They base each iteration on a quadratic model of the nonlinear equations, where the second-order term is selected so that the model requires no more derivative or function information per iteration than standard linear model-based methods, and hardly more storage or arithmetic operations per iteration. Computational experiments on small to medium-sized problems have shown tensor methods to be considerably more efficient than standard Newton-based methods, with a particularly large advantage on singular problems. This paper considers the extension of this approach to solve large sparse problems. The key issue considered is how to make efficient use of sparsity in forming and solving the tensor model problem at each iteration. Accomplishing this turns out to require an entirely new way of solving the tensor model that successfully exploits the sparsity of the Jacobian, whether the Jacobian is nonsingular or singular. We develop such an approach and, based upon it, an efficient tensor method for solving large sparse systems of nonlinear equations. Test results indicate that this tensor method is significantly more efficient and robust than an efficient sparse Newton-based method, in terms of iterations, function evaluations, and execution time. © 1998 The Mathematical Programming Society, Inc. Published by Elsevier Science B.V.Work supported by the Mathematical, Information, and Computational Sciences Division subprogram of the Office of Computational and Technology Research, US Department of Energy, under Contract W-31-109-Eng-38, by the National Aerospace Agency under Purchase Order L25935D, and by the National Science Foundation, through the Center for Research on Parallel Computation, under Cooperative Agreement No. CCR-9120008.Research supported by AFOSR Grants No. AFOSR-90-0109 and F49620-94-1-0101, ARO Grants No. DAAL03-91-G-0151 and DAAH04-94-G-0228, and NSF Grant No. CCR-9101795.     

计算张量特征对的瑞利商迭代法

In this paper,we propose a Rayleigh quotient iteration method (RQI)to calculate the Z-eigenpairs of the symmetric tensor,which can be viewed as a generalization of shifted symmetric higher-order power method (SS-HOPM).The convergence analysis and the fixed-point analysis of this algorithm are given.Nu-merical examples show that RQI needs fewer iterations than SS-HOPM while keep the amount of computation per iteration.     

High-order copositive tensors and its applications

With the coming of the big data era, high-order high-dimensional structured tensors received much attentions of researchers" in recent years, and now they are developed into a new research branch in mathematics named multilinear algebra. As a special kind of structured tensor, the copositive tensor receives a special concern due to its wide applications in vacuum stability of a general scalar potential, polynomial optimization, tensor complementarity problem and tensor eigenvalue complementarity problem. In this review, we will give a simple survey on recent advances of high-order copositive tensors and its applications. Some potential research directions in the future are also listed in the paper.     

Image restoration with a high-order total variation minimization method

In this paper, we propose a fast and efficient way to restore blurred and noisy images with a high-order total variation minimization technique. The proposed method is based on an alternating technique for image deblurring and denoising. It starts by finding an approximate image using a Tikhonov regularization method. This corresponds to a deblurring process with possible artifacts and noise remaining. In the denoising step, a high-order total variation algorithm is used to remove noise in the deblurred image. We see that the edges in the restored image can be preserved quite well and the staircase effect is reduced effectively in the proposed algorithm. We also discuss the convergence of the proposed regularization method. Some numerical results show that the proposed method gives restored images of higher quality than some existing total variation restoration methods such as the fast TV method and the modified TV method with the lagged diffusivity fixed-point iteration.     

基于中心路径大邻域上的一类非单调线性互补问题的高阶可行内点算法

In this paper a high-order feasible interior point algorithm for a class of nonmonotonic (P-matrix) linear complementary problem based on large neighborhoods of central path is presented and its iteration complexity is discussed.These algorithms are implicitly associated with a large neighborhood whose size may depend on the dimension of the problems. The complexity of these algorithms bound depends on the size of the neighborhood. It is well known that the complexity of large-step algorithms is greater than that of short- step ones. By using high-order power series (hence the name high-order algorithms), the iteration complexity can be reduced. We show that the upper bound of complexity for our high-order algorithms is equal to that for short-step algorithms.