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In this paper, we study the local linear convergence properties of a versatile class of Primal–Dual splitting methods for minimizing composite non-smooth convex optimization problems. Under the assumption that the non-smooth components of the problem are partly smooth relative to smooth manifolds, we present a unified local convergence analysis framework for these methods. More precisely, in our framework, we first show that (i) the sequences generated by Primal–Dual splitting methods identify a pair of primal and dual smooth manifolds in a finite number of iterations, and then (ii) enter a local linear convergence regime, which is characterized based on the structure of the underlying active smooth manifolds. We also show how our results for Primal–Dual splitting can be specialized to cover existing ones on Forward–Backward splitting and Douglas–Rachford splitting/ADMM (alternating direction methods of multipliers). Moreover, based on these obtained local convergence analysis result, several practical acceleration techniques are discussed. To exemplify the usefulness of the obtained result, we consider several concrete numerical experiments arising from fields including signal/image processing, inverse problems and machine learning. The demonstration not only verifies the local linear convergence behaviour of Primal–Dual splitting methods, but also the insights on how to accelerate them in practice. 相似文献
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4.
姜德元 《浙江大学学报(理学版)》2003,30(5):499-502
研究了NA序列重对数律收敛速度的一般形式,把Davis和Gut的结果推广到了NA的情形,并使梁汉营等人关于对数律一个结果成为特例;作为推论,得到了关于NA序列重对数律收敛速度的充分条件. 相似文献
5.
We extend the matrix version of Cochran's statistical theorem to outer inverses of a matrix. As applications, we investigate the Wishartness and independence of matrix quadratic forms for Kronecker product covariance structures. 相似文献
6.
Robust linear optimization under general norms 总被引:1,自引:0,他引:1
We explicitly characterize the robust counterpart of a linear programming problem with uncertainty set described by an arbitrary norm. Our approach encompasses several approaches from the literature and provides guarantees for constraint violation under probabilistic models that allow arbitrary dependencies in the distribution of the uncertain coefficients. 相似文献
7.
Modular and quasimodular solutions of a specific second order differential equation in the upper-half plane, which originates from a study of supersingular j-invariants in the first author's work with Don Zagier, are given explicitly. Positivity of Fourier coefficients of some of the solutions as well as a characterization of the differential equation are also discussed. 相似文献
8.
Xu Tianzhou 《东北数学》1997,(1)
ModulesoverOperatorAlgebrasandItsModuleMapsXuTianzhou(许天周)(DepartmentofMathematics,NanjingUniersity,Nanjing,210093)AbstractLe... 相似文献
9.
We demonstrate that a pair of additive quintic equations in at least 34 variables has a nontrivial integral solution, subject only to an 11-adic solubility hypothesis. This is achieved by an application of the Hardy–Littlewood method, for which we require a sharp estimate for a 33.998th moment of quintic exponential sums. We are able to employ p-adic iteration in a form that allows the estimation of such a mean value over a complete unit square, thereby providing an approach that is technically simpler than those of previous workers and flexible enough to be applied to related problems. 相似文献
10.
Characterizations of the containment of a convex set either in an arbitrary convex set or in the complement of a finite union
of convex sets (i.e., the set, described by reverse-convex inequalities) are given. These characterizations provide ways of
verifying the containments either by comparing their corresponding dual cones or by checking the consistency of suitable associated
systems. The convex sets considered in this paper are the solution sets of an arbitrary number of convex inequalities, which
can be either weak or strict inequalities. Particular cases of dual characterizations of set containments have played key
roles in solving large scale knowledge-based data classification problems where they are used to describe the containments
as inequality constraints in optimization problems. The idea of evenly convex set (intersection of open half spaces), which
was introduced by W. Fenchel in 1952, is used to derive the dual conditions, characterizing the set containments. 相似文献