Subscribe to the gold package and get unlimited access to Shamra Academy
Register a new userAsynchronous Sequential Inertial Iterations for Common Fixed Points Problems with an Application to Linear Systems
81
0
0.0
(
0
)
Ask ChatGPT about the research
No Arabic abstract
The common fixed points problem requires finding a point in the intersection of fixed points sets of a finite collection of operators. Quickly solving problems of this sort is of great practical importance for engineering and scientific tasks (e.g., for computed tomography). Iterative methods for solving these problems often employ a Krasnoselskiu{i}-Mann type iteration. We present an Asynchronous Sequential Inertial (ASI) algorithmic framework in a Hilbert space to solve common fixed points problems with a collection of nonexpansive operators. Our scheme allows use of out-of-date iterates when generating updates, thereby enabling processing nodes to work simultaneously and without synchronization. This method also includes inertial type extrapolation terms to increase the speed of convergence. In particular, we extend the application of the recent ARock algorithm [Peng, Z. et al, SIAM J. on Scientific Computing 38, A2851-2879, (2016)] in the context of convex feasibility problems. Convergence of the ASI algorithm is proven with no assumption on the distribution of delays, except that they be uniformly bounded. Discussion is provided along with a computational example showing the performance of the ASI algorithm applied in conjunction with a diagonally relaxed orthogonal projections (DROP) algorithm for estimating solutions to large linear systems.
rate research
Read More
When solving hard multicommodity network flow problems using an LP-based approach, the number of commodities is a driving factor in the speed at which the LP can be solved, as it is linear in the number of constraints and variables. The conventional approach to improve the solve time of the LP relaxation of a Mixed Integer Programming (MIP) model that encodes such an instance is to aggregate all commodities that have the same origin or the same destination. However, the bound of the resulting LP relaxation can significantly worsen, which tempers the efficiency of aggregating techniques. In this paper, we introduce the concept of partial aggregation of commodities that aggregates commodities over a subset of the network instead of the conventional aggregation over the entire underlying network. This offers a high level of control on the trade-off between size of the aggregated MIP model and quality of its LP bound. We apply the concept of partial aggregation to two different MIP models for the multicommodity network design problem. Our computational study on benchmark instances confirms that the trade-off between solve time and LP bound can be controlled by the level of aggregation, and that choosing a good trade-off can allow us to solve the original large-scale problems faster than without aggregation or with full aggregation.
Distributed coordination algorithms (DCA) carry out information processing processes among a group of networked agents without centralized information fusion. Though it is well known that DCA characterized by an SIA (stochastic, indecomposable, aperiodic) matrix generate consensus asymptotically via synchronous iterations, the dynamics of DCA with asynchronous iterations have not been studied extensively, especially when viewed as stochastic processes. This paper aims to show that for any given irreducible stochastic matrix, even non-SIA, the corresponding DCA lead to consensus successfully via random asynchronous iterations under a wide range of conditions on the transition probability. Particularly, the transition probability is neither required to be independent and identically distributed, nor characterized by a Markov chain.
We present a self-contained analysis of a particular family of metrics over the set of non-negative integers. We show that these metrics, which are defined through a nested sequence of optimal transport problems, provide tight estimates for general Krasnoselskii-Mann fixed point iterations for non-expansive maps. We also describe some of their very special properties, including their monotonicity and the so-called convex quadrangle inequality that yields a greedy algorithm to compute them efficiently.
We propose an extended primal-dual algorithm framework for solving a general nonconvex optimization model. This work is motivated by image reconstruction problems in a class of nonlinear imaging, where the forward operator can be formulated as a nonlinear convex function with respect to the reconstructed image. Using the proposed framework, we put forward six specific iterative schemes, and present their detailed mathematical explanation. We also establish the relationship to existing algorithms. Moreover, under proper assumptions, we analyze the convergence of the schemes for the general model when the optimal dual variable regarding the nonlinear operator is non-vanishing. As a representative, the image reconstruction for spectral computed tomography is used to demonstrate the effectiveness of the proposed algorithm framework. By special properties of the concrete problem, we further prove the convergence of these customized schemes when the optimal dual variable regarding the nonlinear operator is vanishing. Finally, the numerical experiments show that the proposed algorithm has good performance on image reconstruction for various data with non-standard scanning configuration.
Many problems can be solved by iteration by multiple participants (processors, servers, routers etc.). Previous mathematical models for such asynchronous iterations assume a single function being iterated by a fixed set of participants. We will call such iterations static since the systems configuration does not change. However in several real-world examples, such as inter-domain routing, both the function being iterated and the set of participants change frequently while the system continues to function. In this paper we extend Uresin & Duboiss work on static iterations to develop a model for this class of dynamic or always on asynchronous iterations. We explore what it means for such an iteration to be implemented correctly, and then prove two different conditions on the set of iterated functions that guarantee the full asynchronous iteration satisfies this new definition of correctness. These results have been formalised in Agda and the resulting library is publicly available.
Log in to be able to interact and post comments
comments
Fetching comments
Sign in to be able to follow your search criteria
