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Register a new userOptimal Non-Convex Exact Recovery in Stochastic Block Model via Projected Power Method
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In this paper, we study the problem of exact community recovery in the symmetric stochastic block model, where a graph of $n$ vertices is randomly generated by partitioning the vertices into $K ge 2$ equal-sized communities and then connecting each pair of vertices with probability that depends on their community memberships. Although the maximum-likelihood formulation of this problem is discrete and non-convex, we propose to tackle it directly using projected power iterations with an initialization that satisfies a partial recovery condition. Such an initialization can be obtained by a host of existing methods. We show that in the logarithmic degree regime of the considered problem, the proposed method can exactly recover the underlying communities at the information-theoretic limit. Moreover, with a qualified initialization, it runs in $mathcal{O}(nlog^2n/loglog n)$ time, which is competitive with existing state-of-the-art methods. We also present numerical results of the proposed method to support and complement our theoretical development.
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We derive the branch ampacity constraint associated to power losses for the convex optimal power flow (OPF) model based on the branch flow formulation. The branch ampacity constraint derivation is motivated by the physical interpretation of the transmission line {Pi}-model and practical engineering considerations. We rigorously prove and derive: (i) the loop constraint of voltage phase angle, required to make the branch flow model valid for meshed power networks, is a relaxation of the original nonconvex alternating current optimal power flow (o-ACOPF) model; (ii) the necessary conditions to recover a feasible solution of the o-ACOPF model from the optimal solution of the convex second-order cone ACOPF (SOC-ACOPF) model; (iii) the expression of the global optimal solution of the o-ACOPF model providing that the relaxation of the SOC-ACOPF model is tight; (iv) the (parametric) optimal value function of the o-ACOPF or SOC-ACOPF model is monotonic with regarding to the power loads if the objective function is monotonic with regarding to the nodal power generations; (v) tight solutions of the SOC-ACOPF model always exist when the power loads are sufficiently large. Numerical experiments using benchmark power networks to validate our findings and to compare with other convex OPF models, are given and discussed.
We study the problem of reconstructing a block-sparse signal from compressively sampled measurements. In certain applications, in addition to the inherent block-sparse structure of the signal, some prior information about the block support, i.e. blocks containing non-zero elements, might be available. Although many block-sparse recovery algorithms have been investigated in Bayesian framework, it is still unclear how to incorporate the information about the probability of occurrence into regularization-based block-sparse recovery in an optimal sense. In this work, we bridge between these fields by the aid of a new concept in conic integral geometry. Specifically, we solve a weighted optimization problem when the prior distribution about the block support is available. Moreover, we obtain the unique weights that minimize the expected required number of measurements. Our simulations on both synthetic and real data confirm that these weights considerably decrease the required sample complexity.
We introduce SPRING, a novel stochastic proximal alternating linearized minimization algorithm for solving a class of non-smooth and non-convex optimization problems. Large-scale imaging problems are becoming increasingly prevalent due to advances in data acquisition and computational capabilities. Motivated by the success of stochastic optimization methods, we propose a stochastic variant of proximal alternating linearized minimization (PALM) algorithm cite{bolte2014proximal}. We provide global convergence guarantees, demonstrating that our proposed method with variance-reduced stochastic gradient estimators, such as SAGA cite{SAGA} and SARAH cite{sarah}, achieves state-of-the-art oracle complexities. We also demonstrate the efficacy of our algorithm via several numerical examples including sparse non-negative matrix factorization, sparse principal component analysis, and blind image deconvolution.
This paper considers decentralized stochastic optimization over a network of $n$ nodes, where each node possesses a smooth non-convex local cost function and the goal of the networked nodes is to find an $epsilon$-accurate first-order stationary point of the sum of the local costs. We focus on an online setting, where each node accesses its local cost only by means of a stochastic first-order oracle that returns a noisy version of the exact gradient. In this context, we propose a novel single-loop decentralized hybrid variance-reduced stochastic gradient method, called GT-HSGD, that outperforms the existing approaches in terms of both the oracle complexity and practical implementation. The GT-HSGD algorithm implements specialized local hybrid stochastic gradient estimators that are fused over the network to track the global gradient. Remarkably, GT-HSGD achieves a network topology-independent oracle complexity of $O(n^{-1}epsilon^{-3})$ when the required error tolerance $epsilon$ is small enough, leading to a linear speedup with respect to the centralized optimal online variance-reduced approaches that operate on a single node. Numerical experiments are provided to illustrate our main technical results.
Optimal power flow (OPF) is the fundamental mathematical model in power system operations. Improving the solution quality of OPF provide huge economic and engineering benefits. The convex reformulation of the original nonconvex alternating current OPF (ACOPF) model gives an efficient way to find the global optimal solution of ACOPF but suffers from the relaxation gaps. The existence of relaxation gaps hinders the practical application of convex OPF due to the AC-infeasibility problem. We evaluate and improve the tightness of the convex ACOPF model in this paper. Various power networks and nodal loads are considered in the evaluation. A unified evaluation framework is implemented in Julia programming language. This evaluation shows the sensitivity of the relaxation gap and helps to benchmark the proposed tightness reinforcement approach (TRA). The proposed TRA is based on the penalty function method which penalizes the power loss relaxation in the objective function of the convex ACOPF model. A heuristic penalty algorithm is proposed to find the proper penalty parameter of the TRA. Numerical results show relaxation gaps exist in test cases especially for large-scale power networks under low nodal power loads. TRA is effective to reduce the relaxation gap of the convex ACOPF model.
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