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Further study on a class of augmented Lagrangians of Di Pillo and Grippo in nonlinear programming 被引量:2
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作者 杜学武 梁玉梅 张连生 《Journal of Shanghai University(English Edition)》 CAS 2006年第4期293-298,共6页
In this paper, a class of augmented Lagrangiaus of Di Pillo and Grippo (DGALs) was considered, for solving equality-constrained problems via unconstrained minimization techniques. The relationship was further discus... In this paper, a class of augmented Lagrangiaus of Di Pillo and Grippo (DGALs) was considered, for solving equality-constrained problems via unconstrained minimization techniques. The relationship was further discussed between the uneonstrained minimizers of DGALs on the product space of problem variables and multipliers, and the solutions of the eonstrained problem and the corresponding values of the Lagrange multipliers. The resulting properties indicate more precisely that this class of DGALs is exact multiplier penalty functions. Therefore, a solution of the equslity-constralned problem and the corresponding values of the Lagrange multipliers can be found by performing a single unconstrained minimization of a DGAL on the product space of problem variables and multipliers. 展开更多
关键词 nonlinear programming constrained optimization augmented lagrangians augmented lagrangians of Di Pillo and Grippo.
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EXACT AUGMENTED LAGRANGIAN FUNCTION FOR NONLINEAR PROGRAMMING PROBLEMS WITH INEQUALITY CONSTRAINTS
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作者 杜学武 张连生 +1 位作者 尚有林 李铭明 《Applied Mathematics and Mechanics(English Edition)》 SCIE EI 2005年第12期1649-1656,共8页
An exact augmented Lagrangian function for the nonlinear nonconvex programming problems with inequality constraints was discussed. Under suitable hypotheses, the relationship was established between the local unconstr... An exact augmented Lagrangian function for the nonlinear nonconvex programming problems with inequality constraints was discussed. Under suitable hypotheses, the relationship was established between the local unconstrained minimizers of the augmented Lagrangian function on the space of problem variables and the local minimizers of the original constrained problem. Furthermore, under some assumptions, the relationship was also established between the global solutions of the augmented Lagrangian function on some compact subset of the space of problem variables and the global solutions of the constrained problem. Therefore, f^om the theoretical point of view, a solution of the inequality constrained problem and the corresponding values of the Lagrange multipliers can be found by the well-known method of multipliers which resort to the unconstrained minimization of the augmented Lagrangian function presented. 展开更多
关键词 local minimizer global minimizer nonlinear programming exact penalty function augmented lagrangian function
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An Optimization Model for the Strip-packing Problem and Its Augmented Lagrangian Method
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作者 于洪霞 张宏伟 张立卫 《Northeastern Mathematical Journal》 CSCD 2006年第4期441-450,共10页
This paper formulates a two-dimensional strip packing problem as a non- linear programming (NLP) problem and establishes the first-order optimality conditions for the NLP problem. A numerical algorithm for solving t... This paper formulates a two-dimensional strip packing problem as a non- linear programming (NLP) problem and establishes the first-order optimality conditions for the NLP problem. A numerical algorithm for solving this NLP problem is given to find exact solutions to strip-packing problems involving up to 10 items. Approximate solutions can be found for big-sized problems by decomposing the set of items into small-sized blocks of which each block adopts the proposed numerical algorithm. Numerical results show that the approximate solutions to big-sized problems obtained by this method are superior to those by NFDH, FFDH and BFDH approaches. 展开更多
关键词 strip-packing problem augmented lagrangian method first-order optimality condition
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An accelerated augmented Lagrangian method for linearly constrained convex programming with the rate of convergence O(1/k^2) 被引量:1
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作者 KE Yi-fen MA Chang-feng 《Applied Mathematics(A Journal of Chinese Universities)》 SCIE CSCD 2017年第1期117-126,共10页
In this paper, we propose and analyze an accelerated augmented Lagrangian method(denoted by AALM) for solving the linearly constrained convex programming. We show that the convergence rate of AALM is O(1/k^2) whil... In this paper, we propose and analyze an accelerated augmented Lagrangian method(denoted by AALM) for solving the linearly constrained convex programming. We show that the convergence rate of AALM is O(1/k^2) while the convergence rate of the classical augmented Lagrangian method(ALM) is O1 k. Numerical experiments on the linearly constrained 1-2minimization problem are presented to demonstrate the effectiveness of AALM. 展开更多
关键词 convex augmented constrained minimization accelerated lagrangian linearly iteration sparse stopping
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The Rate of Convergence of Augmented Lagrangian Method for Minimax Optimization Problems with Equality Constraints
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作者 Yu-Hong Dai Li-Wei Zhang 《Journal of the Operations Research Society of China》 EI CSCD 2024年第2期265-297,共33页
The augmented Lagrangian function and the corresponding augmented Lagrangian method are constructed for solving a class of minimax optimization problems with equality constraints.We prove that,under the linear indepen... The augmented Lagrangian function and the corresponding augmented Lagrangian method are constructed for solving a class of minimax optimization problems with equality constraints.We prove that,under the linear independence constraint qualification and the second-order sufficiency optimality condition for the lower level problem and the second-order sufficiency optimality condition for the minimax problem,for a given multiplier vectorμ,the rate of convergence of the augmented Lagrangian method is linear with respect to||μu-μ^(*)||and the ratio constant is proportional to 1/c when the ratio|μ-μ^(*)||/c is small enough,where c is the penalty parameter that exceeds a threshold c_(*)>O andμ^(*)is the multiplier corresponding to a local minimizer.Moreover,we prove that the sequence of multiplier vectors generated by the augmented Lagrangian method has at least Q-linear convergence if the sequence of penalty parameters(ck)is bounded and the convergence rate is superlinear if(ck)is increasing to infinity.Finally,we use a direct way to establish the rate of convergence of the augmented Lagrangian method for the minimax problem with a quadratic objective function and linear equality constraints. 展开更多
关键词 Minimax optimization augmented lagrangian method Rate of convergence Second-order sufficiency optimality
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Approximate Augmented Lagrangian Functions and Nonlinear Semidefinite Programs 被引量:3
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作者 X.X.HUANG K.L.TEO X.Q.YANG 《Acta Mathematica Sinica,English Series》 SCIE CSCD 2006年第5期1283-1296,共14页
In this paper, an approximate augmented Lagrangian function for nonlinear semidefinite programs is introduced. Some basic properties of the approximate augmented Lagrange function such as monotonicity and convexity ar... In this paper, an approximate augmented Lagrangian function for nonlinear semidefinite programs is introduced. Some basic properties of the approximate augmented Lagrange function such as monotonicity and convexity are discussed. Necessary and sufficient conditions for approximate strong duality results are derived. Conditions for an approximate exact penalty representation in the framework of augmented Lagrangian are given. Under certain conditions, it is shown that any limit point of a sequence of stationary points of approximate augmented Lagrangian problems is a KKT point of the original semidefinite program and that a sequence of optimal solutions to augmented Lagrangian problems converges to a solution of the original semidefinite program. 展开更多
关键词 semidefinite programming augmented lagrangian DUALITY exact penalty convergence stationary point
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A Fast Augmented Lagrangian Method for Euler’s Elastica Models 被引量:2
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作者 Yuping Duan Yu Wang Jooyoung Hahn 《Numerical Mathematics(Theory,Methods and Applications)》 SCIE 2013年第1期47-71,共25页
In this paper,a fast algorithm for Euler’s elastica functional is proposed,in which the Euler’s elastica functional is reformulated as a constrained minimization problem.Combining the augmented Lagrangian method and... In this paper,a fast algorithm for Euler’s elastica functional is proposed,in which the Euler’s elastica functional is reformulated as a constrained minimization problem.Combining the augmented Lagrangian method and operator splitting techniques,the resulting saddle-point problem is solved by a serial of subproblems.To tackle the nonlinear constraints arising in the model,a novel fixed-point-based approach is proposed so that all the subproblems either is a linear problem or has a closed-form solution.We show the good performance of our approach in terms of speed and reliability using numerous numerical examples on synthetic,real-world and medical images for image denoising,image inpainting and image zooming problems. 展开更多
关键词 Euler’s elastica augmented lagrangian method image denoising image inpainting image zooming
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Multi-scale UDCT dictionary learning based highly undersampled MR image reconstruction using patch-based constraint splitting augmented Lagrangian shrinkage algorithm 被引量:2
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作者 Min YUAN Bing-xin YANG +3 位作者 Yi-de MA Jiu-wen ZHANG Fu-xiang LU Tong-feng ZHANG 《Frontiers of Information Technology & Electronic Engineering》 SCIE EI CSCD 2015年第12期1069-1087,共19页
Recently, dictionary learning(DL) based methods have been introduced to compressed sensing magnetic resonance imaging(CS-MRI), which outperforms pre-defined analytic sparse priors. However, single-scale trained dictio... Recently, dictionary learning(DL) based methods have been introduced to compressed sensing magnetic resonance imaging(CS-MRI), which outperforms pre-defined analytic sparse priors. However, single-scale trained dictionary directly from image patches is incapable of representing image features from multi-scale, multi-directional perspective, which influences the reconstruction performance. In this paper, incorporating the superior multi-scale properties of uniform discrete curvelet transform(UDCT) with the data matching adaptability of trained dictionaries, we propose a flexible sparsity framework to allow sparser representation and prominent hierarchical essential features capture for magnetic resonance(MR) images. Multi-scale decomposition is implemented by using UDCT due to its prominent properties of lower redundancy ratio, hierarchical data structure, and ease of implementation. Each sub-dictionary of different sub-bands is trained independently to form the multi-scale dictionaries. Corresponding to this brand-new sparsity model, we modify the constraint splitting augmented Lagrangian shrinkage algorithm(C-SALSA) as patch-based C-SALSA(PB C-SALSA) to solve the constraint optimization problem of regularized image reconstruction. Experimental results demonstrate that the trained sub-dictionaries at different scales, enforcing sparsity at multiple scales, can then be efficiently used for MRI reconstruction to obtain satisfactory results with further reduced undersampling rate. Multi-scale UDCT dictionaries potentially outperform both single-scale trained dictionaries and multi-scale analytic transforms. Our proposed sparsity model achieves sparser representation for reconstructed data, which results in fast convergence of reconstruction exploiting PB C-SALSA. Simulation results demonstrate that the proposed method outperforms conventional CS-MRI methods in maintaining intrinsic properties, eliminating aliasing, reducing unexpected artifacts, and removing noise. It can achieve comparable performance of reconstruction with the state-of-the-art methods even under substantially high undersampling factors. 展开更多
关键词 Compressed sensing(CS) Magnetic resonance imaging(MRI) Uniform discrete curvelet transform(UDCT) Multi-scale dictionary learning(MSDL) Patch-based constraint splitting augmented lagrangian shrinkage algorithm(PB C-SALSA)
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An Augmented Lagrangian Uzawa IterativeMethod for Solving Double Saddle-Point Systems with Semidefinite(2,2)Block and its Application to DLM/FDMethod for Elliptic Interface Problems 被引量:2
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作者 Cheng Wang Pengtao Sun 《Communications in Computational Physics》 SCIE 2021年第6期124-143,共20页
.In this paper,an augmented Lagrangian Uzawa iterative method is developed and analyzed for solving a class of double saddle-point systems with semidefinite(2,2)block.Convergence of the iterativemethod is proved under... .In this paper,an augmented Lagrangian Uzawa iterative method is developed and analyzed for solving a class of double saddle-point systems with semidefinite(2,2)block.Convergence of the iterativemethod is proved under the assumption that the double saddle-point problem exists a unique solution.An application of the iterative method to the double saddle-point systems arising from the distributed Lagrange multiplier/fictitious domain(DLM/FD)finite element method for solving elliptic interface problems is also presented,in which the existence and uniqueness of the double saddle-point system is guaranteed by the analysis of the DLM/FD finite element method.Numerical experiments are conducted to validate the theoretical results and to study the performance of the proposed iterative method. 展开更多
关键词 Double saddle-point problem augmented lagrangian Uzawa method elliptic interface problem distributed Lagrange multiplier/fictitious domain(DLM/FD)method
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Fast Linearized Augmented Lagrangian Method for Euler’s Elastica Model 被引量:1
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作者 Jun Zhang Rongliang Chen +1 位作者 Chengzhi Deng Shengqian Wang 《Numerical Mathematics(Theory,Methods and Applications)》 SCIE CSCD 2017年第1期98-115,共18页
Recently,many variational models involving high order derivatives have been widely used in image processing,because they can reduce staircase effects during noise elimination.However,it is very challenging to construc... Recently,many variational models involving high order derivatives have been widely used in image processing,because they can reduce staircase effects during noise elimination.However,it is very challenging to construct efficient algo-rithms to obtain the minimizers of original high order functionals.In this paper,we propose a new linearized augmented Lagrangian method for Euler’s elastica image denoising model.We detail the procedures of finding the saddle-points of the aug-mented Lagrangian functional.Instead of solving associated linear systems by FFTor linear iterative methods(e.g.,the Gauss-Seidel method),we adopt a linearized strat-egy to get an iteration sequence so as to reduce computational cost.In addition,we give some simple complexity analysis for the proposed method.Experimental results with comparison to the previous method are supplied to demonstrate the efficiency of the proposed method,and indicate that such a linearized augmented Lagrangian method is more suitable to deal with large-sized images. 展开更多
关键词 Image denoising Euler’s elastica model linearized augmented lagrangian method shrink operator closed form solution
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AN AUGMENTED LAGRANGIAN TRUST REGION METHOD WITH A BI-OBJECT STRATEGY 被引量:1
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作者 Caixia Kou Zhongwen Chen +1 位作者 Yuhong Dai Haifei Han 《Journal of Computational Mathematics》 SCIE CSCD 2018年第3期331-350,共20页
An augmented Lagrangian trust region method with a bi=object strategy is proposed for solving nonlinear equality constrained optimization, which falls in between penalty-type methods and penalty-free ones. At each ite... An augmented Lagrangian trust region method with a bi=object strategy is proposed for solving nonlinear equality constrained optimization, which falls in between penalty-type methods and penalty-free ones. At each iteration, a trial step is computed by minimizing a quadratic approximation model to the augmented Lagrangian function within a trust region. The model is a standard trust region subproblem for unconstrained optimization and hence can efficiently be solved by many existing methods. To choose the penalty parameter, an auxiliary trust region subproblem is introduced related to the constraint violation. It turns out that the penalty parameter need not be monotonically increasing and will not tend to infinity. A bi-object strategy, which is related to the objective function and the measure of constraint violation, is utilized to decide whether the trial step will be accepted or not. Global convergence of the method is established under mild assumptions. Numerical experiments are made, which illustrate the efficiency of the algorithm on various difficult situations. 展开更多
关键词 Nonlinear constrained optimization augmented lagrangian function Bi-object strategy Global convergence.
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An Augmented Lagrangian Deep Learning Method for Variational Problems with Essential Boundary Conditions 被引量:1
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作者 Jianguo Huang Haoqin Wang Tao Zhou 《Communications in Computational Physics》 SCIE 2022年第3期966-986,共21页
This paper is concerned with a novel deep learning method for variational problems with essential boundary conditions.To this end,wefirst reformulate the original problem into a minimax problem corresponding to a feas... This paper is concerned with a novel deep learning method for variational problems with essential boundary conditions.To this end,wefirst reformulate the original problem into a minimax problem corresponding to a feasible augmented La-grangian,which can be solved by the augmented Lagrangian method in an infinite dimensional setting.Based on this,by expressing the primal and dual variables with two individual deep neural network functions,we present an augmented Lagrangian deep learning method for which the parameters are trained by the stochastic optimiza-tion method together with a projection technique.Compared to the traditional penalty method,the new method admits two main advantages:i)the choice of the penalty parameter isflexible and robust,and ii)the numerical solution is more accurate in the same magnitude of computational cost.As typical applications,we apply the new ap-proach to solve elliptic problems and(nonlinear)eigenvalue problems with essential boundary conditions,and numerical experiments are presented to show the effective-ness of the new method. 展开更多
关键词 The augmented lagrangian method deep learning variational problems saddle point problems essential boundary conditions
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Augmented Lagrangian Methods for p-Harmonic Flows with the Generalized Penalization Terms and Application to Image Processing
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作者 Huibin Chang Xue-Cheng Tai 《Numerical Mathematics(Theory,Methods and Applications)》 SCIE 2013年第1期1-20,共20页
In this paper,we propose a generalized penalization technique and a convex constraint minimization approach for the p-harmonic flow problem following the ideas in[Kang&March,IEEE T.Image Process.,16(2007),2251–22... In this paper,we propose a generalized penalization technique and a convex constraint minimization approach for the p-harmonic flow problem following the ideas in[Kang&March,IEEE T.Image Process.,16(2007),2251–2261].We use fast algorithms to solve the subproblems,such as the dual projection methods,primal-dual methods and augmented Lagrangian methods.With a special penalization term,some special algorithms are presented.Numerical experiments are given to demonstrate the performance of the proposed methods.We successfully show that our algorithms are effective and efficient due to two reasons:the solver for subproblem is fast in essence and there is no need to solve the subproblem accurately(even 2 inner iterations of the subproblem are enough).It is also observed that better PSNR values are produced using the new algorithms. 展开更多
关键词 p-harmonic flows DENOISING generalized penalization terms saddle-point problem image processing augmented lagrangian methods
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Augmented Lagrangian Methods for Convex Matrix Optimization Problems
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作者 Ying Cui Chao Ding +1 位作者 Xu-Dong Li Xin-Yuan Zhao 《Journal of the Operations Research Society of China》 EI CSCD 2022年第2期305-342,共38页
In this paper,we provide some gentle introductions to the recent advance in augmented Lagrangian methods for solving large-scale convex matrix optimization problems(cMOP).Specifically,we reviewed two types of sufficie... In this paper,we provide some gentle introductions to the recent advance in augmented Lagrangian methods for solving large-scale convex matrix optimization problems(cMOP).Specifically,we reviewed two types of sufficient conditions for ensuring the quadratic growth conditions of a class of constrained convex matrix optimization problems regularized by nonsmooth spectral functions.Under a mild quadratic growth condition on the dual of cMOP,we further discussed the R-superlinear convergence of the Karush-Kuhn-Tucker(KKT)residuals of the sequence generated by the augmented Lagrangian methods(ALM)for solving convex matrix optimization problems.Implementation details of the ALM for solving core convex matrix optimization problems are also provided. 展开更多
关键词 Matrix optimization Spectral functions Quadratic growth conditions Metric subregularity augmented lagrangian methods Fast convergence rates Semismooth Newton methods
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Newton-conjugate gradient (CG) augmented Lagrangian method for path constrained dynamic process optimization
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作者 Qiang ZHANG, Shurong LI, Yang LEI, Xiaodong ZHANG College of Information and Control Engineering, China University of Petroleum (East China), Qingdao Shandong 266555, China 《控制理论与应用(英文版)》 EI 2012年第2期223-228,共6页
In this paper, a Newton-conjugate gradient (CG) augmented Lagrangian method is proposed for solving the path constrained dynamic process optimization problems. The path constraints are simplified as a single final t... In this paper, a Newton-conjugate gradient (CG) augmented Lagrangian method is proposed for solving the path constrained dynamic process optimization problems. The path constraints are simplified as a single final time constraint by using a novel constraint aggregation function. Then, a control vector parameterization (CVP) approach is applied to convert the constraints simplified dynamic optimization problem into a nonlinear programming (NLP) problem with inequality constraints. By constructing an augmented Lagrangian function, the inequality constraints are introduced into the augmented objective function, and a box constrained NLP problem is generated. Then, a linear search Newton-CG approach, also known as truncated Newton (TN) approach, is applied to solve the problem. By constructing the Hamiltonian functions of objective and constraint functions, two adjoint systems are generated to calculate the gradients which are needed in the process of NLP solution. Simulation examlales demonstrate the effectiveness of the algorithm. 展开更多
关键词 Dynamic process optimization Constraint aggregation augmented lagrangian Newton-CG approach Adjoint formulation
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Multi-Material Topology Optimization for Spatial-Varying Porous Structures 被引量:1
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作者 Chengwan Zhang Kai Long +4 位作者 Zhuo Chen Xiaoyu Yang Feiyu Lu Jinhua Zhang Zunyi Duan 《Computer Modeling in Engineering & Sciences》 SCIE EI 2024年第1期369-390,共22页
This paper aims to propose a topology optimization method on generating porous structures comprising multiple materials.The mathematical optimization formulation is established under the constraints of individual volu... This paper aims to propose a topology optimization method on generating porous structures comprising multiple materials.The mathematical optimization formulation is established under the constraints of individual volume fraction of constituent phase or total mass,as well as the local volume fraction of all phases.The original optimization problem with numerous constraints is converted into a box-constrained optimization problem by incorporating all constraints to the augmented Lagrangian function,avoiding the parameter dependence in the conventional aggregation process.Furthermore,the local volume percentage can be precisely satisfied.The effects including the globalmass bound,the influence radius and local volume percentage on final designs are exploited through numerical examples.The numerical results also reveal that porous structures keep a balance between the bulk design and periodic design in terms of the resulting compliance.All results,including those for irregular structures andmultiple volume fraction constraints,demonstrate that the proposedmethod can provide an efficient solution for multiple material infill structures. 展开更多
关键词 Topology optimization porous structures local volume fraction augmented lagrangian multiple materials
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A Second-Order Image Denoising Model for Contrast Preservation
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作者 Wei Zhu 《Communications on Applied Mathematics and Computation》 EI 2024年第2期1406-1427,共22页
In this work,we propose a second-order model for image denoising by employing a novel potential function recently developed in Zhu(J Sci Comput 88:46,2021)for the design of a regularization term.Due to this new second... In this work,we propose a second-order model for image denoising by employing a novel potential function recently developed in Zhu(J Sci Comput 88:46,2021)for the design of a regularization term.Due to this new second-order derivative based regularizer,the model is able to alleviate the staircase effect and preserve image contrast.The augmented Lagrangian method(ALM)is utilized to minimize the associated functional and convergence analysis is established for the proposed algorithm.Numerical experiments are presented to demonstrate the features of the proposed model. 展开更多
关键词 Image denoising Variational model Image contrast augmented lagrangian method(ALM)
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Improving performance of open-pit mine production scheduling problem under grade uncertainty by hybrid algorithms
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作者 Kamyar TOLOUEI Ehsan MOOSAVI +2 位作者 Amir Hossein BANGIAN TABRIZI Peyman AFZAL Abbas AGHAJANI BAZZAZI 《Journal of Central South University》 SCIE EI CAS CSCD 2020年第9期2479-2493,共15页
One of the surface mining methods is open-pit mining,by which a pit is dug to extract ore or waste downwards from the earth’s surface.In the mining industry,one of the most significant difficulties is long-term produ... One of the surface mining methods is open-pit mining,by which a pit is dug to extract ore or waste downwards from the earth’s surface.In the mining industry,one of the most significant difficulties is long-term production scheduling(LTPS)of the open-pit mines.Deterministic and uncertainty-based approaches are identified as the main strategies,which have been widely used to cope with this problem.Within the last few years,many researchers have highly considered a new computational type,which is less costly,i.e.,meta-heuristic methods,so as to solve the mine design and production scheduling problem.Although the optimality of the final solution cannot be guaranteed,they are able to produce sufficiently good solutions with relatively less computational costs.In the present paper,two hybrid models between augmented Lagrangian relaxation(ALR)and a particle swarm optimization(PSO)and ALR and bat algorithm(BA)are suggested so that the LTPS problem is solved under the condition of grade uncertainty.It is suggested to carry out the ALR method on the LTPS problem to improve its performance and accelerate the convergence.Moreover,the Lagrangian coefficients are updated by using PSO and BA.The presented models have been compared with the outcomes of the ALR-genetic algorithm,the ALR-traditional sub-gradient method,and the conventional method without using the Lagrangian approach.The results indicated that the ALR is considered a more efficient approach which can solve a large-scale problem and make a valid solution.Hence,it is more effectual than the conventional method.Furthermore,the time and cost of computation are diminished by the proposed hybrid strategies.The CPU time using the ALR-BA method is about 7.4%higher than the ALR-PSO approach. 展开更多
关键词 open-pit mine long-term production scheduling grade uncertainty augmented lagrangian relaxation particle swarm optimization algorithm bat algorithm
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A new method on hydrothermal scheduling optimization in electric power market
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作者 马平 朱海洲 蔡兴国 《Journal of Harbin Institute of Technology(New Series)》 EI CAS 2007年第6期812-816,共5页
The hydrothermal scheduling in the electric power market becomes difficult because of introducing competition and considering sorts of constraints. An augmented Lagrangian approach is adopted to solve the problem,whic... The hydrothermal scheduling in the electric power market becomes difficult because of introducing competition and considering sorts of constraints. An augmented Lagrangian approach is adopted to solve the problem,which adds to the standard Lagrangian function a quadratic penalty term without changing its dual property,and reduces the oscillation in iterations. According to the theory of large system coordination and decomposition,the problem is divided into hydro sub-problem and thermal sub-problem,which are coordinated by updating the Lagrangian multipliers,then the optimal solution is obtained. Our results for a test system show that the augmented Lagrangian approach can make the problem converge into the optimal solution quickly. 展开更多
关键词 power market market clear price hydrothermal scheduling augmented lagrangian
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A Fast Algorithm for Training Large Scale Support Vector Machines
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作者 Mayowa Kassim Aregbesola Igor Griva 《Journal of Computer and Communications》 2022年第12期1-15,共15页
The manuscript presents an augmented Lagrangian—fast projected gradient method (ALFPGM) with an improved scheme of working set selection, pWSS, a decomposition based algorithm for training support vector classificati... The manuscript presents an augmented Lagrangian—fast projected gradient method (ALFPGM) with an improved scheme of working set selection, pWSS, a decomposition based algorithm for training support vector classification machines (SVM). The manuscript describes the ALFPGM algorithm, provides numerical results for training SVM on large data sets, and compares the training times of ALFPGM and Sequential Minimal Minimization algorithms (SMO) from Scikit-learn library. The numerical results demonstrate that ALFPGM with the improved working selection scheme is capable of training SVM with tens of thousands of training examples in a fraction of the training time of some widely adopted SVM tools. 展开更多
关键词 SVM Machine Learning Support Vector Machines FISTA Fast Projected Gradient augmented lagrangian Working Set Selection DECOMPOSITION
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