• Title/Summary/Keyword: Alternating direction method of multipliers

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ITERATIVE REWEIGHTED ALGORITHM FOR NON-CONVEX POISSONIAN IMAGE RESTORATION MODEL

  • Jeong, Taeuk;Jung, Yoon Mo;Yun, Sangwoon
    • Journal of the Korean Mathematical Society
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    • v.55 no.3
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    • pp.719-734
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    • 2018
  • An image restoration problem with Poisson noise arises in many applications of medical imaging, astronomy, and microscopy. To overcome ill-posedness, Total Variation (TV) model is commonly used owing to edge preserving property. Since staircase artifacts are observed in restored smooth regions, higher-order TV regularization is introduced. However, sharpness of edges in the image is also attenuated. To compromise benefits of TV and higher-order TV, the weighted sum of the non-convex TV and non-convex higher order TV is used as a regularizer in the proposed variational model. The proposed model is non-convex and non-smooth, and so it is very challenging to solve the model. We propose an iterative reweighted algorithm with the proximal linearized alternating direction method of multipliers to solve the proposed model and study convergence properties of the algorithm.

Optical Misalignment Cancellation via Online L1 Optimization (온라인 L1 최적화를 통한 탐색기 비정렬 효과 제거 기법)

  • Kim, Jong-Han;Han, Yudeog;Whang, Ick Ho
    • The Transactions of The Korean Institute of Electrical Engineers
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    • v.66 no.7
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    • pp.1078-1082
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    • 2017
  • This paper presents an L1 optimization based filtering technique which effectively eliminates the optical misalignment effects encountered in the squint guidance mode with strapdown seekers. We formulated a series of L1 optimization problems in order to separate the bias and the gradient components from the measured data, and solved them via the alternating direction method of multipliers (ADMM) and sparse matrix decomposition techniques. The proposed technique was able to rapidly detect arbitrary discontinuities and gradient changes from the measured signals, and was shown to effectively cancel the undesirable effects coming from the seeker misalignment angles. The technique was implemented on embedded flight computers and the real-time operational performance was verified via the hardware-in-the-loop simulation (HILS) tests in parallel with the automatic target recognition algorithms and the intra-red synthetic target images.

SHADOWING PROPERTY FOR ADMM FLOWS

  • Yoon Mo Jung;Bomi Shin;Sangwoon Yun
    • Journal of the Korean Mathematical Society
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    • v.61 no.2
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    • pp.395-408
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    • 2024
  • There have been numerous studies on the characteristics of the solutions of ordinary differential equations for optimization methods, including gradient descent methods and alternating direction methods of multipliers. To investigate computer simulation of ODE solutions, we need to trace pseudo-orbits by real orbits and it is called shadowing property in dynamics. In this paper, we demonstrate that the flow induced by the alternating direction methods of multipliers (ADMM) for a C2 strongly convex objective function has the eventual shadowing property. For the converse, we partially answer that convexity with the eventual shadowing property guarantees a unique minimizer. In contrast, we show that the flow generated by a second-order ODE, which is related to the accelerated version of ADMM, does not have the eventual shadowing property.

Power Failure Sensitivity Analysis via Grouped L1/2 Sparsity Constrained Logistic Regression

  • Li, Baoshu;Zhou, Xin;Dong, Ping
    • KSII Transactions on Internet and Information Systems (TIIS)
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    • v.15 no.8
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    • pp.3086-3101
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    • 2021
  • To supply precise marketing and differentiated service for the electric power service department, it is very important to predict the customers with high sensitivity of electric power failure. To solve this problem, we propose a novel grouped 𝑙1/2 sparsity constrained logistic regression method for sensitivity assessment of electric power failure. Different from the 𝑙1 norm and k-support norm, the proposed grouped 𝑙1/2 sparsity constrained logistic regression method simultaneously imposes the inter-class information and tighter approximation to the nonconvex 𝑙0 sparsity to exploit multiple correlated attributions for prediction. Firstly, the attributes or factors for predicting the customer sensitivity of power failure are selected from customer sheets, such as customer information, electric consuming information, electrical bill, 95598 work sheet, power failure events, etc. Secondly, all these samples with attributes are clustered into several categories, and samples in the same category are assumed to be sharing similar properties. Then, 𝑙1/2 norm constrained logistic regression model is built to predict the customer's sensitivity of power failure. Alternating direction of multipliers (ADMM) algorithm is finally employed to solve the problem by splitting it into several sub-problems effectively. Experimental results on power electrical dataset with about one million customer data from a province validate that the proposed method has a good prediction accuracy.

Pairwise fusion approach to cluster analysis with applications to movie data (영화 데이터를 위한 쌍별 규합 접근방식의 군집화 기법)

  • Kim, Hui Jin;Park, Seyoung
    • The Korean Journal of Applied Statistics
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    • v.35 no.2
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    • pp.265-283
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    • 2022
  • MovieLens data consists of recorded movie evaluations that was often used to measure the evaluation score in the recommendation system research field. In this paper, we provide additional information obtained by clustering user-specific genre preference information through movie evaluation data and movie genre data. Because the number of movie ratings per user is very low compared to the total number of movies, the missing rate in this data is very high. For this reason, there are limitations in applying the existing clustering methods. In this paper, we propose a convex clustering-based method using the pairwise fused penalty motivated by the analysis of MovieLens data. In particular, the proposed clustering method execute missing imputation, and at the same time uses movie evaluation and genre weights for each movie to cluster genre preference information possessed by each individual. We compute the proposed optimization using alternating direction method of multipliers algorithm. It is shown that the proposed clustering method is less sensitive to noise and outliers than the existing method through simulation and MovieLens data application.

A Multi-view Super-Resolution Method with Joint-optimization of Image Fusion and Blind Deblurring

  • Fan, Jun;Wu, Yue;Zeng, Xiangrong;Huangpeng, Qizi;Liu, Yan;Long, Xin;Zhou, Jinglun
    • KSII Transactions on Internet and Information Systems (TIIS)
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    • v.12 no.5
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    • pp.2366-2395
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    • 2018
  • Multi-view super-resolution (MVSR) refers to the process of reconstructing a high-resolution (HR) image from a set of low-resolution (LR) images captured from different viewpoints typically by different cameras. These multi-view images are usually obtained by a camera array. In our previous work [1], we super-resolved multi-view LR images via image fusion (IF) and blind deblurring (BD). In this paper, we present a new MVSR method that jointly realizes IF and BD based on an integrated energy function optimization. First, we reformulate the MVSR problem into a multi-channel blind deblurring (MCBD) problem which is easier to be solved than the former. Then the depth map of the desired HR image is calculated. Finally, we solve the MCBD problem, in which the optimization problems with respect to the desired HR image and with respect to the unknown blur are efficiently addressed by the alternating direction method of multipliers (ADMM). Experiments on the Multi-view Image Database of the University of Tsukuba and images captured by our own camera array system demonstrate the effectiveness of the proposed method.

Fully Distributed Economic Dispatching Methods Based on Alternating Direction Multiplier Method

  • Yang, Linfeng;Zhang, Tingting;Chen, Guo;Zhang, Zhenrong;Luo, Jiangyao;Pan, Shanshan
    • Journal of Electrical Engineering and Technology
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    • v.13 no.5
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    • pp.1778-1790
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    • 2018
  • Based on the requirements and characteristics of multi-zone autonomous decision-making in modern power system, fully distributed computing methods are needed to optimize the economic dispatch (ED) problem coordination of multi-regional power system on the basis of constructing decomposition and interaction mechanism. In this paper, four fully distributed methods based on alternating direction method of multipliers (ADMM) are used for solving the ED problem in distributed manner. By duplicating variables, the 2-block classical ADMM can be directly used to solve ED problem fully distributed. The second method is employing ADMM to solve the dual problem of ED in fully distributed manner. N-block methods based on ADMM including Alternating Direction Method with Gaussian back substitution (ADM_G) and Exchange ADMM (E_ADMM) are employed also. These two methods all can solve ED problem in distributed manner. However, the former one cannot be carried out in parallel. In this paper, four fully distributed methods solve the ED problem in distributed collaborative manner. And we also discussed the difference of four algorithms from the aspects of algorithm convergence, calculation speed and parameter change. Some simulation results are reported to test the performance of these distributed algorithms in serial and parallel.

SATURATION-VALUE TOTAL VARIATION BASED COLOR IMAGE DENOISING UNDER MIXED MULTIPLICATIVE AND GAUSSIAN NOISE

  • JUNG, MIYOUN
    • Journal of the Korean Society for Industrial and Applied Mathematics
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    • v.26 no.3
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    • pp.156-184
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    • 2022
  • In this article, we propose a novel variational model for restoring color images corrupted by mixed multiplicative Gamma noise and additive Gaussian noise. The model involves a data-fidelity term that characterizes the mixed noise as an infimal convolution of two noise distributions and the saturation-value total variation (SVTV) regularization. The data-fidelity term facilitates suitable separation of the multiplicative Gamma and Gaussian noise components, promoting simultaneous elimination of the mixed noise. Furthermore, the SVTV regularization enables adequate denoising of homogeneous regions, while maintaining edges and details and diminishing the color artifacts induced by noise. To solve the proposed nonconvex model, we exploit an alternating minimization approach, and then the alternating direction method of multipliers is adopted for solving subproblems. This contributes to an efficient iterative algorithm. The experimental results demonstrate the superior performance of the proposed model compared to other existing or related models, with regard to visual inspection and image quality measurements.

Distributed Decision-Making in Wireless Sensor Networks for Online Structural Health Monitoring

  • Ling, Qing;Tian, Zhi;Li, Yue
    • Journal of Communications and Networks
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    • v.11 no.4
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    • pp.350-358
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    • 2009
  • In a wireless sensor network (WSN) setting, this paper presents a distributed decision-making framework and illustrates its application in an online structural health monitoring (SHM) system. The objective is to recover a damage severity vector, which identifies, localizes, and quantifies damages in a structure, via distributive and collaborative decision-making among wireless sensors. Observing the fact that damages are generally scarce in a structure, this paper develops a nonlinear 0-norm minimization formulation to recover the sparse damage severity vector, then relaxes it to a linear and distributively tractable one. An optimal algorithm based on the alternating direction method of multipliers (ADMM) and a heuristic distributed linear programming (DLP) algorithm are proposed to estimate the damage severity vector distributively. By limiting sensors to exchange information among neighboring sensors, the distributed decision-making algorithms reduce communication costs, thus alleviate the channel interference and prolong the network lifetime. Simulation results in monitoring a steel frame structure prove the effectiveness of the proposed algorithms.

ADMM algorithms in statistics and machine learning (통계적 기계학습에서의 ADMM 알고리즘의 활용)

  • Choi, Hosik;Choi, Hyunjip;Park, Sangun
    • Journal of the Korean Data and Information Science Society
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    • v.28 no.6
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    • pp.1229-1244
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    • 2017
  • In recent years, as demand for data-based analytical methodologies increases in various fields, optimization methods have been developed to handle them. In particular, various constraints required for problems in statistics and machine learning can be solved by convex optimization. Alternating direction method of multipliers (ADMM) can effectively deal with linear constraints, and it can be effectively used as a parallel optimization algorithm. ADMM is an approximation algorithm that solves complex original problems by dividing and combining the partial problems that are easier to optimize than original problems. It is useful for optimizing non-smooth or composite objective functions. It is widely used in statistical and machine learning because it can systematically construct algorithms based on dual theory and proximal operator. In this paper, we will examine applications of ADMM algorithm in various fields related to statistics, and focus on two major points: (1) splitting strategy of objective function, and (2) role of the proximal operator in explaining the Lagrangian method and its dual problem. In this case, we introduce methodologies that utilize regularization. Simulation results are presented to demonstrate effectiveness of the lasso.