论文标题

线性可行性问题的草图和项目方法:贪婪的抽样和动量

Sketch & Project Methods for Linear Feasibility Problems: Greedy Sampling & Momentum

论文作者

Morshed, Md Sarowar, Noor-E-Alam, Md.

论文摘要

我们为求解线性可行性问题的草图和项目方法开发了两个贪婪的抽样规则。所提出的贪婪采样规则概括了现有的最大距离采样规则和统一采样规则,并生成了草图和项目方法的更快变体。我们还介绍了贪婪的上限采样规则,以改善现有的限制采样规则。此外,我们将所谓的重球动量技术纳入了拟议的贪婪草图和项目方法。通过改变参数,例如采样规则,绘制向量;我们将几种众所周知的算法恢复为特殊情况,包括随机的Kaczmarz(RK),Motzkin Halise(MR),采样Kaczmarz Motzkin(SKM)。我们还获得了几种新方法,例如随机坐标下降,采样坐标下降,上限坐标下降等,以解决线性可行性问题。我们为基本的贪婪方法和动量提供了全局线性收敛结果。在较弱的条件下,我们证明了$ \ Mathcal {O}(\ frac {1} {k})$收敛速率,用于两种方法生成的序列的cesaro平均值。我们扩展了所谓的可行性证书结果,该证书概括了几种现有结果。为了支持提出的理论结果,我们对随机生成的测试实例以及稀疏现实世界测试实例进行了全面的数值实验。提出的贪婪抽样方法显着优于现有抽样方法。最后,在这项工作中设计的动量变体扩展了所有采样规则的草图和项目方法的计算性能。

We develop two greedy sampling rules for the Sketch & Project method for solving linear feasibility problems. The proposed greedy sampling rules generalize the existing max-distance sampling rule and uniform sampling rule and generate faster variants of Sketch & Project methods. We also introduce greedy capped sampling rules that improve the existing capped sampling rules. Moreover, we incorporate the so-called heavy ball momentum technique to the proposed greedy Sketch & Project method. By varying the parameters such as sampling rules, sketching vectors; we recover several well-known algorithms as special cases, including Randomized Kaczmarz (RK), Motzkin Relaxation (MR), Sampling Kaczmarz Motzkin (SKM). We also obtain several new methods such as Randomized Coordinate Descent, Sampling Coordinate Descent, Capped Coordinate Descent, etc. for solving linear feasibility problems. We provide global linear convergence results for both the basic greedy method and the greedy method with momentum. Under weaker conditions, we prove $\mathcal{O}(\frac{1}{k})$ convergence rate for the Cesaro average of sequences generated by both methods. We extend the so-called certificate of feasibility result for the proposed momentum method that generalizes several existing results. To back up the proposed theoretical results, we carry out comprehensive numerical experiments on randomly generated test instances as well as sparse real-world test instances. The proposed greedy sampling methods significantly outperform the existing sampling methods. And finally, the momentum variants designed in this work extend the computational performance of the Sketch & Project methods for all of the sampling rules.

扫码加入交流群

加入微信交流群

微信交流群二维码

扫码加入学术交流群,获取更多资源