论文标题
部分可观测时空混沌系统的无模型预测
Accelerated Primal-Dual Mirror Dynamics for Centrailized and Distributed Constrained Convex Optimization Problems
论文作者
论文摘要
本文研究了两种加速的原始偶反射镜动力学方法,用于光滑和非平滑凸的优化问题,并具有仿射和封闭式凸的设置约束。在平滑的情况下,提出了基于加速的镜像下降和原始二重式框架的加速原始偶发镜动力学方法(APDMD),并提出了原始偶尔间隙,可行性度量和目标函数衡量值以及APDMD轨迹以及APDMD的轨迹的加速收敛性。然后,我们将APDMD扩展到两种分布式动力学方法中,以处理两种类型的分布式平滑优化问题,即分布式约束共识问题(DCCP),并具有分布式的扩展单型单型优化(DEMO),并具有加速的收敛保证。此外,在非平滑案例中,我们提出了一种平滑的加速二重镜像动力学方法(SAPDMD),并在平滑近似技术和上述APDMD的帮助下。我们还进一步证明,通过选择适当的平滑近似参数,SAPDMD的原始偶差间隙,目标函数值和可行性度量具有与APDMD相同的加速收敛属性。后来,我们提出了两种平滑加速的分布式动力学方法,以处理非平滑演示和DCCP,以获得加速和有效的解决方案。最后,进行数值实验以证明所提出的加速镜动力学方法的有效性。
This paper investigates two accelerated primal-dual mirror dynamical approaches for smooth and nonsmooth convex optimization problems with affine and closed, convex set constraints. In the smooth case, an accelerated primal-dual mirror dynamical approach (APDMD) based on accelerated mirror descent and primal-dual framework is proposed and accelerated convergence properties of primal-dual gap, feasibility measure and the objective function value along with trajectories of APDMD are derived by the Lyapunov analysis method. Then, we extend APDMD into two distributed dynamical approaches to deal with two types of distributed smooth optimization problems, i.e., distributed constrained consensus problem (DCCP) and distributed extended monotropic optimization (DEMO) with accelerated convergence guarantees. Moreover, in the nonsmooth case, we propose a smoothing accelerated primal-dual mirror dynamical approach (SAPDMD) with the help of smoothing approximation technique and the above APDMD. We further also prove that primal-dual gap, objective function value and feasibility measure of SAPDMD have the same accelerated convergence properties as APDMD by choosing the appropriate smooth approximation parameters. Later, we propose two smoothing accelerated distributed dynamical approaches to deal with nonsmooth DEMO and DCCP to obtain accelerated and efficient solutions. Finally, numerical experiments are given to demonstrate the effectiveness of the proposed accelerated mirror dynamical approaches.