论文标题

具有先验信息的单调包含物的原始偶划分中的随机激活

Random Activations in Primal-Dual Splittings for Monotone Inclusions with a priori Information

论文作者

Briceño-Arias, Luis, Deride, Julio, Vega, Cristian

论文摘要

在本文中,我们提出了一种使用先验信息来求解复合原始偶发单调包含物的数值方法。基本的先验信息集由有限数量的运算符的固定点集的相交表示,我们提出和算法通过在每次迭代处遵循有限价值的随机变量来激活相应的集合。我们的公式是灵活的,包括循环方案上的确定性和伯努利激活,以及kaczmarz-type随机激活。算法的几乎肯定的收敛是通过随机准代序序列的特性获得的。我们还恢复了上下文中单调包含物的几种原始偶对算法,而没有先验信息和经典算法来解决凸的可行性问题和线性系统。在具有不平等约束的凸优化的背景下,任何选择的选择都定义了先验信息集,在这种情况下,所涉及的操作员只是投影到半个空间上。通过将随机投影纳入对经典原始偶偶有方案的约束选择中,我们可以通过数值应用在运输网络中的随机弧量扩展问题来获得更快的算法。

In this paper, we propose a numerical approach for solving composite primal-dual monotone inclusions with a priori information. The underlying a priori information set is represented by the intersection of fixed point sets of a finite number of operators, and we propose and algorithm that activates the corresponding set by following a finite-valued random variable at each iteration. Our formulation is flexible and includes, for instance, deterministic and Bernoulli activations over cyclic schemes, and Kaczmarz-type random activations. The almost sure convergence of the algorithm is obtained by means of properties of stochastic Quasi-Fejér sequences. We also recover several primal-dual algorithms for monotone inclusions in the context without a priori information and classical algorithms for solving convex feasibility problems and linear systems. In the context of convex optimization with inequality constraints, any selection of the constraints defines the a priori information set, in which case the operators involved are simply projections onto half spaces. By incorporating random projections onto a selection of the constraints to classical primal-dual schemes, we obtain faster algorithms as we illustrate by means of a numerical application to a stochastic arc capacity expansion problem in a transport network.

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