我们提出了一种优化方法来设计具有成本效益的电力传输网络。也就是说，我们的目标是选择网络结构和线路电导（线路尺寸），以优化网络效率（传输网络内的低功耗）和构建网络的成本之间的权衡。我们从基于论文“Minimizing Effective Resistance of a Graph”[Ghosh，Boyd \& Saberi]的凸优化方法开始。我们表明，这种（直流）电阻网络方法可以适应的情况下，交流功率流。然而，这并没有解决选择网络结构的组合方面。我们将这个问题视为在过完备网络中选择一个子图，假设最小化（凸）网络功耗加上线路电导的非凸成本，这鼓励稀疏网络，其中许多线路电导被设置为零。我们开发了一种启发式方法来解决这个非凸优化问题，使用：（1）连续的方法来插值从光滑，凸问题（非光滑，非凸）组合问题，（2）优化最小化算法执行必要的中间光滑，但非凸优化步骤。最终，这涉及到解决一系列的凸优化问题，其中我们迭代地重新加权线电导的线性成本，以适应实际的非凸成本。几个例子表明，整体方法是一个很好的启发式网络设计。我们还考虑如何获得稀疏网络，仍然是强大的线路和/或发电机故障。
英文摘要：
We propose an optimization approach to design cost-effective electrical power transmission networks. That is, we aim to select both the network structure and the line conductances (line sizes) so as to optimize the trade-off between network efficiency (low power dissipation within the transmission network) and the cost to build the network. We begin with a convex optimization method based on the paper ``Minimizing Effective Resistance of a Graph'' [Ghosh, Boyd \& Saberi]. We show that this (DC) resistive network method can be adapted to the context of AC power flow. However, that does not address the combinatorial aspect of selecting network structure. We approach this problem as selecting a subgraph within an over-complete network, posed as minimizing the (convex) network power dissipation plus a non-convex cost on line conductances that encourages sparse networks where many line conductances are set to zero. We develop a heuristic approach to solve this non-convex optimization problem using: (1) a continuation method to interpolate from the smooth, convex problem to the (non-smooth, non-convex) combinatorial problem, (2) the majorization-minimization algorithm to perform the necessary intermediate smooth but non-convex optimization steps. Ultimately, this involves solving a sequence of convex optimization problems in which we iteratively reweight a linear cost on line conductances to fit the actual non-convex cost. Several examples are presented which suggest that the overall method is a good heuristic for network design. We also consider how to obtain sparse networks that are still robust against failures of lines and/or generators.
We present a primal-dual majorization-minimization method for solving large-scale linear programs. A smooth barrier augmented Lagrangian (SBAL) function with strict convexity for the dual linear program is derived. The majorization-minimization approach is naturally introduced to develop the smoothness and convexity of the SBAL function. Our method only depends on a factorization of the constant matrix independent of iterations and does not need any computation on step sizes, thus can be expected to be particularly appropriate for large-scale linear programs. The method shares some similar pro…
Variable Bregman Majorization-Minimization algorithms for nonconvex nonsmooth optimization, with application to Poisson imaging
Université Paris-Saclay, CentraleSupélec, Inria, Centre pour la Vision Numérique（巴黎萨克雷大学、中央苏佩莱克学院、法国国家信息与自动化研究所、数字视觉中心）；Université Paris-Saclay, Laboratoire BioMaps, CEA（巴黎萨克雷大学、BioMaps实验室、法国原子能和替代能源委员会）
Zhejiang University City College（浙大城市学院）；Southwest Jiaotong University（西南交通大学）；Zhejiang University（浙江大学）
In this paper, we introduce a proximal-proximal majorization-minimization (PPMM) algorithm for nonconvex tuning-free robust regression problems. The basic idea is to apply the proximal majorization-minimization algorithm to solve the nonconvex problem with the inner subproblems solved by a sparse semismooth Newton (SSN) method based proximal point algorithm (PPA). We must emphasize that the main difficulty in the design of the algorithm lies in how to overcome the singular difficulty of the inner subproblem. Furthermore, we also prove that the PPMM algorithm converges to a d-stationary point. …
In this paper, we consider a class of nonsmooth nonconvex optimization problems whose objective is the sum of a block relative smooth function and a proper and lower semicontinuous block separable function. Although the analysis of block proximal gradient (BPG) methods for the class of block $L$-smooth functions have been successfully extended to Bregman BPG methods that deal with the class of block relative smooth functions, accelerated Bregman BPG methods are scarce and challenging to design. Taking our inspiration from Nesterov-type acceleration and the majorization-minimization scheme, we …
In this paper, we consider the problem of distributed pose graph optimization (PGO) that has extensive applications in multi-robot simultaneous localization and mapping (SLAM). We propose majorization minimization methods to distributed PGO and show that our proposed methods are guaranteed to converge to first-order critical points under mild conditions. Furthermore, since our proposed methods rely a proximal operator of distributed PGO, the convergence rate can be significantly accelerated with Nesterov's method, and more importantly, the acceleration induces no compromise of theoretical guar…
Huawei Belgium Research Center（华为比利时研究中心）；HCMC University of Education（胡志明市教育大学）；University of Mons（蒙斯大学）
In this paper, we introduce TITAN, a novel inerTIal block majorizaTion minimizAtioN framework for non-smooth non-convex optimization problems. To the best of our knowledge, TITAN is the first framework of block-coordinate update method that relies on the majorization-minimization framework while embedding inertial force to each step of the block updates. The inertial force is obtained via an extrapolation operator that subsumes heavy-ball and Nesterov-type accelerations for block proximal gradient methods as special cases. By choosing various surrogate functions, such as proximal, Lipschitz gr…
A sparse semismooth Newton based proximal majorization-minimization algorithm for nonconvex square-root-loss regression problems
Zhejiang University City College（浙大城市学院）；Southwest Jiaotong University（西南交通大学）；The Hong Kong Polytechnic University（香港理工大学）；National University of Singapore（新加坡国立大学）
In this paper, we introduce a novel iterative algorithm for the problem of phase-retrieval where the measurements consist of only the magnitude of linear function of the unknown signal, and the noise in the measurements follow Poisson distribution. The proposed algorithm is based on the principle of majorization-minimization (MM); however, the application of MM here is very novel and distinct from the way MM has been usually used to solve optimization problems in the literature. More precisely, we reformulate the original minimization problem into a saddle point problem by invoking Fenchel dua…
Graz University of Technology（格拉茨工业大学）；University of Bath（巴斯大学）；University of Trieste（的里雅斯特大学）；Inria（法国国家信息与自动化研究所）；CentraleSupélec（巴黎中央理工-高等电力学院）；University Paris Saclay（巴黎萨克雷大学）
Automated methods for facial animation are a necessary tool in the modern industry since the standard blendshape head models consist of hundreds of controllers and a manual approach is painfully slow. Different solutions have been proposed that produce output in real-time or generalize well for different face topologies. However, all these prior works consider a linear approximation of the blendshape function and hence do not provide a high-enough level of details for modern realistic human face reconstruction. We build a method for solving the inverse rig in blendshape animation using quadrat…
Block Majorization Minimization with Extrapolation and Application to $β$-NMF
Acapela Group（Acapela集团）；Institute of data sciences（数据科学研究所）；Faculty of Engineering（工程学院）；University of Mons（蒙斯大学）；Department of Mathematics and Operational Research（数学与运筹学系）
We propose a generalized formulation of direction of arrival estimation that includes many existing methods such as steered response power, subspace, coherent and incoherent, as well as speech sparsity-based methods. Unlike most conventional methods that rely exclusively on grid search, we introduce a continuous optimization algorithm to refine DOA estimates beyond the resolution of the initial grid. The algorithm is derived from the majorization-minimization (MM) technique. We derive two surrogate functions, one quadratic and one linear. Both lead to efficient iterative algorithms that do not…
We consider the problem of distributed pose graph optimization (PGO) that has important applications in multi-robot simultaneous localization and mapping (SLAM). We propose the majorization minimization (MM) method for distributed PGO ($\mathsf{MM-PGO}$) that applies to a broad class of robust loss kernels. The $\mathsf{MM-PGO}$ method is guaranteed to converge to first-order critical points under mild conditions. Furthermore, noting that the $\mathsf{MM-PGO}$ method is reminiscent of proximal methods, we leverage Nesterov's method and adopt adaptive restarts to accelerate convergence. The res…
Stochastic majorization-minimization (SMM) is a class of stochastic optimization algorithms that proceed by sampling new data points and minimizing a recursive average of surrogate functions of an objective function. The surrogates are required to be strongly convex and convergence rate analysis for the general non-convex setting was not available. In this paper, we propose an extension of SMM where surrogates are allowed to be only weakly convex or block multi-convex, and the averaged surrogates are approximately minimized with proximal regularization or block-minimized within diminishing rad…
Majorization-minimization Bregman proximal gradient algorithms for NMF with the Kullback--Leibler divergence
Graduate School of Information Science and Technology, The University of Tokyo（东京大学大学院信息理工学系研究科）；Department of Statistical Inference and Mathematics, The Institute of Statistical Mathematics（统计数学研究所统计推断与数学系）；The Graduate University for Advanced Studies（日本高级研究院）
