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arXiv 2211.04782math.OCcs.DC
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Douglas-Rachford方法的图形和分布扩展

Graph and distributed extensions of the Douglas-Rachford method

Kristian Bredies, Enis Chenchene, Emanuele Naldi

摘要:

在本文中,我们提出了几个基于图的道格拉斯-Rachford分裂(DRS)方法解决单调包含问题涉及$N$极大单调算子的总和。我们的建设是基于一个两层的架构,我们称之为二层图,我们相关联的DRS算法,提出了规定的结构的泛化。所得到的方案可以被理解为在Ryu [Math Program 182(1):233-273,2020]的意义上具有最小提升的无条件稳定的节俭预解式分裂方法,以及(退化)预处理邻近点方法的实例,其提供了鲁棒的收敛保证。我们进一步描述了如何利用DRS方法的基于图的扩展来设计新的完全分布式协议。一个拥挤的最优输运问题和分布式支持向量机的应用程序显示出有趣的连接与底层图形拓扑结构和高度竞争的性能与国家的最先进的分布式优化方法。

英文摘要:

In this paper, we propose several graph-based extensions of the Douglas-Rachford splitting (DRS) method to solve monotone inclusion problems involving the sum of $N$ maximal monotone operators. Our construction is based on a two-layer architecture that we refer to as bilevel graphs, to which we associate a generalization of the DRS algorithm that presents the prescribed structure. The resulting schemes can be understood as unconditionally stable frugal resolvent splitting methods with a minimal lifting in the sense of Ryu [Math Program 182(1):233-273, 2020], as well as instances of the (degenerate) Preconditioned Proximal Point method, which provides robust convergence guarantees. We further describe how the graph-based extensions of the DRS method can be leveraged to design new fully distributed protocols. Applications to a congested optimal transport problem and to distributed Support Vector Machines show interesting connections with the underlying graph topology and highly competitive performances with state-of-the-art distributed optimization approaches.

机构、总结、中文摘要均由AI分析而来,可能存在错误,请以论文正文为准。

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