Redirigiendo al acceso original de articulo en 19 segundos...
Inicio  /  Algorithms  /  Vol: 16 Par: 6 (2023)  /  Artículo
ARTÍCULO
TITULO

On the Adaptive Penalty Parameter Selection in ADMM

Serena Crisci    
Valentina De Simone and Marco Viola    

Resumen

Many data analysis problems can be modeled as a constrained optimization problem characterized by nonsmooth functionals, often because of the presence of ℓ1" role="presentation">l1l1 l 1 -regularization terms. One of the most effective ways to solve such problems is through the Alternate Direction Method of Multipliers (ADMM), which has been proved to have good theoretical convergence properties even if the arising subproblems are solved inexactly. Nevertheless, experience shows that the choice of the parameter τ" role="presentation">??t t penalizing the constraint violation in the Augmented Lagrangian underlying ADMM affects the method?s performance. To this end, strategies for the adaptive selection of such parameter have been analyzed in the literature and are still of great interest. In this paper, starting from an adaptive spectral strategy recently proposed in the literature, we investigate the use of different strategies based on Barzilai?Borwein-like stepsize rules. We test the effectiveness of the proposed strategies in the solution of real-life consensus logistic regression and portfolio optimization problems.

 Artículos similares

       
 
Yan Liang and Qingdong Zhang    
This paper investigated the flexible job-shop scheduling problem with the heat treatment process. To solve this problem, we built an unified mathematical model of the heat treatment process and machining process. Up to now, this problem has not been inve... ver más
Revista: Algorithms

 
Christopher Simon Beaverstock, Benjamin King Sutton Woods, James Henry Sun-Ming Fincham and Michael Ian Friswell    
Morphing technology offers a strategy to modify the wing geometry, and the wing planform and cross-sectional parameters can be optimised to the flight conditions. This paper presents an investigation into the effect of span and camber morphing on the mis... ver más
Revista: Aerospace