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Record W2523748411 · doi:10.1137/15m1044448

Convergence Study on the Symmetric Version of ADMM with Larger Step Sizes

2016· article· en· W2523748411 on OpenAlexaff
Bing-sheng He, Feng Ma, Xiaoming Yuan

Bibliographic record

VenueSIAM Journal on Imaging Sciences · 2016
Typearticle
Languageen
FieldEngineering
TopicSparse and Compressive Sensing Techniques
Canadian institutionsToronto Metropolitan University
FundersNational Natural Science Foundation of China
KeywordsConvergence (economics)Lagrange multiplierMultiplier (economics)MathematicsAccelerationApplied mathematicsAugmented Lagrangian methodRate of convergenceMathematical optimizationAlgorithmComputer scienceKey (lock)Physics

Abstract

fetched live from OpenAlex

The alternating direction method of multipliers (ADMM), also well known as a special split Bregman algorithm in imaging, is being popularly used in many areas including the image processing field. One useful modification is the symmetric version of the original ADMM, which updates the Lagrange multiplier twice at each iteration and thus the variables are treated in a symmetric manner. The symmetric version of ADMM, however, is not necessarily convergent. It was recently found that the convergence of symmetric ADMM can be sufficiently ensured if both the step sizes for updating the Lagrange multiplier are shrunk conservatively. Despite the theoretical significance in ensuring convergence, however, smaller step sizes should be strongly avoided in practice. On the contrary, we actually have the desire of seeking larger step sizes whenever possible in order to accelerate the numerical performance. Another technique leading to numerical acceleration of ADMM is enlarging its step size by a constant originally proposed by Fortin and Glowinski. These two numerically favorable techniques are commonly but usually separately used in ADMM literature, and intuitively they seem to be incompatible in combination with the symmetric ADMM due to the conflict between the theoretical role in ensuring the convergence with smaller step sizes and the empirical necessity in accelerating numerical performance with larger step sizes. It is thus open whether the ADMM scheme in combination with these two techniques simultaneously is convergent. We answer this question affirmatively in this paper and rigorously show the convergence of the symmetric version of ADMM with step sizes that can be enlarged by Fortin and Glowinski's constant. We thus move forward to the counterintuitive understanding that shrinking both the step sizes is not necessary for the symmetric ADMM. We conduct the convergence analysis by specifying a step size domain that can ensure the convergence of symmetric ADMM; some known results in the ADMM literature turn out to be special cases of our discussion. Since the step sizes can be enlarged by constants that are problem-independent and the strategy is applicable to the general iterative scheme when the generic setting of the model is considered, our theoretical study provides an easily implementable strategy to accelerate the ADMM numerically which can be immediately applied to a variety of applications including some standard image processing tasks.

Fetched live from OpenAlex and de-inverted. Abstracts are not stored in this database: the inverted indexes are 8.6 GB of the frame’s 9.3 GB of text, and the host has 13 GB free.

How this classification was reachedexpand

Full frame machine prediction

Teacher imitation

Not calibrated prevalence, not ground truth. Human validation pending. The Gemma side is a direct model label for every work in the frame, read from the title-only record. The Codex side is a classifier learned from the 10,348 direct Codex labels and calibrated to design-weighted sample rates; fields without enough sample support carry no Codex call. Candidate is the union of the two sides; consensus is their intersection. These outputs are machine_predicted_unvalidated and are not human labels.

metaresearch head score (Codex)0.009
metaresearch head score (Gemma)0.024
Version: metacan-v3-hybrid-931329e0061cValidation status: machine_predicted_unvalidated
Candidate categoriesnone
Consensus categoriesnone
DomainCandidate signal: none · Consensus signal: none
Study designCandidate signal: Simulation or modeling · Consensus signal: Simulation or modeling
GenreCandidate signal: Methods · Consensus signal: Methods
Teacher disagreement score0.009
Threshold uncertainty score0.048

Distilled classifier scores by category (both heads)

CategoryCodexGemma
Metaresearch0.0090.024
Meta-epidemiology (narrow)0.0020.000
Meta-epidemiology (broad)0.0010.002
Bibliometrics0.0010.001
Science and technology studies0.0010.002
Scholarly communication0.0010.003
Open science0.0020.002
Research integrity0.0020.003
Insufficient payload (model declined to judge)0.0030.001

Machine scores (provisional)

The two teacher heads of the student model, read on this work. A score orders the frame for review; it never asserts a category, and the validation status ships verbatim with every row.

Baseline scores from an immature model (maturity gate not passed, 7 training rounds). Scores rank; they never assert a category.

Opus teacher head0.017
GPT teacher head0.247
Teacher spread0.230 · how far apart the two teachers sit on this one work
Validation statusscore_only:v0-immature-baseline · verbatim from the scoring run: score_only means the number may rank works, and no category label ships from it

Classification

machine, unvalidated

Machine predicted; a candidate call from one source (direct Gemma or distilled Codex), not a consensus.

The models applied no category: nothing in the taxonomy fit this work.
Study designSimulation or modeling
Domainnot available
GenreMethods

How this classification was reached, model by model and score by score, is at the end of the page under "How this classification was reached".

Quick stats

Citations119
Published2016
Admission routes1
Has abstractyes

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