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

2016· article· en· 119 citations· W2523748411 on OpenAlex· 10.1137/15m1044448

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A frame that forgets how it found something cannot be audited. These are the routes that admitted this work.

Canadian affiliationAn author listed a Canadian institution. This is the only route the usual frame has.

Full frame distilled prediction

Learned from the 10,348 direct Codex labels and 10,348 direct Gemma labels. Candidate is the union of thresholded teacher heads; consensus is their intersection. These outputs are machine_predicted_unvalidated and are not human labels or direct frontier model labels.

Candidate categories
none
Consensus categories
none
Domain
Candidate signal: noneConsensus signal: none
Study design
Candidate signal: Bench or experimentalConsensus signal: none
Genre
Candidate signal: EmpiricalConsensus signal: Empirical
Teacher disagreement score
0.529
Threshold uncertainty score
0.177
Validation status
machine_predicted_unvalidated · codex-gemma-dda1882f352a

Codex and Gemma teacher scores by category

CategoryCodexGemma
Metaresearch0.0010.000
Meta-epidemiology (narrow)0.0000.000
Meta-epidemiology (broad)0.0000.000
Bibliometrics0.0000.000
Science and technology studies0.0000.000
Scholarly communication0.0000.000
Open science0.0000.000
Research integrity0.0000.000
Insufficient payload (model declined to judge)0.0000.000

Machine scores (provisional)

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

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.

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

Abstract

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.

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The record

Venue
SIAM Journal on Imaging Sciences
Topic
Sparse and Compressive Sensing Techniques
Field
Engineering
Canadian institutions
Toronto Metropolitan University
Funders
National Natural Science Foundation of China
Keywords
Convergence (economics)Lagrange multiplierMultiplier (economics)MathematicsAccelerationApplied mathematicsAugmented Lagrangian methodRate of convergenceMathematical optimizationAlgorithmComputer scienceKey (lock)Physics
Has abstract in OpenAlex
yes