15,815 research outputs found
A Class of Randomized Primal-Dual Algorithms for Distributed Optimization
Based on a preconditioned version of the randomized block-coordinate
forward-backward algorithm recently proposed in [Combettes,Pesquet,2014],
several variants of block-coordinate primal-dual algorithms are designed in
order to solve a wide array of monotone inclusion problems. These methods rely
on a sweep of blocks of variables which are activated at each iteration
according to a random rule, and they allow stochastic errors in the evaluation
of the involved operators. Then, this framework is employed to derive
block-coordinate primal-dual proximal algorithms for solving composite convex
variational problems. The resulting algorithm implementations may be useful for
reducing computational complexity and memory requirements. Furthermore, we show
that the proposed approach can be used to develop novel asynchronous
distributed primal-dual algorithms in a multi-agent context
Stochastic Quasi-Fej\'er Block-Coordinate Fixed Point Iterations with Random Sweeping
This work proposes block-coordinate fixed point algorithms with applications
to nonlinear analysis and optimization in Hilbert spaces. The asymptotic
analysis relies on a notion of stochastic quasi-Fej\'er monotonicity, which is
thoroughly investigated. The iterative methods under consideration feature
random sweeping rules to select arbitrarily the blocks of variables that are
activated over the course of the iterations and they allow for stochastic
errors in the evaluation of the operators. Algorithms using quasinonexpansive
operators or compositions of averaged nonexpansive operators are constructed,
and weak and strong convergence results are established for the sequences they
generate. As a by-product, novel block-coordinate operator splitting methods
are obtained for solving structured monotone inclusion and convex minimization
problems. In particular, the proposed framework leads to random
block-coordinate versions of the Douglas-Rachford and forward-backward
algorithms and of some of their variants. In the standard case of block,
our results remain new as they incorporate stochastic perturbations
A Noise-Robust Method with Smoothed \ell_1/\ell_2 Regularization for Sparse Moving-Source Mapping
The method described here performs blind deconvolution of the beamforming
output in the frequency domain. To provide accurate blind deconvolution,
sparsity priors are introduced with a smooth \ell_1/\ell_2 regularization term.
As the mean of the noise in the power spectrum domain is dependent on its
variance in the time domain, the proposed method includes a variance estimation
step, which allows more robust blind deconvolution. Validation of the method on
both simulated and real data, and of its performance, are compared with two
well-known methods from the literature: the deconvolution approach for the
mapping of acoustic sources, and sound density modeling
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