On Quasi-Newton Forward--Backward Splitting: Proximal Calculus and Convergence

We introduce a framework for quasi-Newton forward--backward splitting algorithms (proximal quasi-Newton methods) with a metric induced by diagonal $\pm$ rank-$r$ symmetric positive definite matrices. This special type of metric allows for a highly efficient evaluation of the proximal mapping. The key to this efficiency is a general proximal calculus in the new metric. By using duality, formulas are derived that relate the proximal mapping in a rank-$r$ modified metric to the original metric. We also describe efficient implementations of the proximity calculation for a large class of functions; the implementations exploit the piece-wise linear nature of the dual problem. Then, we apply these results to acceleration of composite convex minimization problems, which leads to elegant quasi-Newton methods for which we prove convergence. The algorithm is tested on several numerical examples and compared to a comprehensive list of alternatives in the literature. Our quasi-Newton splitting algorithm with the prescribed metric compares favorably against state-of-the-art. The algorithm has extensive applications including signal processing, sparse recovery, machine learning and classification to name a few.Comment: arXiv admin note: text overlap with arXiv:1206.115

ATK-ForceField: A New Generation Molecular Dynamics Software Package

ATK-ForceField is a software package for atomistic simulations using classical interatomic potentials. It is implemented as a part of the Atomistix ToolKit (ATK), which is a Python programming environment that makes it easy to create and analyze both standard and highly customized simulations. This paper will focus on the atomic interaction potentials, molecular dynamics, and geometry optimization features of the software, however, many more advanced modeling features are available. The implementation details of these algorithms and their computational performance will be shown. We present three illustrative examples of the types of calculations that are possible with ATK-ForceField: modeling thermal transport properties in a silicon germanium crystal, vapor deposition of selenium molecules on a selenium surface, and a simulation of creep in a copper polycrystal.Comment: 28 pages, 9 figure

Cosmological Parameters from Observations of Galaxy Clusters

Studies of galaxy clusters have proved crucial in helping to establish the standard model of cosmology, with a universe dominated by dark matter and dark energy. A theoretical basis that describes clusters as massive, multi-component, quasi-equilibrium systems is growing in its capability to interpret multi-wavelength observations of expanding scope and sensitivity. We review current cosmological results, including contributions to fundamental physics, obtained from observations of galaxy clusters. These results are consistent with and complementary to those from other methods. We highlight several areas of opportunity for the next few years, and emphasize the need for accurate modeling of survey selection and sources of systematic error. Capitalizing on these opportunities will require a multi-wavelength approach and the application of rigorous statistical frameworks, utilizing the combined strengths of observers, simulators and theorists.Comment: 53 pages, 21 figures. To appear in Annual Review of Astronomy & Astrophysic

Limited-Memory Greedy Quasi-Newton Method with Non-asymptotic Superlinear Convergence Rate

Non-asymptotic convergence analysis of quasi-Newton methods has gained attention with a landmark result establishing an explicit superlinear rate of O$((1/\sqrt{t})^t)$. The methods that obtain this rate, however, exhibit a well-known drawback: they require the storage of the previous Hessian approximation matrix or instead storing all past curvature information to form the current Hessian inverse approximation. Limited-memory variants of quasi-Newton methods such as the celebrated L-BFGS alleviate this issue by leveraging a limited window of past curvature information to construct the Hessian inverse approximation. As a result, their per iteration complexity and storage requirement is O$(\tau d)$ where $\tau \le d$ is the size of the window and $d$ is the problem dimension reducing the O$(d^2)$ computational cost and memory requirement of standard quasi-Newton methods. However, to the best of our knowledge, there is no result showing a non-asymptotic superlinear convergence rate for any limited-memory quasi-Newton method. In this work, we close this gap by presenting a limited-memory greedy BFGS (LG-BFGS) method that achieves an explicit non-asymptotic superlinear rate. We incorporate displacement aggregation, i.e., decorrelating projection, in post-processing gradient variations, together with a basis vector selection scheme on variable variations, which greedily maximizes a progress measure of the Hessian estimate to the true Hessian. Their combination allows past curvature information to remain in a sparse subspace while yielding a valid representation of the full history. Interestingly, our established non-asymptotic superlinear convergence rate demonstrates a trade-off between the convergence speed and memory requirement, which to our knowledge, is the first of its kind. Numerical results corroborate our theoretical findings and demonstrate the effectiveness of our method