A Balanced Augmented Lagrangian Method with Correction for Linearly Constrained Optimization

Because balanced constraints can overcome the problems of trivial solutions of data classification via minimum cut method, many techniques with different balanced strategies have been proposed to improve data classification accuracy. However, their performances have not been compared comprehensively so far. In this paper, we investigate seven balanced classification methods under the discrete non-local total variational framework and compare their accuracy performances on graph. The two-class classification problem with equality constraints, inequality constraints and Ratio Cut, Normalized Cut, Cheeger Cut models are investigated. For cases of equality constraint, we firstly compare the Penalty Function Method (PFM) and the Augmented Lagrangian Method (ALM), which can transform the constrained problems into unconstrained ones, to show the advantages of ALM. The other cases are all solved using the ALM also. In order to make the comparison fairly, we solve all models using ALM method and using the same proportion of fidelity points and the same neighborhood size on graph. Experimental results demonstrate ALM with the equality balanced constraint has the best classification accuracy compared with other six constraints. 200 words.

In this paper, we propose an image segmentation model where an $L^1$ variant of the Euler's elastica energy is used as boundary regularization. An interesting feature of this model lies in its preference for convex segmentation contours. However, due to the high order and non-differentiability of Euler's elastica energy, it is nontrivial to minimize the associated functional. As in recent work on the ordinary $L^2$-Euler's elastica model in imaging, we propose using an augmented Lagrangian method to tackle the minimization problem. Specifically, we design a novel augmented Lagrangian functional that deals with the mean curvature term differently than in previous works. The new treatment reduces the number of Lagrange multipliers employed, and more importantly, it helps represent the curvature more effectively and faithfully. Numerical experiments validate the efficiency of the proposed augmented Lagrangian method and also demonstrate new features of this particular segmentation model, such as shape driven and data driven properties.

<p style='text-indent:20px;'>Total generalization variation (TGV) is a very powerful and important regularization for various inverse problems and computer vision tasks. In this paper, we propose a semismooth Newton based augmented Lagrangian method for solving this problem. The augmented Lagrangian method (also called as method of multipliers) is widely used for lots of smooth or nonsmooth variational problems. However, its efficiency heavily depends on solving the corresponding coupled and nonlinear system together and simultaneously. With efficient primal-dual semismooth Newton methods for the challenging and highly coupled nonlinear subproblems involving total generalized variation, we develop a highly efficient and competitive augmented Lagrangian method compared with some fast first-order method. With the analysis of the metric subregularities of the corresponding functions, we give both the global convergence and local linear convergence rate for the proposed augmented Lagrangian methods.</p>

In this dissertation we develop numerical algorithms and software tools to facilitate parallel solutions of nonlinear programming (NLP) problems. In particular, we address large-scale, block-structured problems with an intrinsic decomposable configuration. These problems arise in a great number of engineering applications, including parameter estimation, optimal control, network optimization, and stochastic programming. The structure of these problems can be leveraged by optimization solvers to accelerate solutions and overcome memory limitations, and we propose variants to two classes of optimization algorithms: augmented Lagrangian (AL) schemes and Schur-complement interior-point methods. The convergence properties of augmented Lagrangian decomposition schemes like the alternating direction method of multipliers (ADMM) and progressive hedging (PH) are well established for convex optimization but convergence guarantees in non-convex settings are still poorly understood. In practice, however, ADMM and PH often perform satisfactorily in complex non-convex NLPs. In this work, we study connections between the method of multipliers (MM), ADMM, and PH to derive benchmarking metrics that explain why PH and ADMM work in practice. We illustrate the concepts using challenging dynamic optimization problems. Our exposition seeks to establish more formalism in benchmarking ADMM, PH, and AL schemes and to motivate algorithmic improvements. The effectiveness of nonlinear interior-point solvers for solving large-scale problems relies quite heavily on the solution of the underlying linear algebra systems. The schur-complement decomposition is very effective for parallelizing the solution of linear systems with modest coupling. However, for systems with large number of coupling variables the schur-complement method does not scale favorably. We implement an approach that uses a Krylov solver (GMRES) preconditioned with ADMM to solve block-structured linear systems that arise in the interior-point method. We show that this ADMM-GMRES approach overcomes the well-known scalability issues of Schur decomposition. One important drawback of using decomposition approaches like ADMM and PH is their convergence rate. Unlike Schur-complement interior-point algorithms that have super-linear convergence, augmented Lagrangian approaches typically exhibit linear and sublinear rates. We exploit connections between ADMM and the Schur-complement decomposition to derive an accelerated version of ADMM. Specifically, we study the effectiveness of performing a Newton-Raphson algorithm to compute multiplier estimates for augmented Lagrangian methods. We demonstrate using two-stage stochastic programming problems that our multiplier update achieves convergence in fewer iterations for MM on general nonlinear problems. In the case of ADMM, the newton update significantly reduces the number of subproblem solves for convex quadratic programs (QPs). Moreover, we show that using newton multiplier updates makes the method robust to the selection of the penalty parameter. Traditionally, state-of-the-art optimization solvers are implemented in low-level programming languages. In our experience, the development of decomposition algorithms in these frameworks is challenging. They present a steep learning curve and can slow the development and testing of new numerical algorithms. To mitigate these challenges, we developed PyNumero, a new open source framework implemented in Python and C++. The package seeks to facilitate development of optimization algorithms for large-scale optimization within a high-level programming environment while at the same time minimizing the computational burden of using Python. The efficiency of PyNumero is illustrated by implementing algorithms for problems arising in stochastic programming and optimal control. Timing results are presented for both serial and parallel implementations. Our computational studies demonstrate that with the appropriate balance between compiled code and Python, efficient implementations of optimization algorithms are achievable in these high-level languages.

—GeoFEM (Iizuka et al., 1999) is a parallel finite element analysis system intended for multi-physics, multi-scale problems of solid earth field phenomena. Very large linear elastic problems have already been resolved by parallel computation with GeoFEM. The next stage is to examine large-scale nonlinear problems using GeoFEM. The analysis of large-scale contact problems for fault zones is particularly important in the development of models that simulate the occurrence and cycle of earthquakes.¶This paper proposes a parallel FEM using an iterative solver with the augmented Lagrange method for solving large-scale contact problems. Direct solvers are presently applied to contact problem analysis because the matrix for such problems is ill-conditioned. However, direct solvers are not suitable for large-scale matrices. The augmented Lagrange method can improve the matrix conditions. The present study evaluates a parallel FEM using an iterative solver with the augmented Lagrange method. Analysis of a contact problem with the augmented Lagrange method revealed that an optimal penalty parameter exists and that large-scale parallel contact analysis using the iterative solver with localized preconditioning is promising.

An Uzawa-type augmented Lagrangian numerical manifold method for frictional discontinuities in rock masses

Due to the possible lack of primal-dual-type error bounds, it was not clear whether the Karush–Kuhn–Tucker (KKT) residuals of the sequence generated by the augmented Lagrangian method (ALM) for solving convex composite conic programming (CCCP) problems converge superlinearly. In this paper, we resolve this issue by establishing the R-superlinear convergence of the KKT residuals generated by the ALM under only a mild quadratic growth condition on the dual of CCCP, with easy-to-implement stopping criteria for the augmented Lagrangian subproblems. This discovery may help to explain the good numerical performance of several recently developed semismooth Newton-CG based ALM solvers for linear and convex quadratic semidefinite programming.

This paper presents a new point-to-face contact algorithm for contacts between two polyhedrons with planar boundaries. A new discrete numerical method called three-dimensional discontinuous deformation analysis (3-D DDA) is used and formulations of normal contact submatrices based on the proposed algorithm are derived. The presented algorithm is a simple and efficient method and it can be easily coded into a computer program. This approach does not need to use an iterative algorithm in each time step to obtain the contact plane, unlike the ‘Common-Plane’ method applied in the existing 3-D DDA. In the present 3-D DDA method, block contact constraints are enforced using the penalty method. This approach is quite simple, but may lead to inaccuracies that may be large for small values of the penalty number. The penalty method also creates block contact overlap, which violates the physical constraints of the problem. These limitations are overcome by using the augmented Lagrangian method that is used for normal contacts in this research. This point-to-face contact model has been programmed and some illustrative examples are provided to demonstrate the new contact rule between two blocks. A comparison between results obtained by using the augmented Lagrangian method and the penalty method is presented as well.

A deterministic global optimization algorithm based on augmented Lagrangian is proposed for solving the nonlinear programming with cone constraints, which is often encountered in technical design and operational research. At each outer iteration, the method requires the -global minimization of the augmented Lagrangian of problems with cone constraints, where. The convergence to an-global minimizer of the original problem is proved. Key words: Global optimization, augmented Lagrangians, cone optimization, algorithms.

This paper proposes an algorithm for the data processing of multispectral thermometry suitable for high temperatures ranging from 1500 to 3000K. The algorithm is based on Planck's law, transforming the temperature inversion problem into an equality-constrained optimization problem and employing the augmented Lagrangian method (ALM) as the solution approach. To address the issue of ALM being greatly influenced by the initial iteration point, this paper proposes the modified equilibrium optimizer algorithm to provide the emissivity initial point for ALM, forming the modified equilibrium optimizer-augmented Lagrangian method. Simulation experiments for hypothetical targets, tungsten, and solid rocket engine plumes have demonstrated the effectiveness and superiority of the proposed algorithm, offering a feasible and efficient solution for the field of multispectral high-temperature online real-time temperature measurement. In addition, the experiment on 2219 aluminum alloy has demonstrated the effectiveness of the algorithm in practical applications.

In this paper, we consider a special class of nonlinear semi-definite programming problems that represents the fixed order H2/H¥ synthesis problem. An augmented Lagrangian sequential quadratic programming method combined with a trust region globalization strategy is described, taking advantage of the problem structure and using inexact computations. Some numerical examples that illustrate the performance of the method are given.

An augmented Lagrangian SQP method for solving some special class of nonlinear semi-definite programming problems

The performance of a new implementation of the augmented Lagrangian method is evaluated on a range of explicit and structural sizing optimization problems. The results are compared with those obtained using other mathematical programming methods. The implementation uses a first-order Lagrange multiplier update and the Hessian of the augmented Lagrangian function is approximated using partitioned secant updating. A number of different secant updates are evaluated. The results show the formulation to be superior to other implementations of augmented Lagrangian methods reported in the literature and that, under certain conditions, the method approaches the performance of the state-of-the-art SQP and SAM methods. Of the secant updates, the symmetric-rank-one update, is superior to the other updates including the BFGS scheme. It is suggested that the individual function, secant updating employed may be usefully applied in contexts where structural analysis and optimization are performed simultaneously, as in the simultaneous analysis and design method. In such cases the functions are partially separable and the associated Hessians are of low rank.

Computational modeling of the heart is a subject of substantial medical and scientific interest, which may contribute to increase the understanding of several phenomena associated with cardiac physiological and pathological states. Modeling the mechanics of the heart have led to considerable insights, but it still represents a complex and a demanding computational problem, especially in a strongly coupled electromechanical setting. Passive cardiac tissue is commonly modeled as hyperelastic and is characterized by quasi-incompressible, orthotropic, and nonlinear material behavior. These factors are known to be very challenging for the numerical solution of the model. The near-incompressibility is known to cause numerical issues such as the well-known locking phenomenon and ill-conditioning of the stiffness matrix. In this work, the augmented Lagrangian method is used to handle the nearly incompressible condition. This approach can potentially improve computational performance by reducing the condition number of the stiffness matrix and thereby improving the convergence of iterative solvers. We also improve the performance of iterative solvers by the use of an algebraic multigrid preconditioner. Numerical results of the augmented Lagrangian method combined with a preconditioned iterative solver for a cardiac mechanics benchmark suite are presented to show its improved performance.

Deep learning is widely used in modern orchard production for various inspection missions, which helps improve the efficiency of orchard operations. In the mission of visual detection during fruit picking, most current lightweight detection models are not yet effective enough to detect multi-type occlusion targets, severely affecting automated fruit-picking efficiency. This study addresses this problem by proposing the pioneering design of a multi-type occlusion apple dataset and an augmentation method of data balance. We divided apple occlusion into eight types and used the proposed method to balance the number of annotation boxes for multi-type occlusion apple targets. Finally, a validation experiment was carried out using five popular lightweight object detection models: yolox-s, yolov5-s, yolov4-s, yolov3-tiny, and efficidentdet-d0. The results show that, using the proposed augmentation method, the average detection precision of the five popular lightweight object detection models improved significantly. Specifically, the precision increased from 0.894 to 0.974, recall increased from 0.845 to 0.972, and mAP0.5 increased from 0.982 to 0.919 for yolox-s. This implies that the proposed augmentation method shows great potential for different fruit detection missions in future orchard applications.