论文标题
连续用于求解非线性方程/不等式系统的预测
Successive Projection for Solving Systems of Nonlinear Equations/Inequalities
论文作者
论文摘要
解决非线性方程/不平等的大规模系统是计算和优化的基本问题。在本文中,我们为此问题提出了一个通用的连续投影(SP)框架。 SP顺序将电流迭代投射到与每个非线性(IN)平等相对应的约束集上。它扩展了冯·诺伊曼(Von Neumann)在两个线性子空间中找到一个点的交替投影,即布雷格曼(Bregman)寻找凸的共同点的方法,以及用于求解线性方程系统的kaczmarz方法,以求解多个非线性和非convex集的更通用情况。对随机Kaczmarz的现有收敛分析仅适用于线性情况。 SP没有用于求解非线性方程的理论收敛结果。本文提出了第一个证据表明,SP以线性速率局部收敛到非线性方程/不等式的解决方案。我们的工作为多个非线性和非凸组集的情况建立了SP的收敛理论。除了循环和随机投影外,我们还设计了两种新的贪婪投影方法,可以显着加速收敛。此外,得出了收敛速率的理论界限。我们揭示了收敛速率与溶液中非线性函数的雅各布矩阵的霍夫曼常数有关。讨论了将SP应用于解决图表实现问题的问题,该问题在理论计算机科学中引起了很多关注。
Solving large-scale systems of nonlinear equations/inequalities is a fundamental problem in computing and optimization. In this paper, we propose a generic successive projection (SP) framework for this problem. The SP sequentially projects the current iterate onto the constraint set corresponding to each nonlinear (in)equality. It extends von Neumann's alternating projection for finding a point in the intersection of two linear subspaces, Bregman's method for finding a common point of convex sets and the Kaczmarz method for solving systems of linear equations to the more general case of multiple nonlinear and nonconvex sets. The existing convergence analyses on randomized Kaczmarz are merely applicable to linear case. There are no theoretical convergence results of the SP for solving nonlinear equations. This paper presents the first proof that the SP locally converges to a solution of nonlinear equations/inequalities at a linear rate. Our work establishes the convergence theory of the SP for the case of multiple nonlinear and nonconvex sets. Besides cyclic and randomized projections, we devise two new greedy projection approaches that significantly accelerate the convergence. Furthermore, the theoretical bounds of the convergence rates are derived. We reveal that the convergence rates are related to the Hoffman constants of the Jacobian matrix of the nonlinear functions at the solution. Applying the SP to solve the graph realization problem, which attracts much attention in theoretical computer science, is discussed.