论文标题

部分可观测时空混沌系统的无模型预测

A Superlinear Convergence Framework for Kurdyka-Łojasiewicz Optimization

论文作者

Qian, Yitian, Pan, Shaohua

论文摘要

储层计算是预测湍流的有力工具,其简单的架构具有处理大型系统的计算效率。然而,其实现通常需要完整的状态向量测量和系统非线性知识。我们使用非线性投影函数将系统测量扩展到高维空间,然后将其输入到储层中以获得预测。我们展示了这种储层计算网络在时空混沌系统上的应用,该系统模拟了湍流的若干特征。我们表明,使用径向基函数作为非线性投影器,即使只有部分观测并且不知道控制方程,也能稳健地捕捉复杂的系统非线性。最后,我们表明,当测量稀疏、不完整且带有噪声,甚至控制方程变得不准确时,我们的网络仍然可以产生相当准确的预测,从而为实际湍流系统的无模型预测铺平了道路。

This work extends the iterative framework proposed by Attouch et al. (in Math. Program. 137: 91-129, 2013) for minimizing a nonconvex and nonsmooth function $Φ$ so that the generated sequence possesses a Q-superlinear convergence rate. This framework consists of a monotone decrease condition, a relative error condition and a continuity condition, and the first two conditions both involve a parameter $p\!>0$. We justify that any sequence conforming to this framework is globally convergent when $Φ$ is a Kurdyka-Łojasiewicz (KL) function, and the convergence has a Q-superlinear rate of order $\frac{p}{θ(1+p)}$ when $Φ$ is a KL function of exponent $θ\in(0,\frac{p}{p+1})$. Then, we illustrate that the iterate sequence generated by an inexact $q\in[2,3]$-order regularization method for composite optimization problems with a nonconvex and nonsmooth term belongs to this framework, and consequently, first achieve the Q-superlinear convergence rate of order $4/3$ for an inexact cubic regularization method to solve this class of composite problems with KL property of exponent $1/2$.

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