Twisted hierarchies associated with the generalized sine-Gordon equation

Twisted $U$- and twisted $U/K$-hierarchies are soliton hierarchies introduced by Terng to find higher flows of the generalized sine-Gordon equation. Twisted $\frac {O(J,J)}{O(J)\times O(J)}$-hierarchies are among the most important classes of twisted hierarchies. In this paper, interesting first and higher flows of twisted $\frac {O(J,J)}{O(J)\times O(J)}$-hierarchies are explicitly derived, the associated submanifold geometry is investigated and a unified treatment of the inverse scattering theory is provided

Alternating Direction Methods for Latent Variable Gaussian Graphical Model Selection

Chandrasekaran, Parrilo and Willsky (2010) proposed a convex optimization problem to characterize graphical model selection in the presence of unobserved variables. This convex optimization problem aims to estimate an inverse covariance matrix that can be decomposed into a sparse matrix minus a low-rank matrix from sample data. Solving this convex optimization problem is very challenging, especially for large problems. In this paper, we propose two alternating direction methods for solving this problem. The first method is to apply the classical alternating direction method of multipliers to solve the problem as a consensus problem. The second method is a proximal gradient based alternating direction method of multipliers. Our methods exploit and take advantage of the special structure of the problem and thus can solve large problems very efficiently. Global convergence result is established for the proposed methods. Numerical results on both synthetic data and gene expression data show that our methods usually solve problems with one million variables in one to two minutes, and are usually five to thirty five times faster than a state-of-the-art Newton-CG proximal point algorithm