A Proximal-Gradient Homotopy Method for the Sparse Least-Squares Problem

We consider solving the $\ell_1$-regularized least-squares ($\ell_1$-LS) problem in the context of sparse recovery, for applications such as compressed sensing. The standard proximal gradient method, also known as iterative soft-thresholding when applied to this problem, has low computational cost per iteration but a rather slow convergence rate. Nevertheless, when the solution is sparse, it often exhibits fast linear convergence in the final stage. We exploit the local linear convergence using a homotopy continuation strategy, i.e., we solve the $\ell_1$-LS problem for a sequence of decreasing values of the regularization parameter, and use an approximate solution at the end of each stage to warm start the next stage. Although similar strategies have been studied in the literature, there have been no theoretical analysis of their global iteration complexity. This paper shows that under suitable assumptions for sparse recovery, the proposed homotopy strategy ensures that all iterates along the homotopy solution path are sparse. Therefore the objective function is effectively strongly convex along the solution path, and geometric convergence at each stage can be established. As a result, the overall iteration complexity of our method is $O(\log(1/\epsilon))$ for finding an $\epsilon$-optimal solution, which can be interpreted as global geometric rate of convergence. We also present empirical results to support our theoretical analysis

Feasibility studies of a converter-free grid-connected offshore hydrostatic wind turbine

Owing to the increasing penetration of renewable power generation, the modern power system faces great challenges in frequency regulations and reduced system inertia. Hence, renewable energy is expected to take over part of the frequency regulation responsibilities from the gas or hydro plants and contribute to the system inertia. In this article, we investigate the feasibility of frequency regulation by the offshore hydrostatic wind turbine (HWT). The simulation model is transformed from NREL (National Renewable Energy Laboratory) 5-MW gearbox-equipped wind turbine model within FAST (fatigue, aerodynamics, structures, and turbulence) code. With proposed coordinated control scheme and the hydrostatic transmission configuration of the HWT, the `continuously variable gearbox ratio' in turbulent wind conditions can be realised to maintain the constant generator speed, so that the HWT can be connected to the grid without power converters in-between. To test the performances of the control scheme, the HWT is connected to a 5-bus grid model and operates with different frequency events. The simulation results indicate that the proposed control scheme is a promising solution for offshore HWT to participated in frequency response in the modern power system

Intrinsic left-handed electromagnetic properties in anisotropic superconductors

Left-handed materials usually are realized in artificial subwavelength structures. Here we show that some anisotropic superconductors, such as $\mathrm{Bi_2Sr_2CaCu_2O_{8+\delta}}$, $\mathrm{YBa_2Cu_xO_y}$ and $\mathrm{La_{2-x}Sr_xCuO_4}$, are intrinsic left-handed materials. The condition is that the plasma frequency in the $c$ axis, $\omega_c$, and in the $ab$ plane, $\omega_{ab}$, and the operating frequency, $\omega$, satisfy $\omega_c<\omega<\omega_{ab}$. In addition $\omega$ should be smaller than the superconducting energy gap to sustain superconductivity. We study the reflection and transmission of electromagnetic waves, and reveal negative refraction and backward wave with phase velocity opposite to the direction of energy flux propagation. We also discuss possible approaches of improvement, making these properties feasible for experimental validation. Being intrinsic left-hand materials, the anisotropic superconductors are promising for applications in novel electromagnetic devices in the terahertz frequency band.Comment: 5 pages and 2 figure

A Proximal Stochastic Gradient Method with Progressive Variance Reduction

We consider the problem of minimizing the sum of two convex functions: one is the average of a large number of smooth component functions, and the other is a general convex function that admits a simple proximal mapping. We assume the whole objective function is strongly convex. Such problems often arise in machine learning, known as regularized empirical risk minimization. We propose and analyze a new proximal stochastic gradient method, which uses a multi-stage scheme to progressively reduce the variance of the stochastic gradient. While each iteration of this algorithm has similar cost as the classical stochastic gradient method (or incremental gradient method), we show that the expected objective value converges to the optimum at a geometric rate. The overall complexity of this method is much lower than both the proximal full gradient method and the standard proximal stochastic gradient method

Flow-based Influence Graph Visual Summarization

Visually mining a large influence graph is appealing yet challenging. People are amazed by pictures of newscasting graph on Twitter, engaged by hidden citation networks in academics, nevertheless often troubled by the unpleasant readability of the underlying visualization. Existing summarization methods enhance the graph visualization with blocked views, but have adverse effect on the latent influence structure. How can we visually summarize a large graph to maximize influence flows? In particular, how can we illustrate the impact of an individual node through the summarization? Can we maintain the appealing graph metaphor while preserving both the overall influence pattern and fine readability? To answer these questions, we first formally define the influence graph summarization problem. Second, we propose an end-to-end framework to solve the new problem. Our method can not only highlight the flow-based influence patterns in the visual summarization, but also inherently support rich graph attributes. Last, we present a theoretic analysis and report our experiment results. Both evidences demonstrate that our framework can effectively approximate the proposed influence graph summarization objective while outperforming previous methods in a typical scenario of visually mining academic citation networks.Comment: to appear in IEEE International Conference on Data Mining (ICDM), Shen Zhen, China, December 201

Projected Density Matrix Embedding Theory with Applications to the Two-Dimensional Hubbard Model

Density matrix embedding theory (DMET) is a quantum embedding theory for strongly correlated systems. From a computational perspective, one bottleneck in DMET is the optimization of the correlation potential to achieve self-consistency, especially for heterogeneous systems of large size. We propose a new method, called projected density matrix embedding theory (p-DMET), which achieves self-consistency without needing to optimize a correlation potential. We demonstrate the performance of p-DMET on the two-dimensional Hubbard model.Comment: 25 pages, 8 figure