基于网络的凸优化求解器。

IF 4.3 3区 计算机科学 Q1 AUTOMATION & CONTROL SYSTEMS
Journal of Machine Learning Research Pub Date : 2017-01-01
David Hallac, Christopher Wong, Steven Diamond, Abhijit Sharang, Rok Sosič, Stephen Boyd, Jure Leskovec
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引用次数: 0

摘要

SnapVX是针对网络上定义的凸优化问题的高性能求解器。对于这种形式的问题,SnapVX提供了一个快速和可扩展的解决方案,并保证了全局收敛。它结合了两个开源软件包的功能:Snap.py和cvvxpy。Snap.py是一个大规模图形处理库,CVXPY为小规模子问题提供了通用的建模框架。SnapVX提供了一个可定制且易于使用的Python界面,具有“开箱即用”的功能。它基于乘法器的交替方向法(ADMM),能够有效地存储、分析、并行化和解决来自各种不同应用的大型优化问题。可以在SnapVX网站http://snap.stanford.edu/snapvx上找到文档、示例和更多内容。
本文章由计算机程序翻译,如有差异,请以英文原文为准。

SnapVX: A Network-Based Convex Optimization Solver.

SnapVX: A Network-Based Convex Optimization Solver.

SnapVX is a high-performance solver for convex optimization problems defined on networks. For problems of this form, SnapVX provides a fast and scalable solution with guaranteed global convergence. It combines the capabilities of two open source software packages: Snap.py and CVXPY. Snap.py is a large scale graph processing library, and CVXPY provides a general modeling framework for small-scale subproblems. SnapVX offers a customizable yet easy-to-use Python interface with "out-of-the-box" functionality. Based on the Alternating Direction Method of Multipliers (ADMM), it is able to efficiently store, analyze, parallelize, and solve large optimization problems from a variety of different applications. Documentation, examples, and more can be found on the SnapVX website at http://snap.stanford.edu/snapvx.

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来源期刊
Journal of Machine Learning Research
Journal of Machine Learning Research 工程技术-计算机:人工智能
CiteScore
18.80
自引率
0.00%
发文量
2
审稿时长
3 months
期刊介绍: The Journal of Machine Learning Research (JMLR) provides an international forum for the electronic and paper publication of high-quality scholarly articles in all areas of machine learning. All published papers are freely available online. JMLR has a commitment to rigorous yet rapid reviewing. JMLR seeks previously unpublished papers on machine learning that contain: new principled algorithms with sound empirical validation, and with justification of theoretical, psychological, or biological nature; experimental and/or theoretical studies yielding new insight into the design and behavior of learning in intelligent systems; accounts of applications of existing techniques that shed light on the strengths and weaknesses of the methods; formalization of new learning tasks (e.g., in the context of new applications) and of methods for assessing performance on those tasks; development of new analytical frameworks that advance theoretical studies of practical learning methods; computational models of data from natural learning systems at the behavioral or neural level; or extremely well-written surveys of existing work.
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