基于交替方向乘子法的非线性动力学稀疏辨识框架
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国家自然科学基金资助项目(12472357,12232015,12471298), 陕西省杰出青年科学基金(2024JC-JCQN-05), 陕西数理基础科学研究项目(23JSQ031)


ADMM-based Optimization Framework for Sparse Identification of Nonlinear Dynamics
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    摘要:

    基于系统稀疏先验的非线性动力学稀疏辨识方法(简称稀疏建模)是数据驱动动力学建模的代表性技术.该方法通过将动力学建模转化为求解稀疏优化问题,有效实现了模型可解释性与应用效果的平衡.然而,传统基于特定损失函数和正则项的稀疏优化方法,往往难以兼顾模型的精度、稀疏性、鲁棒性与计算效率.为此,本文聚焦稀疏建模的核心优化问题,构建了一种基于交替方向乘子法(ADMM)的统一迭代求解框架,以灵活适配不同目标的稀疏优化问题.该框架中,损失函数涵盖平方损失、绝对偏差损失及Huber损失,正则项则包括常用的一范数及其变体与二分之一拟范数非凸正则项.通过综合引入非凸正则项、鲁棒损失函数及加速迭代技术,系统提升了模型在上述多维性能指标上的综合表现.最后,以六维Lorenz96混沌系统为例验证了所提方法的有效性.结果表明:(1)所提框架可统一求解包含多种损失函数与正则项组合的稀疏优化问题,涵盖非光滑/非凸优化问题;(2)引入非凸正则项可显著增强对系统稀疏特征的刻画能力;(3)采用加速迭代策略有效提升了稀疏解的求解效率.

    Abstract:

    Nonlinear dynamics sparse identification methods based on system sparsity priors (hereafter referred to as sparse modeling) represent a quintessential technique in data-driven dynamic modeling. By reformulating dynamic modeling into sparse optimization problems, this method effectively achieves a balance between model interpretability and practical performance. However, traditional sparse optimization methods based on specific loss functions and regularizers often struggle to balance the accuracy, sparsity, robustness, and computational efficiency of the models. To address this, focusing on the core optimization problem of sparse modeling, this paper proposes a unified iterative solution framework based on the Alternating Direction Method of Multipliers (ADMM) to flexibly accommodate sparse optimization problems with diverse objectives. Within this framework, the loss functions encompass squared loss, absolute deviation loss, and Huber loss, while the regularization terms include the conventional one-norm and its variants, alongside the one-half quasi-norm non-convex regularizer. By comprehensively integrating non-convex regularizers, robust loss functions, and accelerated iterative techniques, the proposed method systematically enhances the overall performance of the model across the aforementioned multidimensional metrics. Finally, the effectiveness of the proposed method is validated using the six-dimensional Lorenz 96 chaotic system. The results indicate that: (1) the proposed framework can uniformly solve sparse optimization problems containing various combinations of loss functions and regularizers, encompassing non-smooth/non-convex optimization problems; (2) the introduction of non-convex regularizers significantly enhances the ability to characterize the sparse features of the system; (3) the adoption of an accelerated iterative strategy effectively improves the efficiency of solving for sparse solutions.

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江锋,都琳,袁铭,白建超,马琴,邓子辰.基于交替方向乘子法的非线性动力学稀疏辨识框架[J].动力学与控制学报,2026,24(4):8~21; Jiang Feng, Du Lin, Yuan Ming, Bai Jianchao, Ma Qin, Deng Zichen. ADMM-based Optimization Framework for Sparse Identification of Nonlinear Dynamics[J]. Journal of Dynamics and Control,2026,24(4):8-21.

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  • 收稿日期:2025-12-02
  • 最后修改日期:2025-12-24
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  • 在线发布日期: 2026-04-24
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