1,562 research outputs found
A smoothing Newton method for minimizing a sum of Euclidean norms
2000-2001 > Academic research: refereed > Publication in refereed journalVersion of RecordPublishe
An interior-point method for the single-facility location problem with mixed norms using a conic formulation
We consider the single-facility location problem with mixed norms, i.e. the problem of minimizing the sum of the distances from a point to a set of fixed points in R, where each distance can be measured according to a different p-norm.We show how this problem can be expressed into a structured conic format by decomposing the nonlinear components of the objective into a series of constraints involving three-dimensional cones. Using the availability of a self-concordant barrier for these cones, we present a polynomial-time algorithm (a long-step path-following interior-point scheme) to solve the problem up to a given accuracy. Finally, we report computational results for this algorithm and compare with standard nonlinear optimization solvers applied to this problem.nonsymmetric conic optimization, conic reformulation, convex optimization, sum of norm minimization, single-facility location problems, interior-point methods
Majorization algorithms for inspecting circles, ellipses, squares, rectangles, and rhombi
In several disciplines, as diverse as shape analysis, locationtheory, quality control, archaeology, and psychometrics, it can beof interest to fit a circle through a set of points. We use theresult that it suffices to locate a center for which the varianceof the distances from the center to a set of given points isminimal. In this paper, we propose a new algorithm based oniterative majorization to locate the center. This algorithm isguaranteed to yield a series nonincreasing variances until astationary point is obtained. In all practical cases, thestationary point turns out to be a local minimum. Numericalexperiments show that the majorizing algorithm is stable and fast.In addition, we extend the method to fit other shapes, such as asquare, an ellipse, a rectangle, and a rhombus by making use ofthe class of distances and dimension weighting. In addition,we allow for rotations for shapes that might be rotated in theplane. We illustrate how this extended algorithm can be used as atool for shape recognition.iterative majorization;location;optimization;shape analysis
Second-order Shape Optimization for Geometric Inverse Problems in Vision
We develop a method for optimization in shape spaces, i.e., sets of surfaces
modulo re-parametrization. Unlike previously proposed gradient flows, we
achieve superlinear convergence rates through a subtle approximation of the
shape Hessian, which is generally hard to compute and suffers from a series of
degeneracies. Our analysis highlights the role of mean curvature motion in
comparison with first-order schemes: instead of surface area, our approach
penalizes deformation, either by its Dirichlet energy or total variation.
Latter regularizer sparks the development of an alternating direction method of
multipliers on triangular meshes. Therein, a conjugate-gradients solver enables
us to bypass formation of the Gaussian normal equations appearing in the course
of the overall optimization. We combine all of the aforementioned ideas in a
versatile geometric variation-regularized Levenberg-Marquardt-type method
applicable to a variety of shape functionals, depending on intrinsic properties
of the surface such as normal field and curvature as well as its embedding into
space. Promising experimental results are reported
Total variation regularization of multi-material topology optimization
This work is concerned with the determination of the diffusion coefficient
from distributed data of the state. This problem is related to homogenization
theory on the one hand and to regularization theory on the other hand. An
approach is proposed which involves total variation regularization combined
with a suitably chosen cost functional that promotes the diffusion coefficient
assuming prespecified values at each point of the domain. The main difficulty
lies in the delicate functional-analytic structure of the resulting
nondifferentiable optimization problem with pointwise constraints for functions
of bounded variation, which makes the derivation of useful pointwise optimality
conditions challenging. To cope with this difficulty, a novel reparametrization
technique is introduced. Numerical examples using a regularized semismooth
Newton method illustrate the structure of the obtained diffusion coefficient.
Self-concordant Smoothing for Convex Composite Optimization
We introduce the notion of self-concordant smoothing for minimizing the sum
of two convex functions: the first is smooth and the second may be nonsmooth.
Our framework results naturally from the smoothing approximation technique
referred to as partial smoothing in which only a part of the nonsmooth function
is smoothed. The key highlight of our approach is in a natural property of the
resulting problem's structure which provides us with a variable-metric
selection method and a step-length selection rule particularly suitable for
proximal Newton-type algorithms. In addition, we efficiently handle specific
structures promoted by the nonsmooth function, such as -regularization
and group-lasso penalties. We prove local quadratic convergence rates for two
resulting algorithms: Prox-N-SCORE, a proximal Newton algorithm and
Prox-GGN-SCORE, a proximal generalized Gauss-Newton (GGN) algorithm. The
Prox-GGN-SCORE algorithm highlights an important approximation procedure which
helps to significantly reduce most of the computational overhead associated
with the inverse Hessian. This approximation is essentially useful for
overparameterized machine learning models and in the mini-batch settings.
Numerical examples on both synthetic and real datasets demonstrate the
efficiency of our approach and its superiority over existing approaches.Comment: 37 pages, 7 figures, 3 table
Regularized Optimal Transport and the Rot Mover's Distance
This paper presents a unified framework for smooth convex regularization of
discrete optimal transport problems. In this context, the regularized optimal
transport turns out to be equivalent to a matrix nearness problem with respect
to Bregman divergences. Our framework thus naturally generalizes a previously
proposed regularization based on the Boltzmann-Shannon entropy related to the
Kullback-Leibler divergence, and solved with the Sinkhorn-Knopp algorithm. We
call the regularized optimal transport distance the rot mover's distance in
reference to the classical earth mover's distance. We develop two generic
schemes that we respectively call the alternate scaling algorithm and the
non-negative alternate scaling algorithm, to compute efficiently the
regularized optimal plans depending on whether the domain of the regularizer
lies within the non-negative orthant or not. These schemes are based on
Dykstra's algorithm with alternate Bregman projections, and further exploit the
Newton-Raphson method when applied to separable divergences. We enhance the
separable case with a sparse extension to deal with high data dimensions. We
also instantiate our proposed framework and discuss the inherent specificities
for well-known regularizers and statistical divergences in the machine learning
and information geometry communities. Finally, we demonstrate the merits of our
methods with experiments using synthetic data to illustrate the effect of
different regularizers and penalties on the solutions, as well as real-world
data for a pattern recognition application to audio scene classification
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