331 research outputs found
A Framework for Globally Optimizing Mixed-Integer Signomial Programs
Mixed-integer signomial optimization problems have broad applicability in engineering. Extending the Global Mixed-Integer Quadratic Optimizer, GloMIQO (Misener, Floudas in J. Glob. Optim., 2012. doi:10.1007/s10898-012-9874-7), this manuscript documents a computational framework for deterministically addressing mixed-integer signomial optimization problems to ε-global optimality. This framework generalizes the GloMIQO strategies of (1) reformulating user input, (2) detecting special mathematical structure, and (3) globally optimizing the mixed-integer nonconvex program. Novel contributions of this paper include: flattening an expression tree towards term-based data structures; introducing additional nonconvex terms to interlink expressions; integrating a dynamic implementation of the reformulation-linearization technique into the branch-and-cut tree; designing term-based underestimators that specialize relaxation strategies according to variable bounds in the current tree node. Computational results are presented along with comparison of the computational framework to several state-of-the-art solvers. © 2013 Springer Science+Business Media New York
Improved Nonnegativity Testing in the Bernstein Basis via Geometric Means
We develop a new kind of nonnegativity certificate for univariate polynomials
on an interval. In many applications, nonnegative Bernstein coefficients are
often used as a simple way of certifying polynomial nonnegativity. Our proposed
condition is instead an explicit lower bound for each Bernstein coefficient in
terms of the geometric mean of its adjacent coefficients, which is provably
less restrictive than the usual test based on nonnegative coefficients. We
generalize to matrix-valued polynomials of arbitrary degree, and we provide
numerical experiments suggesting the practical benefits of this condition. The
techniques for constructing this inexpensive certificate could potentially be
applied to other semialgebraic feasibility problems.Comment: 25 pages, 8 figure
A Global Optimization Algorithm for Signomial Geometric Programming Problem
This paper presents a global optimization algorithm for solving the signomial geometric programming (SGP) problem. In the algorithm, by the straight forward algebraic manipulation of terms and by utilizing a transformation of variables, the initial nonconvex programming problem (SGP) is first converted into an equivalent monotonic optimization problem and then is reduced to a sequence of linear programming problems, based on the linearizing technique. To improve the computational efficiency of the algorithm, two range reduction operations are combined in the branch and bound procedure. The proposed algorithm is convergent to the global minimum of the (SGP) by means of the subsequent solutions of a series of relaxation linear programming problems. And finally, the numerical results are reported to vindicate the feasibility and effectiveness of the proposed method
Robust computation of linear models by convex relaxation
Consider a dataset of vector-valued observations that consists of noisy
inliers, which are explained well by a low-dimensional subspace, along with
some number of outliers. This work describes a convex optimization problem,
called REAPER, that can reliably fit a low-dimensional model to this type of
data. This approach parameterizes linear subspaces using orthogonal projectors,
and it uses a relaxation of the set of orthogonal projectors to reach the
convex formulation. The paper provides an efficient algorithm for solving the
REAPER problem, and it documents numerical experiments which confirm that
REAPER can dependably find linear structure in synthetic and natural data. In
addition, when the inliers lie near a low-dimensional subspace, there is a
rigorous theory that describes when REAPER can approximate this subspace.Comment: Formerly titled "Robust computation of linear models, or How to find
a needle in a haystack
Solving generic nonarchimedean semidefinite programs using stochastic game algorithms
A general issue in computational optimization is to develop combinatorial
algorithms for semidefinite programming. We address this issue when the base
field is nonarchimedean. We provide a solution for a class of semidefinite
feasibility problems given by generic matrices. Our approach is based on
tropical geometry. It relies on tropical spectrahedra, which are defined as the
images by the valuation of nonarchimedean spectrahedra. We establish a
correspondence between generic tropical spectrahedra and zero-sum stochastic
games with perfect information. The latter have been well studied in
algorithmic game theory. This allows us to solve nonarchimedean semidefinite
feasibility problems using algorithms for stochastic games. These algorithms
are of a combinatorial nature and work for large instances.Comment: v1: 25 pages, 4 figures; v2: 27 pages, 4 figures, minor revisions +
benchmarks added; v3: 30 pages, 6 figures, generalization to non-Metzler sign
patterns + some results have been replaced by references to the companion
work arXiv:1610.0674
Global method for a class of operation optimization problem in steel rolling systems
Many steel products are produced in hot or cold rolling lines with multiple stands. The steel material becomes thinner after being rolled at each stand. Steady-state parameters for controlling the rolling line need to be set so as to satisfy the final product specifications and minimize the total energy consumption. This paper develops a generalized geometric programming model for this setting problem and proposes a global method for solving it. The model can be expressed with a linear objective function and a set of constraints including nonconvex ones. Through constructing lower bounds of some components, the constraints can be converted to convex ones approximately. A sequential approximation method is proposed in a gradually reduced interval to improve accuracy and efficiency. However, the resulting convex programming model in each iteration is still complicated. To reduce the power, it is transformed into a second-order cone programming (SOCP) model and solved using alternating direction method of multipliers (ADMM). The effectiveness of the global method is tested using real data from a hot-rolling line with seven stands. The results demonstrate that the proposed global method solves the problem effectively and reduces the energy consumption
Kernel methods in machine learning
We review machine learning methods employing positive definite kernels. These
methods formulate learning and estimation problems in a reproducing kernel
Hilbert space (RKHS) of functions defined on the data domain, expanded in terms
of a kernel. Working in linear spaces of function has the benefit of
facilitating the construction and analysis of learning algorithms while at the
same time allowing large classes of functions. The latter include nonlinear
functions as well as functions defined on nonvectorial data. We cover a wide
range of methods, ranging from binary classifiers to sophisticated methods for
estimation with structured data.Comment: Published in at http://dx.doi.org/10.1214/009053607000000677 the
Annals of Statistics (http://www.imstat.org/aos/) by the Institute of
Mathematical Statistics (http://www.imstat.org
Convex Graph Invariant Relaxations For Graph Edit Distance
The edit distance between two graphs is a widely used measure of similarity
that evaluates the smallest number of vertex and edge deletions/insertions
required to transform one graph to another. It is NP-hard to compute in
general, and a large number of heuristics have been proposed for approximating
this quantity. With few exceptions, these methods generally provide upper
bounds on the edit distance between two graphs. In this paper, we propose a new
family of computationally tractable convex relaxations for obtaining lower
bounds on graph edit distance. These relaxations can be tailored to the
structural properties of the particular graphs via convex graph invariants.
Specific examples that we highlight in this paper include constraints on the
graph spectrum as well as (tractable approximations of) the stability number
and the maximum-cut values of graphs. We prove under suitable conditions that
our relaxations are tight (i.e., exactly compute the graph edit distance) when
one of the graphs consists of few eigenvalues. We also validate the utility of
our framework on synthetic problems as well as real applications involving
molecular structure comparison problems in chemistry.Comment: 27 pages, 7 figure
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