4,448 research outputs found
On the complexity of nonlinear mixed-integer optimization
This is a survey on the computational complexity of nonlinear mixed-integer
optimization. It highlights a selection of important topics, ranging from
incomputability results that arise from number theory and logic, to recently
obtained fully polynomial time approximation schemes in fixed dimension, and to
strongly polynomial-time algorithms for special cases.Comment: 26 pages, 5 figures; to appear in: Mixed-Integer Nonlinear
Optimization, IMA Volumes, Springer-Verla
A methodology for airplane parameter estimation and confidence interval determination in nonlinear estimation problems
An algorithm for maximum likelihood (ML) estimation is developed with an efficient method for approximating the sensitivities. The ML algorithm relies on a new optimization method referred to as a modified Newton-Raphson with estimated sensitivities (MNRES). MNRES determines sensitivities by using slope information from local surface approximations of each output variable in parameter space. With the fitted surface, sensitivity information can be updated at each iteration with less computational effort than that required by either a finite-difference method or integration of the analytically determined sensitivity equations. MNRES eliminates the need to derive sensitivity equations for each new model, and thus provides flexibility to use model equations in any convenient format. A random search technique for determining the confidence limits of ML parameter estimates is applied to nonlinear estimation problems for airplanes. The confidence intervals obtained by the search are compared with Cramer-Rao (CR) bounds at the same confidence level. The degree of nonlinearity in the estimation problem is an important factor in the relationship between CR bounds and the error bounds determined by the search technique. Beale's measure of nonlinearity is developed in this study for airplane identification problems; it is used to empirically correct confidence levels and to predict the degree of agreement between CR bounds and search estimates
RealCertify: a Maple package for certifying non-negativity
Let (resp. ) be the field of rational (resp. real)
numbers and be variables. Deciding the non-negativity
of polynomials in over or over semi-algebraic
domains defined by polynomial constraints in is a classical
algorithmic problem for symbolic computation.
The Maple package \textsc{RealCertify} tackles this decision problem by
computing sum of squares certificates of non-negativity for inputs where such
certificates hold over the rational numbers. It can be applied to numerous
problems coming from engineering sciences, program verification and
cyber-physical systems. It is based on hybrid symbolic-numeric algorithms based
on semi-definite programming.Comment: 4 pages, 2 table
An Efficient Algorithm for Video Super-Resolution Based On a Sequential Model
In this work, we propose a novel procedure for video super-resolution, that
is the recovery of a sequence of high-resolution images from its low-resolution
counterpart. Our approach is based on a "sequential" model (i.e., each
high-resolution frame is supposed to be a displaced version of the preceding
one) and considers the use of sparsity-enforcing priors. Both the recovery of
the high-resolution images and the motion fields relating them is tackled. This
leads to a large-dimensional, non-convex and non-smooth problem. We propose an
algorithmic framework to address the latter. Our approach relies on fast
gradient evaluation methods and modern optimization techniques for
non-differentiable/non-convex problems. Unlike some other previous works, we
show that there exists a provably-convergent method with a complexity linear in
the problem dimensions. We assess the proposed optimization method on {several
video benchmarks and emphasize its good performance with respect to the state
of the art.}Comment: 37 pages, SIAM Journal on Imaging Sciences, 201
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