5,837 research outputs found
Optimal design of nonuniform FIR transmultiplexer using semi-infinite programming
This paper considers an optimum nonuniform FIR transmultiplexer design problem subject to specifications in the frequency domain. Our objective is to minimize the sum of the ripple energy for all the individual filters, subject to the specifications on amplitude and aliasing distortions, and to the passband and stopband specifications for the individual filters. This optimum nonuniform transmultiplexer design problem can be formulated as a quadratic semi-infinite programming problem. The dual parametrization algorithm is extended to this nonuniform transmultiplexer design problem. If the lengths of the filters are sufficiently long and the set of decimation integers is compatible, then a solution exists. Since the problem is formulated as a convex problem, if a solution exists, then the solution obtained is unique and the local solution is a global minimum
Design of nonuniform near allpass complementary FIR filters via a semi-infinite programming technique
In this paper, we consider the problem of designing a set of nonuniform near allpass complementary FIR filters. This problem can be formulated as a quadratic semi-infinite programming problem, where the objective is to minimize the sum of the ripple energy for the individual filters, subject to the passband and stopband specifications as well as to the allpass complementary specification. The dual parameterization method is used for solving the linear quadratic semi-infinite programming problem
Constraint Qualifications and Optimality Conditions for Nonconvex Semi-Infinite and Infinite Programs
The paper concerns the study of new classes of nonlinear and nonconvex
optimization problems of the so-called infinite programming that are generally
defined on infinite-dimensional spaces of decision variables and contain
infinitely many of equality and inequality constraints with arbitrary (may not
be compact) index sets. These problems reduce to semi-infinite programs in the
case of finite-dimensional spaces of decision variables. We extend the
classical Mangasarian-Fromovitz and Farkas-Minkowski constraint qualifications
to such infinite and semi-infinite programs. The new qualification conditions
are used for efficient computing the appropriate normal cones to sets of
feasible solutions for these programs by employing advanced tools of
variational analysis and generalized differentiation. In the further
development we derive first-order necessary optimality conditions for infinite
and semi-infinite programs, which are new in both finite-dimensional and
infinite-dimensional settings.Comment: 28 page
From Infinite to Finite Programs: Explicit Error Bounds with Applications to Approximate Dynamic Programming
We consider linear programming (LP) problems in infinite dimensional spaces
that are in general computationally intractable. Under suitable assumptions, we
develop an approximation bridge from the infinite-dimensional LP to tractable
finite convex programs in which the performance of the approximation is
quantified explicitly. To this end, we adopt the recent developments in two
areas of randomized optimization and first order methods, leading to a priori
as well as a posterior performance guarantees. We illustrate the generality and
implications of our theoretical results in the special case of the long-run
average cost and discounted cost optimal control problems for Markov decision
processes on Borel spaces. The applicability of the theoretical results is
demonstrated through a constrained linear quadratic optimal control problem and
a fisheries management problem.Comment: 30 pages, 5 figure
A recursively feasible and convergent Sequential Convex Programming procedure to solve non-convex problems with linear equality constraints
A computationally efficient method to solve non-convex programming problems
with linear equality constraints is presented. The proposed method is based on
a recursively feasible and descending sequential convex programming procedure
proven to converge to a locally optimal solution. Assuming that the first
convex problem in the sequence is feasible, these properties are obtained by
convexifying the non-convex cost and inequality constraints with inner-convex
approximations. Additionally, a computationally efficient method is introduced
to obtain inner-convex approximations based on Taylor series expansions. These
Taylor-based inner-convex approximations provide the overall algorithm with a
quadratic rate of convergence. The proposed method is capable of solving
problems of practical interest in real-time. This is illustrated with a
numerical simulation of an aerial vehicle trajectory optimization problem on
commercial-of-the-shelf embedded computers
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