6,790 research outputs found
A distributed accelerated gradient algorithm for distributed model predictive control of a hydro power valley
A distributed model predictive control (DMPC) approach based on distributed
optimization is applied to the power reference tracking problem of a hydro
power valley (HPV) system. The applied optimization algorithm is based on
accelerated gradient methods and achieves a convergence rate of O(1/k^2), where
k is the iteration number. Major challenges in the control of the HPV include a
nonlinear and large-scale model, nonsmoothness in the power-production
functions, and a globally coupled cost function that prevents distributed
schemes to be applied directly. We propose a linearization and approximation
approach that accommodates the proposed the DMPC framework and provides very
similar performance compared to a centralized solution in simulations. The
provided numerical studies also suggest that for the sparsely interconnected
system at hand, the distributed algorithm we propose is faster than a
centralized state-of-the-art solver such as CPLEX
An Efficient Dual Approach to Distance Metric Learning
Distance metric learning is of fundamental interest in machine learning
because the distance metric employed can significantly affect the performance
of many learning methods. Quadratic Mahalanobis metric learning is a popular
approach to the problem, but typically requires solving a semidefinite
programming (SDP) problem, which is computationally expensive. Standard
interior-point SDP solvers typically have a complexity of (with
the dimension of input data), and can thus only practically solve problems
exhibiting less than a few thousand variables. Since the number of variables is
, this implies a limit upon the size of problem that can
practically be solved of around a few hundred dimensions. The complexity of the
popular quadratic Mahalanobis metric learning approach thus limits the size of
problem to which metric learning can be applied. Here we propose a
significantly more efficient approach to the metric learning problem based on
the Lagrange dual formulation of the problem. The proposed formulation is much
simpler to implement, and therefore allows much larger Mahalanobis metric
learning problems to be solved. The time complexity of the proposed method is
, which is significantly lower than that of the SDP approach.
Experiments on a variety of datasets demonstrate that the proposed method
achieves an accuracy comparable to the state-of-the-art, but is applicable to
significantly larger problems. We also show that the proposed method can be
applied to solve more general Frobenius-norm regularized SDP problems
approximately
Separable Convex Optimization with Nested Lower and Upper Constraints
We study a convex resource allocation problem in which lower and upper bounds
are imposed on partial sums of allocations. This model is linked to a large
range of applications, including production planning, speed optimization,
stratified sampling, support vector machines, portfolio management, and
telecommunications. We propose an efficient gradient-free divide-and-conquer
algorithm, which uses monotonicity arguments to generate valid bounds from the
recursive calls, and eliminate linking constraints based on the information
from sub-problems. This algorithm does not need strict convexity or
differentiability. It produces an -approximate solution for the
continuous problem in time
and an integer solution in time, where is
the number of decision variables, is the number of constraints, and is
the resource bound. A complexity of is also achieved
for the linear and quadratic cases. These are the best complexities known to
date for this important problem class. Our experimental analyses confirm the
good performance of the method, which produces optimal solutions for problems
with up to 1,000,000 variables in a few seconds. Promising applications to the
support vector ordinal regression problem are also investigated
Joint optimization of power and data transfer in multiuser MIMO systems
We present an approach to solve the nonconvex optimization problem that arises when designing the transmit covariance matrices in multiuser multiple-input multiple-output (MIMO) broadcast networks implementing simultaneous wireless information and power transfer (SWIPT). The MIMO SWIPT problem is formulated as a general multiobjective optimization problem, in which data rates and harvested powers are optimized simultaneously. Two different approaches are applied to reformulate the (nonconvex) multiobjective problem. In the first approach, the transmitter can control the specific amount of power to be harvested by power transfer whereas in the second approach the transmitter can only control the proportion of power to be harvested among the different harvesting users. We solve the resulting formulations using the majorization-minimization (MM) approach. The solution obtained from the MM approach is compared to the classical block-diagonalization (BD) strategy, typically used to solve the nonconvex multiuser MIMO network by forcing no interference among users. Simulation results show that the proposed approach improves over the BD approach both the system sum rate and the power harvested by users. Additionally, the computational times needed for convergence of the proposed methods are much lower than the ones required for classical gradient-based approaches.Peer ReviewedPostprint (author's final draft
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