32,489 research outputs found
MM Algorithms for Geometric and Signomial Programming
This paper derives new algorithms for signomial programming, a generalization
of geometric programming. The algorithms are based on a generic principle for
optimization called the MM algorithm. In this setting, one can apply the
geometric-arithmetic mean inequality and a supporting hyperplane inequality to
create a surrogate function with parameters separated. Thus, unconstrained
signomial programming reduces to a sequence of one-dimensional minimization
problems. Simple examples demonstrate that the MM algorithm derived can
converge to a boundary point or to one point of a continuum of minimum points.
Conditions under which the minimum point is unique or occurs in the interior of
parameter space are proved for geometric programming. Convergence to an
interior point occurs at a linear rate. Finally, the MM framework easily
accommodates equality and inequality constraints of signomial type. For the
most important special case, constrained quadratic programming, the MM
algorithm involves very simple updates.Comment: 16 pages, 1 figur
Blending Learning and Inference in Structured Prediction
In this paper we derive an efficient algorithm to learn the parameters of
structured predictors in general graphical models. This algorithm blends the
learning and inference tasks, which results in a significant speedup over
traditional approaches, such as conditional random fields and structured
support vector machines. For this purpose we utilize the structures of the
predictors to describe a low dimensional structured prediction task which
encourages local consistencies within the different structures while learning
the parameters of the model. Convexity of the learning task provides the means
to enforce the consistencies between the different parts. The
inference-learning blending algorithm that we propose is guaranteed to converge
to the optimum of the low dimensional primal and dual programs. Unlike many of
the existing approaches, the inference-learning blending allows us to learn
efficiently high-order graphical models, over regions of any size, and very
large number of parameters. We demonstrate the effectiveness of our approach,
while presenting state-of-the-art results in stereo estimation, semantic
segmentation, shape reconstruction, and indoor scene understanding
Trusting Computations: a Mechanized Proof from Partial Differential Equations to Actual Program
Computer programs may go wrong due to exceptional behaviors, out-of-bound
array accesses, or simply coding errors. Thus, they cannot be blindly trusted.
Scientific computing programs make no exception in that respect, and even bring
specific accuracy issues due to their massive use of floating-point
computations. Yet, it is uncommon to guarantee their correctness. Indeed, we
had to extend existing methods and tools for proving the correct behavior of
programs to verify an existing numerical analysis program. This C program
implements the second-order centered finite difference explicit scheme for
solving the 1D wave equation. In fact, we have gone much further as we have
mechanically verified the convergence of the numerical scheme in order to get a
complete formal proof covering all aspects from partial differential equations
to actual numerical results. To the best of our knowledge, this is the first
time such a comprehensive proof is achieved.Comment: N° RR-8197 (2012). arXiv admin note: text overlap with
arXiv:1112.179
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