A distributionally robust perspective on uncertainty quantification and chance constrained programming

The objective of uncertainty quantification is to certify that a given physical, engineering or economic system satisfies multiple safety conditions with high probability. A more ambitious goal is to actively influence the system so as to guarantee and maintain its safety, a scenario which can be modeled through a chance constrained program. In this paper we assume that the parameters of the system are governed by an ambiguous distribution that is only known to belong to an ambiguity set characterized through generalized moment bounds and structural properties such as symmetry, unimodality or independence patterns. We delineate the watershed between tractability and intractability in ambiguity-averse uncertainty quantification and chance constrained programming. Using tools from distributionally robust optimization, we derive explicit conic reformulations for tractable problem classes and suggest efficiently computable conservative approximations for intractable ones

Quantum Sampling Problems, BosonSampling and Quantum Supremacy

There is a large body of evidence for the potential of greater computational power using information carriers that are quantum mechanical over those governed by the laws of classical mechanics. But the question of the exact nature of the power contributed by quantum mechanics remains only partially answered. Furthermore, there exists doubt over the practicality of achieving a large enough quantum computation that definitively demonstrates quantum supremacy. Recently the study of computational problems that produce samples from probability distributions has added to both our understanding of the power of quantum algorithms and lowered the requirements for demonstration of fast quantum algorithms. The proposed quantum sampling problems do not require a quantum computer capable of universal operations and also permit physically realistic errors in their operation. This is an encouraging step towards an experimental demonstration of quantum algorithmic supremacy. In this paper, we will review sampling problems and the arguments that have been used to deduce when sampling problems are hard for classical computers to simulate. Two classes of quantum sampling problems that demonstrate the supremacy of quantum algorithms are BosonSampling and IQP Sampling. We will present the details of these classes and recent experimental progress towards demonstrating quantum supremacy in BosonSampling.Comment: Survey paper first submitted for publication in October 2016. 10 pages, 4 figures, 1 tabl

Theory and Applications of Robust Optimization

In this paper we survey the primary research, both theoretical and applied, in the area of Robust Optimization (RO). Our focus is on the computational attractiveness of RO approaches, as well as the modeling power and broad applicability of the methodology. In addition to surveying prominent theoretical results of RO, we also present some recent results linking RO to adaptable models for multi-stage decision-making problems. Finally, we highlight applications of RO across a wide spectrum of domains, including finance, statistics, learning, and various areas of engineering.Comment: 50 page

Solving the stationary Liouville equation via a boundary element method

Intensity distributions of linear wave fields are, in the high frequency limit, often approximated in terms of flow or transport equations in phase space. Common techniques for solving the flow equations for both time dependent and stationary problems are ray tracing or level set methods. In the context of predicting the vibro-acoustic response of complex engineering structures, reduced ray tracing methods such as Statistical Energy Analysis or variants thereof have found widespread applications. Starting directly from the stationary Liouville equation, we develop a boundary element method for solving the transport equations for complex multi-component structures. The method, which is an improved version of the Dynamical Energy Analysis technique introduced recently by the authors, interpolates between standard statistical energy analysis and full ray tracing, containing both of these methods as limiting cases. We demonstrate that the method can be used to efficiently deal with complex large scale problems giving good approximations of the energy distribution when compared to exact solutions of the underlying wave equation

An adaptive hierarchical domain decomposition method for parallel contact dynamics simulations of granular materials

A fully parallel version of the contact dynamics (CD) method is presented in this paper. For large enough systems, 100% efficiency has been demonstrated for up to 256 processors using a hierarchical domain decomposition with dynamic load balancing. The iterative scheme to calculate the contact forces is left domain-wise sequential, with data exchange after each iteration step, which ensures its stability. The number of additional iterations required for convergence by the partially parallel updates at the domain boundaries becomes negligible with increasing number of particles, which allows for an effective parallelization. Compared to the sequential implementation, we found no influence of the parallelization on simulation results.Comment: 19 pages, 15 figures, published in Journal of Computational Physics (2011

A Distributed Approach for the Optimal Power Flow Problem Based on ADMM and Sequential Convex Approximations

The optimal power flow (OPF) problem, which plays a central role in operating electrical networks is considered. The problem is nonconvex and is in fact NP hard. Therefore, designing efficient algorithms of practical relevance is crucial, though their global optimality is not guaranteed. Existing semi-definite programming relaxation based approaches are restricted to OPF problems where zero duality holds. In this paper, an efficient novel method to address the general nonconvex OPF problem is investigated. The proposed method is based on alternating direction method of multipliers combined with sequential convex approximations. The global OPF problem is decomposed into smaller problems associated to each bus of the network, the solutions of which are coordinated via a light communication protocol. Therefore, the proposed method is highly scalable. The convergence properties of the proposed algorithm are mathematically substantiated. Finally, the proposed algorithm is evaluated on a number of test examples, where the convergence properties of the proposed algorithm are numerically substantiated and the performance is compared with a global optimal method.Comment: 14 page

CT Image Reconstruction by Spatial-Radon Domain Data-Driven Tight Frame Regularization

This paper proposes a spatial-Radon domain CT image reconstruction model based on data-driven tight frames (SRD-DDTF). The proposed SRD-DDTF model combines the idea of joint image and Radon domain inpainting model of \cite{Dong2013X} and that of the data-driven tight frames for image denoising \cite{cai2014data}. It is different from existing models in that both CT image and its corresponding high quality projection image are reconstructed simultaneously using sparsity priors by tight frames that are adaptively learned from the data to provide optimal sparse approximations. An alternative minimization algorithm is designed to solve the proposed model which is nonsmooth and nonconvex. Convergence analysis of the algorithm is provided. Numerical experiments showed that the SRD-DDTF model is superior to the model by \cite{Dong2013X} especially in recovering some subtle structures in the images

Automatic acquisition of LFG resources for German - as good as it gets

We present data-driven methods for the acquisition of LFG resources from two German treebanks. We discuss problems specific to semi-free word order languages as well as problems arising fromthe data structures determined by the design of the different treebanks. We compare two ways of encoding semi-free word order, as done in the two German treebanks, and argue that the design of the TiGer treebank is more adequate for the acquisition of LFG resources. Furthermore, we describe an architecture for LFG grammar acquisition for German, based on the two German treebanks, and compare our results with a hand-crafted German LFG grammar