OBDD-Based Representation of Interval Graphs

A graph $G = (V,E)$ can be described by the characteristic function of the edge set $\chi_E$ which maps a pair of binary encoded nodes to 1 iff the nodes are adjacent. Using \emph{Ordered Binary Decision Diagrams} (OBDDs) to store $\chi_E$ can lead to a (hopefully) compact representation. Given the OBDD as an input, symbolic/implicit OBDD-based graph algorithms can solve optimization problems by mainly using functional operations, e.g. quantification or binary synthesis. While the OBDD representation size can not be small in general, it can be provable small for special graph classes and then also lead to fast algorithms. In this paper, we show that the OBDD size of unit interval graphs is $O(\ | V \ | /\log \ | V \ |)$ and the OBDD size of interval graphs is $O(\ | V \ | \log \ | V \ |)$which both improve a known result from Nunkesser and Woelfel (2009). Furthermore, we can show that using our variable order and node labeling for interval graphs the worst-case OBDD size is$\Omega(\ | V \ | \log \ | V \ |)$. We use the structure of the adjacency matrices to prove these bounds. This method may be of independent interest and can be applied to other graph classes. We also develop a maximum matching algorithm on unit interval graphs using$O(\log \ | V \ |)$operations and a coloring algorithm for unit and general intervals graphs using$O(\log^2 \ | V \ |)$ operations and evaluate the algorithms empirically.Comment: 29 pages, accepted for 39th International Workshop on Graph-Theoretic Concepts 201

Faster Approximate Multicommodity Flow Using Quadratically Coupled Flows

The maximum multicommodity flow problem is a natural generalization of the maximum flow problem to route multiple distinct flows. Obtaining a $1-\epsilon$ approximation to the multicommodity flow problem on graphs is a well-studied problem. In this paper we present an adaptation of recent advances in single-commodity flow algorithms to this problem. As the underlying linear systems in the electrical problems of multicommodity flow problems are no longer Laplacians, our approach is tailored to generate specialized systems which can be preconditioned and solved efficiently using Laplacians. Given an undirected graph with m edges and k commodities, we give algorithms that find $1-\epsilon$ approximate solutions to the maximum concurrent flow problem and the maximum weighted multicommodity flow problem in time \tilde{O}(m^{4/3}\poly(k,\epsilon^{-1}))

Interest rate models with Markov chains

Imperial Users onl

Optimal control and robust estimation for ocean wave energy converters

This thesis deals with the optimal control of wave energy converters and some associated observer design problems. The first part of the thesis will investigate model predictive control of an ocean wave energy converter to maximize extracted power. A generic heaving converter that can have both linear dampers and active elements as a power take-off system is considered and an efficient optimal control algorithm is developed for use within a receding horizon control framework. The optimal control is also characterized analytically. A direct transcription of the optimal control problem is also considered as a general nonlinear program. A variation of the projected gradient optimization scheme is formulated and shown to be feasible and computationally inexpensive compared to a standard nonlinear program solver. Since the system model is bilinear and the cost function is not convex quadratic, the resulting optimization problem is shown not to be a quadratic program. Results are compared with other methods like optimal latching to demonstrate the improvement in absorbed power under irregular sea condition simulations. In the second part, robust estimation of the radiation forces and states inherent in the optimal control of wave energy converters is considered. Motivated by this, low order H∞ observer design for bilinear systems with input constraints is investigated and numerically tractable methods for design are developed. A bilinear Luenberger type observer is formulated and the resulting synthesis problem reformulated as that for a linear parameter varying system. A bilinear matrix inequality problem is then solved to find nominal and robust quadratically stable observers. The performance of these observers is compared with that of an extended Kalman filter. The robustness of the observers to parameter uncertainty and to variation in the radiation subsystem model order is also investigated. This thesis also explores the numerical integration of bilinear control systems with zero-order hold on the control inputs. Making use of exponential integrators, exact to high accuracy integration is proposed for such systems. New a priori bounds are derived on the computational complexity of integrating bilinear systems with a given error tolerance. Employing our new bounds on computational complexity, we propose a direct exponential integrator to solve bilinear ODEs via the solution of sparse linear systems of equations. Based on this, a novel sparse direct collocation of bilinear systems for optimal control is proposed. These integration schemes are also used within the indirect optimal control method discussed in the first part.Open Acces

On improving the iterative convergence properties of an implicit approximate-factorization finite difference algorithm

The iterative convergence properties of an approximate-factorization implicit finite-difference algorithm are analyzed both theoretically and numerically. Modifications to the base algorithm were made to remove the inconsistency in the original implementation of artificial dissipation. In this way, the steady-state solution became independent of the time-step, and much larger time-steps can be used stably. To accelerate the iterative convergence, large time-steps and a cyclic sequence of time-steps were used. For a model transonic flow problem governed by the Euler equations, convergence was achieved with 10 times fewer time-steps using the modified differencing scheme. A particular form of instability due to variable coefficients is also analyzed

A Deterministic Theory for Exact Non-Convex Phase Retrieval

In this paper, we analyze the non-convex framework of Wirtinger Flow (WF) for phase retrieval and identify a novel sufficient condition for universal exact recovery through the lens of low rank matrix recovery theory. Via a perspective in the lifted domain, we show that the convergence of the WF iterates to a true solution is attained geometrically under a single condition on the lifted forward model. As a result, a deterministic relationship between the accuracy of spectral initialization and the validity of {the regularity condition} is derived. In particular, we determine that a certain concentration property on the spectral matrix must hold uniformly with a sufficiently tight constant. This culminates into a sufficient condition that is equivalent to a restricted isometry-type property over rank-1, positive semi-definite matrices, and amounts to a less stringent requirement on the lifted forward model than those of prominent low-rank-matrix-recovery methods in the literature. We characterize the performance limits of our framework in terms of the tightness of the concentration property via novel bounds on the convergence rate and on the signal-to-noise ratio such that the theoretical guarantees are valid using the spectral initialization at the proper sample complexity.Comment: In Revision for IEEE Transactions on Signal Processin