International Conference on Continuous Optimization (ICCOPT) 2019 Conference Book

The Sixth International Conference on Continuous Optimization took place on the campus of the Technical University of Berlin, August 3-8, 2019. The ICCOPT is a flagship conference of the Mathematical Optimization Society (MOS), organized every three years. ICCOPT 2019 was hosted by the Weierstrass Institute for Applied Analysis and Stochastics (WIAS) Berlin. It included a Summer School and a Conference with a series of plenary and semi-plenary talks, organized and contributed sessions, and poster sessions. This book comprises the full conference program. It contains, in particular, the scientific program in survey style as well as with all details, and information on the social program, the venue, special meetings, and more

Mean-Field-Type Games in Engineering

A mean-field-type game is a game in which the instantaneous payoffs and/or the state dynamics functions involve not only the state and the action profile but also the joint distributions of state-action pairs. This article presents some engineering applications of mean-field-type games including road traffic networks, multi-level building evacuation, millimeter wave wireless communications, distributed power networks, virus spread over networks, virtual machine resource management in cloud networks, synchronization of oscillators, energy-efficient buildings, online meeting and mobile crowdsensing.Comment: 84 pages, 24 figures, 183 references. to appear in AIMS 201

Custom optimization algorithms for efficient hardware implementation

The focus is on real-time optimal decision making with application in advanced control systems. These computationally intensive schemes, which involve the repeated solution of (convex) optimization problems within a sampling interval, require more efficient computational methods than currently available for extending their application to highly dynamical systems and setups with resource-constrained embedded computing platforms. A range of techniques are proposed to exploit synergies between digital hardware, numerical analysis and algorithm design. These techniques build on top of parameterisable hardware code generation tools that generate VHDL code describing custom computing architectures for interior-point methods and a range of first-order constrained optimization methods. Since memory limitations are often important in embedded implementations we develop a custom storage scheme for KKT matrices arising in interior-point methods for control, which reduces memory requirements significantly and prevents I/O bandwidth limitations from affecting the performance in our implementations. To take advantage of the trend towards parallel computing architectures and to exploit the special characteristics of our custom architectures we propose several high-level parallel optimal control schemes that can reduce computation time. A novel optimization formulation was devised for reducing the computational effort in solving certain problems independent of the computing platform used. In order to be able to solve optimization problems in fixed-point arithmetic, which is significantly more resource-efficient than floating-point, tailored linear algebra algorithms were developed for solving the linear systems that form the computational bottleneck in many optimization methods. These methods come with guarantees for reliable operation. We also provide finite-precision error analysis for fixed-point implementations of first-order methods that can be used to minimize the use of resources while meeting accuracy specifications. The suggested techniques are demonstrated on several practical examples, including a hardware-in-the-loop setup for optimization-based control of a large airliner.Open Acces

First-order Convex Optimization Methods for Signal and Image Processing

In this thesis we investigate the use of first-order convex optimization methods applied to problems in signal and image processing. First we make a general introduction to convex optimization, first-order methods and their iteration com-plexity. Then we look at different techniques, which can be used with first-order methods such as smoothing, Lagrange multipliers and proximal gradient meth-ods. We continue by presenting different applications of convex optimization and notable convex formulations with an emphasis on inverse problems and sparse signal processing. We also describe the multiple-description problem. We finally present the contributions of the thesis. The remaining parts of the thesis consist of five research papers. The first paper addresses non-smooth first-order convex optimization and the trade-off between accuracy and smoothness of the approximating smooth function. The second and third papers concern discrete linear inverse problems and reliable numerical reconstruction software. The last two papers present a convex opti-mization formulation of the multiple-description problem and a method to solve it in the case of large-scale instances. i i

Random Neural Networks and Optimisation

In this thesis we introduce new models and learning algorithms for the Random Neural Network (RNN), and we develop RNN-based and other approaches for the solution of emergency management optimisation problems. With respect to RNN developments, two novel supervised learning algorithms are proposed. The first, is a gradient descent algorithm for an RNN extension model that we have introduced, the RNN with synchronised interactions (RNNSI), which was inspired from the synchronised firing activity observed in brain neural circuits. The second algorithm is based on modelling the signal-flow equations in RNN as a nonnegative least squares (NNLS) problem. NNLS is solved using a limited-memory quasi-Newton algorithm specifically designed for the RNN case. Regarding the investigation of emergency management optimisation problems, we examine combinatorial assignment problems that require fast, distributed and close to optimal solution, under information uncertainty. We consider three different problems with the above characteristics associated with the assignment of emergency units to incidents with injured civilians (AEUI), the assignment of assets to tasks under execution uncertainty (ATAU), and the deployment of a robotic network to establish communication with trapped civilians (DRNCTC). AEUI is solved by training an RNN tool with instances of the optimisation problem and then using the trained RNN for decision making; training is achieved using the developed learning algorithms. For the solution of ATAU problem, we introduce two different approaches. The first is based on mapping parameters of the optimisation problem to RNN parameters, and the second on solving a sequence of minimum cost flow problems on appropriately constructed networks with estimated arc costs. For the exact solution of DRNCTC problem, we develop a mixed-integer linear programming formulation, which is based on network flows. Finally, we design and implement distributed heuristic algorithms for the deployment of robots when the civilian locations are known or uncertain

Combinatorial Solutions for Shape Optimization in Computer Vision

This thesis aims at solving so-called shape optimization problems, i.e. problems where the shape of some real-world entity is sought, by applying combinatorial algorithms. I present several advances in this field, all of them based on energy minimization. The addressed problems will become more intricate in the course of the thesis, starting from problems that are solved globally, then turning to problems where so far no global solutions are known. The first two chapters treat segmentation problems where the considered grouping criterion is directly derived from the image data. That is, the respective data terms do not involve any parameters to estimate. These problems will be solved globally. The first of these chapters treats the problem of unsupervised image segmentation where apart from the image there is no other user input. Here I will focus on a contour-based method and show how to integrate curvature regularity into a ratio-based optimization framework. The arising optimization problem is reduced to optimizing over the cycles in a product graph. This problem can be solved globally in polynomial, effectively linear time. As a consequence, the method does not depend on initialization and translational invariance is achieved. This is joint work with Daniel Cremers and Simon Masnou. I will then proceed to the integration of shape knowledge into the framework, while keeping translational invariance. This problem is again reduced to cycle-finding in a product graph. Being based on the alignment of shape points, the method actually uses a more sophisticated shape measure than most local approaches and still provides global optima. It readily extends to tracking problems and allows to solve some of them in real-time. I will present an extension to highly deformable shape models which can be included in the global optimization framework. This method simultaneously allows to decompose a shape into a set of deformable parts, based only on the input images. This is joint work with Daniel Cremers. In the second part segmentation is combined with so-called correspondence problems, i.e. the underlying grouping criterion is now based on correspondences that have to be inferred simultaneously. That is, in addition to inferring the shapes of objects, one now also tries to put into correspondence the points in several images. The arising problems become more intricate and are no longer optimized globally. This part is divided into two chapters. The first chapter treats the topic of real-time motion segmentation where objects are identified based on the observations that the respective points in the video will move coherently. Rather than pre-estimating motion, a single energy functional is minimized via alternating optimization. The main novelty lies in the real-time capability, which is achieved by exploiting a fast combinatorial segmentation algorithm. The results are furthermore improved by employing a probabilistic data term. This is joint work with Daniel Cremers. The final chapter presents a method for high resolution motion layer decomposition and was developed in combination with Daniel Cremers and Thomas Pock. Layer decomposition methods support the notion of a scene model, which allows to model occlusion and enforce temporal consistency. The contributions are twofold: from a practical point of view the proposed method allows to recover fine-detailed layer images by minimizing a single energy. This is achieved by integrating a super-resolution method into the layer decomposition framework. From a theoretical viewpoint the proposed method introduces layer-based regularity terms as well as a graph cut-based scheme to solve for the layer domains. The latter is combined with powerful continuous convex optimization techniques into an alternating minimization scheme. Lastly I want to mention that a significant part of this thesis is devoted to the recent trend of exploiting parallel architectures, in particular graphics cards: many combinatorial algorithms are easily parallelized. In Chapter 3 we will see a case where the standard algorithm is hard to parallelize, but easy for the respective problem instances

Learning Dynamic Systems for Intention Recognition in Human-Robot-Cooperation

This thesis is concerned with intention recognition for a humanoid robot and investigates how the challenges of uncertain and incomplete observations, a high degree of detail of the used models, and real-time inference may be addressed by modeling the human rationale as hybrid, dynamic Bayesian networks and performing inference with these models. The key focus lies on the automatic identification of the employed nonlinear stochastic dependencies and the situation-specific inference