1,631 research outputs found

    Optimum design of discrete-time differentiators via semi-infinite programming approach

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    In this paper, a general optimum full band high order discrete-time differentiator design problem is formulated as a peak constrained least square optimization problem. That is, the objective of the optimization problem is to minimize the total weighted square error of the magnitude response subject to the peak constraint of the weighted error function. This problem formulation provides a great flexibility for the tradeoff between the ripple energy and the ripple magnitude of the discrete-time differentiator. The optimization problem is actually a semi-infinite programming problem. Our recently developed dual parametrization algorithm is applied for solving the problem. The main advantage of employing the dual parameterization algorithm for solving the problem is the guarantee of the convergence of the algorithm and the obtained solution being the global optimal solution that satisfies the corresponding continuous constraints. Moreover, the computational cost of the algorithm is lower than that of algorithms implementing the semi-definite programming approach

    On the Complexity of Optimization over the Standard Simplex

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    We review complexity results for minimizing polynomials over the standard simplex and unit hypercube.In addition, we show that there exists a polynomial time approximation scheme (PTAS) for minimizing Lipschitz continuous functions and functions with uniformly bounded Hessians over the standard simplex.This extends an earlier result by De Klerk, Laurent and Parrilo [A PTAS for the minimization of polynomials of fixed degree over the simplex, Theoretical Computer Science, to appear.]global optimization;standard simplex;PTAS;multivariate Bernstein approximation;semidefinite programming

    A decomposition procedure based on approximate newton directions

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    The efficient solution of large-scale linear and nonlinear optimization problems may require exploiting any special structure in them in an efficient manner. We describe and analyze some cases in which this special structure can be used with very little cost to obtain search directions from decomposed subproblems. We also study how to correct these directions using (decomposable) preconditioned conjugate gradient methods to ensure local convergence in all cases. The choice of appropriate preconditioners results in a natural manner from the structure in the problem. Finally, we conduct computational experiments to compare the resulting procedures with direct methods, as well as to study the impact of different preconditioner choices
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