Sparsity-Aware Adaptive Algorithms Based on Alternating Optimization with Shrinkage

This letter proposes a novel sparsity-aware adaptive filtering scheme and algorithms based on an alternating optimization strategy with shrinkage. The proposed scheme employs a two-stage structure that consists of an alternating optimization of a diagonally-structured matrix that speeds up the convergence and an adaptive filter with a shrinkage function that forces the coefficients with small magnitudes to zero. We devise alternating optimization least-mean square (LMS) algorithms for the proposed scheme and analyze its mean-square error. Simulations for a system identification application show that the proposed scheme and algorithms outperform in convergence and tracking existing sparsity-aware algorithms.Comment: 10 pages, 3 figures. IEEE Signal Processing Letters, 201

Transversality Conditions for Infinite Horizon Variational Problems on Time Scales

We consider problems of the calculus of variations on unbounded time scales. We prove the validity of the Euler-Lagrange equation on time scales for infinite horizon problems, and a new transversality condition.Comment: Submitted 6-October-2009; Accepted 19-March-2010 in revised form; for publication in "Optimization Letters"

Scale-free Networks from Optimal Design

A large number of complex networks, both natural and artificial, share the presence of highly heterogeneous, scale-free degree distributions. A few mechanisms for the emergence of such patterns have been suggested, optimization not being one of them. In this letter we present the first evidence for the emergence of scaling (and smallworldness) in software architecture graphs from a well-defined local optimization process. Although the rules that define the strategies involved in software engineering should lead to a tree-like structure, the final net is scale-free, perhaps reflecting the presence of conflicting constraints unavoidable in a multidimensional optimization process. The consequences for other complex networks are outlined.Comment: 6 pages, 2 figures. Submitted to Europhysics Letters. Additional material is available at http://complex.upc.es/~sergi/software.ht

On global minimizers of quadratic functions with cubic regularization

In this paper, we analyze some theoretical properties of the problem of minimizing a quadratic function with a cubic regularization term, arising in many methods for unconstrained and constrained optimization that have been proposed in the last years. First we show that, given any stationary point that is not a global solution, it is possible to compute, in closed form, a new point with a smaller objective function value. Then, we prove that a global minimizer can be obtained by computing a finite number of stationary points. Finally, we extend these results to the case where stationary conditions are approximately satisfied, discussing some possible algorithmic applications.Comment: Optimization Letters (2018

Exact Solutions of Holonomic Quantum Computation

Holonomic quantum computation is analyzed from geometrical viewpoint. We develop an optimization scheme in which an arbitrary unitary gate is implemented with a small circle in a complex projective space. Exact solutions for the Hadamard, CNOT and 2-qubit discrete Fourier transform gates are explicitly constructed.Comment: 11 pages, re-organized to be more comprehensive, references added, style file of Physics Letters A is neede

A General Backwards Calculus of Variations via Duality

We prove Euler-Lagrange and natural boundary necessary optimality conditions for problems of the calculus of variations which are given by a composition of nabla integrals on an arbitrary time scale. As an application, we get optimality conditions for the product and the quotient of nabla variational functionals.Comment: Submitted to Optimization Letters 03-June-2010; revised 01-July-2010; accepted for publication 08-July-201

L1 Control Theoretic Smoothing Splines

In this paper, we propose control theoretic smoothing splines with L1 optimality for reducing the number of parameters that describes the fitted curve as well as removing outlier data. A control theoretic spline is a smoothing spline that is generated as an output of a given linear dynamical system. Conventional design requires exactly the same number of base functions as given data, and the result is not robust against outliers. To solve these problems, we propose to use L1 optimality, that is, we use the L1 norm for the regularization term and/or the empirical risk term. The optimization is described by a convex optimization, which can be efficiently solved via a numerical optimization software. A numerical example shows the effectiveness of the proposed method.Comment: Accepted for publication in IEEE Signal Processing Letters. 4 pages (twocolumn), 5 figure

Information content versus word length in random typing

Recently, it has been claimed that a linear relationship between a measure of information content and word length is expected from word length optimization and it has been shown that this linearity is supported by a strong correlation between information content and word length in many languages (Piantadosi et al. 2011, PNAS 108, 3825-3826). Here, we study in detail some connections between this measure and standard information theory. The relationship between the measure and word length is studied for the popular random typing process where a text is constructed by pressing keys at random from a keyboard containing letters and a space behaving as a word delimiter. Although this random process does not optimize word lengths according to information content, it exhibits a linear relationship between information content and word length. The exact slope and intercept are presented for three major variants of the random typing process. A strong correlation between information content and word length can simply arise from the units making a word (e.g., letters) and not necessarily from the interplay between a word and its context as proposed by Piantadosi et al. In itself, the linear relation does not entail the results of any optimization process