5,389 research outputs found
Dualities in Convex Algebraic Geometry
Convex algebraic geometry concerns the interplay between optimization theory
and real algebraic geometry. Its objects of study include convex semialgebraic
sets that arise in semidefinite programming and from sums of squares. This
article compares three notions of duality that are relevant in these contexts:
duality of convex bodies, duality of projective varieties, and the
Karush-Kuhn-Tucker conditions derived from Lagrange duality. We show that the
optimal value of a polynomial program is an algebraic function whose minimal
polynomial is expressed by the hypersurface projectively dual to the constraint
set. We give an exposition of recent results on the boundary structure of the
convex hull of a compact variety, we contrast this to Lasserre's representation
as a spectrahedral shadow, and we explore the geometric underpinnings of
semidefinite programming duality.Comment: 48 pages, 11 figure
On the Number of Zeros of Abelian Integrals: A Constructive Solution of the Infinitesimal Hilbert Sixteenth Problem
We prove that the number of limit cycles generated by a small
non-conservative perturbation of a Hamiltonian polynomial vector field on the
plane, is bounded by a double exponential of the degree of the fields. This
solves the long-standing tangential Hilbert 16th problem. The proof uses only
the fact that Abelian integrals of a given degree are horizontal sections of a
regular flat meromorphic connection (Gauss-Manin connection) with a
quasiunipotent monodromy group.Comment: Final revisio
Approximation of high-dimensional parametric PDEs
Parametrized families of PDEs arise in various contexts such as inverse
problems, control and optimization, risk assessment, and uncertainty
quantification. In most of these applications, the number of parameters is
large or perhaps even infinite. Thus, the development of numerical methods for
these parametric problems is faced with the possible curse of dimensionality.
This article is directed at (i) identifying and understanding which properties
of parametric equations allow one to avoid this curse and (ii) developing and
analyzing effective numerical methodd which fully exploit these properties and,
in turn, are immune to the growth in dimensionality. The first part of this
article studies the smoothness and approximability of the solution map, that
is, the map where is the parameter value and is the
corresponding solution to the PDE. It is shown that for many relevant
parametric PDEs, the parametric smoothness of this map is typically holomorphic
and also highly anisotropic in that the relevant parameters are of widely
varying importance in describing the solution. These two properties are then
exploited to establish convergence rates of -term approximations to the
solution map for which each term is separable in the parametric and physical
variables. These results reveal that, at least on a theoretical level, the
solution map can be well approximated by discretizations of moderate
complexity, thereby showing how the curse of dimensionality is broken. This
theoretical analysis is carried out through concepts of approximation theory
such as best -term approximation, sparsity, and -widths. These notions
determine a priori the best possible performance of numerical methods and thus
serve as a benchmark for concrete algorithms. The second part of this article
turns to the development of numerical algorithms based on the theoretically
established sparse separable approximations. The numerical methods studied fall
into two general categories. The first uses polynomial expansions in terms of
the parameters to approximate the solution map. The second one searches for
suitable low dimensional spaces for simultaneously approximating all members of
the parametric family. The numerical implementation of these approaches is
carried out through adaptive and greedy algorithms. An a priori analysis of the
performance of these algorithms establishes how well they meet the theoretical
benchmarks
Optimal Point Placement for Mesh Smoothing
We study the problem of moving a vertex in an unstructured mesh of
triangular, quadrilateral, or tetrahedral elements to optimize the shapes of
adjacent elements. We show that many such problems can be solved in linear time
using generalized linear programming. We also give efficient algorithms for
some mesh smoothing problems that do not fit into the generalized linear
programming paradigm.Comment: 12 pages, 3 figures. A preliminary version of this paper was
presented at the 8th ACM/SIAM Symp. on Discrete Algorithms (SODA '97). This
is the final version, and will appear in a special issue of J. Algorithms for
papers from SODA '9
Convex inner approximations of nonconvex semialgebraic sets applied to fixed-order controller design
We describe an elementary algorithm to build convex inner approximations of
nonconvex sets. Both input and output sets are basic semialgebraic sets given
as lists of defining multivariate polynomials. Even though no optimality
guarantees can be given (e.g. in terms of volume maximization for bounded
sets), the algorithm is designed to preserve convex boundaries as much as
possible, while removing regions with concave boundaries. In particular, the
algorithm leaves invariant a given convex set. The algorithm is based on
Gloptipoly 3, a public-domain Matlab package solving nonconvex polynomial
optimization problems with the help of convex semidefinite programming
(optimization over linear matrix inequalities, or LMIs). We illustrate how the
algorithm can be used to design fixed-order controllers for linear systems,
following a polynomial approach
Geometric combinatorics and computational molecular biology: branching polytopes for RNA sequences
Questions in computational molecular biology generate various discrete
optimization problems, such as DNA sequence alignment and RNA secondary
structure prediction. However, the optimal solutions are fundamentally
dependent on the parameters used in the objective functions. The goal of a
parametric analysis is to elucidate such dependencies, especially as they
pertain to the accuracy and robustness of the optimal solutions. Techniques
from geometric combinatorics, including polytopes and their normal fans, have
been used previously to give parametric analyses of simple models for DNA
sequence alignment and RNA branching configurations. Here, we present a new
computational framework, and proof-of-principle results, which give the first
complete parametric analysis of the branching portion of the nearest neighbor
thermodynamic model for secondary structure prediction for real RNA sequences.Comment: 17 pages, 8 figure
Connections Between Adaptive Control and Optimization in Machine Learning
This paper demonstrates many immediate connections between adaptive control
and optimization methods commonly employed in machine learning. Starting from
common output error formulations, similarities in update law modifications are
examined. Concepts in stability, performance, and learning, common to both
fields are then discussed. Building on the similarities in update laws and
common concepts, new intersections and opportunities for improved algorithm
analysis are provided. In particular, a specific problem related to higher
order learning is solved through insights obtained from these intersections.Comment: 18 page
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