264 research outputs found

    International Conference on Continuous Optimization (ICCOPT) 2019 Conference Book

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    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

    Semidefinite Programming. methods and algorithms for energy management

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    La présente thèse a pour objet d explorer les potentialités d une méthode prometteuse de l optimisation conique, la programmation semi-définie positive (SDP), pour les problèmes de management d énergie, à savoir relatifs à la satisfaction des équilibres offre-demande électrique et gazier.Nos travaux se déclinent selon deux axes. Tout d abord nous nous intéressons à l utilisation de la SDP pour produire des relaxations de problèmes combinatoires et quadratiques. Si une relaxation SDP dite standard peut être élaborée très simplement, il est généralement souhaitable de la renforcer par des coupes, pouvant être déterminées par l'étude de la structure du problème ou à l'aide de méthodes plus systématiques. Nous mettons en œuvre ces deux approches sur différentes modélisations du problème de planification des arrêts nucléaires, réputé pour sa difficulté combinatoire. Nous terminons sur ce sujet par une expérimentation de la hiérarchie de Lasserre, donnant lieu à une suite de SDP dont la valeur optimale tend vers la solution du problème initial.Le second axe de la thèse porte sur l'application de la SDP à la prise en compte de l'incertitude. Nous mettons en œuvre une approche originale dénommée optimisation distributionnellement robuste , pouvant être vue comme un compromis entre optimisation stochastique et optimisation robuste et menant à des approximations sous forme de SDP. Nous nous appliquons à estimer l'apport de cette approche sur un problème d'équilibre offre-demande avec incertitude. Puis, nous présentons une relaxation SDP pour les problèmes MISOCP. Cette relaxation se révèle être de très bonne qualité, tout en ne nécessitant qu un temps de calcul raisonnable. La SDP se confirme donc être une méthode d optimisation prometteuse qui offre de nombreuses opportunités d'innovation en management d énergie.The present thesis aims at exploring the potentialities of a powerful optimization technique, namely Semidefinite Programming, for addressing some difficult problems of energy management. We pursue two main objectives. The first one consists of using SDP to provide tight relaxations of combinatorial and quadratic problems. A first relaxation, called standard can be derived in a generic way but it is generally desirable to reinforce them, by means of tailor-made tools or in a systematic fashion. These two approaches are implemented on different models of the Nuclear Outages Scheduling Problem, a famous combinatorial problem. We conclude this topic by experimenting the Lasserre's hierarchy on this problem, leading to a sequence of semidefinite relaxations whose optimal values tends to the optimal value of the initial problem.The second objective deals with the use of SDP for the treatment of uncertainty. We investigate an original approach called distributionnally robust optimization , that can be seen as a compromise between stochastic and robust optimization and admits approximations under the form of a SDP. We compare the benefits of this method w.r.t classical approaches on a demand/supply equilibrium problem. Finally, we propose a scheme for deriving SDP relaxations of MISOCP and we report promising computational results indicating that the semidefinite relaxation improves significantly the continuous relaxation, while requiring a reasonable computational effort.SDP therefore proves to be a promising optimization method that offers great opportunities for innovation in energy management.PARIS11-SCD-Bib. électronique (914719901) / SudocSudocFranceF

    Acta Polytechnica Hungarica 2018

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    Robust convex optimisation techniques for autonomous vehicle vision-based navigation

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    This thesis investigates new convex optimisation techniques for motion and pose estimation. Numerous computer vision problems can be formulated as optimisation problems. These optimisation problems are generally solved via linear techniques using the singular value decomposition or iterative methods under an L2 norm minimisation. Linear techniques have the advantage of offering a closed-form solution that is simple to implement. The quantity being minimised is, however, not geometrically or statistically meaningful. Conversely, L2 algorithms rely on iterative estimation, where a cost function is minimised using algorithms such as Levenberg-Marquardt, Gauss-Newton, gradient descent or conjugate gradient. The cost functions involved are geometrically interpretable and can statistically be optimal under an assumption of Gaussian noise. However, in addition to their sensitivity to initial conditions, these algorithms are often slow and bear a high probability of getting trapped in a local minimum or producing infeasible solutions, even for small noise levels. In light of the above, in this thesis we focus on developing new techniques for finding solutions via a convex optimisation framework that are globally optimal. Presently convex optimisation techniques in motion estimation have revealed enormous advantages. Indeed, convex optimisation ensures getting a global minimum, and the cost function is geometrically meaningful. Moreover, robust optimisation is a recent approach for optimisation under uncertain data. In recent years the need to cope with uncertain data has become especially acute, particularly where real-world applications are concerned. In such circumstances, robust optimisation aims to recover an optimal solution whose feasibility must be guaranteed for any realisation of the uncertain data. Although many researchers avoid uncertainty due to the added complexity in constructing a robust optimisation model and to lack of knowledge as to the nature of these uncertainties, and especially their propagation, in this thesis robust convex optimisation, while estimating the uncertainties at every step is investigated for the motion estimation problem. First, a solution using convex optimisation coupled to the recursive least squares (RLS) algorithm and the robust H filter is developed for motion estimation. In another solution, uncertainties and their propagation are incorporated in a robust L convex optimisation framework for monocular visual motion estimation. In this solution, robust least squares is combined with a second order cone program (SOCP). A technique to improve the accuracy and the robustness of the fundamental matrix is also investigated in this thesis. This technique uses the covariance intersection approach to fuse feature location uncertainties, which leads to more consistent motion estimates. Loop-closure detection is crucial in improving the robustness of navigation algorithms. In practice, after long navigation in an unknown environment, detecting that a vehicle is in a location it has previously visited gives the opportunity to increase the accuracy and consistency of the estimate. In this context, we have developed an efficient appearance-based method for visual loop-closure detection based on the combination of a Gaussian mixture model with the KD-tree data structure. Deploying this technique for loop-closure detection, a robust L convex posegraph optimisation solution for unmanned aerial vehicle (UAVs) monocular motion estimation is introduced as well. In the literature, most proposed solutions formulate the pose-graph optimisation as a least-squares problem by minimising a cost function using iterative methods. In this work, robust convex optimisation under the L norm is adopted, which efficiently corrects the UAV’s pose after loop-closure detection. To round out the work in this thesis, a system for cooperative monocular visual motion estimation with multiple aerial vehicles is proposed. The cooperative motion estimation employs state-of-the-art approaches for optimisation, individual motion estimation and registration. Three-view geometry algorithms in a convex optimisation framework are deployed on board the monocular vision system for each vehicle. In addition, vehicle-to-vehicle relative pose estimation is performed with a novel robust registration solution in a global optimisation framework. In parallel, and as a complementary solution for the relative pose, a robust non-linear H solution is designed as well to fuse measurements from the UAVs’ on-board inertial sensors with the visual estimates. The suggested contributions have been exhaustively evaluated over a number of real-image data experiments in the laboratory using monocular vision systems and range imaging devices. In this thesis, we propose several solutions towards the goal of robust visual motion estimation using convex optimisation. We show that the convex optimisation framework may be extended to include uncertainty information, to achieve robust and optimal solutions. We observed that convex optimisation is a practical and very appealing alternative to linear techniques and iterative methods
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