Revisiting Norm Optimization for Multi-Objective Black-Box Problems: A Finite-Time Analysis

The complexity of Pareto fronts imposes a great challenge on the convergence analysis of multi-objective optimization methods. While most theoretical convergence studies have addressed finite-set and/or discrete problems, others have provided probabilistic guarantees, assumed a total order on the solutions, or studied their asymptotic behaviour. In this paper, we revisit the Tchebycheff weighted method in a hierarchical bandits setting and provide a finite-time bound on the Pareto-compliant additive $\epsilon$-indicator. To the best of our knowledge, this paper is one of few that establish a link between weighted sum methods and quality indicators in finite time.Comment: submitted to Journal of Global Optimization. This article's notation and terminology is based on arXiv:1612.0841

Revisiting the radio interferometer measurement equation. IV. A generalized tensor formalism

The radio interferometer measurement equation (RIME), especially in its 2x2 form, has provided a comprehensive matrix-based formalism for describing classical radio interferometry and polarimetry, as shown in the previous three papers of this series. However, recent practical and theoretical developments, such as phased array feeds (PAFs), aperture arrays (AAs) and wide-field polarimetry, are exposing limitations of the formalism. This paper aims to develop a more general formalism that can be used to both clearly define the limitations of the matrix RIME, and to describe observational scenarios that lie outside these limitations. Some assumptions underlying the matrix RIME are explicated and analysed in detail. To this purpose, an array correlation matrix (ACM) formalism is explored. This proves of limited use; it is shown that matrix algebra is simply not a sufficiently flexible tool for the job. To overcome these limitations, a more general formalism based on tensors and the Einstein notation is proposed and explored both theoretically, and with a view to practical implementations. The tensor formalism elegantly yields generalized RIMEs describing beamforming, mutual coupling, and wide-field polarimetry in one equation. It is shown that under the explicated assumptions, tensor equations reduce to the 2x2 RIME. From a practical point of view, some methods for implementing tensor equations in an optimal way are proposed and analysed. The tensor RIME is a powerful means of describing observational scenarios not amenable to the matrix RIME. Even in cases where the latter remains applicable, the tensor formalism can be a valuable tool for understanding the limits of such applicability.Comment: 16 pages, no figures, accepted by A&

The Lazy Flipper: MAP Inference in Higher-Order Graphical Models by Depth-limited Exhaustive Search

This article presents a new search algorithm for the NP-hard problem of optimizing functions of binary variables that decompose according to a graphical model. It can be applied to models of any order and structure. The main novelty is a technique to constrain the search space based on the topology of the model. When pursued to the full search depth, the algorithm is guaranteed to converge to a global optimum, passing through a series of monotonously improving local optima that are guaranteed to be optimal within a given and increasing Hamming distance. For a search depth of 1, it specializes to Iterated Conditional Modes. Between these extremes, a useful tradeoff between approximation quality and runtime is established. Experiments on models derived from both illustrative and real problems show that approximations found with limited search depth match or improve those obtained by state-of-the-art methods based on message passing and linear programming.Comment: C++ Source Code available from http://hci.iwr.uni-heidelberg.de/software.ph

Visual SLAM for flying vehicles

The ability to learn a map of the environment is important for numerous types of robotic vehicles. In this paper, we address the problem of learning a visual map of the ground using flying vehicles. We assume that the vehicles are equipped with one or two low-cost downlooking cameras in combination with an attitude sensor. Our approach is able to construct a visual map that can later on be used for navigation. Key advantages of our approach are that it is comparably easy to implement, can robustly deal with noisy camera images, and can operate either with a monocular camera or a stereo camera system. Our technique uses visual features and estimates the correspondences between features using a variant of the progressive sample consensus (PROSAC) algorithm. This allows our approach to extract spatial constraints between camera poses that can then be used to address the simultaneous localization and mapping (SLAM) problem by applying graph methods. Furthermore, we address the problem of efficiently identifying loop closures. We performed several experiments with flying vehicles that demonstrate that our method is able to construct maps of large outdoor and indoor environments. © 2008 IEEE

Revisiting topology optimization with buckling constraints

We review some features of topology optimization with a lower bound on the critical load factor, as computed by linearized buckling analysis. The change of the optimized design, the competition between stiffness and stability requirements and the activation of several buckling modes, depending on the value of such lower bound, are studied. We also discuss some specific issues which are of particular interest for this problem, as the use of non-conforming finite elements for the analysis, the use of inconsistent sensitivities in the optimization and the replacement of the single eigenvalue constraints with an aggregated measure. We discuss the influence of these practices on the optimization result, giving some recommendations.Comment: 15 pages, 12 figures, 2 table

Revisiting loss-specific training of filter-based MRFs for image restoration

It is now well known that Markov random fields (MRFs) are particularly effective for modeling image priors in low-level vision. Recent years have seen the emergence of two main approaches for learning the parameters in MRFs: (1) probabilistic learning using sampling-based algorithms and (2) loss-specific training based on MAP estimate. After investigating existing training approaches, it turns out that the performance of the loss-specific training has been significantly underestimated in existing work. In this paper, we revisit this approach and use techniques from bi-level optimization to solve it. We show that we can get a substantial gain in the final performance by solving the lower-level problem in the bi-level framework with high accuracy using our newly proposed algorithm. As a result, our trained model is on par with highly specialized image denoising algorithms and clearly outperforms probabilistically trained MRF models. Our findings suggest that for the loss-specific training scheme, solving the lower-level problem with higher accuracy is beneficial. Our trained model comes along with the additional advantage, that inference is extremely efficient. Our GPU-based implementation takes less than 1s to produce state-of-the-art performance.Comment: 10 pages, 2 figures, appear at 35th German Conference, GCPR 2013, Saarbr\"ucken, Germany, September 3-6, 2013. Proceeding

Designing Coalition-Proof Reverse Auctions over Continuous Goods

This paper investigates reverse auctions that involve continuous values of different types of goods, general nonconvex constraints, and second stage costs. We seek to design the payment rules and conditions under which coalitions of participants cannot influence the auction outcome in order to obtain higher collective utility. Under the incentive-compatible Vickrey-Clarke-Groves mechanism, we show that coalition-proof outcomes are achieved if the submitted bids are convex and the constraint sets are of a polymatroid-type. These conditions, however, do not capture the complexity of the general class of reverse auctions under consideration. By relaxing the property of incentive-compatibility, we investigate further payment rules that are coalition-proof without any extra conditions on the submitted bids and the constraint sets. Since calculating the payments directly for these mechanisms is computationally difficult for auctions involving many participants, we present two computationally efficient methods. Our results are verified with several case studies based on electricity market data