Bundle methods for dual atomic pursuit

The aim of structured optimization is to assemble a solution, using a given set of (possibly uncountably infinite) atoms, to fit a model to data. A two-stage algorithm based on gauge duality and bundle method is proposed. The first stage discovers the optimal atomic support for the primal problem by solving a sequence of approximations of the dual problem using a bundle-type method. The second stage recovers the approximate primal solution using the atoms discovered in the first stage. The overall approach leads to implementable and efficient algorithms for large problems.Comment: 53rd Annual Asilomar Conference on Signals, Systems, and Computer

Polar Deconvolution of Mixed Signals

The signal demixing problem seeks to separate the superposition of multiple signals into its constituent components. This paper provides an algorithm and theoretical analysis that guarantees recovery of the individual signals from undersampled and noisy observations of the superposition. In particular, the theory of polar convolution of convex sets and guage functions is applied to derive guarantees for a two-stage approach that first decompresses and subsequently deconvolves the observations. If the measurements are random and the noise is bounded, this approach stably recovers low-complexity and mutually-incoherent signals with high probability and with optimal sample complexity. An efficient algorithm is given, based on level-set and conditional-gradient methods, which solves at each stage a convex optimization with sublinear iteration complexity. Numerical experiments on both real and synthetic data confirm the theory and effeciency of the proposed approach

Improving Fairness for Data Valuation in Horizontal Federated Learning

Federated learning is an emerging decentralized machine learning scheme that allows multiple data owners to work collaboratively while ensuring data privacy. The success of federated learning depends largely on the participation of data owners. To sustain and encourage data owners' participation, it is crucial to fairly evaluate the quality of the data provided by the data owners and reward them correspondingly. Federated Shapley value, recently proposed by Wang et al. [Federated Learning, 2020], is a measure for data value under the framework of federated learning that satisfies many desired properties for data valuation. However, there are still factors of potential unfairness in the design of federated Shapley value because two data owners with the same local data may not receive the same evaluation. We propose a new measure called completed federated Shapley value to improve the fairness of federated Shapley value. The design depends on completing a matrix consisting of all the possible contributions by different subsets of the data owners. It is shown under mild conditions that this matrix is approximately low-rank by leveraging concepts and tools from optimization. Both theoretical analysis and empirical evaluation verify that the proposed measure does improve fairness in many circumstances

Performance evaluation of on-chip wavelength conversion based on InP/In1−x_{1-x}Gax_xAsy_yP1−y_{1-y} semiconductor waveguide platforms

We propose and design the high confinement InP/In1-xGaxAsyP1-y semiconductor waveguides and report the results of effective wavelength conversion based on this platform. Efficient confinement and mode field area fluctuation at different wavelength is analyzed to achieve the high nonlinear coefficient. The numerical results show that nearly zero phase-mismatch condition can be satisfied through dispersion tailoring of InP/In1-xGaxAsyP1-y waveguides, and the wavelength conversion ranging over 40 nm with the maximum conversion efficiency -26.3 dB is achieved for fixing pump power 100 mW. Meanwhile, the influences of the doping parameter y and pumping wavelength on the bandwidth and conversion efficiency are also discussed and optimized. It is indicated the excellent optical properties of the InP/In1-xGaxAsyP1-y waveguides and pave the way towards direct integration telecom band devices on stand semiconductor platforms.Comment: 21 page

Optimasi Portofolio Resiko Menggunakan Model Markowitz MVO Dikaitkan dengan Keterbatasan Manusia dalam Memprediksi Masa Depan dalam Perspektif Al-Qur`an

Risk portfolio on modern finance has become increasingly technical, requiring the use of sophisticated mathematical tools in both research and practice. Since companies cannot insure themselves completely against risk, as human incompetence in predicting the future precisely that written in Al-Quran surah Luqman verse 34, they have to manage it to yield an optimal portfolio. The objective here is to minimize the variance among all portfolios, or alternatively, to maximize expected return among all portfolios that has at least a certain expected return. Furthermore, this study focuses on optimizing risk portfolio so called Markowitz MVO (Mean-Variance Optimization). Some theoretical frameworks for analysis are arithmetic mean, geometric mean, variance, covariance, linear programming, and quadratic programming. Moreover, finding a minimum variance portfolio produces a convex quadratic programming, that is minimizing the objective function ðð¥with constraintsð ð 𥠥 ðandð´ð¥ = ð. The outcome of this research is the solution of optimal risk portofolio in some investments that could be finished smoothly using MATLAB R2007b software together with its graphic analysis

Search for supersymmetry in events with one lepton and multiple jets in proton-proton collisions at root s=13 TeV

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