A reduction method for semi-infinite programming by means of a global stochastic approach

We describe a reduction algorithm for solving semi-infinite programming problems. The proposed algorithm uses the simulated annealing method equipped with a function stretching as a multi-local procedure, and a penalty technique for the finite optimization process. An exponential penalty merit function is reduced along each search direction to ensure convergence from any starting point. Our preliminary numerical results seem to show that the algorithm is very promising in practice.Algoritmi Research CenterFundação para a Ciência e a Tecnologia (FCT) - bolsa POCI/MAT/58957/200

Solving variational inequalities defined on a domain with infinitely many linear constraints

We study a variational inequality problem whose domain is defined by infinitely many linear inequalities. A discretization method and an analytic center based inexact cutting plane method are proposed. Under proper assumptions, the convergence results for both methods are given. We also provide numerical examples to illustrate the proposed method

Information geometry of Gaussian channels

We define a local Riemannian metric tensor in the manifold of Gaussian channels and the distance that it induces. We adopt an information-geometric approach and define a metric derived from the Bures-Fisher metric for quantum states. The resulting metric inherits several desirable properties from the Bures-Fisher metric and is operationally motivated from distinguishability considerations: It serves as an upper bound to the attainable quantum Fisher information for the channel parameters using Gaussian states, under generic constraints on the physically available resources. Our approach naturally includes the use of entangled Gaussian probe states. We prove that the metric enjoys some desirable properties like stability and covariance. As a byproduct, we also obtain some general results in Gaussian channel estimation that are the continuous-variable analogs of previously known results in finite dimensions. We prove that optimal probe states are always pure and bounded in the number of ancillary modes, even in the presence of constraints on the reduced state input in the channel. This has experimental and computational implications: It limits the complexity of optimal experimental setups for channel estimation and reduces the computational requirements for the evaluation of the metric: Indeed, we construct a converging algorithm for its computation. We provide explicit formulae for computing the multiparametric quantum Fisher information for dissipative channels probed with arbitrary Gaussian states, and provide the optimal observables for the estimation of the channel parameters (e.g. bath couplings, squeezing, and temperature).Comment: 19 pages, 4 figure

Algorithm Engineering in Robust Optimization

Robust optimization is a young and emerging field of research having received a considerable increase of interest over the last decade. In this paper, we argue that the the algorithm engineering methodology fits very well to the field of robust optimization and yields a rewarding new perspective on both the current state of research and open research directions. To this end we go through the algorithm engineering cycle of design and analysis of concepts, development and implementation of algorithms, and theoretical and experimental evaluation. We show that many ideas of algorithm engineering have already been applied in publications on robust optimization. Most work on robust optimization is devoted to analysis of the concepts and the development of algorithms, some papers deal with the evaluation of a particular concept in case studies, and work on comparison of concepts just starts. What is still a drawback in many papers on robustness is the missing link to include the results of the experiments again in the design

L2-norm multiple kernel learning and its application to biomedical data fusion

<p>Abstract</p> <p>Background</p> <p>This paper introduces the notion of optimizing different norms in the dual problem of support vector machines with multiple kernels. The selection of norms yields different extensions of multiple kernel learning (MKL) such as <it>L</it>_∞, <it>L</it>₁, and <it>L</it>₂MKL. In particular, <it>L</it>₂MKL is a novel method that leads to non-sparse optimal kernel coefficients, which is different from the sparse kernel coefficients optimized by the existing <it>L</it>_∞MKL method. In real biomedical applications, <it>L</it>₂MKL may have more advantages over sparse integration method for thoroughly combining complementary information in heterogeneous data sources.</p> <p>Results</p> <p>We provide a theoretical analysis of the relationship between the <it>L</it>₂optimization of kernels in the dual problem with the <it>L</it>₂coefficient regularization in the primal problem. Understanding the dual <it>L</it>₂problem grants a unified view on MKL and enables us to extend the <it>L</it>₂method to a wide range of machine learning problems. We implement <it>L</it>₂MKL for ranking and classification problems and compare its performance with the sparse <it>L</it>_∞and the averaging <it>L</it>₁MKL methods. The experiments are carried out on six real biomedical data sets and two large scale UCI data sets. <it>L</it>₂MKL yields better performance on most of the benchmark data sets. In particular, we propose a novel <it>L</it>₂MKL least squares support vector machine (LSSVM) algorithm, which is shown to be an efficient and promising classifier for large scale data sets processing.</p> <p>Conclusions</p> <p>This paper extends the statistical framework of genomic data fusion based on MKL. Allowing non-sparse weights on the data sources is an attractive option in settings where we believe most data sources to be relevant to the problem at hand and want to avoid a "winner-takes-all" effect seen in <it>L</it>_∞MKL, which can be detrimental to the performance in prospective studies. The notion of optimizing <it>L</it>₂kernels can be straightforwardly extended to ranking, classification, regression, and clustering algorithms. To tackle the computational burden of MKL, this paper proposes several novel LSSVM based MKL algorithms. Systematic comparison on real data sets shows that LSSVM MKL has comparable performance as the conventional SVM MKL algorithms. Moreover, large scale numerical experiments indicate that when cast as semi-infinite programming, LSSVM MKL can be solved more efficiently than SVM MKL.</p> <p>Availability</p> <p>The MATLAB code of algorithms implemented in this paper is downloadable from <url>http://homes.esat.kuleuven.be/~sistawww/bioi/syu/l2lssvm.html</url>.</p

Demographic, clinical and antibody characteristics of patients with digital ulcers in systemic sclerosis: data from the DUO Registry

OBJECTIVES: The Digital Ulcers Outcome (DUO) Registry was designed to describe the clinical and antibody characteristics, disease course and outcomes of patients with digital ulcers associated with systemic sclerosis (SSc). METHODS: The DUO Registry is a European, prospective, multicentre, observational, registry of SSc patients with ongoing digital ulcer disease, irrespective of treatment regimen. Data collected included demographics, SSc duration, SSc subset, internal organ manifestations, autoantibodies, previous and ongoing interventions and complications related to digital ulcers. RESULTS: Up to 19 November 2010 a total of 2439 patients had enrolled into the registry. Most were classified as either limited cutaneous SSc (lcSSc; 52.2%) or diffuse cutaneous SSc (dcSSc; 36.9%). Digital ulcers developed earlier in patients with dcSSc compared with lcSSc. Almost all patients (95.7%) tested positive for antinuclear antibodies, 45.2% for anti-scleroderma-70 and 43.6% for anticentromere antibodies (ACA). The first digital ulcer in the anti-scleroderma-70-positive patient cohort occurred approximately 5 years earlier than the ACA-positive patient group. CONCLUSIONS: This study provides data from a large cohort of SSc patients with a history of digital ulcers. The early occurrence and high frequency of digital ulcer complications are especially seen in patients with dcSSc and/or anti-scleroderma-70 antibodies