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Fenchel duality-based algorithms for convex optimization problems with applications in machine learning and image restorationHeinrich, André 27 March 2013 (has links) (PDF)
The main contribution of this thesis is the concept of Fenchel duality with a focus on its application in the field of machine learning problems and image restoration tasks. We formulate a general optimization problem for modeling support vector machine tasks and assign a Fenchel dual problem to it, prove weak and strong duality statements as well as necessary and sufficient optimality conditions for that primal-dual pair. In addition, several special instances of the general optimization problem are derived for different choices of loss functions for both the regression and the classifification task. The convenience of these approaches is demonstrated by numerically solving several problems. We formulate a general nonsmooth optimization problem and assign a Fenchel dual problem to it. It is shown that the optimal objective values of the primal and the dual one coincide and that the primal problem has an optimal solution under certain assumptions. The dual problem turns out to be nonsmooth in general and therefore a regularization is performed twice to obtain an approximate dual problem that can be solved efficiently via a fast gradient algorithm. We show how an approximate optimal and feasible primal solution can be constructed by means of some sequences of proximal points closely related to the dual iterates. Furthermore, we show that the solution will indeed converge to the optimal solution of the primal for arbitrarily small accuracy. Finally, the support vector regression task is obtained to arise as a particular case of the general optimization problem and the theory is specialized to this problem. We calculate several proximal points occurring when using difffferent loss functions as well as for some regularization problems applied in image restoration tasks. Numerical experiments illustrate the applicability of our approach for these types of problems.
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New insights into conjugate dualityGrad, Sorin - Mihai 19 July 2006 (has links) (PDF)
With this thesis we bring some new results and improve some
existing ones in conjugate duality and some of the areas it is
applied in.
First we recall the way Lagrange, Fenchel and Fenchel - Lagrange
dual problems to a given primal optimization problem can be
obtained via perturbations and we present some connections between
them. For the Fenchel - Lagrange dual problem we prove strong
duality under more general conditions than known so far, while for
the Fenchel duality we show that the convexity assumptions on the
functions involved can be weakened without altering the
conclusion. In order to prove the latter we prove also that some
formulae concerning conjugate functions given so far only for
convex functions hold also for almost convex, respectively nearly
convex functions.
After proving that the generalized geometric dual problem can be
obtained via perturbations, we show that the geometric duality is
a special case of the Fenchel - Lagrange duality and the strong
duality can be obtained under weaker conditions than stated in the
existing literature. For various problems treated in the
literature via geometric duality we show that Fenchel - Lagrange
duality is easier to apply, bringing moreover strong duality and
optimality conditions under weaker assumptions.
The results presented so far are applied also in convex composite
optimization and entropy optimization. For the composed convex
cone - constrained optimization problem we give strong duality and
the related optimality conditions, then we apply these when
showing that the formula of the conjugate of the precomposition
with a proper convex K - increasing function of a K - convex
function on some n - dimensional non - empty convex set X, where
K is a k - dimensional non - empty closed convex cone, holds under
weaker conditions than known so far. Another field were we apply
these results is vector optimization, where we provide a general
duality framework based on a more general scalarization that
includes as special cases and improves some previous results in
the literature. Concerning entropy optimization, we treat first
via duality a problem having an entropy - like objective function,
from which arise as special cases some problems found in the
literature on entropy optimization. Finally, an application of
entropy optimization into text classification is presented.
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Overcoming the failure of the classical generalized interior-point regularity conditions in convex optimization. Applications of the duality theory to enlargements of maximal monotone operatorsCsetnek, Ernö Robert 14 December 2009 (has links) (PDF)
The aim of this work is to present several new results concerning
duality in scalar convex optimization, the formulation of sequential
optimality conditions and some applications of the duality to the theory
of maximal monotone operators.
After recalling some properties of the classical generalized
interiority notions which exist in the literature, we give some
properties of the quasi interior and quasi-relative interior,
respectively. By means of these notions we introduce several
generalized interior-point regularity conditions which guarantee
Fenchel duality. By using an approach due to Magnanti, we derive
corresponding regularity conditions expressed via the quasi
interior and quasi-relative interior which ensure Lagrange
duality. These conditions have the advantage to be applicable in
situations when other classical regularity conditions fail.
Moreover, we notice that several duality results given in the
literature on this topic have either superfluous or contradictory
assumptions, the investigations we make offering in this sense an
alternative.
Necessary and sufficient sequential optimality conditions for a
general convex optimization problem are established via
perturbation theory. These results are applicable even in the
absence of regularity conditions. In particular, we show that
several results from the literature dealing with sequential
optimality conditions are rediscovered and even improved.
The second part of the thesis is devoted to applications of the
duality theory to enlargements of maximal monotone operators in
Banach spaces. After establishing a necessary and sufficient
condition for a bivariate infimal convolution formula, by
employing it we equivalently characterize the
$\varepsilon$-enlargement of the sum of two maximal monotone
operators. We generalize in this way a classical result
concerning the formula for the $\varepsilon$-subdifferential of
the sum of two proper, convex and lower semicontinuous functions.
A characterization of fully enlargeable monotone operators is also
provided, offering an answer to an open problem stated in the
literature. Further, we give a regularity condition for the
weak$^*$-closedness of the sum of the images of enlargements of
two maximal monotone operators.
The last part of this work deals with enlargements of positive sets in SSD spaces. It is shown that many results from the literature concerning enlargements of maximal monotone operators can be generalized to the setting of Banach SSD spaces.
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Über die F-Modul-Struktur von Matlis-Dualen lokaler KohomologiemodulnTobisch, Danny 20 November 2017 (has links)
In der algebraischen Geometrie und kommutativen Algebra sind die lokalen Kohomologiemoduln seit ihrer Einführung vor gut 50 Jahren von großem Interesse. Dabei handelt es sich um eine mathematische Konstruktion, die Anfang der 60er Jahre von Grothendieck in [Gro67] gemacht wurde, um geometrische Fragen zu beantworten. Mittlerweile ist die Theorie der lokalen Kohomologie ein fester Bestandteil für die Untersuchung von kommutativen noetherschen Ringen. Betrachtet man Ringe als Funktionen auf Räumen, so lassen sich auch geometrische und topologische Inhalte
untersuchen.
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New insights into conjugate dualityGrad, Sorin - Mihai 13 July 2006 (has links)
With this thesis we bring some new results and improve some
existing ones in conjugate duality and some of the areas it is
applied in.
First we recall the way Lagrange, Fenchel and Fenchel - Lagrange
dual problems to a given primal optimization problem can be
obtained via perturbations and we present some connections between
them. For the Fenchel - Lagrange dual problem we prove strong
duality under more general conditions than known so far, while for
the Fenchel duality we show that the convexity assumptions on the
functions involved can be weakened without altering the
conclusion. In order to prove the latter we prove also that some
formulae concerning conjugate functions given so far only for
convex functions hold also for almost convex, respectively nearly
convex functions.
After proving that the generalized geometric dual problem can be
obtained via perturbations, we show that the geometric duality is
a special case of the Fenchel - Lagrange duality and the strong
duality can be obtained under weaker conditions than stated in the
existing literature. For various problems treated in the
literature via geometric duality we show that Fenchel - Lagrange
duality is easier to apply, bringing moreover strong duality and
optimality conditions under weaker assumptions.
The results presented so far are applied also in convex composite
optimization and entropy optimization. For the composed convex
cone - constrained optimization problem we give strong duality and
the related optimality conditions, then we apply these when
showing that the formula of the conjugate of the precomposition
with a proper convex K - increasing function of a K - convex
function on some n - dimensional non - empty convex set X, where
K is a k - dimensional non - empty closed convex cone, holds under
weaker conditions than known so far. Another field were we apply
these results is vector optimization, where we provide a general
duality framework based on a more general scalarization that
includes as special cases and improves some previous results in
the literature. Concerning entropy optimization, we treat first
via duality a problem having an entropy - like objective function,
from which arise as special cases some problems found in the
literature on entropy optimization. Finally, an application of
entropy optimization into text classification is presented.
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Perturbative quantization of superstring theory in Anti de-Sitter spacesSundin, Per 19 April 2011 (has links)
Um das mikroskopische Verhalten der Gravitation zu beschreiben, ist es nötig, Quantenfeldtheorie und allgemeine Relativitätstheorie in einer vereinheitlichten Sprache zu formulieren. Eine Möglichkeit dieses Problem anzugehen ist es, die Punktteilchen der Quantenfeldtheorie durch fadenförmige Strings zu ersetzen. Allerdings erfordert die mathematische Konsistenz, dass sich die String in höherdimensionalen Raum-Zeiten bewegen; dies macht es jedoch sehr schwer, physikalische Konsequenzen zu extrahieren. Eine mögliche Lösung dieses Problems ist die Verwendung von String-Dualitäten, welche die Stringtheorie mittels holographischer Beschreibungen mit Eichtheorien auf dem Rand der Raum-Zeit verbinden. Die Dualitäten sind begründete Vermutungen, die die String- und Eichtheorie bei unterschiedlichen Werten der Kopplung gleichsetzen. Nicht zuletzt deshalb ist eine direkte Überprüfung der Dualitäten schwierig durchführbar. Hier hilft jedoch die sehr bemerkenswerte Tatsache, dass eine verborgene Eigenschaft der Vermutungen Integrabilität zu sein scheint, welche eine Extrapolation zwischen starker und schwacher Kopplung ermöglicht. Desweiteren kann das gesamte Spektrum, in gewissen vereinfachenden Grenzfällen, durch einen kompakten Satz von Bethe-Gleichungen ausgedrückt werden. Die Bethe-Gleichungen, welche aus Eichtheorierechnungen hergeleitet und geraten werden, bieten ein exzellentes Hilfsmittel, die vermuteten Dualitäten zu prüfen. Durch das Vergleichen der Vorhersagen der Gleichungen und expliziten Berechnungen in der Stringtheorie erhält man starke Argumente für die Gültigkeit der Vermutung und der angenommenen Integrabilität. / In this thesis we study superstring theory on AdS$_5\, \times\,$S$^5$, AdS$_3\,\times\,$S$^3$ and $\adsfour$. A shared feature of each theory is that their corresponding symmetry algebras allows for a decomposition under a $\mathbb{Z}_4$ grading. The grading can be realized through an automorphism which allows for a convenient construction of the string Lagrangians directly in terms of graded components. We adopt a uniform light-cone gauge and expand in a near plane wave limit, or equivalently, an expansion in transverse string coordinates. With a main focus on the two critical string theories, we perform a perturbative quantization up to quartic order in the number of fields. Each string theory is, through holographic descriptions, conjectured to be dual to lower dimensional gauge theories. The conjectures imply that the conformal dimensions of single trace operators in gauge theory should be equal to the energy of string states. What is more, through the use of integrable methods, one can write down a set of Bethe equations whose solutions encode the full spectral problem. One main theme of this thesis is to match the predictions of these equations, written in a language suitable for the light-cone gauge we employ, against explicit string theory calculations. We do this for a large class of string states and the perfect agreement we find lends strong support for the validity of the conjectures.
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Sattelpunkte und Optimalitätsbedingungen bei restringierten OptimierungsproblemenGrunert, Sandro 10 June 2009 (has links) (PDF)
Sattelpunkte und Optimalitätsbedingungen bei restringierten Optimierungsproblemen
Ausarbeitung im Rahmen des Seminars "Optimierung", WS 2008/2009
Die Dualitätstheorie für restringierte Optimierungsaufgaben findet in der Spieltheorie und in der Ökonomik eine
interessante Anwendung. Mit Hilfe von Sattelpunkteigenschaften werden diverse Interpretationsmöglichkeiten der
Lagrange-Dualität vorgestellt. Anschließend gilt das Augenmerk den Optimalitätsbedingungen solcher Probleme.
Grundlage für die Ausarbeitung ist das Buch "Convex Optimization" von Stephen Boyd und Lieven Vandenberghe.
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Overcoming the failure of the classical generalized interior-point regularity conditions in convex optimization. Applications of the duality theory to enlargements of maximal monotone operatorsCsetnek, Ernö Robert 08 December 2009 (has links)
The aim of this work is to present several new results concerning
duality in scalar convex optimization, the formulation of sequential
optimality conditions and some applications of the duality to the theory
of maximal monotone operators.
After recalling some properties of the classical generalized
interiority notions which exist in the literature, we give some
properties of the quasi interior and quasi-relative interior,
respectively. By means of these notions we introduce several
generalized interior-point regularity conditions which guarantee
Fenchel duality. By using an approach due to Magnanti, we derive
corresponding regularity conditions expressed via the quasi
interior and quasi-relative interior which ensure Lagrange
duality. These conditions have the advantage to be applicable in
situations when other classical regularity conditions fail.
Moreover, we notice that several duality results given in the
literature on this topic have either superfluous or contradictory
assumptions, the investigations we make offering in this sense an
alternative.
Necessary and sufficient sequential optimality conditions for a
general convex optimization problem are established via
perturbation theory. These results are applicable even in the
absence of regularity conditions. In particular, we show that
several results from the literature dealing with sequential
optimality conditions are rediscovered and even improved.
The second part of the thesis is devoted to applications of the
duality theory to enlargements of maximal monotone operators in
Banach spaces. After establishing a necessary and sufficient
condition for a bivariate infimal convolution formula, by
employing it we equivalently characterize the
$\varepsilon$-enlargement of the sum of two maximal monotone
operators. We generalize in this way a classical result
concerning the formula for the $\varepsilon$-subdifferential of
the sum of two proper, convex and lower semicontinuous functions.
A characterization of fully enlargeable monotone operators is also
provided, offering an answer to an open problem stated in the
literature. Further, we give a regularity condition for the
weak$^*$-closedness of the sum of the images of enlargements of
two maximal monotone operators.
The last part of this work deals with enlargements of positive sets in SSD spaces. It is shown that many results from the literature concerning enlargements of maximal monotone operators can be generalized to the setting of Banach SSD spaces.
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Fenchel duality-based algorithms for convex optimization problems with applications in machine learning and image restorationHeinrich, André 21 March 2013 (has links)
The main contribution of this thesis is the concept of Fenchel duality with a focus on its application in the field of machine learning problems and image restoration tasks. We formulate a general optimization problem for modeling support vector machine tasks and assign a Fenchel dual problem to it, prove weak and strong duality statements as well as necessary and sufficient optimality conditions for that primal-dual pair. In addition, several special instances of the general optimization problem are derived for different choices of loss functions for both the regression and the classifification task. The convenience of these approaches is demonstrated by numerically solving several problems. We formulate a general nonsmooth optimization problem and assign a Fenchel dual problem to it. It is shown that the optimal objective values of the primal and the dual one coincide and that the primal problem has an optimal solution under certain assumptions. The dual problem turns out to be nonsmooth in general and therefore a regularization is performed twice to obtain an approximate dual problem that can be solved efficiently via a fast gradient algorithm. We show how an approximate optimal and feasible primal solution can be constructed by means of some sequences of proximal points closely related to the dual iterates. Furthermore, we show that the solution will indeed converge to the optimal solution of the primal for arbitrarily small accuracy. Finally, the support vector regression task is obtained to arise as a particular case of the general optimization problem and the theory is specialized to this problem. We calculate several proximal points occurring when using difffferent loss functions as well as for some regularization problems applied in image restoration tasks. Numerical experiments illustrate the applicability of our approach for these types of problems.
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Superconformal indices, dualities and integrabilityGahramanov, Ilmar 29 July 2016 (has links)
In dieser Arbeit behandeln wir exakte, nicht-perturbative Ergebnisse, die mithilfe der superkonformen Index-Technik, in supersymmetrischen Eichtheorien mit vier Superladungen (d. h. N=1 Supersymmetrie in vier Dimensionen und N=2 in drei Dimensionen) gewonnen wurden. Wir benutzen die superkonforme Index-Technik um mehrere Dualitäts Vermutungen in supersymmetrischen Eichtheorien zu testen. Wir führen Tests der dreidimensionalen Spiegelsymmetrie und Seiberg ähnlicher Dualitäten durch. Das Ziel dieser Promotionsarbeit ist es moderne Fortschritte in nicht-perturbativen supersymmetrischen Eichtheorien und ihre Beziehung zu mathematischer Physik darzustellen. Im Speziellen diskutieren wir einige interessante Identitäten der Integrale, denen einfache und hypergeometrische Funktionen genügen und ihren Bezug zu supersymmetrischen Dualitäten in drei und vier Dimensionen. Methoden der exakten Berechnungen in supersymmertischen Eichtheorien sind auch auf integrierbare statistische Modelle anwendbar. Dies wird im letzten Kapitel der vorliegenden Arbeit behandelt. / In this thesis we discuss exact, non-perturbative results achieved using superconformal index technique in supersymmetric gauge theories with four supercharges (which is N = 1 supersymmetry in four dimensions and N = 2 supersymmetry in three). We use the superconformal index technique to test several duality conjectures for supersymmetric gauge theories. We perform tests of three-dimensional mirror symmetry and Seiberg-like dualities. The purpose of this thesis is to present recent progress in non-perturbative supersymmetric gauge theories in relation to mathematical physics. In particular, we discuss some interesting integral identities satisfied by basic and elliptic hypergeometric functions and their relation to supersymmetric dualities in three and four dimensions. Methods of exact computations in supersymmetric theories are also applicable to integrable statistical models, which we discuss in the last chapter of the thesis.
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