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Método subgradiente incremental para otimização convexa não diferenciável / Incremental subgradient method for nondifferentiable convex optimizationAdona, Vando Antônio 18 December 2014 (has links)
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Previous issue date: 2014-12-18 / Conselho Nacional de Pesquisa e Desenvolvimento Científico e Tecnológico - CNPq / We consider an optimization problem for which the objective function is the sum of
convex functions, not necessarily differentiable. We study a subgradient method that
executes the iterations incrementally selecting each component function sequentially
and processing the subgradient iteration individually. We analyze different alternatives
for choosing the step length, highlighting the convergence properties for each case. We
also analyze the incremental model in other methods, considering proximal iteration and
combinations of subgradient and proximal iterations. This incremental approach has been
very successful when the number of component functions is large. / Consideramos um problema de otimização cuja função objetivo consiste na soma de funções
convexas, não necessariamente diferenciáveis. Estudamos um método subgradiente
que executa a iteração de forma incremental, selecionando cada função componente de
maneira sequencial e processando a iteração subgradiente individualmente. Analisamos
diferentes alternativas para a escolha do comprimento de passo, destacando as propriedades
de convergência para cada caso. Abordamos também o modelo incremental em outros
métodos, considerando iteração proximal e combinações de iterações subgradiente e proximal.
Esta abordagem incremental tem sido muito bem sucedida quando o número de
funções componentes é grande.
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Inertial Gradient-Descent algorithms for convex minimization / Algorithmes de descente de gradient inertiels pour la minimisation convexe.Apidopoulos, Vasileios 11 October 2019 (has links)
Cette thèse porte sur l’étude des méthodes inertielles pour résoudre les problèmes de minimisation convexe structurés. Depuis les premiers travaux de Polyak et Nesterov, ces méthodes sont devenues très populaires, grâce à leurs effets d’accélération. Dans ce travail, on étudie une famille d’algorithmes de gradient proximal inertiel de type Nesterov avec un choix spécifique de suites de sur-relaxation. Les différentes propriétés de convergence de cette famille d’algorithmes sont présentées d’une manière unifiée, en fonction du paramètre de sur-relaxation. En outre, on étudie ces propriétés, dans le cas des fonctions lisses vérifiant des hypothèses géométriques supplémentaires, comme la condition de croissance (ou condition de Łojasiewicz). On montre qu’en combinant cette condition de croissance avec une condition de planéité (flatness) sur la géométrie de la fonction minimisante, on obtient de nouveaux taux de convergence. La stratégie adoptée ici, utilise des analogies du continu vers le discret, en passant des systèmes dynamiques continus en temps à des schémas discrets. En particulier, la famille d’algorithmes inertiels qui nous intéresse, peut être identifiée comme un schéma aux différences finies d’une équation/inclusion différentielle. Cette approche donne les grandes lignes d’une façon de transposer les différents résultats et leurs démonstrations du continu au discret. Cela ouvre la voie à de nouveaux schémas inertiels possibles, issus du même système dynamique. / This Thesis focuses on the study of inertial methods for solving composite convex minimization problems. Since the early works of Polyak and Nesterov, inertial methods become very popular, thanks to their acceleration effects. Here, we study a family of Nesterov-type inertial proximalgradient algorithms with a particular over-relaxation sequence. We give a unified presentation about the different convergence properties of this family of algorithms, depending on the over-relaxation parameter. In addition we addressing this issue, in the case of a smooth function with additional geometrical structure, such as the growth (or Łojasiewicz) condition. We show that by combining growth condition and a flatness-type condition on the geometry of the minimizing function, we are able to obtain some new convergence rates. Our analysis follows a continuous-to-discrete trail, passing from continuous-on time-dynamical systems to discrete schemes. In particular the family of inertial algorithms that interest us, can be identified as a finite difference scheme of a differential equation/inclusion. This approach provides a useful guideline, which permits to transpose the different results and their proofs from the continuous system to the discrete one. This opens the way for new possible inertial schemes, derived by the same dynamical system.
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Optimization and Heuristics for Cognitive Radio DesignBharath Keshavamurthy (8756067) 12 October 2021 (has links)
Cognitive Radio technologies have been touted to be instrumental in solving resource-allocation problems in resource-constrained radio environments. The adaptive computational intelligence of these radios facilitates the dynamic allocation of network resources--particularly, the spectrum, a scarce physical asset. In addition to consumer-driven innovation that is governing the wireless communication ecosystem, its associated infrastructure is being increasingly viewed by governments around the world as critical national security interests--the US Military instituted the DARPA Spectrum Collaboration Challenge which requires competitors to design intelligent radios that leverage optimization, A.I., and game-theoretic strategies in order to efficiently access the RF spectrum in an environment wherein every other competitor is vying for the same limited resources. In this work, we detail the design of our radio, i.e., the design choices made in each layer of the network protocol stack, strategies rigorously derived from convex optimization, the collaboration API, and heuristics tailor-made to tackle the unique scenarios emulated in this DARPA Grand Challenge. We present performance evaluations of key components of our radio in a variety of military and disaster-relief deployment scenarios that mimic similar real-world situations. Furthermore, specifically focusing on channel access in the MAC, we formulate the spectrum sensing and access problem as a POMDP; derive an optimal policy using approximate value iteration methods; prove that our strategy outperforms the state-of-the-art, and facilitates means to control the trade-off between secondary network throughput and incumbent interference; and evaluate this policy on an ad-hoc distributed wireless platform constituting ESP32 radios, in order to study its implementation feasibility.
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Pokročilé optimalizační algoritmy a jejich efektivní implementace / Efficient Implementation of Advanced Optimization AlgorithmsTalpa, Jaroslav January 2020 (has links)
Tato diplomová práce se zabývá tématikou konvexní optimalizace a to konkrétně modifikacemi algoritmu ADMM, společně s problematikou proximálních operátorů. Jedna z verzí ADMM je pak implementována v programovacím jazyce Julia s důrazem na obecnost a efektivnost této implementace, a dále aplikována na rozsáhlou úlohu z oblasti odpadového hospodářství.
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Modélisation du langage à l'aide de pénalités structurées / Modeling language with structured penaltiesNelakanti, Anil Kumar 11 February 2014 (has links)
La modélisation de la langue naturelle est l¿un des défis fondamentaux de l¿intelligence artificielle et de la conception de systèmes interactifs, avec applications dans les systèmes de dialogue, la génération de texte et la traduction automatique. Nous proposons un modèle log-linéaire discriminatif donnant la distribution des mots qui suivent un contexte donné. En raison de la parcimonie des données, nous proposons un terme de pénalité qui code correctement la structure de l¿espace fonctionnel pour éviter le sur-apprentissage et d¿améliorer la généralisation, tout en capturant de manière appropriée les dépendances à long terme. Le résultat est un modèle efficace qui capte suffisamment les dépendances longues sans occasionner une forte augmentation des ressources en espace ou en temps. Dans un modèle log-linéaire, les phases d¿apprentissage et de tests deviennent de plus en plus chères avec un nombre croissant de classes. Le nombre de classes dans un modèle de langue est la taille du vocabulaire, qui est généralement très importante. Une astuce courante consiste à appliquer le modèle en deux étapes: la première étape identifie le cluster le plus probable et la seconde prend le mot le plus probable du cluster choisi. Cette idée peut être généralisée à une hiérarchie de plus grande profondeur avec plusieurs niveaux de regroupement. Cependant, la performance du système de classification hiérarchique qui en résulte dépend du domaine d¿application et de la construction d¿une bonne hiérarchie. Nous étudions différentes stratégies pour construire la hiérarchie des catégories de leurs observations. / Modeling natural language is among fundamental challenges of artificial intelligence and the design of interactive machines, with applications spanning across various domains, such as dialogue systems, text generation and machine translation. We propose a discriminatively trained log-linear model to learn the distribution of words following a given context. Due to data sparsity, it is necessary to appropriately regularize the model using a penalty term. We design a penalty term that properly encodes the structure of the feature space to avoid overfitting and improve generalization while appropriately capturing long range dependencies. Some nice properties of specific structured penalties can be used to reduce the number of parameters required to encode the model. The outcome is an efficient model that suitably captures long dependencies in language without a significant increase in time or space requirements. In a log-linear model, both training and testing become increasingly expensive with growing number of classes. The number of classes in a language model is the size of the vocabulary which is typically very large. A common trick is to cluster classes and apply the model in two-steps; the first step picks the most probable cluster and the second picks the most probable word from the chosen cluster. This idea can be generalized to a hierarchy of larger depth with multiple levels of clustering. However, the performance of the resulting hierarchical classifier depends on the suitability of the clustering to the problem. We study different strategies to build the hierarchy of categories from their observations.
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A Comparative Analysis of an Interior-point Method and a Sequential Quadratic Programming Method for the Markowitz Portfolio Management ProblemXiao, Zhifu 12 August 2016 (has links)
No description available.
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Optimal Algorithms for Affinely Constrained, Distributed, Decentralized, Minimax, and High-Order Optimization ProblemsKovalev, Dmitry 09 1900 (has links)
Optimization problems are ubiquitous in all quantitative scientific disciplines, from computer science and engineering to operations research and economics. Developing algorithms for solving various optimization problems has been the focus of mathematical research for years. In the last decade, optimization research has become even more popular due to its applications in the rapidly developing field of machine learning.
In this thesis, we discuss a few fundamental and well-studied optimization problem classes: decentralized distributed optimization (Chapters 2 to 4), distributed optimization under similarity (Chapter 5), affinely constrained optimization (Chapter 6), minimax optimization (Chapter 7), and high-order optimization (Chapter 8). For each problem class, we develop the first provably optimal algorithm: the complexity of such an algorithm cannot be improved for the problem class given. The proposed algorithms show state-of-the-art performance in practical applications, which makes them highly attractive for potential generalizations and extensions in the future.
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Resource Allocation and End-to-End Quality of Service for Cellular Communications Systems in Congested and Contested EnvironmentsGhorbanzadeh, Mohammad 09 December 2015 (has links)
This research addresses the concept of radio resource allocation for cellular communications systems operating in congested and contested environments with an emphasis on end-to-end quality of service (QoS). The radio resource allocation is cast under a proportional fairness formulation which translates to a convex optimization problem. Moreover, the resource allocation scheme considers subscription-based and traffic differentiation in order to meet the QoS requirements of the applications running on the user equipment in the system. The devised resource allocation scheme is realized through a centralized and a distributed architecture and solution algorithms for the aforementioned architectures is derived and implemented in the mobile devices and the base stations. The sensitivity of the resource allocation scheme to the temporal dynamics of the quantity of the users in the system is investigated. Furthermore, the sensitivity of the resource allocation scheme to the temporal dynamics in the application usage percentages is accounted for. In addition, a transmission overhead of the centralized and distributed architectures for the resource allocation schemes is performed. Furthermore, the resource allocation scheme is modified to account for a possible additive bandwidth done through spectrum sharing in congested and contested environments, in particular spectrally coexistent radar systems. The radar-spectrum additive portion is devised in a way to ensure fairness of the allocation, high bandwidth utilization, and interference avoidance. In order to justify the aforesaid modification, the interference from radar systems into the Long Term Evolution (LTE) as the predominant 4G technology is studies to confirm the possibility of the spectrum sharing. The preceding interference analysis contains a detailed simulation of radar systems, propagation path loss models, and a third generation partnership project compliant LTE system. The propagation models are Free Space Path Loss (FSPL) and Irregular Terrain Model (ITM). The LTE systems under consideration are macro cell, outdoor small cells, and indoor small cells. Furthermore, the resource allocation under channel consideration is formalized such that the resources are allocated under a congested environment and based on the quality of channel the users have in the network as well as the quality of service requirements of the applications running on the mobile devices. / Ph. D.
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Détection active de pannes dans les systèmes dynamiques en boucle fermée / Active fault detection in closed-loop dynamic systemsEsna Ashari Esfahani, Alireza 08 June 2010 (has links)
L'objectif de cette thèse est de développer une nouvelle méthodologie pour la détection active de défaillances, basée sur approche multimodèle et robuste des fautes. Ce travail prolonge des recherches effectuées dans le projet Metalau de l'Inria. L'apport essentiel de cette thèse est la prise en compte de modèles évoluant en boucle fermée. On utilise une approche multi-modèle pour modéliser le modèle en fonctionnement normal et le modèle défaillant. Les avantages potentiels de l'utilisation d'un feedback dynamique linéaire et ses propriétés de robustesse sont analysés dans la construction de signaux de détection auxiliaires. On compare les résultats obtenus avec ceux du cas boucle ouverte. La formulation du problème de détection active dans le cas d'un modèle en boucle fermée est nouvelle et repose sur la prise en considération de la norme du signal de détection auxiliaire comme critère d'optimisation. On considère aussi des fonctions coût plus générales, telles celles qui sont utilisées pour mesurer la performance de feedbacks dans des problèmes de la théorie de la commande linéaire robuste. La solution complète repose sur la résolution de plusieurs problèmes d'optimisation non standards / The aim is to develop a novel theory of robust active failure detection based on multi-model formulation of faults. The original method was already proposed by the Metalau group of INRIA. We have continued to work on the extension of this approach to more general cases. The focus is on the effects of feedback on the previous approach. The multi-model approach is still used to model the normal and the failed systems; however the possible advantages of using linear dynamic feedback in the construction of the auxiliary signal for robust fault detection is considered and the results are compared to the previously developed open-loop setup. An original formulation of the active fault detection problem using feedback is developed. The norm of the auxiliary signal is considered as a possible cost criterion. Also, we have considered a more general cost function that has already been used for measuring the performance of feedback configurations in Linear Control Theory. We have given a complete solution to this problem. In order to find a complete solution, several mathematical problems are solved
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Méthodes proximales pour la résolution de problèmes inverses : application à la tomographie par émission de positrons / Proximal methods for the resolution of inverse problems : application to positron emission tomographyPustelnik, Nelly 13 December 2010 (has links)
L'objectif de cette thèse est de proposer des méthodes fiables, efficaces et rapides pour minimiser des critères convexes apparaissant dans la résolution de problèmes inverses en imagerie. Ainsi, nous nous intéresserons à des problèmes de restauration/reconstruction lorsque les données sont dégradées par un opérateur linéaire et un bruit qui peut être non additif. La fiabilité de la méthode sera assurée par l'utilisation d'algorithmes proximaux dont la convergence est garantie lorsqu'il s'agit de minimiser des critères convexes. La quête d'efficacité impliquera le choix d'un critère adapté aux caractéristiques du bruit, à l'opérateur linéaire et au type d'image à reconstruire. En particulier, nous utiliserons des termes de régularisation basés sur la variation totale et/ou favorisant la parcimonie des coefficients du signal recherché dans une trame. L'utilisation de trames nous amènera à considérer deux approches : une formulation du critère à l'analyse et une formulation du critère à la synthèse. De plus, nous étendrons les algorithmes proximaux et leurs preuves de convergence aux cas de problèmes inverses multicomposantes. La recherche de la rapidité de traitement se traduira par l'utilisation d'algorithmes proximaux parallélisables. Les résultats théoriques obtenus seront illustrés sur différents types de problèmes inverses de grandes tailles comme la restauration d'images mais aussi la stéréoscopie, l'imagerie multispectrale, la décomposition en composantes de texture et de géométrie. Une application attirera plus particulièrement notre attention ; il s'agit de la reconstruction de l'activité dynamique en Tomographie par Emission de Positrons (TEP) qui constitue un problème inverse difficile mettant en jeu un opérateur de projection et un bruit de Poisson dégradant fortement les données observées. Pour optimiser la qualité de reconstruction, nous exploiterons les caractéristiques spatio-temporelles de l'activité dans les tissus / The objective of this work is to propose reliable, efficient and fast methods for minimizing convex criteria, that are found in inverse problems for imagery. We focus on restoration/reconstruction problems when data is degraded with both a linear operator and noise, where the latter is not assumed to be necessarily additive.The methods reliability is ensured through the use of proximal algorithms, the convergence of which is guaranteed when a convex criterion is considered. Efficiency is sought through the choice of criteria adapted to the noise characteristics, the linear operators and the image specificities. Of particular interest are regularization terms based on total variation and/or sparsity of signal frame coefficients. As a consequence of the use of frames, two approaches are investigated, depending on whether the analysis or the synthesis formulation is chosen. Fast processing requirements lead us to consider proximal algorithms with a parallel structure. Theoretical results are illustrated on several large size inverse problems arising in image restoration, stereoscopy, multi-spectral imagery and decomposition into texture and geometry components. We focus on a particular application, namely Positron Emission Tomography (PET), which is particularly difficult because of the presence of a projection operator combined with Poisson noise, leading to highly corrupted data. To optimize the quality of the reconstruction, we make use of the spatio-temporal characteristics of brain tissue activity
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