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[en] SEMIDEFINITE PROGRAMMING VIA GENERALIZED PROXIMAL POINT ALGORITHM / [pt] PROGRAMAÇÃO SEMIDEFINIDA VIA ALGORITMO DE PONTO PROXIMAL GENERALIZADOMARIO HENRIQUE ALVES SOUTO NETO 01 July 2019 (has links)
[pt] Diversos problemas em engenharia, aprendizado de máquina e economia podem ser resolvidos através de Programação Semidefinida (SDP). Potenciais aplicações podem ser encontradas em telecomunicações, fluxo de potência e teoria dos jogos. Além disso, como SDP é uma subclasse de otimização convexa, temos uma série de propriedades e garantias que fazem da SDP uma tecnologia muito poderosa. Entretanto, dentre as diferentes subclasses de otimização convexa, SDP ainda permanece como uma das mais desafiadoras. Instancias de larga escala ainda não podem ser resolvidas pelos atuais softwares disponíveis. Nesse sentido, esta tese porpõe um novo algoritmo para resolver problemas de SDP. A principal contribuição deste novo algoritmo é explorar a propriedade de posto baixo presente em diversas instancias. A convergência desta nova metodologia é provada ao mostrar que o algoritmo proposto é um caso particular do Approximate Proximal Point Algorithm. Adicionalmente, as variáveis ótimas duais são disponibilizadas como uma consequência do algoritmo proposto. Além disso, disponibilizamos um software para resolver problemas de SDP, chamado ProxSDP. Três estudos de caso são utilizados para avaliar a performance do algoritmo proposto. / [en] Many problems of interest can be solved by means of Semidefinite Programming (SDP). The potential applications range from telecommunications, electrical power systems, game theory and many more fields. Additionally, the fact that SDP is a subclass of convex optimization brings a set of theoretical guarantees that makes SDP very appealing. However, among all sub-classes of convex optimization, SDP remains one of the most challenging in practice. State-of-the-art semidefinite programming solvers still do not efficiently solve large scale instances. In this regard, this thesis proposes a novel algorithm for solving SDP problems. The main contribution of this novel algorithm is to achieve a substantial speedup by exploiting the low-rank property inherent to several SDP problems. The convergence of the new methodology is proved by showing that the novel algorithm reduces to a particular case of the Approximated Proximal Point Algorithm. Along with the theoretical contributions, an open source numerical solver, called ProxSDP, is made available with this work. The performance of ProxSDP in comparison to state-of-the-art SDP solvers is evaluated on three case studies.
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Etude de quelques modèles épidémiologiques de métapopulations : application au paludisme et à la tuberculose / Analysis of Some Epidemiological Metapopulations Models : Application to Malaria and TuberculosisTsanou, Berge 13 January 2012 (has links)
L'objectif de cette étude est la modélisation, l'analyse mathématique et la simulation de modèles épidémiologiques de métapopulations basées sur quelques approches modernes de la mobilité (mouvement) des individus. Ensuite d'examiner l'influence de la mobilité des humains sur la propagation de certaines maladies infectieuses. Enfin de s'attaquer à la difficile question de l'existence de la stabilité des équilibres endémiques pour des modèles de métapopulations. Nous proposons des modèles de métapopulations qui étendent sur plusieurs patches des modèles épidémiologiques déjà connus sur un seul patch pour certaines maladies infectieuses telles que le Paludisme, la Tuberculose et certaines maladies sexuellement transmissibles qui ne confèrent aucune immunité. Nos modèles sont basés sur des modèles de mobilité des humains qui prennent des formes différentes conduisant à plusieurs approches de la modélisation des métapopulations : les formulations d'Euler, de Lagrange du mouvement des particules (ici des humains) empruntés à la Mécanique des Fluides et une dernière formulation statistique plus récente prenant en compte les degrés des patches du réseau de métapopulations. Nous en donnons chaque fois une analyse mathématique rigoureuse. Le cadre théorique mathématique qur lequel nous nous appuyonspour donner une analyse complète de nos modèles est celui des systèmes dynamiques triangulaires, monotones ou anti-monotones et l'usage des techniques de Lyapunov-Lasalle est indispensable. Dans les deux premières parties de ce travail, nous prouvons que les solutions stationnaires (équilibres) des modèles obtenus sont globalement asymptotiquement stable lorsque le nombre de reproduction de base R0<ou=1 (pour l'équilibre sans maladie) et lorsque R0>1 (pour l'unique équilibre endémique). Dans la dernière partie, nous construisons un modèle de propagation de la tuberculose en s'appuyant sur les deux types forces d'infections les plus utilisées en modélisation mathématique des épidémies : la transmission fréquente-dépendante et la transmission densité-dépendante. Nous donnons pour chaque type de modèle, la formule explicite du nombre de reproduction de base. Nous montrons ensuite pour le modèle fréquente-dépendante, que l'équilibre sans maladie est globalement asymptotiquement stable lorsque R0<1. Et que pour le modèle à transmission densité-dépendante, nous prouvons l'existence d'un équilibre endémique lorsque R0>1. A la fin de chaque partie, des simulations numériques sont effectuées pour examiner l'influence des la mobilité des individus sur le nombre de reproduction de base R0, sur les solutions de nos systèmes et par conséquent sur la propagation de la maladie en étude / The objective of this thesis is first the modeling, the mathematical analysis and numerical simulations of the metapopulation models of infectious diseases based on some modern approaches of the mobility patterns of humans. Secondly to examine the influence of the mobility (movement) of people on the spread of some human infectious diseases. Finally to deal with the difficult question of the existence and stability of endemic equilibria of metapopulation models. For certain diseases such as Malaria, Tuberculosis or some Sexually Transmitted Diseases that do not confer any immunity, we give some metapopulation models that extend to multiple patches the well know epidemiological models in one patch. Our models are based on the mobility patterns of humans wich can take different forms leading to numerous approaches of modeling metapopulations : the Euler approach of the movement of particles (here humans) as in Fluid Mechanics, is used in the first part. The Lagrange approach of the movement of particles (here humans) as in Fluid Mechanics, is used in the second part. The last and more recent approach based on Statistical Mechanics, wich takes into account the degree distribution of the network of the metapopulation is used in the third and last part of this work. For each approach, we build a metapopulation model for a chosen disease, and gve its mathematical analysis. The theoretical framework we use to analyze ou models is that of triangular, monotone or anti-monotone non-linear dynamical systems. We also use some Lyapunov-Lasalle techniques. In the fisrt two parts of our work, we prove that the steady solutions (called equilibria) of the given systems are globally asymptotically stable when the basic reproduction number R0 is less than or equal to the unity (for the disease free equilibria), and when R0 is greater than one (for the endemic equilibria). In the last part, we build a model to describe the spreading of tuberculosis hinging on the two most used forces of infection in mathematical modeling of epidemics : the frequency-dependant transmission and the density-dependant transmission. For each type of trasmission model, we give the explicit formula for the basic reproduction number. We prove for the frequency-dependant transmission model, that the disease free equilibrium is globally asymptotically stable when R0 is less than one. And for the density-dependant transmission model, we prove the existence of an endemic equilibrium when R0 is greater than one. Numerical simulations are performed at the end of each part to examine the influence of human's mobility on the basic reproduction number, as well as on the behavior of the solutions and consequently on the spreading patterns of the diseases under study
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Erdos-Szekeres type theorems / Erdos-Szekeres type theoremsEliáš, Marek January 2012 (has links)
Let P = (p1, p2, . . . , pN ) be a sequence of points in the plane, where pi = (xi, yi) and x1 < x2 < · · · < xN . A famous 1935 Erdős-Szekeres theorem asserts that every such P contains a monotone subsequence S of √ N points. Another, equally famous theorem from the same paper implies that every such P contains a convex or concave subsequence of Ω(log N) points. First we define a (k + 1)-tuple K ⊆ P to be positive if it lies on the graph of a function whose kth derivative is everywhere nonnegative, and similarly for a negative (k + 1)-tuple. Then we say that S ⊆ P is kth-order monotone if its (k + 1)- tuples are all positive or all negative. In this thesis we investigate quantitative bound for the corresponding Ramsey-type result. We obtain an Ω(log(k−1) N) lower bound ((k − 1)-times iterated logarithm). We also improve bounds for related problems: Order types and One-sided sets of hyperplanes. 1
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Applications of Degree Theories to Nonlinear Operator Equations in Banach SpacesAdhikari, Dhruba R 26 April 2007 (has links)
Let X be a real Banach space and G1, G2 two nonempty, open and bounded subsets of X such that 0 ∈ G2 and G2 ⊂ G1. The problem (∗) T x + Cx = 0 is considered, where T : X ⊃ D(T) → X is an accretive or monotone operator with 0 ∈ D(T) and T(0) = 0, while C : X ⊃ D(C) → X can be, e.g., one of the following types: (a) compact; (b) continuous and bounded with the resolvents of T compact; (c) demicontinuous, bounded and of type (S+) with T positively homogeneous of degree one; (d) quasi-bounded and satisfies a generalized (S+)-condition w.r.t. the operator T, while T is positively homogeneous of degree one. Solutions are sought for the problem (∗) lying in the set D(T + C) ∩ (G1 \ G2). Nontrivial solutions of (∗) exist even when C(0) = 0. The degree theories of Leray and Schauder, Browder, and Skrypnik as well as the degree theory by Kartsatos and Skrypnik for densely defined operators T, C are used. The last three degree theories do not assume any compactness conditions on the operator C. The excision and additivity properties of these degree theories are employed, and the main results are significant extensions or generalizations of previous results by Krasnoselskii, Guo, Ding and Kartsatos involving the relaxation of compactness conditions and/or conditions on the boundedness of the operator T. Moreover, a new degree theory developed by Kartsatos and Skrypnik has been used to prove a similar result for operators of type T + C, where T : X ⊃ D(T) → 2 X∗ is a multi-valued maximal monotone operator, with 0 ∈ D(T) and 0 ∈ T(0), and C : X ⊃ D(C) → X∗ is a densely defined quasi-bounded and finitely continuous operator of type (S˜+). The problem of existence of nonzero solutions for T x + Cx + Gx 3 0 is also considered. Here, T is maximal monotone, C is bounded demicontinuous of type (S+), and G is of class (P). Eigenvalue and invariance of domain results have also been established for the sum L + T + C : G ∩ D(L) → 2 X∗ , where G ⊂ X is open and bounded, L : X ⊃ D(L) → X∗ densely defined linear maximal monotone, T : X → 2X∗ bounded maximal monotone, and C : G → X∗ bounded demicontinuous of type (S+) w. r. t. D(L).
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Bayesian nonparametric analysis of longitudinal data with non-ignorable non-monotone missingnessCao, Yu 01 January 2019 (has links)
In longitudinal studies, outcomes are measured repeatedly over time, but in reality clinical studies are full of missing data points of monotone and non-monotone nature. Often this missingness is related to the unobserved data so that it is non-ignorable. In such context, pattern-mixture model (PMM) is one popular tool to analyze the joint distribution of outcome and missingness patterns. Then the unobserved outcomes are imputed using the distribution of observed outcomes, conditioned on missing patterns. However, the existing methods suffer from model identification issues if data is sparse in specific missing patterns, which is very likely to happen with a small sample size or a large number of repetitions. We extend the existing methods using latent class analysis (LCA) and a shared-parameter PMM. The LCA groups patterns of missingness with similar features and the shared-parameter PMM allows a subset of parameters to be different among latent classes when fitting a model, thus restoring model identifiability. A novel imputation method is also developed using the distribution of observed data conditioned on latent classes. We develop this model for continuous response data and extend it to handle ordinal rating scale data. Our model performs better than existing methods for data with small sample size. The method is applied to two datasets from a phase II clinical trial that studies the quality of life for patients with prostate cancer receiving radiation therapy, and another to study the relationship between the perceived neighborhood condition in adolescence and the drinking habit in adulthood.
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Synthèse et simulation d'algorithmes systoliquesSakho, Ibrahima 03 April 1987 (has links) (PDF)
Proposition d'une méthode dite de positionnement pour la conception d'algorithmes parallèles pour réseaux symboliques composés de cellules programmables. Simulation d'algorithmes symboliques dans le langage Occam, caractérisé par un mécanisme de synchronisation locale. Quelques résultats partiels sur une conjecture a propos du plus long cycle que peut générer séquentiellement un réseau booléen monotone sont présentés
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Sous-variétés lagrangiennes monotonesGadbled, Agnès 14 June 2008 (has links) (PDF)
La condition de monotonie pour les sous-variétés lagrangiennes a été introduite par Oh en 1993. C'est une version relative d'une condition définie par Floer pour les variétés symplectiques. Ces conditions permettent d'obtenir la bonne définition d'homologies de type Floer, en particulier de l'homologie de Floer lagrangienne, outil très utile pour l'étude de plongements lagrangiens.<br /> <br />Dans cette thèse, nous exploitons les hypothèses de monotonie en théorie de Floer sous deux aspects. Un premier aspect est l'étude d'une nouvelle famille d'exemples de variétés symplectiques monotones et de leurs sous-variétés lagrangiennes monotones. Cette famille d'exemples est construite par découpe symplectique à partir du cotangent de variétés munies d'une action libre du cercle. Un second aspect est la construction d'une homologie de type Floer-Novikov pour des sous-variétés lagrangiennes d'un cotangent qui sont dites monotones sur les lacets. On en déduit de nouveaux résultats d'obstruction de plongements lagrangiens monotones sur les lacets dans le cotangent de variétés qui fibrent sur le cercle.
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De la rupture des materiaux à comportement fragileHild, François 16 December 1992 (has links) (PDF)
La rupture des matériaux à comportement fragile est causée par la présence de défauts initiaux. Ces derniers conduisent à une rupture brutale dans le cas de composés monolithiques. Dans le cas de céramiques renforcées par des fibres, la rupture finale est le résultat d'un processus de fragmentation progressive des fibres. Des essais ont été effectués sur deux céramiques monolithiques et sur des bétons. Ils ont pour but d'étudier l'influence du type de sollicitation et de la distribution initiale de défauts sur la contrainte de rupture. Une première approche de prévision de la probabilité cumulée de rupture est présentée. Elle tient compte explicitement de la présence des défauts, modélisés par une valeur initiale d'une variable scalaire d'endommagement, dans le calcul du champ de contrainte. Une seconde approche, qui néglige les interactions entre défauts ainsi que leur influence sur le champ de contrainte macroscopique, est ensuite introduite. Elle permet un traitement analytique de l'expression de la probabilité cumulée de rupture en fonction de la distribution initiale de défauts. Une implémentation en tant que postprocesseur de code E.F. est ainsi possible. Elle peut également être étendue à des sollicitations cycliques. Enfin, toutes ces notions peuvent conduire in fine à l'élaboration d'une loi d'endommagement anisotrope de céramiques renforcées par des fibres. La condition de rupture fondée sur un critère de localisation conduit à une estimation de l'endommagement critique en fonction du module de Weibull.
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A Study of Inverses of Thinned Renewal Processes.Huang, Chuen-Dow 26 June 2002 (has links)
We study the properties of thinning and Markov chain thinning of renewal processes. Among others, we investigate whether some special renewal processes can be obtained through Markov chain thinning.
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Iterative Approaches to the Split Feasibility ProblemChien, Yin-ting 23 June 2009 (has links)
In this paper we discuss iterative algorithms for solving the split feasibility
problem (SFP). We study the CQ algorithm from two approaches: one
is an optimization approach and the other is a fixed point approach. We
prove its convergence first as the gradient-projection algorithm and secondly
as a fixed point algorithm. We also study a relaxed CQ algorithm in the
case where the sets C and Q are level sets of convex functions. In such case
we present a convergence theorem and provide a different and much simpler
proof compared with that of Yang [7].
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