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algorithms with high order convergence speed for blind source extraction

COMPUTATIONAL optimization AND APPLICATIONS 2007年第1期38卷 123-131页

作者： Georgiev, Pando Pardalos, Panos Cichocki, Andrzej Univ Cincinnati ECECS Dept Cincinnati OH 45221 USA Sofia Univ St K1 Ohridski Sofia 1164 Bulgaria Univ Florida Ctr Appl Optimizat Gainesville FL 32611 USA RIKEN Brain Sci Inst Wako Saitama 3510198 Japan

A rigorous convergence analysis for the fixed point ICA algorithm of Hyvarinen and Oja is provided and a generalization of it involving cumulants of an arbitrary order is presented. We consider a specific optimization problem OP(p), p > 3, integer, arising from a Blind Source Extraction problem (BSE) and prove that every local maximum of OP(p) is a solution of (BSE) in sense that it extracts one source signal from a linear mixture of unknown statistically independent signals. An algorithm for solving OP(p) is constructed, which has a rate of convergence p - 1.

关键词： independent component analysis cumulants fixed point algorithm

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optimization-based design of plant-friendly multisine signals using geometric discrepancy criteria

Optimization-based design of plant-friendly multisine signal...

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conference on high performance algorithms and software for nonlinear optimization

作者： Mittelmann, Hans D. Pendse, Gautam Rivera, Daniel E. Lee, Hyunjin Arizona State Univ Dept Math & Stat Tempe AZ 85287 USA Harvard Univ Sch Med McLean Hosp Brain Imaging Ctr Cambridge MA 02138 USA Arizona State Univ Dept Chem Engn Control Syst Engn Lab Tempe AZ 85287 USA Rensselaer Polytech Inst Dept Chem & Biol Engn Troy NY USA

System identification is an important means for obtaining dynamical models for process control applications;experimental testing represents the most time-consuming step in this task. The design of constrained, '' plant-friendly '' multisine input signals that optimize a geometric discrepancy criterion arising from Weyl's Theorem is examined in this paper. Such signals are meaningful for data-centric estimation methods, where uniform coverage of the output state-space is critical. The usefulness of this problem formulation is demonstrated by applying it to a linear problem example and to the nonlinear, highly interactive distillation column model developed by Weischedel and McAvoy. The optimization problem includes a search for both the Fourier coefficients and phases in the multisine signal, resulting in an uniformly distributed output signal displaying a desirable balance between high and low gain directions. The solution involves very little user intervention (which enhances its practical usefulness) and has great benefits compared to multisine signals that minimize crest factor. The constrained nonlinear optimization problems that are solved represent challenges even for high-performance optimization software.

关键词： system identification process control constrained optimization

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Iterative computation of negative curvature directions in large scale optimization

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COMPUTATIONAL optimization AND APPLICATIONS 2007年第1期38卷 81-104页

作者： Fasano, Giovanni Roma, Massimo Univ Roma La Sapienza Dipartimento Informat & Sistemist A Ruberti Rome Italy Ist Nazl & Esperienze Architettura Navale INS Rome Italy

In this paper we deal with the iterative computation of negative curvature directions of an objective function, within large scale optimization frameworks. In particular, suitable directions of negative curvature of the objective function represent an essential tool, to guarantee convergence to second order critical points. However, an '' adequate '' negative curvature direction is often required to have a good resemblance to an eigenvector corresponding to the smallest eigenvalue of the Hessian matrix. Thus, its computation may be a very difficult task on large scale problems. Several strategies proposed in literature compute such a direction relying on matrix factorizations, so that they may be inefficient or even impracticable in a large scale setting. On the other hand, the iterative methods proposed either need to store a large matrix, or they need to rerun the recurrence. On this guideline, in this paper we propose the use of an iterative method, based on a planar Conjugate Gradient scheme. Under mild assumptions, we provide theory for using the latter method to compute adequate negative curvature directions, within optimization frameworks. In our proposal any matrix storage is avoided, along with any additional rerun.

关键词： Conjugate Gradient method large scale optimization negative curvature directions convergence to second order critical points

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Some iterative methods for the solution of a symmetric indefinite KKT system

Some iterative methods for the solution of a symmetric indef...

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conference on high performance algorithms and software for nonlinear optimization

作者： Bonettini, Silvia Ruggiero, Valeria Univ Modena & Reggio Emilia Dipartimento Matemat Pura & Applicata I-41100 Modena Italy Univ Ferrara Dipartmento Matemat I-44100 Ferrara Italy

This paper is concerned with the numerical solution of a Karush-Kuhn-Tucker system. Such symmetric indefinite system arises when we solve a nonlinear programming problem by an Interior-Point (IP) approach. In this framework, we discuss the effectiveness of two inner iterative solvers: the method of multipliers and the preconditioned conjugate gradient method. We discuss the implementation details of these algorithms in an IP scheme and we report the results of a numerical comparison on a set of large scale test-problems arising from the discretization of elliptic control problems.

关键词： indefinite symmetric KKT system large scale nonlinear programming problems Interior Point method Hestenes' multipliers method preconditioned conjugate gradient method elliptic control problems

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algorithms with high order convergence speed for blind source extraction

Algorithms with high order convergence speed for blind sourc...

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conference on high performance algorithms and software for nonlinear optimization

关键词： independent component analysis cumulants fixed point algorithm

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Optimizing software cache performance of packet processing applications

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ACM SIGPLAN NOTICES 2007年第7期42卷 227-235页

作者： Wang, Qin Chen, Junpu Zhang, Weihua Yang, Min Zang, Binyu Fudan Univ Parallel Proc Inst Shanghai 200433 Peoples R China

Network processors (NPs) are widely used in many types of networking equipment due to their high performance and flexibility. For most NPs, software cache is used instead of hardware cache due to the chip area, cost and power constraints. Therefore, programmers should take full responsibility for software cache management which is neither intuitive nor easy to most of them. Actually, without an effective use of it, long memory access latency will be a critical limiting factor to overall applications. Prior researches like hardware multi-threading, wide-word accesses and packet access combination for caching have already been applied to help programmers to overcome this bottleneck. However, most of them do not make enough use of the characteristics of packet processing applications and often perform intraprocedural optimizations only. As a result, the binary codes generated by those techniques often get lower performance than that comes from hand-tuned assembly programming for some applications. In this paper, we propose an algorithm including two techniques - Critical Path Based Analysis (CPBA) and Global Adaptive Localization (GAL), to optimize the software cache performance of packet processing applications. Packet processing applications usually have several hot paths and CPBA tries to insert localization instructions according to their execution frequencies. For further optimizations, GAL eliminates some redundant localization instructions by interprocedural analysis and optimizations. Our algorithm is applied on some representative applications. Experiment results show that it leads to an average speedup by a factor of 1.974.

关键词： algorithms performance optimization local memory network processor

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An improved intelligent calibration method for vortex flowmeter

An improved intelligent calibration method for vortex flowme...

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2007 American Control conference, ACC

作者： Yan, Yi Wu, Huifeng Institute of Intelligent and Software Technology Hangzhou Dianzi University Hangzhou Zhejiang 310018 China

ISBN: (纸本)1424409888

Because the characteristic curve of vortex flowmeter is nonlinear, the error of traditional calibration method, which didn't take the nonlinear character into account, is large. And the flowmeter calibrated by the traditional method could not measure the flux accurately, especially at the high flux area. In order to resolve this problem a new calibration method based on intelligent optimization algorithms is presented in the article. It uses the improved BP neural network to model the characteristic curve of vortex flowmeter. And then it applies the genetic algorithms to seek two additional optimum calibration points intelligently at the intervals where the curve are nonlinear obviously. At last the vortex flowmeter was calibrated at the new calibration points. The results of analog simulation indicate that the calibration error and measurement error were decreased obviously by using the intelligent calibration method. © 2007 IEEE.

关键词： Flowmeters

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A resource allocation model with cost-performance ratio in Data Grid

A resource allocation model with cost-performance ratio in D...

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8th ACIS International conference on software Engineering, Artificial Intelligence, Networking and Parallel/Distributed Computing/3rd ACIS International Workshop on Self-Assembling Wireless Networks

作者： Zhao, Xiangang Xu, Liutong Wang, Bai Beijing Univ Posts & Telecommun Sch Comp Sci & Technol Beijing Key Lab Intelligent Telecommun Software & Beijing 100876 Peoples R China

ISBN: (纸本)0769529097

Resource allocation for data transfer is a fundamental issue for achieving high performance in Data Grid environments. In this paper, we survey the existing researches on allocation problems in Grid environment and propose a resource allocation model based on the cost-performance ratio for commerce environments. This ratio takes both price and quality of data resource into consideration at the same time. According to the optimization objective we define two types of ratios: Price-aware ratio and Quality-aware ratio. They are suitable for the environments where allocations put more emphasis on quality or price of resource respectively. Based on the maximal cost-efficiency, we formulize the allocation optimization problem and present two theorems and a deduction about its solutions. The corresponding proofs are also given in the paper. Finally, we present two algorithms to allocate and re-allocate data resources. The analysis shows that the algorithms can satisfy our requirements.

关键词： Resource allocation

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A nonlinear multi-agent system designed for swarm intelligence: the logistic MAS

A nonlinear multi-agent system designed for swarm intelligen...

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1st IEEE International conference on Self-Adaptive and Self-Organizing Systems (SASO 2007)

作者： Charrier, Rodolphe Bourjot, Christine Charpillet, Francois Nancy Univ LORIA Nancy France

ISBN: (纸本)9780769529066

Ant algorithms and flocking algorithms are the two main programming paradigms in swarm intelligence. They are built on stochastic models, widely used in optimization problems. However though this modeling leads to high-performance algorithms, some mechanisms, like the symmetry break in ant decision, are still not well understood at the local ant level. Moreover there is currently no modeling approach which joins the two paradigms. This paper proposes an entirely novel approach to the mathematical foundations of swarm algorithms: contrary to the current stochastic approaches, we show that an alternative deterministic model exists, which has its origin in deterministic chaos theory. We establish a reactive multi-agent system, based on logistic nonlinear decision maps, and designed according to the influence-reaction scheme. The rewriting of the decision functions leads to a new way of understanding the swarm phenomena in terms of state synchronization, and enables the analysis of their convergence behavior through bifurcation diagrams. We apply our approach on two concrete examples of each algorithm class, in order to demonstrate its general applicability.

关键词： Multi agent systems

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A nonlinear state space approach to nonlinear blind source separation

A Nonlinear state space approach to Nonlinear blind source s...

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15th International conference on Digital Signal Processing

作者： Zhang, Jingyi Woo, W. L. Dlay, S. S. Univ Newcastle Sch Elect Elect & Comp Engn Newcastle Upon Tyne NE1 7RU Tyne & Wear England

ISBN: (纸本)9781424408818

This paper addresses the prominent problem of separating noisy signals that have been convolutively mixed and nonlinearly distorted. The mixed signals are characterized by a nonlinear state space model which models both the statistical properties of the source signals and the overall nonlinear mixing process. A novel algorithm based on maximum likelihood framework has been rigorously developed for estimating the parameters in the model as well as inferring the source signals. In the proposed model, the nonlinear distortion function is modeled by using high order polynomials which enable the model to be formulated and optimized in a tractable manner. The strength of the proposed approach lies in the closed estimation of the source signals and the adaptive optimization procedure of the model parameters. This has resulted in high performance accuracy, fast convergence and efficient implementation of the estimation algorithm. Simulation has been conducted to verify the effectiveness of the proposed algorithm and the obtained results have shown 50% better accuracy than conventional nonlinear algorithms.

关键词： nonlinear signal processing blind source separation blind equalization machine learning for signal processing

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