Problems involving estimation and inference under linear inequality constraints arise often in statistical modeling. In this article, we propose an algorithm to solve the quadratic programming problem of minimizing fo...
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Problems involving estimation and inference under linear inequality constraints arise often in statistical modeling. In this article, we propose an algorithm to solve the quadratic programming problem of minimizing for positive definite Q, where is constrained to be in a closed polyhedral convex cone , and the m x n matrix is not necessarily full row rank. The three-step algorithm is intuitive and easy to code. Code is provided in the R programming language.
In this paper, we study a nonlinear multigrid method for solving a general image denoising model with two L (1)-regularization terms. Different from the previous studies, we give a simpler derivation of the dual formu...
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In this paper, we study a nonlinear multigrid method for solving a general image denoising model with two L (1)-regularization terms. Different from the previous studies, we give a simpler derivation of the dual formulation of the general model by augmented Lagrangian method. In order to improve the convergence rate of the proposed multigrid method, an improved dual iteration is proposed as its smoother. Furthermore, we apply the proposed method to the anisotropic ROF model and the anisotropic LLT model. We also give the local Fourier analysis (LFAs) of the Chambolle's dual iterations and a modified smoother for solving these two models, respectively. Numerical results illustrate the efficiency of the proposed method and indicate that such a multigrid method is more suitable to deal with large-sized images.
In this paper, we propose a new region-based active contour model (ACM) for image segmentation. In particular, this model utilizes an improved region fitting term to partition the regions of interests in images depend...
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In this paper, we propose a new region-based active contour model (ACM) for image segmentation. In particular, this model utilizes an improved region fitting term to partition the regions of interests in images depending on the local statistics regarding the intensity and the magnitude of gradient in the neighborhood of a contour. By this improved region fitting term, images with noise, intensity non-uniformity, and low-contrast boundaries can be well segmented. Integrated with the duality theory and the anisotropic diffusion process based on structure tensor, a new regularization term is defined through the duality formulation to penalize the length of active contour. By this new regularization term, the structural information of images is utilized to improve the ability of capturing the geometric features such as corners and cusps. From a numerical point of view, we minimize the energy function of our model by an efficient dual algorithm, which avoids the instability and the non-differentiability of traditional numerical solutions, e.g. the gradient descent method. Experiments on medical and natural images demonstrate the advantages of the proposed model over other segmentation models in terms of both efficiency and accuracy. (C) 2011 Elsevier Ltd. All rights reserved.
This paper deals with joint power allocation (PA) for decode-and-forward (DF) two-hop MIMO relay links with hybrid power constraints. In order to maximize the instantaneous information rate of each hop, we propose an ...
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ISBN:
(纸本)9781612846835;9781612846828
This paper deals with joint power allocation (PA) for decode-and-forward (DF) two-hop MIMO relay links with hybrid power constraints. In order to maximize the instantaneous information rate of each hop, we propose an optimal PA scheme via a primal-dual algorithm. Then, we jointly allocate the power between the source and the relay to improve the power efficiency further. The simulations will validate the proposed scheme and show that, compared with the traditional uniform PA, our scheme outperforms the counterpart.
Vectorless power grid verification is a powerful technique to validate the robustness of the on-chip power distribution network for all possible current waveforms. Formulated and solved as linear programming problems,...
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ISBN:
(纸本)9781424481927
Vectorless power grid verification is a powerful technique to validate the robustness of the on-chip power distribution network for all possible current waveforms. Formulated and solved as linear programming problems, vectorless power grid verification demands intensive computational power due to the large number of nodes in modern power grids. Previous work showed that the performance bottleneck of this powerful technique is within the sub-problem of power grid analysis, which essentially computes the inverse of the sparse but large power grid matrix. In this paper, we propose a hierarchical matrix inversion algorithm to compute the rows of the inverse efficiently by exploiting the structure of the power grid. The proposed algorithm is integrated with a previous dual algorithm addressing an orthogonal sub-problem for vectorless power grid verification. Results show that the proposed hierarchical algorithm accelerates the matrix inversion significantly, and thus makes the overall vectorless power grid verification efficient.
This paper studies the properties of a class of nonlinear Lagrangians for nonlinear programming with inequality constraints. It's shown that under a set of conditions this class of Lagrange algorithm is locally co...
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ISBN:
(纸本)1424403316
This paper studies the properties of a class of nonlinear Lagrangians for nonlinear programming with inequality constraints. It's shown that under a set of conditions this class of Lagrange algorithm is locally convergent when the penalty parameter is larger than a threshold. An error bound estimate of the solution, depending on the penalty, is also established. The paper also discusses the properties of the dual function associated with the proposed nonlinear Lagrangians. Finally, the dual algorithm corresponding to the proposed nonlinear Lagrangians is developed and used to solve some numerical examples by using the nonlinear Lagrangians in the literature. Numerical results suggest that the dual algorithm is effective for solving nonlinear programming.
This paper analyzes the rate of local convergence of the Log-Sigmoid nonlinear Lagrange method for nonconvex nonlinear second-order cone programming. Under the componentwise strict complementarity condition, the const...
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This paper analyzes the rate of local convergence of the Log-Sigmoid nonlinear Lagrange method for nonconvex nonlinear second-order cone programming. Under the componentwise strict complementarity condition, the constraint nondegeneracy condition and the second-order sufficient condition, we show that the sequence of iteration points generated by the proposed method locally converges to a local solution when the penalty parameter is less than a threshold and the error bound of solution is proportional to the penalty parameter. Finally, we report numerical results to show the efficiency of the method. (C) 2008 Elsevier B.V. All rights reserved.
In this paper, a dual algorithm, based on a smoothing function of Bertsekas (1982), is established for solving unconstrained minimax problems. It is proven that a sequence of points, generated by solving a sequence of...
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In this paper, a dual algorithm, based on a smoothing function of Bertsekas (1982), is established for solving unconstrained minimax problems. It is proven that a sequence of points, generated by solving a sequence of unconstrained minimizers of the smoothing function with changing parameter t, converges with Q-superlinear rate to a Kuhn-Tucker point locally under some mild conditions. The relationship between the condition number of the Hessian matrix of the smoothing function and the parameter is studied, which also validates the convergence theory. Finally the numerical results are reported to show the effectiveness of this algorithm.
This paper establishes a theory framework of a class of nonlinear Lagrangians for solving nonlinear programming problems with inequality constraints. A set of conditions are proposed to guarantee the convergence of no...
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This paper establishes a theory framework of a class of nonlinear Lagrangians for solving nonlinear programming problems with inequality constraints. A set of conditions are proposed to guarantee the convergence of nonlinear Lagrangian algorithms, to analyze condition numbers of nonlinear Lagrangian Hessians as well as to develop the dual approaches. These conditions are satisfied by well-known nonlinear Lagrangians appearing in literature. The convergence theorem shows that the dual algorithm based on any nonlinear Lagrangian in the class is locally convergent when the penalty parameter is less than a threshold under a set of suitable conditions on problem functions and the error bound solution, depending on the penalty parameter, is also established. The paper also develops the dual problems based on the proposed nonlinear Lagrangians, and the related duality theorem and saddle point theorem are demonstrated. Furthermore, it is shown that the condition numbers of Lagrangian Hessians at optimal solutions are proportional to the controlling penalty parameters. We report some numerical results obtained by using nonlinear Lagrangians.
For the minimization knapsack problem with Boolean variables, primal and dual greedy algorithms are formally described. Their relations to the corresponding algorithms for the maximization knapsack problem are shown. ...
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For the minimization knapsack problem with Boolean variables, primal and dual greedy algorithms are formally described. Their relations to the corresponding algorithms for the maximization knapsack problem are shown. The average behavior of primal and dual algorithms for the minimization problem is analyzed. It is assumed that the coefficients of the objective function and the constraint are independent identically distributed random variables on [ 0, 1] with an arbitrary distribution having a density and that the right-hand side d is deterministic and proportional to the number of variables (i.e., d = mu n). A condition on mu is found under which the primal and dual greedy algorithms have an asymptotic error of t
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