The problem of finding an extremum for a nonconvex function under convex constraints is considered. The original nonconvex function is replaced by an auxiliary one, called a smoothed function, which possesses some nic...
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The problem of finding an extremum for a nonconvex function under convex constraints is considered. The original nonconvex function is replaced by an auxiliary one, called a smoothed function, which possesses some nice properties. Operating with the smoothed function and the given convex constraints the global extremum of the original problem is found.
We present a branch and bound algorithm for the global optimization of a twice differentiable nonconvex objective function with a Lipschitz continuous Hessian over a compact, convex set. The algorithm is based on appl...
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We present a branch and bound algorithm for the global optimization of a twice differentiable nonconvex objective function with a Lipschitz continuous Hessian over a compact, convex set. The algorithm is based on applying cubic regularisation techniques to the objective function within an overlapping branch and bound algorithm for convex constrained global optimization. Unlike other branch and bound algorithms, lower bounds are obtained via nonconvex underestimators of the function. For a numerical example, we apply the proposed branch and bound algorithm to radial basis function approximations.
In [1], an aggregate constraint aggregate (ACH) method for nonconvex nonlinear programming problems was presented and global convergence result was obtained when the feasible set is bounded and satisfies a weak normal...
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ISBN:
(纸本)9783037850206
In [1], an aggregate constraint aggregate (ACH) method for nonconvex nonlinear programming problems was presented and global convergence result was obtained when the feasible set is bounded and satisfies a weak normal cone condition with some standard constraint qualifications. In this paper, without assuming the boundedness of feasible set, the global convergence of ACH method is proven under a suitable additional assumption.
Gradient descent and related algorithms are ubiquitously used to solve optimization problems arising in machine learning and signal processing. In many cases, these problems are nonconvex yet such simple algorithms ar...
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Gradient descent and related algorithms are ubiquitously used to solve optimization problems arising in machine learning and signal processing. In many cases, these problems are nonconvex yet such simple algorithms are still effective. In an attempt to better understand this phenomenon, we study a number of nonconvex problems, proving that they can be solved efficiently with gradient descent. We will consider complete, orthogonal dictionary learning, and present a geometric analysis allowing us to obtain efficient convergence rate for gradient descent that hold with high probability. We also show that similar geometric structure is present in other nonconvex problems such as generalized phase retrieval Turning next to neural networks, we will also calculate conditions on certain classes of networks under which signals and gradients propagate through the network in a stable manner during the initial stages of training. Initialization schemes derived using these calculations allow training recurrent networks on long sequence tasks, and in the case of networks with low precision activation functions they make explicit a tradeoff between the reduction in precision and the maximal depth of a model that can be trained with gradient descent. We finally consider manifold classification with a deep feed-forward neural network, for a particularly simple configuration of the manifolds. We provide an end-to-end analysis of the training process, proving that under certain conditions on the architectural hyperparameters of the network, it can successfully classify any point on the manifolds with high probability given a sufficient number of independent samples from the manifold, in a timely manner. Our analysis relates the depth and width of the network to its fitting capacity and statistical regularity respectively in early stages of training.
We consider a decode-and-forward full-duplex relaying system for multiple pairs of users. Our objective is to maximize the minimum achievable rate for all user pairs under the transmit power constraints. We propose an...
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We consider a decode-and-forward full-duplex relaying system for multiple pairs of users. Our objective is to maximize the minimum achievable rate for all user pairs under the transmit power constraints. We propose an iterative algorithm to solve the nonconvex max-min problem. In particular, the original problem is converted into successive convex programs by using an inner approximation method such that each iteration involves only a simple convex quadratic program. We show that the proposed algorithm improves achievement of the objective iteratively while guaranteeing convergence. Simulation results demonstrate that the proposed algorithm provides higher rates than both half-duplex and full-duplex relaying based on zero-forcing do. (C) 2017 The Korean Institute of Communications Information Sciences. Publishing Services by Elsevier B. V. This is an open access article under the CC BY-NC-ND license.
The problem of optimally allocating a fixed budget to the various arcs of a single-source, single-sink network for the purpose of maximizing network flow capacity is considered. The initial vector of arc capacities is...
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We investigate the linear precoding designs for multiuser two-way relay system (MU-TWRS) where a multi-antenna base-station (BS) communicates with multiple single-antenna mobile stations (MSs) via a multi-antenna rela...
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ISBN:
(纸本)9781424492688
We investigate the linear precoding designs for multiuser two-way relay system (MU-TWRS) where a multi-antenna base-station (BS) communicates with multiple single-antenna mobile stations (MSs) via a multi-antenna relay station (RS). The amplify-and-forward (AF) relay protocol is employed. The design goal is to optimize the precodings at BS, RS or both so as to minimize the total mean-square error (MSE) of the uplink messages while maintaining the individual signal-to-interference-plus-noise ratio (SINR) requirement for each downlink signal. We show that the BS precoding design problem can be converted to a standard second order cone programming (SOCP), while the RS precoding is non-convex for which a local optimal solution is obtained using an iterative algorithm. A joint BS-RS precoding is also obtained by alternating optimization of BS precoding and RS precoding with guaranteed convergence. Numerical results show that RS-precoding is superior to BS-precoding. Furthermore, the joint BS-RS precoding can significantly outperform the two individual precoding schemes. The implementation issues including complexity and feedback overhead are also discussed.
This paper is concerned with the development of an algorithm for general bilinear programming problems. Such problems find numerous applications in economics and game theory, location theory, nonlinear multi-commodity...
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This paper considers some programming problems with absolute-value (objective) functions subject to linear constraints. Necessary and sufficient conditions for the existence of finite optimum solutions to these proble...
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