We consider randomized block coordinate stochastic mirror descent (RBSMD) methods for solving high-dimensional stochastic optimization problems with strongly convex objective functions. Our goal is to develop RBSMD sc...
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We consider randomized block coordinate stochastic mirror descent (RBSMD) methods for solving high-dimensional stochastic optimization problems with strongly convex objective functions. Our goal is to develop RBSMD schemes that achieve a rate of convergence with a minimum constant factor with respect to the choice of the stepsize sequence. To this end, we consider both subgradient and gradient RBSMD methods addressing nonsmooth and smooth problems, respectively. For each scheme, first, we develop self-tuned stepsize rules characterized in terms of problem parameters and algorithm settings;second. we show that the nonaveraging iterate generated by the underlying RBSMD method converges to the optimal solution both in an almost sure and a mean sense;third, we show that the mean squared error is minimized. When problem parameters are unknown, we develop a unifying self-tuned update rule that can be applied in both subgradient and gradient stochastic mirror descent (SMD) methods, and show that for any arbitrary and small enough initial stepsize, a suitably defined error bound is minimized. We provide constant factor comparisons with standard SMD and RBSMD methods. Our numerical experiments performed on a support vector machine (SVM) model display that the self-tuned schemes are significantly robust with respect to the choice of problem parameters and the initial stepsize.
Many online platforms, ranging from online retail stores to social media platforms, employ algorithms to optimize their offered assortment of items (e.g., products and contents). These algorithms often focus exclusive...
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Based on a heuristic optimization algorithm, this paper proposes a new algorithm named trajectory-planning beetle swarm optimization (TPBSO) algorithm for solving trajectory planning of robots, especially robot manipu...
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Based on a heuristic optimization algorithm, this paper proposes a new algorithm named trajectory-planning beetle swarm optimization (TPBSO) algorithm for solving trajectory planning of robots, especially robot manipulators. Firstly, two specific manipulator trajectory planning problems are presented as the practical application of the algorithm, which are point-to-point planning and fixed-geometric-path planning. Then, in order to verify the effectiveness of the algorithm, this paper develops a control model and conducts numerical experiments on two planning tasks. Moreover, it compares with existing algorithms to show the superiority of our proposed algorithm. Finally, the results of numerical comparisons show that algorithm has a relatively faster computational speed and better control performance without increasing computational complexity.
Support Vector Machine Regression (SVR) has been shown to be more accurate compared to other machine learning techniques that are commonly used for chemical sensors arrays applications. However, the performance of SVR...
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Support Vector Machine Regression (SVR) has been shown to be more accurate compared to other machine learning techniques that are commonly used for chemical sensors arrays applications. However, the performance of SVR depends strongly on the selection of its hyperparameters. Most of time, researchers in this field rely on trivial grid search methods to find suitable values of SVR hyperparameters by minimizing the cross-validation prediction error. This method is not a practical solution because of the large domain of possible parameter values, which is further exacerbated by the lack of prior knowledge on the data. In this article, we investigate the optimization of SVR hyperparameters by combining the SVR algorithm with a simple algorithm for SVR parameters selection. We begin by studying the influence of each hyperparameter on SVR performance. We then propose the Generalized Pattern Search algorithm (GPS) as a faster alternative to determine these hyperparameters. Finally, we demonstrate that the proposed GPS algorithm, with its simplicity and robustness, gives similar results compared to more complicated alternatives, such as Genetic algorithms, Simulating Annealing, Bayesian optimization or Particle Swarm optimization.
Recently, several universal methods have been proposed for online convex optimization, and attain minimax rates for multiple types of convex functions simultaneously. However, they need to design and optimize one surr...
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With the development of digital devices, the recording process has become increasingly easier to conduct. However, the portability of the recording devices has also made recording difficult to monitor. If private conv...
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With the development of digital devices, the recording process has become increasingly easier to conduct. However, the portability of the recording devices has also made recording difficult to monitor. If private conversations are illegally recorded, it will cause serious secret-leakage events. Therefore, it is imperative to prevent unauthorized recordings. Recent works have demonstrated that the nonlinearity effect of microphones can be leveraged to interfere with microphone recording using ultrasounds. However, an ultrasonic array has a limited jamming area. The design of an anti-recording system composed of multiple ultrasonic arrays remains to be addressed. In this paper, a jamming system, JamSys, is presented to prevent eavesdropping in a given region. We propose a new scheme composed of the angle coverage model and the modified harmony search algorithm (MHSA) to optimize the deployment of ultrasonic arrays, which achieves the maximum jamming area with the given number of arrays. In the simulation and experiments, three different optimization algorithms, the MHSA, the genetic algorithm (GA), and the regular coverage algorithm (RCA) are compared. The MHSA is demonstrated to provide the best results.
This paper introduces Gnowee, a modular, Python-based, open-source hybrid metaheuristic optimization algorithm (available from https://***/SlaybaughLab/Gnowee) . Gnowee is designed for rapid convergence to nearly glob...
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This paper introduces Gnowee, a modular, Python-based, open-source hybrid metaheuristic optimization algorithm (available from https://***/SlaybaughLab/Gnowee) . Gnowee is designed for rapid convergence to nearly globally optimum solutions for complex, constrained nuclear engineering problems with mixed-integer (MI) and combinatorial design vectors and high-cost, noisy, discontinuous, black box objective function evaluations. Gnowee's hybrid metaheuristic framework is a new combination of a set of diverse, robust heuristics that appropriately balance diversification and intensification strategies across a wide range of optimization problems. There are many potential applications for this novel algorithm both within the nuclear community and beyond. Given that a set of well-known and studied nuclear benchmarks does not exist for the purpose of testing optimization algorithms, comparisons between Gnowee and several well-established metaheuristic algorithms are made for a set of 18 established continuous, MI, and combinatorial benchmarks representing a wide range of types of engineering problems and solution space behaviors. These results demonstrate Gnoweee to have superior flexibility and convergence characteristics over this diverse set of design spaces. We anticipate this wide range of applicability will make this algorithm desirable for many complex engineering applications.
Origami folding provides a novel method to transform two-dimensional (2D) sheets into complex functional structures. However, the enormity of the foldable design space necessitates development of algorithms to efficie...
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Origami folding provides a novel method to transform two-dimensional (2D) sheets into complex functional structures. However, the enormity of the foldable design space necessitates development of algorithms to efficiently discover new origami fold patterns with specific performance objectives. To address this challenge, this work combines a recently developed efficient modified truss finite element model with a ground structure-based topology optimization framework. A nonlinear mechanics model is required to model the sequenced motion and large folding common in the actuation of origami structures. These highly nonlinear motions limit the ability to define convex objective functions, and parallelizable evolutionary optimization algorithms for traversing nonconvex origami design problems are developed and considered. The ability of this framework to discover fold topologies that maximize targeted actuation is verified for the well-known "Chomper" and "Square Twist" patterns. A simple twist-based design is also discovered using the verified framework. Through these case studies, the role of critical points and bifurcations emanating from sequenced deformation mechanisms (including interplay of folding, facet bending, and stretching) on design optimization is analyzed. In addition, the performance of both gradient and evolutionary optimization algorithms are explored, and genetic algorithms (GAs) consistently yield solutions with better performance given the apparent nonconvexity of the response-design space.
This paper studies the properties of d-stationary points of the trimmed lasso (Luo et al., 2013, Huang et al., 2015, and Gotoh et al., 2018) and the composite optimization problem with the truncated nuclear norm (Gao ...
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The two primary approaches for high-dimensional regression problems are sparse methods (e.g., best subset selection, which uses the 0-norm in the penalty) and ensemble methods (e.g., random forests). Although sparse m...
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