This paper studies the effect of data homogeneity on multi-agent stochastic optimization. We consider the decentralized stochastic gradient (DSGD) algorithm and perform a refined convergence analysis. Our analysis is ...
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This paper presents an efficient way to compute second-order gradients by using the adjoint method for PDE-constrained optimization. The gradient thus obtained will then be used in an optimization algorithm. We propos...
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ISBN:
(纸本)9781424477456
This paper presents an efficient way to compute second-order gradients by using the adjoint method for PDE-constrained optimization. The gradient thus obtained will then be used in an optimization algorithm. We propose a conjugate gradient combined with the trust-region method, which may have a quadratic convergence rate of Newton's method. Furthermore, we compare the proposed algorithm to a quasi-Newton method (BFGS). We apply the method for production optimization of oil reservoirs. Two numerical cases are presented, showing that our proposed method requires fewer function and gradient evaluations.
Inspired by concepts in quantum mechanics and particle swarm optimization(PSO) algorithm,quantum-behaved particle swarm optimization(QPSO) algorithm was proposed as a variant of PSO algorithm with better global search...
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Inspired by concepts in quantum mechanics and particle swarm optimization(PSO) algorithm,quantum-behaved particle swarm optimization(QPSO) algorithm was proposed as a variant of PSO algorithm with better global search *** the same time,some improved QPSO algorithms are also *** order to determine whether the performance of the algorithm is affected by the location of the parameter,this paper compares four variants of QPSO *** operator is exerted on the mean best position and the particle's previous position to improve the search ability of the QPSO algorithm,***,some empirical studies on popular benchmark functions are performed in order to make a full performance evaluation and comparison among four variants of QPSO *** experimental results show that the new parameter based on individual particles evolutionary process which located in the mean best position algorithm(IEQPSO-1) is more effective approach than others in most cases.
The covariance matrix adaptation evolution strategy (CMA-ES) is arguably one of the most powerful real-valued derivative-free optimization algorithms, finding many applications in machine learning. The CMA-ES is a Mon...
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ISBN:
(纸本)9781510838819
The covariance matrix adaptation evolution strategy (CMA-ES) is arguably one of the most powerful real-valued derivative-free optimization algorithms, finding many applications in machine learning. The CMA-ES is a Monte Carlo method, sampling from a sequence of multi-variate Gaussian distributions. Given the function values at the sampled points, updating and storing the covariance matrix dominates the time and space complexity in each iteration of the algorithm. We propose a numerically stable quadratic-time covariance matrix update scheme with minimal memory requirements based on maintaining triangular Cholesky factors. This requires a modification of the cumulative step-size adaption (CSA) mechanism in the CMA-ES, in which we replace the inverse of the square root of the covariance matrix by the inverse of the triangular Cholesky factor. Because the triangular Cholesky factor changes smoothly with the matrix square root, this modification does not change the behavior of the CMA-ES in terms of required objective function evaluations as verified empirically. Thus, the described algorithm can and should replace the standard CMA-ES if updating and storing the covariance matrix matters.
This paper present a new algorithm for the computation of Fourier extension based on boundary data, which can obtain a super-algebraic convergent Fourier approximation for non-periodic functions. The algorithm calcula...
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Parameter extraction of photovoltaic (PV) models is crucial for the planning, optimization, and control of PV systems. Although some methods using meta-heuristic algorithms have been proposed to determine these parame...
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Here we present a method for classifying fMRI independent components (ICs) by using an optimized algorithm for the individuation of noisy signals from sources of interest. The method was applied to estimate brain acti...
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ISBN:
(纸本)9781457702150
Here we present a method for classifying fMRI independent components (ICs) by using an optimized algorithm for the individuation of noisy signals from sources of interest. The method was applied to estimate brain activations from combined EEG-fMRI data for the exploration of epilepsy. Spatial ICA was performed using the above-mentioned optimized algorithm and other three popular algorithms. ICs were sorted considering the value: of the coefficients of determination R2, obtained from the multiple regression analysis with morphometric maps of cerebral matter;of the kurtosis, which features the signal energy. The validation of the method was performed comparing the brain activations obtained with those resulted using the General Linear Model (GLM). The ICA-derived activations in different datasets comprised subareas of the GLM-revealed activations, even if the volume and the shape of activated areas do not correspond exactly. The method proposed also detects additional negative regions implicated in a default mode of brain activity, and not clearly identified by GLM. Compared with a traditional GLM approach, the ICA one provides a flexible way to analyze fMRI data that reduces the assumptions placed upon the hemodynamic response of the brain and the temporal constrains.
To better understand, search, and classify image and video information, many visual feature descriptors have been proposed to describe elementary visual characteristics, such as the shape, the color, the texture, etc....
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ISBN:
(纸本)9781467364102
To better understand, search, and classify image and video information, many visual feature descriptors have been proposed to describe elementary visual characteristics, such as the shape, the color, the texture, etc. How to integrate these heterogeneous visual features and identify the important ones from them for specific vision tasks has become an increasingly critical problem. In this paper, We propose a novel Sparse Multimodal Learning (SMML) approach to integrate such heterogeneous features by using the joint structured sparsity regularizations to learn the feature importance of for the vision tasks from both group-wise and individual point of views. A new optimization algorithm is also introduced to solve the non-smooth objective with rigorously proved global convergence. We applied our SMML method to five broadly used object categorization and scene understanding image data sets for both single-label and multi-label image classification tasks. For each data set we integrate six different types of popularly used image features. Compared to existing scene and object categorization methods using either single modality or multi-modalities of features, our approach always achieves better performances measured.
The application of numerical optimization methods to the problem of extremum seeking control (ESC) has the potential to greatly diversify the types and capabilities of ESC schemes. The first uniform treatment of such ...
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ISBN:
(纸本)9781612848006
The application of numerical optimization methods to the problem of extremum seeking control (ESC) has the potential to greatly diversify the types and capabilities of ESC schemes. The first uniform treatment of such sampled-data ESC schemes was given in [1]. We approach the problem from the point of view of interconnected systems' theory, deriving a different, more structurally concrete set of conditions that guarantee the closed-loop stability of such schemes. Our main assumptions concern the interconnection terms arising from the dynamic coupling between a numerical optimization algorithm and a continuous-time nonlinear plant. We demonstrate how these assumptions are satisfied for a special case involving an approximate gradient descent. Our primary motivation in deriving these new conditions is their natural suitability for the development and analysis of decentralized ESC schemes.
Further improvements in computational efficiency of numerical optimization algorithms is a promising venue to extend the applicability of Model Predictive Control (MPC) to broader classes of embedded systems with fast...
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ISBN:
(纸本)9781424414970;1424414970
Further improvements in computational efficiency of numerical optimization algorithms is a promising venue to extend the applicability of Model Predictive Control (MPC) to broader classes of embedded systems with fast dynamics and limited computing resources. Along these lines, we develop a novel numerical optimization algorithm based on Integrated Perturbation Analysis and Sequential Quadratic Programming (IPA-SQP), which exploits special structure of the optimization problem and complementary features of Perturbation Analysis and SQP methods, to improve computational efficiency in general MPC problems with mixed state and input constraints. An example is reported to illustrate the reduction in on-line computing time achieved with IPA-SQP approach.
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