Staffing and scheduling optimization in large multiskill call centers is time-consuming, mainly because it requires lengthy simulations to evaluate performance measures and their sensitivity. Simplified models that pr...
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ISBN:
(纸本)9781424427086
Staffing and scheduling optimization in large multiskill call centers is time-consuming, mainly because it requires lengthy simulations to evaluate performance measures and their sensitivity. Simplified models that provide tractable formulas are unrealistic in general. In this paper we explore an intermediate solution, based on an approximate continuous-time Markov chain model of the call center. This model is more accurate than the commonly used approximations, and yet can be simulated faster than a more realistic simulation (based on non-exponential distributions and additional details). To speed up the simulation, we uniformize the Markov chain and simulate only its discrete-time version. We show how performance measures such as the fraction of calls of each type answered within a given waiting time limit can be recovered from this simulation, how to synchronize common random numbers in this setting, and how to use this in the first phase of an optimization algorithm based on the cutting plane method. We also discuss various implementation issues and provide empirical results.
We study the convex hull membership (CHM) problem in the pure exploration setting where one aims to efficiently and accurately determine if a given point lies in the convex hull of means of a finite set of distributio...
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We consider stochastic optimization problems with non-convex functional constraints, such as those arising in trajectory generation, sparse approximation, and robust classification. To this end, we put forth a recursi...
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This paper addresses the problem of recovering an image degraded by a linear operator and corrupted with an additive Gaussian noise with a signal-dependent variance. The considered observation model arises in several ...
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ISBN:
(纸本)9781467310680
This paper addresses the problem of recovering an image degraded by a linear operator and corrupted with an additive Gaussian noise with a signal-dependent variance. The considered observation model arises in several digital imaging devices. To solve this problem, a variational approach is adopted relying on a weighted least squares criterion which is penalized by a non-smooth function. In this context, the choice of an efficient optimization algorithm remains a challenging task. We propose here to extend a recent primal-dual proximal splitting approach by introducing a preconditioning strategy that is shown to significantly speed up the algorithm convergence. The good performance of the proposed method is illustrated through image restoration examples.
Almost three-quarters of the underling information in the light wave field is embodied in the phase. However, the early optical detectors can only record the intensity or amplitude of the light wave field and cannot d...
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ISBN:
(纸本)9781728128177
Almost three-quarters of the underling information in the light wave field is embodied in the phase. However, the early optical detectors can only record the intensity or amplitude of the light wave field and cannot directly extract the phase information of the light wave field. Therefore, it is necessary to use the measured amplitude or strength to reconstruct the phase information of the object, this problem is denoted phase retrieval. Phase retrieval is a matter of cardinal significance in signal processing and machine learning. The phase retrieval by convex optimization algorithm is ideal but the computational complexity is high. In 2015, Candès proposed a very effective non-convex optimization algorithm-Wirtinger flow algorithm which used spectral initialization to get a better initial value and then gradient iteration to get a promised recovery effect. Subsequently, in line with the idea, a large number of variants are devised, such as: Wirtinger flow(WF), Truncated Wirtinger Flow (TWF), Truncated Amplitude Flow (TAF), Reshaped Wirtinger Flow (RWF), Incremental Truncated Wirtinger Flow (ITWF), Incremental Reshaped Wirtinger Flow (IRWF), Robust Wirtinger Flow (Robust-WF), Sparse Wirtinger Flow (SWF), Median-TWF, Median-RWF, Generalized Wirtinger Flow (GWF), Accelerated Wirtinger Flow (AWF), Thresholded Wirtinger Flow Revisited (THWFR), Thresholded Wirtinger Flow (THWF), Reweighted Wirtinger Flow (REWF), Wirtinger Flow Method With Optimal Stepsize (WFOS), Stochastic Truncated Wirtinger Flow Algorithm (STWF), Stochastic Truncated Amplitude Flow (STAF), Reweighted Amplitude Flow (RAF), Compressive Reweighted Amplitude Flow (CRAF), SPARse Truncated Amplitude flow (SPARTA) and Sparse Wirtinger Flow Algorithm with Optimal Stepsize (SWFOS), etc. This paper analyzes and summarizes these algorithms according to their characteristics such as: initialization method, step size, iteration times, sample complexity, computational complexity, etc., so that readers can intuitiv
As cloud computing grows rapidly and virtualization techniques become more widely-used, it is critical and important to allocate limited resources to various applications on demand for the cloud service environments. ...
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ISBN:
(纸本)9781424465392;9781424465422
As cloud computing grows rapidly and virtualization techniques become more widely-used, it is critical and important to allocate limited resources to various applications on demand for the cloud service environments. In this article, we propose an adaptive resource management approach considering multi-resource transformation to fully utilize extra resource capacity. The definition of the optimization problem concerning resource co-allocation is presented and then an optimization algorithm is developed and described, which carries out stochastic and directional search step by step to jointly schedule different resources. The evaluation results of simulation experiments demonstrate that by using the resource co-allocation approach we designed, the performance of different applications deployed in the cloud environment could be guaranteed subject to the QoS (Quality of Service) specification, despite of the significant fluctuation of workloads.
This paper focuses on the deblurring and denoising of Poisson noise contaminated images acquired with a new imaging technique producing large 3D data sets: Light Sheet Fluorescence Microscopy. This paper details the o...
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ISBN:
(纸本)9781424441211
This paper focuses on the deblurring and denoising of Poisson noise contaminated images acquired with a new imaging technique producing large 3D data sets: Light Sheet Fluorescence Microscopy. This paper details the optimization algorithm used, which is based on the Alternating Direction Method of Multipliers, and its efficient implementation using GPU hardware. In practice, a 3D 100 million voxel image is deconvolved in five minutes, which is at least 25 times faster than a state-of-the-art MATLAB implementation.
This paper is concerned with the inference of marginal densities based on MRF models. The optimization algorithms for continuous variables are only applicable to a limited number of problems, whereas those for discret...
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ISBN:
(纸本)9781467364102
This paper is concerned with the inference of marginal densities based on MRF models. The optimization algorithms for continuous variables are only applicable to a limited number of problems, whereas those for discrete variables are versatile. Thus, it is quite common to convert the continuous variables into discrete ones for the problems that ideally should be solved in the continuous domain, such as stereo matching and optical flow estimation. In this paper, we show a novel formulation for this continuous-discrete conversion. The key idea is to estimate the marginal densities in the continuous domain by approximating them with mixtures of rectangular densities. Based on this formulation, we derive a mean field (MF) algorithm and a belief propagation (BP) algorithm. These algorithms can correctly handle the case where the variable space is discretized in a non-uniform manner. By intentionally using such a non-uniform discretization, a higher balance between computational efficiency and accuracy of marginal density estimates could be achieved. We present a method for actually doing this, which dynamically discretizes the variable space in a coarse-to-fine manner in the course of the computation. Experimental results show the effectiveness of our approach.
We investigate three related and important problems connected to machine learning: approximating a submodular function everywhere, learning a submodular function (in a PAC-like setting), and constrained minimization o...
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ISBN:
(纸本)9781632660244
We investigate three related and important problems connected to machine learning: approximating a submodular function everywhere, learning a submodular function (in a PAC-like setting), and constrained minimization of submodular functions. We show that the complexity of all three problems depends on the "curvature" of the submodular function, and provide lower and upper bounds that refine and improve previous results. Our proof techniques are fairly generic. We either use a black-box transformation of the function (for approximation and learning), or a transformation of algorithms to use an appropriate surrogate function (for minimization). Curiously, curvature has been known to influence approximations for submodular maximization, but its effect on minimization, approximation and learning has hitherto been open. We complete this picture, and also support our theoretical claims by empirical results.
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