The classical Armijo backtracking algorithm [4] achieves the optimal complexity for smooth functions like gradient descent but without any hyperparameter tuning. However, the smoothness assumption is not suitable for ...
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Many machine learning and optimization algorithms can be cast as instances of stochastic approximation (SA). The convergence rate of these algorithms is known to be slow, with the optimal mean squared error (MSE) of o...
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Random search is a core component of many well known simulation optimization algorithms such as nested partition and COMPASS. Given a fixed computation budget, a critical decision is how many solutions to sample from ...
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ISBN:
(纸本)9781479920778
Random search is a core component of many well known simulation optimization algorithms such as nested partition and COMPASS. Given a fixed computation budget, a critical decision is how many solutions to sample from a search area, which directly determines the number of simulation replications for each solution assuming that each solution receives the same number of simulation replications. This is another instance of the exploration vs. exploitation tradeoff in simulation optimization. Modeling the performance profile of all solutions in the search area as a normal distribution, we propose a method to (approximately) optimally determine the size of the sampling set and the number of simulation replications and use numerical experiments to demonstrate its performance.
This paper focus on studying techniques that allow optimization of a communication system by analyzing the patterns of antenna configurations and digital modulations. Antenna design methods are discussed, taking into ...
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ISBN:
(纸本)9781467394932
This paper focus on studying techniques that allow optimization of a communication system by analyzing the patterns of antenna configurations and digital modulations. Antenna design methods are discussed, taking into account parameters such as the number of elements in arrays and modulation types. Computer simulations are made with the use of LTE system simulation and antenna packages freely available. The main goal is to investigate if the modulation scheme influences the antenna design.
The paper deals with the scheduling of energy activities of a group of interconnected users that buy energy from a producer and share a renewable energy source. The scheduling problem is stated and solved with a twofo...
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ISBN:
(纸本)9781479978878
The paper deals with the scheduling of energy activities of a group of interconnected users that buy energy from a producer and share a renewable energy source. The scheduling problem is stated and solved with a twofold goal. First, the model is formulated to ensure social welfare-optimal allocation of the energy produced from the shared renewable energy generator. Second, the model aims at cost-optimal planning of users' controllable appliances taking into account a realistic time-varying quadratic pricing of the energy bought from the distribution network. The solution approach relies on a decentralized optimization algorithm that is composed by a two-level iterative procedure combining Gauss-Seidel decomposition with competitive game formulation. A case study simulated in different scenarios demonstrates that the approach allows exploiting the potential of renewable energy sources' sharing to reduce individual users' energy consumption costs, limiting the peak average ratio of energy profiles and complying with the customer's energy needs.
This paper discusses how to efficiently choose from n unknown distributions the k ones whose means are the greatest by a certain metric, up to a small relative error. We study the topic under two standard settings-mul...
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ISBN:
(纸本)9781510825024
This paper discusses how to efficiently choose from n unknown distributions the k ones whose means are the greatest by a certain metric, up to a small relative error. We study the topic under two standard settings-multi-armed bandits and hidden bipartite graphs-which differ in the nature of the input distributions. In the former setting, each distribution can be sampled (in the i.i.d. manner) an arbitrary number of times, whereas in the latter, each distribution is defined on a population of a finite size m (and hence, is fully revealed after m samples). For both settings, we prove lower bounds on the total number of samples needed, and propose optimal algorithms whose sample complexities match those lower bounds.
We design two variational algorithms to optimize specific 2-local Hamiltonians defined on graphs. Our algorithms are inspired by the Quantum Approximate optimization Algorithm. We develop formulae to analyze the energ...
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Recently double-bracket quantum algorithms have been proposed as a way to compile circuits for approximating eigenstates. Physically, they consist of appropriately composing evolutions under an input Hamiltonian toget...
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The TSP problem is considered as classical discrete optimization grouping problem, which is widely used in practice, but it is real a difficult NP problem. Simultaneously differential evolution (DE) algorithm has been...
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ISBN:
(纸本)9781479906505
The TSP problem is considered as classical discrete optimization grouping problem, which is widely used in practice, but it is real a difficult NP problem. Simultaneously differential evolution (DE) algorithm has been proven to be a powerful optimization algorithm. Since the mutation process of DE contains a series of arithmetic operators operating on continuous space, few algorithms based on DE solve this problem nicely and the advantages of DE in continuous space cannot be used to solve TSP. To take full advantages of the strengths of DE, this paper proposes a set-based DE (S-DE) which completely follows the procedure of the original DE. We present a representation scheme to characterize the discrete problem space and by redefining its basic concept and all related operators in mutation, DE can operate directly on the original set space of the discrete optimization problems instead of performing a space transformation. In that way, the searching features of DE in continuous space is kept. In experiment, we test the performance of our proposed S-DE and the results show it is very promising.
Robust control design for quantum systems has been recognized as a key task in the development of practical quantum technology. In this paper, we present a systematic numerical methodology of sampling-based learning c...
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ISBN:
(纸本)9781467357159
Robust control design for quantum systems has been recognized as a key task in the development of practical quantum technology. In this paper, we present a systematic numerical methodology of sampling-based learning control (SLC) for control design of quantum systems with Hamiltonian uncertainties. The SLC method includes two steps of "training" and "testing and evaluation". In the training step, an augmented system is constructed by sampling uncertainties according to possible distributions of uncertainty parameters. A gradient flow based learning and optimization algorithm is adopted to find the control for the augmented system. In the process of testing and evaluation, a number of samples obtained through sampling the uncertainties are tested to evaluate the control performance. Numerical results demonstrate the success of the SLC approach. The SLC method has potential applications for robust control design of quantum systems.
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