Regularization path algorithms have been proposed to deal with model selection problem in several machine learning approaches. These algorithms allow computation of the entire path of solutions for every value of regu...
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Regularization path algorithms have been proposed to deal with model selection problem in several machine learning approaches. These algorithms allow computation of the entire path of solutions for every value of regularization parameter using the fact that their solution paths have piecewise linear form. In this paper, we extend the applicability of regularization path algorithm to a class of learning machines that have quadratic loss and quadratic penalty term. This class contains several important learning machines such as squared hinge loss support vector machine (SVM) and modified Huber loss SVM. We first show that the solution paths of this class of learning machines have piecewise nonlinear form, and piecewise segments between two breakpoints are characterized by a class of rational functions. Then we develop an algorithm that can efficiently follow the piecewise nonlinear path by solving these rational equations. To solve these rational equations, we use rational approximation technique with quadratic convergence rate, and thus, our algorithm can follow the nonlinear path much more precisely than existing approaches such as predictor-corrector type nonlinear-path approximation. We show the algorithm performance on some artificial and real data sets.
Data envelopment analysis (DEA) is a non-parametric technique to assess the performance of a set of homogeneous decision making units (DMUs) with common crisp inputs and outputs. Regarding the problems that are modell...
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Data envelopment analysis (DEA) is a non-parametric technique to assess the performance of a set of homogeneous decision making units (DMUs) with common crisp inputs and outputs. Regarding the problems that are modelled out of the real world, the data cannot constantly be precise and sometimes they are vague or fluctuating. So in the modelling of such data, one of the best approaches is using the fuzzy numbers. Substituting the fuzzy numbers for the crisp numbers in DEA, the traditional DEA problem transforms into a fuzzy data envelopment analysis (FDEA) problem. Different methods have been suggested to compute the efficiency of DMUs in FDEA models so far but the most of them have limitations such as complexity in calculation, non-contribution of decision maker in decision making process, utilizable for a specific model of FDEA and using specific group of fuzzy numbers. In the present paper, to overcome the mentioned limitations, a new approach is proposed. In this approach, the generalized FDEA problem is transformed into a parametric programming, in which, parameter selection depends on the decision maker's ideas. Two numerical examples are used to illustrate the approach and to compare it with some other approaches.
A method for obtaining continuous solutions to convex quadratic and linear programs with parameters in the linear part of the objective function and right-hand side of the constraints is presented. For parameter value...
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A method for obtaining continuous solutions to convex quadratic and linear programs with parameters in the linear part of the objective function and right-hand side of the constraints is presented. For parameter values for which the problem has nonunique solutions, the optimizer with the least Euclidean norm is selected. The normal cone optimality condition is utilized to obtain a unique polyhedral representation of the piecewise affine minimizer function.
Recently, pathfollowing algorithms for parametric optimization problems with piecewise linear solution paths have been developed within the field of regularized regression. This paper presents a generalization of thes...
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Recently, pathfollowing algorithms for parametric optimization problems with piecewise linear solution paths have been developed within the field of regularized regression. This paper presents a generalization of these algorithms to a wider class of problems. It is shown that the approach can be applied to the nonparametric system identification method, Direct Weight Optimization (DWO), and be used to enhance the computational efficiency of this method. The most important design parameter in the DWO method is a parameter (lambda) controlling the bias-variance trade-off, and the use of parametric optimization with piecewise linear solution paths means that the DWO estimates can be efficiently computed for all values of lambda simultaneously. This allows for designing computationally attractive adaptive bandwidth selection algorithms. One such algorithm for DWO is proposed and demonstrated in two examples. 0 2008 Elsevier Ltd. All rights reserved.
The global optimization of the sum of linear fractional functions has attracted the interest of researchers and practitioners for a number of years. Since these types of optimization problems are nonconvex, various sp...
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The global optimization of the sum of linear fractional functions has attracted the interest of researchers and practitioners for a number of years. Since these types of optimization problems are nonconvex, various specialized algorithms have been proposed for globally solving these problems. However, these algorithms may be difficult to implement and are usually relatively inaccessible. In this article, we show that, by using suitable transformations, a number of potential and known methods for globally solving these problems become available. These methods are often more accessible and use more standard tools than the customized algorithms proposed to date. They include, for example, parametric convex programming and concave minimization methods.
In this study, we reduce the uncertainty embedded in secondary possibility distribution of a type-2 fuzzy variable by fuzzy integral, and apply the proposed reduction method to p-hub center problem, which is a nonline...
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In this study, we reduce the uncertainty embedded in secondary possibility distribution of a type-2 fuzzy variable by fuzzy integral, and apply the proposed reduction method to p-hub center problem, which is a nonlinear optimization problem due to the existence of integer decision variables. In order to optimize p-hub center problem, this paper develops a robust optimization method to describe travel times by employing parametric possibility distributions. We first derive the parametric possibility distributions of reduced fuzzy variables. After that, we apply the reduction methods to p-hub center problem and develop a new generalized value-at-risk (VaR) p-hub center problem, in which the travel times are characterized by parametric possibility distributions. Under mild assumptions, we turn the original fuzzy p-hub center problem into its equivalent parametric mixed-integer programming problems. So, we can solve the equivalent parametric mixed-integer programming problems by general-purpose optimization software. Finally, some numerical experiments are performed to demonstrate the new modeling idea and the efficiency of the proposed solution methods. (C) 2014 Elsevier Inc. All rights reserved.
A type-2 fuzzy variable is a map from a fuzzy possibility space to the real number space;it is an appropriate tool for describing type-2 fuzziness. This paper first presents three kinds of critical values (CVs) for a ...
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A type-2 fuzzy variable is a map from a fuzzy possibility space to the real number space;it is an appropriate tool for describing type-2 fuzziness. This paper first presents three kinds of critical values (CVs) for a regular fuzzy variable (RFV), and proposes three novel methods of reduction for a type-2 fuzzy variable. Secondly, this paper applies the reduction methods to data envelopment analysis (DEA) models with type-2 fuzzy inputs and outputs, and develops a new class of generalized credibility DEA models. According to the properties of generalized credibility, when the inputs and outputs are mutually independent type-2 triangular fuzzy variables, we can turn the proposed fuzzy DEA model into its equivalent parametric programming problem, in which the parameters can be used to characterize the degree of uncertainty about type-2 fuzziness. For any given parameters, the parametric programming model becomes a linear programming one that can be solved using standard optimization solvers. Finally, one numerical example is provided to illustrate the modeling idea and the efficiency of the proposed DEA model. (C) 2010 Elsevier By. All rights reserved.
We present an analytical dynamic model and a general framework for the optima control design of a PEM fuel cell system. The mathematical model consists of a detailed model for the PEM fuel cell stack and simplified mo...
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We present an analytical dynamic model and a general framework for the optima control design of a PEM fuel cell system. The mathematical model consists of a detailed model for the PEM fuel cell stack and simplified models for the compressor, humidifier and cooling system. The framework features (i) a detailed dynamic process model, (ii) a reduced order approximating model obtained by performing dynamic simulations of the system and (iii) the design of an explicit/multi-parametric model predictive controller. The derived explicit/multi-parametric controller is tested and validated off-line on several operating conditions. (C) 2011 Elsevier Ltd. All rights reserved.
This article presents an embedded active vibration suppression system featuring real-time explicit model predictive control (EMPC) that is implemented on a microcontroller unit (MCU). The EMPC controller minimizes the...
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This article presents an embedded active vibration suppression system featuring real-time explicit model predictive control (EMPC) that is implemented on a microcontroller unit (MCU). The EMPC controller minimizes the tip deflection of an aluminum cantilever beam driven by piezoceramic actuators, gaining its feedback from direct position measurements. The output and input performance of the EMPC method is compared to an analogously tuned positive position feedback (PPF) controller. An extensive analysis is provided on the cycle timing and memory needs of the explicit predictive vibration control scheme. The results demonstrate that the EMPC controller may achieve the same vibration suppression results compared to PPF with less input effort, while inherently respecting process constraints. Furthermore, we show that EMPC task execution timing is comparable in the random access memory (RAM) and read only memory (ROM) alternatives, suggesting that numerous current microcontrollers are suitable for EMPC based active vibration control, in case the prediction model is kept simple. (C) 2016 Elsevier Ltd. All rights reserved.
A bounded feedback control design approach is proposed for the global asymptotic stabilization of a class of nonlinear systems with stable free dynamics. The control inputs and their derivatives are constrained to tak...
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A bounded feedback control design approach is proposed for the global asymptotic stabilization of a class of nonlinear systems with stable free dynamics. The control inputs and their derivatives are constrained to take values on sets defined by a Cartesian product of eta -dimensional closed balls B-r(eta) (p), which are defined by means of a p-norm and a radius vector parameter r. In order to derive the bounded control stabilizer, the resulting procedure implies that gains (as state-functions) are obtained from the solution to a set of c-parameterized nonlinear programming problems. In general, the resulting closed-loop system could be implicitly defined, i.e., consisting of a system of differential equations plus a set of nonlinear algebraic equations(required to compute the control). Special interest is focused on an important class of homogeneous systems that includes a class of globally asymptotically stabilizable systems by linear feedback and bilinear systems. For those systems, the problem of inputs subject to globally bounded rates is also addressed.
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