Modern society is a networked society. To design or build a network, one has to consider the cost of building it, the efficiency of transmission of information, resources, energy or man in the network, and the fault t...
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ISBN:
(纸本)9781728176871
Modern society is a networked society. To design or build a network, one has to consider the cost of building it, the efficiency of transmission of information, resources, energy or man in the network, and the fault tolerance when some nodes and pathways in the network fail. These requirements are often mutually restricted. In order to design optimized network, this paper formulate a novel semi-definite programming (SDP) problem. First, a new objective function is designed, which constitutes of the total network length and the determinant of the network Laplacian. Then, the constraints of the SDP is proposed as the flux rules and node rules of a bio-inspired optimization algorithm. Finally, The proposed algorithm is validated by numerical examples.
This paper aims at the distributed computation for semi-definite programming (SDP) problems over multi-agent networks. Two SDP problems, including a non-sparse case and a sparse case, are transformed into distributed ...
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This paper aims at the distributed computation for semi-definite programming (SDP) problems over multi-agent networks. Two SDP problems, including a non-sparse case and a sparse case, are transformed into distributed optimization problems, respectively, by fully exploiting their structures and introducing consensus constraints. Inspired by primal-dual and consensus methods, we propose two distributed algorithms for the two cases with the help of projection and derivative feedback techniques. Furthermore, we prove that the algorithms converge to their optimal solutions, and moreover, their convergences rates are evaluated by the duality gap. (C) 2021 Elsevier Ltd. All rights reserved.
Many statistical learning problems have recently been shown to be amenable to semi-definite programming (SDP), with community detection and clustering in Gaussian mixture models as the most striking instances Javanmar...
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Many statistical learning problems have recently been shown to be amenable to semi-definite programming (SDP), with community detection and clustering in Gaussian mixture models as the most striking instances Javanmard et al. (2016). Given the growing range of applications of SDP-based techniques to machine learning problems, and the rapid progress in the design of efficient algorithms for solving SDPs, an intriguing question is to understand how the recent advances from empirical process theory and Statistical Learning Theory can be leveraged for providing a precise statistical analysis of SDP *** the present paper, we borrow cutting edge techniques and concepts from the Learning Theory literature, such as fixed point equations and excess risk curvature arguments, which yield general estimation and prediction results for a wide class of SDP estimators. From this perspective, we revisit some classical results in community detection from Guédon and Vershynin (2016) and Fei and Chen (2019b), and we obtain statistical guarantees for SDP estimators used in signed clustering, angular group synchronization (for both multiplicative and additive models) and MAX-CUT. Our theoretical findings are complemented by numerical experiments for each of the three problems considered, showcasing the competitiveness of the SDP estimators.
In this paper, we present a Mehrotra-type predictor-corrector infeasible-interior-point method, based on the one-norm wide neighborhood, for semi-definite programming. The proposed algorithm uses Mehrotra's adapti...
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In this paper, we present a Mehrotra-type predictor-corrector infeasible-interior-point method, based on the one-norm wide neighborhood, for semi-definite programming. The proposed algorithm uses Mehrotra's adaptive updating scheme for the centering parameter, which incorporates a safeguard strategy that keeps the iterates in a prescribed neighborhood and allows to get a reasonably large step size. Moreover, by using an important inequality that is the relationship between the one-norm and the Frobenius-norm, the convergence is shown for a commutative class of search directions. In particular, the complexity bound is O(nlog epsilon-1) for Nesterov-Todd direction, and O(n3/2log epsilon-1) for Helmberg-Kojima-Monteiro directions, where epsilon is the required precision. The derived complexity bounds coincide with the currently best known theoretical complexity bounds obtained so far for the infeasible semi-definite programming. Some preliminary numerical results are provided as well.
In this paper we present a semi-definite programming based computational method for reachability analysis of stochastic dynamical systems, in which the reachability is characterized by first passage time distribution....
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ISBN:
(纸本)9781728113982
In this paper we present a semi-definite programming based computational method for reachability analysis of stochastic dynamical systems, in which the reachability is characterized by first passage time distribution. Starting from Feynman-Kac formula, we provide over and under approximations of staying probability in a given safety area with explicit algebraical expressions, respectively. Successively, we transform the estimates of over and under approximations into constraint satisfaction problems, which can then be solved efficiently in virtue of SOS programming and global optimization. Two examples are used to show the utility of our method.
The kernel function optimization is the key issues to address when using the support vector machine (SVM) algorithm. To solve the parameter selection for the SVM, a semi-definite programming optimized SVM (SDP-SVM) al...
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The kernel function optimization is the key issues to address when using the support vector machine (SVM) algorithm. To solve the parameter selection for the SVM, a semi-definite programming optimized SVM (SDP-SVM) algorithm is proposed in this paper. The steps of the algorithm are described, and the optimization of the kernel function is shown using an SDP method. The SDP method is used to find the best parameter of SVM. The heart_scale data in the University of California Irvine database are then simulated using the SDP-SVM model. The experimental results shows that the generalization capability and the classification accuracy of the SDP-SVM algorithm have been greatly improved. A variety of strip-steel surface defect images from actual production are classified using the SDP-SVM algorithm, and the results show that the classification method of the SDP-SVM algorithm has high classification accuracy, strong practicability, and a wide variety of application prospects.
ABSTRACTABSTRACTThe kernel function optimization is the key issues to address when using the support vector machine (SVM) algorithm. To solve the parameter selection for the SVM, a semi-definite programming optimized ...
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ABSTRACTABSTRACTThe kernel function optimization is the key issues to address when using the support vector machine (SVM) algorithm. To solve the parameter selection for the SVM, a semi-definite programming optimized SVM (SDP-SVM) algorithm is proposed in this paper. The steps of the algorithm are described, and the optimization of the kernel function is shown using an SDP method. The SDP method is used to find the best parameter of SVM. The heart_scale data in the University of California Irvine database are then simulated using the SDP-SVM model. The experimental results shows that the generalization capability and the classification accuracy of the SDP-SVM algorithm have been greatly improved. A variety of strip-steel surface defect images from actual production are classified using the SDP-SVM algorithm, and the results show that the classification method of the SDP-SVM algorithm has high classification accuracy, strong practicability, and a wide variety of application prospects.
In this paper, we regarded an absorbing inhomogeneous medium as an assembly of thin layers having different propagation properties. We derived a stochastic model for the refractive index and formulated the localisatio...
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ISBN:
(纸本)9781509063413
In this paper, we regarded an absorbing inhomogeneous medium as an assembly of thin layers having different propagation properties. We derived a stochastic model for the refractive index and formulated the localisation problem given noisy distance measurements using graph realisation problem. We relaxed the problem using semi-definite programming (SDP) approach in l(p) realisation domain and derived upper bounds that follow Edmundson-Madansky bound of order 6p (EM6p) on the SDP objective function to provide an estimation of the techniques' localisation accuracy. Our results showed that the inhomogeneity of the media and the choice of l(p) norm have significant impact on the ratio of the expected value of the localisation error to the upper bound for the expected optimal SDP objective value. The tightest ratio was derived when l(infinity) norm was used.
It is well known that proper reactive power reserve (RPR) is essential to avoid voltage instability and abnormal voltage. Most literatures limits the maximum supply of generator reactive power output by the maximum lo...
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ISBN:
(纸本)9781538613795
It is well known that proper reactive power reserve (RPR) is essential to avoid voltage instability and abnormal voltage. Most literatures limits the maximum supply of generator reactive power output by the maximum loading point. Thus the optimization of RPR usually involves two operating points, i.e. current operating point and maximum loading point. However, extreme differences exist between the statuses of generators at those two operating points and cannot be given in advance. That means current techniques cannot solve optimal RPR model directly. In this paper, a semi-definite programming (SDP) approach for solving optimal RPR model is proposed. Proposed method transforms the solution into iterations and each iteration is an optimal power flow problem solved by SDP. For demonstrating the validity of proposed method, IEEE 118 system in three load scenarios is set as the test case. The results prove the effectiveness and robustness of the proposed method.
This article presents a solution to the stochastic multi-objective combined heat and power environmental/economic dispatch problem using the semi-definite programming formulation. The vector objective is reduced to an...
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This article presents a solution to the stochastic multi-objective combined heat and power environmental/economic dispatch problem using the semi-definite programming formulation. The vector objective is reduced to an equivalent scalar objective using the weighted sum method. The resulting optimization problem is formulated as a convex optimization via semi-definite programming relaxation. The convex optimization problem was solved to obtain Pareto-optimal solutions. Improvement in the distribution of solution set was achieved through non-linear selection of the weight factor. Simulation was performed on a test problem to investigate the effectiveness of the proposed approach. Results showed that the semi-definite programming based weighted sum method has inherently good convergence property and can have its diversity property improved through weight adaptation.
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