Appropriate selection of the kernel function, which implicitly defines the feature space of an algorithm, has a crucial role in the success of kernel methods. In this paper, we consider the problem of optimizing a ker...
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Appropriate selection of the kernel function, which implicitly defines the feature space of an algorithm, has a crucial role in the success of kernel methods. In this paper, we consider the problem of optimizing a kernel function over the class of translation invariant kernels for the task of binary classification. The learning capacity of this class is invariant with respect to rotation and scaling of the features and it encompasses the set of radial kernels. We show that how translation invariant kernel functions can be embedded in a nested set of sub-classes and consider the kernel learning problem over one of these sub-classes. This allows the choice of an appropriate sub-class based on the problem at hand. We use the criterion proposed by Lanckriet et al. (2004) to obtain a functional formulation for the problem. It will be proven that the optimal kernel is a finite mixture of cosine functions. The kernel learning problem is then formulated as a semi-infinite programming (SIP) problem which is solved by a sequence of quadratically constrained quadratic programming (QCQP) sub-problems. Using the fact that the cosine kernel is of rank two, we propose a formulation of a QCQP sub-problem which does not require the kernel matrices to be loaded into memory, making the method applicable to large-scale problems. We also address the issue of including other classes of kernels, such as individual kernels and isotropic Gaussian kernels, in the learning process. Another interesting feature of the proposed method is that the optimal classifier has an expansion in terms of the number of cosine kernels, instead of support vectors, leading to a remarkable speedup at run-time. As a by-product, we also generalize the kernel trick to complex-valued kernel functions. Our experiments on artificial and real-world benchmark data sets, including the USPS and the MNIST digit recognition data sets, show the usefulness of the proposed method.
The aim of this article is to discuss an asymptotic approximation model and its convergence for the minimax semi-infinite programming problem. An asymptotic surrogate constraints method for the minimax semi-infinite p...
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The aim of this article is to discuss an asymptotic approximation model and its convergence for the minimax semi-infinite programming problem. An asymptotic surrogate constraints method for the minimax semi-infinite programming problem is presented by making use of two general discrete approximation methods. Simultaneously, the consistence and the epi-convergence of the asymptotic approximation problem are discussed.
The semi-infinite programming (SIP) problem is a program with infinitely many constraints. It can be reformulated as a nonsmooth nonlinear programming problem with finite constraints by using an integral function. Due...
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The semi-infinite programming (SIP) problem is a program with infinitely many constraints. It can be reformulated as a nonsmooth nonlinear programming problem with finite constraints by using an integral function. Due to the nondifferentiability of the integral function, gradient-based algorithms cannot be used to solve this nonsmooth nonlinear programming problem. To overcome this difficulty, we present a robust smoothing sequential quadratic programming (SQP) algorithm for solving the nonsmooth nonlinear programming problem. At each iteration of the algorthm, we need to solve only a quadratic program that is always feasible and solvable. The global convergence of the algorithm is established under mild conditions. Numerical results are given.
An efficient algorithm for solving semi-infinite programming problems is proposed in this paper. The index set is constructed by adding only one of the most violated points in a refined set of grid points. By applying...
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An efficient algorithm for solving semi-infinite programming problems is proposed in this paper. The index set is constructed by adding only one of the most violated points in a refined set of grid points. By applying this algorithm for solving the optimum nonuniform symmetric/antisymmetric linear phase finite-impulse-response (FIR) filter bank design problems, the time required to obtain a globally optimal solution is much reduced compared with that of the previous proposed algorithm.
In this paper, a truncated projected Newton-type algorithm is presented for solving large-scale semi-infinite programming problems. This is a hybrid method of a truncated projected Newton direction and a modified proj...
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In this paper, a truncated projected Newton-type algorithm is presented for solving large-scale semi-infinite programming problems. This is a hybrid method of a truncated projected Newton direction and a modified projected gradient direction. The truncated projected Newton method is used to solve the constrained nonlinear system. In order to guarantee global convergence, a robust loss function is chosen as the merit function, and the projected gradient method inserted is used to decrease the merit function. This algorithm is suitable for handling large-scale problems and possesses superlinear convergence rate. The global convergence of this algorithm is proved and the convergence rate is analyzed. The detailed implementation is discussed, and some numerical tests for solving large-scale semi-infinite programming problems, with examples up to 2000 decision variables, are reported.
This paper proposes a new computation method to solve semi-infinite optimization problems for motion planning of robotic systems. Usually, this problem is solved by means of time-grid discretization of the continuous ...
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ISBN:
(纸本)9781424466757
This paper proposes a new computation method to solve semi-infinite optimization problems for motion planning of robotic systems. Usually, this problem is solved by means of time-grid discretization of the continuous constraints. Unfortunately, discretization may lead to unsafe motions since there is no guarantee of constraint satisfaction between time samples. First, we show that constraints such as joint position and velocity do not need time-discretization to be checked. Then, we present the computation method based on Taylor polynomials to evaluate more complex constraints over time-intervals. This method also applies to continuous equality constraints, to continuous maximum derivative constraint, and to compute the cost function.
In this paper, we give an application of UV-decomposition method of convex programming to multiobjective programming, and offer a new algorithm for solving semi-infinite multiobjective programming. Finally, the superl...
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In this paper, we give an application of UV-decomposition method of convex programming to multiobjective programming, and offer a new algorithm for solving semi-infinite multiobjective programming. Finally, the superlinear convergence of the algorithm is proved.
This paper considers a multi-criteria mathematical decision model including fuzzy variables. As the proposed model is not well-defined due to fuzzy variables, thus to solve them directly and analytically, the possibil...
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This paper considers a multi-criteria mathematical decision model including fuzzy variables. As the proposed model is not well-defined due to fuzzy variables, thus to solve them directly and analytically, the possibility measure is introduced. Then, in order to aggregate the multi-criteria objective functions into the single-criterion, the fuzzy compromise programming model is proposed. Furthermore, by introducing the interval of each weight to the objective functions, the proposed model is reformulated as a robust programming problem. Since this problem is a semi-infinite programming problem, the an efficient algorithm. is developed using the linearity of the proposed model. Finally, a numerical example is provided to compare proposed models with the basic model.
We consider a general worst-case robust convex optimization problem, with arbitrary dependence on the uncertain parameters, which are assumed to lie in some given set of possible values. We describe a general method f...
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We consider a general worst-case robust convex optimization problem, with arbitrary dependence on the uncertain parameters, which are assumed to lie in some given set of possible values. We describe a general method for solving such a problem, which alternates between optimization and worst-case analysis. With exact worst-case analysis, the method is shown to converge to a robust optimal point. With approximate worst-case analysis, which is the best we can do in many practical cases, the method seems to work very well in practice, subject to the errors in our worst-case analysis. We give variations on the basic method that can give enhanced convergence, reduce data storage, or improve other algorithm properties. Numerical simulations suggest that the method finds a quite robust solution within a few tens of steps;using warm-start techniques in the optimization steps reduces the overall effort to a modest multiple of solving a nominal problem, ignoring the parameter variation. The method is illustrated with several application examples.
We consider a switched-capacitor DC/DC power converter with variable switching instants. The determination of optimal switching instants giving low output ripple and strong load regulation is posed as a non-smooth dyn...
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We consider a switched-capacitor DC/DC power converter with variable switching instants. The determination of optimal switching instants giving low output ripple and strong load regulation is posed as a non-smooth dynamic optimization problem. By introducing a set of auxiliary differential equations and applying a time-scaling transformation, we formulate an equivalent optimization problem with semi-infinite constraints. Existing algorithms can be applied to solve this smooth semi-infinite optimization problem. The existence of an optimal solution is also established. For illustration, the optimal switching instants for a practical switched-capacitor DC/DC power converter are determined using this approach. (C) 2008 Elsevier Ltd. All rights reserved.
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