Recently, optimization algorithms for solving a minimization problem whose objective function is a sum of two convex functions have been widely investigated in the field of image processing. In particular, the scenari...
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Recently, optimization algorithms for solving a minimization problem whose objective function is a sum of two convex functions have been widely investigated in the field of image processing. In particular, the scenario when a non-differentiable convex function such as the total variation (TV) norm is included in the objective function has received considerable interests since many variational models encountered in image processing have this nature. In this paper, we propose a fast fixed point algorithm based on the adapted metric method, and apply it in the field of TV-based image deblurring. The novel method is derived from the idea of establishing a general fixed point algorithm framework based on an adequate quadratic approximation of one convex function in the objective function, in a way reminiscent of Quasi-Newton methods. Utilizing the non-expansion property of the proximity operator we further investigate the global convergence of the proposed algorithm. Numerical experiments on image deblurring problem demonstrate that the proposed algorithm is very competitive with the current state-of-the-art algorithms in terms of computational efficiency.
A variable dimension algorithm with integer labelling is proposed for solving systems ofn equations inn variables. The algorithm is an integer labelling version of the 2-ray algorithm proposed by the author. The orien...
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A variable dimension algorithm with integer labelling is proposed for solving systems ofn equations inn variables. The algorithm is an integer labelling version of the 2-ray algorithm proposed by the author. The orientation of lower dimensional simplices is studied and is shown to be preserved along a sequence of adjacent simplices.
A new variable dimension simplicial algorithm for the computation of solutions of systems of nonlinear equations or the computation of fixedpoints is presented. It uses the restrart technique of Merrill to improve th...
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A new variable dimension simplicial algorithm for the computation of solutions of systems of nonlinear equations or the computation of fixedpoints is presented. It uses the restrart technique of Merrill to improve the accuracy of the solution. The algorithm is shown to converge quadratically under certain conditions. The algorithm should be efficient and relatively easy to implement.
In this paper, we consider the problem of blind identification in the underdetermined instantaneous mixtures case, where there are more sources than sensors. Recently, a simultaneous matrix diagonalization (SMD)-based...
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ISBN:
(纸本)9781424451821
In this paper, we consider the problem of blind identification in the underdetermined instantaneous mixtures case, where there are more sources than sensors. Recently, a simultaneous matrix diagonalization (SMD)-based method has been proposed without any need of sparsity assumption on sources. Instead of using SMD technique, we propose a fixed point algorithm, which estimates the columns of the mixing matrix sequentially one by one. Computer simulations are presented in order to demonstrate that the proposed algorithm has the ability to identify the mixing matrix, and its performance is comparable to that of SMD-based algorithm.
In this paper, we consider the problem of blind identification in the underdetermined instantaneous mixtures case, where there are more sources than sensors. Recently, a simultaneous matrix diagonalization (SMD)-based...
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In this paper, we consider the problem of blind identification in the underdetermined instantaneous mixtures case, where there are more sources than sensors. Recently, a simultaneous matrix diagonalization (SMD)-based method has been proposed without any need of sparsity assumption on sources. Instead of using SMD technique, we propose a fixed point algorithm, which estimates the columns of the mixing matrix sequentially one by one. Computer simulations are presented in order to demonstrate that the proposed algorithm has the ability to identify the mixing matrix, and its performance is comparable to that of SMD-based algorithm.
In this paper,we consider the problem of blind identification in the underdetermined instantaneous mixtures case,where there are more sources than ***,a simultaneous matrix diagonalization(SMD)-based method has been p...
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In this paper,we consider the problem of blind identification in the underdetermined instantaneous mixtures case,where there are more sources than ***,a simultaneous matrix diagonalization(SMD)-based method has been proposed without any need of sparsity assumption on *** of using SMD technique,we propose a fixed point algorithm,which estimates the columns of the mixing matrix sequentially one by *** simulations are presented in order to demonstrate that the proposed algorithm has the ability to identify the mixing matrix,and its performance is comparable to that of SMD-based algorithm.
Risk-sharing is one way to pool risks without the need for a third party. To ensure the attractiveness of such a system, the rule should be accepted and understood by all participants. A desirable risk-sharing rule sh...
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Risk-sharing is one way to pool risks without the need for a third party. To ensure the attractiveness of such a system, the rule should be accepted and understood by all participants. A desirable risk-sharing rule should fulfill actuarial fairness and Pareto optimality while being easy to compute. This paper establishes a one-to-one correspondence between an actuarially fair Pareto optimal (AFPO) risk-sharing rule and a fixedpoint of a specific function. A fast numerical method for computing these risk-sharing rules is also derived. As a result, we can compute AFPO risk-sharing rules for a large number of heterogeneous participants in this framework.
This work builds on the seminal paper (Winck et al. IFAC-PapersOnLine 58(1):36-41 2024) and evaluates an existing method against a new approach for state estimation in Max-Plus Linear systems with bounded uncertaintie...
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This work builds on the seminal paper (Winck et al. IFAC-PapersOnLine 58(1):36-41 2024) and evaluates an existing method against a new approach for state estimation in Max-Plus Linear systems with bounded uncertainties. Traditional stochastic filtering is inapplicable to this system class, even though the posterior probability density function (PDF) can be computed. Previous research has shown a limited scalability of the disjunctive approach using difference-bound matrices. To address this, we investigate an alternative method recently explored in Mufid et al. (IFAC-PapersOnLine 53(4):459-465 2020, IEEE Trans Autom Control 67(6):2700-2714 2022), employing Satisfiability Modulo Theory (SMT) techniques, despite their NP-hard nature. The main novelty of this work is the proposal of a concise method based on fixed-point iteration in max-plus algebra, which is known to be a pseudo-polynomial time algorithm. To compare both approaches, a representative autonomous system is used in the paper to illustrate the basic computations. The efficiency of both approaches is compared through numerical experiments.
We initiate the study of dynamic traffic assignment for electrical vehicles addressing the specific challenges such as range limitations and the possibility of battery recharge at predefined charging locations. As our...
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We initiate the study of dynamic traffic assignment for electrical vehicles addressing the specific challenges such as range limitations and the possibility of battery recharge at predefined charging locations. As our main result, we establish the existence of energy-feasible dynamic equilibria within networks using the deterministic queuing model of Vickrey for the flow dynamics on edges. There are three key modeling-ingredients for obtaining this existence result: 1. We introduce a walk-based definition of dynamic traffic flows which allows for cyclic routing behavior as a result of recharging events en route. 2. We use abstract convex feasibility sets in an appropriate function space to model the energy-feasibility of used walks. 3. We introduce the concept of capacitated dynamic equilibrium walk-flows which generalize the former unrestricted dynamic equilibrium path-flows. Viewed in this framework, we show the existence of an energy-feasible dynamic equilibrium by applying an infinite dimensional variational inequality, which in turn requires a careful analysis of continuity properties of the network loading as a result of injecting flow into walks. We complement our theoretical results by a computational study in which we design a fixed-pointalgorithm computing energy-feasible dynamic equilibria. We apply the algorithm to standard real-world instances from the traffic assignment community. The study demonstrates that battery constraints have a significant impact on the resulting travel times and energy consumption profiles compared to conventional fuel-based vehicles. We further show that our algorithm computes (approximate) equilibria for small and medium sized instances in acceptable running times but struggles for larger instances.
We prove global convergence of classical projection algorithms for feasibility problems involving union convex sets, which refer to sets expressible as the union of a finite number of closed convex sets. We present a ...
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We prove global convergence of classical projection algorithms for feasibility problems involving union convex sets, which refer to sets expressible as the union of a finite number of closed convex sets. We present a unified strategy for analyzing global convergence by means of studying fixed-point iterations of a set-valued operator that is the union of a finite number of compact-valued upper semicontinuous maps. Such a generalized framework permits the analysis of a class of proximal algorithms for minimizing the sum of a piecewise smooth function and the difference between the pointwise minimum of finitely many weakly convex functions and a piecewise smooth convex function. When realized on two-set feasibility problems, this algorithm class recovers alternating projections and averaged projections as special cases, and thus we obtain global convergence criterion for these projection algorithms. Using these general results, we derive sufficient conditions to guarantee global convergence for several projection algorithms for solving the sparse affine feasibility problem and a feasibility reformulation of the linear complementarity problem. Notably, we obtain global convergence of both the alternating and the averaged projection methods to the solution set for linear complementarity problems involving P-matrices. By leveraging the structures of the classes of problems we consider, we also propose acceleration algorithms with guaranteed global convergence. Numerical results further exemplify that the proposed acceleration schemes significantly improve upon their non-accelerated counterparts in efficiency.
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