The interval optimization algorithm shows great advantages in bound constrained global optimization. An interval algorithm is presented in this article based on a new selection criterion. The selection criterion is pr...
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The interval optimization algorithm shows great advantages in bound constrained global optimization. An interval algorithm is presented in this article based on a new selection criterion. The selection criterion is proposed based on numerical experiments and the parameter pf* designed by Casado, Garcia and Csendes in 2000. The proposed criterion at each iteration selects some intervals of which the number is not greater than a constant so that the possible memory problem during the implementation of the algorithm is avoided and the running time of the algorithm is decreased, when the dimension of the problem is increasing. Based on the selection criterion, the proposed algorithm is implemented for a wide set of tested functions which includes easy and hard problems. Numerical experiments show that the proposed algorithm is efficient.
The problem of exactly generating a general random process (target process) by using another general random process (coin process) is studied. The performance of the interval algorithm, introduced by Han and Hoshi, is...
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The problem of exactly generating a general random process (target process) by using another general random process (coin process) is studied. The performance of the interval algorithm, introduced by Han and Hoshi, is analyzed from the perspective of information spectrum approach. When either the coin process or the target process has one point spectrum, the asymptotic optimality of the interval algorithm among any random number generation algorithms is proved, which demonstrates utility of the interval algorithm beyond the ergodic process. Furthermore, the feasibility condition of exact random number generation is also elucidated. Finally, the obtained general results are illustrated by the case of generating a Markov process from another Markov process.
The problem of generating a random number with an arbitrary probability distribution by using a general biased M-coin is studied, An efficient and very simple algorithm based on the successive refinement of partitions...
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The problem of generating a random number with an arbitrary probability distribution by using a general biased M-coin is studied, An efficient and very simple algorithm based on the successive refinement of partitions of the unit interval [0, 1), which we call the interval algorithm, is proposed, A fairly tight evaluation on the efficiency is given, Generalizations of the interval algorithm to the following cases are investigated: 1) output sequence is independent and identically distributed (i.i.d.);2) output sequence is Markov;3) input sequence is Markov;4) input sequence and output sequence are both subject to arbitrary stochastic processes.
It is shown that the idea of the successive refinement of interval partitions, which plays the key role in the interval algorithm for random number generation by Han and Hoshi, is also applicable to the homophonic cod...
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It is shown that the idea of the successive refinement of interval partitions, which plays the key role in the interval algorithm for random number generation by Han and Hoshi, is also applicable to the homophonic coding. An interval algorithm for homophonic coding is introduced which produces an independent and identically distributed (i.i.d.) sequence with probability p, Lower and upper bounds for the expected codeword length are given. Based on this, an interval algorithm for fixed-to-variable homophonic coding is established, The expected codeword length per source letter converges to H(X) / H(p) in probability as the block length tends to infinity, where H(X) is the entropy rate of the source X. The algorithm is asymptotically optimal. An algorithm for fixed-to-fixed homophonic coding is also established. The decoding error probability tends to zero as the block length tends to infinity. Homophonic coding with cost is generally considered. The expected cost of the codeword per source letter converges to (c) over bar (X) / H (p) in probability as the block length tends to infinity, where (c) over bar denotes the verage cost of a source letter. The main contribution of this paper can be regarded as a novel application of Elias' coding technique to homophonic coding. Intrinsic relations among these algorithms, the interval algorithm for random number generation and the arithmetic code are also discussed.
Based on the interval analysis,a practical interval algorithm is developed for finding all global minimizers of a nonsmooth function on a closed domain XR n, which is given by defining a special derivative to the fu...
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Based on the interval analysis,a practical interval algorithm is developed for finding all global minimizers of a nonsmooth function on a closed domain XR n, which is given by defining a special derivative to the function and using the interval inclusion of derivative. Both theoretical analysis and numerical results show that this method is practical and effective.
In this paper we analyze the interval algorithm for random number generation proposed by Han and Hoshi using the expression of real numbers on the interval [0, 1). We first establish an explicit representation of the ...
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In this paper we analyze the interval algorithm for random number generation proposed by Han and Hoshi using the expression of real numbers on the interval [0, 1). We first establish an explicit representation of the interval algorithm with the representation of real numbers on the interval [0, 1) based on number systems. Next, using the expression of the interval algorithm, we give a rigorous analysis of the interval algorithm. We discuss the difference between the expected number of the coin tosses in the interval algorithm and their upper bound derived by Han and Hoshi and show that it can be characterized explicitly with the established expression of the interval algorithm.
In this paper we analyze the interval algorithm for random number generation proposed by Han and Hoshi in the case of Markov coin tossing. Using the expression of real numbers on the interval [0,1), we first establish...
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In this paper we analyze the interval algorithm for random number generation proposed by Han and Hoshi in the case of Markov coin tossing. Using the expression of real numbers on the interval [0,1), we first establish an explicit representation of the interval algorithm with the representation of real numbers on the interval [0,1) based one number systems. Next, using the expression of the interval algorithm, we give a rigorous analysis of the interval algorithm. We discuss the difference between the expected number of the coin tosses in the interval algorithm and their upper bound derived by Han and Hoshi and show that it can be characterized explicitly with the established expression of the interval algorithm.
Sensitivity analysis is a vital part in the optimization design of coupled vibro-acoustic systems. A new interval sensitivity-analysis method for vibro-acoustic systems is proposed in this paper. This method relies on...
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Sensitivity analysis is a vital part in the optimization design of coupled vibro-acoustic systems. A new interval sensitivity-analysis method for vibro-acoustic systems is proposed in this paper. This method relies on only interval perturbation analysis instead of partial derivatives and difference operations. For strongly nonlinear systems, in particular, this methodology requires parameter variation over narrower ranges in comparison with other methods. To implement sensitivity analysis based on this method, the interval ranges of the responses of the vibro-acoustic system with interval parameters should first be obtained. Therefore, an interval perturbation-analysis method is presented for obtaining the interval bounds of the sound-pressure responses of a coupled vibro-acoustic system with interval parameters. The interval perturbation method is then compared with the Monte Carlo method, which can be taken as the benchmark for comparative accuracy. Two numerical examples involving sensitivity analysis of vibro-acoustic systems illustrate the feasibility and effectiveness of the proposed interval-based method. (C) 2017 Elsevier Inc. All rights reserved.
This correspondence deals with the problem of simulating a discrete memoryless channel and proposes two algorithms for channel simulation by using the interval algorithm. The first algorithm provides exact channel sim...
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This correspondence deals with the problem of simulating a discrete memoryless channel and proposes two algorithms for channel simulation by using the interval algorithm. The first algorithm provides exact channel simulation and the number of fair random bits per input sample approaches the conditional resolvability of the channel with probability one. The second algorithm provides approximate channel simulation and the approximation error measured bg the variational distance vanishes exponentially as the block length tends to infinity, when the number of fair random bits per input sample is above the conditional resolvability. Further, some asymptotic properties of these algorithms as well as the original interval algorithm for random number generation are clarified.
We point out that the interval algorithm can be expressed in the form of a shift on the sequence space. Then we clarify that, by using a Bernoulli process, the interval algorithm can generate only a block of Markov ch...
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We point out that the interval algorithm can be expressed in the form of a shift on the sequence space. Then we clarify that, by using a Bernoulli process, the interval algorithm can generate only a block of Markov chains or a sequence of independent blocks of Markov chains but not a stationary Markov process. By virtue of the finitary coding constructed by Hamachi and Keane, we obtain the procedure, called the finitary interval algorithm, to generate a Markov process by using the interval algorithm. The finitary interval algorithm also gives maps, defined almost everywhere, which transform a Markov measure to a Bernoulli measure.
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