• Title/Summary/Keyword: Convex Programming

Search Result 120, Processing Time 0.03 seconds

Input Constrained Receding Horizon Control Using Complex Polyhedral Invariant Region (복소형 다각형 불변영역을 이용한 입력제한 예측제어)

  • 이영일;방대인;윤태웅;김기용
    • Journal of Institute of Control, Robotics and Systems
    • /
    • v.8 no.12
    • /
    • pp.991-997
    • /
    • 2002
  • The concept of feasible & invariant region plays an important role to derive closed loop stability and achie adequate performance of constrained receding horizon predictive control. In this paper, we define a complex polyhedral feasible & invariant set for all stabilizable input-constrained linear systems by using a complex transform and propose a one-norm based receding horizon control scheme using these invariant sets. In order to get a larger stabilizable set, a convex hull of invariant sets which are defined for different state feedback gains is used as a target invariant set of the constrained receding horizon control. The proposed constrained receding horizon control scheme is formulated so that it can be solved via linear programming.

AN OPTIMAL BOOSTING ALGORITHM BASED ON NONLINEAR CONJUGATE GRADIENT METHOD

  • CHOI, JOOYEON;JEONG, BORA;PARK, YESOM;SEO, JIWON;MIN, CHOHONG
    • Journal of the Korean Society for Industrial and Applied Mathematics
    • /
    • v.22 no.1
    • /
    • pp.1-13
    • /
    • 2018
  • Boosting, one of the most successful algorithms for supervised learning, searches the most accurate weighted sum of weak classifiers. The search corresponds to a convex programming with non-negativity and affine constraint. In this article, we propose a novel Conjugate Gradient algorithm with the Modified Polak-Ribiera-Polyak conjugate direction. The convergence of the algorithm is proved and we report its successful applications to boosting.

Document Summarization via Convex-Concave Programming

  • Kim, Minyoung
    • International Journal of Fuzzy Logic and Intelligent Systems
    • /
    • v.16 no.4
    • /
    • pp.293-298
    • /
    • 2016
  • Document summarization is an important task in various areas where the goal is to select a few the most descriptive sentences from a given document as a succinct summary. Even without training data of human labeled summaries, there has been several interesting existing work in the literature that yields reasonable performance. In this paper, within the same unsupervised learning setup, we propose a more principled learning framework for the document summarization task. Specifically we formulate an optimization problem that expresses the requirements of both faithful preservation of the document contents and the summary length constraint. We circumvent the difficult integer programming originating from binary sentence selection via continuous relaxation and the low entropy penalization. We also suggest an efficient convex-concave optimization solver algorithm that guarantees to improve the original objective at every iteration. For several document datasets, we demonstrate that the proposed learning algorithm significantly outperforms the existing approaches.

Robust Energy Efficiency Power Allocation for Uplink OFDM-Based Cognitive Radio Networks

  • Zuo, Jiakuo;Dao, Van Phuong;Bao, Yongqiang;Fang, Shiliang;Zhao, Li;Zou, Cairong
    • ETRI Journal
    • /
    • v.36 no.3
    • /
    • pp.506-509
    • /
    • 2014
  • This paper studies the energy efficiency power allocation for cognitive radio networks based on uplink orthogonal frequency-division multiplexing. The power allocation problem is intended to minimize the maximum energy efficiency measured by "Joule per bit" metric, under total power constraint and robust aggregate mutual interference power constraint. However, the above problem is non-convex. To make it solvable, an equivalent convex optimization problem is derived that can be solved by general fractional programming. Then, a robust energy efficiency power allocation scheme is presented. Simulation results corroborate the effectiveness of the proposed methods.

Design of Rectifying Inspection Plans and Service Capacities for Multi-Products with the Fixed Costs for Products Servicing (서비스 고정비용을 고려한 복수제품 선별검사와 서비스시스템 설계)

  • Kim, Sung Chul
    • Korean Management Science Review
    • /
    • v.33 no.3
    • /
    • pp.89-103
    • /
    • 2016
  • In this paper, we design sampling inspections and service capacities simultaneously for multi-products. Products are supplied in batches after rectifying inspections, that is, rejected lot is subject to total inspection and defective products are reworked to good ones. When supplied, all defective products are uncovered and returned to service. Particularly, we extend Kim [1] by introducing the fixed costs of providing services and show that the cost function of a product is no longer linear or convex in terms of the level of service provision. We develop a framework for a product to deal with this joint design problem and a dynamic programming algorithm for multi-products which allocates the given number of the total service capacities among products with the considerably smaller computations than the total number of possible allocations.

Metric and Spectral Geometric Means on Symmetric Cones

  • Lee, Hosoo;Lim, Yongdo
    • Kyungpook Mathematical Journal
    • /
    • v.47 no.1
    • /
    • pp.133-150
    • /
    • 2007
  • In a development of efficient primal-dual interior-points algorithms for self-scaled convex programming problems, one of the important properties of such cones is the existence and uniqueness of "scaling points". In this paper through the identification of scaling points with the notion of "(metric) geometric means" on symmetric cones, we extend several well-known matrix inequalities (the classical L$\ddot{o}$wner-Heinz inequality, Ando inequality, Jensen inequality, Furuta inequality) to symmetric cones. We also develop a theory of spectral geometric means on symmetric cones which has recently appeared in matrix theory and in the linear monotone complementarity problem for domains associated to symmetric cones. We derive Nesterov-Todd inequality using the spectral property of spectral geometric means on symmetric cones.

  • PDF

An Efficient Implementation of Optimal Power Flow using the Alternating Direction Method (Alternating Direction Method를 이용한 최적조류계산의 분산처리)

  • Kim, Ho-Woong;Park, Marn-Kuen;Kim, Bal-Ho
    • The Transactions of the Korean Institute of Electrical Engineers A
    • /
    • v.48 no.11
    • /
    • pp.1424-1428
    • /
    • 1999
  • This paper presents a mathematical decomposition coordination method to implementing the distributed optimal power flow (OPF), wherein a regional decomposition technique is adopted to parallelize the OPT. The proposed approach is based on the Alternating Direction Method (ADM), a variant of the conventional Augmented Lagrangian approach, and makes it possible the independent regional AC-OPF for each control area while the global optimum for the entire system is assured. This paper is an extension of our previous work based on the auxiliary problem principle (APP). The proposed approach in this paper is a completely new one, however, in that ADM is based on the Proximal Point Algorithm which has long been recognized as one of the attractive methods for convex programming and min-max-convex-concave programming. The proposed method was demonstrated with IEEE 50-Bus system.

  • PDF

A Decomposition Algorithm for Convex Structuring Elements in Morphological Operation (모폴로지 연산에 사용되는 볼록 구조요소의 분해를 위한 알고리듬)

  • 온승엽
    • Journal of the Korea Society for Simulation
    • /
    • v.13 no.1
    • /
    • pp.11-23
    • /
    • 2004
  • The decomposition of a structuring element for a morphological operation reduces the amount of the computation required for executing the operation. In this paper, we present a new technique for the decomposition of convex structuring elements for morphological operations. We formulated the linear constraints for the decomposition of a convex polygon in discrete space, then the constraints are applied to the decomposition of a convex structuring element. Also, a cost function is introduced to represent the optimal criteria for decomposition. We use linear integer programming technique to find the combination of basis structuring elements which minimizes the amount of the computation required for executing the morphological operation. Formulating different cost functions for different implementation methods and computer architectures, we can determine the optimal decompositions which guarantee the minimal amounts of computation on different computing environment.

  • PDF

Collapse behaviour of three-dimensional brick-block systems using non-linear programming

  • Baggio, Carlo;Trovalusci, Patrizia
    • Structural Engineering and Mechanics
    • /
    • v.10 no.2
    • /
    • pp.181-195
    • /
    • 2000
  • A two-step procedure for the application of non linear constrained programming to the limit analysis of rigid brick-block systems with no-tension and frictional interface is implemented and applied to various masonry structures. In the first step, a linear problem of programming, obtained by applying the upper bound theorem of limit analysis to systems of blocks interacting through no-tension and dilatant interfaces, is solved. The solution of this linear program is then employed as initial guess for a non linear and non convex problem of programming, obtained applying both the 'mechanism' and the 'equilibrium' approaches to the same block system with no-tension and frictional interfaces. The optimiser used is based on the sequential quadratic programming. The gradients of the constraints required are provided directly in symbolic form. In this way the program easily converges to the optimal solution even for systems with many degrees of freedom. Various numerical analyses showed that the procedure allows a reliable investigation of the ultimate behaviour of jointed structures, such as stone masonry structures, under statical load conditions.

A note on convexity on linear vector space

  • Hong, Suk-Kang
    • Journal of the Korean Statistical Society
    • /
    • v.1 no.1
    • /
    • pp.18-24
    • /
    • 1973
  • Study on convexity has been improved in many statistical fields, such as linear programming, stochastic inverntory problems and decision theory. In proof of main theorem in Section 3, M. Loeve already proved this theorem with the $r$-th absolute moments on page 160 in [1]. Main consideration is given to prove this theorem using convex theorems with the generalized $t$-th mean when some convex properties hold on a real linear vector space $R_N$, which satisfies all properties of finite dimensional Hilbert space. Throughout this paper $\b{x}_j, \b{y}_j$ where $j = 1,2,......,k,.....,N$, denotes the vectors on $R_N$, and $C_N$ also denotes a subspace of $R_N$.

  • PDF