• Title/Summary/Keyword: Convex minimization problem

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An Iterative Method for Equilibrium and Constrained Convex Minimization Problems

  • Yazdi, Maryam;Shabani, Mohammad Mehdi;Sababe, Saeed Hashemi
    • Kyungpook Mathematical Journal
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    • v.62 no.1
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    • pp.89-106
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    • 2022
  • We are concerned with finding a common solution to an equilibrium problem associated with a bifunction, and a constrained convex minimization problem. We propose an iterative fixed point algorithm and prove that the algorithm generates a sequence strongly convergent to a common solution. The common solution is identified as the unique solution of a certain variational inequality.

A MEMORY EFFICIENT INCREMENTAL GRADIENT METHOD FOR REGULARIZED MINIMIZATION

  • Yun, Sangwoon
    • Bulletin of the Korean Mathematical Society
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    • v.53 no.2
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    • pp.589-600
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    • 2016
  • In this paper, we propose a new incremental gradient method for solving a regularized minimization problem whose objective is the sum of m smooth functions and a (possibly nonsmooth) convex function. This method uses an adaptive stepsize. Recently proposed incremental gradient methods for a regularized minimization problem need O(mn) storage, where n is the number of variables. This is the drawback of them. But, the proposed new incremental gradient method requires only O(n) storage.

A Circuit Design Using Weight Minimization Method (Weight 최소화법을 이용한 외로 설계)

  • 김희석;임제택
    • Journal of the Korean Institute of Telematics and Electronics
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    • v.22 no.2
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    • pp.82-89
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    • 1985
  • A new non-inferior solution is obtained by investigating method of weight p- norm to explain the conception of MCO (multiple criterion optimization) problem. And then the optimum non-inferior solution is obtained by the weight minimization method applied to objective function of MOSFET NAND rATEAlso this weight minimization method using weight P- norm methods can be applied to non-convex objective function. The result of this minimization method shows the efficiency in comparison with that of Lightner.

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Optimal iterative learning control with model uncertainty

  • Le, Dang Khanh;Nam, Taek-Kun
    • Journal of Advanced Marine Engineering and Technology
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    • v.37 no.7
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    • pp.743-751
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    • 2013
  • In this paper, an approach to deal with model uncertainty using norm-optimal iterative learning control (ILC) is mentioned. Model uncertainty generally degrades the convergence and performance of conventional learning algorithms. To deal with model uncertainty, a worst-case norm-optimal ILC is introduced. The problem is then reformulated as a convex minimization problem, which can be solved efficiently to generate the control signal. The paper also investigates the relationship between the proposed approach and conventional norm-optimal ILC; where it is found that the suggested design method is equivalent to conventional norm-optimal ILC with trial-varying parameters. Finally, simulation results of the presented technique are given.

Min-Max Stochastic Optimization with Applications to the Single-Period Inventory Control Problem

  • Park, Kyungchul
    • Management Science and Financial Engineering
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    • v.21 no.1
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    • pp.11-17
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    • 2015
  • Min-max stochastic optimization is an approach to address the distribution ambiguity of the underlying random variable. We present a unified approach to the problem which utilizes the theory of convex order on the random variables. First, we consider a general framework for the problem and give a condition under which the convex order can be utilized to transform the min-max optimization problem into a simple minimization problem. Then extremal distributions are presented for some interesting classes of distributions. Finally, applications to the single-period inventory control problems are given.

Mixed $\textrm{H}_2/\textrm{H}_infty$ Control with Pole Placement : A Convex Optimization Approach

  • Bambang, Riyanto;Shimemura, Etsujiro;Uchida, Kenko
    • 제어로봇시스템학회:학술대회논문집
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    • 1992.10b
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    • pp.197-202
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    • 1992
  • In this paper, we consider the synthesis of mixed H$_{2}$/H$_{\infty}$ controllers such that the closed-loop poles are located in a specified region in the complex plane. Using solution to a generalized Riccati equation and a change of variable technique, it is shown that this synthesis problem can be reduced to a convex optimization problem over a bounded subset of matrices. This convex programming can be further reduced to Generalized Eigenvalue Minimization Problem where Interior Point method has been recently developed to efficiently solve this problem..

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An Algorithm for the Concave Minimization Problem under 0-1 Knapsack Constraint (0-1 배낭 제약식을 갖는 오목 함수 최소화 문제의 해법)

  • Oh, S.H.;Chung, S.J.
    • Journal of Korean Institute of Industrial Engineers
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    • v.19 no.2
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    • pp.3-13
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    • 1993
  • In this study, we develop a B & B type algorithm for the concave minimization problem with 0-1 knapsack constraint. Our algorithm reformulates the original problem into the singly linearly constrained concave minimization problem by relaxing 0-1 integer constraint in order to get a lower bound. But this relaxed problem is the concave minimization problem known as NP-hard. Thus the linear function that underestimates the concave objective function over the given domain set is introduced. The introduction of this function bears the following important meanings. Firstly, we can efficiently calculate the lower bound of the optimal object value using the conventional convex optimization methods. Secondly, the above linear function like the concave objective function generates the vertices of the relaxed solution set of the subproblem, which is used to update the upper bound. The fact that the linear underestimating function is uniquely determined over a given simplex enables us to fix underestimating function by considering the simplex containing the relaxed solution set. The initial containing simplex that is the intersection of the linear constraint and the nonnegative orthant is sequentially partitioned into the subsimplices which are related to subproblems.

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Finite Step Method for the Constrained Optimization Problem in Phase Contrast Microscopic Image Restoration

  • Adiya, Enkhbolor;Yadam, Bazarsad;Choi, Heung-Kook
    • Journal of Multimedia Information System
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    • v.1 no.1
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    • pp.87-93
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    • 2014
  • The aim of microscopic image restoration is to recover the image by applying the inverse process of degradation, and the results facilitate automated and improved analysis of the image. In this work, we consider the problem of image restoration as a minimization problem of convex cost function, which consists of a least-squares fitting term and regularization terms with non-negative constraints. The finite step method is proposed to solve this constrained convex optimization problem. We demonstrate the convergence of this method. Efficiency and restoration capability of the proposed method were tested and illustrated through numerical experiments.

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Beamforming Optimization for Multiuser Two-Tier Networks

  • Jeong, Young-Min;Quek, Tony Q.S.;Shin, Hyun-Dong
    • Journal of Communications and Networks
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    • v.13 no.4
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    • pp.327-338
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    • 2011
  • With the incitation to reduce power consumption and the aggressive reuse of spectral resources, there is an inevitable trend towards the deployment of small-cell networks by decomposing a traditional single-tier network into a multi-tier network with very high throughput per network area. However, this cell size reduction increases the complexity of network operation and the severity of cross-tier interference. In this paper, we consider a downlink two-tier network comprising of a multiple-antenna macrocell base station and a single femtocell access point, each serving multiples users with a single antenna. In this scenario, we treat the following beamforming optimization problems: i) Total transmit power minimization problem; ii) mean-square error balancing problem; and iii) interference power minimization problem. In the presence of perfect channel state information (CSI), we formulate the optimization algorithms in a centralized manner and determine the optimal beamformers using standard convex optimization techniques. In addition, we propose semi-decentralized algorithms to overcome the drawback of centralized design by introducing the signal-to-leakage plus noise ratio criteria. Taking into account imperfect CSI for both centralized and semi-decentralized approaches, we also propose robust algorithms tailored by the worst-case design to mitigate the effect of channel uncertainty. Finally, numerical results are presented to validate our proposed algorithms.

A Nonlinear Programming Approach to Biaffine Matrix Inequality Problems in Multiobjective and Structured Controls

  • Lee, Joon-Hwa;Lee, Kwan-Ho;Kwon, Wook-Hyun
    • International Journal of Control, Automation, and Systems
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    • v.1 no.3
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    • pp.271-281
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    • 2003
  • In this paper, a new nonlinear programming approach is suggested to solve biaffine matrix inequality (BMI) problems in multiobjective and structured controls. It is shown that these BMI problems are reduced to nonlinear minimization problems. An algorithm that is easily implemented with existing convex optimization codes is presented for the nonlinear minimization problem. The efficiency of the proposed algorithm is illustrated by numerical examples.