• Title/Summary/Keyword: Point-kernel method

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AN ELIGIBLE KERNEL BASED PRIMAL-DUAL INTERIOR-POINT METHOD FOR LINEAR OPTIMIZATION

  • Cho, Gyeong-Mi
    • Honam Mathematical Journal
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    • v.35 no.2
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    • pp.235-249
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    • 2013
  • It is well known that each kernel function defines primal-dual interior-point method (IPM). Most of polynomial-time interior-point algorithms for linear optimization (LO) are based on the logarithmic kernel function ([9]). In this paper we define new eligible kernel function and propose a new search direction and proximity function based on this function for LO problems. We show that the new algorithm has $\mathcal{O}(({\log}\;p)^{\frac{5}{2}}\sqrt{n}{\log}\;n\;{\log}\frac{n}{\epsilon})$ and $\mathcal{O}(q^{\frac{3}{2}}({\log}\;p)^3\sqrt{n}{\log}\;\frac{n}{\epsilon})$ iteration complexity for large- and small-update methods, respectively. These are currently the best known complexity results for such methods.

A NEW PRIMAL-DUAL INTERIOR POINT METHOD FOR LINEAR OPTIMIZATION

  • Cho, Gyeong-Mi
    • Journal of the Korean Society for Industrial and Applied Mathematics
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    • v.13 no.1
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    • pp.41-53
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    • 2009
  • A primal-dual interior point method(IPM) not only is the most efficient method for a computational point of view but also has polynomial complexity. Most of polynomialtime interior point methods(IPMs) are based on the logarithmic barrier functions. Peng et al.([14, 15]) and Roos et al.([3]-[9]) proposed new variants of IPMs based on kernel functions which are called self-regular and eligible functions, respectively. In this paper we define a new kernel function and propose a new IPM based on this kernel function which has $O(n^{\frac{2}{3}}log\frac{n}{\epsilon})$ and $O(\sqrt{n}log\frac{n}{\epsilon})$ iteration bounds for large-update and small-update methods, respectively.

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AN ELIGIBLE PRIMAL-DUAL INTERIOR-POINT METHOD FOR LINEAR OPTIMIZATION

  • Cho, Gyeong-Mi;Lee, Yong-Hoon
    • East Asian mathematical journal
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    • v.29 no.3
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    • pp.279-292
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    • 2013
  • It is well known that each kernel function defines a primal-dual interior-point method(IPM). Most of polynomial-time interior-point algorithms for linear optimization(LO) are based on the logarithmic kernel function([2, 11]). In this paper we define a new eligible kernel function and propose a new search direction and proximity function based on this function for LO problems. We show that the new algorithm has ${\mathcal{O}}((log\;p){\sqrt{n}}\;log\;n\;log\;{\frac{n}{\epsilon}})$ and ${\mathcal{O}}((q\;log\;p)^{\frac{3}{2}}{\sqrt{n}}\;log\;{\frac{n}{\epsilon}})$ iteration bound for large- and small-update methods, respectively. These are currently the best known complexity results.

A Kernel Approach to Discriminant Analysis for Binary Classification

  • Shin, Yang-Kyu
    • Journal of the Korean Data and Information Science Society
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    • v.12 no.2
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    • pp.83-93
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    • 2001
  • We investigate a kernel approach to discriminant analysis for binary classification as a machine learning point of view. Our view of the kernel approach follows support vector method which is one of the most promising techniques in the area of machine learning. As usual discriminant analysis, the kernel method can discriminate an object most likely belongs to. Moreover, it has some advantage over discriminant analysis such as data compression and computing time.

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A fast gamma-ray dose rate assessment method for complex geometries based on stylized model reconstruction

  • Yang, Li-qun;Liu, Yong-kuo;Peng, Min-jun;Li, Meng-kun;Chao, Nan
    • Nuclear Engineering and Technology
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    • v.51 no.5
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    • pp.1436-1443
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    • 2019
  • A fast gamma-ray dose rate assessment method for complex geometries based on stylized model reconstruction and point-kernel method is proposed in this paper. The complex three-dimensional (3D) geometries are imported as a 3DS format file from 3dsMax software with material and radiometric attributes. Based on 3D stylized model reconstruction of solid mesh, the 3D-geometrical solids are automatically converted into stylized models. In point-kernel calculation, the stylized source models are divided into point kernels and the mean free paths (mfp) are calculated by the intersections between shield stylized models and tracing ray. Compared with MCNP, the proposed method can implement complex 3D geometries visually, and the dose rate calculation is accurate and fast.

Application of Bootstrap Method for Change Point Test based on Kernel Density Estimator

  • Kim, Dae-Hak
    • Journal of the Korean Data and Information Science Society
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    • v.15 no.1
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    • pp.107-117
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    • 2004
  • Change point testing problem is considered. Kernel density estimators are used for constructing proposed change point test statistics. The proposed method can be used to the hypothesis testing of not only parameter change but also distributional change. Bootstrap method is applied to get the sampling distribution of proposed test statistic. Small sample Monte Carlo Simulation were also conducted in order to show the performance of proposed method.

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Nonparametric Discontinuity Point Estimation in Density or Density Derivatives

  • Huh, Jib
    • Journal of the Korean Statistical Society
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    • v.31 no.2
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    • pp.261-276
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    • 2002
  • Probability density or its derivatives may have a discontinuity/change point at an unknown location. We propose a method of estimating the location and the jump size of the discontinuity point based on kernel type density or density derivatives estimators with one-sided equivalent kernels. The rates of convergence of the proposed estimators are derived, and the finite-sample performances of the methods are illustrated by simulated examples.

NEW INTERIOR POINT METHODS FOR SOLVING $P_*(\kappa)$ LINEAR COMPLEMENTARITY PROBLEMS

  • Cho, You-Young;Cho, Gyeong-Mi
    • Journal of the Korean Society for Industrial and Applied Mathematics
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    • v.13 no.3
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    • pp.189-202
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    • 2009
  • In this paper we propose new primal-dual interior point algorithms for $P_*(\kappa)$ linear complementarity problems based on a new class of kernel functions which contains the kernel function in [8] as a special case. We show that the iteration bounds are $O((1+2\kappa)n^{\frac{9}{14}}\;log\;\frac{n{\mu}^0}{\epsilon}$) for large-update and $O((1+2\kappa)\sqrt{n}log\frac{n{\mu}^0}{\epsilon}$) for small-update methods, respectively. This iteration complexity for large-update methods improves the iteration complexity with a factor $n^{\frac{5}{14}}$ when compared with the method based on the classical logarithmic kernel function. For small-update, the iteration complexity is the best known bound for such methods.

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NEW COMPLEXITY ANALYSIS OF PRIMAL-DUAL IMPS FOR P* LAPS BASED ON LARGE UPDATES

  • Cho, Gyeong-Mi;Kim, Min-Kyung
    • Bulletin of the Korean Mathematical Society
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    • v.46 no.3
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    • pp.521-534
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    • 2009
  • In this paper we present new large-update primal-dual interior point algorithms for $P_*$ linear complementarity problems(LAPS) based on a class of kernel functions, ${\psi}(t)={\frac{t^{p+1}-1}{p+1}}+{\frac{1}{\sigma}}(e^{{\sigma}(1-t)}-1)$, p $\in$ [0, 1], ${\sigma}{\geq}1$. It is the first to use this class of kernel functions in the complexity analysis of interior point method(IPM) for $P_*$ LAPS. We showed that if a strictly feasible starting point is available, then new large-update primal-dual interior point algorithms for $P_*$ LAPS have $O((1+2+\kappa)n^{{\frac{1}{p+1}}}lognlog{\frac{n}{\varepsilon}})$ complexity bound. When p = 1, we have $O((1+2\kappa)\sqrt{n}lognlog\frac{n}{\varepsilon})$ complexity which is so far the best known complexity for large-update methods.

A LARGE-UPDATE INTERIOR POINT ALGORITHM FOR $P_*(\kappa)$ LCP BASED ON A NEW KERNEL FUNCTION

  • Cho, You-Young;Cho, Gyeong-Mi
    • East Asian mathematical journal
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    • v.26 no.1
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    • pp.9-23
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    • 2010
  • In this paper we generalize large-update primal-dual interior point methods for linear optimization problems in [2] to the $P_*(\kappa)$ linear complementarity problems based on a new kernel function which includes the kernel function in [2] as a special case. The kernel function is neither self-regular nor eligible. Furthermore, we improve the complexity result in [2] from $O(\sqrt[]{n}(\log\;n)^2\;\log\;\frac{n{\mu}o}{\epsilon})$ to $O\sqrt[]{n}(\log\;n)\log(\log\;n)\log\;\frac{m{\mu}o}{\epsilon}$.