A Regularized Active-Set method For Sparse Convex Quadratic Programming

A Regularized Active-Set method For Sparse Convex Quadratic Programming PDF Author:
Publisher: Stanford University
ISBN:
Category :
Languages : en
Pages : 128

Book Description


Multiphysics Phase-Field Fracture

Multiphysics Phase-Field Fracture PDF Author: Thomas Wick
Publisher: Walter de Gruyter GmbH & Co KG
ISBN: 3110497395
Category : Mathematics
Languages : en
Pages : 358

Book Description
This monograph is centered on mathematical modeling, innovative numerical algorithms and adaptive concepts to deal with fracture phenomena in multiphysics. State-of-the-art phase-field fracture models are complemented with prototype explanations and rigorous numerical analysis. These developments are embedded into a carefully designed balance between scientific computing aspects and numerical modeling of nonstationary coupled variational inequality systems. Therein, a focus is on nonlinear solvers, goal-oriented error estimation, predictor-corrector adaptivity, and interface conditions. Engineering applications show the potential for tackling practical problems within the fields of solid mechanics, porous media, and fluidstructure interaction.

Mixed Integer Nonlinear Programming

Mixed Integer Nonlinear Programming PDF Author: Jon Lee
Publisher: Springer Science & Business Media
ISBN: 1461419271
Category : Mathematics
Languages : en
Pages : 687

Book Description
Many engineering, operations, and scientific applications include a mixture of discrete and continuous decision variables and nonlinear relationships involving the decision variables that have a pronounced effect on the set of feasible and optimal solutions. Mixed-integer nonlinear programming (MINLP) problems combine the numerical difficulties of handling nonlinear functions with the challenge of optimizing in the context of nonconvex functions and discrete variables. MINLP is one of the most flexible modeling paradigms available for optimization; but because its scope is so broad, in the most general cases it is hopelessly intractable. Nonetheless, an expanding body of researchers and practitioners — including chemical engineers, operations researchers, industrial engineers, mechanical engineers, economists, statisticians, computer scientists, operations managers, and mathematical programmers — are interested in solving large-scale MINLP instances.

Distributed Optimization and Statistical Learning Via the Alternating Direction Method of Multipliers

Distributed Optimization and Statistical Learning Via the Alternating Direction Method of Multipliers PDF Author: Stephen Boyd
Publisher: Now Publishers Inc
ISBN: 160198460X
Category : Computers
Languages : en
Pages : 138

Book Description
Surveys the theory and history of the alternating direction method of multipliers, and discusses its applications to a wide variety of statistical and machine learning problems of recent interest, including the lasso, sparse logistic regression, basis pursuit, covariance selection, support vector machines, and many others.

Numerical Optimization

Numerical Optimization PDF Author: Jorge Nocedal
Publisher: Springer Science & Business Media
ISBN: 0387400656
Category : Mathematics
Languages : en
Pages : 686

Book Description
Optimization is an important tool used in decision science and for the analysis of physical systems used in engineering. One can trace its roots to the Calculus of Variations and the work of Euler and Lagrange. This natural and reasonable approach to mathematical programming covers numerical methods for finite-dimensional optimization problems. It begins with very simple ideas progressing through more complicated concepts, concentrating on methods for both unconstrained and constrained optimization.

Learning with Submodular Functions

Learning with Submodular Functions PDF Author: Francis Bach
Publisher:
ISBN: 9781601987570
Category : Convex functions
Languages : en
Pages : 228

Book Description
Submodular functions are relevant to machine learning for at least two reasons: (1) some problems may be expressed directly as the optimization of submodular functions and (2) the Lovász extension of submodular functions provides a useful set of regularization functions for supervised and unsupervised learning. In this monograph, we present the theory of submodular functions from a convex analysis perspective, presenting tight links between certain polyhedra, combinatorial optimization and convex optimization problems. In particular, we show how submodular function minimization is equivalent to solving a wide variety of convex optimization problems. This allows the derivation of new efficient algorithms for approximate and exact submodular function minimization with theoretical guarantees and good practical performance. By listing many examples of submodular functions, we review various applications to machine learning, such as clustering, experimental design, sensor placement, graphical model structure learning or subset selection, as well as a family of structured sparsity-inducing norms that can be derived and used from submodular functions.

Optimization with Sparsity-Inducing Penalties

Optimization with Sparsity-Inducing Penalties PDF Author: Francis Bach
Publisher:
ISBN: 9781601985101
Category : Computers
Languages : en
Pages : 124

Book Description
Sparse estimation methods are aimed at using or obtaining parsimonious representations of data or models. They were first dedicated to linear variable selection but numerous extensions have now emerged such as structured sparsity or kernel selection. It turns out that many of the related estimation problems can be cast as convex optimization problems by regularizing the empirical risk with appropriate nonsmooth norms. Optimization with Sparsity-Inducing Penalties presents optimization tools and techniques dedicated to such sparsity-inducing penalties from a general perspective. It covers proximal methods, block-coordinate descent, reweighted ?2-penalized techniques, working-set and homotopy methods, as well as non-convex formulations and extensions, and provides an extensive set of experiments to compare various algorithms from a computational point of view. The presentation of Optimization with Sparsity-Inducing Penalties is essentially based on existing literature, but the process of constructing a general framework leads naturally to new results, connections and points of view. It is an ideal reference on the topic for anyone working in machine learning and related areas.

Signal Processing and Networking for Big Data Applications

Signal Processing and Networking for Big Data Applications PDF Author: Zhu Han
Publisher: Cambridge University Press
ISBN: 1108155944
Category : Technology & Engineering
Languages : en
Pages : 375

Book Description
This unique text helps make sense of big data in engineering applications using tools and techniques from signal processing. It presents fundamental signal processing theories and software implementations, reviews current research trends and challenges, and describes the techniques used for analysis, design and optimization. Readers will learn about key theoretical issues such as data modelling and representation, scalable and low-complexity information processing and optimization, tensor and sublinear algorithms, and deep learning and software architecture, and their application to a wide range of engineering scenarios. Applications discussed in detail include wireless networking, smart grid systems, and sensor networks and cloud computing. This is the ideal text for researchers and practising engineers wanting to solve practical problems involving large amounts of data, and for students looking to grasp the fundamentals of big data analytics.

Predictive Control for Linear and Hybrid Systems

Predictive Control for Linear and Hybrid Systems PDF Author: Francesco Borrelli
Publisher: Cambridge University Press
ISBN: 1107016886
Category : Mathematics
Languages : en
Pages : 447

Book Description
With a simple approach that includes real-time applications and algorithms, this book covers the theory of model predictive control (MPC).

The Solution Path of the Generalized Lasso

The Solution Path of the Generalized Lasso PDF Author: Ryan Joseph Tibshirani
Publisher: Stanford University
ISBN:
Category :
Languages : en
Pages : 95

Book Description
We present a path algorithm for the generalized lasso problem. This problem penalizes the l1 norm of a matrix D times the coefficient vector, and has a wide range of applications, dictated by the choice of D. Our algorithm is based on solving the dual of the generalized lasso, which facilitates computation and conceptual understanding of the path. For D=I (the usual lasso), we draw a connection between our approach and the well-known LARS algorithm. For an arbitrary D, we derive an unbiased estimate of the degrees of freedom of the generalized lasso fit. This estimate turns out to be quite intuitive in many applications.