Based on exact penalty function, a new neural network for solving the L1-norm optimization problem is proposed. In comparison with Kennedy and Chua’s network(1988), it has better properties.Based on Bandler’s fault ...Based on exact penalty function, a new neural network for solving the L1-norm optimization problem is proposed. In comparison with Kennedy and Chua’s network(1988), it has better properties.Based on Bandler’s fault location method(1982), a new nonlinearly constrained L1-norm problem is developed. It can be solved with less computing time through only one optimization processing. The proposed neural network can be used to solve the analog diagnosis L1 problem. The validity of the proposed neural networks and the fault location L1 method are illustrated by extensive computer simulations.展开更多
In this paper, a new trust region algorithm for unconstrained LC1 optimization problems is given. Compare with those existing trust regiion methods, this algorithm has a different feature: it obtains a stepsize at eac...In this paper, a new trust region algorithm for unconstrained LC1 optimization problems is given. Compare with those existing trust regiion methods, this algorithm has a different feature: it obtains a stepsize at each iteration not by soloving a quadratic subproblem with a trust region bound, but by solving a system of linear equations. Thus it reduces computational complexity and improves computation efficiency. It is proven that this algorithm is globally convergent and locally superlinear under some conditions.展开更多
This paper present a simulation study of an evolutionary algorithms, Particle Swarm Optimization PSO algorithm to optimize likelihood function of ARMA（1, 1） model, where maximizing likelihood function is equivalent ...This paper present a simulation study of an evolutionary algorithms, Particle Swarm Optimization PSO algorithm to optimize likelihood function of ARMA（1, 1） model, where maximizing likelihood function is equivalent to maximizing its logarithm, so the objective function ＇obj.fun＇ is maximizing log-likelihood function. Monte Carlo method adapted for implementing and designing the experiments of this simulation. This study including a comparison among three versions of PSO algorithm “Constriction coefficient CCPSO, Inertia weight IWPSO, and Fully Informed FIPSO”, the experiments designed by setting different values of model parameters al, bs sample size n, moreover the parameters of PSO algorithms. MSE used as test statistic to measure the efficiency PSO to estimate model. The results show the ability of PSO to estimate ARMA＇ s parameters, and the minimum values of MSE getting for COPSO.展开更多
In this paper we present a filter-trust-region algorithm for solving LC1 unconstrained optimization problems which uses the second Dini upper directional derivative. We establish the global convergence of the algorith...In this paper we present a filter-trust-region algorithm for solving LC1 unconstrained optimization problems which uses the second Dini upper directional derivative. We establish the global convergence of the algorithm under reasonable assumptions.展开更多
For geophysical inversion problems,deterministic inversion methods can easily fall into local optimal solutions,while stochastic optimization methods can theoretically converge to global optimal solutions.These proble...For geophysical inversion problems,deterministic inversion methods can easily fall into local optimal solutions,while stochastic optimization methods can theoretically converge to global optimal solutions.These problems have always been a concern for researchers.Among many stochastic optimization methods,particle swarm optimization(PSO)has been applied to solve geophysical inversion problems due to its simple principle and the fact that only a few parameters require adjustment.To overcome the nonuniqueness of inversion,model constraints can be added to PSO optimization.However,using fixed regularization parameters in PSO iteration is equivalent to keeping the default model constraint at a certain level,yielding an inversion result that is considerably affected by the model constraint.This study proposes a hybrid method that combines the regularized least squares method(RLSM)with the PSO method.The RLSM is used to improve the global optimal particle and accelerate convergence,while the adaptive regularization strategy is used to update the regularization parameters to avoid the influence of model constraints on the inversion results.Further,the inversion results of the RLSM and hybrid algorithm are compared and analyzed by considering the audio magnetotelluric synthesis and field data as examples.Experiments show that the proposed hybrid method is superior to the RLSM.Furthermore,compared with the standard PSO algorithm,the hybrid algorithm needs a broader model space but a smaller particle swarm and fewer iteration steps,thus reducing the prior conditions and the computational cost used in the inversion.展开更多
The mixed l1/H2 optimization problem for MIMO (multiple input-multiple output) discrete-time systems is considered. This problem is formulated as minimizing the l1-norm of a closed-loop transfer matrix while maintaini...The mixed l1/H2 optimization problem for MIMO (multiple input-multiple output) discrete-time systems is considered. This problem is formulated as minimizing the l1-norm of a closed-loop transfer matrix while maintaining the H2-norm of another closed-loop transfer matrix at prescribed level. The continuity property of the optimal value in respect to changes in the H2-norm constraint is studied. The existence of the optimal solutions of mixed l1/H2 problem is proved. Because the solution of the mixed l1/H2 problem is based on the scaled-Q method, it avoids the zero interpolation difficulties. The convergent upper and lower bounds can be obtained by solving a sequence of finite dimensional nonlinear programming for which many efficient numerical optimization algorithms exist.展开更多
压缩感知(compressed sensing,CS)是一种全新的信息采集与处理的理论框架,借助信号内在的稀疏性或可压缩性,可以从小规模的线性、非自适应的测量中通过求解非线性优化问题重构原信号.块稀疏信号是一种具有块结构的信号,即信号的非零元...压缩感知(compressed sensing,CS)是一种全新的信息采集与处理的理论框架,借助信号内在的稀疏性或可压缩性,可以从小规模的线性、非自适应的测量中通过求解非线性优化问题重构原信号.块稀疏信号是一种具有块结构的信号,即信号的非零元是成块出现的.受YIN Peng-hang,LOU Yi-fei,HE Qi等提出的l_1-2范数最小化方法的启发,将基于l_1-l_2范数的稀疏重构算法推广到块稀疏模型,证明了块稀疏模型下l_1-l_2范数的相关性质,建立了基于l_1-l_2范数的块稀疏信号精确重构的充分条件,并通过DCA(difference of convex functions algorithm)和ADMM(alternating direction method of multipliers)给出了求解块稀疏模型下l_1-l_2范数的迭代方法.数值实验表明,基于l_1-l_2范数的块稀疏重构算法比其他块稀疏重构算法具有更高的重构成功率.展开更多
For indoor location estimation based on received signal strength( RSS) in wireless local area networks( WLAN),in order to reduce the influence of noise on the positioning accuracy,a large number of RSS should be colle...For indoor location estimation based on received signal strength( RSS) in wireless local area networks( WLAN),in order to reduce the influence of noise on the positioning accuracy,a large number of RSS should be collected in offline phase. Therefore,collecting training data with positioning information is time consuming which becomes the bottleneck of WLAN indoor localization. In this paper,the traditional semisupervised learning method based on k-NN and ε-NN graph for reducing collection workload of offline phase are analyzed,and the result shows that the k-NN or ε-NN graph are sensitive to data noise,which limit the performance of semi-supervised learning WLAN indoor localization system. Aiming at the above problem,it proposes a l1-graph-algorithm-based semi-supervised learning( LG-SSL) indoor localization method in which the graph is built by l1-norm algorithm. In our system,it firstly labels the unlabeled data using LG-SSL and labeled data to build the Radio Map in offline training phase,and then uses LG-SSL to estimate user's location in online phase. Extensive experimental results show that,benefit from the robustness to noise and sparsity ofl1-graph,LG-SSL exhibits superior performance by effectively reducing the collection workload in offline phase and improving localization accuracy in online phase.展开更多
For a SlSO linear discrete-time system with a specified input signal, a novel method to realize optimal l1 regulation control is presented. Utilizing the technique of converting a polynomial equation to its correspond...For a SlSO linear discrete-time system with a specified input signal, a novel method to realize optimal l1 regulation control is presented. Utilizing the technique of converting a polynomial equation to its corresponding matrix equation, a linear programming problem to get an optimal l1 norm of the system output error map is developed which includes the first term and the last term of the map sequence in the objective function and the right vector of its constraint matrix equation, respectively. The adjustability for the width of the constraint matrix makes the trade-off between the order of the optimal regulator and the value of the minimum objective norm become possible, especially for achieving the optimal regulator with minimum order. By norm scaling rules for the constraint matrix equation, the optimal solution can be scaled directly or be obtained by solving a linear programming problem with l1 norm objective.展开更多
基金Supported by Doctoral Special Fund of State Education Commissionthe National Natural Science Foundation of China,Grant No.59477001 and No.59707002
文摘Based on exact penalty function, a new neural network for solving the L1-norm optimization problem is proposed. In comparison with Kennedy and Chua’s network(1988), it has better properties.Based on Bandler’s fault location method(1982), a new nonlinearly constrained L1-norm problem is developed. It can be solved with less computing time through only one optimization processing. The proposed neural network can be used to solve the analog diagnosis L1 problem. The validity of the proposed neural networks and the fault location L1 method are illustrated by extensive computer simulations.
文摘In this paper, a new trust region algorithm for unconstrained LC1 optimization problems is given. Compare with those existing trust regiion methods, this algorithm has a different feature: it obtains a stepsize at each iteration not by soloving a quadratic subproblem with a trust region bound, but by solving a system of linear equations. Thus it reduces computational complexity and improves computation efficiency. It is proven that this algorithm is globally convergent and locally superlinear under some conditions.
文摘This paper present a simulation study of an evolutionary algorithms, Particle Swarm Optimization PSO algorithm to optimize likelihood function of ARMA（1, 1） model, where maximizing likelihood function is equivalent to maximizing its logarithm, so the objective function ＇obj.fun＇ is maximizing log-likelihood function. Monte Carlo method adapted for implementing and designing the experiments of this simulation. This study including a comparison among three versions of PSO algorithm “Constriction coefficient CCPSO, Inertia weight IWPSO, and Fully Informed FIPSO”, the experiments designed by setting different values of model parameters al, bs sample size n, moreover the parameters of PSO algorithms. MSE used as test statistic to measure the efficiency PSO to estimate model. The results show the ability of PSO to estimate ARMA＇ s parameters, and the minimum values of MSE getting for COPSO.
基金Supported by CERG: CityU 101005 of the Government of Hong Kong SAR, Chinathe National Natural ScienceFoundation of China, the Specialized Research Fund of Doctoral Program of Higher Education of China (Grant No.20040319003)the Natural Science Fund of Jiangsu Province of China (Grant No. BK2006214)
文摘In this paper we present a filter-trust-region algorithm for solving LC1 unconstrained optimization problems which uses the second Dini upper directional derivative. We establish the global convergence of the algorithm under reasonable assumptions.
基金supported by the National Natural Science Foundation of China(NSFC)[grant number 41374133]
文摘For geophysical inversion problems,deterministic inversion methods can easily fall into local optimal solutions,while stochastic optimization methods can theoretically converge to global optimal solutions.These problems have always been a concern for researchers.Among many stochastic optimization methods,particle swarm optimization(PSO)has been applied to solve geophysical inversion problems due to its simple principle and the fact that only a few parameters require adjustment.To overcome the nonuniqueness of inversion,model constraints can be added to PSO optimization.However,using fixed regularization parameters in PSO iteration is equivalent to keeping the default model constraint at a certain level,yielding an inversion result that is considerably affected by the model constraint.This study proposes a hybrid method that combines the regularized least squares method(RLSM)with the PSO method.The RLSM is used to improve the global optimal particle and accelerate convergence,while the adaptive regularization strategy is used to update the regularization parameters to avoid the influence of model constraints on the inversion results.Further,the inversion results of the RLSM and hybrid algorithm are compared and analyzed by considering the audio magnetotelluric synthesis and field data as examples.Experiments show that the proposed hybrid method is superior to the RLSM.Furthermore,compared with the standard PSO algorithm,the hybrid algorithm needs a broader model space but a smaller particle swarm and fewer iteration steps,thus reducing the prior conditions and the computational cost used in the inversion.
基金This project was supported by the National Nature Science Foundation of China (60374009)Nature Science Foundation of Guangdong Province of China (990795).
文摘The mixed l1/H2 optimization problem for MIMO (multiple input-multiple output) discrete-time systems is considered. This problem is formulated as minimizing the l1-norm of a closed-loop transfer matrix while maintaining the H2-norm of another closed-loop transfer matrix at prescribed level. The continuity property of the optimal value in respect to changes in the H2-norm constraint is studied. The existence of the optimal solutions of mixed l1/H2 problem is proved. Because the solution of the mixed l1/H2 problem is based on the scaled-Q method, it avoids the zero interpolation difficulties. The convergent upper and lower bounds can be obtained by solving a sequence of finite dimensional nonlinear programming for which many efficient numerical optimization algorithms exist.
文摘压缩感知(compressed sensing,CS)是一种全新的信息采集与处理的理论框架,借助信号内在的稀疏性或可压缩性,可以从小规模的线性、非自适应的测量中通过求解非线性优化问题重构原信号.块稀疏信号是一种具有块结构的信号,即信号的非零元是成块出现的.受YIN Peng-hang,LOU Yi-fei,HE Qi等提出的l_1-2范数最小化方法的启发,将基于l_1-l_2范数的稀疏重构算法推广到块稀疏模型,证明了块稀疏模型下l_1-l_2范数的相关性质,建立了基于l_1-l_2范数的块稀疏信号精确重构的充分条件,并通过DCA(difference of convex functions algorithm)和ADMM(alternating direction method of multipliers)给出了求解块稀疏模型下l_1-l_2范数的迭代方法.数值实验表明,基于l_1-l_2范数的块稀疏重构算法比其他块稀疏重构算法具有更高的重构成功率.
基金Sponsored by the National Natural Science Foundation of China(Grant No.61101122)the National High Technology Research and Development Program of China(Grant No.2012AA120802)the National Science and Technology Major Project of the Ministry of Science and Technology of China(Grant No.2012ZX03004-003)
文摘For indoor location estimation based on received signal strength( RSS) in wireless local area networks( WLAN),in order to reduce the influence of noise on the positioning accuracy,a large number of RSS should be collected in offline phase. Therefore,collecting training data with positioning information is time consuming which becomes the bottleneck of WLAN indoor localization. In this paper,the traditional semisupervised learning method based on k-NN and ε-NN graph for reducing collection workload of offline phase are analyzed,and the result shows that the k-NN or ε-NN graph are sensitive to data noise,which limit the performance of semi-supervised learning WLAN indoor localization system. Aiming at the above problem,it proposes a l1-graph-algorithm-based semi-supervised learning( LG-SSL) indoor localization method in which the graph is built by l1-norm algorithm. In our system,it firstly labels the unlabeled data using LG-SSL and labeled data to build the Radio Map in offline training phase,and then uses LG-SSL to estimate user's location in online phase. Extensive experimental results show that,benefit from the robustness to noise and sparsity ofl1-graph,LG-SSL exhibits superior performance by effectively reducing the collection workload in offline phase and improving localization accuracy in online phase.
基金This work was supported by the National Science Foundation of China(No.60274036).
文摘For a SlSO linear discrete-time system with a specified input signal, a novel method to realize optimal l1 regulation control is presented. Utilizing the technique of converting a polynomial equation to its corresponding matrix equation, a linear programming problem to get an optimal l1 norm of the system output error map is developed which includes the first term and the last term of the map sequence in the objective function and the right vector of its constraint matrix equation, respectively. The adjustability for the width of the constraint matrix makes the trade-off between the order of the optimal regulator and the value of the minimum objective norm become possible, especially for achieving the optimal regulator with minimum order. By norm scaling rules for the constraint matrix equation, the optimal solution can be scaled directly or be obtained by solving a linear programming problem with l1 norm objective.
