A novel layered method was proposed to solve the problem of Web services composition.In this method,services composition problem was formally transformed into the optimal matching problem of every layer,then optimal m...A novel layered method was proposed to solve the problem of Web services composition.In this method,services composition problem was formally transformed into the optimal matching problem of every layer,then optimal matching problem was modeled based on the hypergraph theory,and solved by computing the minimal transversals of the hypergraph.Meanwhile,two optimization algorithms were designed to discard some useless states at the intermediary steps of the composition algorithm.The effectiveness of the composition method was tested by a set of experiments,in addition,an example regarding the travel services composition was also given.The experimental results show that this method not only can automatically generate composition tree whose leaf nodes correspond to services composition solutions,but also has better performance on execution time and solution quality by adopting two proposed optimization algorithms.展开更多
There are defects such as the low convergence rate and premature phenomenon on the performance of simple genetic algorithms (SGA) as the values of crossover probability (Pc) and mutation probability (Pro) are fi...There are defects such as the low convergence rate and premature phenomenon on the performance of simple genetic algorithms (SGA) as the values of crossover probability (Pc) and mutation probability (Pro) are fixed. To solve the problems, the fuzzy control method and the genetic algorithms were systematically integrated to create a kind of improved fuzzy adaptive genetic algorithm (FAGA) based on the auto-regulating fuzzy rules (ARFR-FAGA). By using the fuzzy control method, the values of Pc and Pm were adjusted according to the evolutional process, and the fuzzy rules were optimized by another genetic algorithm. Experimental results in solving the function optimization problems demonstrate that the convergence rate and solution quality of ARFR-FAGA exceed those of SGA, AGA and fuzzy adaptive genetic algorithm based on expertise (EFAGA) obviously in the global search.展开更多
The material distribution routing problem in the manufacturing system is a complex combinatorial optimization problem and its main task is to deliver materials to the working stations with low cost and high efficiency...The material distribution routing problem in the manufacturing system is a complex combinatorial optimization problem and its main task is to deliver materials to the working stations with low cost and high efficiency. A multi-objective model was presented for the material distribution routing problem in mixed manufacturing systems, and it was solved by a hybrid multi-objective evolutionary algorithm (HMOEA). The characteristics of the HMOEA are as follows: 1) A route pool is employed to preserve the best routes for the population initiation; 2) A specialized best?worst route crossover (BWRC) mode is designed to perform the crossover operators for selecting the best route from Chromosomes 1 to exchange with the worst one in Chromosomes 2, so that the better genes are inherited to the offspring; 3) A route swap mode is used to perform the mutation for improving the convergence speed and preserving the better gene; 4) Local heuristics search methods are applied in this algorithm. Computational study of a practical case shows that the proposed algorithm can decrease the total travel distance by 51.66%, enhance the average vehicle load rate by 37.85%, cut down 15 routes and reduce a deliver vehicle. The convergence speed of HMOEA is faster than that of famous NSGA-II.展开更多
Chemical process optimization can be described as large-scale nonlinear constrained minimization. The modified augmented Lagrange multiplier methods (MALMM) for large-scale nonlinear constrained minimization are studi...Chemical process optimization can be described as large-scale nonlinear constrained minimization. The modified augmented Lagrange multiplier methods (MALMM) for large-scale nonlinear constrained minimization are studied in this paper. The Lagrange function contains the penalty terms on equality and inequality constraints and the methods can be applied to solve a series of bound constrained sub-problems instead of a series of unconstrained sub-problems. The steps of the methods are examined in full detail. Numerical experiments are made for a variety of problems, from small to very large-scale, which show the stability and effectiveness of the methods in large-scale problems.展开更多
Refinery scheduling attracts increasing concerns in both academic and industrial communities in recent years.However, due to the complexity of refinery processes, little has been reported for success use in real world...Refinery scheduling attracts increasing concerns in both academic and industrial communities in recent years.However, due to the complexity of refinery processes, little has been reported for success use in real world refineries. In academic studies, refinery scheduling is usually treated as an integrated, large-scale optimization problem,though such complex optimization problems are extremely difficult to solve. In this paper, we proposed a way to exploit the prior knowledge existing in refineries, and developed a decision making system to guide the scheduling process. For a real world fuel oil oriented refinery, ten adjusting process scales are predetermined. A C4.5 decision tree works based on the finished oil demand plan to classify the corresponding category(i.e. adjusting scale). Then,a specific sub-scheduling problem with respect to the determined adjusting scale is solved. The proposed strategy is demonstrated with a scheduling case originated from a real world refinery.展开更多
Determination of the optimal model parameters for biochemical systems is a time consuming iterative process. In this study, a novel hybrid differential evolution (DE) algorithm based on the differential evolution te...Determination of the optimal model parameters for biochemical systems is a time consuming iterative process. In this study, a novel hybrid differential evolution (DE) algorithm based on the differential evolution technique and a local search strategy is developed for solving kinetic parameter estimation problems. By combining the merits of DE with Gauss-Newton method, the proposed hybrid approach employs a DE algorithm for identifying promising regions of the solution space followed by use of Gauss-Newton method to determine the optimum in the identified regions. Some well-known benchmark estimation problems are utilized to test the efficiency and the robustness of the proposed algorithm compared to other methods in literature. The comparison indicates that the present hybrid algorithm outperforms other estimation techniques in terms of the global searching ability and the con- vergence speed. Additionally, the estimation of kinetic model parameters for a feed batch fermentor is carried out to test the applicability of the proposed algorithm. The result suggests that the method can be used to estimate suitable values of model oarameters for a comolex mathematical model.展开更多
In response to many multi-attribute decision-making(MADM)problems involved in chemical processes such as controller tuning,which suffer human's subjective preferential nature in human–computer interactions,a nove...In response to many multi-attribute decision-making(MADM)problems involved in chemical processes such as controller tuning,which suffer human's subjective preferential nature in human–computer interactions,a novel affective computing and preferential evolutionary solution is proposed to adapt human–computer interaction mechanism.Based on the stimulating response mechanism,an improved affective computing model is introduced to quantify decision maker's preference in selections of interactive evolutionary computing.In addition,the mathematical relationship between affective space and decision maker's preferences is constructed.Subsequently,a human–computer interactive preferential evolutionary algorithm for MADM problems is proposed,which deals with attribute weights and optimal solutions based on preferential evolution metrics.To exemplify applications of the proposed methods,some test functions and,emphatically,controller tuning issues associated with a chemical process are investigated,giving satisfactory results.展开更多
The transmission ratio is the key parameters influence power performance and economic performance of electric vehicle (EV). As a class of heuristic algorithms, Dynamical Evolutionary Algorithm (DEA) is suitable to...The transmission ratio is the key parameters influence power performance and economic performance of electric vehicle (EV). As a class of heuristic algorithms, Dynamical Evolutionary Algorithm (DEA) is suitable to solve multi-objective optimization problems. This paper presents a new method to optimize the transmission ratio using DEA. The fuzzy constraints and objective function of transmission ratio are established for parameter optimization problem of electric bus transmission. DEA is used to solve the optimiza- tion problem. The transmission system is also designed based on the optimization result. Optimization and test results show that the dynamical evolutionary algorithm is an effective method to solve transmission parameter optimization problems.展开更多
In this paper, we report in-depth analysis and research on the optimizing computer network structure based on genetic algorithm and modified convex optimization theory. Machine learning method has been widely used in ...In this paper, we report in-depth analysis and research on the optimizing computer network structure based on genetic algorithm and modified convex optimization theory. Machine learning method has been widely used in the background and one of its core problems is to solve the optimization problem. Unlike traditional batch algorithm, stochastic gradient descent algorithm in each iteration calculation, the optimization of a single sample point only losses could greatly reduce the memory overhead. The experiment illustrates the feasibility of our proposed approach.展开更多
The generation expansion planning is one of complex mixed-integer optimization problems, which involves a large number of continuous or discrete decision variables and constraints. In this paper, an interior point wit...The generation expansion planning is one of complex mixed-integer optimization problems, which involves a large number of continuous or discrete decision variables and constraints. In this paper, an interior point with cutting plane (IP/CP) method is proposed to solve the mixed-integer optimization problem of the electrical power generation expansion planning. The IP/CP method could improve the overall efficiency of the solution and reduce the computational time. Proposed method is combined with the Bender's decomposition technique in order to decompose the generation expansion problem into a master investment problem and a slave operational problem. The numerical example is presented to compare with the effectiveness of the proposed algorithm.展开更多
In this paper, a new 7×7 matrix spectral problem, which is associated with the super AKNS equation isconstructed.With the use of the binary nonlinearization method, a new integrable decomposition of the super AKN...In this paper, a new 7×7 matrix spectral problem, which is associated with the super AKNS equation isconstructed.With the use of the binary nonlinearization method, a new integrable decomposition of the super AKNSequation is presented.展开更多
Singular value system is applied to construct a new class of improved regularizing methods for solving the first kind of Fredholm integral equations with noisy data. By a priori choosing regularizing parameters, optim...Singular value system is applied to construct a new class of improved regularizing methods for solving the first kind of Fredholm integral equations with noisy data. By a priori choosing regularizing parameters, optimal convergence order of the regularized solution is obtained. And with aids of MATLAB software, numerical results are presented which roughly coincide with the theoretical analysis.展开更多
Recently, the 1-bit compressive sensing (1-bit CS) has been studied in the field of sparse signal recovery. Since the amplitude information of sparse signals in 1-bit CS is not available, it is often the support or ...Recently, the 1-bit compressive sensing (1-bit CS) has been studied in the field of sparse signal recovery. Since the amplitude information of sparse signals in 1-bit CS is not available, it is often the support or the sign of a signal that can be exactly recovered with a decoding method. We first show that a necessary assumption (that has been overlooked in the literature) should be made for some existing theories and discussions for 1-bit CS. Without such an assumption, the found solution by some existing decoding algorithms might be inconsistent with 1-bit measurements. This motivates us to pursue a new direction to develop uniform and nonuniform recovery theories for 1-bit CS with a new decoding method which always generates a solution consistent with 1-bit measurements. We focus on an extreme case of 1-bit CS, in which the measurements capture only the sign of the product of a sensing matrix and a signal. We show that the 1-bit CS model can be reformulated equivalently as an t0-minimization problem with linear constraints. This reformulation naturally leads to a new linear-program-based decoding method, referred to as the 1-bit basis pursuit, which is remarkably different from existing formulations. It turns out that the uniqueness condition for the solution of the 1-bit basis pursuit yields the so-called restricted range space property (RRSP) of the transposed sensing matrix. This concept provides a basis to develop sign recovery conditions for sparse signals through 1-bit measurements. We prove that if the sign of a sparse signal can be exactly recovered from 1-bit measurements with 1-bit basis pursuit, then the sensing matrix must admit a certain RRSP, and that if the sensing matrix admits a slightly enhanced RRSP, then the sign of a k-sparse signal can be exactly recovered with 1-bit basis pursuit.展开更多
Bayesian model averaging(BMA) is a recently proposed statistical method for calibrating forecast ensembles from numerical weather models.However,successful implementation of BMA requires accurate estimates of the weig...Bayesian model averaging(BMA) is a recently proposed statistical method for calibrating forecast ensembles from numerical weather models.However,successful implementation of BMA requires accurate estimates of the weights and variances of the individual competing models in the ensemble.Two methods,namely the Expectation-Maximization(EM) and the Markov Chain Monte Carlo(MCMC) algorithms,are widely used for BMA model training.Both methods have their own respective strengths and weaknesses.In this paper,we first modify the BMA log-likelihood function with the aim of removing the addi-tional limitation that requires that the BMA weights add to one,and then use a limited memory quasi-Newtonian algorithm for solving the nonlinear optimization problem,thereby formulating a new approach for BMA(referred to as BMA-BFGS).Several groups of multi-model soil moisture simulation experiments from three land surface models show that the performance of BMA-BFGS is similar to the MCMC method in terms of simulation accuracy,and that both are superior to the EM algo-rithm.On the other hand,the computational cost of the BMA-BFGS algorithm is substantially less than for MCMC and is al-most equivalent to that for EM.展开更多
The linear conjugate gradient method is an optimal method for convex quadratic minimization due to the Krylov subspace minimization property. The proposition of limited-memory BFGS method and Barzilai-Borwein gradient...The linear conjugate gradient method is an optimal method for convex quadratic minimization due to the Krylov subspace minimization property. The proposition of limited-memory BFGS method and Barzilai-Borwein gradient method, however, heavily restricted the use of conjugate gradient method for largescale nonlinear optimization. This is, to the great extent, due to the requirement of a relatively exact line search at each iteration and the loss of conjugacy property of the search directions in various occasions. On the contrary, the limited-memory BFGS method and the Barzilai-Bowein gradient method share the so-called asymptotical one stepsize per line-search property, namely, the trial stepsize in the method will asymptotically be accepted by the line search when the iteration is close to the solution. This paper will focus on the analysis of the subspace minimization conjugate gradient method by Yuan and Stoer(1995). Specifically, if choosing the parameter in the method by combining the Barzilai-Borwein idea, we will be able to provide some efficient Barzilai-Borwein conjugate gradient(BBCG) methods. The initial numerical experiments show that one of the variants, BBCG3, is specially efficient among many others without line searches. This variant of the BBCG method might enjoy the asymptotical one stepsize per line-search property and become a strong candidate for large-scale nonlinear optimization.展开更多
For ill-posed bilevel programming problem,the optimistic solution is always the best decision for the upper level but it is not always the best choice for both levels if the authors consider the model's satisfacto...For ill-posed bilevel programming problem,the optimistic solution is always the best decision for the upper level but it is not always the best choice for both levels if the authors consider the model's satisfactory degree in application.To acquire a more satisfying solution than the optimistic one to realize the two levels' most profits,this paper considers both levels' satisfactory degree and constructs a minimization problem of the two objective functions by weighted summation.Then,using the duality gap of the lower level as the penalty function,the authors transfer these two levels problem to a single one and propose a corresponding algorithm.Finally,the authors give an example to show a more satisfying solution than the optimistic solution can be achieved by this algorithm.展开更多
In this article, a new descent memory gradient method without restarts is proposed for solving large scale unconstrained optimization problems. The method has the following attractive properties: 1) The search direc...In this article, a new descent memory gradient method without restarts is proposed for solving large scale unconstrained optimization problems. The method has the following attractive properties: 1) The search direction is always a sufficiently descent direction at every iteration without the line search used; 2) The search direction always satisfies the angle property, which is independent of the convexity of the objective function. Under mild conditions, the authors prove that the proposed method has global convergence, and its convergence rate is also investigated. The numerical results show that the new descent memory method is efficient for the given test problems.展开更多
We propose an alternating direction method of multipliers(ADMM)for solving the state constrained optimization problems governed by elliptic equations.The unconstrained as well as box-constrained cases of the Dirichlet...We propose an alternating direction method of multipliers(ADMM)for solving the state constrained optimization problems governed by elliptic equations.The unconstrained as well as box-constrained cases of the Dirichlet boundary control,Robin boundary control,and right-hand side control problems are considered here.These continuous optimization problems are transformed into discrete optimization problems by the finite element method discretization,then are solved by ADMM.The ADMM is an efficient first order algorithm with global convergence,which combines the decomposability of dual ascent with the superior convergence properties of the method of multipliers.We shall present exhaustive convergence analysis of ADMM for these different type optimization problems.The numerical experiments are performed to verify the efficiency of the method.展开更多
The problem for determining the exchange rate function of 2D CCPF model by measurements on the partial boundary is considered and solved as one PDE-constraint optimization problem. The optimal variant is the minimum o...The problem for determining the exchange rate function of 2D CCPF model by measurements on the partial boundary is considered and solved as one PDE-constraint optimization problem. The optimal variant is the minimum of a cost functional that quantifies the difference between the measurements and the exact solutions. Gradientbased algorithm is used to solve this optimization problem. At each step, the derivative of the cost functional with respect to the exchange rate function is calculated and only one forward solution and one adjoint solution are needed. One method based on the adjoint equation is developed and implemented. Numerical examples show the efficiency of the adjoint method.展开更多
基金Project(2010CB328101) supported by the National Basic Research Program of ChinaProject(2009AA01Z401) supported by the National High Technology Research and Development Program of China+4 种基金Projects(60803032,90818023) supported by the National Natural Science Foundation of ChinaProjects(09510701300,09JC1414200,09DZ1120403) supported by the Shanghai Science and Technology Commission,China"Shu Guang" Project(10SG23) supported by Shanghai Municipal Education Commission and Shanghai Education Development Foundation,ChinaProject(09QA1405800) supported by Shanghai Science and Technology Commission Rising-Star Program,ChinaProject(NCET-10-0598) supported by Program for New Century Excellent Talents in Chinese University
文摘A novel layered method was proposed to solve the problem of Web services composition.In this method,services composition problem was formally transformed into the optimal matching problem of every layer,then optimal matching problem was modeled based on the hypergraph theory,and solved by computing the minimal transversals of the hypergraph.Meanwhile,two optimization algorithms were designed to discard some useless states at the intermediary steps of the composition algorithm.The effectiveness of the composition method was tested by a set of experiments,in addition,an example regarding the travel services composition was also given.The experimental results show that this method not only can automatically generate composition tree whose leaf nodes correspond to services composition solutions,but also has better performance on execution time and solution quality by adopting two proposed optimization algorithms.
基金Project(60574030) supported by the National Natural Science Foundation of ChinaKey Project(60634020) supported by the National Natural Science Foundation of China
文摘There are defects such as the low convergence rate and premature phenomenon on the performance of simple genetic algorithms (SGA) as the values of crossover probability (Pc) and mutation probability (Pro) are fixed. To solve the problems, the fuzzy control method and the genetic algorithms were systematically integrated to create a kind of improved fuzzy adaptive genetic algorithm (FAGA) based on the auto-regulating fuzzy rules (ARFR-FAGA). By using the fuzzy control method, the values of Pc and Pm were adjusted according to the evolutional process, and the fuzzy rules were optimized by another genetic algorithm. Experimental results in solving the function optimization problems demonstrate that the convergence rate and solution quality of ARFR-FAGA exceed those of SGA, AGA and fuzzy adaptive genetic algorithm based on expertise (EFAGA) obviously in the global search.
基金Project(50775089)supported by the National Natural Science Foundation of ChinaProject(2007AA04Z190,2009AA043301)supported by the National High Technology Research and Development Program of ChinaProject(2005CB724100)supported by the National Basic Research Program of China
文摘The material distribution routing problem in the manufacturing system is a complex combinatorial optimization problem and its main task is to deliver materials to the working stations with low cost and high efficiency. A multi-objective model was presented for the material distribution routing problem in mixed manufacturing systems, and it was solved by a hybrid multi-objective evolutionary algorithm (HMOEA). The characteristics of the HMOEA are as follows: 1) A route pool is employed to preserve the best routes for the population initiation; 2) A specialized best?worst route crossover (BWRC) mode is designed to perform the crossover operators for selecting the best route from Chromosomes 1 to exchange with the worst one in Chromosomes 2, so that the better genes are inherited to the offspring; 3) A route swap mode is used to perform the mutation for improving the convergence speed and preserving the better gene; 4) Local heuristics search methods are applied in this algorithm. Computational study of a practical case shows that the proposed algorithm can decrease the total travel distance by 51.66%, enhance the average vehicle load rate by 37.85%, cut down 15 routes and reduce a deliver vehicle. The convergence speed of HMOEA is faster than that of famous NSGA-II.
文摘Chemical process optimization can be described as large-scale nonlinear constrained minimization. The modified augmented Lagrange multiplier methods (MALMM) for large-scale nonlinear constrained minimization are studied in this paper. The Lagrange function contains the penalty terms on equality and inequality constraints and the methods can be applied to solve a series of bound constrained sub-problems instead of a series of unconstrained sub-problems. The steps of the methods are examined in full detail. Numerical experiments are made for a variety of problems, from small to very large-scale, which show the stability and effectiveness of the methods in large-scale problems.
基金Supported by the National Natural Science Foundation of China(21706282,21276137,61273039,61673236)Science Foundation of China University of Petroleum,Beijing(No.2462017YJRC028)the National High-tech 863 Program of China(2013AA 040702)
文摘Refinery scheduling attracts increasing concerns in both academic and industrial communities in recent years.However, due to the complexity of refinery processes, little has been reported for success use in real world refineries. In academic studies, refinery scheduling is usually treated as an integrated, large-scale optimization problem,though such complex optimization problems are extremely difficult to solve. In this paper, we proposed a way to exploit the prior knowledge existing in refineries, and developed a decision making system to guide the scheduling process. For a real world fuel oil oriented refinery, ten adjusting process scales are predetermined. A C4.5 decision tree works based on the finished oil demand plan to classify the corresponding category(i.e. adjusting scale). Then,a specific sub-scheduling problem with respect to the determined adjusting scale is solved. The proposed strategy is demonstrated with a scheduling case originated from a real world refinery.
基金Supported by the National Natural Science Foundation of China (60804027, 61064003) and Fuzhou University Research Foundation (FZU-02335, 600338 and 600567).
文摘Determination of the optimal model parameters for biochemical systems is a time consuming iterative process. In this study, a novel hybrid differential evolution (DE) algorithm based on the differential evolution technique and a local search strategy is developed for solving kinetic parameter estimation problems. By combining the merits of DE with Gauss-Newton method, the proposed hybrid approach employs a DE algorithm for identifying promising regions of the solution space followed by use of Gauss-Newton method to determine the optimum in the identified regions. Some well-known benchmark estimation problems are utilized to test the efficiency and the robustness of the proposed algorithm compared to other methods in literature. The comparison indicates that the present hybrid algorithm outperforms other estimation techniques in terms of the global searching ability and the con- vergence speed. Additionally, the estimation of kinetic model parameters for a feed batch fermentor is carried out to test the applicability of the proposed algorithm. The result suggests that the method can be used to estimate suitable values of model oarameters for a comolex mathematical model.
基金Supported by the Fundamental Research Funds for the Central Universities(ZY1347and YS1404)
文摘In response to many multi-attribute decision-making(MADM)problems involved in chemical processes such as controller tuning,which suffer human's subjective preferential nature in human–computer interactions,a novel affective computing and preferential evolutionary solution is proposed to adapt human–computer interaction mechanism.Based on the stimulating response mechanism,an improved affective computing model is introduced to quantify decision maker's preference in selections of interactive evolutionary computing.In addition,the mathematical relationship between affective space and decision maker's preferences is constructed.Subsequently,a human–computer interactive preferential evolutionary algorithm for MADM problems is proposed,which deals with attribute weights and optimal solutions based on preferential evolution metrics.To exemplify applications of the proposed methods,some test functions and,emphatically,controller tuning issues associated with a chemical process are investigated,giving satisfactory results.
文摘The transmission ratio is the key parameters influence power performance and economic performance of electric vehicle (EV). As a class of heuristic algorithms, Dynamical Evolutionary Algorithm (DEA) is suitable to solve multi-objective optimization problems. This paper presents a new method to optimize the transmission ratio using DEA. The fuzzy constraints and objective function of transmission ratio are established for parameter optimization problem of electric bus transmission. DEA is used to solve the optimiza- tion problem. The transmission system is also designed based on the optimization result. Optimization and test results show that the dynamical evolutionary algorithm is an effective method to solve transmission parameter optimization problems.
文摘In this paper, we report in-depth analysis and research on the optimizing computer network structure based on genetic algorithm and modified convex optimization theory. Machine learning method has been widely used in the background and one of its core problems is to solve the optimization problem. Unlike traditional batch algorithm, stochastic gradient descent algorithm in each iteration calculation, the optimization of a single sample point only losses could greatly reduce the memory overhead. The experiment illustrates the feasibility of our proposed approach.
文摘The generation expansion planning is one of complex mixed-integer optimization problems, which involves a large number of continuous or discrete decision variables and constraints. In this paper, an interior point with cutting plane (IP/CP) method is proposed to solve the mixed-integer optimization problem of the electrical power generation expansion planning. The IP/CP method could improve the overall efficiency of the solution and reduce the computational time. Proposed method is combined with the Bender's decomposition technique in order to decompose the generation expansion problem into a master investment problem and a slave operational problem. The numerical example is presented to compare with the effectiveness of the proposed algorithm.
基金Supported by the National Natural Science Foundation of China under Grant No.10926036the Education Department of Zhejiang Province under Grant No.Y200906909the Zhejiang Provincial Natural Science Foundation of China under Grant No.Y6090172
文摘In this paper, a new 7×7 matrix spectral problem, which is associated with the super AKNS equation isconstructed.With the use of the binary nonlinearization method, a new integrable decomposition of the super AKNSequation is presented.
基金Natural Science Foundation of Shandong Province (Y2001E03)
文摘Singular value system is applied to construct a new class of improved regularizing methods for solving the first kind of Fredholm integral equations with noisy data. By a priori choosing regularizing parameters, optimal convergence order of the regularized solution is obtained. And with aids of MATLAB software, numerical results are presented which roughly coincide with the theoretical analysis.
基金supported by the Engineering and Physical Sciences Research Council of UK (Grant No. #EP/K00946X/1)
文摘Recently, the 1-bit compressive sensing (1-bit CS) has been studied in the field of sparse signal recovery. Since the amplitude information of sparse signals in 1-bit CS is not available, it is often the support or the sign of a signal that can be exactly recovered with a decoding method. We first show that a necessary assumption (that has been overlooked in the literature) should be made for some existing theories and discussions for 1-bit CS. Without such an assumption, the found solution by some existing decoding algorithms might be inconsistent with 1-bit measurements. This motivates us to pursue a new direction to develop uniform and nonuniform recovery theories for 1-bit CS with a new decoding method which always generates a solution consistent with 1-bit measurements. We focus on an extreme case of 1-bit CS, in which the measurements capture only the sign of the product of a sensing matrix and a signal. We show that the 1-bit CS model can be reformulated equivalently as an t0-minimization problem with linear constraints. This reformulation naturally leads to a new linear-program-based decoding method, referred to as the 1-bit basis pursuit, which is remarkably different from existing formulations. It turns out that the uniqueness condition for the solution of the 1-bit basis pursuit yields the so-called restricted range space property (RRSP) of the transposed sensing matrix. This concept provides a basis to develop sign recovery conditions for sparse signals through 1-bit measurements. We prove that if the sign of a sparse signal can be exactly recovered from 1-bit measurements with 1-bit basis pursuit, then the sensing matrix must admit a certain RRSP, and that if the sensing matrix admits a slightly enhanced RRSP, then the sign of a k-sparse signal can be exactly recovered with 1-bit basis pursuit.
基金supported by National Basic Research Program of China (Grant No. 2010CB428403)National Natural Science Foundation of China (Grant No.41075076)Knowledge Innovation Program of the Chinese Academy of Sciences (Grant No.KZCX2-EW-QN207)
文摘Bayesian model averaging(BMA) is a recently proposed statistical method for calibrating forecast ensembles from numerical weather models.However,successful implementation of BMA requires accurate estimates of the weights and variances of the individual competing models in the ensemble.Two methods,namely the Expectation-Maximization(EM) and the Markov Chain Monte Carlo(MCMC) algorithms,are widely used for BMA model training.Both methods have their own respective strengths and weaknesses.In this paper,we first modify the BMA log-likelihood function with the aim of removing the addi-tional limitation that requires that the BMA weights add to one,and then use a limited memory quasi-Newtonian algorithm for solving the nonlinear optimization problem,thereby formulating a new approach for BMA(referred to as BMA-BFGS).Several groups of multi-model soil moisture simulation experiments from three land surface models show that the performance of BMA-BFGS is similar to the MCMC method in terms of simulation accuracy,and that both are superior to the EM algo-rithm.On the other hand,the computational cost of the BMA-BFGS algorithm is substantially less than for MCMC and is al-most equivalent to that for EM.
基金supported by National Natural Science Foundation of China (Grant Nos. 81173633, 11401038 and 11331012)the Chinese Academy of Sciences Grant (Grant No. kjcx-yw-s7-03)+2 种基金National Natural Science Foundation of China for Distinguished Young Scientists (Grant No. 11125107)the Key Project of Chinese National Programs for Fundamental Research and Development (Grant No. 2015CB856000)the Fundamental Research Funds for the Central Universities (Grant No. 2014RC0904)
文摘The linear conjugate gradient method is an optimal method for convex quadratic minimization due to the Krylov subspace minimization property. The proposition of limited-memory BFGS method and Barzilai-Borwein gradient method, however, heavily restricted the use of conjugate gradient method for largescale nonlinear optimization. This is, to the great extent, due to the requirement of a relatively exact line search at each iteration and the loss of conjugacy property of the search directions in various occasions. On the contrary, the limited-memory BFGS method and the Barzilai-Bowein gradient method share the so-called asymptotical one stepsize per line-search property, namely, the trial stepsize in the method will asymptotically be accepted by the line search when the iteration is close to the solution. This paper will focus on the analysis of the subspace minimization conjugate gradient method by Yuan and Stoer(1995). Specifically, if choosing the parameter in the method by combining the Barzilai-Borwein idea, we will be able to provide some efficient Barzilai-Borwein conjugate gradient(BBCG) methods. The initial numerical experiments show that one of the variants, BBCG3, is specially efficient among many others without line searches. This variant of the BBCG method might enjoy the asymptotical one stepsize per line-search property and become a strong candidate for large-scale nonlinear optimization.
基金supported by the National Science Foundation of China under Grant No.71171150the National Natural Science Foundation of ChinaTian Yuan Foundation under Grant No.11226226
文摘For ill-posed bilevel programming problem,the optimistic solution is always the best decision for the upper level but it is not always the best choice for both levels if the authors consider the model's satisfactory degree in application.To acquire a more satisfying solution than the optimistic one to realize the two levels' most profits,this paper considers both levels' satisfactory degree and constructs a minimization problem of the two objective functions by weighted summation.Then,using the duality gap of the lower level as the penalty function,the authors transfer these two levels problem to a single one and propose a corresponding algorithm.Finally,the authors give an example to show a more satisfying solution than the optimistic solution can be achieved by this algorithm.
基金supported by the National Science Foundation of China under Grant No.70971076the Foundation of Shandong Provincial Education Department under Grant No.J10LA59
文摘In this article, a new descent memory gradient method without restarts is proposed for solving large scale unconstrained optimization problems. The method has the following attractive properties: 1) The search direction is always a sufficiently descent direction at every iteration without the line search used; 2) The search direction always satisfies the angle property, which is independent of the convexity of the objective function. Under mild conditions, the authors prove that the proposed method has global convergence, and its convergence rate is also investigated. The numerical results show that the new descent memory method is efficient for the given test problems.
基金supported by National Natural Science Foundation of China (Grant No. 11471141)the Basic Research of the Science and Technology Development Program of Jilin Province (Grant No. 20150101058JC)
文摘We propose an alternating direction method of multipliers(ADMM)for solving the state constrained optimization problems governed by elliptic equations.The unconstrained as well as box-constrained cases of the Dirichlet boundary control,Robin boundary control,and right-hand side control problems are considered here.These continuous optimization problems are transformed into discrete optimization problems by the finite element method discretization,then are solved by ADMM.The ADMM is an efficient first order algorithm with global convergence,which combines the decomposability of dual ascent with the superior convergence properties of the method of multipliers.We shall present exhaustive convergence analysis of ADMM for these different type optimization problems.The numerical experiments are performed to verify the efficiency of the method.
基金supported by the Key Project National Science Foundation of China(No.91130004)the Natural Science Foundation of China(Nos.11171077,11331004)the National Talents Training Base for Basic Research and Teaching of Natural Science of China(No.J1103105)
文摘The problem for determining the exchange rate function of 2D CCPF model by measurements on the partial boundary is considered and solved as one PDE-constraint optimization problem. The optimal variant is the minimum of a cost functional that quantifies the difference between the measurements and the exact solutions. Gradientbased algorithm is used to solve this optimization problem. At each step, the derivative of the cost functional with respect to the exchange rate function is calculated and only one forward solution and one adjoint solution are needed. One method based on the adjoint equation is developed and implemented. Numerical examples show the efficiency of the adjoint method.