The relay node with linear relaying transmits the linear combination of its past received signals.The optimization of two-hop relay channel with linear relaying is discussed in this paper.The capacity for the two-hop ...The relay node with linear relaying transmits the linear combination of its past received signals.The optimization of two-hop relay channel with linear relaying is discussed in this paper.The capacity for the two-hop Gaussian relay channel with linear relaying is derived,which can be formulated as an optimization problem over the relaying matrix and the covariance matrix of the signals transmitted at the source.It is proved that the solution to this optimization problem is equivalent to a "single-letter" optimization problem.We also show that the solution to this "single-letter" optimization problem has the same form as the expression of the rate achieved by Time-Sharing Amplify and Forward(TSAF).In order to solve this equivalent problem,we proposed an iterative algorithm.Simulation results show that if channel gain of one hop is relatively smaller,the achievable rate with TSAF is closer to the max-flow min-cut capacity bound,but at a lower complexity.展开更多
This paper proposes a nonmonotone line search filter method with reduced Hessian updating for solving nonlinear equality constrained optimization.In order to deal with large scale problems,a reduced Hessian matrix is ...This paper proposes a nonmonotone line search filter method with reduced Hessian updating for solving nonlinear equality constrained optimization.In order to deal with large scale problems,a reduced Hessian matrix is approximated by BFGS updates.The new method assures global convergence without using a merit function.By Lagrangian function in the filter and nonmonotone scheme,the authors prove that the method can overcome Maratos effect without using second order correction step so that the locally superlinear convergence is achieved.The primary numerical experiments are reported to show effectiveness of the proposed algorithm.展开更多
This paper studies a family of the local convergence of the improved secant methods for solving the nonlinear equality constrained optimization subject to bounds on variables. The Hessian of the Lagrangian is approxim...This paper studies a family of the local convergence of the improved secant methods for solving the nonlinear equality constrained optimization subject to bounds on variables. The Hessian of the Lagrangian is approximated using the DFP or the BFGS secant updates. The improved secant methods are used to generate a search direction. Combining with a suitable step size, each iterate switches to trial step of strict interior feasibility. When the Hessian is only positive definite in an affine null subspace, one shows that the algorithms generate the sequences converging q-linearly and two-step q-superlinearly. Yhrthermore, under some suitable assumptions, some sequences generated by the algorithms converge locally one-step q-superlinearly. Finally, some numerical results are presented to illustrate the effectiveness of the proposed algorithms.展开更多
Grapiglia et al.(2013) proved subspace properties for the Celis-Dennis-Tapia(CDT) problem. If a subspace with lower dimension is appropriately chosen to satisfy subspace properties, then one can solve the CDT problem ...Grapiglia et al.(2013) proved subspace properties for the Celis-Dennis-Tapia(CDT) problem. If a subspace with lower dimension is appropriately chosen to satisfy subspace properties, then one can solve the CDT problem in that subspace so that the computational cost can be reduced. We show how to find subspaces that satisfy subspace properties for the CDT problem, by using the eigendecomposition of the Hessian matrix of the objection function. The dimensions of the subspaces are investigated. We also apply the subspace technologies to the trust region subproblem and the quadratic optimization with two quadratic constraints.展开更多
We propose an algorithm that combines a pre-processing step applied to the a priori state vector prior to retrievals, with the modified damped Newton method (MDNM), to improve convergence. The initial constraint vec...We propose an algorithm that combines a pre-processing step applied to the a priori state vector prior to retrievals, with the modified damped Newton method (MDNM), to improve convergence. The initial constraint vector pre-processing step updates the initial state vector prior to the retrievals if the algorithm detects that the initial state vector is far from the true state vector in extreme cases where there are CO2 emissions. The MDNM uses the Levenberg-Marquardt parameter ~,, which ensures a positive Hessian matrix, and a scale factor a, which adjusts the step size to optimize the stability of the convergence. While the algorithm iteratively searches for an optimized solution using observed spectral radiances, MDNM adjusts parameters ), and a to achieve stable convergence. We present simulated retrieval samples to evaluate the performance of our algorithm and comparing it to existing methods. The standard deviation of our retrievals adding random noise was less than 3.8 ppmv. After pre-processing the initial estimate when it was far from the true value, the CO2 retrieval errors in the boundary layers were within 1.2 ppmv. We tested the MDNM algorithm's performance using GOSAT Llb data with cloud screening. Our preliminary validations comparing the results to TCCON FTS measurements showed that the average bias was less than 1.8 ppm and the correlation coefficient was approximately 0.88, which was larger than for the GOSAT L2 product.展开更多
基金supported by the National Natural Science Foundation of China under Grants No.60972045,No.61071089the Natural Science Foundation of Jiangsu Province under Grant No. BK2010077+4 种基金the Open Project of State Key Laboratory of Networking and Switching under Grant No.SKLNST-2009-1-12the Priority Academic Program Development of Jiangsu Provincethe University Postgraduate Research and Innovation Project in Jiangsu Province under Grant No.CXZZ11_0395the Fundamental Research Funds for the Central Universities under Grant No.2009B32114the Excellent Innovative Research Team of High Schools in Jiangsu Province under Grant No.TJ208029
文摘The relay node with linear relaying transmits the linear combination of its past received signals.The optimization of two-hop relay channel with linear relaying is discussed in this paper.The capacity for the two-hop Gaussian relay channel with linear relaying is derived,which can be formulated as an optimization problem over the relaying matrix and the covariance matrix of the signals transmitted at the source.It is proved that the solution to this optimization problem is equivalent to a "single-letter" optimization problem.We also show that the solution to this "single-letter" optimization problem has the same form as the expression of the rate achieved by Time-Sharing Amplify and Forward(TSAF).In order to solve this equivalent problem,we proposed an iterative algorithm.Simulation results show that if channel gain of one hop is relatively smaller,the achievable rate with TSAF is closer to the max-flow min-cut capacity bound,but at a lower complexity.
基金supported by the National Science Foundation of China under Grant No.10871130the Ph.D Foundation under Grant No.20093127110005+1 种基金the Shanghai Leading Academic Discipline Project under Grant No.S30405the Innovation Program of Shanghai Municipal Education Commission under Grant No.12YZ174
文摘This paper proposes a nonmonotone line search filter method with reduced Hessian updating for solving nonlinear equality constrained optimization.In order to deal with large scale problems,a reduced Hessian matrix is approximated by BFGS updates.The new method assures global convergence without using a merit function.By Lagrangian function in the filter and nonmonotone scheme,the authors prove that the method can overcome Maratos effect without using second order correction step so that the locally superlinear convergence is achieved.The primary numerical experiments are reported to show effectiveness of the proposed algorithm.
基金supported by the partial supports of the National Science Foundation under Grant No.10871130the Ph.D. Foundation under Grant No.20093127110005 of Chinese Education Ministry
文摘This paper studies a family of the local convergence of the improved secant methods for solving the nonlinear equality constrained optimization subject to bounds on variables. The Hessian of the Lagrangian is approximated using the DFP or the BFGS secant updates. The improved secant methods are used to generate a search direction. Combining with a suitable step size, each iterate switches to trial step of strict interior feasibility. When the Hessian is only positive definite in an affine null subspace, one shows that the algorithms generate the sequences converging q-linearly and two-step q-superlinearly. Yhrthermore, under some suitable assumptions, some sequences generated by the algorithms converge locally one-step q-superlinearly. Finally, some numerical results are presented to illustrate the effectiveness of the proposed algorithms.
基金supported by National Natural Science Foundation of China(Grant Nos.11171217 and 11571234)
文摘Grapiglia et al.(2013) proved subspace properties for the Celis-Dennis-Tapia(CDT) problem. If a subspace with lower dimension is appropriately chosen to satisfy subspace properties, then one can solve the CDT problem in that subspace so that the computational cost can be reduced. We show how to find subspaces that satisfy subspace properties for the CDT problem, by using the eigendecomposition of the Hessian matrix of the objection function. The dimensions of the subspaces are investigated. We also apply the subspace technologies to the trust region subproblem and the quadratic optimization with two quadratic constraints.
基金supported by the State Key Program of the National Natural Science Foundation of China (Grant No.41130528)the National Natural Science Foundation of China (Grant No.41401387)the Green Path Program of the Beijing Municipal Science and Technology Commission(Grant No.Z161100001116013)
文摘We propose an algorithm that combines a pre-processing step applied to the a priori state vector prior to retrievals, with the modified damped Newton method (MDNM), to improve convergence. The initial constraint vector pre-processing step updates the initial state vector prior to the retrievals if the algorithm detects that the initial state vector is far from the true state vector in extreme cases where there are CO2 emissions. The MDNM uses the Levenberg-Marquardt parameter ~,, which ensures a positive Hessian matrix, and a scale factor a, which adjusts the step size to optimize the stability of the convergence. While the algorithm iteratively searches for an optimized solution using observed spectral radiances, MDNM adjusts parameters ), and a to achieve stable convergence. We present simulated retrieval samples to evaluate the performance of our algorithm and comparing it to existing methods. The standard deviation of our retrievals adding random noise was less than 3.8 ppmv. After pre-processing the initial estimate when it was far from the true value, the CO2 retrieval errors in the boundary layers were within 1.2 ppmv. We tested the MDNM algorithm's performance using GOSAT Llb data with cloud screening. Our preliminary validations comparing the results to TCCON FTS measurements showed that the average bias was less than 1.8 ppm and the correlation coefficient was approximately 0.88, which was larger than for the GOSAT L2 product.