Regularized Methods for a Two-Stage Robust Production Planning Problem and its Sample Average Approximation

In this paper,we consider a two-stage robust production planning model where the first stage problem determines the optimal production quantity upon considering the worst-case revenue generated by the uncertain future demand,and the second stage problem determines the possible demand of consumers by using a utility-based model given the production quantity and a realization of the random variable.We derive an equivalent single-stage reformulation of the two-stage problem.However,it fails the convergence analysis of the sample average approximation(SAA)approach for the reformulation directly.Thus we develop a regularized approximation of the second stage problem and derive its closed-form solution.We then present conditions under which the optimal value and the optimal solution set of the proposed SAA regularized approximation problem converge to those of the single-stage reformulation problem as the regularization parameter shrinks to zero and the sample size tends to infinity.Finally,some preliminary numerical examples are presented to illustrate our theoretical results.

Trigonometric Regularization and Continuation Method Based Time-Optimal Control of Hypersonic Vehicles

Aiming at the time-optimal control problem of hypersonic vehicles(HSV)in ascending stage,a trigonometric regularization method(TRM)is introduced based on the indirect method of optimal control.This method avoids analyzing the switching function and distinguishing between singular control and bang-bang control,where the singular control problem is more complicated.While in bang-bang control,the costate variables are unsmooth due to the control jumping,resulting in difficulty in solving the two-point boundary value problem(TPBVP)induced by the indirect method.Aiming at the easy divergence when solving the TPBVP,the continuation method is introduced.This method uses the solution of the simplified problem as the initial value of the iteration.Then through solving a series of TPBVP,it approximates to the solution of the original complex problem.The calculation results show that through the above two methods,the time-optimal control problem of HSV in ascending stage under the complex model can be solved conveniently.

A New Regularized Minimum Error Thresholding Method

To overcome the shortcoming that the traditional minimum error threshold method can obtain satisfactory image segmentation results only when the object and background of the image strictly obey a certain type of probability distribution,one proposes the regularized minimum error threshold method and treats the traditional minimum error threshold method as its special case.Then one constructs the discrete probability distribution by using the separation between segmentation threshold and the average gray-scale values of the object and background of the image so as to compute the information energy of the probability distribution.The impact of the regularized parameter selection on the optimal segmentation threshold of the regularized minimum error threshold method is investigated.To verify the effectiveness of the proposed regularized minimum error threshold method,one selects typical grey-scale images and performs segmentation tests.The segmentation results obtained by the regularized minimum error threshold method are compared with those obtained with the traditional minimum error threshold method.The segmentation results and their analysis show that the regularized minimum error threshold method is feasible and produces more satisfactory segmentation results than the minimum error threshold method.It does not exert much impact on object acquisition in case of the addition of a certain noise to an image.Therefore,the method can meet the requirements for extracting a real object in the noisy environment.

REGULARIZATION METHOD FOR IMPROVING OPTIMAL CONVERGENCE RATE OF THE REGULARIZED SOLUTION OF ILL-POSED PROBLEMS

This paper presents anew regularization method for solving operator equations of the first kind; the convergence rate of the regularized solution is improved, as compared with the ordinary Tikhonov regularization.

Regularization Methods to Approximate Solutions of Variational Inequalities

In this paper, we study the regularization methods to approximate the solutions of the variational inequalities with monotone hemi-continuous operator having perturbed operators arbitrary. Detail, we shall study regularization methods to approximate solutions of following variational inequalities: and with operator A being monotone hemi-continuous form real Banach reflexive X into its dual space X*, but instead of knowing the exact data (y0, A), we only know its approximate data satisfying certain specified conditions and D is a nonempty convex closed subset of X;the real function f defined on X is assumed to be lower semi-continuous, convex and is not identical to infinity. At the same time, we will evaluate the convergence rate of the approximate solution. The regularization methods here are different from the previous ones.

The posterior selection method for hyperparameters in regularized least squares method

The selection of hyperparameters in regularized least squares plays an important role in large-scale system identification. The traditional methods for selecting hyperparameters are based on experience or marginal likelihood maximization method, which are inaccurate or computationally expensive. In this paper, two posterior methods are proposed to select hyperparameters based on different prior knowledge (constraints), which can obtain the optimal hyperparameters using the optimization theory. Moreover, we also give the theoretical optimal constraints, and verify its effectiveness. Numerical simulation shows that the hyperparameters and parameter vector estimate obtained by the proposed methods are the optimal ones.

Extrapolated Tikhonov method and inversion of 3D density images of gravity data

Tikhonov regularization（TR） method has played a very important role in the gravity data and magnetic data process. In this paper, the Tikhonov regularization method with respect to the inversion of gravity data is discussed. and the extrapolated TR method（EXTR） is introduced to improve the fitting error. Furthermore, the effect of the parameters in the EXTR method on the fitting error, number of iterations, and inversion results are discussed in details. The computation results using a synthetic model with the same and different densities indicated that. compared with the TR method, the EXTR method not only achieves the a priori fitting error level set by the interpreter but also increases the fitting precision, although it increases the computation time and number of iterations. And the EXTR inversion results are more compact than the TR inversion results, which are more divergent. The range of the inversion data is closer to the default range of the model parameters, and the model features and default model density distribution agree well.

Some Trials of Typical Typhoon Tracks Using the Adjoint Method

In this paper, the adjoint method is applied to the statistical-dynamic model （SD-90） for the prediction of typhoon tracks along with the regularization thinking and optimal control techniques. The adjoint model and the gradient of objective function are deduced with the continual model respectively. For 4 typical typhoons, the forces and the initial velocity can be retrieved well, and the tracks of these typhoons are accurately fitted for an appropriate regularization parameter and optimal control parameter.

Measuring internal residual stress in Al-Cu alloy forgings by crack compliance method with optimized parameters

Measuring the internal stress of Al alloy forgings accurately is critical for controlling the deformation during the subsequent machine process.In this work,the crack compliance method was used to calculate the internal residual stress of Al-Cu high strength alloys,and the effect of various model parameters of crack compliance method on the calculated precision was studied by combining the numerical simulation and experimental method.The results show that the precision first increased and then decreased with increasing the crack range.The decreased precision when using a high crack range was due to the strain fluctuation during the machining process,and the optimized crack range was 71%of the thickness of forgings.Low orders of Legendre polynomial can result in residual stress curve more smooth,while high orders led to the occurrence of distortion.The Tikhonov regularization method effectively suppressed the distortion of residual stress caused by the fluctuation of strain data,which significantly improved the precision.In addition,The crack compliance method with optimized parameters was used to measure the residual stress of Al-Cu alloy with different quenching methods.The calculated results demonstrated that the distribution of residual stress was obtained accurately.

Variational regularization method of solving the Cauchy problem for Laplace's equation: Innovation of the Grad–Shafranov(GS) reconstruction

The simplified linear model of Grad-Shafranov （GS） reconstruction can be reformulated into an inverse boundary value problem of Laplace＇s equation. Therefore, in this paper we focus on the method of solving the inverse boundary value problem of Laplace＇s equation. In the first place, the variational regularization method is used to deal with the ill- posedness of the Cauchy problem for Laplace＇s equation. Then, the ＇L-Curve＇ principle is suggested to be adopted in choosing the optimal regularization parameter. Finally, a numerical experiment is implemented with a section of Neumann and Dirichlet boundary conditions with observation errors. The results well converge to the exact solution of the problem, which proves the efficiency and robustness of the proposed method. When the order of observation error δ is 10-1, the order of the approximate result error can reach 10-3.

Application of orthogonal experimental design and Tikhonov regularization method for the identification of parameters in the casting solidification process

The inverse heat conduction method is one of methods to identify the casting simulation parameters. A new inverse method was presented according to the Tikhonov regularization theory. One appropriate regularized functional was established, and the functional was solved by the sensitivity coefficient and Newtonaphson iteration method. Moreover, the orthogonal experimental design was used to estimate the appropriate initial value and variation domain of each variable to decrease the number of iteration and improve the identification accuracy and efficiency. It illustrated a detailed case of AlSiTMg sand mold casting and the temperature measurement experiment was done. The physical properties of sand mold and the interracial heat transfer coefficient were identified at the meantime. The results indicated that the new regularization method was efficient in overcoming the ill-posedness of the inverse heat conduction problem and improving the stability and accuracy of the solutions.

Some studies on the Tikhonov regularization method with additional assumptions for noise data

In this paper, the Tikhonov regularization method was used to solve the nondegenerate compact hnear operator equation, which is a well-known ill-posed problem. Apart from the usual error level, the noise data were supposed to satisfy some additional monotonic condition. Moreover, with the assumption that the singular values of operator have power form, the improved convergence rates of the regularized solution were worked out.

A METHOD TO APPROACH OPTIMAL RESTORATION IN IMAGE RESTORATION PROBLEMS WITHOUT NOISE ENERGY INFORMATION

This paper proposes a new image restoration technique, in which the resulting regularized image approximates the optimal solution steadily. The affect of the regular-ization operator and parameter on the lower band and upper band energy of the residue of the regularized image is theoretically analyzed by employing wavelet transform. This paper shows that regularization operator should generally be lowstop and highpass. So this paper chooses a lowstop and highpass operator as regularization operator, and construct an optimization model which minimizes the mean squares residue of regularized solution to determine regularization parameter. Although the model is random, on the condition of this paper, it can be solved and yields regularization parameter and regularized solution. Otherwise, the technique has a mechanism to predict noise energy. So, without noise information, it can also work and yield good restoration results.

Downward continuation of airborne geomagnetic data based on two iterative regularization methods in the frequency domain

Downward continuation is a key step in processing airborne geomagnetic data. However,downward continuation is a typically ill-posed problem because its computation is unstable; thus, regularization methods are needed to realize effective continuation. According to the Poisson integral plane approximate relationship between observation and continuation data, the computation formulae combined with the fast Fourier transform（FFT）algorithm are transformed to a frequency domain for accelerating the computational speed. The iterative Tikhonov regularization method and the iterative Landweber regularization method are used in this paper to overcome instability and improve the precision of the results. The availability of these two iterative regularization methods in the frequency domain is validated by simulated geomagnetic data, and the continuation results show good precision.

Application of the Tikhonov regularization method to wind retrieval from scatterometer data I.Sensitivity analysis and simulation experiments

Scatterometer is an instrument which provides all-day and large-scale wind field information, and its application especially to wind retrieval always attracts meteorologists. Certain reasons cause large direction error, so it is important to find where the error mainly comes. Does it mainly result from the background field, the normalized radar cross-section （NRCS） or the method of wind retrieval？ It is valuable to research. First, depending on SDP2.0, the simulated ＇true＇ NRCS is calculated from the simulated ＇true＇ wind through the geophysical mode] function NSCAT2. The simulated background field is configured by adding a noise to the simulated ＇true＇ wind with the non-divergence constraint. Also, the simulated ＇measured＇ NRCS is formed by adding a noise to the simulated ＇true＇ NRCS. Then, the sensitivity experiments are taken, and the new method of regularization is used to improve the ambiguity removal with simulation experiments. The results show that the accuracy of wind retrieval is more sensitive to the noise in the background than in the measured NRCS; compared with the two-dimensional variational （2DVAR） ambiguity removal method, the accuracy of wind retrieval can be improved with the new method of Tikhonov regularization through choosing an appropriate regularization parameter, especially for the case of large error in the background. The work will provide important information and a new method for the wind retrieval with real data.

Solving Severely Ill⁃Posed Linear Systems with Time Discretization Based Iterative Regularization Methods

Recently,inverse problems have attracted more and more attention in computational mathematics and become increasingly important in engineering applications.After the discretization,many of inverse problems are reduced to linear systems.Due to the typical ill-posedness of inverse problems,the reduced linear systems are often illposed,especially when their scales are large.This brings great computational difficulty.Particularly,a small perturbation in the right side of an ill-posed linear system may cause a dramatical change in the solution.Therefore,regularization methods should be adopted for stable solutions.In this paper,a new class of accelerated iterative regularization methods is applied to solve this kind of large-scale ill-posed linear systems.An iterative scheme becomes a regularization method only when the iteration is early terminated.And a Morozov’s discrepancy principle is applied for the stop criterion.Compared with the conventional Landweber iteration,the new methods have acceleration effect,and can be compared to the well-known acceleratedν-method and Nesterov method.From the numerical results,it is observed that using appropriate discretization schemes,the proposed methods even have better behavior when comparing withν-method and Nesterov method.

New regularization method and iteratively reweighted algorithm for sparse vector recovery

Motivated by the study of regularization for sparse problems,we propose a new regularization method for sparse vector recovery.We derive sufficient conditions on the well-posedness of the new regularization,and design an iterative algorithm,namely the iteratively reweighted algorithm(IR-algorithm),for efficiently computing the sparse solutions to the proposed regularization model.The convergence of the IR-algorithm and the setting of the regularization parameters are analyzed at length.Finally,we present numerical examples to illustrate the features of the new regularization and algorithm.

Gas emission source term estimation with 1-step nonlinear partial swarm optimization-Tikhonov regularization hybrid method

Source term identification is very important for the contaminant gas emission event. Thus, it is necessary to study the source parameter estimation method with high computation efficiency, high estimation accuracy and reasonable confidence interval. Tikhonov regularization method is a potential good tool to identify the source parameters. However, it is invalid for nonlinear inverse problem like gas emission process. 2-step nonlinear and linear PSO （partial swarm optimization）-Tikhonov regularization method proposed previously have estimated the emission source parameters successfully. But there are still some problems in computation efficiency and confidence interval. Hence, a new 1-step nonlinear method combined Tikhonov regularizafion and PSO algorithm with nonlinear forward dispersion model was proposed. First, the method was tested with simulation and experiment cases. The test results showed that 1-step nonlinear hybrid method is able to estimate multiple source parameters with reasonable confidence interval. Then, the estimation performances of different methods were compared with different cases. The estimation values with 1-step nonlinear method were close to that with 2-step nonlinear and linear PSO-Tikhonov regularization method, 1-step nonlinear method even performs better than other two methods in some cases, especially for source strength and downwind distance estimation. Compared with 2-step nonlinear method, 1-step method has higher computation efficiency. On the other hand, the confidence intervals with the method proposed in this paper seem more reasonable than that with other two methods. Finally, single PSO algorithm was compared with 1-step nonlinear PSO-Tikhonov hybrid regularization method. The results showed that the skill scores of 1-step nonlinear hybrid method to estimate source parameters were close to that of single PSO method and even better in some cases. One more important property of 1-step nonlinear PSO-Tikhonov regularization method is its reasonable confidence interval, which is not obtained by single PSO algorithm. Therefore, 1-step nonlinear hybrid regularization method proposed in this paper is a potential good method to estimate contaminant gas emission source term.

Measurement of nonuniform temperature distribution by combining line-of-sight TDLAS with regularization methods

Regularization methods were combined with line-of-sight tunable diode laser absorption spectroscopy(TDLAS)to measure nonuniform temperature distribution.Relying on measurements of 12 absorption transitions of water vapor from 1300 nm to 1350 nm,the temperature probability distribution of nonuniform temperature distribution,for which a parabolic temperature profile is selected as an example in this paper,was retrieved by making the use of regularization methods.To examine the effectiveness of regularization methods,truncated singular value decomposition(TSVD),Tikhonov regularization and a revised Tikhonov regularization method were implemented to retrieve the temperature probability distribution.The results derived by using the three regularization methods were compared with that by using constrained linear least-square fitting.The results show that regularization methods not only generate closer temperature probability distributions to the original,but also are less sensitive to measurement noise.Particularly,the revised Tikhonov regularization method generate solutions in better agreement with the original ones than those obtained by using TSVD and Tikhonov regularization methods.The results obtained in this work can enrich the temperature distribution information,which is expected to play a more important role in combustion diagnosis.

Preconditioned Iterative Methods for Algebraic Systems from Multiplicative Half-Quadratic Regularization Image Restorations

Image restoration is often solved by minimizing an energy function consisting of a data-fidelity term and a regularization term.A regularized convex term can usually preserve the image edges well in the restored image.In this paper,we consider a class of convex and edge-preserving regularization functions,i.e.,multiplicative half-quadratic regularizations,and we use the Newton method to solve the correspondingly reduced systems of nonlinear equations.At each Newton iterate,the preconditioned conjugate gradient method,incorporated with a constraint preconditioner,is employed to solve the structured Newton equation that has a symmetric positive definite coefficient matrix. The eigenvalue bounds of the preconditioned matrix are deliberately derived,which can be used to estimate the convergence speed of the preconditioned conjugate gradient method.We use experimental results to demonstrate that this new approach is efficient, and the effect of image restoration is reasonably well.