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.

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.

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.

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.

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.

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.

TWO REGULARIZATION METHODS FOR IDENTIFYING THE SOURCE TERM PROBLEM ON THE TIME-FRACTIONAL DIFFUSION EQUATION WITH A HYPER-BESSEL OPERATOR

In this paper,we consider the inverse problem for identifying the source term of the time-fractional equation with a hyper-Bessel operator.First,we prove that this inverse problem is ill-posed,and give the conditional stability.Then,we give the optimal error bound for this inverse problem.Next,we use the fractional Tikhonov regularization method and the fractional Landweber iterative regularization method to restore the stability of the ill-posed problem,and give corresponding error estimates under different regularization parameter selection rules.Finally,we verify the effectiveness of the method through numerical examples.

A Gradient Regularization Method in Crosswell Seismic Tomography

Crosswell seismic tomography can be used to study the lateral variation of reservoirs, reservoir properties and the dynamic movement of fluids. In view of the instability of crosswell seismic tomography, the gradient method was improved by introducing regularization, and a gradient regularization method is presented in this paper. This method was verified by processing numerical simulation data and physical model data.

Fundamental solution method for inverse source problem of plate equation

The elastic plate vibration model is studied under the external force. The size of the source term by the given mode of the source and some observations from the body of the plate is determined over a time interval, which is referred to be an inverse source problem of a plate equation. The uniqueness theorem for this problem is stated, and the fundamental solution to the plate equation is derived. In the case that the plate is driven by the harmonic load, the fundamental solution method （FSM） and the Tikhonov regularization technique axe used to calculate the source term. Numerical experiments of the Euler-Bernoulli beam and the Kirchhoff-Love plate show that the FSM can work well for practical use, no matter the source term is smooth or piecewise.

Undersea Buried Pipeline Reconstruction Based on the Level Set and Inverse Multiquadric Regularization Method

The electric inversion technique reconstructs the subsurface medium distribution from acquired data.On the basis of electric inversion,objects buried under the earth or seabed,such as pipelines and unexploded ordnance,are detected and located in a contactless manner.However,the process of accurately reconstructing the shape of the target object is challenging because electric inversion is a nonlinear and ill-posed problem.In this work,we present an inverse multiquadric(IMQ)regularization method based on the level set function for reconstructing buried pipelines.In the case of locating underwater objects,the unknown inversion area is split into two parts,the background and the pipeline with known conductivity.The geometry of the pipeline is represented based on the level set function for achieving a noiseless inversion image.To obtain a binary image,the IMQ is used as the regularization term,which‘pushes’the level set function away from 0.We also provide an appropriate method to select the bandwidth and regularization parameters for the IMQ regularization term,resulting in reconstructed images with sharp edges.The simulation results and analysis show that the proposed method performs better than classical inversion methods.

Generalized Method of Variational Analysis for 3-D Flow

The generalized method of variational analysis (GMVA) suggested for 2-D wind observations by Huang et al. is extended to 3-D cases. Just as in 2-D cases, the regularization idea is applied. But due to the complexity of the 3-D cases, the vertical vorticity is taken as a stable functional. The results indicate that wind observations can be both variationally optimized and ?ltered. The e?ciency of GMVA is also checked in a numerical test. Finally, 3-D wind observations with random disturbances are manipulated by GMVA after being ?ltered.

ON THE REGULARIZATION METHOD OF THE FIRST KIND OFFREDHOLM INTEGRAL EQUATION WITH A COMPLEX KERNEL AND ITS APPLICATION

The regularized integrodifferential equation for the first kind of Fredholm, integral equation with a complex kernel is derived by generalizing the Tikhonov regularization method and the convergence of approximate regularized solutions is discussed. As an application of the method, an inverse problem in the two-dimensional wave-making problem of a flat plate is solved numerically, and a practical approach of choosing optimal regularization parameter is given.

A wavelet multiscale method for inversion of Maxwell equations

This paper is concerned with estimation of electrical conductivity in Maxwell equations. The primary difficulty lies in the presence of numerous local minima in the objective functional. A wavelet multiscale method is introduced and applied to the inversion of Maxwell equations. The inverse problem is decomposed into multiple scales with wavelet transform, and hence the original problem is reformulated to a set of sub-inverse problems corresponding to different scales, which can be solved successively according to the size of scale from the shortest to the longest. The stable and fast regularized Gauss-Newton method is applied to each scale. Numerical results show that the proposed method is effective, especially in terms of wide convergence, computational efficiency and precision.

Weighted Nuclear Norm Minimization-Based Regularization Method for Image Restoration

Regularization methods have been substantially applied in image restoration due to the ill-posedness of the image restoration problem.Different assumptions or priors on images are applied in the construction of image regularization methods.In recent years,matrix low-rank approximation has been successfully introduced in the image denoising problem and significant denoising effects have been achieved.Low-rank matrix minimization is an NP-hard problem and it is often replaced with the matrix’s weighted nuclear norm minimization(WNNM).The assumption that an image contains an extensive amount of self-similarity is the basis for the construction of the matrix low-rank approximation-based image denoising method.In this paper,we develop a model for image restoration using the sum of block matching matrices’weighted nuclear norm to be the regularization term in the cost function.An alternating iterative algorithm is designed to solve the proposed model and the convergence analyses of the algorithm are also presented.Numerical experiments show that the proposed method can recover the images much better than the existing regularization methods in terms of both recovered quantities and visual qualities.