3 resultados para Controlled stochastic differential equation, Infinite-dimensional stochastic differential equation, Quadratic optimal control

em Massachusetts Institute of Technology


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There is a natural norm associated with a starting point of the homogeneous self-dual (HSD) embedding model for conic convex optimization. In this norm two measures of the HSD model’s behavior are precisely controlled independent of the problem instance: (i) the sizes of ε-optimal solutions, and (ii) the maximum distance of ε-optimal solutions to the boundary of the cone of the HSD variables. This norm is also useful in developing a stopping-rule theory for HSD-based interior-point methods such as SeDuMi. Under mild assumptions, we show that a standard stopping rule implicitly involves the sum of the sizes of the ε-optimal primal and dual solutions, as well as the size of the initial primal and dual infeasibility residuals. This theory suggests possible criteria for developing starting points for the homogeneous self-dual model that might improve the resulting solution time in practice

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This project investigates the computational representation of differentiable manifolds, with the primary goal of solving partial differential equations using multiple coordinate systems on general n- dimensional spaces. In the process, this abstraction is used to perform accurate integrations of ordinary differential equations using multiple coordinate systems. In the case of linear partial differential equations, however, unexpected difficulties arise even with the simplest equations.

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A new formulation for recovering the structure and motion parameters of a moving patch using both motion and shading information is presented. It is based on a new differential constraint equation (FICE) that links the spatiotemporal gradients of irradiance to the motion and structure parameters and the temporal variations of the surface shading. The FICE separates the contribution to the irradiance spatiotemporal gradients of the gradients due to texture from those due to shading and allows the FICE to be used for textured and textureless surface. The new approach, combining motion and shading information, leads directly to two different contributions: it can compensate for the effects of shading variations in recovering the shape and motion; and it can exploit the shading/illumination effects to recover motion and shape when they cannot be recovered without it. The FICE formulation is also extended to multiple frames.