4 resultados para Iterative Optimization
em Massachusetts Institute of Technology
Resumo:
We study the preconditioning of symmetric indefinite linear systems of equations that arise in interior point solution of linear optimization problems. The preconditioning method that we study exploits the block structure of the augmented matrix to design a similar block structure preconditioner to improve the spectral properties of the resulting preconditioned matrix so as to improve the convergence rate of the iterative solution of the system. We also propose a two-phase algorithm that takes advantage of the spectral properties of the transformed matrix to solve for the Newton directions in the interior-point method. Numerical experiments have been performed on some LP test problems in the NETLIB suite to demonstrate the potential of the preconditioning method discussed.
Resumo:
Certain salient structures in images attract our immediate attention without requiring a systematic scan. We present a method for computing saliency by a simple iterative scheme, using a uniform network of locally connected processing elements. The network uses an optimization approach to produce a "saliency map," a representation of the image emphasizing salient locations. The main properties of the network are: (i) the computations are simple and local, (ii) globally salient structures emerge with a small number of iterations, and (iii) as a by-product of the computations, contours are smoothed and gaps are filled in.
Resumo:
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
Resumo:
A study is made of the recognition and transformation of figures by iterative arrays of finite state automata. A figure is a finite rectangular two-dimensional array of symbols. The iterative arrays considered are also finite, rectangular, and two-dimensional. The automata comprising any given array are called cells and are assumed to be isomorphic and to operate synchronously with the state of a cell at time t+1 being a function of the states of it and its four nearest neighbors at time t. At time t=0 each cell is placed in one of a fixed number of initial states. The pattern of initial states thus introduced represents the figure to be processed. The resulting sequence of array states represents a computation based on the input figure. If one waits for a specially designated cell to indicate acceptance or rejection of the figure, the array is said to be working on a recognition problem. If one waits for the array to come to a stable configuration representing an output figure, the array is said to be working on a transformation problem.