Large-Scale Elastic Net Regularized Linear Classification SVMs and Logistic Regression

Elastic Net Regularizers have shown much promise in designing sparse classifiers for linear classification. In this work, we propose an alternating optimization approach to solve the dual problems of elastic net regularized linear classification Support Vector Machines (SVMs) and logistic regression (LR). One of the sub-problems turns out to be a simple projection. The other sub-problem can be solved using dual coordinate descent methods developed for non-sparse L2-regularized linear SVMs and LR, without altering their iteration complexity and convergence properties. Experiments on very large datasets indicate that the proposed dual coordinate descent - projection (DCD-P) methods are fast and achieve comparable generalization performance after the first pass through the data, with extremely sparse models.

REDUCING COMPUTATIONAL EFFORT IN SOLVING GEOMECHANICS PROBLEMS WITH UPPER BOUND FINITE ELEMENTS LIMIT ANALYSIS AND LINEAR OPTIMIZATION

This paper presents a simple technique for reducing the computational effort while solving any geotechnical stability problem by using the upper bound finite element limit analysis and linear optimization. In the proposed method, the problem domain is discretized into a number of different regions in which a particular order (number of sides) of the polygon is chosen to linearize the Mohr-Coulomb yield criterion. A greater order of the polygon needs to be selected only in that region wherein the rate of the plastic strains becomes higher. The computational effort required to solve the problem with this implementation reduces considerably. By using the proposed method, the bearing capacity has been computed for smooth and rough strip footings and the results are found to be quite satisfactory.

Estimation of time variant reliability of randomly parametered non-linear vibrating systems

The problem of time variant reliability analysis of randomly parametered and randomly driven nonlinear vibrating systems is considered. The study combines two Monte Carlo variance reduction strategies into a single framework to tackle the problem. The first of these strategies is based on the application of the Girsanov transformation to account for the randomness in dynamic excitations, and the second approach is fashioned after the subset simulation method to deal with randomness in system parameters. Illustrative examples include study of single/multi degree of freedom linear/non-linear inelastic randomly parametered building frame models driven by stationary/non-stationary, white/filtered white noise support acceleration. The estimated reliability measures are demonstrated to compare well with results from direct Monte Carlo simulations. (C) 2014 Elsevier Ltd. All rights reserved.

Solving Axisymmetric Stability Problems by Using Upper Bound Finite Elements, Limit Analysis, and Linear Optimization

A numerical formulation has been proposed for solving an axisymmetric stability problem in geomechanics with upper bound limit analysis, finite elements, and linear optimization. The Drucker-Prager yield criterion is linearized by simulating a sphere with a circumscribed truncated icosahedron. The analysis considers only the velocities and plastic multiplier rates, not the stresses, as the basic unknowns. The formulation is simple to implement, and it has been employed for finding the collapse loads of a circular footing placed over the surface of a cohesive-frictional material. The formulation can be used to solve any general axisymmetric geomechanics stability problem.

On the Parameterized Complexity of the Maximum Edge 2-Coloring Problem

We investigate the parameterized complexity of the following edge coloring problem motivated by the problem of channel assignment in wireless networks. For an integer q >= 2 and a graph G, the goal is to find a coloring of the edges of G with the maximum number of colors such that every vertex of the graph sees at most q colors. This problem is NP-hard for q >= 2, and has been well-studied from the point of view of approximation. Our main focus is the case when q = 2, which is already theoretically intricate and practically relevant. We show fixed-parameter tractable algorithms for both the standard and the dual parameter, and for the latter problem, the result is based on a linear vertex kernel.

TIME VARYING LINEAR PREDICTION USING SPARSITY CONSTRAINTS

Time-varying linear prediction has been studied in the context of speech signals, in which the auto-regressive (AR) coefficients of the system function are modeled as a linear combination of a set of known bases. Traditionally, least squares minimization is used for the estimation of model parameters of the system. Motivated by the sparse nature of the excitation signal for voiced sounds, we explore the time-varying linear prediction modeling of speech signals using sparsity constraints. Parameter estimation is posed as a 0-norm minimization problem. The re-weighted 1-norm minimization technique is used to estimate the model parameters. We show that for sparsely excited time-varying systems, the formulation models the underlying system function better than the least squares error minimization approach. Evaluation with synthetic and real speech examples show that the estimated model parameters track the formant trajectories closer than the least squares approach.

Linear Index Coding and Representable Discrete Polymatroids

Discrete polymatroids are the multi-set analogue of matroids. In this paper, we explore the connections between linear index coding and representable discrete polymatroids. The index coding problem involves a sender which generates a set of messages X = {x(1), x(2), ... x(k)} and a set of receivers R which demand messages. A receiver R is an element of R is specified by the tuple (x, H) where x. X is the message demanded by R and H subset of X \textbackslash {x} is the side information possessed by R. It is first shown that a linear solution to an index coding problem exists if and only if there exists a representable discrete polymatroid satisfying certain conditions which are determined by the index coding problem considered. El Rouayheb et. al. showed that the problem of finding a multi-linear representation for a matroid can be reduced to finding a perfect linear index coding solution for an index coding problem obtained from that matroid. Multi-linear representation of a matroid can be viewed as a special case of representation of an appropriate discrete polymatroid. We generalize the result of El Rouayheb et. al. by showing that the problem of finding a representation for a discrete polymatroid can be reduced to finding a perfect linear index coding solution for an index coding problem obtained from that discrete polymatroid.

On linear series and a conjecture of D. C. Butler

Let C be a smooth irreducible projective curve of genus g and L a line bundle of degree d generated by a linear subspace V of H-0 (L) of dimension n+1. We prove a conjecture of D. C. Butler on the semistability of the kernel of the evaluation map V circle times O-C -> L and obtain new results on the stability of this kernel. The natural context for this problem is the theory of coherent systems on curves and our techniques involve wall crossing formulae in this theory.

A Polymatroid Approach to Separable Convex Optimization with Linear Ascending Constraints

We revisit a problem studied by Padakandla and Sundaresan SIAM J. Optim., August 2009] on the minimization of a separable convex function subject to linear ascending constraints. The problem arises as the core optimization in several resource allocation problems in wireless communication settings. It is also a special case of an optimization of a separable convex function over the bases of a specially structured polymatroid. We give an alternative proof of the correctness of the algorithm of Padakandla and Sundaresan. In the process we relax some of their restrictions placed on the objective function.

A Reliable Residual Based A Posteriori Error Estimator for a Quadratic Finite Element Method for the Elliptic Obstacle Problem

A residual based a posteriori error estimator is derived for a quadratic finite element method (FEM) for the elliptic obstacle problem. The error estimator involves various residuals consisting of the data of the problem, discrete solution and a Lagrange multiplier related to the obstacle constraint. The choice of the discrete Lagrange multiplier yields an error estimator that is comparable with the error estimator in the case of linear FEM. Further, an a priori error estimate is derived to show that the discrete Lagrange multiplier converges at the same rate as that of the discrete solution of the obstacle problem. The numerical experiments of adaptive FEM show optimal order convergence. This demonstrates that the quadratic FEM for obstacle problem exhibits optimal performance.