Calmness modulus of linear semi-infinite programs

Our main goal is to compute or estimate the calmness modulus of the argmin mapping of linear semi-infinite optimization problems under canonical perturbations, i.e., perturbations of the objective function together with continuous perturbations of the right-hand side of the constraint system (with respect to an index ranging in a compact Hausdorff space). Specifically, we provide a lower bound on the calmness modulus for semi-infinite programs with unique optimal solution which turns out to be the exact modulus when the problem is finitely constrained. The relationship between the calmness of the argmin mapping and the same property for the (sub)level set mapping (with respect to the objective function), for semi-infinite programs and without requiring the uniqueness of the nominal solution, is explored, too, providing an upper bound on the calmness modulus of the argmin mapping. When confined to finitely constrained problems, we also provide a computable upper bound as it only relies on the nominal data and parameters, not involving elements in a neighborhood. Illustrative examples are provided.

Comparative study of RPSALG algorithm for convex semi-infinite programming

The Remez penalty and smoothing algorithm (RPSALG) is a unified framework for penalty and smoothing methods for solving min-max convex semi-infinite programing problems, whose convergence was analyzed in a previous paper of three of the authors. In this paper we consider a partial implementation of RPSALG for solving ordinary convex semi-infinite programming problems. Each iteration of RPSALG involves two types of auxiliary optimization problems: the first one consists of obtaining an approximate solution of some discretized convex problem, while the second one requires to solve a non-convex optimization problem involving the parametric constraints as objective function with the parameter as variable. In this paper we tackle the latter problem with a variant of the cutting angle method called ECAM, a global optimization procedure for solving Lipschitz programming problems. We implement different variants of RPSALG which are compared with the unique publicly available SIP solver, NSIPS, on a battery of test problems.

Delineating zones to increase geographical detail in individual response data files: An application to the Spanish 2011 Census of population

Due to confidentiality considerations, the microdata available from the 2011 Spanish Census have been codified at a provincial (NUTS 3) level except when the municipal (LAU 2) population exceeds 20,000 inhabitants (a requirement that is met by less than 5% of all municipalities). For the remainder of the municipalities within a given province, information is only provided for their classification in wide population intervals. These limitations, hampering territorially-focused socio-economic analyses, and more specifically, those related to the labour market, are observed in many other countries. This article proposes and demonstrates an automatic procedure aimed at delineating a set of areas that meet such population requirements and that may be used to re-codify the geographic reference in these cases, thereby increasing the territorial detail at which individual information is available. The method aggregates municipalities into clusters based on the optimisation of a relevant objective function subject to a number of statistical constraints, and is implemented using evolutionary computation techniques. Clusters are defined to fit outer boundaries at the level of labour market areas.

Amélioration a posteriori de la traduction automatique par métaheuristique

La traduction automatique statistique est un domaine très en demande et où les machines sont encore loin de produire des résultats de qualité humaine. La principale méthode utilisée est une traduction linéaire segment par segment d'une phrase, ce qui empêche de changer des parties de la phrase déjà traduites. La recherche pour ce mémoire se base sur l'approche utilisée dans Langlais, Patry et Gotti 2007, qui tente de corriger une traduction complétée en modifiant des segments suivant une fonction à optimiser. Dans un premier temps, l'exploration de nouveaux traits comme un modèle de langue inverse et un modèle de collocation amène une nouvelle dimension à la fonction à optimiser. Dans un second temps, l'utilisation de différentes métaheuristiques, comme les algorithmes gloutons et gloutons randomisés permet l'exploration plus en profondeur de l'espace de recherche et permet une plus grande amélioration de la fonction objectif.

On ANOVA Decompositions of Kernels and Gaussian Random Field Paths

The FANOVA (or “Sobol’-Hoeffding”) decomposition of multivariate functions has been used for high-dimensional model representation and global sensitivity analysis. When the objective function f has no simple analytic form and is costly to evaluate, computing FANOVA terms may be unaffordable due to numerical integration costs. Several approximate approaches relying on Gaussian random field (GRF) models have been proposed to alleviate these costs, where f is substituted by a (kriging) predictor or by conditional simulations. Here we focus on FANOVA decompositions of GRF sample paths, and we notably introduce an associated kernel decomposition into 4 d 4d terms called KANOVA. An interpretation in terms of tensor product projections is obtained, and it is shown that projected kernels control both the sparsity of GRF sample paths and the dependence structure between FANOVA effects. Applications on simulated data show the relevance of the approach for designing new classes of covariance kernels dedicated to high-dimensional kriging.

Amélioration a posteriori de la traduction automatique par métaheuristique

La traduction automatique statistique est un domaine très en demande et où les machines sont encore loin de produire des résultats de qualité humaine. La principale méthode utilisée est une traduction linéaire segment par segment d'une phrase, ce qui empêche de changer des parties de la phrase déjà traduites. La recherche pour ce mémoire se base sur l'approche utilisée dans Langlais, Patry et Gotti 2007, qui tente de corriger une traduction complétée en modifiant des segments suivant une fonction à optimiser. Dans un premier temps, l'exploration de nouveaux traits comme un modèle de langue inverse et un modèle de collocation amène une nouvelle dimension à la fonction à optimiser. Dans un second temps, l'utilisation de différentes métaheuristiques, comme les algorithmes gloutons et gloutons randomisés permet l'exploration plus en profondeur de l'espace de recherche et permet une plus grande amélioration de la fonction objectif.

A genetic estimation algorithm for parameters of stochastic ordinary differential equations

A generic method for the estimation of parameters for Stochastic Ordinary Differential Equations (SODEs) is introduced and developed. This algorithm, called the GePERs method, utilises a genetic optimisation algorithm to minimise a stochastic objective function based on the Kolmogorov-Smirnov statistic. Numerical simulations are utilised to form the KS statistic. Further, the examination of some of the factors that improve the precision of the estimates is conducted. This method is used to estimate parameters of diffusion equations and jump-diffusion equations. It is also applied to the problem of model selection for the Queensland electricity market. (C) 2003 Elsevier B.V. All rights reserved.

Population-based continuous optimization, probabilistic modelling and mean shift

Evolutionary algorithms perform optimization using a population of sample solution points. An interesting development has been to view population-based optimization as the process of evolving an explicit, probabilistic model of the search space. This paper investigates a formal basis for continuous, population-based optimization in terms of a stochastic gradient descent on the Kullback-Leibler divergence between the model probability density and the objective function, represented as an unknown density of assumed form. This leads to an update rule that is related and compared with previous theoretical work, a continuous version of the population-based incremental learning algorithm, and the generalized mean shift clustering framework. Experimental results are presented that demonstrate the dynamics of the new algorithm on a set of simple test problems.

Objectives for multiple-species conservation planning

The first step in conservation planning is to identify objectives. Most stated objectives for conservation, such as to maximize biodiversity outcomes, are too vague to be useful within a decision-making framework. One way to clarify the issue is to define objectives in terms of the risk of extinction for multiple species. Although the assessment of extinction risk for single species is common, few researchers have formulated an objective function that combines the extinction risks of multiple species. We sought to translate the broad goal of maximizing the viability of species into explicit objectives for use in a decision-theoretic approach to conservation planning. We formulated several objective functions based on extinction risk across many species and illustrated the differences between these objectives with simple examples. Each objective function was the mathematical representation of an approach to conservation and emphasized different levels of threat Our objectives included minimizing the joint probability of one or more extinctions, minimizing the expected number of extinctions, and minimizing the increase in risk of extinction from the best-case scenario. With objective functions based on joint probabilities of extinction across species, any correlations in extinction probabilities bad to be known or the resultant decisions were potentially misleading. Additive objectives, such as the expected number of extinctions, did not produce the same anomalies. We demonstrated that the choice of objective function is central to the decision-making process because alternative objective functions can lead to a different ranking of management options. Therefore, decision makers need to think carefully in selecting and defining their conservation goals.

The cross-entropy method for continuous multi-extremal optimization

In recent years, the cross-entropy method has been successfully applied to a wide range of discrete optimization tasks. In this paper we consider the cross-entropy method in the context of continuous optimization. We demonstrate the effectiveness of the cross-entropy method for solving difficult continuous multi-extremal optimization problems, including those with non-linear constraints.

A fuzzy approach to texture segmentation

The texture segmentation techniques are diversified by the existence of several approaches. In this paper, we propose fuzzy features for the segmentation of texture image. For this purpose, a membership function is constructed to represent the effect of the neighboring pixels on the current pixel in a window. Using these membership function values, we find a feature by weighted average method for the current pixel. This is repeated for all pixels in the window treating each time one pixel as the current pixel. Using these fuzzy based features, we derive three descriptors such as maximum, entropy, and energy for each window. To segment the texture image, the modified mountain clustering that is unsupervised and fuzzy c-means clustering have been used. The performance of the proposed features is compared with that of fractal features.

A Bayesian formulation of search, control and the exploration/exploitation trade-off

A new approach to optimisation is introduced based on a precise probabilistic statement of what is ideally required of an optimisation method. It is convenient to express the formalism in terms of the control of a stationary environment. This leads to an objective function for the controller which unifies the objectives of exploration and exploitation, thereby providing a quantitative principle for managing this trade-off. This is demonstrated using a variant of the multi-armed bandit problem. This approach opens new possibilities for optimisation algorithms, particularly by using neural network or other adaptive methods for the adaptive controller. It also opens possibilities for deepening understanding of existing methods. The realisation of these possibilities requires research into practical approximations of the exact formalism.

Purification of phosphoric acid by solvent extraction

This work follows a feasibility study (187) which suggested that a process for purifying wet-process phosphoric acid by solvent extraction should be economically viable. The work was divided into two main areas, (i) chemical and physical measurements on the three-phase system, with or without impurities; (ii) process simulation and optimization. The object was to test the process technically and economically and to optimise the type of solvent. The chemical equilibria and distribution curves for the system water - phosphoric acid - solvent for the solvents n-amyl alcohol, tri-n-butyl phosphate, di-isopropyl ether and methyl isobutyl ketone have been determined. Both pure phosphoric acid and acid containing known amounts of naturally occurring impurities (Fe P0 4 , A1P0 4 , Ca3(P04)Z and Mg 3(P0 4 )Z) were examined. The hydrodynamic characteristics of the systems were also studied. The experimental results obtained for drop size distribution were compared with those obtainable from Hinze's equation (32) and it was found that they deviated by an amount related to the turbulence. A comprehensive literature survey on the purification of wet-process phosphoric acid by organic solvents has been made. The literature regarding solvent extraction fundamentals and equipment and optimization methods for the envisaged process was also reviewed. A modified form of the Kremser-Brown and Souders equation to calculate the number of contact stages was derived. The modification takes into account the special nature of phosphoric acid distribution curves in the studied systems. The process flow-sheet was developed and simulated. Powell's direct search optimization method was selected in conjunction with the linear search algorithm of Davies, Swann and Campey. The objective function was defined as the total annual manufacturing cost and the program was employed to find the optimum operating conditions for anyone of the chosen solvents. The final results demonstrated the following order of feasibility to purify wet-process acid: di-isopropyl ether, methylisobutyl ketone, n-amyl alcohol and tri-n-butyl phosphate.

Iterative subspace analysis based on feature line distance

Nearest feature line-based subspace analysis is first proposed in this paper. Compared with conventional methods, the newly proposed one brings better generalization performance and incremental analysis. The projection point and feature line distance are expressed as a function of a subspace, which is obtained by minimizing the mean square feature line distance. Moreover, by adopting stochastic approximation rule to minimize the objective function in a gradient manner, the new method can be performed in an incremental mode, which makes it working well upon future data. Experimental results on the FERET face database and the UCI satellite image database demonstrate the effectiveness.

Incorporating sentiment prior knowledge for weakly supervised sentiment analysis

This article presents two novel approaches for incorporating sentiment prior knowledge into the topic model for weakly supervised sentiment analysis where sentiment labels are considered as topics. One is by modifying the Dirichlet prior for topic-word distribution (LDA-DP), the other is by augmenting the model objective function through adding terms that express preferences on expectations of sentiment labels of the lexicon words using generalized expectation criteria (LDA-GE). We conducted extensive experiments on English movie review data and multi-domain sentiment dataset as well as Chinese product reviews about mobile phones, digital cameras, MP3 players, and monitors. The results show that while both LDA-DP and LDAGE perform comparably to existing weakly supervised sentiment classification algorithms, they are much simpler and computationally efficient, rendering themmore suitable for online and real-time sentiment classification on the Web. We observed that LDA-GE is more effective than LDA-DP, suggesting that it should be preferred when considering employing the topic model for sentiment analysis. Moreover, both models are able to extract highly domain-salient polarity words from text.