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.

Discrete time second order sliding mode observer for uncertain linear multi-output system

This paper presents a second order sliding mode observer (SOSMO) design for discrete time uncertain linear multi-output system. The design procedure is effective for both matched and unmatched bounded uncertainties and/or disturbances. A second order sliding function and corresponding sliding manifold for discrete time system are defined similar to the lines of continuous time counterpart. A boundary layer concept is employed to avoid switching across the defined sliding manifold and the sliding trajectory is confined to a boundary layer once it converges to it. The condition for existence of convergent quasi-sliding mode (QSM) is derived. The observer estimation errors satisfying given stability conditions converge to an ultimate finite bound (within the specified boundary layer) with thickness O(T-2) where T is the sampling period. A relation between sliding mode gain and boundary layer is established for the existence of second order discrete sliding motion. The design strategy is very simple to apply and is demonstrated for three examples with different class of disturbances (matched and unmatched) to show the effectiveness of the design. Simulation results to show the robustness with respect to the measurement noise are given for SOSMO and the performance is compared with pseudo-linear Kalman filter (PLKF). (C) 2013 Published by Elsevier Ltd. on behalf of The Franklin Institute

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.

Linear filtering methods for fixed rate quantisation with noisy symmetric error channels

This study considers linear filtering methods for minimising the end-to-end average distortion of a fixed-rate source quantisation system. For the source encoder, both scalar and vector quantisation are considered. The codebook index output by the encoder is sent over a noisy discrete memoryless channel whose statistics could be unknown at the transmitter. At the receiver, the code vector corresponding to the received index is passed through a linear receive filter, whose output is an estimate of the source instantiation. Under this setup, an approximate expression for the average weighted mean-square error (WMSE) between the source instantiation and the reconstructed vector at the receiver is derived using high-resolution quantisation theory. Also, a closed-form expression for the linear receive filter that minimises the approximate average WMSE is derived. The generality of framework developed is further demonstrated by theoretically analysing the performance of other adaptation techniques that can be employed when the channel statistics are available at the transmitter also, such as joint transmit-receive linear filtering and codebook scaling. Monte Carlo simulation results validate the theoretical expressions, and illustrate the improvement in the average distortion that can be obtained using linear filtering techniques.

Linear Transceiver Design for an Amplify-and-Forward Relay Based on the MBER Criterion

A design methodology based on the Minimum Bit Error Ratio (MBER) framework is proposed for a non-regenerative Multiple-Input Multiple-Output (MIMO) relay-aided system to determine various linear parameters. We consider both the Relay-Destination (RD) as well as the Source-Relay-Destination (SRD) link design based on this MBER framework, including the pre-coder, the Amplify-and-Forward (AF) matrix and the equalizer matrix of our system. It has been shown in the previous literature that MBER based communication systems are capable of reducing the Bit-Error-Ratio (BER) compared to their Linear Minimum Mean Square Error (LMMSE) based counterparts. We design a novel relay-aided system using various signal constellations, ranging from QPSK to the general M-QAM and M-PSK constellations. Finally, we propose its sub-optimal versions for reducing the computational complexity imposed. Our simulation results demonstrate that the proposed scheme indeed achieves a significant BER reduction over the existing LMMSE scheme.

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.

Conservation Properties of the Trapezoidal Rule in Linear Time Domain Analysis of Acoustics and Structures

The trapezoidal rule, which is a special case of the Newmark family of algorithms, is one of the most widely used methods for transient hyperbolic problems. In this work, we show that this rule conserves linear and angular momenta and energy in the case of undamped linear elastodynamics problems, and an ``energy-like measure'' in the case of undamped acoustic problems. These conservation properties, thus, provide a rational basis for using this algorithm. In linear elastodynamics problems, variants of the trapezoidal rule that incorporate ``high-frequency'' dissipation are often used, since the higher frequencies, which are not approximated properly by the standard displacement-based approach, often result in unphysical behavior. Instead of modifying the trapezoidal algorithm, we propose using a hybrid finite element framework for constructing the stiffness matrix. Hybrid finite elements, which are based on a two-field variational formulation involving displacement and stresses, are known to approximate the eigenvalues much more accurately than the standard displacement-based approach, thereby either bypassing or reducing the need for high-frequency dissipation. We show this by means of several examples, where we compare the numerical solutions obtained using the displacement-based and hybrid approaches against analytical solutions.

A micropolar peridynamic theory in linear elasticity

A state-based micropolar peridynamic theory for linear elastic solids is proposed. The main motivation is to introduce additional micro-rotational degrees of freedom to each material point and thus naturally bring in the physically relevant material length scale parameters into peridynamics. Non-ordinary type modeling via constitutive correspondence is adopted here to define the micropolar peridynamic material. Along with a general three dimensional model, homogenized one dimensional Timoshenko type beam models for both the proposed micropolar and the standard non-polar peridynamic variants are derived. The efficacy of the proposed models in analyzing continua with length scale effects is established via numerical simulations of a few beam and plane-stress problems. (C) 2015 Elsevier Ltd. All rights reserved.

Optimal Linear Glauber Model

Contrary to the actual nonlinear Glauber model, the linear Glauber model (LGM) is exactly solvable, although the detailed balance condition is not generally satisfied. This motivates us to address the issue of writing the transition rate () in a best possible linear form such that the mean squared error in satisfying the detailed balance condition is least. The advantage of this work is that, by studying the LGM analytically, we will be able to anticipate how the kinetic properties of an arbitrary Ising system depend on the temperature and the coupling constants. The analytical expressions for the optimal values of the parameters involved in the linear are obtained using a simple Moore-Penrose pseudoinverse matrix. This approach is quite general, in principle applicable to any system and can reproduce the exact results for one dimensional Ising system. In the continuum limit, we get a linear time-dependent Ginzburg-Landau equation from the Glauber's microscopic model of non-conservative dynamics. We analyze the critical and dynamic properties of the model, and show that most of the important results obtained in different studies can be reproduced by our new mathematical approach. We will also show in this paper that the effect of magnetic field can easily be studied within our approach; in particular, we show that the inverse of relaxation time changes quadratically with (weak) magnetic field and that the fluctuation-dissipation theorem is valid for our model.

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.

Alternative Formulation of the Discrete Linear Quadratic Regulator (DLQR)

In this paper, an alternative apriori and aposteriori formulation has been derived for the discrete linear quadratic regulator (DLQR) in a manner analogous to that used in the discrete Kalman filter. It has been shown that the formulation seamlessly fits into the available formulation of the DLQR and the equivalent terms in the existing formulation and the proposed formulation have been identified. Thereafter, the significance of this alternative formulation has been interpreted in terms of the sensitivity of the controller performances to any changes in the states or to changes in the control inputs. The implications of this alternative formulation to adaptive controller tuning have also been discussed.