Search results for "Constrained optimization"

showing 6 items of 26 documents

Real-Time Body Gestures Recognition Using Training Set Constrained Reduction

2017

Gesture recognition is an emerging cross-discipline research field, which aims at interpreting human gestures and associating them to a well-defined meaning. It has been used as a mean for supporting human to machine interaction in several applications of robotics, artificial intelligence, and machine learning. In this paper, we propose a system able to recognize human body gestures which implements a constrained training set reduction technique. This allows the system for a real-time execution. The system has been tested on a publicly available dataset of 7,000 gestures, and experimental results have highlighted that at the cost of a little decrease in the maximum achievable recognition ac…

Settore ING-INF/05 - Sistemi Di Elaborazione Delle InformazioniTraining setComputer sciencebusiness.industrySpeech recognitionRoboticsGesture Recognition Real-time systems Constrained optimizationField (computer science)Reduction (complexity)Gesture recognitionArtificial intelligencebusinessGestureMeaning (linguistics)
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Parametric estimation of non-crossing quantile functions

2021

Quantile regression (QR) has gained popularity during the last decades, and is now considered a standard method by applied statisticians and practitioners in various fields. In this work, we applied QR to investigate climate change by analysing historical temperatures in the Arctic Circle. This approach proved very flexible and allowed to investigate the tails of the distribution, that correspond to extreme events. The presence of quantile crossing, however, prevented using the fitted model for prediction and extrapolation. In search of a possible solution, we first considered a different version of QR, in which the QR coefficients were described by parametric functions. This alleviated th…

Statistics and ProbabilityComputer scienceConstrained optimizationquantile crossingR packageQRcmPopularityconstrained optimizationQuantile regression coefficients modelling (QRCM)Quantile regressionWork (electrical)constrained optimization; parametric quantile functions; quantile crossing; Quantile regression coefficients modelling (QRCM); R packageQRcmParametric estimationEconometricsparametric quantile functionsStatistics Probability and UncertaintyQuantile
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Multivariate GARCH estimation via a Bregman-proximal trust-region method

2011

The estimation of multivariate GARCH time series models is a difficult task mainly due to the significant overparameterization exhibited by the problem and usually referred to as the "curse of dimensionality". For example, in the case of the VEC family, the number of parameters involved in the model grows as a polynomial of order four on the dimensionality of the problem. Moreover, these parameters are subjected to convoluted nonlinear constraints necessary to ensure, for instance, the existence of stationary solutions and the positive semidefinite character of the conditional covariance matrices used in the model design. So far, this problem has been addressed in the literature only in low…

Statistics and ProbabilityMathematical optimizationPolynomialComputer scienceDiagonalComputational Finance (q-fin.CP)[QFIN.CP]Quantitative Finance [q-fin]/Computational Finance [q-fin.CP]FOS: Economics and businessQuantitative Finance - Computational FinanceDimension (vector space)0502 economics and business91G70 65C60050207 economicsMathematics050205 econometrics Trust regionStatistical Finance (q-fin.ST)Series (mathematics)Applied Mathematics05 social sciencesConstrained optimizationQuantitative Finance - Statistical Finance[QFIN.ST]Quantitative Finance [q-fin]/Statistical Finance [q-fin.ST]Computational MathematicsNonlinear systemComputational Theory and MathematicsParametrizationCurse of dimensionality
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Solving chance constrained optimal control problems in aerospace via Kernel Density Estimation

2017

International audience; The goal of this paper is to show how non-parametric statistics can be used to solve some chance constrained optimization and optimal control problems. We use the Kernel Density Estimation method to approximate the probability density function of a random variable with unknown distribution , from a relatively small sample. We then show how this technique can be applied and implemented for a class of problems including the God-dard problem and the trajectory optimization of an Ariane 5-like launcher.

[ MATH.MATH-OC ] Mathematics [math]/Optimization and Control [math.OC]Mathematical optimizationControl and Optimizationchance constrained optimizationKernel density estimation0211 other engineering and technologiesProbability density function02 engineering and technology01 natural sciencesKernel Density Estimation010104 statistics & probability0101 mathematicsMathematics021103 operations researchApplied MathematicsConstrained optimizationTrajectory optimizationstochastic optimizationOptimal controlOptimal controlDistribution (mathematics)Aerospace engineeringControl and Systems EngineeringStochastic optimization[MATH.MATH-OC]Mathematics [math]/Optimization and Control [math.OC]Random variableSoftware
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Optimal Heating of an Indoor Swimming Pool

2020

This work presents the derivation of a model for the heating process of the air of a glass dome, where an indoor swimming pool is located in the bottom of the dome. The problem can be reduced from a three dimensional to a two dimensional one. The main goal is the formulation of a proper optimization problem for computing the optimal heating of the air after a given time. For that, the model of the heating process as a partial differential equation is formulated as well as the optimization problem subject to the time-dependent partial differential equation. This yields the optimal heating of the air under the glass dome such that the desired temperature distribution is attained after a given…

implicit Euler methodWork (thermodynamics)Optimization problemfinite element methodlämmitysjärjestelmät010103 numerical & computational mathematics01 natural sciences010305 fluids & plasmasDome (geology)0103 physical sciencesprojected gradient method0101 mathematicsMathematicsosittaisdifferentiaaliyhtälötPartial differential equationheat equationNumerical analysisProcess (computing)Mechanicsmatemaattinen optimointiOptimal controlelementtimenetelmäsovellettu matematiikkaPDE-constrained optimizationnumeerinen analyysicontrol constraintsmatemaattiset mallitGradient method
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Shape optimization in contact problems : Approximation and numerical realization

1987

The optímal shape design of a two-dimensíonal elastic body on rigid foundatíon is analyzed. The relation between the continuous problem and the díscrete problem achieved by FEM is presented. A numerícal realization together wíth the sensítivity analysís is given. Several numerical examples to illustrate the practícal use of the methods are presented. peerReviewed

partial differential equationelastic contactvariational inequalityconstrained optimization
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