Search results for "Quadratic Programming"
showing 10 items of 27 documents
Applying fuzzy Particle Swarm Optimization to Multi-unit Double Auctions
2010
Abstract In the context of Quadratic Programming Problems, we use a fuzzy Particle Swarm Optimization (PSO) algorithm to analyze a Multi-unit Double Auction (MDA) market. We give also a Linear Programming (LP) based upper bound to help the decision maker in dealing with constraints in the mathematical model. In the computational study, we evaluate our algorithm and show that it is a feasible approach for processing bids and calculating assignments.
Efficient Redundancy Reduced Subgroup Discovery via Quadratic Programming
2012
Subgroup discovery is a task at the intersection of predictive and descriptive induction, aiming at identifying subgroups that have the most unusual statistical (distributional) characteristics with respect to a property of interest. Although a great deal of work has been devoted to the topic, one remaining problem concerns the redundancy of subgroup descriptions, which often effectively convey very similar information. In this paper, we propose a quadratic programming based approach to reduce the amount of redundancy in the subgroup rules. Experimental results on 12 datasets show that the resulting subgroups are in fact less redundant compared to standard methods. In addition, our experime…
A bilateral convergent bounding technique for plastic deformations
1990
For the class of elastic perfectly plastic discrete structures, subjected to a dynamic loading history, a bilateral bounding technique for plastic deformations has been studied. The computation of the bound is founded on the concept that to obtain it, any history of fictitious plastic deformations can be used, if only admissible. Such history is obtained by solving a sequence of linear programming problems (LPPs) with a multiple step compared to the step of the sequence of the quadratic programming problems (QPPs) adopting in the classic elasto-plastic analysis. The constraints of the LPPs coincide with the constraints of the QPPs, while the objective function is a linear combination of var…
On Optimizing Locally Linear Nearest Neighbour Reconstructions Using Prototype Reduction Schemes
2010
This paper concerns the use of Prototype Reduction Schemes (PRS) to optimize the computations involved in typical k-Nearest Neighbor (k-NN) rules. These rules have been successfully used for decades in statistical Pattern Recognition (PR) applications, and have numerous applications because of their known error bounds. For a given data point of unknown identity, the k-NN possesses the phenomenon that it combines the information about the samples from a priori target classes (values) of selected neighbors to, for example, predict the target class of the tested sample. Recently, an implementation of the k-NN, named as the Locally Linear Reconstruction (LLR) [11], has been proposed. The salien…
2020
This work introduces a method to estimate reflectance, shading, and specularity from a single image. Reflectance, shading, and specularity are intrinsic images derived from the dichromatic model. Estimation of these intrinsic images has many applications in computer vision such as shape recovery, specularity removal, segmentation, or classification. The proposed method allows for recovering the dichromatic model parameters thanks to two independent quadratic programming steps. Compared to the state of the art in this domain, our approach has the advantage to address a complex inverse problem into two parallelizable optimization steps that are easy to solve and do not require learning. The p…
Stable control of pulse speed in parametric three-wave solitons.
2006
International audience; We analyze the control of the propagation speed of three wave packets interacting in a medium with quadratic nonlinearity and dispersion. We find analytical expressions for mutually trapped pulses with a common velocity in the form of a three-parameter family of solutions of the three-wave resonant interaction. The stability of these novel parametric solitons is simply related to the value of their common group velocity.
Shape design optimization in 2D aerodynamics using Genetic Algorithms on parallel computers
1996
Publisher Summary This chapter presents two Shape Optimization problems for two dimensional airfoil designs. The first one is a reconstruction problem for an airfoil when the velocity of the flow is known on the surface of airfoil. The second problem is to minimize the shock drag of an airfoil at transonic regime. The flow is modeled by the full potential equations. The discretization of the state equation is done using the finite element method and the resulting non-linear system of equations is solved by using a multi-grid method. The non-linear minimization process corresponding to the shape optimization problems are solved by a parallel implementation of a genetic algorithm (GA). Some n…
Estimating intrinsic image from successive images by solving underdetermined and overdetermined systems of the dichromatic model
2020
International audience; Estimating an intrinsic image from a sequence of successive images taken from an object at different angles of illumination can be used in various applications such as objects recognition, color classification, and the like; because, in so doing, it can provide more visual information. Meanwhile, according to the well-known dichromatic model, each image can be considered a linear combination of three components, including intrinsic image, shading factor, and specularity. In this study, at first, two simple independent constrained and parallelized quadratic programming steps were used for computing values of the shading factor and the specularity of each successive of…
Fuzzy Mathematical Programming for Portfolio Management
2000
The classical portfolio selection problem was formulated by Markowitz in the 1950s as a quadratic programming problem in which the risk variance is minimized. Since then, many other models have been considered and their associated mathematical programming formulations can be viewed as dynamic, stochastic or static decision problems. In our opinion, the model formulation depends essentially on two factors: the data nature and the treatment given to the risk and return goals. In this communication, we consider several approaches to deal with the data uncertainty for different classical formulations of the portfolio problem. We make use of duality theory and fuzzy programming techniques to ana…
Solving some optimal control problems using the barrier penalty function method
2005
In this paper we present a new approach to solve the two-level optimization problem arising from an approximation by means of the finite element method of optimal control problems governed by unilateral boundary value problems. The minimized functional depends on control variables and state variables x. The latter are the optimal solution of an auxiliary quadratic programming problem, whose parameters depend on u.