Search results for "optimization"
showing 10 items of 2824 documents
OLS Identification of network topologies
2011
Abstract In many applications, it is important to derive information about the topology and the internal connections of more dynamical systems interacting together. Examples can be found in fields as diverse as Economics, Neuroscience and Biochemistry. The paper deals with the problem of deriving a descriptive model of a network, collecting the node outputs as time series with no use of a priori insight on the topology. We cast the problem as the optimization of a cost function where a set of parameters are used to operate a trade-off between accuracy and complexity in the final model. The problem of reducing the complexity is addressed by fixing a certain degree of sparsity and finding the…
Obtaining the best value for money in adaptive sequential estimation
2010
Abstract In [Kujala, J. V., Richardson, U., & Lyytinen, H. (2010). A Bayesian-optimal principle for learner-friendly adaptation in learning games. Journal of Mathematical Psychology , 54(2), 247–255], we considered an extension of the conventional Bayesian adaptive estimation framework to situations where each observable variable is associated with a certain random cost of observation. We proposed an algorithm that chooses each placement by maximizing the expected gain in utility divided by the expected cost. In this paper, we formally justify this placement rule as an asymptotically optimal solution to the problem of maximizing the expected utility of an experiment that terminates when the…
Sard property for the endpoint map on some Carnot groups
2016
In Carnot-Caratheodory or sub-Riemannian geometry, one of the major open problems is whether the conclusions of Sard's theorem holds for the endpoint map, a canonical map from an infinite-dimensional path space to the underlying finite-dimensional manifold. The set of critical values for the endpoint map is also known as abnormal set, being the set of endpoints of abnormal extremals leaving the base point. We prove that a strong version of Sard's property holds for all step-2 Carnot groups and several other classes of Lie groups endowed with left-invariant distributions. Namely, we prove that the abnormal set lies in a proper analytic subvariety. In doing so we examine several characterizat…
Sub-Finsler Geodesics on the Cartan Group
2018
This paper is a continuation of the work by the same authors on the Cartan group equipped with the sub-Finsler $\ell_\infty$ norm. We start by giving a detailed presentation of the structure of bang-bang extremal trajectories. Then we prove upper bounds on the number of switchings on bang-bang minimizers. We prove that any normal extremal is either bang-bang, or singular, or mixed. Consequently, we study mixed extremals. In particular, we prove that every two points can be connected by a piecewise smooth minimizer, and we give a uniform bound on the number of such pieces.
Periodic controls in step 2 sub-Finsler problems
2019
We consider control-linear left-invariant time-optimal problems on step 2 Carnot groups with strictly convex set of control parameters (in particular, sub-Finsler problems). We describe all linear-in-momenta Casimirs on the dual of the Lie algebra. In the case of rank 3 Lie groups we describe the symplectic foliation on the dual of the Lie algebra. On this basis we show that extremal controls are either constant or periodic. Some related results for other Carnot groups are presented.
Corners in non-equiregular sub-Riemannian manifolds
2014
We prove that in a class of non-equiregular sub-Riemannian manifolds corners are not length minimizing. This extends the results of (G.P. Leonardi and R. Monti, Geom. Funct. Anal. 18 (2008) 552-582). As an application of our main result we complete and simplify the analysis in (R. Monti, Ann. Mat. Pura Appl. (2013)), showing that in a 4-dimensional sub-Riemannian structure suggested by Agrachev and Gauthier all length-minimizing curves are smooth. Mathematics Subject Classification. 53C17, 49K21, 49J15.
Geometric characterizations of the strict Hadamard differentiability of sets
2021
Let $S$ be a closed subset of a Banach space $X$. Assuming that $S$ is epi-Lipschitzian at $\bar{x}$ in the boundary $ \bd S$ of $S$, we show that $S$ is strictly Hadamard differentiable at $\bar{x}$ IFF the Clarke tangent cone $T(S, \bar{x})$ to $S$ at $\bar{x}$ contains a closed hyperplane IFF the Clarke tangent cone $T(\bd S, \bar{x})$ to $\bd S$ at $\bar{x}$ is a closed hyperplane. Moreover when $X$ is of finite dimension, $Y$ is a Banach space and $g: X \mapsto Y$ is a locally Lipschitz mapping around $\bar{x}$, we show that $g$ is strictly Hadamard differentiable at $\bar{x}$ IFF $T(\mathrm{graph}\,g, (\bar{x}, g(\bar{x})))$ is isomorphic to $X$ IFF the set-valued mapping $x\rightrigh…
The approximate subdifferential of composite functions
1993
This paper deals with the approximate subdifferential chain rule in a Banach space. It establishes specific results when the real-valued function is locally Lipschitzian and the mapping is strongly compactly Lipschitzian.
Qualification conditions for multivalued functions in Banach spaces with applications to nonsmooth vector optimization problems
1994
In this paper we introduce qualification conditions for multivalued functions in Banach spaces involving the A-approximate subdifferential, and we show that these conditions guarantee metric regularity of multivalued functions. The results are then applied for deriving Lagrange multipliers of Fritz—John type and Kuhn—Tucker type for infinite non-smooth vector optimization problems.
Integration of multifunctions with closed convex values in arbitrary Banach spaces
2018
Integral properties of multifunctions with closed convex values are studied. In this more general framework not all the tools and the technique used for weakly compact convex valued multifunctions work. We pay particular attention to the "positive multifunctions". Among them an investigation of multifunctions determined by vector-valued functions is presented. Finally, decomposition results are obtained for scalarly and gauge-defined integrals of multifunctions and a full description of McShane integrability in terms of Henstock and Pettis integrability is given.