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1.
Measurable supports,reducible spaces and the structure of the optimal σ-field in unbiased estimation
Immanuel M. Bomze 《Monatshefte für Mathematik》1986,101(1):27-38
This paper generalizes a result bySapozhnikov relating the structure of the optimal -field in unbiased estimation to the reducibility of certain linear subspaces of estimators. For this purpose, the concept of a measurable support of (uncountably infinite) sets consisting of random variables is introduced, which could be of general interest. It turns out, that for a wide class of measure spaces, measurable supports of any subsets of measurable functions exist. 相似文献
2.
3.
Immanuel M. Bomze Werner Schachinger 《Computational Optimization and Applications》2010,45(2):237-256
A Standard Quadratic Optimization Problem (StQP) consists of maximizing a (possibly indefinite) quadratic form over the standard
simplex. Likewise, in a multi-StQP we have to maximize a (possibly indefinite) quadratic form over the Cartesian product of
several standard simplices (of possibly different dimensions). Among many other applications, multi-StQPs occur in Machine
Learning Problems. Several converging monotone interior point methods are established, which differ from the usual ones used
in cone programming. Further, we prove an exact cone programming reformulation for establishing rigorous yet affordable bounds
and finding improving directions. 相似文献
4.
We present measurements of the time-dependent fluctuations of electrical current in a voltage-biased tunnel junction. We were able to simultaneously extract the first three moments of the current counting statistics. Detailed comparison of the second and the third moments reveals that the statistics is accurately described as Poissonian, expected for spontaneous current fluctuations due to electron charge discreteness, realized in tunneling transport at negligible coupling to environment. 相似文献
5.
G. Kowol C. Krattenthaler H. Mitsch H. Rindler J. Schoissengeier A. Kriegl F. Haslinger R. Bürger H. Muthsam H. G. Feichtinger F. Hofbauer I. Bomze M. Hoffmann-Ostenhof V. Losert 《Monatshefte für Mathematik》1992,113(4):331-348
Ohne Zusammenfassung 相似文献
6.
Immanuel M. Bomze 《Journal of Global Optimization》1997,10(2):143-164
As is well known, the problem of finding a maximum clique in a graph isNP-hard. Nevertheless, NP-hard problems may have easy instances. This paperproposes a new, global optimization algorithm which tries to exploit favourabledata constellations, focussing on the continuous problem formulation: maximizea quadratic form over the standard simplex. Some general connections of thelatter problem with dynamic principles of evolutionary game theory areestablished. As an immediate consequence, one obtains a procedure whichconsists (a) of an iterative part similar to interior-path methods based on theso-called replicator dynamics; and (b) a routine to escape from inefficient,locally optimal solutions. For the special case of finding a maximum clique ina graph where the quadratic form arises from a regularization of the adjacencematrix, part (b), i.e. escaping from maximal cliques not of maximal size, isaccomplished with block pivoting methods based on (large) independent sets,i.e. cliques of the complementary graph. A simulation study is included whichindicates that the resulting procedure indeed has some merits. 相似文献
7.
Undominated d.c. Decompositions of Quadratic Functions and Applications to Branch-and-Bound Approaches 总被引:2,自引:0,他引:2
In this paper we analyze difference-of-convex (d.c.) decompositions for indefinite quadratic functions. Given a quadratic function, there are many possible ways to decompose it as a difference of two convex quadratic functions. Some decompositions are dominated, in the sense that other decompositions exist with a lower curvature. Obviously, undominated decompositions are of particular interest. We provide three different characterizations of such decompositions, and show that there is an infinity of undominated decompositions for indefinite quadratic functions. Moreover, two different procedures will be suggested to find an undominated decomposition starting from a generic one. Finally, we address applications where undominated d.c.d.s may be helpful: in particular, we show how to improve bounds in branch-and-bound procedures for quadratic optimization problems. 相似文献
8.
Here we propose a global optimization method for general, i.e. indefinite quadratic problems, which consist of maximizing a non-concave quadratic function over a polyhedron inn-dimensional Euclidean space. This algorithm is shown to be finite and exact in non-degenerate situations. The key procedure uses copositivity arguments to ensure escaping from inefficient local solutions. A similar approach is used to generate an improving feasible point, if the starting point is not the global solution, irrespective of whether or not this is a local solution. Also, definiteness properties of the quadratic objective function are irrelevant for this procedure. To increase efficiency of these methods, we employ pseudoconvexity arguments. Pseudoconvexity is related to copositivity in a way which might be helpful to check this property efficiently even beyond the scope of the cases considered here. 相似文献
9.
An experimental study of current fluctuations through a tunable transmission barrier, a quantum point contact, is reported. We measure the probability distribution function of transmitted charge with precision sufficient to extract the first three cumulants. To obtain the intrinsic quantities, corresponding to voltage-biased barrier, we employ a procedure that accounts for the response of the external circuit and the amplifier. The third cumulant, obtained with a high precision, is found to agree with the prediction for the statistics of transport in the non-Poissonian regime. 相似文献
10.
Nesterov suggested an SDP-based bound for the problem to minimize a quadratic form over the
-ball. In this note, we introduce a tighter SDP-based bound, the so-called copositive bound, and illustrate the improvement by simulation results. The copositive bound has the additional advantage that it can be easily extended to the inhomogeneous case of quadratic objectives including a linear term. We also indicate some improvements of the eigenvalue bound for the quadratic optimization over the
-ball with 1 < p < 2, at least for p close to one. 相似文献