Stopping rules for a nonnegatively constrained iterative method for ill-posed Poisson imaging problems

Image data is often collected by a charge coupled device (CCD) camera. CCD camera noise is known to be well-modeled by a Poisson distribution. If this is taken into account, the negative-log of the Poisson likelihood is the resulting data-fidelity function. We derive, via a Taylor series argument, a weighted least squares approximation of the negative-log of the Poisson likelihood function. The image deblurring algorithm of interest is then applied to the problem of minimizing this weighted least squares function subject to a nonnegativity constraint. Our objective in this paper is the development of stopping rules for this algorithm. We present three stopping rules and then test them on data generated using two different true images and an accurate CCD camera noise model. The results indicate that each of the three stopping rules is effective. AMS subject classification (2000)  65F20, 65F30     

Stopping rules,permutation invariance and sufficiency principle

In the context of sequential (point as well as interval) estimation, a general formulation of permutation-invariant stopping rules is considered. These stopping rules lead to savings in the ASN at the cost of some elevation of the associated risk—a phenomenon which may be attributed to the violation of the sufficiency principle. For the (point and interval) sequential estimation of the mean of a normal distribution, it is shown that such permutation-invariant stopping rules may lead to a substantial saving in the ASN with only a small increase in the associated risk.Work partially supported by (i) Office of Naval Research, Contract Number N00014-85-K-0548, and (ii) Office of Naval Research, Contract Number N00014-83-K-0387.     

Stopping rules and backward error analysis for bound-constrained optimization

Termination criteria for the iterative solution of bound-constrained optimization problems are examined in the light of backward error analysis. It is shown that the problem of determining a suitable perturbation on the problem’s data corresponding to the definition of the backward error is analytically solvable under mild assumptions. Moreover, a link between existing termination criteria and this solution is clarified, indicating that some standard measures of criticality may be interpreted in the sense of backward error analysis. The backward error problem is finally considered from the multicriteria optimization point of view and some numerical illustration is provided.     

Turán numbers for Berge-hypergraphs and related extremal problems

Let $F$ be a graph. We say that a hypergraph $H$ is a Berge-$F$ if there is a bijection $f:E\left(F\right)\to E\left(H\right)$ such that $e?f\left(e\right)$ for every $e\in E\left(F\right)$. Note that Berge-$F$ actually denotes a class of hypergraphs. The maximum number of edges in an $n$-vertex $r$-graph with no subhypergraph isomorphic to any Berge-$F$ is denoted ${\mathrm{ex}}_r(n,\text{Berge-}F)$. In this paper, we investigate the case when $F=K_{s,t}$ and establish an upper-bound when $r\ge 3$, and a lower-bound when $r=4$ and $t$ is large enough compared to $s$. Additionally, we prove a counting result for $r$-graphs of girth five that complements the asymptotic formula ${\text{ex}}_3(n,\text{Berge-}\{C_2,C_3,C_4\})=\frac{1}{6}{n}^{3∕2}+o\left(n^{3∕2}\right)$ of Lazebnik and Verstraëte (2003).     

Stopping rules and tactics for processes indexed by a directed set

A new notion of tactic for processes indexed by a directed set is introduced. The main theorem, giving conditions under which tactics can be mapped on stopping times on the line, is applied to reduce some optimal stopping problems in the plane to the same problems on the line. In the case of independent random variables, one achieves a nearly complete reduction of the optimal reward problem to the linear case.     

Approximations and computational methods for Optimal Stopping and Stochastic Impulsive Control problems

The paper treats a computational method for the Optimal Stopping and Stochastic Impulsive Control problem for a diffusion. In the latter problem control acts only intermittently since there is a basic positive transaction cost to be paid at each instant that the control acts. For eachh > 0, a controlled Markov chain is constructed, whose continuous time interpolations are a natural approximation to the diffusion, for both the optimal stopping and impulsive control situations. The solutions to the optimal stopping and impulsive control problems for the chains are relatively easy to obtain by using standard procedures, and they converge to the solutions of the corresponding problems for the diffusion models ash0.Research was supported in part by the Air Force Office of Scientific Research AF-AFOSR 71-2078C, in part by the National Science Foundation GK 40493X and in part by the Office of Naval Research NONR N00014-67-A-0191-001804.     

Bi-criteria optimization problems for decision rules

We consider bi-criteria optimization problems for decision rules and rule systems relative to length and coverage. We study decision tables with many-valued decisions in which each row is associated with a set of decisions as well as single-valued decisions where each row has a single decision. Short rules are more understandable; rules covering more rows are more general. Both of these problems—minimization of length and maximization of coverage of rules are NP-hard. We create dynamic programming algorithms which can find the minimum length and the maximum coverage of rules, and can construct the set of Pareto optimal points for the corresponding bi-criteria optimization problem. This approach is applicable for medium-sized decision tables. However, the considered approach allows us to evaluate the quality of various heuristics for decision rule construction which are applicable for relatively big datasets. We can evaluate these heuristics from the point of view of (i) single-criterion—we can compare the length or coverage of rules constructed by heuristics; and (ii) bi-criteria—we can measure the distance of a point (length, coverage) corresponding to a heuristic from the set of Pareto optimal points. The presented results show that the best heuristics from the point of view of bi-criteria optimization are not always the best ones from the point of view of single-criterion optimization.     

On stability of the P n mod /P n element for incompressible flow problems

It is well known that finite element spaces used for approximating the velocity and the pressure in an incompressible flow problem have to be stable in the sense of the inf-sup condition of Babuška and Brezzi if a stabilization of the incompressibility constraint is not applied. In this paper we consider a recently introduced class of triangular nonconforming finite elements of nth order accuracy in the energy norm called P _n ^mod elements. For n ≤ 3 we show that the stability condition holds if the velocity space is constructed using the P _n ^mod elements and the pressure space consists of continuous piecewise polynomial functions of degree n. This research has been supported by the Grant Agency of the Czech Republic under the grant No. 201/05/0005 and by the grant MSM 0021620839.     

Linear decision rules for cash-balancing and inventory problems

Optimal dynamic programming solutions for cash-balancing problems are compared with suboptimal linear decision rule solutions. It can be shown that cost deviations are not larger than 10% for small set-up costs. The comparison is extended to the pure inventory case for which similar results are obtained.     

Quadratic programming problems and related linear complementarity problems

This paper investigates the general quadratic programming problem, i.e., the problem of finding the minimum of a quadratic function subject to linear constraints. In the case where, over the set of feasible points, the objective function is bounded from below, this problem can be solved by the minimization of a linear function, subject to the solution set of a linear complementarity problem, representing the Kuhn-Tucker conditions of the quadratic problem.To detect in the quadratic problem the unboundedness from below of the objective function, necessary and sufficient conditions are derived. It is shown that, when these conditions are applied, the general quadratic programming problem becomes equivalent to the investigation of an appropriately formulated linear complementarity problem.This research was supported by the Hungarian Research Foundation, Grant No. OTKA/1044.     

Multiplicative decision rules for multiobjective decision problems

Properties of consistency of general decision rules for multiobjective decision problems are discussed. Decision rules based on the family of weighted geometric averages are introduced, their properties are analysed and possible implementations are discussed.     

Admissible inference rules for polymodal logicS5 n C

We study polymodal logics with n modal connectives □₁,...,□_n, each of which satisfies the axioms of S5 and, moreover, obeys the commutativity laws . The following results are proved: (1) the logic S5_nC is not locally finite; (2) the inference rule A(p₁, …, p_m)/B(p₁, …, p_m) is not admissible in , and on a one-element model ∉, there exists a valuation of variables p₁, …, p_m, such that ∉ ⊪ A. Supported by RFFR grant No. 96-01-00228. Translated fromAlgebra i Logika, Vol. 36, No. 5, pp. 483–493, September–October, 1997.     

Free boundary problems and biological systems with selection rules

Archiv der Mathematik - We prove the local existence for classical solutions of a free boundary problem which arises in one of the biological selection models proposed by Brunet and Derrida (Phys...     

Note on an improved branch-and-bound algorithm to solve n/m/P/Fmax problems

The LOMNICKI algorithm for n/m/P/F_max flow-shop problems is unsuitable for large values ofn andm because of the time and size of storage required to attain an optimal solution. The form of presentation of the problem to the algorithm can influence its performance. The algorithm performance can be improved applying the algorithm to the problem and to its inverse at the same time, sharing both applications the best value and the best bound found. Further exploitation of proprieties of the inverse problem are useful also for solve hard instances of the problem.     

Filling of a given boundary by p-gons and related problems

We consider here (p,s)-polycycles (3ps) i.e. plane graphs, such that all interior faces are p-gons, all interior vertices are s-valent and any vertex of the boundary (i.e. the exterior face) has valency within [2,s]. The boundary sequence of a (p,s)-polycycle P is the sequence b(P) enumerating, up to a cyclic shift or reversal, the consecutive valencies of vertices of the boundary. We show that the values p=3,4 are the only ones, such that the boundary sequence defines its (p,3)-filling (i.e. a (p,3)-polycycle with given boundary) uniquely.Also we give new results in the enumeration of maps M_n(p,q) (i.e. plane 3-valent maps with only p- and q-gonal faces, such that the q-gons are organized in an n-ring) and two of their generalizations.Both problems are similar (3-valent filling by p-gons of a boundary or of a ring of q-gons) and the same programs were used for both computations.