Nonsmoothness in Machine Learning: Specific Structure,Proximal Identification,and Applications

Set-Valued and Variational Analysis - Nonsmoothness is often a curse for optimization; but it is sometimes a blessing, in particular for applications in machine learning. In this paper, we present...     

Free Component Analysis: Theory,Algorithms and Applications

Foundations of Computational Mathematics - We describe a method for unmixing mixtures of freely independent random variables in a manner analogous to the independent component analysis (ICA)-based...     

连续设施选址:模型、方法与应用

给定度量空间和该空间中的若干顾客,设施选址为在该度量空间中确定新设施的位置使得某种目标达到最优。连续设施选址是设施选址中的一类重要问题,其中的设施可在度量空间的某连续区域上进行选址。本文对连续设施选址的模型、算法和应用方面的工作进行了综述。文章首先讨论了连续设施选址中几个重要元素,包括新设施个数、距离度量函数、目标函数;然后介绍了连续选址中的几种经典模型和拓展模型;接着概述了求解连续选址问题的常用优化方法和技术,包括共轭对偶、全局优化、不确定优化、变分不等式方法、维诺图;最后介绍了连续设施选址的重要应用并给出了研究展望。     

Mixed Integer Linear Programming in Process Scheduling: Modeling,Algorithms, and Applications

This paper reviews the advances of mixed-integer linear programming (MILP) based approaches for the scheduling of chemical processing systems. We focus on the short-term scheduling of general network represented processes. First, the various mathematical models that have been proposed in the literature are classified mainly based on the time representation. Discrete-time and continuous-time models are presented along with their strengths and limitations. Several classes of approaches for improving the computational efficiency in the solution of MILP problems are discussed. Furthermore, a summary of computational experiences and applications is provided. The paper concludes with perspectives on future research directions for MILP based process scheduling technologies.     

Functional ANOVA,ultramodularity and monotonicity: Applications in multiattribute utility theory

Utility function properties as monotonicity and concavity play a fundamental role in reflecting a decision-maker’s preference structure. These properties are usually characterized via partial derivatives. However, elicitation methods do not necessarily lead to twice-differentiable utility functions. Furthermore, while in a single-attribute context concavity fully reflects risk aversion, in multiattribute problems such correspondence is not one-to-one. We show that Tsetlin and Winkler’s multivariate risk attitudes imply ultramodularity of the utility function. We demonstrate that geometric properties of a multivariate utility function can be successfully studied by utilizing an integral function expansion (functional ANOVA). The necessary and sufficient conditions under which monotonicity and/or ultramodularity of single-attribute functions imply the monotonicity and/or ultramodularity of the corresponding multiattribute function under additive, preferential and mutual utility independence are then established without reliance on the utility function differentiability. We also investigate the relationship between the presence of interactions among the attributes of a multiattribute utility function and the decision-maker’s multivariate risk attitudes.     

Minimum concave-cost network flow problems: Applications,complexity, and algorithms

We discuss a wide range of results for minimum concave-cost network flow problems, including related applications, complexity issues, and solution techniques. Applications from production and inventory planning, and transportation and communication network design are discussed. New complexity results are proved which show that this problem is NP-hard for cases with cost functions other than fixed charge. An overview of solution techniques for this problem is presented, with some new results given regarding the implementation of a particular branch-and-bound approach.     

Exotic Bialgebra S03: Representations, Baxterisation and Applications

The exotic bialgebra S03, defined by a solution of the Yang–Baxter equation, which is not a deformation of the trivial, is considered. Its FRT dual algebra s03_F is studied. The Baxterisation of the dual algebra is given in two different parametrizations. The finite-dimensional representations of s03_F are considered. Diagonalizations of the braid matrices are used to yield remarkable insights concerning representations of the L-algebra and to formulate the fusion of finite-dimensional representations. Possible applications are considered, in particular, an exotic eight-vertex model and an integrable spin-chain model. Communicated by Petr Kulish Dedicated to our friend Daniel Arnaudon Submitted: January 30, 2006 Accepted: April 3, 2006     

Multiple-type,two-dimensional bin packing problems: Applications and algorithms

In this paper we consider a class of bin selection and packing problems (BPP) in which potential bins are of various types, have two resource constraints, and the resource requirement for each object differs for each bin type. The problem is to select bins and assign the objects to bins so as to minimize the sum of bin costs while meeting the two resource constraints. This problem represents an extension of the classical two-dimensional BPP in which bins are homogeneous. Typical applications of this research include computer storage device selection with file assignment, robot selection with work station assignment, and computer processor selection with task assignment. Three solution algorithms have been developed and tested: a simple greedy heuristic, a method based onsimulated annealing (SA) and an exact algorithm based onColumn Generation with Branch and Bound (CG). An LP-based method for generating tight lower bounds was also developed (LB). Several hundred test problems based on computer storage device selection and file assignment were generated and solved. The heuristic solved problems up to 100 objects in less than a second; average solution value was within about 3% of the optimum. SA improved solutions to an average gap of less than 1% but a significant increase in computing time. LB produced average lower bounds within 3% of optimum within a few seconds. CG is practical for small to moderately-sized problems — possibly as many as 50 objects.     

Multicriteria Engineering Optimization Problems: Statement, Solution and Applications

The majority of engineering optimization problems (design, identification, design of controlled systems, optimization of large-scale systems, operational development of prototypes, and so on) are essentially multicriteria. The correct determination of the feasible solution set is a major challenge in engineering optimization problems. In order to construct the feasible solution set, a method called PSI (Parameter Space Investigation) has been created and successfully integrated into various fields of industry, science, and technology. Owing to the PSI method, it has become possible to formulate and solve a wide range of multicriteria optimization problems. In addition to giving an overview of the PSI method, this paper also describes the methods for approximation of the feasible and Pareto optimal solution sets, identification, decomposition, and aggregation of the large-scale systems.     

Interactive Multi-Objective Programming: Its Aims,Applications and Demands

The past decade has seen a considerable development of techniques designed to help decision makers faced with problems involving conflicting objectives. In particular, a family of methods known collectively as interactive multi-objective programming has come to the fore. This paper presents the underlying rationale of such methods, albeit as seen by a devil's advocate, briefly surveys some areas of application, but then questions the validity of these methods because their assumptions are not supported by the empirical results of behavioural decision theory.     

Georg Glaeser: Geometry and its Applications – in Arts,Nature and Technology

Mathematische Semesterberichte -