论文标题

关于几何优化的非负二次编程

On Non-Negative Quadratic Programming in Geometric Optimization

论文作者

Cheng, Siu-Wing, Wong, Man Ting

论文摘要

储层计算是预测湍流的有力工具,其简单的架构具有处理大型系统的计算效率。然而,其实现通常需要完整的状态向量测量和系统非线性知识。我们使用非线性投影函数将系统测量扩展到高维空间,然后将其输入到储层中以获得预测。我们展示了这种储层计算网络在时空混沌系统上的应用,该系统模拟了湍流的若干特征。我们表明,使用径向基函数作为非线性投影器,即使只有部分观测并且不知道控制方程,也能稳健地捕捉复杂的系统非线性。最后,我们表明,当测量稀疏、不完整且带有噪声,甚至控制方程变得不准确时,我们的网络仍然可以产生相当准确的预测,从而为实际湍流系统的无模型预测铺平了道路。

We present experimental and theoretical results on a method that applies a numerical solver iteratively to solve several non-negative quadratic programming problems in geometric optimization. The method gains efficiency by exploiting the potential sparsity of the intermediate solutions. We implemented the method to call quadprog of MATLAB iteratively. In comparison with a single call of quadprog, we obtain a 10-fold speedup on two proximity graph problems in $\mathbb{R}^d$ on some public data sets, a 10-fold speedup on the minimum enclosing ball problem on random points in a unit cube in $\mathbb{R}^d$, and a 5-fold speedup on the polytope distance problem on random points from a cube in $\mathbb{R}^d$ when the input size is significantly larger than the dimension; we also obtain a 2-fold or more speedup on deblurring some gray-scale space and thermal images via non-negative least square. We compare with two minimum enclosing ball software by Gärtner and Fischer et al.; for 1000 nearly cospherical points or random points in a unit cube, the iterative method overtakes the software by Gärtner at 20 dimensions and the software by Fischer et al. at 170 dimensions. In the image deblurring experiments, the iterative method compares favorably with other software that can solve non-negative least square, including FISTA with backtracking, SBB, FNNLS, and lsqnonneg of MATLAB. We analyze theoretically the number of iterations taken by the iterative scheme to reduce the gap between the current solution value and the optimum by a factor $e$. Under certain assumptions, we prove a bound proportional to the square root of the number of variables.

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