Smoothing neural network for L0 regularized optimization problem with general convex constraints

2021 ◽  
Author(s):  
Wenjing Li ◽  
Wei Bian
2018 ◽  
Vol 101 ◽  
pp. 1-14 ◽  
Author(s):  
Wei Bian ◽  
Litao Ma ◽  
Sitian Qin ◽  
Xiaoping Xue

2021 ◽  
Vol 0 (0) ◽  
Author(s):  
Idris Kharroubi ◽  
Thomas Lim ◽  
Xavier Warin

AbstractWe study the approximation of backward stochastic differential equations (BSDEs for short) with a constraint on the gains process. We first discretize the constraint by applying a so-called facelift operator at times of a grid. We show that this discretely constrained BSDE converges to the continuously constrained one as the mesh grid converges to zero. We then focus on the approximation of the discretely constrained BSDE. For that we adopt a machine learning approach. We show that the facelift can be approximated by an optimization problem over a class of neural networks under constraints on the neural network and its derivative. We then derive an algorithm converging to the discretely constrained BSDE as the number of neurons goes to infinity. We end by numerical experiments.


2013 ◽  
Vol 718-720 ◽  
pp. 1961-1966
Author(s):  
Hong Sheng Xu ◽  
Qing Tan

Electronic commerce recommendation system can effectively retain user, prevent users from erosion, and improve e-commerce system sales. BP neural network using iterative operation, solving the weights of the neural network and close values to corresponding network process of learning and memory, to join the hidden layer nodes of the optimization problem of adjustable parameters increase. Ontology learning is the use of machine learning and statistical techniques, with automatic or semi-automatic way, from the existing data resources and obtaining desired body. The paper presents building electronic commerce recommendation system based on ontology learning and BP neural network. Experimental results show that the proposed algorithm has high efficiency.


2020 ◽  
Vol 42 (13) ◽  
pp. 2382-2395
Author(s):  
Armita Fatemimoghadam ◽  
Hamid Toshani ◽  
Mohammad Manthouri

In this paper, a novel approach is proposed for adjusting the position of a magnetic levitation system using projection recurrent neural network-based adaptive backstepping control (PRNN-ABC). The principles of designing magnetic levitation systems have widespread applications in the industry, including in the production of magnetic bearings and in maglev trains. Levitating a ball in space is carried out via the surrounding attracting or repelling magnetic forces. In such systems, the permissible range of the actuator is significant, especially in practical applications. In the proposed scheme, the procedure of designing the backstepping control laws based on the nonlinear state-space model is carried out first. Then, a constrained optimization problem is formed by defining a performance index and taking into account the control limits. To formulate the recurrent neural network (RNN), the optimization problem is first converted into a constrained quadratic programming (QP). Then, the dynamic model of the RNN is derived based on the Karush-Kuhn-Tucker (KKT) optimization conditions and the variational inequality theory. The convergence analysis of the neural network and the stability analysis of the closed-loop system are performed using the Lyapunov stability theory. The performance of the closed-loop system is assessed with respect to tracking error and control feasibility.


2011 ◽  
Vol 4 (2) ◽  
pp. 61-69 ◽  
Author(s):  
ZhenYa Zhang ◽  
HongMei Cheng ◽  
ShuGuang Zhang

Methods for the reconstruction of temperature fields in an intelligent building with temperature data of discrete observation positions is a current topic of research. To reconstruct temperature field with observation data, it is necessary to model the identification of temperature in each observation position. In this paper, models for temperature identification in an intelligent building are formalized as optimization problems based on observation temperature data sequence. To solve the optimization problem, a feed forward neural network is used to formalize the identification structure, and connection matrixes of the neural network are the identification parameters. With the object function for the given optimization problem as the fitness function, the training of the feed forward neural network is driven by a genetic algorithm. The experiment for the precision and stability of the proposed method is designed with real temperature data from an intelligent building.


2012 ◽  
Vol 433-440 ◽  
pp. 2808-2816
Author(s):  
Jian Jin Zheng ◽  
You Shen Xia

This paper presents a new interactive neural network for solving constrained multi-objective optimization problems. The constrained multi-objective optimization problem is reformulated into two constrained single objective optimization problems and two neural networks are designed to obtain the optimal weight and the optimal solution of the two optimization problems respectively. The proposed algorithm has a low computational complexity and is easy to be implemented. Moreover, the proposed algorithm is well applied to the design of digital filters. Computed results illustrate the good performance of the proposed algorithm.


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