scholarly journals A General and Numerically Efficient Framework to Design Sector-Type and Cylindrical Counterweights for Balancing of Planar Linkages

2009 ◽  
Vol 132 (1) ◽  
Author(s):  
B. Demeulenaere ◽  
M. Verschuure ◽  
J. Swevers ◽  
J. De Schutter
Keyword(s):  
Iterative Procedure ◽  
Numerical Experiments ◽  
Optimization Problems ◽  
Computation Time ◽  
Efficient Design ◽  
Convex Optimization Problems ◽  
Sector Type ◽  
Planar Linkages ◽  
Driving Torque ◽  
Shaking Moment

This paper extends previous work concerning convex reformulations of counterweight balancing by developing a general and numerically efficient design framework for counterweight balancing of arbitrarily complex planar linkages. At the numerical core of the framework is an iterative procedure, in which successively solving three convex optimization problems yields practical counterweight shapes in typically less than 1 CPU s. Several types of counterweights can be handled. The iterative procedure allows minimizing and/or constraining shaking force, shaking moment, driving torque, and bearing forces. Numerical experiments demonstrate the numerical superiority (in terms of computation time and balancing result) of the presented framework compared to existing approaches.

Research on MPI-Based Parallel Max-Min Ant System

2012 ◽  
Vol 198-199 ◽  
pp. 1321-1326 ◽  
Author(s):  
Yu Liu ◽  
Guo Dong Wu
Keyword(s):  
Combinatorial Optimization ◽  
Numerical Experiments ◽  
Large Scale ◽  
Optimization Problems ◽  
Computation Time ◽  
Traveling Salesman ◽  
Ant System ◽  
Combinatorial Optimization Problems ◽  
The Traveling Salesman Problem

When solving large scale combinatorial optimization problems, Max-Min Ant System requires long computation time. MPI-based Parallel Max-Min Ant System described in this paper can ensure the quality of the solution, as well as reduce the computation time. Numerical experiments on the multi-node cluster system show that when solving the traveling salesman problem, MPI-based Parallel Max-Min Ant System can get better computational efficiency.

scholarly journals Kernel Methods for Data Classification

2016 ◽  
Vol 22 (3) ◽  
pp. 572-575
Author(s):  
Raluca-Mariana Ştefan ◽  
Măriuţa Şerban ◽  
Iulian-Ion Hurloiu ◽  
Bianca-Florentina Rusu
Keyword(s):  
Kernel Methods ◽  
Supervised Classification ◽  
Optimization Problems ◽  
Computation Time ◽  
Data Classification ◽  
Convex Optimization Problems ◽  
The Past ◽  
Digital Format ◽  
The One

Abstract In the past decades, the exponential evolution of data collection for macroeconomic databases in digital format caused a huge increase in their volume. As a consequence, the automatic organization and the classification of macroeconomic data show a significant practical value. Various techniques for categorizing data are used to classify numerous macroeconomic data according to the classes they belong to. Since the manual construction of some of the classifiers is difficult and time consuming, are preferred classifiers that learn from action examples, a process which forms the supervised classification type. A variant of solving the problem of data classification is the one of using the kernel type methods. These methods represent a class of algorithms used in the automatic analysis and classification of information. Most algorithms of this section focus on solving convex optimization problems and calculating their own values. They are efficient in terms of computation time and are very stable statistically. Shaw-Taylor, J. and Cristianini, N. have demonstrated that this type of approach to data classification is robust and efficient in terms of detection of existing stable patterns in a finite array of data. Thus, in a modular manner data will be incorporated into a space where it can cause certain linear relationship.

A Non-Monotone Line Search Combination Technique for Unconstrained Optimization

2014 ◽  
Vol 8 (1) ◽  
pp. 218-221 ◽  
Author(s):  
Ping Hu ◽  
Zong-yao Wang
Keyword(s):  
Global Convergence ◽  
Unconstrained Optimization ◽  
Numerical Experiments ◽  
Line Search ◽  
Optimization Problems ◽  
Search Algorithm ◽  
New Combination ◽  
Combination Rule ◽  
Combination Technique ◽  
Unconstrained Optimization Problems

We propose a non-monotone line search combination rule for unconstrained optimization problems, the corresponding non-monotone search algorithm is established and its global convergence can be proved. Finally, we use some numerical experiments to illustrate the new combination of non-monotone search algorithm’s effectiveness.

scholarly journals Decentralized and parallel primal and dual accelerated methods for stochastic convex programming problems

2021 ◽  
Vol 0 (0) ◽  
Author(s):  
Darina Dvinskikh ◽  
Alexander Gasnikov
Keyword(s):  
Convex Optimization ◽  
Inverse Problems ◽  
Convex Programming ◽  
Data Science ◽  
Optimization Problems ◽  
Stochastic Gradient ◽  
Logarithmic Factor ◽  
Accelerated Methods ◽  
Convex Optimization Problems ◽  
Primal And Dual

Abstract We introduce primal and dual stochastic gradient oracle methods for decentralized convex optimization problems. Both for primal and dual oracles, the proposed methods are optimal in terms of the number of communication steps. However, for all classes of the objective, the optimality in terms of the number of oracle calls per node takes place only up to a logarithmic factor and the notion of smoothness. By using mini-batching technique, we show that the proposed methods with stochastic oracle can be additionally parallelized at each node. The considered algorithms can be applied to many data science problems and inverse problems.

scholarly journals NeuSE: A Neural Snapshot Ensemble Method for Collaborative Filtering

2021 ◽  
Vol 15 (6) ◽  
pp. 1-20
Author(s):  
Dongsheng Li ◽  
Haodong Liu ◽  
Chao Chen ◽  
Yingying Zhao ◽  
Stephen M. Chu ◽  
...  
Keyword(s):  
Collaborative Filtering ◽  
Optimization Problems ◽  
Empirical Studies ◽  
Large Datasets ◽  
Model Learning ◽  
Global Models ◽  
Convex Optimization Problems ◽  
Memory Network ◽  
Real World Datasets ◽  
Performance Tradeoff

In collaborative filtering (CF) algorithms, the optimal models are usually learned by globally minimizing the empirical risks averaged over all the observed data. However, the global models are often obtained via a performance tradeoff among users/items, i.e., not all users/items are perfectly fitted by the global models due to the hard non-convex optimization problems in CF algorithms. Ensemble learning can address this issue by learning multiple diverse models but usually suffer from efficiency issue on large datasets or complex algorithms. In this article, we keep the intermediate models obtained during global model learning as the snapshot models, and then adaptively combine the snapshot models for individual user-item pairs using a memory network-based method. Empirical studies on three real-world datasets show that the proposed method can extensively and significantly improve the accuracy (up to 15.9% relatively) when applied to a variety of existing collaborative filtering methods.

scholarly journals Investigation of Improved Cooperative Coevolution for Large-Scale Global Optimization Problems

Algorithms ◽  
2021 ◽  
Vol 14 (5) ◽  
pp. 146
Author(s):  
Aleksei Vakhnin ◽  
Evgenii Sopov
Keyword(s):  
Global Optimization ◽  
Evolutionary Algorithms ◽  
Numerical Experiments ◽  
Large Scale ◽  
Optimization Problems ◽  
State Of The Art ◽  
Fixed Number ◽  
High Dimensional ◽  
Cooperative Coevolution ◽  
Large Scale Problems

Modern real-valued optimization problems are complex and high-dimensional, and they are known as “large-scale global optimization (LSGO)” problems. Classic evolutionary algorithms (EAs) perform poorly on this class of problems because of the curse of dimensionality. Cooperative Coevolution (CC) is a high-performed framework for performing the decomposition of large-scale problems into smaller and easier subproblems by grouping objective variables. The efficiency of CC strongly depends on the size of groups and the grouping approach. In this study, an improved CC (iCC) approach for solving LSGO problems has been proposed and investigated. iCC changes the number of variables in subcomponents dynamically during the optimization process. The SHADE algorithm is used as a subcomponent optimizer. We have investigated the performance of iCC-SHADE and CC-SHADE on fifteen problems from the LSGO CEC’13 benchmark set provided by the IEEE Congress of Evolutionary Computation. The results of numerical experiments have shown that iCC-SHADE outperforms, on average, CC-SHADE with a fixed number of subcomponents. Also, we have compared iCC-SHADE with some state-of-the-art LSGO metaheuristics. The experimental results have shown that the proposed algorithm is competitive with other efficient metaheuristics.

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