scholarly journals Stochastic quasi-subgradient method for stochastic quasi-convex feasibility problems

2021 ◽  
Vol 0 (0) ◽  
pp. 0
Author(s):  
Gang Li ◽  
Minghua Li ◽  
Yaohua Hu

<p style='text-indent:20px;'>The feasibility problem is at the core of the modeling of many problems in various disciplines of mathematics and physical sciences, and the quasi-convex function is widely applied in many fields such as economics, finance, and management science. In this paper, we consider the stochastic quasi-convex feasibility problem (SQFP), which is to find a common point of infinitely many sublevel sets of quasi-convex functions. Inspired by the idea of a stochastic index scheme, we propose a stochastic quasi-subgradient method to solve the SQFP, in which the quasi-subgradients of a random (and finite) index set of component quasi-convex functions at the current iterate are used to construct the descent direction at each iteration. Moreover, we introduce a notion of Hölder-type error bound property relative to the random control sequence for the SQFP, and use it to establish the global convergence theorem and convergence rate theory of the stochastic quasi-subgradient method. It is revealed in this paper that the stochastic quasi-subgradient method enjoys both advantages of low computational cost requirement and fast convergence feature.</p>

Author(s):  
G. H. M. Araújo ◽  
R. Arefidamghani ◽  
R. Behling ◽  
Y. Bello-Cruz ◽  
A. Iusem ◽  
...  

AbstractThe circumcentered-reflection method (CRM) has been applied for solving convex feasibility problems. CRM iterates by computing a circumcenter upon a composition of reflections with respect to convex sets. Since reflections are based on exact projections, their computation might be costly. In this regard, we introduce the circumcentered approximate-reflection method (CARM), whose reflections rely on outer-approximate projections. The appeal of CARM is that, in rather general situations, the approximate projections we employ are available under low computational cost. We derive convergence of CARM and linear convergence under an error bound condition. We also present successful theoretical and numerical comparisons of CARM to the original CRM, to the classical method of alternating projections (MAP), and to a correspondent outer-approximate version of MAP, referred to as MAAP. Along with our results and numerical experiments, we present a couple of illustrative examples.


Symmetry ◽  
2021 ◽  
Vol 13 (4) ◽  
pp. 645
Author(s):  
Muhammad Farooq ◽  
Sehrish Sarfraz ◽  
Christophe Chesneau ◽  
Mahmood Ul Hassan ◽  
Muhammad Ali Raza ◽  
...  

Expectiles have gained considerable attention in recent years due to wide applications in many areas. In this study, the k-nearest neighbours approach, together with the asymmetric least squares loss function, called ex-kNN, is proposed for computing expectiles. Firstly, the effect of various distance measures on ex-kNN in terms of test error and computational time is evaluated. It is found that Canberra, Lorentzian, and Soergel distance measures lead to minimum test error, whereas Euclidean, Canberra, and Average of (L1,L∞) lead to a low computational cost. Secondly, the performance of ex-kNN is compared with existing packages er-boost and ex-svm for computing expectiles that are based on nine real life examples. Depending on the nature of data, the ex-kNN showed two to 10 times better performance than er-boost and comparable performance with ex-svm regarding test error. Computationally, the ex-kNN is found two to five times faster than ex-svm and much faster than er-boost, particularly, in the case of high dimensional data.


2021 ◽  
Vol 7 (6) ◽  
pp. 99
Author(s):  
Daniela di Serafino ◽  
Germana Landi ◽  
Marco Viola

We are interested in the restoration of noisy and blurry images where the texture mainly follows a single direction (i.e., directional images). Problems of this type arise, for example, in microscopy or computed tomography for carbon or glass fibres. In order to deal with these problems, the Directional Total Generalized Variation (DTGV) was developed by Kongskov et al. in 2017 and 2019, in the case of impulse and Gaussian noise. In this article we focus on images corrupted by Poisson noise, extending the DTGV regularization to image restoration models where the data fitting term is the generalized Kullback–Leibler divergence. We also propose a technique for the identification of the main texture direction, which improves upon the techniques used in the aforementioned work about DTGV. We solve the problem by an ADMM algorithm with proven convergence and subproblems that can be solved exactly at a low computational cost. Numerical results on both phantom and real images demonstrate the effectiveness of our approach.


2021 ◽  
pp. 107650
Author(s):  
Giro Candelario ◽  
Alicia Cordero ◽  
Juan R. Torregrosa ◽  
María P. Vassileva

Author(s):  
Carlo Alberto De Bernardi ◽  
Enrico Miglierina

AbstractThe 2-sets convex feasibility problem aims at finding a point in the nonempty intersection of two closed convex sets A and B in a Hilbert space H. The method of alternating projections is the simplest iterative procedure for finding a solution and it goes back to von Neumann. In the present paper, we study some stability properties for this method in the following sense: we consider two sequences of closed convex sets $$\{A_n\}$$ { A n } and $$\{B_n\}$$ { B n } , each of them converging, with respect to the Attouch-Wets variational convergence, respectively, to A and B. Given a starting point $$a_0$$ a 0 , we consider the sequences of points obtained by projecting on the “perturbed” sets, i.e., the sequences $$\{a_n\}$$ { a n } and $$\{b_n\}$$ { b n } given by $$b_n=P_{B_n}(a_{n-1})$$ b n = P B n ( a n - 1 ) and $$a_n=P_{A_n}(b_n)$$ a n = P A n ( b n ) . Under appropriate geometrical and topological assumptions on the intersection of the limit sets, we ensure that the sequences $$\{a_n\}$$ { a n } and $$\{b_n\}$$ { b n } converge in norm to a point in the intersection of A and B. In particular, we consider both when the intersection $$A\cap B$$ A ∩ B reduces to a singleton and when the interior of $$A \cap B$$ A ∩ B is nonempty. Finally we consider the case in which the limit sets A and B are subspaces.


2011 ◽  
Vol 44 (1) ◽  
pp. 5573-5578
Author(s):  
M. Abbas Turki ◽  
D. Esqueda Merino ◽  
K. Kasper ◽  
C. Durieu

Sensors ◽  
2021 ◽  
Vol 21 (15) ◽  
pp. 5038
Author(s):  
Kosuke Shima ◽  
Masahiro Yamaguchi ◽  
Takumi Yoshida ◽  
Takanobu Otsuka

IoT-based measurement systems for manufacturing have been widely implemented. As components that can be implemented at low cost, BLE beacons have been used in several systems developed in previous research. In this work, we focus on the Kanban system, which is a measure used in manufacturing strategy. The Kanban system emphasizes inventory management and is used to produce only required amounts. In the Kanban system, the Kanban cards are rotated through the factory along with the products, and when the products change to a different process route, the Kanban card is removed from the products and the products are assigned to another Kanban. For this reason, a single Kanban cannot trace products from plan to completion. In this work, we propose a system that uses a Bluetooth low energy (BLE) beacon to connect Kanbans in different routes but assigned to the same products. The proposed method estimates the beacon status of whether the Kanban is inside or outside a postbox, which can then be computed by a micro controller at low computational cost. In addition, the system connects the Kanbans using the beacons as paired connection targets. In an experiment, we confirmed that the system connected 70% of the beacons accurately. We also confirmed that the system could connect the Kanbans at a small implementation cost.


2018 ◽  
Vol 2018 ◽  
pp. 1-12
Author(s):  
Yun-Hua Wu ◽  
Lin-Lin Ge ◽  
Feng Wang ◽  
Bing Hua ◽  
Zhi-Ming Chen ◽  
...  

In order to satisfy the real-time requirement of spacecraft autonomous navigation using natural landmarks, a novel algorithm called CSA-SURF (chessboard segmentation algorithm and speeded up robust features) is proposed to improve the speed without loss of repeatability performance of image registration progress. It is a combination of chessboard segmentation algorithm and SURF. Here, SURF is used to extract the features from satellite images because of its scale- and rotation-invariant properties and low computational cost. CSA is based on image segmentation technology, aiming to find representative blocks, which will be allocated to different tasks to speed up the image registration progress. To illustrate the advantages of the proposed algorithm, PCA-SURF, which is the combination of principle component analysis and SURF, is also analyzed in this paper for comparison. Furthermore, random sample consensus (RANSAC) algorithm is applied to eliminate the false matches for further accuracy improvement. The simulation results show that the proposed strategy obtains good results, especially in scaling and rotation variation. Besides, CSA-SURF decreased 50% of the time in extraction and 90% of the time in matching without losing the repeatability performance by comparing with SURF algorithm. The proposed method has been demonstrated as an alternative way for image registration of spacecraft autonomous navigation using natural landmarks.


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