Безградиентные двухточечные методы решения задач стохастической негладкой выпуклой оптимизации при наличии малых шумов не случайной природы
In this paper we consider the task of inner objects mapping for the building with a bunch of moving around it autonomous agents which use narrow beam of radio waves using WiFi frequency (2.4 GHz). Linear model of pixel-wise radio waves attenuation is considered. SIRT algorithm with TV and Tikhonov regularizations is used for the task of tomography reconstruction. Properties of the presented model are studied during simulation using synthetic data consisting of 8 buildings with inner object with different shapes. Mapping quality depends on transmission power is found. Simulation results confirm suggested approach usability.
This paper proposes an approach to obtaining of the set of admissible values of the optimization variables (design space) in the form of extreme ellipsoids describing a given set of points and inscribed in a given set of linear constraints. Considered ellipsoids include Principal Component’s ellipsoid, minimal volume ellipsoid and ellipsoid with minimal trace of its matrix containing given points. We have developed the procedures which change ellipsoid built based on points set exclusively in order to inscribe it into polyhedron. Ellipsoids are constructed by solving corresponding optimization problems which are formulated as convex programming problems using linear matrix inequalities.
The mixed-norm cost functions arise in many applied optimization problems. As an important example, we consider the state estimation problem for a linear dynamic system under a nonclassical assumption that some entries of state vector admit jumps in their trajectories. The estimation problem is solved by means of mixed l1/l2-norm approximation. This approach combines the advantages of the well-known quadratic smoothing and the robustness of the least absolute deviations method. For the implementation of the mixed-norm approximation, a dynamic iterative estimation algorithm is proposed. This algorithm is based on weight and time recursions and demonstrates the high efficiency. It well identifies the rare jumps in the state vector and has some advantages over more customary methods in case of a large amount of measurements that are typical for applied problems. Nonoptimality levels for current iterations of the algorithm are constructed. The computation of these levels allows to check the accuracy of iterations.
In this paper, we consider a large class of hierarchical congestion population games. One can show that the equilibrium in a game of such type can be described as a minimum point in a properly constructed multi-level convex optimization problem. We propose a fast primal-dual composite gradient method and apply it to the problem, which is dual to the problem describing the equilibrium in the considered class of games. We prove that this method allows to find an approximate solution of the initial problem without increasing the complexity.
Let k be a field of characteristic zero, let G be a connected reductive algebraic group over k and let g be its Lie algebra. Let k(G), respectively, k(g), be the field of k- rational functions on G, respectively, g. The conjugation action of G on itself induces the adjoint action of G on g. We investigate the question whether or not the field extensions k(G)/k(G)^G and k(g)/k(g)^G are purely transcendental. We show that the answer is the same for k(G)/k(G)^G and k(g)/k(g)^G, and reduce the problem to the case where G is simple. For simple groups we show that the answer is positive if G is split of type A_n or C_n, and negative for groups of other types, except possibly G_2. A key ingredient in the proof of the negative result is a recent formula for the unramified Brauer group of a homogeneous space with connected stabilizers. As a byproduct of our investigation we give an affirmative answer to a question of Grothendieck about the existence of a rational section of the categorical quotient morphism for the conjugating action of G on itself.
Let G be a connected semisimple algebraic group over an algebraically closed field k. In 1965 Steinberg proved that if G is simply connected, then in G there exists a closed irreducible cross-section of the set of closures of regular conjugacy classes. We prove that in arbitrary G such a cross-section exists if and only if the universal covering isogeny Ĝ → G is bijective; this answers Grothendieck's question cited in the epigraph. In particular, for char k = 0, the converse to Steinberg's theorem holds. The existence of a cross-section in G implies, at least for char k = 0, that the algebra k[G]G of class functions on G is generated by rk G elements. We describe, for arbitrary G, a minimal generating set of k[G]G and that of the representation ring of G and answer two Grothendieck's questions on constructing generating sets of k[G]G. We prove the existence of a rational (i.e., local) section of the quotient morphism for arbitrary G and the existence of a rational cross-section in G (for char k = 0, this has been proved earlier); this answers the other question cited in the epigraph. We also prove that the existence of a rational section is equivalent to the existence of a rational W-equivariant map T- - - >G/T where T is a maximal torus of G and W the Weyl group.