Search for dissertations about: "Averaging algorithms"

Showing result 1 - 5 of 18 swedish dissertations containing the words Averaging algorithms.

  2. 1. Accelerating Convergence of Large-scale Optimization Algorithms

    Author : Euhanna Ghadimi; Mikael Johansson; Angelia Nedich; KTH; []
    Keywords : TEKNIK OCH TEKNOLOGIER; ENGINEERING AND TECHNOLOGY; TEKNIK OCH TEKNOLOGIER; ENGINEERING AND TECHNOLOGY; TEKNIK OCH TEKNOLOGIER; ENGINEERING AND TECHNOLOGY; Convex optimization; Large-scale systems; First-order methods; Convergence analysis; ADMM; Optimization algorithms; Electrical Engineering; Elektro- och systemteknik; Matematik; Mathematics;

    Abstract : Several recent engineering applications in multi-agent systems, communication networks, and machine learning deal with decision problems that can be formulated as optimization problems. For many of these problems, new constraints limit the usefulness of traditional optimization algorithms. READ MORE

  4. 2. Novel Hessian approximations in optimization algorithms

    Author : Erik Berglund; Mikael Johansson; Pontus Giselsson; KTH; []
    Keywords : NATURVETENSKAP; NATURAL SCIENCES; Electrical Engineering; Elektro- och systemteknik;

    Abstract : There are several benefits of taking the Hessian of the objective function into account when designing optimization algorithms. Compared to using strictly gradient-based algorithms, Hessian-based algorithms usually require fewer iterations to converge. READ MORE

  5. 3. Essays on forecasting and Bayesian model averaging

    Author : Jana Eklund; Handelshögskolan i Stockholm; []
    Keywords : NATURVETENSKAP; NATURAL SCIENCES;

    Abstract : This thesis, which consists of four chapters, focuses on forecasting in a data-rich environment and related computational issues. Chapter 1, “An embarrassment of riches: Forecasting using large panels” explores the idea of combining forecasts from various indicator models by using Bayesian model averaging (BMA) and compares the predictive performance of BMA with predictive performance of factor models. READ MORE

  6. 4. Optimization of Maintenance Planning for Multi-Component Systems, and Primal-Dual Convergence Characterizations in Convex Optimization

    Author : Magnus Önnheim; Göteborgs universitet; []
    Keywords : NATURVETENSKAP; NATURAL SCIENCES; NATURVETENSKAP; NATURAL SCIENCES; subgradient methods; Lagrangian dual; primal recovery; inconsistent convex programs; ergodic sequences; maintenance scheduling; preventive maintenance; deterioration cost; deterioration cost;

    Abstract : This thesis considers two topics within mathematical programming. The first topic is an investigation into the behaviour of primal-dual subgradient algorithms with primal ergodic averaging in the case where it is not known a priori whether the primal program is consistent or not. READ MORE

  7. 5. On Distributed Optimization in Networked Systems

    Author : Björn Johansson; Mikael Johansson; Asuman Ozdaglar; KTH; []
    Keywords : TEKNIK OCH TEKNOLOGIER; ENGINEERING AND TECHNOLOGY; TEKNIK OCH TEKNOLOGIER; ENGINEERING AND TECHNOLOGY; convex optimization; resource allocation; networked systems; peer-to-peer; distributed optimization; Telecommunication; Telekommunikation; Automatic control; Reglerteknik;

    Abstract : Numerous control and decision problems in networked systems can be posed as optimization problems. Examples include the framework of network utility maximization for resource allocation in communication networks, multi-agent coordination in robotics, and collaborative estimation in wireless sensor networks (WSNs). READ MORE