Sökning: "Stochastic optimization"

Visar resultat 6 - 10 av 171 avhandlingar innehållade orden Stochastic optimization.

  1. 6. Stochastic Resonance and Noise-Assisted Signal Transfer : On Coupling Effects of Stochastic Resonators and Spectral Optimization of Fluctuations in Random Network Switches

    Författare :Peter Hammerstein; Claes Granqvist; Laszlo Kish; Hans Liljenström; Uppsala universitet; []
    Nyckelord :TEKNIK OCH TEKNOLOGIER; ENGINEERING AND TECHNOLOGY; Engineering physics; stochastic resonance; nonlinear stochastic dynamics; noise and fluctuations; magnetic domains; Teknisk fysik; Engineering physics; Teknisk fysik;

    Sammanfattning : Recent research shows that noise or random fluctuations must not always be destructive in Nature by degrading system performance. On the contrary, in nonlinear systems they can synchronize systems or enhance the quality of signal transmission. The latter possibility is reported in the thesis. LÄS MER

  3. 7. Scalable Optimization Methods for Machine Learning : Acceleration, Adaptivity and Structured Non-Convexity

    Författare :Vien Van Mai; Mikael Johansson; John Duchi; KTH; []
    Nyckelord :TEKNIK OCH TEKNOLOGIER; ENGINEERING AND TECHNOLOGY; Large-scale optimization; Anderson acceleration; first-order methods; stochastic optimization; momentum; gradient clipping; Electrical Engineering; Elektro- och systemteknik;

    Sammanfattning : This thesis aims at developing efficient optimization algorithms for solving large-scale machine learning problems. To cope with the increasing scale and complexity of such models, we focus on first-order and stochastic methods in which updates are carried out using only (noisy) information about function values and (sub)gradients. LÄS MER

  4. 8. Distributed Optimization and Control : Primal--Dual, Online, and Event-Triggered Algorithms

    Författare :Xinlei Yi; Karl H. Johansson; Dimos V. Dimarogonas; John S. Baras; Antonis Papachristodoulou; KTH; []
    Nyckelord :TEKNIK OCH TEKNOLOGIER; ENGINEERING AND TECHNOLOGY; NATURVETENSKAP; NATURAL SCIENCES; Distributed nonconvex optimization; distributed online convex optimization; distributed event-triggered control; primal-dual algorithm; stochastic gradient descent; zeroth-order algorithm; Electrical Engineering; Elektro- och systemteknik;

    Sammanfattning : In distributed optimization and control, each network node performs local computation based on its own information and information received from its neighbors through a communication network to achieve a global objective. Although many distributed optimization and control algorithms have been proposed, core theoretical problems with important practical relevance remain. LÄS MER

  5. 9. Stochastic Modeling and Operational Optimization in District Heating Systems

    Författare :Lars Arvastson; Matematisk statistik; []
    Nyckelord :NATURVETENSKAP; NATURAL SCIENCES; Statistik; actuarial mathematics; programming; operations research; Statistics; Matematik; optimization; Mathematics; simulation; prediction; District heating; grey-box modeling; operationsanalys; programmering; aktuariematematik; Systems engineering; computer technology; Data- och systemvetenskap;

    Sammanfattning : Operation of a district heating system is accomplished via a sequence of decisions by the operators controlling the system. These decisions are based on expectations of conditions in the system that are not known at decision time. LÄS MER

  7. 10. Distributed Stochastic Programming with Applications to Large-Scale Hydropower Operations

    Författare :Martin Biel; Mikael Johansson; Lennart Söder; David Woodruff; KTH; []
    Nyckelord :TEKNIK OCH TEKNOLOGIER; ENGINEERING AND TECHNOLOGY; stochastic programming; distributed; algorithms; large-scale; optimization; hydropower; software; julia language; Electrical Engineering; Elektro- och systemteknik;

    Sammanfattning : Stochastic programming is a subfield of mathematical programming concerned with optimization problems subjected to uncertainty. Many engineering problems with random elements can be accurately modeled as a stochastic program. In particular, decision problems associated with hydropower operations motivate the application of stochastic programming. LÄS MER