Convex combination

About: Convex combination is a research topic. Over the lifetime, 7856 publications have been published within this topic receiving 201051 citations.

Convex Relaxation of Optimal Power Flow—Part I: Formulations and Equivalence

Abstract: This tutorial summarizes recent advances in the convex relaxation of the optimal power flow (OPF) problem, focusing on structural properties rather than algorithms. Part I presents two power flow models, formulates OPF and their relaxations in each model, and proves equivalence relationships among them. Part II presents sufficient conditions under which the convex relaxations are exact.

Robust linear programming discrimination of two linearly inseparable sets

Abstract: A single linear programming formulation is proposed which generates a plane that of minimizes an average sum of misclassified points belonging to two disjoint points sets in n-dimensional real space. When the convex hulls of the two sets are also disjoint, the plane completely separates the two sets. When the convex hulls intersect, our linear program, unlike all previously proposed linear programs, is guaranteed to generate some error-minimizing plane, without the imposition of extraneous normalization constraints that inevitably fail to handle certain cases. The effectiveness of the proposed linear program has been demonstrated by successfully testing it on a number of databases. In addition, it has been used in conjunction with the multisurface method of piecewise-linear separation to train a feed-forward neural network with a single hidden layer.

MAP estimation via agreement on trees: message-passing and linear programming

Abstract: We develop and analyze methods for computing provably optimal maximum a posteriori probability (MAP) configurations for a subclass of Markov random fields defined on graphs with cycles. By decomposing the original distribution into a convex combination of tree-structured distributions, we obtain an upper bound on the optimal value of the original problem (i.e., the log probability of the MAP assignment) in terms of the combined optimal values of the tree problems. We prove that this upper bound is tight if and only if all the tree distributions share an optimal configuration in common. An important implication is that any such shared configuration must also be a MAP configuration for the original distribution. Next we develop two approaches to attempting to obtain tight upper bounds: a) a tree-relaxed linear program (LP), which is derived from the Lagrangian dual of the upper bounds; and b) a tree-reweighted max-product message-passing algorithm that is related to but distinct from the max-product algorithm. In this way, we establish a connection between a certain LP relaxation of the mode-finding problem and a reweighted form of the max-product (min-sum) message-passing algorithm.

Convex hulls of finite sets of points in two and three dimensions

Abstract: The convex hulls of sets of n points in two and three dimensions can be determined with O(n log n) operations. The presented algorithms use the “divide and conquer” technique and recursively apply a merge procedure for two nonintersecting convex hulls. Since any convex hull algorithm requires at least O(n log n) operations, the time complexity of the proposed algorithms is optimal within a multiplicative constant.