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Yinyu Ye

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Published work

28 published item(s)

preprint2026arXiv

OSDN: Improving Delta Rule with Provable Online Preconditioning in Linear Attention

Linear attention and state-space models offer constant-memory alternatives to softmax attention, but often struggle with in-context associative recall. The Delta Rule mitigates this by writing each token via one step of online gradient descent. However, its step size relies on a single scalar gate that ignores the feature-wise curvature of the inner objective. We propose Online Scaled DeltaNet (OSDN), which augments the scalar gate with a diagonal preconditioner updated online via hypergradient feedback. Crucially, this right-preconditioning is algebraically equivalent to a per-feature scaling of the write-side key. This equivalence allows OSDN to strictly preserve the hardware-friendly chunkwise parallel pipeline of DeltaNet without incurring high-dimensional state overhead. Theoretically, by exploiting the exact-quadratic structure of the inner regression loss, we establish super-geometric convergence against a right-Newton comparator and prove an algorithm-aligned token-local residual contraction bound. To handle non-stationary contexts, we further introduce Adaptive Preconditioner Forgetting (APF) to dynamically refresh stale calibration. Empirically, OSDN demonstrates strong performance across scales. At the 340M-parameter scale, OSDN improves JRT-style in-context recall by 32% over DeltaNet. Scaling to 1.3B parameters, it achieves a 39% reduction in the recall residual ratio while maintaining parity on general downstream tasks (e.g., perplexity and LongBench) -- demonstrating that our online-preconditioning mechanism effectively transfers and amplifies at the billion-parameter scale.

preprint2026arXiv

Real-Time Reconstruction of 3D Bone Models via Very-Low-Dose Protocols

Patient-specific bone models are essential for designing surgical guides and preoperative planning, as they enable the visualization of intricate anatomical structures. However, traditional CT-based approaches for creating bone models are limited to preoperative use due to the low flexibility and high radiation exposure of CT and time-consuming manual delineation. Here, we introduce Semi-Supervised Reconstruction with Knowledge Distillation (SSR-KD), a fast and accurate AI framework to reconstruct high-quality bone models from biplanar X-rays in 30 seconds, with an average error under 1.0 mm, eliminating the dependence on CT and manual work. Additionally, high tibial osteotomy simulation was performed by experts on reconstructed bone models, demonstrating that bone models reconstructed from biplanar X-rays have comparable clinical applicability to those annotated from CT. Overall, our approach accelerates the process, reduces radiation exposure, enables intraoperative guidance, and significantly improves the practicality of bone models, offering transformative applications in orthopedics.

preprint2024arXiv

cuPDLP-C: A Strengthened Implementation of cuPDLP for Linear Programming by C language

A recent GPU implementation of the Restarted Primal-Dual Hybrid Gradient Method for Linear Programming was proposed in Lu and Yang (2023). Its computational results demonstrate the significant computational advantages of the GPU-based first-order algorithm on certain large-scale problems. The average performance also achieves a level close to commercial solvers for the first time in history. However, due to limitations in experimental hardware and the disadvantage of implementing the algorithm in Julia compared to C language, neither the commercial solver nor cuPDLP reached their maximum efficiency. Therefore, in this report, we have re-implemented and optimized cuPDLP in C language. Utilizing state-of-the-art CPU and GPU hardware, we extensively compare cuPDLP with the best commercial solvers. The experiments further highlight its substantial computational advantages and potential for solving large-scale linear programming problems. We also discuss the profound impact this breakthrough may have on mathematical programming research and the entire operations research community.

preprint2022arXiv

An Improved Analysis of LP-based Control for Revenue Management

In this paper, we study a class of revenue management problems where the decision maker aims to maximize the total revenue subject to budget constraints on multiple type of resources over a finite horizon. At each time, a new order/customer/bid is revealed with a request of some resource(s) and a reward, and the decision maker needs to either accept or reject the order. Upon the acceptance of the order, the resource request must be satisfied and the associated revenue (reward) can be collected. We consider a stochastic setting where all the orders are i.i.d. sampled, i.e., the reward-request pair at each time is drawn from an unknown distribution with finite support. The formulation contains many classic applications such as the quantity-based network revenue management problem and the Adwords problem. We focus on the classic LP-based adaptive algorithm and consider regret as the performance measure defined by the gap between the optimal objective value of the certainty-equivalent linear program (LP) and the expected revenue obtained by the online algorithm. Our contribution is two-fold: (i) when the underlying LP is nondegenerate, the algorithm achieves a problem-dependent regret upper bound that is independent of the horizon/number of time periods $T$; (ii) when the underlying LP is degenerate, the algorithm achieves a regret upper bound that scales on the order of $\sqrt{T}\log T$. To our knowledge, both results are new and improve the best existing bounds for the LP-based adaptive algorithm in the corresponding setting. We conclude with numerical experiments to further demonstrate our findings.

preprint2022arXiv

Fairer LP-based Online Allocation via Analytic Center

In this paper, we consider an online resource allocation problem where a decision maker accepts or rejects incoming customer requests irrevocably in order to maximize expected reward given limited resources. At each time, a new order/customer/bid is revealed with a request of some resource(s) and a reward. We consider a stochastic setting where all the orders are i.i.d. sampled from an unknown distribution. Such formulation arises from many classic applications such as the canonical (quantity-based) network revenue management problem and the Adwords problem. While the literature on the topic mainly focuses on regret minimization, our paper considers the \textit{fairness} aspect of the problem. On a high level, we define the fairness in a way that a fair online algorithm should treat similar agents/customers similarly, and the decision made for similar agents/customers should be consistent over time. To achieve this goal, we define the fair offline solution as the analytic center of the offline optimal solution set, and introduce \textit{cumulative unfairness} as the cumulative deviation from the online solutions to the fair offline solution over time. We propose a fair algorithm based on an interior-point LP solver and a mechanism that dynamically detects unfair resource spending. Our algorithm achieves cumulative unfairness on the scale of order $O(\log(T))$, while maintains the regret to be bounded without dependency on $T$. In addition, compared to the literature, our result is produced under less restrictive assumptions on the degeneracy of the underlying linear program.

preprint2022arXiv

Fine-grained Correlation Loss for Regression

Regression learning is classic and fundamental for medical image analysis. It provides the continuous mapping for many critical applications, like the attribute estimation, object detection, segmentation and non-rigid registration. However, previous studies mainly took the case-wise criteria, like the mean square errors, as the optimization objectives. They ignored the very important population-wise correlation criterion, which is exactly the final evaluation metric in many tasks. In this work, we propose to revisit the classic regression tasks with novel investigations on directly optimizing the fine-grained correlation losses. We mainly explore two complementary correlation indexes as learnable losses: Pearson linear correlation (PLC) and Spearman rank correlation (SRC). The contributions of this paper are two folds. First, for the PLC on global level, we propose a strategy to make it robust against the outliers and regularize the key distribution factors. These efforts significantly stabilize the learning and magnify the efficacy of PLC. Second, for the SRC on local level, we propose a coarse-to-fine scheme to ease the learning of the exact ranking order among samples. Specifically, we convert the learning for the ranking of samples into the learning of similarity relationships among samples. We extensively validate our method on two typical ultrasound image regression tasks, including the image quality assessment and bio-metric measurement. Experiments prove that, with the fine-grained guidance in directly optimizing the correlation, the regression performances are significantly improved. Our proposed correlation losses are general and can be extended to more important applications.

preprint2020arXiv

A Mean-Field Theory for Learning the Schönberg Measure of Radial Basis Functions

We develop and analyze a projected particle Langevin optimization method to learn the distribution in the Schönberg integral representation of the radial basis functions from training samples. More specifically, we characterize a distributionally robust optimization method with respect to the Wasserstein distance to optimize the distribution in the Schönberg integral representation. To provide theoretical performance guarantees, we analyze the scaling limits of a projected particle online (stochastic) optimization method in the mean-field regime. In particular, we prove that in the scaling limits, the empirical measure of the Langevin particles converges to the law of a reflected Itô diffusion-drift process. Moreover, the drift is also a function of the law of the underlying process. Using Itô lemma for semi-martingales and Grisanov's change of measure for the Wiener processes, we then derive a Mckean-Vlasov type partial differential equation (PDE) with Robin boundary conditions that describes the evolution of the empirical measure of the projected Langevin particles in the mean-field regime. In addition, we establish the existence and uniqueness of the steady-state solutions of the derived PDE in the weak sense. We apply our learning approach to train radial kernels in the kernel locally sensitive hash (LSH) functions, where the training data-set is generated via a $k$-mean clustering method on a small subset of data-base. We subsequently apply our kernel LSH with a trained kernel for image retrieval task on MNIST data-set, and demonstrate the efficacy of our kernel learning approach. We also apply our kernel learning approach in conjunction with the kernel support vector machines (SVMs) for classification of benchmark data-sets.

preprint2020arXiv

An ADMM-Based Interior-Point Method for Large-Scale Linear Programming

We propose a new framework to implement interior point method (IPM) to solve very large linear programs (LP). Traditional IPMs typically use Newton's method to approximately solve a subproblem that aims to minimize a log-barrier penalty function at each iteration. Due its connection to Newton's method, IPM is often classified as second-order method -- a genre that is attached with stability and accuracy at the expense of scalability. Indeed, computing a Newton step amounts to solving a large linear system, which can be efficiently implemented if the input data are reasonably-sized and/or sparse and/or well-structured. However, in case the above premises fail, then the challenge still stands on the way for a traditional IPM. To deal with this challenge, one approach is to apply the iterative procedure, such as preconditioned conjugate gradient method, to solve the linear system. Since the linear system is different each iteration, it is difficult to find good pre-conditioner to achieve the overall solution efficiency. In this paper, an alternative approach is proposed. Instead of applying Newton's method, we resort to the alternating direction method of multipliers (ADMM) to approximately minimize the log-barrier penalty function at each iteration, under the framework of primal-dual path-following for a homogeneous self-dual embedded LP model. The resulting algorithm is an ADMM-Based Interior Point Method, abbreviated as ABIP in this paper. The new method inherits stability from IPM, and scalability from ADMM. Because of its self-dual embedding structure, ABIP is set to solve any LP without requiring prior knowledge about its feasibility. We conduct extensive numerical experiments testing ABIP with large-scale LPs from NETLIB and machine learning applications. The results demonstrate that ABIP compares favorably with existing LP solvers including SDPT3, MOSEK, DSDP-CG and SCS.

preprint2020arXiv

Computations and Complexities of Tarski's Fixed Points and Supermodular Games

We consider two models of computation for Tarski's order preserving function f related to fixed points in a complete lattice: the oracle function model and the polynomial function model. In both models, we find the first polynomial time algorithm for finding a Tarski's fixed point. In addition, we provide a matching oracle bound for determining the uniqueness in the oracle function model and prove it is Co-NP hard in the polynomial function model. The existence of the pure Nash equilibrium in supermodular games is proved by Tarski's fixed point theorem. Exploring the difference between supermodular games and Tarski's fixed point, we also develop the computational results for finding one pure Nash equilibrium and determining the uniqueness of the equilibrium in supermodular games.

preprint2020arXiv

Interior-Point Methods Strike Back: Solving the Wasserstein Barycenter Problem

Computing the Wasserstein barycenter of a set of probability measures under the optimal transport metric can quickly become prohibitive for traditional second-order algorithms, such as interior-point methods, as the support size of the measures increases. In this paper, we overcome the difficulty by developing a new adapted interior-point method that fully exploits the problem's special matrix structure to reduce the iteration complexity and speed up the Newton procedure. Different from regularization approaches, our method achieves a well-balanced tradeoff between accuracy and speed. A numerical comparison on various distributions with existing algorithms exhibits the computational advantages of our approach. Moreover, we demonstrate the practicality of our algorithm on image benchmark problems including MNIST and Fashion-MNIST.

preprint2020arXiv

Managing Randomization in the Multi-Block Alternating Direction Method of Multipliers for Quadratic Optimization

The Alternating Direction Method of Multipliers (ADMM) has gained a lot of attention for solving large-scale and objective-separable constrained optimization. However, the two-block variable structure of the ADMM still limits the practical computational efficiency of the method, because one big matrix factorization is needed at least once even for linear and convex quadratic programming. This drawback may be overcome by enforcing a multi-block structure of the decision variables in the original optimization problem. Unfortunately, the multi-block ADMM, with more than two blocks, is not guaranteed to be convergent. On the other hand, two positive developments have been made: first, if in each cyclic loop one randomly permutes the updating order of the multiple blocks, then the method converges in expectation for solving any system of linear equations with any number of blocks. Secondly, such a randomly permuted ADMM also works for equality-constrained convex quadratic programming even when the objective function is not separable. The goal of this paper is twofold. First, we add more randomness into the ADMM by developing a randomly assembled cyclic ADMM (RAC-ADMM) where the decision variables in each block are randomly assembled. We discuss the theoretical properties of RAC-ADMM and show when random assembling helps and when it hurts, and develop a criterion to guarantee that it converges almost surely. Secondly, using the theoretical guidance on RAC-ADMM, we conduct multiple numerical tests on solving both randomly generated and large-scale benchmark quadratic optimization problems, which include continuous, and binary graph-partition and quadratic assignment, and selected machine learning problems. Our numerical tests show that the RAC-ADMM, with a variable-grouping strategy, could significantly improve the computation efficiency on solving most quadratic optimization problems.

preprint2020arXiv

On a Randomized Multi-Block ADMM for Solving Selected Machine Learning Problems

The Alternating Direction Method of Multipliers (ADMM) has now days gained tremendous attentions for solving large-scale machine learning and signal processing problems due to the relative simplicity. However, the two-block structure of the classical ADMM still limits the size of the real problems being solved. When one forces a more-than-two-block structure by variable-splitting, the convergence speed slows down greatly as observed in practice. Recently, a randomly assembled cyclic multi-block ADMM (RAC-MBADMM) was developed by the authors for solving general convex and nonconvex quadratic optimization problems where the number of blocks can go greater than two so that each sub-problem has a smaller size and can be solved much more efficiently. In this paper, we apply this method to solving few selected machine learning problems related to convex quadratic optimization, such as Linear Regression, LASSO, Elastic-Net, and SVM. We prove that the algorithm would converge in expectation linearly under the standard statistical data assumptions. We use our general-purpose solver to conduct multiple numerical tests, solving both synthetic and large-scale bench-mark problems. Our results show that RAC-MBADMM could significantly outperform, in both solution time and quality, other optimization algorithms/codes for solving these machine learning problems, and match up the performance of the best tailored methods such as Glmnet or LIBSVM. In certain problem regions RAC-MBADMM even achieves a superior performance than that of the tailored methods.

preprint2020arXiv

Sequential Batch Learning in Finite-Action Linear Contextual Bandits

We study the sequential batch learning problem in linear contextual bandits with finite action sets, where the decision maker is constrained to split incoming individuals into (at most) a fixed number of batches and can only observe outcomes for the individuals within a batch at the batch's end. Compared to both standard online contextual bandits learning or offline policy learning in contexutal bandits, this sequential batch learning problem provides a finer-grained formulation of many personalized sequential decision making problems in practical applications, including medical treatment in clinical trials, product recommendation in e-commerce and adaptive experiment design in crowdsourcing. We study two settings of the problem: one where the contexts are arbitrarily generated and the other where the contexts are \textit{iid} drawn from some distribution. In each setting, we establish a regret lower bound and provide an algorithm, whose regret upper bound nearly matches the lower bound. As an important insight revealed therefrom, in the former setting, we show that the number of batches required to achieve the fully online performance is polynomial in the time horizon, while for the latter setting, a pure-exploitation algorithm with a judicious batch partition scheme achieves the fully online performance even when the number of batches is less than logarithmic in the time horizon. Together, our results provide a near-complete characterization of sequential decision making in linear contextual bandits when batch constraints are present.

preprint2020arXiv

Simple and Fast Algorithm for Binary Integer and Online Linear Programming

In this paper, we develop a simple and fast online algorithm for solving a class of binary integer linear programs (LPs) arisen in general resource allocation problem. The algorithm requires only one single pass through the input data and is free of doing any matrix inversion. It can be viewed as both an approximate algorithm for solving binary integer LPs and a fast algorithm for solving online LP problems. The algorithm is inspired by an equivalent form of the dual problem of the relaxed LP and it essentially performs (one-pass) projected stochastic subgradient descent in the dual space. We analyze the algorithm in two different models, stochastic input and random permutation, with minimal technical assumptions on the input data. The algorithm achieves $O\left(m \sqrt{n}\right)$ expected regret under the stochastic input model and $O\left((m+\log n)\sqrt{n}\right)$ expected regret under the random permutation model, and it achieves $O(m \sqrt{n})$ expected constraint violation under both models, where $n$ is the number of decision variables and $m$ is the number of constraints. The algorithm enjoys the same performance guarantee when generalized to a multi-dimensional LP setting which covers a wider range of applications. In addition, we employ the notion of permutational Rademacher complexity and derive regret bounds for two earlier online LP algorithms for comparison. Both algorithms improve the regret bound with a factor of $\sqrt{m}$ by paying more computational cost. Furthermore, we demonstrate how to convert the possibly infeasible solution to a feasible one through a randomized procedure. Numerical experiments illustrate the general applicability and effectiveness of the algorithms.

preprint2015arXiv

Market Making with Model Uncertainty

Pari-mutuel markets are trading platforms through which the common market maker simultaneously clears multiple contingent claims markets. This market has several distinctive properties that began attracting the attention of the financial industry in the 2000s. For example, the platform aggregates liquidity from the individual contingent claims market into the common pool while shielding the market maker from potential financial loss. The contribution of this paper is two-fold. First, we provide a new economic interpretation of the market-clearing strategy of a pari-mutuel market that is well known in the literature. The pari-mutuel auctioneer is shown to be equivalent to the market maker with extreme ambiguity aversion for the future contingent event. Second, based on this theoretical understanding, we present a new market-clearing algorithm called the Knightian Pari-mutuel Mechanism (KPM). The KPM retains many interesting properties of pari-mutuel markets while explicitly controlling for the market maker's ambiguity aversion. In addition, the KPM is computationally efficient in that it is solvable in polynomial time.

preprint2014arXiv

A Dynamic Near-Optimal Algorithm for Online Linear Programming

A natural optimization model that formulates many online resource allocation and revenue management problems is the online linear program (LP) in which the constraint matrix is revealed column by column along with the corresponding objective coefficient. In such a model, a decision variable has to be set each time a column is revealed without observing the future inputs and the goal is to maximize the overall objective function. In this paper, we provide a near-optimal algorithm for this general class of online problems under the assumption of random order of arrival and some mild conditions on the size of the LP right-hand-side input. Specifically, our learning-based algorithm works by dynamically updating a threshold price vector at geometric time intervals, where the dual prices learned from the revealed columns in the previous period are used to determine the sequential decisions in the current period. Due to the feature of dynamic learning, the competitiveness of our algorithm improves over the past study of the same problem. We also present a worst-case example showing that the performance of our algorithm is near-optimal.

preprint2014arXiv

Likelihood Robust Optimization for Data-driven Problems

We consider optimal decision-making problems in an uncertain environment. In particular, we consider the case in which the distribution of the input is unknown, yet there is abundant historical data drawn from the distribution. In this paper, we propose a new type of distributionally robust optimization model called the likelihood robust optimization (LRO) model for this class of problems. In contrast to previous work on distributionally robust optimization that focuses on certain parameters (e.g., mean, variance, etc.) of the input distribution, we exploit the historical data and define the accessible distribution set to contain only those distributions that make the observed data achieve a certain level of likelihood. Then we formulate the targeting problem as one of optimizing the expected value of the objective function under the worst-case distribution in that set. Our model avoids the over-conservativeness of some prior robust approaches by ruling out unrealistic distributions while maintaining robustness of the solution for any statistically likely outcomes. We present statistical analyses of our model using Bayesian statistics and empirical likelihood theory. Specifically, we prove the asymptotic behavior of our distribution set and establish the relationship between our model and other distributionally robust models. To test the performance of our model, we apply it to the newsvendor problem and the portfolio selection problem. The test results show that the solutions of our model indeed have desirable performance.

preprint2014arXiv

Online Allocation Rules in Display Advertising

Efficient allocation of impressions to advertisers in display advertising has a significant impact on advertisers' utility and the browsing experience of users. The problem becomes particularly challenging in the presence of advertisers with limited budgets as this creates a complex interaction among advertisers in the optimal impression assignment. In this paper, we study online impression allocation in display advertising with budgeted advertisers. That is, upon arrival of each impression, cost and revenue vectors are revealed and the impression should be assigned to an advertiser almost immediately. Without any assumption on the distribution/arrival of impressions, we propose a framework to capture the risk to the ad network for each possible allocation; impressions are allocated to advertisers such that the risk of ad network is minimized. In practice, this translates to starting with an initial estimate of dual prices and updating them according to the belief of the ad network toward the future demand and remaining budgets. We apply our algorithms to a real data set, and we empirically show that Kullback-Leibler divergence risk measure has the best performance in terms of revenue and balanced budget delivery.

preprint2013arXiv

Close the Gaps: A Learning-while-Doing Algorithm for a Class of Single-Product Revenue Management Problems

We consider a retailer selling a single product with limited on-hand inventory over a finite selling season. Customer demand arrives according to a Poisson process, the rate of which is influenced by a single action taken by the retailer (such as price adjustment, sales commission, advertisement intensity, etc.). The relationship between the action and the demand rate is not known in advance. However, the retailer is able to learn the optimal action "on the fly" as she maximizes her total expected revenue based on the observed demand reactions. Using the pricing problem as an example, we propose a dynamic "learning-while-doing" algorithm that only involves function value estimation to achieve a near-optimal performance. Our algorithm employs a series of shrinking price intervals and iteratively tests prices within that interval using a set of carefully chosen parameters. We prove that the convergence rate of our algorithm is among the fastest of all possible algorithms in terms of asymptotic "regret" (the relative loss comparing to the full information optimal solution). Our result closes the performance gaps between parametric and non-parametric learning and between a post-price mechanism and a customer-bidding mechanism. Important managerial insight from this research is that the values of information on both the parametric form of the demand function as well as each customer's exact reservation price are less important than prior literature suggests. Our results also suggest that firms would be better off to perform dynamic learning and action concurrently rather than sequentially.

preprint2013arXiv

Sparse Portfolio Selection via Quasi-Norm Regularization

In this paper, we propose $\ell_p$-norm regularized models to seek near-optimal sparse portfolios. These sparse solutions reduce the complexity of portfolio implementation and management. Theoretical results are established to guarantee the sparsity of the second-order KKT points of the $\ell_p$-norm regularized models. More interestingly, we present a theory that relates sparsity of the KKT points with Projected correlation and Projected Sharpe ratio. We also design an interior point algorithm to obtain an approximate second-order KKT solution of the $\ell_p$-norm models in polynomial time with a fixed error tolerance, and then test our $\ell_p$-norm modes on S&P 500 (2008-2012) data and international market data.\ The computational results illustrate that the $\ell_p$-norm regularized models can generate portfolios of any desired sparsity with portfolio variance and portfolio return comparable to those of the unregularized Markowitz model with cardinality constraint. Our analysis of a combined model lead us to conclude that sparsity is not directly related to overfitting at all. Instead, we find that sparsity moderates overfitting only indirectly. A combined $\ell_1$-$\ell_p$ model shows that the proper choose of leverage, which is the amount of additional buying-power generated by selling short can mitigate overfitting; A combined $\ell_2$-$\ell_p$ model is able to produce extremely high performing portfolios that exceeded the 1/N strategy and all $\ell_1$ and $\ell_2$ regularized portfolios.

preprint2013arXiv

The simplex method is strongly polynomial for deterministic Markov decision processes

We prove that the simplex method with the highest gain/most-negative-reduced cost pivoting rule converges in strongly polynomial time for deterministic Markov decision processes (MDPs) regardless of the discount factor. For a deterministic MDP with n states and m actions, we prove the simplex method runs in O(n^3m^2log^2 n) iterations if the discount factor is uniform and O(n^5m^3log^2 n) iterations if each action has a distinct discount factor. Previously the simplex method was known to run in polynomial time only for discounted MDPs where the discount was bounded away from 1 [Ye11]. Unlike in the discounted case, the algorithm does not greedily converge to the optimum, and we require a more complex measure of progress. We identify a set of layers in which the values of primal variables must lie and show that the simplex method always makes progress optimizing one layer, and when the upper layer is updated the algorithm makes a substantial amount of progress. In the case of nonuniform discounts, we define a polynomial number of "milestone" policies and we prove that, while the objective function may not improve substantially overall, the value of at least one dual variable is always making progress towards some milestone, and the algorithm will reach the next milestone in a polynomial number of steps.

preprint2012arXiv

On Sensor Network Localization Using SDP Relaxation

A Semidefinite Programming (SDP) relaxation is an effective computational method to solve a Sensor Network Localization problem, which attempts to determine the locations of a group of sensors given the distances between some of them [11]. In this paper, we analyze and determine new sufficient conditions and formulations that guarantee that the SDP relaxation is exact, i.e., gives the correct solution. These conditions can be useful for designing sensor networks and managing connectivities in practice. Our main contribution is twofold: We present the first non-asymptotic bound on the connectivity or radio range requirement of the sensors in order to ensure the network is uniquely localizable. Determining this range is a key component in the design of sensor networks, and we provide a result that leads to a correct localization of each sensor, for any number of sensors. Second, we introduce a new class of graphs that can always be correctly localized by an SDP relaxation. Specifically, we show that adding a simple objective function to the SDP relaxation model will ensure that the solution is correct when applied to a triangulation graph. Since triangulation graphs are very sparse, this is informationally efficient, requiring an almost minimal amount of distance information. We also analyze a number objective functions for the SDP relaxation to solve the localization problem for a general graph.

preprint2011arXiv

A Dynamic Algorithm for Facilitated Charging of Plug-In Electric Vehicles

Plug-in Electric Vehicles (PEVs) are a rapidly developing technology that can reduce greenhouse gas emissions and change the way vehicles obtain power. PEV charging stations will most likely be available at home and at work, and occasionally be publicly available, offering flexible charging options. Ideally, each vehicle will charge during periods when electricity prices are relatively low, to minimize the cost to the consumer and maximize societal benefits. A Demand Response (DR) service for a fleet of PEVs could yield such charging schedules by regulating consumer electricity use during certain time periods, in order to meet an obligation to the market. We construct an automated DR mechanism for a fleet of PEVs that facilitates vehicle charging to ensure the demands of the vehicles and the market are met. Our dynamic algorithm depends only on the knowledge of a few hundred driving behaviors from a previous similar day, and uses a simple adjusted pricing scheme to instantly assign feasible and satisfactory charging schedules to thousands of vehicles in a fleet as they plug-in. The charging schedules generated using our adjusted pricing scheme can ensure that a new demand peak is not created and can reduce the consumer cost by over 30% when compared to standard charging, which may also increase peak demand by 3.5%. In this paper, we present our formulation, algorithm and results.

preprint2011arXiv

A variational principle for computing nonequilibrium fluxes and potentials in genome-scale biochemical networks

We derive a convex optimization problem on a steady-state nonequilibrium network of biochemical reactions, with the property that energy conservation and the second law of thermodynamics both hold at the problem solution. This suggests a new variational principle for biochemical networks that can be implemented in a computationally tractable manner. We derive the Lagrange dual of the optimization problem and use strong duality to demonstrate that a biochemical analogue of Tellegen's theorem holds at optimality. Each optimal flux is dependent on a free parameter that we relate to an elementary kinetic parameter when mass action kinetics is assumed.

preprint2011arXiv

Complexity of Unconstrained L_2-L_p Minimization

We consider the unconstrained $L_2$-$L_p$ minimization: find a minimizer of $\|Ax-b\|^2_2+λ\|x\|^p_p$ for given $A \in R^{m\times n}$, $b\in R^m$ and parameters $λ>0$, $p\in [0,1)$. This problem has been studied extensively in variable selection and sparse least squares fitting for high dimensional data. Theoretical results show that the minimizers of the $L_2$-$L_p$ problem have various attractive features due to the concavity and non-Lipschitzian property of the regularization function $\|\cdot\|^p_p$. In this paper, we show that the $L_q$-$L_p$ minimization problem is strongly NP-hard for any $p\in [0,1)$ and $q\ge 1$, including its smoothed version. On the other hand, we show that, by choosing parameters $(p,λ)$ carefully, a minimizer, global or local, will have certain desired sparsity. We believe that these results provide new theoretical insights to the studies and applications of the concave regularized optimization problems.

preprint2011arXiv

Existence of Positive Steady States for Mass Conserving and Mass-Action Chemical Reaction Networks with a Single Terminal-Linkage Class

We establish that mass conserving single terminal-linkage networks of chemical reactions admit positive steady states regardless of network deficiency and the choice of reaction rate constants. This result holds for closed systems without material exchange across the boundary, as well as for open systems with material exchange at rates that satisfy a simple sufficient and necessary condition. Our proof uses a fixed point of a novel convex optimization formulation to find the steady state behavior of chemical reaction networks that satisfy the law of mass-action kinetics. A fixed point iteration can be used to compute these steady states, and we show that it converges for weakly reversible homogeneous systems. We report the results of our algorithm on numerical experiments.

preprint2010arXiv

On affine motions and bar frameworks in general position

A configuration p in r-dimensional Euclidean space is a finite collection of points (p^1,...,p^n) that affinely span R^r. A bar framework, denoted by G(p), in R^r is a simple graph G on n vertices together with a configuration p in R^r. A given bar framework G(p) is said to be universally rigid if there does not exist another configuration q in any Euclidean space, not obtained from p by a rigid motion, such that ||q^i-q^j||=||p^i-p^j|| for each edge (i,j) of G. It is known that if configuration p is generic and bar framework G(p) in R^r admits a positive semidefinite stress matrix S of rank n-r-1, then G(p) is universally rigid. Connelly asked whether the same result holds true if the genericity assumption of p is replaced by the weather assumption of general position. We answer this question in the affirmative in this paper.