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The algorithm based on gradient descent in the previous chapter is simple and computationally efficient, at least provided the projection can be computed. There are two limitations, however.
The purpose of this chapter is to introduce the necessary tools from optimisation, convex geometry and convex analysis. You can safely skip this chapter, referring back as needed. The main concepts introduced are as follows:
We already saw an application of exponential weights to linear and quadratic bandits in Chapter 7. The same abstract algorithm can also be used for convex bandits but the situation is more complicated. Throughout this chapter we assume the losses are bounded and there is no noise:
Function classes like Fb are non-parametric. In this chapter we shift gears by studying two important parametric classes: Fb,lin and Fb,quad. The main purpose of this chapter is to use the machinery designed for linear bandits to prove an upper bound on the minimax regret for quadratic bandits. On the positive side the approach is both elementary and instructive. More negatively, the resulting algorithm is not computationally efficient. Before the algorithms and regret analysis we need three tools: covering numbers, optimal experimental design and the exponential weights algorithm.
Like the bisection method (Chapter 4), cutting plane methods are most naturally suited to the stochastic setting. For the remainder of the chapter we assume the setting is stochastic and the loss function is bounded:
Coalition formation is an important problem in economics, politics, and a broad range of other social situations. Examples of coalitions range from those at the level of individuals (families, couples, teams, employers, workers) through to those at the level of organisations and countries (political parties, free trade agreements, environmental agreements, military alliances). Traditionally, game theory has been divided into non-cooperative and cooperative games. The former approach scrutinizes individuals' rational behaviour under a well-specified process of a game. The latter presents various cooperative solutions based on collective rationality. Games and Coalitions draws on both approaches, providing a bridge between cooperative and non-cooperative analyses of coalition formation. Offering a useful research monograph regarding the models, results and applications of non-cooperative coalitional bargaining theory, this book illustrates how game theory applies to various economic and political problems, including resource allocation, public goods, wage bargaining, legislative bargaining, and climate cooperation.
This comprehensive reference brings readers to the frontier of research on bandit convex optimization or zeroth-order convex optimization. The focus is on theoretical aspects, with short, self-contained chapters covering all the necessary tools from convex optimization and online learning, including gradient-based algorithms, interior point methods, cutting plane methods and information-theoretic machinery. The book features a large number of exercises, open problems and pointers to future research directions, making it ideal for students as well as researchers.
The transient response of an ice shelf to an incident wave packet from the open ocean is studied with a model that allows for extensional waves in the ice shelf, in addition to the standard flexural waves. Results are given for strains imposed on the ice shelf by the incident packet, over a range of peak periods in the swell regime and a range of packet widths. In spite of large differences in speeds of the extensional and flexural waves, it is shown that there is generally an interval of time during which they interact, and the coherent phases of the interactions generate the greatest ice shelf strain magnitudes. The findings indicate that incorporating extensional waves into models is potentially important for predicting the response of Antarctic ice shelves to swell, in support of previous findings based on frequency-domain analysis.
This study investigates the hydroelastic interaction of flexural gravity waves with multiple porous elastic plates of varying lengths in finite-depth water, employing an integral equation approach. The floating ice sheet is modelled as a flexible plate of uniform thickness, governed by the Euler–Bernoulli beam equation. The primary objective is to evaluate the effectiveness of porous elastic plates as wave barriers for shoreline protection in ice-covered regions. Within the framework of linearized theory, the problem is formulated as a boundary value problem (BVP) and solved using an eigenfunction expansion method with nonorthogonal eigenfunctions. The mode-coupling relation is utilized to transform the BVP into a system of Fredholm-type integral equations, which is subsequently solved using the multi-term Galerkin approximation technique with Chebyshev polynomials. The numerical analysis evaluates the reflection and transmission coefficients, hydrodynamic forces, and wave energy dissipation, with a particular focus on the influence of the permeability and flexibility of the submerged plates, along with other relevant parameters. Validation is conducted by comparing the results with those of previous studies under specific conditions. This research underscores the practical benefits of incorporating porosity and flexibility into the model, demonstrating improved wave reflection and energy dissipation. Additionally, the findings reveal that the thickness of the ice sheet plays a crucial role in optimizing breakwater performance. The research delivers key insights into mitigating wave-induced forces and offers a reliable framework for designing effective and sustainable coastal protection systems that safeguard shorelines from high waves.
This paper introduces a parallelizable lossless image compression algorithm designed for three-channel standard images and two-channel pathology images. The proposed algorithm builds on the Quite OK Image Format (QOI) by addressing its limitations in parallelizability and compression efficiency, thereby enhancing both the compression ratio and processing speed. By incorporating image context and optimizing pixel traversal sequences, the algorithm enables effective parallel processing, achieving rapid compression of million-pixel pathology images within milliseconds, and is scalable to larger whole-slide images. It also delivers exceptional performance in terms of both speed and compression ratio for standard images. Additionally, the low complexity lossless compression for images (LOCO-I) context prediction algorithm used in joint photographic experts group lossless standard (JPEG-LS) is parallelized to improve compression efficiency and speed. By implementing full-process parallelization across the entire compression workflow rather than confining parallelization to individual steps, this approach significantly enhances overall time performance.
Intense vortices have been observed within large-scale bushfires, and have been likened to “fire tornadoes”. This paper presents a simple mathematical model of such an event, and is based on a Boussinesq approximation relating temperature and density in the air. A linearized model is derived under the assumption that the temperature varies only slightly from ambient, and a solution to that model is presented in closed form. The nonlinear equations are solved in axisymmetric geometry, using a semi-numerical approach based on Fourier–Bessel series. The nonlinear and linearized results are in good agreement for small temperature excursions above ambient, but when larger deviations occur, nonlinear effects cause a type of flow reversion within the fire vortex. The cause of this effect is discussed in the paper.
Two fourth-order difference approximations for fractional derivatives based on Lubich-type second-order approximation with different shifts are derived. These approximations are applied to the space fractional diffusion equation with the Crank–Nicolson scheme. Here, we analyse the stability and convergence of these schemes and prove that they are unconditionally stable and convergent for a fractional order $\alpha $ ranging from $1$ to $2$. Numerical examples are presented to show that both schemes converge, and we obtain the correct convergence rates and unconditional stability.
This paper focuses on the Aw–Rascle model of traffic flow for the Born–Infeld equation of state with Coulomb-like friction, whose Riemann problem is solved with the variable substitution method. Four kinds of nonself-similar solutions are derived. The delta shock occurs in the solutions, although the system is strictly hyperbolic with a genuinely nonlinear characteristic field and a linearly degenerate characteristic field. The generalized Rankine–Hugoniot relation and entropy condition for the delta shock are clarified. The delta shock can be used to describe the serious traffic jam. Under the impact of the friction term, the rarefaction wave (R), shock wave (S), contact discontinuity (J) and delta shock ($\delta $) are bent into parabolic curves. Furthermore, it is proved that the $S+J$ solution and $\delta $ solution of the nonhomogeneous Aw–Rascle model tend to be the $\delta $ solution of the zero-pressure Euler system with friction; the $R+J$ solution and $R+\mbox {Vac}+J$ solution tend to be the vacuum solution of the zero-pressure Euler system with friction.
The modulational instability of weakly nonlinear capillary-gravity waves (CGWs) on the surface of infinitely deep water with uniform vorticity background shear is examined. Assuming a narrow band of waves, the fourth-order nonlinear Schrödinger equation (NSE) is derived from Zakharov’s integral equation (ZIE). The analysis is restricted to one horizontal dimension, parallel to the direction along the wave propagation to take advantage of a formulation using potential flow theory. It is to be noted that the dominant new effect introduced to the fourth order is the wave-induced mean flow response. The key point of this paper is that the present fourth-order analysis shows considerable deviation in the stability properties of CGWs from the third-order analysis and gives better results consistent with the exact results. It is found that the growth rate of instability increases for negative vorticity and decreases for positive vorticity, and the effect of capillarity is to reduce the growth rate of instability. Additionally, the effect of vorticity on the Peregrine breather, which can be considered as a prototype for freak waves, is investigated.
We study the long time dynamic properties of the nonlocal Kuramoto–Sivashinsky (KS) equation with multiplicative white noise. First, we consider the dynamic properties of the stochastic nonlocal KS equation via a transformation into the associated conjugated random differential equation. Next, we prove the existence and uniqueness of solution for the conjugated random differential equation in the theory of random dynamical systems. We also establish the existence and uniqueness of a random attractor for the stochastic nonlocal equation.
This research introduces an adapted multidimensional fractional optimal control problem, developed from a newly established framework that combines first-order partial differential equations (PDEs) with inequality constraints. We methodically establish and demonstrate the optimality conditions relevant to this framework. Moreover, we illustrate that, under certain generalized convexity assumptions, there exists a correspondence between the optimal solution of the multidimensional fractional optimal control problem and a saddle point related to the Lagrange functional of the revised formulation. To emphasize the significance and practical implications of our findings, we present several illustrative examples.
With an emphasis on timeless essential mathematical background for optimization, this textbook provides a comprehensive and accessible introduction to convex optimization for students in applied mathematics, computer science, and engineering. Authored by two influential researchers, the book covers both convex analysis basics and modern topics such as conic programming, conic representations of convex sets, and cone-constrained convex problems, providing readers with a solid, up-to-date understanding of the field. By excluding modeling and algorithms, the authors are able to discuss the theoretical aspects in greater depth. Over 170 in-depth exercises provide hands-on experience with the theory, while more than 30 'Facts' and their accompanying proofs enhance approachability. Instructors will appreciate the appendices that cover all necessary background and the instructors-only solutions manual provided online. By the end of the book, readers will be well equipped to engage with state-of-the-art developments in optimization and its applications in decision-making and engineering.
Mathematical billiards is much like the real game: a point mass, representing the ball, rolls in a straight line on a (perfectly friction-less) table, striking the sides according to the law of reflection. A billiard trajectory is then completely characterized by the number of elastic collisions. The rules of mathematical billiards may be simple, but the possible behaviours of billiard trajectories are endless. In fact, several fundamental theory questions in mathematics can be recast as billiards problems. A billiard trajectory is called a periodic orbit if the number of distinct collisions in the trajectory is finite. We show that periodic orbits on such billiard tables cannot have an odd number of distinct collisions. We classify all possible equivalence classes of periodic orbits on square and rectangular tables. We also present a connection between the number of different equivalence classes and Euler’s totient function, which for any positive integer N, counts how many positive integers smaller than N share no common divisor with N other than $1$. We explore how to construct periodic orbits with a prescribed (even) number of distinct collisions and investigate properties of inadmissible (singular) trajectories, which are trajectories that eventually terminate at a vertex (a table corner).