Essays about: "convex optimization"

Showing result 21 - 25 of 80 essays containing the words convex optimization.

  1. 21. Convergence Properties for Different Null Space Bases When Solving the Initial Margin Optimization Problem Using CMA-ES

    University essay from KTH/Matematisk statistik

    Author : Jacob Barnholdt; Filip Carlsson; [2020]
    Keywords : Financial mathematics; CMA-ES; Optimization; Initial Margin; Null space representations; Finansiell matematik; CMA-ES; Optimering; Initial Margin; Nollrumsrepresentationer;

    Abstract : This thesis evaluates how the evolutionary algorithm CMA-ES (Covariance Matrix Adaption Evolution Strategy) can be used for optimizing the total initial margin for a network of banks trading bilateral OTC derivatives. The algorithm is a stochastic method for optimization of non-linear and, but not limited to, non-convex functions. READ MORE

  2. 22. The Hanging Rope: A Convex Optimization Problem in the Calculus of Variations

    University essay from Lunds universitet/Matematik LTH

    Author : Erik Steen; [2020]
    Keywords : Elasticity theory; non-linear materials; calculus of variation; convex analysis; Legendre transform; Mathematics and Statistics;

    Abstract : We study the problem first introduced by Verma and Keller in 1984 of how to taper a heavy rope such that its elongation is minimized. The problem is stated as an optimization problem of a functional J[w]. Specifically we provide a proof of optimality for the solution using traditional convex optimization techniques. READ MORE

  3. 23. Energy optimization tool for mild hybrid vehicles with thermal constraints

    University essay from KTH/Fordonsdynamik

    Author : Chitranjan Singh; Tamas Tamilinas; [2020]
    Keywords : Control Systems; Mild Hybrids; Energy Management System; Kinetic Energy Regenerative Systems; Equivalent Consumption Minimization Strategy; Hybrid Powertrain Controls; Kontrollsystem; Milda hybrider; energihanteringssystem; regenererande system för kinetisk energi; Ekvivalent konsumptions-minimeringsstrategi; hybridstyrningskontroll;

    Abstract : The current global scenario is such where impact on the environment is becoming a rising concern. Global automotive manufacturers have focused more towards hybrid and electric vehicles as both more aware customers and governmental legislation have begun demanding higher emission standards. READ MORE

  4. 24. Automatic Generation of Patient-specific Gamma Knife Treatment Plans for Vestibular Schwannoma Patients

    University essay from KTH/Skolan för elektroteknik och datavetenskap (EECS)

    Author : Simon Löw; [2020]
    Keywords : ;

    Abstract : In this thesis a new fully automatic process for radiotherapy treatment planning with the Leksell Gamma Knife is implemented and evaluated: First, a machine learning algorithm is trained to predict the desired dose distribution, then a convex optimization problem is solved to find the optimal Gamma Knife configuration using the prediction as the optimization objective. The method is evaluated using Bayesian linear regression, Gaussian processes and convolutional neural networks for the prediction. READ MORE

  5. 25. Automatic Generation of Patient-specific Gamma Knife Treatment Plans for Vestibular Schwannoma Patients

    University essay from KTH/Skolan för elektroteknik och datavetenskap (EECS)

    Author : Simon Löw; [2020]
    Keywords : ;

    Abstract : In this thesis a new fully automatic process for radiotherapy treatment planning with the Leksell Gamma Knife is implemented and evaluated: First, a machine learning algorithm is trained to predict the desired dose distribution, then a convex optimization problem is solved to find the optimal Gamma Knife configuration using the prediction as the optimization objective. The method is evaluated using Bayesian linear regression, Gaussian processes and convolutional neural networks for the prediction. READ MORE