在O ( n )的算法投影到顶部-k -总子级集合
1Department of Industrial and Systems Engineering, University of Minnesota, Minneapolis, MN 55414, USA.
概括
我们开发了一个新的Euclidean投影对顶 k-sum子层集的解法器, 我们的有限终结算法达到O (n) 复杂度, 显著超过现有的大规模问题的方法.
科学领域:
- 优化情况
- 数字分析
- 计算数学
背景情况:
- 顶 k-sum 运算符确定最大 k 矢量组件的和.
- 欧几里德对顶 k 总子集的投影对于解决复合超量子优化问题至关重要.
- 现有的投影方法具有不同的复杂性,其中一些对于大规模应用来说是低效的.
研究的目的:
- 介绍一个新的解决方案,实现两个有限终结算法,用于Euclidean投射到顶 k-sum子级集合.
- 与现有的投影算法相比,实现更好的计算效率.
- 解决大规模超量子优化问题所带来的挑战.
主要方法:
- 开发了两个有限终结算法来计算欧几里德投影.
- 分析算法复杂性,实现对k独立的排序向量的浮点运算.
- 推导出一种利用未排序向量的近似排序的程序,从而降低了顺序问题上的计算成本.
主要成果:
- 拟议的算法显示了对排序向量的O (n) 复杂性,比现有的O (k) (n-k) 和O (n+D) (log D) 方法有了显著的改进.
- 对于未排序的向量,近似排序进一步提高了效率,特别是对于类似投影问题的序列.
- 数学实验显示,n=10^7,k=10^4的解决方法在0.05秒内,大大超过了半牛顿 (1秒) 和其他方法 (分钟到小时).
结论:
- 新的解决方案为欧几里德对顶 k 总子集的投影提供了高效和可扩展的解决方案.
- 复杂性和近似分类程序为实际的超量级优化提供了实质性的优势.
- 这些进步使得解决更大的问题比以前更快.
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