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A sequential randomized algorithm is developed for robust optimization which is to minimize a linear objective function subject to a parameter dependent convex constraint for all uncertain parameter values. The algorithm is realized as a probabilistic cutting plane technique based on maximum volume ellipsoid center, where candidates of the optimal value and of the optimal solution are sequentially...
This paper presents a probabilistic cutting plane technique for solving a robust feasibility problem which is to find a solution satisfying a parameter-dependent convex constraint for all possible parameter values. The proposed algorithm employs random samples of the parameter and maximum volume ellipsoid centers of candidates of the solution set. It is shown that the numbers of updates and random...
This paper gives an overview on probabilistic approach to robust optimization and chance constrained optimization. The problems are to minimize a linear objective function subject to a parameter dependent convex constraint, where a probability measure is introduced onto the parameter set. Two randomized techniques, the scenario optimization and the sequential optimization, are summarized, where characteristics...
The particle filter estimates a probability distribution of target objectpsilas state by sampled hypotheses and their weights. This method is more expressive than existing method such as Kalman filtering, because the object state is represented as a multi-modal distribution. However, the method canpsilat be directly applied to temporally variable appearance object tracking, for example, a firefly...
A probabilistic approach is considered for robust optimization, where a convex objective function is minimized subject to a parameter dependent convex constraint. A novel sequential randomized algorithm is proposed for solving this optimization employing the stochastic ellipsoid method. It is shown that the upper bounds of the numbers of random samples and updates of the algorithm are much less than...
The RFID (radio frequency identification) tag is expected as a tool of localization. By the localization of RFID tags, a mobile robot which installs in RFID readers can recognize surrounding environments. In addition, it can be applied to a navigation system for walkers. In this paper, we propose an adaptive likelihood distribution scheme for the localization of RFID tags. This method adjusts the...
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