Sökning: "Primal-dual algorithm"

Hittade 4 uppsatser innehållade orden Primal-dual algorithm.

  1. 1. Asymmetric Bregman Forward-Backward Splitting with Projection Correction

    Uppsats för yrkesexamina på avancerad nivå, Lunds universitet/Institutionen för reglerteknik

    Författare :Max Nilsson; [2022]
    Nyckelord :Technology and Engineering;

    Sammanfattning : This thesis examines first-order Bregman algorithms in a primal and a primal-dual setting. The Bregman gradient descent algorithm is introduced from a majorization-minimization perspective and as a generalization of the gradient descent algorithm. LÄS MER

  3. 2. Deep Learning for PET Imaging : From Denoising to Learned Primal-Dual Reconstruction

    Master-uppsats, KTH/Skolan för kemi, bioteknologi och hälsa (CBH)

    Författare :Alessandro Guazzo; [2020]
    Nyckelord :PET Deep Learning Reconstruction Denoising;

    Sammanfattning : PET imaging is a key tool in the fight against cancer. One of the main issues of PET imaging is the high level of noise that characterizes the reconstructed image, during this project we implemented several algorithms with the aim of improving the reconstruction of PET images exploiting the power of Neural Networks. LÄS MER

  4. 3. A Multi-Factor Stock Market Model with Regime-Switches, Student's T Margins, and Copula Dependencies

    Master-uppsats, Linköpings universitet/Produktionsekonomi

    Författare :Adnan Berberovic; Alexander Eriksson; [2017]
    Nyckelord :finance; statistics; stock market; stocks; factor; factors; probability; probability distribution; students t distrbution; students t; copula; markov chain; hidden markov model; regime switching; stochastic programming; optimisation; optimization; multi factor model; arbitrage pricing theory; return; performance; back test; expectation maximisation; expectation maximization; multiple linear regression; stochastic process; primal-dual interior point; qq-plot; qq plot; excess return; market regimes; bear market; bull market; market index; index;

    Sammanfattning : Investors constantly seek information that provides an edge over the market. One of the conventional methods is to find factors which can predict asset returns. In this study we improve the Fama and French Five-Factor model with Regime-Switches, student's t distributions and copula dependencies. LÄS MER

  5. 4. A simulation study of two combinatorial auctions

    Master-uppsats, Lunds universitet/Nationalekonomiska institutionen

    Författare :David Nordström; [2012]
    Nyckelord :PD auction; UCE auction; Combinatorial auction; Ascending auction; VCG payments; Strategy-proof; Primal-dual algorithm; Business and Economics;

    Sammanfattning : Combinatorial auctions allow buyers to express preferences over bun- dles of items. The Primal-Dual (PD) auction developed by de Vries et al. (2007) is an efficient ascending combinatorial auction which, given certain conditions on buyers valuations, achieves Vickrey-Clarke-Groves (VCG) payments. LÄS MER