B Lock Updating in Constrained M Arkov Chain
نویسندگان
چکیده
Markov chain Monte Carlo methods are widely used to study highly structured stochastic systems. However when the system is subject to constraints, it is difficult to find irreducible proposal distributions. We suggest a “block-wise” approach for constrained sampling and optimisation.
منابع مشابه
Constrained Nonlinear Estimation of Road Friction Coefficient and Wheel Slip for Control of Anti-Lock Braking System
In designing the anti-lock braking system (ABS), some states and parameters of vehicle system such as road friction of coefficient and wheel slip should be estimated due to lack of cost effective and reliable sensors for direct measurement. Because of nonlinear characteristics of vehicle dynamics and tire forces, development of a nonlinear estimation algorithm is necessary. However, considerati...
متن کاملSuperlinearly convergent exact penalty projected structured Hessian updating schemes for constrained nonlinear least squares: asymptotic analysis
We present a structured algorithm for solving constrained nonlinear least squares problems, and establish its local two-step Q-superlinear convergence. The approach is based on an adaptive structured scheme due to Mahdavi-Amiri and Bartels of the exact penalty method of Coleman and Conn for nonlinearly constrained optimization problems. The structured adaptation also makes use of the ideas of N...
متن کاملSingular constrained linear systems
In the linear system Ax = b the points x are sometimes constrained to lie in a given subspace S of column space of A. Drazin inverse for any singular or nonsingular matrix, exist and is unique. In this paper, the singular consistent or inconsistent constrained linear systems are introduced and the effect of Drazin inverse in solving such systems is investigated. Constrained linear system arise ...
متن کاملOptimal Solution in a Constrained Distribution System
We develop a method to obtain an optimal solution for a constrained distribution system with several items and multi-retailers. The objective is to determine the procurement frequency as well as the joint shipment interval for each retailer in order to minimize the total costs. The proposed method is applicable to both nested and non-nested policies and ends up with an optimal solution. To solv...
متن کامل