Subventions et des contributions :

Titre :
Numerical Methods for Integer Parameter Estimation and Applications
Numéro de l’entente :
RGPIN
Valeur d'entente :
210 000,00 $
Date d'entente :
10 mai 2017 -
Organisation :
Conseil de recherches en sciences naturelles et en génie du Canada
Location :
Québec, Autre, CA
Numéro de référence :
GC-2017-Q1-02461
Type d'entente :
subvention
Type de rapport :
Subventions et des contributions
Informations supplémentaires :

Subvention ou bourse octroyée s'appliquant à plus d'un exercice financier. (2017-2018 à 2022-2023)

Nom légal du bénéficiaire :
Chang, Xiao-Wen (Université McGill)
Programme :
Programme de subventions à la découverte - individuelles
But du programme :

In many applications such as communications, control, finance, global navigation satellite systems, operations research, one needs to estimate an unknown integer parameter vector in a linear or linearized model. A typical approach is to solve an integer least squares problem. Sometimes a sparse solution is needed, and then one solves or approximately solves an optimization problem, such as an integer least squares problem with l 0 or l 1 norm regularization - this is an emerging area which has great potential in such applications. The difficulty is that often the optimization problems in this area are NP-hard. However it is possible to find optimal solutions within reasonable time for some problems of moderate size arising in many practical applications. The main objectives of this proposal are to develop fast algorithms and the relevant software for solving these integer least squares related problems. Specifically we will develop efficient search algorithms. To make the search process faster, we will develop effective and efficient reduction strategies and lower bounds for those optimization problems. The potential of reduction strategies to improve the search speed and success probability of some sub-optimal estimators has not been realized or fully realized. Our proposed research is expected to have significant impacts on the development of algorithms in this area, especially on the development of reduction algorithms. The resulting algorithms and software will greatly benefit people in applied fields and their related industries.