In this paper we solve the problem of finding a trajectory that shows that a given hybrid dynamical system with deterministic evolution leaves a given set of states considered to be safe. The algorithm combines local with global search for achieving both efficiency and global convergence. In local search, it exploits derivatives for efficient computation. Unlike other methods for falsification of hybrid systems with deterministic evolution, we do not restrict our search to trajectories of a certain bounded length but search for error trajectories of arbitrary length.
Our algorithm can be viewed as an adaptation of the Best Start two-phase method for global optimization @cite_0 to our context.
@cite_0
2183089842 2156005216 2149888534 2169067611
Virtually all methods for global optimization consist of two phases: a global phase, aimed at thorough exploration of the feasible region or subsets of the feasible region where it is known the global optimum will be found, and a local phase aimed at locally improving the approximation to some local optima. Often these two phases are blended into the same algorithm, which automatically switches between exploration and refinement. In this paper, some methods will be reviewed in which the two phases are well separated. A formal definition of two-phase methods will be given and some of the characteristics of these methods will be outlined. An Adaptive Regularisation algorithm using Cubics (ARC) is proposed for unconstrained optimization, generalizing at the same time an unpublished method due to Griewank (Technical Report NA 12, 1981, DAMTP, University of Cambridge), an algorithm by Nesterov and Polyak (Math Program 108(1):177–205, 2006) and a proposal by (Optim Methods Softw 22(3):413–431, 2007). At each iteration of our approach, an approximate global minimizer of a local cubic regularisation of the objective function is determined, and this ensures a significant improvement in the objective so long as the Hessian of the objective is locally Lipschitz continuous. The new method uses an adaptive estimation of the local Lipschitz constant and approximations to the global model-minimizer which remain computationally-viable even for large-scale problems. We show that the excellent global and local convergence properties obtained by Nesterov and Polyak are retained, and sometimes extended to a wider class of problems, by our ARC approach. Preliminary numerical experiments with small-scale test problems from the CUTEr set show encouraging performance of the ARC algorithm when compared to a basic trust-region implementation. We present a practical, stratified autocalibration algorithm with theoretical guarantees of global optimality. Given a projective reconstruction, the first stage of the algorithm upgrades it to affine by estimating the position of the plane at infinity. The plane at infinity is computed by globally minimizing a least squares formulation of the modulus constraints. In the second stage, the algorithm upgrades this affine reconstruction to a metric one by globally minimizing the infinite homography relation to compute the dual image of the absolute conic (DIAC). The positive semidefiniteness of the DIAC is explicitly enforced as part of the optimization process, rather than as a post-processing step. For each stage, we construct and minimize tight convex relaxations of the highly non-convex objective functions in a branch and bound optimization framework. We exploit the problem structure to restrict the search space for the DIAC and the plane at infinity to a small, fixed number of branching dimensions, independent of the number of views. Experimental evidence of the accuracy, speed and scalability of our algorithm is presented on synthetic and real data. MATLAB code for the implementation is made available to the community. We present a new and original method to solve the domain adaptation problem using optimal transport. By searching for the best transportation plan between the probability distribution functions of a source and a target domain, a non-linear and invertible transformation of the learning samples can be estimated. Any standard machine learning method can then be applied on the transformed set, which makes our method very generic. We propose a new optimal transport algorithm that incorporates label information in the optimization: this is achieved by combining an efficient matrix scaling technique together with a majoration of a non-convex regularization term. By using the proposed optimal transport with label regularization, we obtain significant increase in performance compared to the original transport solution. The proposed algorithm is computationally efficient and effective, as illustrated by its evaluation on a toy example and a challenging real life vision dataset, against which it achieves competitive results with respect to state-of-the-art methods.