论文标题
D-最佳数据融合:精确和近似算法
D-optimal Data Fusion: Exact and Approximation Algorithms
论文作者
论文摘要
我们研究了旨在选择新的数据点的D-最佳数据融合(DDF)问题,即给定现有的Fisher Information矩阵,以最大程度地提高整个Fisher Information Matrix的决定因素。我们表明,除非p $ = $ np,否则DDF问题是NP-HARD,并且没有恒定因素多项式近似算法。因此,为了有效地解决DDF问题,我们提出了两个凸面编程制定制剂,并研究了它们相应的互补和拉格朗日偶偶有的问题。我们还开发了具有可证明性能保证的可扩展随机采样和本地搜索算法。利用目标函数在两个提出的公式中的凹度,我们设计了一种精确的算法,旨在将DDF问题解决至最佳性。我们进一步得出了一个有效的不平等和最优性削减的家族,这可以显着提高算法性能。最后,考虑到现有的常规传感器,我们使用现代电源网格的新相位衡量单位放置问题来测试我们的算法。我们的数值研究证明了我们精确算法的效率以及近似算法的可扩展性和高质量输出。
We study the D-optimal Data Fusion (DDF) problem, which aims to select new data points, given an existing Fisher information matrix, so as to maximize the logarithm of the determinant of the overall Fisher information matrix. We show that the DDF problem is NP-hard and has no constant-factor polynomial-time approximation algorithm unless P $=$ NP. Therefore, to solve the DDF problem effectively, we propose two convex integer-programming formulations and investigate their corresponding complementary and Lagrangian-dual problems. We also develop scalable randomized-sampling and local-search algorithms with provable performance guarantees. Leveraging the concavity of the objective functions in the two proposed formulations, we design an exact algorithm, aimed at solving the DDF problem to optimality. We further derive a family of submodular valid inequalities and optimality cuts, which can significantly enhance the algorithm performance. Finally, we test our algorithms using real-world data on the new phasor-measurement-units placement problem for modern power grids, considering the existing conventional sensors. Our numerical study demonstrates the efficiency of our exact algorithm and the scalability and high-quality outputs of our approximation algorithms.