Bidirectional Branch and Bound for Average Loss Minimization

Versión 1.4.0.0 (8,34 KB) por Yi Cao
Two algorithms for selection of controlled variables using the average loss as the criterion.
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This is the third part of the work to select measurements / measurement combination for selfoptimizing control. It uses aberage loss as the criterion instead of the worst case loss presented in the second part.

Bidirection branch and bound (B3) is a very efficient BAB algorithm. In the first two parts, we developed b3msv and b3wc algorithms for minimum singular value and worst case loss.

Reference:
V. Kariwala and Y. Cao, Bidirectional Branch and Bound for Controlled Variable Selection: Part III. Local Average Loss Minimization, IEEE Transactions on Industrial Informatics, Vol. 6, No. 1, pp. 54—61, 2010.

http://ieeexplore.ieee.org/xpls/abs_all.jsp?arnumber=5378454

Citar como

Yi Cao (2024). Bidirectional Branch and Bound for Average Loss Minimization (https://www.mathworks.com/matlabcentral/fileexchange/25870-bidirectional-branch-and-bound-for-average-loss-minimization), MATLAB Central File Exchange. Recuperado .

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Versión Publicado Notas de la versión
1.4.0.0

update reference.
1.3.0.0

Updated version to avoid divided by zero errors.
1.1.0.0

Update to deal with negative results which happen numerically.
1.0.0.0