We present a MATLAB implementation of the symmetric rank-one (SC-SR1) method that solves trust-region subproblems when a limited-memory symmetric rank-one (L-SR1) matrix is used in place of the true Hessian matrix, which can be used for large-scale optimization. The method takes advantage of two shape-changing norms [Burdakov and Yuan 2002 ; Burdakov et al. 2017 ] to decompose the trust-region subproblem into two separate problems. Using one of the proposed norms, the resulting subproblems have closed-form solutions. Meanwhile, using the other proposed norm, one of the resulting subproblems has a closed-form solution while the other is easily solvable using techniques that exploit the structure of L-SR1 matrices. Numerical results suggest that the SC-SR1 method is able to solve trust-region subproblems to high accuracy even in the so-called “hard case.” When integrated into a trust-region algorithm, extensive numerical experiments suggest that the proposed algorithms perform well, when compared with widely used solvers, such as truncated conjugate-gradients.

Monotonic regression is a standard method for extracting a monotone function from non-monotonic data, and it is used in many applications. However, a known drawback of this method is that its fitted response is a piecewise constant function, while practical response functions are often required to be continuous. The method proposed in this paper achieves monotonicity and smoothness of the regression by introducing an L2 regularization term. In order to achieve a low computational complexity and at the same time to provide a high predictive power of the method, we introduce a probabilistically motivated approach for selecting the regularization parameters. In addition, we present a technique for correcting inconsistencies on the boundary. We show that the complexity of the proposed method is $$O(n^2)$$ . Our simulations demonstrate that when the data are large and the expected response is a complicated function (which is typical in machine learning applications) or when there is a change point in the response, the proposed method has a higher predictive power than many of the existing methods.

An important use of unmanned aerial vehicles is surveillance of distant targets, where sensor information must quickly be transmitted back to a base station. In many cases, high uninterrupted bandwidth requires line-of-sight between sender and transmitter to minimize quality degradation. Communication range is typically limited, especially when smaller UAVs are used. Both problems can be solved by creating relay chains for surveillance of a single target, and relay trees for simultaneous surveillance of multiple targets. In this paper, we show how such chains and trees can be calculated. For relay chains we create a set of chains offering different trade-offs between the number of UAVs in the chain and the chain's cost. We also show new results on how relay trees can be quickly calculated and then incrementally improved if necessary. Encouraging empirical results for improvement of relay trees are presented.