(575f) Optimization Algorithms for Dynamic Latent Variable Problems
AIChE Annual Meeting
2019 AIChE Annual Meeting
Computing and Systems Technology Division
Data Driven Optimization
Wednesday, November 13, 2019 - 5:05pm to 5:24pm
In this talk, we present a rigorous study on the convergence properties of decomposition strategies for DiPCA and DiCCA. We first show that existing decomposition algorithms are coordinate maximization schemes . This observation enables us to obtain insights into their convergence properties and to propose improved algorithmic variants. Our analysis also provides insight on how data structure affects the conditioning of the problem and the convergence properties of the algorithms. We present extensive benchmark tests with experimental chemical sensor data to justify our developments.
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