A two-layer recurrent neural network for nonsmooth convex optimization problems.
Qin, Sitian; Xue, Xiaoping
2015-06-01
In this paper, a two-layer recurrent neural network is proposed to solve the nonsmooth convex optimization problem subject to convex inequality and linear equality constraints. Compared with existing neural network models, the proposed neural network has a low model complexity and avoids penalty parameters. It is proved that from any initial point, the state of the proposed neural network reaches the equality feasible region in finite time and stays there thereafter. Moreover, the state is unique if the initial point lies in the equality feasible region. The equilibrium point set of the proposed neural network is proved to be equivalent to the Karush-Kuhn-Tucker optimality set of the original optimization problem. It is further proved that the equilibrium point of the proposed neural network is stable in the sense of Lyapunov. Moreover, from any initial point, the state is proved to be convergent to an equilibrium point of the proposed neural network. Finally, as applications, the proposed neural network is used to solve nonlinear convex programming with linear constraints and L1 -norm minimization problems. PMID:25051563
The Optimal Solution of a Non-Convex State-Dependent LQR Problem and Its Applications
Xu, Xudan; Zhu, J. Jim; Zhang, Ping
2014-01-01
This paper studies a Non-convex State-dependent Linear Quadratic Regulator (NSLQR) problem, in which the control penalty weighting matrix in the performance index is state-dependent. A necessary and sufficient condition for the optimal solution is established with a rigorous proof by Euler-Lagrange Equation. It is found that the optimal solution of the NSLQR problem can be obtained by solving a Pseudo-Differential-Riccati-Equation (PDRE) simultaneously with the closed-loop system equation. A Comparison Theorem for the PDRE is given to facilitate solution methods for the PDRE. A linear time-variant system is employed as an example in simulation to verify the proposed optimal solution. As a non-trivial application, a goal pursuit process in psychology is modeled as a NSLQR problem and two typical goal pursuit behaviors found in human and animals are reproduced using different control weighting . It is found that these two behaviors save control energy and cause less stress over Conventional Control Behavior typified by the LQR control with a constant control weighting , in situations where only the goal discrepancy at the terminal time is of concern, such as in Marathon races and target hitting missions. PMID:24747417
Adaptive Algorithms for Planar Convex Hull Problems
NASA Astrophysics Data System (ADS)
Ahn, Hee-Kap; Okamoto, Yoshio
We study problems in computational geometry from the viewpoint of adaptive algorithms. Adaptive algorithms have been extensively studied for the sorting problem, and in this paper we generalize the framework to geometric problems. To this end, we think of geometric problems as permutation (or rearrangement) problems of arrays, and define the "presortedness" as a distance from the input array to the desired output array. We call an algorithm adaptive if it runs faster when a given input array is closer to the desired output, and furthermore it does not make use of any information of the presortedness. As a case study, we look into the planar convex hull problem for which we discover two natural formulations as permutation problems. An interesting phenomenon that we prove is that for one formulation the problem can be solved adaptively, but for the other formulation no adaptive algorithm can be better than an optimal output-sensitive algorithm for the planar convex hull problem.
ERIC Educational Resources Information Center
Berger, Marcel
1990-01-01
Discussed are the idea, examples, problems, and applications of convexity. Topics include historical examples, definitions, the John-Loewner ellipsoid, convex functions, polytopes, the algebraic operation of duality and addition, and topology of convex bodies. (KR)
Sparse recovery via convex optimization
NASA Astrophysics Data System (ADS)
Randall, Paige Alicia
This thesis considers the problem of estimating a sparse signal from a few (possibly noisy) linear measurements. In other words, we have y = Ax + z where A is a measurement matrix with more columns than rows, x is a sparse signal to be estimated, z is a noise vector, and y is a vector of measurements. This setup arises frequently in many problems ranging from MRI imaging to genomics to compressed sensing.We begin by relating our setup to an error correction problem over the reals, where a received encoded message is corrupted by a few arbitrary errors, as well as smaller dense errors. We show that under suitable conditions on the encoding matrix and on the number of arbitrary errors, one is able to accurately recover the message.We next show that we are able to achieve oracle optimality for x, up to a log factor and a factor of sqrt{s}, when we require the matrix A to obey an incoherence property. The incoherence property is novel in that it allows the coherence of A to be as large as O(1/ log n) and still allows sparsities as large as O(m/log n). This is in contrast to other existing results involving coherence where the coherence can only be as large as O(1/sqrt{m}) to allow sparsities as large as O(sqrt{m}). We also do not make the common assumption that the matrix A obeys a restricted eigenvalue condition.We then show that we can recover a (non-sparse) signal from a few linear measurements when the signal has an exactly sparse representation in an overcomplete dictionary. We again only require that the dictionary obey an incoherence property.Finally, we introduce the method of l_1 analysis and show that it is guaranteed to give good recovery of a signal from a few measurements, when the signal can be well represented in a dictionary. We require that the combined measurement/dictionary matrix satisfies a uniform uncertainty principle and we compare our results with the more standard l_1 synthesis approach.All our methods involve solving an l_1 minimization program which can be written as either a linear program or a second-order cone program, and the well-established machinery of convex optimization used to solve it rapidly.
Computable optimal value bounds for generalized convex programs
NASA Technical Reports Server (NTRS)
Fiacco, Anthony V.; Kyparisis, Jerzy
1987-01-01
It has been shown by Fiacco that convexity or concavity of the optimal value of a parametric nonlinear programming problem can readily be exploited to calculate global parametric upper and lower bounds on the optimal value function. The approach is attractive because it involves manipulation of information normally required to characterize solution optimality. A procedure is briefly described for calculating and improving the bounds as well as its extensions to generalized convex and concave functions. Several areas of applications are also indicated.
Robust boosting via convex optimization
NASA Astrophysics Data System (ADS)
Rätsch, Gunnar
2001-12-01
In this work we consider statistical learning problems. A learning machine aims to extract information from a set of training examples such that it is able to predict the associated label on unseen examples. We consider the case where the resulting classification or regression rule is a combination of simple rules - also called base hypotheses. The so-called boosting algorithms iteratively find a weighted linear combination of base hypotheses that predict well on unseen data. We address the following issues: o The statistical learning theory framework for analyzing boosting methods. We study learning theoretic guarantees on the prediction performance on unseen examples. Recently, large margin classification techniques emerged as a practical result of the theory of generalization, in particular Boosting and Support Vector Machines. A large margin implies a good generalization performance. Hence, we analyze how large the margins in boosting are and find an improved algorithm that is able to generate the maximum margin solution. o How can boosting methods be related to mathematical optimization techniques? To analyze the properties of the resulting classification or regression rule, it is of high importance to understand whether and under which conditions boosting converges. We show that boosting can be used to solve large scale constrained optimization problems, whose solutions are well characterizable. To show this, we relate boosting methods to methods known from mathematical optimization, and derive convergence guarantees for a quite general family of boosting algorithms. o How to make Boosting noise robust? One of the problems of current boosting techniques is that they are sensitive to noise in the training sample. In order to make boosting robust, we transfer the soft margin idea from support vector learning to boosting. We develop theoretically motivated regularized algorithms that exhibit a high noise robustness. o How to adapt boosting to regression problems? Boosting methods are originally designed for classification problems. To extend the boosting idea to regression problems, we use the previous convergence results and relations to semi-infinite programming to design boosting-like algorithms for regression problems. We show that these leveraging algorithms have desirable theoretical and practical properties. o Can boosting techniques be useful in practice? The presented theoretical results are guided by simulation results either to illustrate properties of the proposed algorithms or to show that they work well in practice. We report on successful applications in a non-intrusive power monitoring system, chaotic time series analysis and a drug discovery process. --- Anmerkung: Der Autor ist Träger des von der Mathematisch-Naturwissenschaftlichen Fakultät der Universität Potsdam vergebenen Michelson-Preises für die beste Promotion des Jahres 2001/2002. In dieser Arbeit werden statistische Lernprobleme betrachtet. Lernmaschinen extrahieren Informationen aus einer gegebenen Menge von Trainingsmustern, so daß sie in der Lage sind, Eigenschaften von bisher ungesehenen Mustern - z.B. eine Klassenzugehörigkeit - vorherzusagen. Wir betrachten den Fall, bei dem die resultierende Klassifikations- oder Regressionsregel aus einfachen Regeln - den Basishypothesen - zusammengesetzt ist. Die sogenannten Boosting Algorithmen erzeugen iterativ eine gewichtete Summe von Basishypothesen, die gut auf ungesehenen Mustern vorhersagen. Die Arbeit behandelt folgende Sachverhalte: o Die zur Analyse von Boosting-Methoden geeignete Statistische Lerntheorie. Wir studieren lerntheoretische Garantien zur Abschätzung der Vorhersagequalität auf ungesehenen Mustern. Kürzlich haben sich sogenannte Klassifikationstechniken mit großem Margin als ein praktisches Ergebnis dieser Theorie herausgestellt - insbesondere Boosting und Support-Vektor-Maschinen. Ein großer Margin impliziert eine hohe Vorhersagequalität der Entscheidungsregel. Deshalb wird analysiert, wie groß der Margin bei Boosting ist und ein verbesserter Algorithmus vorgeschl
First and second order convex approximation strategies in structural optimization
NASA Technical Reports Server (NTRS)
Fleury, C.
1989-01-01
In this paper, various methods based on convex approximation schemes are discussed that have demonstrated strong potential for efficient solution of structural optimization problems. First, the convex linearization method (Conlin) is briefly described, as well as one of its recent generalizations, the method of moving asymptotes (MMA). Both Conlin and MMA can be interpreted as first-order convex approximation methods that attempt to estimate the curvature of the problem functions on the basis of semiempirical rules. Attention is next directed toward methods that use diagonal second derivatives in order to provide a sound basis for building up high-quality explicit approximations of the behavior constraints. In particular, it is shown how second-order information can be effectively used without demanding a prohibitive computational cost. Various first-order and second-order approaches are compared by applying them to simple problems that have a closed form solution.
Application of convex optimization to acoustical array signal processing
NASA Astrophysics Data System (ADS)
Bai, Mingsian R.; Chen, Ching-Cheng
2013-12-01
This paper demonstrates that optimum weighting coefficients and inverse filters for microphone arrays can be accomplished, with the aid of a systematic methodology of mathematical programming. Both far-field and near-field array problems are formulated in terms of convex optimization formalism. Three application examples, including data-independent far-field array design, nearfield array design, and pressure field interpolation, are presented. In far-field array design, array coefficients are optimized to tradeoff Directivity Index for White Noise Gain or the coefficient norm, while in nearfield array convex optimization is applied to design Equivalent Source Method-based Nearfield Acoustical Holography. Numerical examples are given for designing a far-field two-dimensional random array comprised of thirty microphones. For far-field arrays, five design approaches, including a Delay-And-Sum beamformer, a Super Directivity Array, three optimal arrays designed using ?1,?2, and ??-norms, are compared. Numerical and experimental results have shown that sufficiently high White Noise Gain was crucial to robust performance of array against sensor mismatch and noise. For nearfield arrays, inverse filters were designed in light of Equivalent Source Method and convex optimization to reconstruct the velocity field on a baffled spherical piston source. The proposed nearfield design is benchmarked by those designed using Truncated Singular Value Decomposition and Tikhonov Regularization. Compressive Sampling and convex optimization is applied to pressure field reconstruction, source separation and modal analysis with satisfactory performance in both near-field and far-field microphone arrays.
Rapid Generation of Optimal Asteroid Powered Descent Trajectories Via Convex Optimization
NASA Technical Reports Server (NTRS)
Pinson, Robin; Lu, Ping
2015-01-01
This paper investigates a convex optimization based method that can rapidly generate the fuel optimal asteroid powered descent trajectory. The ultimate goal is to autonomously design the optimal powered descent trajectory on-board the spacecraft immediately prior to the descent burn. Compared to a planetary powered landing problem, the major difficulty is the complex gravity field near the surface of an asteroid that cannot be approximated by a constant gravity field. This paper uses relaxation techniques and a successive solution process that seeks the solution to the original nonlinear, nonconvex problem through the solutions to a sequence of convex optimal control problems.
Lagrange duality theory for convex control problems
NASA Technical Reports Server (NTRS)
Hager, W. W.; Mitter, S. K.
1976-01-01
The Lagrange dual to a control problem is studied. The principal result based on the Hahn-Banach theorem proves that the dual problem has an optimal solution if there exists an interior point for the constraint set. A complementary slackness condition holds, if the primal problem has an optimal solution. A necessary and sufficient condition for the optimality of solutions to the primal and the dual problem is also presented.
Optimal transportation in for a distance cost with a convex constraint
NASA Astrophysics Data System (ADS)
Chen, Ping; Jiang, Feida; Yang, Xiao-Ping
2015-06-01
We prove existence of an optimal transportation map for the Monge-Kantorovich's problem associated with a cost function c( x, y) with a convex constraint in . The cost function coincides with the Euclidean distance | x - y| if the displacement y - x belongs to a given closed convex set C with at most countable flat parts and it is infinite otherwise.
Nonlinear Rescaling and Proximal-Like Methods in Convex Optimization
NASA Technical Reports Server (NTRS)
Polyak, Roman; Teboulle, Marc
1997-01-01
The nonlinear rescaling principle (NRP) consists of transforming the objective function and/or the constraints of a given constrained optimization problem into another problem which is equivalent to the original one in the sense that their optimal set of solutions coincides. A nonlinear transformation parameterized by a positive scalar parameter and based on a smooth scaling function is used to transform the constraints. The methods based on NRP consist of sequential unconstrained minimization of the classical Lagrangian for the equivalent problem, followed by an explicit formula updating the Lagrange multipliers. We first show that the NRP leads naturally to proximal methods with an entropy-like kernel, which is defined by the conjugate of the scaling function, and establish that the two methods are dually equivalent for convex constrained minimization problems. We then study the convergence properties of the nonlinear rescaling algorithm and the corresponding entropy-like proximal methods for convex constrained optimization problems. Special cases of the nonlinear resealing algorithm are presented. In particular a new class of exponential penalty-modified barrier functions methods is introduced.
Phase retrieval using iterative Fourier transform and convex optimization algorithm
NASA Astrophysics Data System (ADS)
Zhang, Fen; Cheng, Hong; Zhang, Quanbing; Wei, Sui
2015-05-01
Phase is an inherent characteristic of any wave field. Statistics show that greater than 25% of the information is encoded in the amplitude term and 75% of the information is in the phase term. The technique of phase retrieval means acquire phase by computation using magnitude measurements and provides data information for holography display, 3D field reconstruction, X-ray crystallography, diffraction imaging, astronomical imaging and many other applications. Mathematically, solving phase retrieval problem is an inverse problem taking the physical and computation constraints. Some recent algorithms use the principle of compressive sensing, such as PhaseLift, PhaseCut and compressive phase retrieval etc. they formulate phase retrieval problems as one of finding the rank-one solution to a system of linear matrix equations and make the overall algorithm a convex program over n × n matrices. However, by "lifting" a vector problem to a matrix one, these methods lead to a much higher computational cost as a result. Furthermore, they only use intensity measurements but few physical constraints. In the paper, a new algorithm is proposed that combines above convex optimization methods with a well known iterative Fourier transform algorithm (IFTA). The IFTA iterates between the object domain and spectral domain to reinforce the physical information and reaches convergence quickly which has been proved in many applications such as compute-generated-hologram (CGH). Herein the output phase of the IFTA is treated as the initial guess of convex optimization methods, and then the reconstructed phase is numerically computed by using modified TFOCS. Simulation results show that the combined algorithm increases the likelihood of successful recovery as well as improves the precision of solution.
From a Nonlinear, Nonconvex Variational Problem to a Linear, Convex Formulation
Egozcue, J. Meziat, R. Pedregal, P.
2002-12-19
We propose a general approach to deal with nonlinear, nonconvex variational problems based on a reformulation of the problem resulting in an optimization problem with linear cost functional and convex constraints. As a first step we explicitly explore these ideas to some one-dimensional variational problems and obtain specific conclusions of an analytical and numerical nature.
Convex relaxations for certain inverse problems on graphs
NASA Astrophysics Data System (ADS)
Bandeira, Afonso S.
Many maximum likelihood estimation problems are known to be intractable in the worst case. A common approach is to consider convex relaxations of the maximum likelihood estimator (MLE), and relaxations based on semidefinite programming (SDP) are among the most popular. This thesis focuses on a certain class of graph-based inverse problems, referred to as synchronization-type problems. These are problems where the goal is to estimate a set of parameters from pairwise information between them. In this thesis, we investigate the performance of the SDP based approach for a range of problems of this type. While for many such problems, such as multi-reference alignment in signal processing, a precise explanation of their effectiveness remains a fascinating open problem, we rigorously establish a couple of remarkable phenomena. For example, in some instances (such as community detection under the stochastic block model) the solution to the SDP matches the ground truth parameters (i.e. achieves exact recovery) for information theoretically optimal regimes. This is established by developing non-asymptotic bounds for the spectral norm of random matrices with independent entries. On other instances (such as angular synchronization), the MLE itself tends to not coincide with the ground truth (although maintaining favorable statistical properties). Remarkably, these relaxations are often still tight (meaning that the solution of the SDP matches the MLE). For angular synchronization we establish this behavior by analyzing the solutions of certain randomized Grothendieck problems.
Systematization of problems on ball estimates of a convex compactum
NASA Astrophysics Data System (ADS)
Dudov, S. I.
2015-09-01
We consider a class of finite-dimensional problems on the estimation of a convex compactum by a ball of an arbitrary norm in the form of extremal problems whose goal function is expressed via the function of the distance to the farthest point of the compactum and the function of the distance to the nearest point of the compactum or its complement. Special attention is devoted to the problem of estimating (approximating) a convex compactum by a ball of fixed radius in the Hausdorff metric. It is proved that this problem plays the role of the canonical problem: solutions of any problem in the class under consideration can be expressed via solutions of this problem for certain values of the radius. Based on studying and using the properties of solutions of this canonical problem, we obtain ranges of values of the radius in which the canonical problem expresses solutions of the problems on inscribed and circumscribed balls, the problem of uniform estimate by a ball in the Hausdorff metric, the problem of asphericity of a convex body, the problems of spherical shells of the least thickness and of the least volume for the boundary of a convex body. This makes it possible to arrange the problems in increasing order of the corresponding values of the radius. Bibliography: 34 titles.
Optimization-based mesh correction with volume and convexity constraints
D'Elia, Marta; Ridzal, Denis; Peterson, Kara J.; Bochev, Pavel; Shashkov, Mikhail
2016-02-24
Here, we consider the problem of finding a mesh such that 1) it is the closest, with respect to a suitable metric, to a given source mesh having the same connectivity, and 2) the volumes of its cells match a set of prescribed positive values that are not necessarily equal to the cell volumes in the source mesh. Also, this volume correction problem arises in important simulation contexts, such as satisfying a discrete geometric conservation law and solving transport equations by incremental remapping or similar semi-Lagrangian transport schemes. In this paper we formulate volume correction as a constrained optimization problemmoreÂ Â» in which the distance to the source mesh defines an optimization objective, while the prescribed cell volumes, mesh validity and/or cell convexity specify the constraints. We solve this problem numerically using a sequential quadratic programming (SQP) method whose performance scales with the mesh size. To achieve scalable performance we develop a specialized multigrid-based preconditioner for optimality systems that arise in the application of the SQP method to the volume correction problem. Numerical examples illustrate the importance of volume correction, and showcase the accuracy, robustness and scalability of our approach.Â«Â less
Convex optimization under inequality constraints in rank-deficient systems
NASA Astrophysics Data System (ADS)
Roese-Koerner, Lutz; Schuh, Wolf-Dieter
2014-05-01
Many geodetic applications require the minimization of a convex objective function subject to some linear equality and/or inequality constraints. If a system is singular (e.g., a geodetic network without a defined datum) this results in a manifold of solutions. Most state-of-the-art algorithms for inequality constrained optimization (e.g., the Active-Set-Method or primal-dual Interior-Point-Methods) are either not able to deal with a rank-deficient objective function or yield only one of an infinite number of particular solutions. In this contribution, we develop a framework for the rigorous computation of a general solution of a rank-deficient problem with inequality constraints. We aim for the computation of a unique particular solution which fulfills predefined optimality criteria as well as for an adequate representation of the homogeneous solution including the constraints. Our theoretical findings are applied in a case study to determine optimal repetition numbers for a geodetic network to demonstrate the potential of the proposed framework.
Derivative-free generation and interpolation of convex Pareto optimal IMRT plans
NASA Astrophysics Data System (ADS)
Hoffmann, Aswin L.; Siem, Alex Y. D.; den Hertog, Dick; Kaanders, Johannes H. A. M.; Huizenga, Henk
2006-12-01
In inverse treatment planning for intensity-modulated radiation therapy (IMRT), beamlet intensity levels in fluence maps of high-energy photon beams are optimized. Treatment plan evaluation criteria are used as objective functions to steer the optimization process. Fluence map optimization can be considered a multi-objective optimization problem, for which a set of Pareto optimal solutions exists: the Pareto efficient frontier (PEF). In this paper, a constrained optimization method is pursued to iteratively estimate the PEF up to some predefined error. We use the property that the PEF is convex for a convex optimization problem to construct piecewise-linear upper and lower bounds to approximate the PEF from a small initial set of Pareto optimal plans. A derivative-free Sandwich algorithm is presented in which these bounds are used with three strategies to determine the location of the next Pareto optimal solution such that the uncertainty in the estimated PEF is maximally reduced. We show that an intelligent initial solution for a new Pareto optimal plan can be obtained by interpolation of fluence maps from neighbouring Pareto optimal plans. The method has been applied to a simplified clinical test case using two convex objective functions to map the trade-off between tumour dose heterogeneity and critical organ sparing. All three strategies produce representative estimates of the PEF. The new algorithm is particularly suitable for dynamic generation of Pareto optimal plans in interactive treatment planning.
A partially inexact bundle method for convex semi-infinite minmax problems
NASA Astrophysics Data System (ADS)
Fuduli, Antonio; Gaudioso, Manlio; Giallombardo, Giovanni; Miglionico, Giovanna
2015-04-01
We present a bundle method for solving convex semi-infinite minmax problems which allows inexact solution of the inner maximization. The method is of the partially inexact oracle type, and it is aimed at reducing the occurrence of null steps and at improving bundle handling with respect to existing methods. Termination of the algorithm is proved at a point satisfying an approximate optimality criterion, and the results of some numerical experiments are also reported.
COMMIT: Convex optimization modeling for microstructure informed tractography.
Daducci, Alessandro; Dal PalÃ¹, Alessandro; Lemkaddem, Alia; Thiran, Jean-Philippe
2015-01-01
Tractography is a class of algorithms aiming at in vivo mapping the major neuronal pathways in the white matter from diffusion magnetic resonance imaging (MRI) data. These techniques offer a powerful tool to noninvasively investigate at the macroscopic scale the architecture of the neuronal connections of the brain. However, unfortunately, the reconstructions recovered with existing tractography algorithms are not really quantitative even though diffusion MRI is a quantitative modality by nature. As a matter of fact, several techniques have been proposed in recent years to estimate, at the voxel level, intrinsic microstructural features of the tissue, such as axonal density and diameter, by using multicompartment models. In this paper, we present a novel framework to reestablish the link between tractography and tissue microstructure. Starting from an input set of candidate fiber-tracts, which are estimated from the data using standard fiber-tracking techniques, we model the diffusion MRI signal in each voxel of the image as a linear combination of the restricted and hindered contributions generated in every location of the brain by these candidate tracts. Then, we seek for the global weight of each of them, i.e., the effective contribution or volume, such that they globally fit the measured signal at best. We demonstrate that these weights can be easily recovered by solving a global convex optimization problem and using efficient algorithms. The effectiveness of our approach has been evaluated both on a realistic phantom with known ground-truth and in vivo brain data. Results clearly demonstrate the benefits of the proposed formulation, opening new perspectives for a more quantitative and biologically plausible assessment of the structural connectivity of the brain. PMID:25167548
NASA Astrophysics Data System (ADS)
Cevher, Volkan; Becker, Stephen; Schmidt, Mark
2014-09-01
This article reviews recent advances in convex optimization algorithms for Big Data, which aim to reduce the computational, storage, and communications bottlenecks. We provide an overview of this emerging field, describe contemporary approximation techniques like first-order methods and randomization for scalability, and survey the important role of parallel and distributed computation. The new Big Data algorithms are based on surprisingly simple principles and attain staggering accelerations even on classical problems.
Multiband RF pulses with improved performance via convex optimization
NASA Astrophysics Data System (ADS)
Shang, Hong; Larson, Peder E. Z.; Kerr, Adam; Reed, Galen; Sukumar, Subramaniam; Elkhaled, Adam; Gordon, Jeremy W.; Ohliger, Michael A.; Pauly, John M.; Lustig, Michael; Vigneron, Daniel B.
2016-01-01
Selective RF pulses are commonly designed with the desired profile as a low pass filter frequency response. However, for many MRI and NMR applications, the spectrum is sparse with signals existing at a few discrete resonant frequencies. By specifying a multiband profile and releasing the constraint on "don't-care" regions, the RF pulse performance can be improved to enable a shorter duration, sharper transition, or lower peak B1 amplitude. In this project, a framework for designing multiband RF pulses with improved performance was developed based on the Shinnar-Le Roux (SLR) algorithm and convex optimization. It can create several types of RF pulses with multiband magnitude profiles, arbitrary phase profiles and generalized flip angles. The advantage of this framework with a convex optimization approach is the flexible trade-off of different pulse characteristics. Designs for specialized selective RF pulses for balanced SSFP hyperpolarized (HP) 13C MRI, a dualband saturation RF pulse for 1H MR spectroscopy, and a pre-saturation pulse for HP 13C study were developed and tested.
Multiband RF pulses with improved performance via convex optimization.
Shang, Hong; Larson, Peder E Z; Kerr, Adam; Reed, Galen; Sukumar, Subramaniam; Elkhaled, Adam; Gordon, Jeremy W; Ohliger, Michael A; Pauly, John M; Lustig, Michael; Vigneron, Daniel B
2016-01-01
Selective RF pulses are commonly designed with the desired profile as a low pass filter frequency response. However, for many MRI and NMR applications, the spectrum is sparse with signals existing at a few discrete resonant frequencies. By specifying a multiband profile and releasing the constraint on "don't-care" regions, the RF pulse performance can be improved to enable a shorter duration, sharper transition, or lower peak B1 amplitude. In this project, a framework for designing multiband RF pulses with improved performance was developed based on the Shinnar-Le Roux (SLR) algorithm and convex optimization. It can create several types of RF pulses with multiband magnitude profiles, arbitrary phase profiles and generalized flip angles. The advantage of this framework with a convex optimization approach is the flexible trade-off of different pulse characteristics. Designs for specialized selective RF pulses for balanced SSFP hyperpolarized (HP) (13)C MRI, a dualband saturation RF pulse for (1)H MR spectroscopy, and a pre-saturation pulse for HP (13)C study were developed and tested. PMID:26754063
Hybrid Random/Deterministic Parallel Algorithms for Convex and Nonconvex Big Data Optimization
NASA Astrophysics Data System (ADS)
Daneshmand, Amir; Facchinei, Francisco; Kungurtsev, Vyacheslav; Scutari, Gesualdo
2015-08-01
We propose a decomposition framework for the parallel optimization of the sum of a differentiable {(possibly nonconvex)} function and a nonsmooth (possibly nonseparable), convex one. The latter term is usually employed to enforce structure in the solution, typically sparsity. The main contribution of this work is a novel \\emph{parallel, hybrid random/deterministic} decomposition scheme wherein, at each iteration, a subset of (block) variables is updated at the same time by minimizing local convex approximations of the original nonconvex function. To tackle with huge-scale problems, the (block) variables to be updated are chosen according to a \\emph{mixed random and deterministic} procedure, which captures the advantages of both pure deterministic and random update-based schemes. Almost sure convergence of the proposed scheme is established. Numerical results show that on huge-scale problems the proposed hybrid random/deterministic algorithm outperforms both random and deterministic schemes.
Li, Chaojie; Yu, Xinghuo; Huang, Tingwen; Chen, Guo; He, Xing
2016-02-01
This paper proposes a generalized Hopfield network for solving general constrained convex optimization problems. First, the existence and the uniqueness of solutions to the generalized Hopfield network in the Filippov sense are proved. Then, the Lie derivative is introduced to analyze the stability of the network using a differential inclusion. The optimality of the solution to the nonsmooth constrained optimization problems is shown to be guaranteed by the enhanced Fritz John conditions. The convergence rate of the generalized Hopfield network can be estimated by the second-order derivative of the energy function. The effectiveness of the proposed network is evaluated on several typical nonsmooth optimization problems and used to solve the hierarchical and distributed model predictive control four-tank benchmark. PMID:26595931
Convexity of Ruin Probability and Optimal Dividend Strategies for a General LÃ©vy Process
Yin, Chuancun; Yuen, Kam Chuen; Shen, Ying
2015-01-01
We consider the optimal dividends problem for a company whose cash reserves follow a general LÃ©vy process with certain positive jumps and arbitrary negative jumps. The objective is to find a policy which maximizes the expected discounted dividends until the time of ruin. Under appropriate conditions, we use some recent results in the theory of potential analysis of subordinators to obtain the convexity properties of probability of ruin. We present conditions under which the optimal dividend strategy, among all admissible ones, takes the form of a barrier strategy. PMID:26351655
Sparse representations and convex optimization as tools for LOFAR radio interferometric imaging
NASA Astrophysics Data System (ADS)
Girard, J. N.; Garsden, H.; Starck, J. L.; Corbel, S.; Woiselle, A.; Tasse, C.; McKean, J. P.; Bobin, J.
2015-08-01
Compressed sensing theory is slowly making its way to solve more and more astronomical inverse problems. We address here the application of sparse representations, convex optimization and proximal theory to radio interferometric imaging. First, we expose the theory behind interferometric imaging, sparse representations and convex optimization, and second, we illustrate their application with numerical tests with SASIR, an implementation of the FISTA, a Forward-Backward splitting algorithm hosted in a LOFAR imager. Various tests have been conducted in Garsden et al., 2015. The main results are: i) an improved angular resolution (super resolution of a factor ? 2) with point sources as compared to CLEAN on the same data, ii) correct photometry measurements on a field of point sources at high dynamic range and iii) the imaging of extended sources with improved fidelity. SASIR provides better reconstructions (five time less residuals) of the extended emission as compared to CLEAN. With the advent of large radiotelescopes, there is scope for improving classical imaging methods with convex optimization methods combined with sparse representations.
A Localization Method for Multistatic SAR Based on Convex Optimization
2015-01-01
In traditional localization methods for Synthetic Aperture Radar (SAR), the bistatic range sum (BRS) estimation and Doppler centroid estimation (DCE) are needed for the calculation of target localization. However, the DCE error greatly influences the localization accuracy. In this paper, a localization method for multistatic SAR based on convex optimization without DCE is investigated and the influence of BRS estimation error on localization accuracy is analysed. Firstly, by using the information of each transmitter and receiver (T/R) pair and the target in SAR image, the model functions of T/R pairs are constructed. Each model functionâ€™s maximum is on the circumference of the ellipse which is the iso-range for its model functionâ€™s T/R pair. Secondly, the target function whose maximum is located at the position of the target is obtained by adding all model functions. Thirdly, the target function is optimized based on gradient descent method to obtain the position of the target. During the iteration process, principal component analysis is implemented to guarantee the accuracy of the method and improve the computational efficiency. The proposed method only utilizes BRSs of a target in several focused images from multistatic SAR. Therefore, compared with traditional localization methods for SAR, the proposed method greatly improves the localization accuracy. The effectivity of the localization approach is validated by simulation experiment. PMID:26566031
A Localization Method for Multistatic SAR Based on Convex Optimization.
Zhong, Xuqi; Wu, Junjie; Yang, Jianyu; Sun, Zhichao; Huang, Yuling; Li, Zhongyu
2015-01-01
In traditional localization methods for Synthetic Aperture Radar (SAR), the bistatic range sum (BRS) estimation and Doppler centroid estimation (DCE) are needed for the calculation of target localization. However, the DCE error greatly influences the localization accuracy. In this paper, a localization method for multistatic SAR based on convex optimization without DCE is investigated and the influence of BRS estimation error on localization accuracy is analysed. Firstly, by using the information of each transmitter and receiver (T/R) pair and the target in SAR image, the model functions of T/R pairs are constructed. Each model function's maximum is on the circumference of the ellipse which is the iso-range for its model function's T/R pair. Secondly, the target function whose maximum is located at the position of the target is obtained by adding all model functions. Thirdly, the target function is optimized based on gradient descent method to obtain the position of the target. During the iteration process, principal component analysis is implemented to guarantee the accuracy of the method and improve the computational efficiency. The proposed method only utilizes BRSs of a target in several focused images from multistatic SAR. Therefore, compared with traditional localization methods for SAR, the proposed method greatly improves the localization accuracy. The effectivity of the localization approach is validated by simulation experiment. PMID:26566031
Gálvez, Akemi; Iglesias, Andrés
2013-01-01
Fitting spline curves to data points is a very important issue in many applied fields. It is also challenging, because these curves typically depend on many continuous variables in a highly interrelated nonlinear way. In general, it is not possible to compute these parameters analytically, so the problem is formulated as a continuous nonlinear optimization problem, for which traditional optimization techniques usually fail. This paper presents a new bioinspired method to tackle this issue. In this method, optimization is performed through a combination of two techniques. Firstly, we apply the indirect approach to the knots, in which they are not initially the subject of optimization but precomputed with a coarse approximation scheme. Secondly, a powerful bioinspired metaheuristic technique, the firefly algorithm, is applied to optimization of data parameterization; then, the knot vector is refined by using De Boor's method, thus yielding a better approximation to the optimal knot vector. This scheme converts the original nonlinear continuous optimization problem into a convex optimization problem, solved by singular value decomposition. Our method is applied to some illustrative real-world examples from the CAD/CAM field. Our experimental results show that the proposed scheme can solve the original continuous nonlinear optimization problem very efficiently. PMID:24376380
Implementation of a Point Algorithm for Real-Time Convex Optimization
NASA Technical Reports Server (NTRS)
Acikmese, Behcet; Motaghedi, Shui; Carson, John
2007-01-01
The primal-dual interior-point algorithm implemented in G-OPT is a relatively new and efficient way of solving convex optimization problems. Given a prescribed level of accuracy, the convergence to the optimal solution is guaranteed in a predetermined, finite number of iterations. G-OPT Version 1.0 is a flight software implementation written in C. Onboard application of the software enables autonomous, real-time guidance and control that explicitly incorporates mission constraints such as control authority (e.g. maximum thrust limits), hazard avoidance, and fuel limitations. This software can be used in planetary landing missions (Mars pinpoint landing and lunar landing), as well as in proximity operations around small celestial bodies (moons, asteroids, and comets). It also can be used in any spacecraft mission for thrust allocation in six-degrees-of-freedom control.
Higher order sensitivity of solutions to convex programming problems without strict complementarity
NASA Technical Reports Server (NTRS)
Malanowski, Kazimierz
1988-01-01
Consideration is given to a family of convex programming problems which depend on a vector parameter. It is shown that the solutions of the problems and the associated Lagrange multipliers are arbitrarily many times directionally differentiable functions of the parameter, provided that the data of the problems are sufficiently regular. The characterizations of the respective derivatives are given.
Exact Convex Relaxation of Optimal Power Flow in Radial Networks
Gan, LW; Li, N; Topcu, U; Low, SH
2015-01-01
The optimal power flow (OPF) problem determines a network operating point that minimizes a certain objective such as generation cost or power loss. It is nonconvex. We prove that a global optimum of OPF can be obtained by solving a second-order cone program, under a mild condition after shrinking the OPF feasible set slightly, for radial power networks. The condition can be checked a priori, and holds for the IEEE 13, 34, 37, 123-bus networks and two real-world networks.
Simulation of stochastic systems via polynomial chaos expansions and convex optimization
NASA Astrophysics Data System (ADS)
Fagiano, Lorenzo; Khammash, Mustafa
2012-09-01
Polynomial chaos expansions represent a powerful tool to simulate stochastic models of dynamical systems. Yet, deriving the expansion's coefficients for complex systems might require a significant and nontrivial manipulation of the model, or the computation of large numbers of simulation runs, rendering the approach too time consuming and impracticable for applications with more than a handful of random variables. We introduce a computationally tractable technique for computing the coefficients of polynomial chaos expansions. The approach exploits a regularization technique with a particular choice of weighting matrices, which allows to take into account the specific features of polynomial chaos expansions. The method, completely based on convex optimization, can be applied to problems with a large number of random variables and uses a modest number of Monte Carlo simulations, while avoiding model manipulations. Additional information on the stochastic process, when available, can be also incorporated in the approach by means of convex constraints. We show the effectiveness of the proposed technique in three applications in diverse fields, including the analysis of a nonlinear electric circuit, a chaotic model of organizational behavior, and finally a chemical oscillator.
Poker, Gilad; Zarai, Yoram; Margaliot, Michael; Tuller, Tamir
2014-01-01
Translation is an important stage in gene expression. During this stage, macro-molecules called ribosomes travel along the mRNA strand linking amino acids together in a specific order to create a functioning protein. An important question, related to many biomedical disciplines, is how to maximize protein production. Indeed, translation is known to be one of the most energy-consuming processes in the cell, and it is natural to assume that evolution shaped this process so that it maximizes the protein production rate. If this is indeed so then one can estimate various parameters of the translation machinery by solving an appropriate mathematical optimization problem. The same problem also arises in the context of synthetic biology, namely, re-engineer heterologous genes in order to maximize their translation rate in a host organism. We consider the problem of maximizing the protein production rate using a computational model for translation–elongation called the ribosome flow model (RFM). This model describes the flow of the ribosomes along an mRNA chain of length n using a set of n first-order nonlinear ordinary differential equations. It also includes n + 1 positive parameters: the ribosomal initiation rate into the mRNA chain, and n elongation rates along the chain sites. We show that the steady-state translation rate in the RFM is a strictly concave function of its parameters. This means that the problem of maximizing the translation rate under a suitable constraint always admits a unique solution, and that this solution can be determined using highly efficient algorithms for solving convex optimization problems even for large values of n. Furthermore, our analysis shows that the optimal translation rate can be computed based only on the optimal initiation rate and the elongation rate of the codons near the beginning of the ORF. We discuss some applications of the theoretical results to synthetic biology, molecular evolution, and functional genomics. PMID:25232050
Poker, Gilad; Zarai, Yoram; Margaliot, Michael; Tuller, Tamir
2014-11-01
Translation is an important stage in gene expression. During this stage, macro-molecules called ribosomes travel along the mRNA strand linking amino acids together in a specific order to create a functioning protein. An important question, related to many biomedical disciplines, is how to maximize protein production. Indeed, translation is known to be one of the most energy-consuming processes in the cell, and it is natural to assume that evolution shaped this process so that it maximizes the protein production rate. If this is indeed so then one can estimate various parameters of the translation machinery by solving an appropriate mathematical optimization problem. The same problem also arises in the context of synthetic biology, namely, re-engineer heterologous genes in order to maximize their translation rate in a host organism. We consider the problem of maximizing the protein production rate using a computational model for translation-elongation called the ribosome flow model (RFM). This model describes the flow of the ribosomes along an mRNA chain of length n using a set of n first-order nonlinear ordinary differential equations. It also includes n + 1 positive parameters: the ribosomal initiation rate into the mRNA chain, and n elongation rates along the chain sites. We show that the steady-state translation rate in the RFM is a strictly concave function of its parameters. This means that the problem of maximizing the translation rate under a suitable constraint always admits a unique solution, and that this solution can be determined using highly efficient algorithms for solving convex optimization problems even for large values of n. Furthermore, our analysis shows that the optimal translation rate can be computed based only on the optimal initiation rate and the elongation rate of the codons near the beginning of the ORF. We discuss some applications of the theoretical results to synthetic biology, molecular evolution, and functional genomics. PMID:25232050
The role of convexity for solving some shortest path problems in plane without triangulation
NASA Astrophysics Data System (ADS)
An, Phan Thanh; Hai, Nguyen Ngoc; Hoai, Tran Van
2013-09-01
Solving shortest path problems inside simple polygons is a very classical problem in motion planning. To date, it has usually relied on triangulation of the polygons. The question: "Can one devise a simple O(n) time algorithm for computing the shortest path between two points in a simple polygon (with n vertices), without resorting to a (complicated) linear-time triangulation algorithm?" raised by J. S. B. Mitchell in Handbook of Computational Geometry (J. Sack and J. Urrutia, eds., Elsevier Science B.V., 2000), is still open. The aim of this paper is to show that convexity contributes to the design of efficient algorithms for solving some versions of shortest path problems (namely, computing the convex hull of a finite set of points and convex rope on rays in 2D, computing approximate shortest path between two points inside a simple polygon) without triangulation on the entire polygons. New algorithms are implemented in C and numerical examples are presented.
libCreme: An optimization library for evaluating convex-roof entanglement measures
NASA Astrophysics Data System (ADS)
Röthlisberger, Beat; Lehmann, Jörg; Loss, Daniel
2012-01-01
We present the software library libCreme which we have previously used to successfully calculate convex-roof entanglement measures of mixed quantum states appearing in realistic physical systems. Evaluating the amount of entanglement in such states is in general a non-trivial task requiring to solve a highly non-linear complex optimization problem. The algorithms provided here are able to achieve to do this for a large and important class of entanglement measures. The library is mostly written in the MATLAB programming language, but is fully compatible to the free and open-source OCTAVE platform. Some inefficient subroutines are written in C/C++ for better performance. This manuscript discusses the most important theoretical concepts and workings of the algorithms, focusing on the actual implementation and usage within the library. Detailed examples in the end should make it easy for the user to apply libCreme to specific problems. Program summaryProgram title:libCreme Catalogue identifier: AEKD_v1_0 Program summary URL:http://cpc.cs.qub.ac.uk/summaries/AEKD_v1_0.html Program obtainable from: CPC Program Library, Queen's University, Belfast, N. Ireland Licensing provisions: GNU GPL version 3 No. of lines in distributed program, including test data, etc.: 4323 No. of bytes in distributed program, including test data, etc.: 70 542 Distribution format: tar.gz Programming language: Matlab/Octave and C/C++ Computer: All systems running Matlab or Octave Operating system: All systems running Matlab or Octave Classification: 4.9, 4.15 Nature of problem: Evaluate convex-roof entanglement measures. This involves solving a non-linear (unitary) optimization problem. Solution method: Two algorithms are provided: A conjugate-gradient method using a differential-geometric approach and a quasi-Newton method together with a mapping to Euclidean space. Running time: Typically seconds to minutes for a density matrix of a few low-dimensional systems and a decent implementation of the pure-state entanglement measure.
Wang, Li; Gao, Yaozong; Shi, Feng; Liao, Shu; Li, Gang; Chen, Ken Chung; Shen, Steve G. F.; Yan, Jin; Lee, Philip K. M.; Chow, Ben; Liu, Nancy X.; Xia, James J.; Department of Surgery , Weill Medical College, Cornell University, New York, New York 10065; Department of Oral and Craniomaxillofacial Surgery and Science, Shanghai Ninth People's Hospital, Shanghai Jiao Tong University College of Medicine, Shanghai, China 200011 ; Shen, Dinggang
2014-04-15
Purpose: Cone-beam computed tomography (CBCT) is an increasingly utilized imaging modality for the diagnosis and treatment planning of the patients with craniomaxillofacial (CMF) deformities. Accurate segmentation of CBCT image is an essential step to generate three-dimensional (3D) models for the diagnosis and treatment planning of the patients with CMF deformities. However, due to the poor image quality, including very low signal-to-noise ratio and the widespread image artifacts such as noise, beam hardening, and inhomogeneity, it is challenging to segment the CBCT images. In this paper, the authors present a new automatic segmentation method to address these problems. Methods: To segment CBCT images, the authors propose a new method for fully automated CBCT segmentation by using patch-based sparse representation to (1) segment bony structures from the soft tissues and (2) further separate the mandible from the maxilla. Specifically, a region-specific registration strategy is first proposed to warp all the atlases to the current testing subject and then a sparse-based label propagation strategy is employed to estimate a patient-specific atlas from all aligned atlases. Finally, the patient-specific atlas is integrated into amaximum a posteriori probability-based convex segmentation framework for accurate segmentation. Results: The proposed method has been evaluated on a dataset with 15 CBCT images. The effectiveness of the proposed region-specific registration strategy and patient-specific atlas has been validated by comparing with the traditional registration strategy and population-based atlas. The experimental results show that the proposed method achieves the best segmentation accuracy by comparison with other state-of-the-art segmentation methods. Conclusions: The authors have proposed a new CBCT segmentation method by using patch-based sparse representation and convex optimization, which can achieve considerably accurate segmentation results in CBCT segmentation based on 15 patients.
SLOPEâ€”ADAPTIVE VARIABLE SELECTION VIA CONVEX OPTIMIZATION
Bogdan, MaÅ‚gorzata; van den Berg, Ewout; Sabatti, Chiara; Su, Weijie; CandÃ¨s, Emmanuel J.
2015-01-01
We introduce a new estimator for the vector of coefficients Î² in the linear model y = XÎ² + z, where X has dimensions n Ã— p with p possibly larger than n. SLOPE, short for Sorted L-One Penalized Estimation, is the solution to minbâˆˆâ„p12â€–yâˆ’Xbâ€–â„“22+Î»1|b|(1)+Î»2|b|(2)+â‹¯+Î»p|b|(p),where Î»1 â‰¥ Î»2 â‰¥ â€¦ â‰¥ Î»p â‰¥ 0 and |b|(1)â‰¥|b|(2)â‰¥â‹¯â‰¥|b|(p) are the decreasing absolute values of the entries of b. This is a convex program and we demonstrate a solution algorithm whose computational complexity is roughly comparable to that of classical â„“1 procedures such as the Lasso. Here, the regularizer is a sorted â„“1 norm, which penalizes the regression coefficients according to their rank: the higher the rankâ€”that is, stronger the signalâ€”the larger the penalty. This is similar to the Benjamini and Hochberg [J. Roy. Statist. Soc. Ser. B 57 (1995) 289â€“300] procedure (BH) which compares more significant p-values with more stringent thresholds. One notable choice of the sequence {Î»i} is given by the BH critical values Î»BH(i)=z(1âˆ’iâ‹…q/2p), where q âˆˆ (0, 1) and z(Î±) is the quantile of a standard normal distribution. SLOPE aims to provide finite sample guarantees on the selected model; of special interest is the false discovery rate (FDR), defined as the expected proportion of irrelevant regressors among all selected predictors. Under orthogonal designs, SLOPE with Î»BH provably controls FDR at level q. Moreover, it also appears to have appreciable inferential properties under more general designs X while having substantial power, as demonstrated in a series of experiments running on both simulated and real data. PMID:26709357
The optimal path-matching problem
Cunningham, W.H.; Geelen, J.F.
1996-12-31
We describe a common generalization of the weighted matching problem and the weighted matroid intersection problem. In this context we present results implying the polynomial-time solvability of the two problems. We also use our results to give the first strongly polynomial separation algorithm for the convex hull of matchable sets of a graph, and the first polynomial-time algorithm to compute the rank of a certain matrix of indeterminates. Our algorithmic results are based on polyhedral characterizations, and on the equivalence of separation and optimization.
NASA Astrophysics Data System (ADS)
Panicker, Rahul Alex
Multimode fibers (MMF) are widely deployed in local-, campus-, and storage-area-networks. Achievable data rates and transmission distances are, however, limited by the phenomenon of modal dispersion. We propose a system to compensate for modal dispersion using adaptive optics. This leads to a 10- to 100-fold improvement in performance over current standards. We propose a provably optimal technique for minimizing inter-symbol interference (ISI) in MMF systems using adaptive optics via convex optimization. We use a spatial light modulator (SLM) to shape the spatial profile of light launched into an MMF. We derive an expression for the system impulse response in terms of the SLM reflectance and the field patterns of the MMF principal modes. Finding optimal SLM settings to minimize ISI, subject to physical constraints, is posed as an optimization problem. We observe that our problem can be cast as a second-order cone program, which is a convex optimization problem. Its global solution can, therefore, be found with minimal computational complexity. Simulations show that this technique opens up an eye pattern originally closed due to ISI. We then propose fast, low-complexity adaptive algorithms for optimizing the SLM settings. We show that some of these converge to the global optimum in the absence of noise. We also propose modified versions of these algorithms to improve resilience to noise and speed of convergence. Next, we experimentally compare the proposed adaptive algorithms in 50-mum graded-index (GRIN) MMFs using a liquid-crystal SLM. We show that continuous-phase sequential coordinate ascent (CPSCA) gives better bit-error-ratio performance than 2- or 4-phase sequential coordinate ascent, in concordance with simulations. We evaluate the bandwidth characteristics of CPSCA, and show that a single SLM is able to simultaneously compensate over up to 9 wavelength-division-multiplexed (WDM) 10-Gb/s channels, spaced by 50 GHz, over a total bandwidth of 450 GHz. We also show that CPSCA is able to compensate for modal dispersion over up to 2.2 km, even in the presence of mid-span connector offsets up to 4 mum (simulated in experiment by offset splices). A known non-adaptive launching technique using a fusion-spliced single-mode-to-multimode patchcord is shown to fail under these conditions. Finally, we demonstrate 10 x 10 Gb/s dense WDM transmission over 2.2 km of 50-mum GRIN MMF. We combine transmitter-based adaptive optics and receiver-based single-mode filtering, and control the launched field pattern for ten 10-Gb/s non-return-to-zero channels, wavelength-division multiplexed on a 200-GHz grid in the C band. We achieve error-free transmission through 2.2 km of 50-mum GRIN MMF for launch offsets up to 10 mum and for worst-case launched polarization. We employ a ten-channel transceiver based on parallel integration of electronics and photonics.
NASA Technical Reports Server (NTRS)
Oakley, Celia M.; Barratt, Craig H.
1990-01-01
Recent results in linear controller design are used to design an end-point controller for an experimental two-link flexible manipulator. A nominal 14-state linear-quadratic-Gaussian (LQG) controller was augmented with a 528-tap finite-impulse-response (FIR) filter designed using convex optimization techniques. The resulting 278-state controller produced improved end-point trajectory tracking and disturbance rejection in simulation and experimentally in real time.
Convex array vector velocity imaging using transverse oscillation and its optimization.
Jensen, Jørgen Arendt; Brandt, Andreas Hjelm; Nielsen, Michael Bachmann
2015-12-01
A method for obtaining vector flow images using the transverse oscillation (TO) approach on a convex array is presented. The paper presents optimization schemes for TO fields and evaluates their performance using simulations and measurements with an experimental scanner. A 3-MHz 192-element convex array probe (pitch 0.33 mm) is used in both simulations and measurements. A parabolic velocity profile is simulated at a beam-to-flow angle of 90°. The optimization routine changes the lateral oscillation period ?? as a function of depth to yield the best possible estimates based on the energy ratio between positive and negative spatial frequencies in the ultrasound field. The energy ratio is reduced from -17.1 dB to -22.1 dB. Parabolic profiles are estimated on simulated data using 16 emissions. The optimization gives a reduction in standard deviation from 8.81% to 7.4% for 16 emissions, with a reduction in lateral velocity bias from -15.93% to 0.78% at 90° (transverse flow) at a depth of 40 mm. Measurements have been performed using the experimental ultrasound scanner and a convex array transducer. A bias of -0.93% was obtained at 87° for a parabolic velocity profile along with a standard deviation of 6.37%. The livers of two healthy volunteers were scanned using the experimental setup. The in vivo images demonstrate that the method yields realistic estimates with a consistent angle and mean velocity across three heart cycles. PMID:26670846
Craft, David
2009-01-01
A discrete set of points and their convex combinations can serve as a sparse representation of the Pareto surface in multiple objective convex optimization. We develop a method to evaluate the quality of such a representation, and show by example that in multiple objective radiotherapy planning, the number of Pareto optimal solutions needed to represent Pareto surfaces of up to five dimensions grows at most linearly with the number of objectives. The method described is also applicable to the representation of convex sets. PMID:20022275
ERIC Educational Resources Information Center
Scott, Paul
2006-01-01
A "convex" polygon is one with no re-entrant angles. Alternatively one can use the standard convexity definition, asserting that for any two points of the convex polygon, the line segment joining them is contained completely within the polygon. In this article, the author provides a solution to a problem involving convex lattice polygons.
Monotonicity and stability of optimal solutions of a minimization problem
NASA Astrophysics Data System (ADS)
Liu, Yichen; Emamizadeh, Behrouz
2015-08-01
This paper is concerned with a minimization problem modeling the minimum displacement of an isotropic elastic membrane subject to a vertical force such as a load distribution. In addition to proving existence and uniqueness of optimal solutions, we show that these solutions are monotone and stable, in a certain sense. The main mathematical tool used in the analysis is the tangent cones from convex analysis, which helps to derive the optimality condition. Our results are compatible with physical expectations.
Rapid Generation of Optimal Asteroid Powered Descent Trajectories Via Convex Optimization
NASA Technical Reports Server (NTRS)
Pinson, Robin; Lu, Ping
2015-01-01
Mission proposals that land on asteroids are becoming popular. However, in order to have a successful mission the spacecraft must reliably and softly land at the intended landing site. The problem under investigation is how to design a fuel-optimal powered descent trajectory that can be quickly computed on-board the spacecraft, without interaction from ground control. An optimal trajectory designed immediately prior to the descent burn has many advantages. These advantages include the ability to use the actual vehicle starting state as the initial condition in the trajectory design and the ease of updating the landing target site if the original landing site is no longer viable. For long trajectories, the trajectory can be updated periodically by a redesign of the optimal trajectory based on current vehicle conditions to improve the guidance performance. One of the key drivers for being completely autonomous is the infrequent and delayed communication between ground control and the vehicle. Challenges that arise from designing an asteroid powered descent trajectory include complicated nonlinear gravity fields, small rotating bodies and low thrust vehicles.
Nonsmooth Neural Network for Convex Time-Dependent Constraint Satisfaction Problems.
Di Marco, Mauro; Forti, Mauro; Nistri, Paolo; Pancioni, Luca
2016-02-01
This paper introduces a nonsmooth (NS) neural network that is able to operate in a time-dependent (TD) context and is potentially useful for solving some classes of NS-TD problems. The proposed network is named nonsmooth time-dependent network (NTN) and is an extension to a TD setting of a previous NS neural network for programming problems. Suppose C(t) , t ? 0 , is a nonempty TD convex feasibility set defined by TD inequality constraints. The constraints are in general NS (nondifferentiable) functions of the state variables and time. NTN is described by the subdifferential with respect to the state variables of an NS-TD barrier function and a vector field corresponding to the unconstrained dynamics. This paper shows that for suitable values of the penalty parameter, the NTN dynamics displays two main phases. In the first phase, any solution of NTN not starting in C(0) at t=0 is able to reach the moving set C(·) in finite time th , whereas in the second phase, the solution tracks the moving set, i.e., it stays within C(t) for all subsequent times t ? th . NTN is thus able to find an exact feasible solution in finite time and also to provide an exact feasible solution for subsequent times. This new and peculiar dynamics displayed by NTN is potentially useful for addressing some significant TD signal processing tasks. As an illustration, this paper discusses a number of examples where NTN is applied to the solution of NS-TD convex feasibility problems. PMID:25769174
Class and Home Problems: Optimization Problems
ERIC Educational Resources Information Center
Anderson, Brian J.; Hissam, Robin S.; Shaeiwitz, Joseph A.; Turton, Richard
2011-01-01
Optimization problems suitable for all levels of chemical engineering students are available. These problems do not require advanced mathematical techniques, since they can be solved using typical software used by students and practitioners. The method used to solve these problems forces students to understand the trends for the different terms…
Convex hull based neuro-retinal optic cup ellipse optimization in glaucoma diagnosis.
Zhang, Zhuo; Liu, Jiang; Cherian, Neetu Sara; Sun, Ying; Lim, Joo Hwee; Wong, Wing Kee; Tan, Ngan Meng; Lu, Shijian; Li, Huiqi; Wong, Tien Ying
2009-01-01
Glaucoma is the second leading cause of blindness. Glaucoma can be diagnosed through measurement of neuro-retinal optic cup-to-disc ratio (CDR). Automatic calculation of optic cup boundary is challenging due to the interweavement of blood vessels with the surrounding tissues around the cup. A Convex Hull based Neuro-Retinal Optic Cup Ellipse Optimization algorithm improves the accuracy of the boundary estimation. The algorithm's effectiveness is demonstrated on 70 clinical patient's data set collected from Singapore Eye Research Institute. The root mean squared error of the new algorithm is 43% better than the ARGALI system which is the state-of-the-art. This further leads to a large clinical evaluation of the algorithm involving 15 thousand patients from Australia and Singapore. PMID:19963748
NASA Astrophysics Data System (ADS)
Chen, Shibing; Wang, Xu-Jia
2016-01-01
In this paper we prove the strict c-convexity and the C 1, ? regularity for potential functions in optimal transportation under condition (A3w). These results were obtained by Caffarelli [1,3,4] for the cost c (x, y) =| x - y | 2, by Liu [11], Loeper [15], Trudinger and Wang [20] for costs satisfying the condition (A3). For costs satisfying the condition (A3w), the results have also been proved by Figalli, Kim, and McCann [6], assuming that the initial and target domains are uniformly c-convex, see also [21]; and by Guillen and Kitagawa [8], assuming the cost function satisfies A3w in larger domains. In this paper we prove the strict c-convexity and the C 1, ? regularity assuming either the support of source density is compactly contained in a larger domain where the cost function satisfies A3w, or the dimension 2 ? n ? 4.
Cai, Ailong; Wang, Linyuan; Yan, Bin; Li, Lei; Zhang, Hanming; Hu, Guoen
2015-10-01
An efficient iterative algorithm, based on recent work in non-convex optimization and generalized p-shrinkage mappings, is proposed for volume image reconstruction from circular cone-beam scans. Conventional total variation regularization makes use of L1 norm of gradient magnitude images (GMI). However, this paper utilizes a generalized penalty function, induced by p-shrinkage, of GMI which is proven to be a better measurement of its sparsity. The reconstruction model is formed using generalized total p-variation (TpV) minimization, which differs with the state of the art methods, with the constraint that the estimated projection data is within a specified tolerance of the available data and that the values of the volume image are non-negative. Theoretically, the proximal mapping for penalty functions induced by p-shrinkage has an exact and closed-form expression; thus, the constrained optimization can be stably and efficiently solved by the alternating direction minimization (ADM) scheme. Each sub-problem decoupled by variable splitting is minimized by explicit and easy-to-implement formulas developed by ADM. The proposed algorithm is efficiently implemented using a graphics processing unit and is referred to as "TpV-ADM." This method is robust and accurate even for very few view reconstruction datasets. Verifications and comparisons performed using various datasets (including ideal, noisy, and real projections) illustrate that the proposed method is effective and promising. PMID:26233922
Hoia An, Le Thi; Tao, P.D.
1994-12-31
We present new algorithm of d.c. optimization (DCA) for globally minimizing a (convex or nonconvex) quadratic form on an Euclidean ball or sphere: min{l_brace}{1/2}x{sup T} A x + b{sup T}x : {parallel}x{parallel} {<=} r{r_brace} (Q1) min{l_brace}{1/2}x{sup T} Ax + b{sup T}x : {parallel}x{parallel} = r{r_brace} (Q2) where A is n {times} n real symmetrix matrix, b {element_of} IR{sup n}, r is a positive number. DCA is attractive because it is computationally inexpensive and quite reliable. For a {open_quotes}good{close_quotes} d.c. decomposition of the objective function, we propose a simple DCA to solve (Q1). This algorithm can be also applied to solving (Q2). Numerical simulations on a series of test problems are reported. They show robustness, stability and superiority of DCA with respect to known standard methods in the literature. The use of DCA in Trust Region methods, in Constrained Eigenvalue problem and in Least Squares with Quadratic constraints is consequently very interesting.
Automatic Segmentation of Neonatal Images Using Convex Optimization and Coupled Level Sets
Wang, Li; Shi, Feng; Lin, Weili; Gilmore, John H.; Shen, Dinggang
2011-01-01
Accurate segmentation of neonatal brain MR images remains challenging mainly due to their poor spatial resolution, inverted contrast between white matter and gray matter, and high intensity inhomogeneity. Most existing methods for neonatal brain segmentation are atlas-based and voxel-wise. Although active contour/surface models with geometric information constraint have been successfully applied to adult brain segmentation, they are not fully explored in the neonatal image segmentation. In this paper, we propose a novel neonatal image segmentation method by combining local intensity information, atlas spatial prior, and cortical thickness constraint in a single level-set framework. Besides, we also provide a robust and reliable tissue surface initialization for the proposed method by using a convex optimization technique. Thus, tissue segmentation, as well as inner and outer cortical surface reconstruction, can be obtained simultaneously. The proposed method has been tested on a large neonatal dataset, and the validation on 10 neonatal brain images (with manual segmentations) shows very promising results. PMID:21763443
Convex optimization of MRI exposure for mitigation of RF-heating from active medical implants
NASA Astrophysics Data System (ADS)
CÃ³rcoles, Juan; Zastrow, Earl; Kuster, Niels
2015-09-01
Local RF-heating of elongated medical implants during magnetic resonance imaging (MRI) may pose a significant health risk to patients. The actual patient risk depends on various parameters including RF magnetic field strength and frequency, MR coil design, patientâ€™s anatomy, posture, and imaging position, implant location, RF coupling efficiency of the implant, and the bio-physiological responses associated with the induced local heating. We present three constrained convex optimization strategies that incorporate the implantâ€™s RF-heating characteristics, for the reduction of local heating of medical implants during MRI. The study emphasizes the complementary performances of the different formulations. The analysis demonstrates that RF-induced heating of elongated metallic medical implants can be carefully controlled and balanced against MRI quality. A reduction of heating of up to 25 dB can be achieved at the cost of reduced uniformity in the magnitude of the B1+ field of less than 5%. The current formulations incorporate a priori knowledge of clinically-specific parameters, which is assumed to be available. Before these techniques can be applied practically in the broader clinical context, further investigations are needed to determine whether reduced access to a priori knowledge regarding, e.g. the patientâ€™s anatomy, implant routing, RF-transmitter, and RF-implant coupling, can be accepted within reasonable levels of uncertainty.
Convex optimization of MRI exposure for mitigation of RF-heating from active medical implants.
Córcoles, Juan; Zastrow, Earl; Kuster, Niels
2015-09-21
Local RF-heating of elongated medical implants during magnetic resonance imaging (MRI) may pose a significant health risk to patients. The actual patient risk depends on various parameters including RF magnetic field strength and frequency, MR coil design, patient's anatomy, posture, and imaging position, implant location, RF coupling efficiency of the implant, and the bio-physiological responses associated with the induced local heating. We present three constrained convex optimization strategies that incorporate the implant's RF-heating characteristics, for the reduction of local heating of medical implants during MRI. The study emphasizes the complementary performances of the different formulations. The analysis demonstrates that RF-induced heating of elongated metallic medical implants can be carefully controlled and balanced against MRI quality. A reduction of heating of up to 25 dB can be achieved at the cost of reduced uniformity in the magnitude of the B(1)(+) field of less than 5%. The current formulations incorporate a priori knowledge of clinically-specific parameters, which is assumed to be available. Before these techniques can be applied practically in the broader clinical context, further investigations are needed to determine whether reduced access to a priori knowledge regarding, e.g. the patient's anatomy, implant routing, RF-transmitter, and RF-implant coupling, can be accepted within reasonable levels of uncertainty. PMID:26350025
NASA Astrophysics Data System (ADS)
Chang, J.; Nakshatrala, K.
2014-12-01
It is well know that the standard finite element methods, in general, do not satisfy element-wise mass/species balance properties. It is, however, desirable to have element-wide mass balance property in subsurface modeling. Several studies over the years have aimed to overcome this drawback of finite element formulations. Currently, a post-processing optimization-based methodology is commonly employed to recover the local mass balance for porous media models. However, such a post-processing technique does not respect the underlying variational structure that the finite element formulation may enjoy. Motivated by this, a consistent methodology to satisfy element-wise local mass balance for porous media models is constructed using convex optimization techniques. The assembled system of global equations is reconstructed into a quadratic programming problem subjected to bounded equality constraints that ensure conservation at the element level. The proposed methodology can be applied to any computational mesh and to any non-locally conservative nodal-based finite element method. Herein, we integrate our proposed methodology into the framework of the classical mixed Galerkin formulation using Taylor-Hood elements and the least-squares finite element formulation. Our numerical studies will include computational cost, numerical convergence, and comparision with popular methods. In particular, it will be shown that the accuracy of the solutions is comparable with that of several popular locally conservative finite element formulations like the lowest order Raviart-Thomas formulation. We believe the proposed optimization-based approach is a viable approach to preserve local mass balance on general computational grids and is amenable for large-scale parallel implementation.
Lossless Convexification of Control Constraints for a Class of Nonlinear Optimal Control Problems
NASA Technical Reports Server (NTRS)
Blackmore, Lars; Acikmese, Behcet; Carson, John M.,III
2012-01-01
In this paper we consider a class of optimal control problems that have continuous-time nonlinear dynamics and nonconvex control constraints. We propose a convex relaxation of the nonconvex control constraints, and prove that the optimal solution to the relaxed problem is the globally optimal solution to the original problem with nonconvex control constraints. This lossless convexification enables a computationally simpler problem to be solved instead of the original problem. We demonstrate the approach in simulation with a planetary soft landing problem involving a nonlinear gravity field.
Optimization and geophysical inverse problems
Barhen, J.; Berryman, J.G.; Borcea, L.; Dennis, J.; de Groot-Hedlin, C.; Gilbert, F.; Gill, P.; Heinkenschloss, M.; Johnson, L.; McEvilly, T.; More, J.; Newman, G.; Oldenburg, D.; Parker, P.; Porto, B.; Sen, M.; Torczon, V.; Vasco, D.; Woodward, N.B.
2000-10-01
A fundamental part of geophysics is to make inferences about the interior of the earth on the basis of data collected at or near the surface of the earth. In almost all cases these measured data are only indirectly related to the properties of the earth that are of interest, so an inverse problem must be solved in order to obtain estimates of the physical properties within the earth. In February of 1999 the U.S. Department of Energy sponsored a workshop that was intended to examine the methods currently being used to solve geophysical inverse problems and to consider what new approaches should be explored in the future. The interdisciplinary area between inverse problems in geophysics and optimization methods in mathematics was specifically targeted as one where an interchange of ideas was likely to be fruitful. Thus about half of the participants were actively involved in solving geophysical inverse problems and about half were actively involved in research on general optimization methods. This report presents some of the topics that were explored at the workshop and the conclusions that were reached. In general, the objective of a geophysical inverse problem is to find an earth model, described by a set of physical parameters, that is consistent with the observational data. It is usually assumed that the forward problem, that of calculating simulated data for an earth model, is well enough understood so that reasonably accurate synthetic data can be generated for an arbitrary model. The inverse problem is then posed as an optimization problem, where the function to be optimized is variously called the objective function, misfit function, or fitness function. The objective function is typically some measure of the difference between observational data and synthetic data calculated for a trial model. However, because of incomplete and inaccurate data, the objective function often incorporates some additional form of regularization, such as a measure of smoothness or distance from a prior model. Various other constraints may also be imposed upon the process. Inverse problems are not restricted to geophysics, but can be found in a wide variety of disciplines where inferences must be made on the basis of indirect measurements. For instance, most imaging problems, whether in the field of medicine or non-destructive evaluation, require the solution of an inverse problem. In this report, however, the examples used for illustration are taken exclusively from the field of geophysics. The generalization of these examples to other disciplines should be straightforward, as all are based on standard second-order partial differential equations of physics. In fact, sometimes the non-geophysical inverse problems are significantly easier to treat (as in medical imaging) because the limitations on data collection, and in particular on multiple views, are not so severe as they generally are in geophysics. This report begins with an introduction to geophysical inverse problems by briefly describing four canonical problems that are typical of those commonly encountered in geophysics. Next the connection with optimization methods is made by presenting a general formulation of geophysical inverse problems. This leads into the main subject of this report, a discussion of methods for solving such problems with an emphasis upon newer approaches that have not yet become prominent in geophysics. A separate section is devoted to a subject that is not encountered in all optimization problems but is particularly important in geophysics, the need for a careful appraisal of the results in terms of their resolution and uncertainty. The impact on geophysical inverse problems of continuously improving computational resources is then discussed. The main results are then brought together in a final summary and conclusions section.
Models for optimal harvest with convex function of growth rate of a population
Lyashenko, O.I.
1995-12-10
Two models for growth of a population, which are described by a Cauchy problem for an ordinary differential equation with right-hand side depending on the population size and time, are investigated. The first model is time-discrete, i.e., the moments of harvest are fixed and discrete. The second model is time-continuous, i.e., a crop is harvested continuously in time. For autonomous systems, the second model is a particular case of the variational model for optimal control with constraints investigated in. However, the prerequisites and the method of investigation are somewhat different, for they are based on Lemma 1 presented below. In this paper, the existence and uniqueness theorem for the solution of the discrete and continuous problems of optimal harvest is proved, and the corresponding algorithms are presented. The results obtained are illustrated by a model for growth of the light-requiring green alga Chlorella.
DC Proximal Newton for Nonconvex Optimization Problems.
Rakotomamonjy, Alain; Flamary, Remi; Gasso, Gilles
2016-03-01
We introduce a novel algorithm for solving learning problems where both the loss function and the regularizer are nonconvex but belong to the class of difference of convex (DC) functions. Our contribution is a new general purpose proximal Newton algorithm that is able to deal with such a situation. The algorithm consists in obtaining a descent direction from an approximation of the loss function and then in performing a line search to ensure a sufficient descent. A theoretical analysis is provided showing that the iterates of the proposed algorithm admit as limit points stationary points of the DC objective function. Numerical experiments show that our approach is more efficient than the current state of the art for a problem with a convex loss function and a nonconvex regularizer. We have also illustrated the benefit of our algorithm in high-dimensional transductive learning problem where both the loss function and regularizers are nonconvex. PMID:25910256
Continuous numerical algorithm for a class of combinatorial optimization problems
Cao, Jia-Ming
1994-12-31
It is well known that many optimization problems become very hard because discrete constraints of variables are introduced. For combinatorial optimization problems, almost present algorithms find optimal solution in a discrete set and are usually complicated (the complexity is exponential in time). We consider a class of combinatorial optimization problems including TSP, max-cut problem, k-coloring problem (4-coloring problem), etc.; all these problems are known as NP-complete. At first, a unifying 0-1 quadratic programming model is constructed to formulate above problems. This model`s constraints are very special and separable. For this model we have obtained an equivalence between the discrete model and its relaxed problem in the sense of global or local minimum; this equivalence guarantees that a 0-1 solution will be obtained in a simple constructing process by use of a continuous global or local minimum. Thus, those combinatorial optimization problems can be solved by being converted into a special non-convex quadratic programming. By use of some special properties of this model, a necessary and sufficient condition for local minimum of this model is given. Secondly, the well-known linear programming approximate algorithm is quoted and is verified to converge to one local minimum certainly (this algorithm is well known to converge only on K-T point but not local minimum certainly for the general case). The corresponding linear programming is very easy because the constraints are separable. Finally, several class examining problems are constructed to test the algorithm for all above combinatorial optimization problems, and sufficient computational tests including solving examining problems and comparing with other well-known algorithms are reported. The computational tests show the effectiveness of this algorithm. For example, a k-coloring (k {double_dagger} 4) problem with 1000 nodes can be easily solved on microcomputer (COMPAQ 386/25e) in 15 minutes.
Interval-valued optimization problems involving (?, ?)-right upper-Dini-derivative functions.
Preda, Vasile
2014-01-01
We consider an interval-valued multiobjective problem. Some necessary and sufficient optimality conditions for weak efficient solutions are established under new generalized convexities with the tool-right upper-Dini-derivative, which is an extension of directional derivative. Also some duality results are proved for Wolfe and Mond-Weir duals. PMID:24982989
Interval-Valued Optimization Problems Involving (?, ?)-Right Upper-Dini-Derivative Functions
2014-01-01
We consider an interval-valued multiobjective problem. Some necessary and sufficient optimality conditions for weak efficient solutions are established under new generalized convexities with the tool-right upper-Dini-derivative, which is an extension of directional derivative. Also some duality results are proved for Wolfe and Mond-Weir duals. PMID:24982989
NASA Astrophysics Data System (ADS)
Biondi, Filippo; Sarri, Antonio; Fiori, Luca; Dell'Omodarme, Kevin
2014-10-01
SAR Tomography is the extension of the conventional interferometric radar signal processing, extended in the height dimension. In order to improve the vertical resolution with respect to the classical Fourier methods, high resolution approaches, based on the Convex Optimization (CVX), has been implemented. This methods recast in the Compressed Sensing (CS) framework that optimize tomographic smooth profiles via atomic decomposition, in order to obtain sparsity. The optimum solution has been estimated by Interior Point Methods (IPM). The problem for such kind of signal processing is that the tomographic phase information may be suppressed and only the optimized energy information is available. In this paper we propose a method in order to estimate an optimized spectra and phase information projecting each vector components of each tomographic resolution cell spanned in the real and the imaginary component. The tomographic solutions has been performed by processing multi-baseline SAR datasets, in a full polarimetric mode, acquired by a portable small Continuous Wave (CW) radar in the X band.
Automated segmentation of CBCT image using spiral CT atlases and convex optimization.
Wang, Li; Chen, Ken Chung; Shi, Feng; Liao, Shu; Li, Gang; Gao, Yaozong; Shen, Steve G F; Yan, Jin; Lee, Philip K M; Chow, Ben; Liu, Nancy X; Xia, James J; Shen, Dinggang
2013-01-01
Cone-beam computed tomography (CBCT) is an increasingly utilized imaging modality for the diagnosis and treatment planning of the patients with craniomaxillofacial (CMF) deformities. CBCT scans have relatively low cost and low radiation dose in comparison to conventional spiral CT scans. However, a major limitation of CBCT scans is the widespread image artifacts such as noise, beam hardening and inhomogeneity, causing great difficulties for accurate segmentation of bony structures from soft tissues, as well as separating mandible from maxilla. In this paper, we presented a novel fully automated method for CBCT image segmentation. In this method, we first estimated a patient-specific atlas using a sparse label fusion strategy from predefined spiral CT atlases. This patient-specific atlas was then integrated into a convex segmentation framework based on maximum a posteriori probability for accurate segmentation. Finally, the performance of our method was validated via comparisons with manual ground-truth segmentations. PMID:24505768
Convex Formulations of Learning from Crowds
NASA Astrophysics Data System (ADS)
Kajino, Hiroshi; Kashima, Hisashi
It has attracted considerable attention to use crowdsourcing services to collect a large amount of labeled data for machine learning, since crowdsourcing services allow one to ask the general public to label data at very low cost through the Internet. The use of crowdsourcing has introduced a new challenge in machine learning, that is, coping with low quality of crowd-generated data. There have been many recent attempts to address the quality problem of multiple labelers, however, there are two serious drawbacks in the existing approaches, that are, (i) non-convexity and (ii) task homogeneity. Most of the existing methods consider true labels as latent variables, which results in non-convex optimization problems. Also, the existing models assume only single homogeneous tasks, while in realistic situations, clients can offer multiple tasks to crowds and crowd workers can work on different tasks in parallel. In this paper, we propose a convex optimization formulation of learning from crowds by introducing personal models of individual crowds without estimating true labels. We further extend the proposed model to multi-task learning based on the resemblance between the proposed formulation and that for an existing multi-task learning model. We also devise efficient iterative methods for solving the convex optimization problems by exploiting conditional independence structures in multiple classifiers.
Model results of optimized convex shapes for a solar thermal rocket thruster
Cartier, S.L.
1995-11-01
A computational, 3-D model for evaluating the performance of solar thermal thrusters is under development. The model combines Monte-Carlo and ray-tracing techniques to follow the ray paths of concentrated solar radiation through an axially symmetric heat-exchanger surface for both convex and concave cavity shapes. The enthalpy of a propellant, typically hydrogen gas, increases as it flows over the outer surface of the absorber/exchanger cavity. Surface temperatures are determined by the requirement that the input radiant power to surface elements balance with the reradiated power and heat conducted to the propellant. The model uses tabulated forms of surface emissivity and gas enthalpy. Temperature profiles result by iteratively calculating surface and propellant temperatures until the solutions converge to stable values. The model provides a means to determine the effectiveness of incorporating a secondary concentrator into the heat-exchanger cavity. A secondary concentrator increases the amount of radiant energy entering the cavity. The model will be used to evaluate the data obtained from upcoming experiments. Characteristics of some absorber/exchanger cavity shapes combined with optionally attached conical secondary concentrators for various propellant flow rates are presented. In addition, shapes that recover some of the diffuse radiant energy which would otherwise not enter the secondary concentrator are considered.
Applying optimization software libraries to engineering problems
NASA Technical Reports Server (NTRS)
Healy, M. J.
1984-01-01
Nonlinear programming, preliminary design problems, performance simulation problems trajectory optimization, flight computer optimization, and linear least squares problems are among the topics covered. The nonlinear programming applications encountered in a large aerospace company are a real challenge to those who provide mathematical software libraries and consultation services. Typical applications include preliminary design studies, data fitting and filtering, jet engine simulations, control system analysis, and trajectory optimization and optimal control. Problem sizes range from single-variable unconstrained minimization to constrained problems with highly nonlinear functions and hundreds of variables. Most of the applications can be posed as nonlinearly constrained minimization problems. Highly complex optimization problems with many variables were formulated in the early days of computing. At the time, many problems had to be reformulated or bypassed entirely, and solution methods often relied on problem-specific strategies. Problems with more than ten variables usually went unsolved.
NASA Astrophysics Data System (ADS)
Crasta, Graziano; Fragalà, Ilaria
2015-12-01
Given an open bounded subset ? of {{R}^n}, which is convex and satisfies an interior sphere condition, we consider the pde {-?_{?} u = 1} in ?, subject to the homogeneous boundary condition u = 0 on ??. We prove that the unique solution to this Dirichlet problem is power-concave (precisely, 3/4 concave) and it is of class C 1( ?). We then investigate the overdetermined Serrin-type problem, formerly considered in Buttazzo and Kawohl (Int Math Res Not, pp 237-247, 2011), obtained by adding the extra boundary condition {|nabla u| = a} on ??; by using a suitable P-function we prove that, if ? satisfies the same assumptions as above and in addition contains a ball which touches ?? at two diametral points, then the existence of a solution to this Serrin-type problem implies that necessarily the cut locus and the high ridge of ? coincide. In turn, in dimension n = 2, this entails that ? must be a stadium-like domain, and in particular it must be a ball in case its boundary is of class C 2.
Social Emotional Optimization Algorithm for Nonlinear Constrained Optimization Problems
NASA Astrophysics Data System (ADS)
Xu, Yuechun; Cui, Zhihua; Zeng, Jianchao
Nonlinear programming problem is one important branch in operational research, and has been successfully applied to various real-life problems. In this paper, a new approach called Social emotional optimization algorithm (SEOA) is used to solve this problem which is a new swarm intelligent technique by simulating the human behavior guided by emotion. Simulation results show that the social emotional optimization algorithm proposed in this paper is effective and efficiency for the nonlinear constrained programming problems.
First and Second Order Necessary Conditions for Stochastic Optimal Control Problems
Bonnans, J. Frederic; Silva, Francisco J.
2012-06-15
In this work we consider a stochastic optimal control problem with either convex control constraints or finitely many equality and inequality constraints over the final state. Using the variational approach, we are able to obtain first and second order expansions for the state and cost function, around a local minimum. This fact allows us to prove general first order necessary condition and, under a geometrical assumption over the constraint set, second order necessary conditions are also established. We end by giving second order optimality conditions for problems with constraints on expectations of the final state.
NASA Astrophysics Data System (ADS)
da Gama, RogÃ©rio Martins Saldanha
2015-10-01
In this paper, we study the steady-state (coupled) conduction-radiation heat transfer phenomenon in a non-convex opaque blackbody with temperature-dependent thermal conductivity. The mathematical description consists of a nonlinear partial differential equation subjected to a nonlinear boundary condition involving an integral operator that is inherently associated with the non-convexity of the body. The unknown is the absolute temperature distribution. The problem is rewritten with the aid of a Kirchhoff transformation, giving rise to linear partial differential equation and a new unknown. An iterative procedure is proposed for constructing the solution of the problem by means of a sequence of problems, each of them with an equivalent minimum principle. Proofs of convergence as well as existence and uniqueness of the solution are presented. An error estimate, for each element of the sequence, is presented too.
Constrained Graph Optimization: Interdiction and Preservation Problems
Schild, Aaron V
2012-07-30
The maximum flow, shortest path, and maximum matching problems are a set of basic graph problems that are critical in theoretical computer science and applications. Constrained graph optimization, a variation of these basic graph problems involving modification of the underlying graph, is equally important but sometimes significantly harder. In particular, one can explore these optimization problems with additional cost constraints. In the preservation case, the optimizer has a budget to preserve vertices or edges of a graph, preventing them from being deleted. The optimizer wants to find the best set of preserved edges/vertices in which the cost constraints are satisfied and the basic graph problems are optimized. For example, in shortest path preservation, the optimizer wants to find a set of edges/vertices within which the shortest path between two predetermined points is smallest. In interdiction problems, one deletes vertices or edges from the graph with a particular cost in order to impede the basic graph problems as much as possible (for example, delete edges/vertices to maximize the shortest path between two predetermined vertices). Applications of preservation problems include optimal road maintenance, power grid maintenance, and job scheduling, while interdiction problems are related to drug trafficking prevention, network stability assessment, and counterterrorism. Computational hardness results are presented, along with heuristic methods for approximating solutions to the matching interdiction problem. Also, efficient algorithms are presented for special cases of graphs, including on planar graphs. The graphs in many of the listed applications are planar, so these algorithms have important practical implications.
Chen, Yunjie; Zhao, Bo; Zhang, Jianwei; Zheng, Yuhui
2014-09-01
Accurate segmentation of magnetic resonance (MR) images remains challenging mainly due to the intensity inhomogeneity, which is also commonly known as bias field. Recently active contour models with geometric information constraint have been applied, however, most of them deal with the bias field by using a necessary pre-processing step before segmentation of MR data. This paper presents a novel automatic variational method, which can segment brain MR images meanwhile correcting the bias field when segmenting images with high intensity inhomogeneities. We first define a function for clustering the image pixels in a smaller neighborhood. The cluster centers in this objective function have a multiplicative factor that estimates the bias within the neighborhood. In order to reduce the effect of the noise, the local intensity variations are described by the Gaussian distributions with different means and variances. Then, the objective functions are integrated over the entire domain. In order to obtain the global optimal and make the results independent of the initialization of the algorithm, we reconstructed the energy function to be convex and calculated it by using the Split Bregman theory. A salient advantage of our method is that its result is independent of initialization, which allows robust and fully automated application. Our method is able to estimate the bias of quite general profiles, even in 7T MR images. Moreover, our model can also distinguish regions with similar intensity distribution with different variances. The proposed method has been rigorously validated with images acquired on variety of imaging modalities with promising results. PMID:24832358
A Mathematical Optimization Problem in Bioinformatics
ERIC Educational Resources Information Center
Heyer, Laurie J.
2008-01-01
This article describes the sequence alignment problem in bioinformatics. Through examples, we formulate sequence alignment as an optimization problem and show how to compute the optimal alignment with dynamic programming. The examples and sample exercises have been used by the author in a specialized course in bioinformatics, but could be adapted…
A Mathematical Optimization Problem in Bioinformatics
ERIC Educational Resources Information Center
Heyer, Laurie J.
2008-01-01
This article describes the sequence alignment problem in bioinformatics. Through examples, we formulate sequence alignment as an optimization problem and show how to compute the optimal alignment with dynamic programming. The examples and sample exercises have been used by the author in a specialized course in bioinformatics, but could be adaptedâ€¦
Problem Solving through an Optimization Problem in Geometry
ERIC Educational Resources Information Center
Poon, Kin Keung; Wong, Hang-Chi
2011-01-01
This article adapts the problem-solving model developed by Polya to investigate and give an innovative approach to discuss and solve an optimization problem in geometry: the Regiomontanus Problem and its application to football. Various mathematical tools, such as calculus, inequality and the properties of circles, are used to explore and reflectâ€¦
Problem Solving through an Optimization Problem in Geometry
ERIC Educational Resources Information Center
Poon, Kin Keung; Wong, Hang-Chi
2011-01-01
This article adapts the problem-solving model developed by Polya to investigate and give an innovative approach to discuss and solve an optimization problem in geometry: the Regiomontanus Problem and its application to football. Various mathematical tools, such as calculus, inequality and the properties of circles, are used to explore and reflect…
Representations in Problem Solving: A Case Study with Optimization Problems
ERIC Educational Resources Information Center
Villegas, Jose L.; Castro, Enrique; Gutierrez, Jose
2009-01-01
Introduction: Representations play an essential role in mathematical thinking. They favor the understanding of mathematical concepts and stimulate the development of flexible and versatile thinking in problem solving. Here our focus is on their use in optimization problems, a type of problem considered important in mathematics teaching and…
A Convex Guidance Algorithm for Formation Reconfiguration
NASA Technical Reports Server (NTRS)
Acikmese, A. Behcet; Schar, Daniel P.; Murray, Emmanuell A.; Hadaeghs, Fred Y.
2006-01-01
In this paper, a reconfiguration guidance algorithm for formation flying spacecraft is presented. The formation reconfiguration guidance problem is first formulated as a continuous-time minimum-fuel or minimum-energy optimal control problem with collision avoidance and control constraints. The optimal control problem is then discretized to obtain a finite dimensional parameter optimization problem. In this formulation, the collision avoidance constraints are imposed via separating planes between each pair of spacecraft. A heuristic is introduced to choose these separating planes that leads to the convexification of the collision avoidance constraints. Additionally, convex constraints are imposed to guarantee that no collisions occur between discrete time samples. The resulting finite dimensional optimization problem is a second order cone program, for which standard algorithms can compute the global optimum with deterministic convergence and a prescribed level of accuracy. Consequently, the formation reconfiguration algorithm can be implemented onboard a spacecraft for real-time operations.
Heterogeneous Sensor Networks with convex constraints
NASA Astrophysics Data System (ADS)
Rogers, U.; Chen, Hao
A wireless sensor network design is always subject to constraints. There are constraints on bandwidth, cost, detection robustness, and even false alarm rates to name but a few. This paper studies the design of Heterogeneous Sensor Networks (HSN) performing distributed binary hypothesis testing subject to convex constraints on the total number and types of sensors available. The relationship between real world engineering constraints and a resultant convex set or solution space will be highlighted. Under these convex sets, a theorem will be presented that defines when a homogenous sensor network will have better performance than a HSN. This theorem depends on stationary statistics, which is not the case for most problems of interest. These challenges are explored in detail for a parallel distributed HSN using the Kullback-Leibler (K-L) information number (K-L Divergence) in conjunction with the Chernoff-Stein Lemma. This method allows sensor counts to be optimized across a finite set of hypothesis or events, enabling a robust hypothesis testing solution similar to problems in traditional multiple hypothesis testing or classification problem. This paper also compares and contrast the detection performance of the standard parallel distributed HSN topology and a modified binary relay tree topology that is similar to clustering methods, where the final fusion is done using a logical OR rule. Finally, the asymptotic performance between these two topologies is studied, including the performance relative to optimal bounds. Ultimately providing a methodology to broadly analyze and optimize HSN design.
Large Scale Computational Problems in Numerical Optimization
coleman, thomas f.
2000-07-01
Our work under this support broadly falls into five categories: automatic differentiation, sparsity, constraints, parallel computation, and applications. Automatic Differentiation (AD): We developed strong practical methods for computing sparse Jacobian and Hessian matrices which arise frequently in large scale optimization problems [10,35]. In addition, we developed a novel view of "structure" in applied problems along with AD techniques that allowed for the efficient application of sparse AD techniques to dense, but structured, problems. Our AD work included development of freely available MATLAB AD software. Sparsity: We developed new effective and practical techniques for exploiting sparsity when solving a variety of optimization problems. These problems include: bound constrained problems, robust regression problems, the null space problem, and sparse orthogonal factorization. Our sparsity work included development of freely available and published software [38,39]. Constraints: Effectively handling constraints in large scale optimization remains a challenge. We developed a number of new approaches to constrained problems with emphasis on trust region methodologies. Parallel Computation: Our work included the development of specifically parallel techniques for the linear algebra tasks underpinning optimization algorithms. Our work contributed to the nonlinear least-squares problem, nonlinear equations, triangular systems, orthogonalization, and linear programming. Applications: Our optimization work is broadly applicable across numerous application domains. Nevertheless we have specifically worked in several application areas including molecular conformation, molecular energy minimization, computational finance, and bone remodeling.
A non-penalty recurrent neural network for solving a class of constrained optimization problems.
Hosseini, Alireza
2016-01-01
In this paper, we explain a methodology to analyze convergence of some differential inclusion-based neural networks for solving nonsmooth optimization problems. For a general differential inclusion, we show that if its right hand-side set valued map satisfies some conditions, then solution trajectory of the differential inclusion converges to optimal solution set of its corresponding in optimization problem. Based on the obtained methodology, we introduce a new recurrent neural network for solving nonsmooth optimization problems. Objective function does not need to be convex on R(n) nor does the new neural network model require any penalty parameter. We compare our new method with some penalty-based and non-penalty based models. Moreover for differentiable cases, we implement circuit diagram of the new neural network. PMID:26519931
Analog Processor To Solve Optimization Problems
NASA Technical Reports Server (NTRS)
Duong, Tuan A.; Eberhardt, Silvio P.; Thakoor, Anil P.
1993-01-01
Proposed analog processor solves "traveling-salesman" problem, considered paradigm of global-optimization problems involving routing or allocation of resources. Includes electronic neural network and auxiliary circuitry based partly on concepts described in "Neural-Network Processor Would Allocate Resources" (NPO-17781) and "Neural Network Solves 'Traveling-Salesman' Problem" (NPO-17807). Processor based on highly parallel computing solves problem in significantly less time.
Heuristic Kalman algorithm for solving optimization problems.
Toscano, Rosario; Lyonnet, Patrick
2009-10-01
The main objective of this paper is to present a new optimization approach, which we call heuristic Kalman algorithm (HKA). We propose it as a viable approach for solving continuous nonconvex optimization problems. The principle of the proposed approach is to consider explicitly the optimization problem as a measurement process designed to produce an estimate of the optimum. A specific procedure, based on the Kalman method, was developed to improve the quality of the estimate obtained through the measurement process. The efficiency of HKA is evaluated in detail through several nonconvex test problems, both in the unconstrained and constrained cases. The results are then compared to those obtained via other metaheuristics. These various numerical experiments show that the HKA has very interesting potentialities for solving nonconvex optimization problems, notably concerning the computation time and the success ratio. PMID:19336312
Canonical Analysis of Two Convex Polyhedral Cones and Applications.
ERIC Educational Resources Information Center
Tenenhaus, Michel
1988-01-01
Canonical analysis of two convex polyhedral cones involves looking for two vectors whose square cosine is a maximum. New results about the properties of the optimal solution to this problem are presented. The convergence of an alternating least squares algorithm and properties of limits of calculated sequences are discussed. (SLD)
Solving ptychography with a convex relaxation
NASA Astrophysics Data System (ADS)
Horstmeyer, Roarke; Chen, Richard Y.; Ou, Xiaoze; Ames, Brendan; Tropp, Joel A.; Yang, Changhuei
2015-05-01
Ptychography is a powerful computational imaging technique that transforms a collection of low-resolution images into a high-resolution sample reconstruction. Unfortunately, algorithms that currently solve this reconstruction problem lack stability, robustness, and theoretical guarantees. Recently, convex optimization algorithms have improved the accuracy and reliability of several related reconstruction efforts. This paper proposes a convex formulation of the ptychography problem. This formulation has no local minima, it can be solved using a wide range of algorithms, it can incorporate appropriate noise models, and it can include multiple a priori constraints. The paper considers a specific algorithm, based on low-rank factorization, whose runtime and memory usage are near-linear in the size of the output image. Experiments demonstrate that this approach offers a 25% lower background variance on average than alternating projections, the ptychographic reconstruction algorithm that is currently in widespread use.
Modeling Strategic Optimization Criteria in Spatial Combinatorial Optimization Problems.
Perelman, Brandon; Mueller, Shane
2015-09-01
In many real-world route planning and search tasks, humans must solve a combinatorial optimization problem that holds many similarities to the Euclidean Traveling Salesman Problem (TSP). The problem spaces used in real-world tasks differ most starkly from traditional TSP in terms of optimization criteria - Whereas the traditional TSP asks participants to connect all of the nodes to produce the solution that minimizes overall path length, real-world search tasks are often conducted with the goal of minimizing the duration of time required to find the target (i.e., the average distance between nodes). Traditional modeling approaches to TSP assume that humans solve these problems using intrinsic characteristics of the brain and perceptual system (e.g., hierarchical structure in the visual system). A consequence of these approaches is that they are not robust to strategic changes in the aforementioned optimization criteria during path planning. To investigate performance in these tasks, 28 participants solved 18 randomly-presented computer-based combinatorial optimization problems with two sets of task instructions, one designed to encourage shortest-path solutions and the other to encourage solutions that minimized the estimated time to find a target hidden among the nodes (i.e., locations). The node distributions were designed to discriminate between these two strategies. In nearly every case, participants were capable of strategically adapting optimization criteria based on instruction alone. These results indicate the importance of modeling cognition in behaviors that are traditionally thought to be driven automatically by perceptual processes. In addition, we discuss computational models that we have developed to produce optimization criteria-specific solutions to these combinatorial optimization problems using a strategic optimization parameter to guide solutions using a single underlying mechanism. Such models have applications in approximating human behavior in real-world tasks. Meeting abstract presented at VSS 2015. PMID:26326160
Belief Propagation Algorithm for Portfolio Optimization Problems
2015-01-01
The typical behavior of optimal solutions to portfolio optimization problems with absolute deviation and expected shortfall models using replica analysis was pioneeringly estimated by S. Ciliberti et al. [Eur. Phys. B. 57, 175 (2007)]; however, they have not yet developed an approximate derivation method for finding the optimal portfolio with respect to a given return set. In this study, an approximation algorithm based on belief propagation for the portfolio optimization problem is presented using the Bethe free energy formalism, and the consistency of the numerical experimental results of the proposed algorithm with those of replica analysis is confirmed. Furthermore, the conjecture of H. Konno and H. Yamazaki, that the optimal solutions with the absolute deviation model and with the mean-variance model have the same typical behavior, is verified using replica analysis and the belief propagation algorithm. PMID:26305462
Better relaxations of classical discrete optimization problems.
Lancia, Giuseppe; Konjevod, Goran; Carr, Robert D.; Parehk, Ojas
2008-08-01
A mathematical program is an optimization problem expressed as an objective function of multiple variables subject to set of constraints. When the optimization problem has specific structure, the problem class usually has a special name. A linear program is the optimization of a linear objective function subject to linear constraints. An integer program is a linear program where some of the variables must take only integer values. A semidefinite program is a linear program where the variables are arranged in a matrix and for all feasible solutions, this matrix must be positive semidefinite. There are general-purpose solvers for each of these classes of mathematical program. There are usually many ways to express a problem as a correct, say, linear program. However, equivalent formulations can have significantly different practical tractability. In this poster, we present new formulations for two classic discrete optimization problems, maximum cut (max cut) and the graphical traveling salesman problem (GTSP), that are significantly stronger, and hence more computationally tractable, than any previous formulations of their class. Both partially answer longstanding open theoretical questions in polyhedral combinatorics.
Semard, Gaëlle; Peulon-Agasse, Valerie; Bruchet, Auguste; Bouillon, Jean-Philippe; Cardinaël, Pascal
2010-08-13
It is important to develop methods of optimizing the selection of column sets and operating conditions for comprehensive two-dimensional gas chromatography. A new method for the calculation of the percentage of separation space used was developed using Delaunay's triangulation algorithms (convex hull). This approach was compared with an existing method and showed better precision and accuracy. It was successfully applied to the selection of the most convenient column set and the geometrical parameters of second column for the analysis of 49 target compounds in wastewater. PMID:20633886
Quadratic optimization in ill-posed problems
NASA Astrophysics Data System (ADS)
Ben Belgacem, F.; Kaber, S.-M.
2008-10-01
Ill-posed quadratic optimization frequently occurs in control and inverse problems and is not covered by the Lax-Milgram-Riesz theory. Typically, small changes in the input data can produce very large oscillations on the output. We investigate the conditions under which the minimum value of the cost function is finite and we explore the 'hidden connection' between the optimization problem and the least-squares method. Eventually, we address some examples coming from optimal control and data completion, showing how relevant our contribution is in the knowledge of what happens for various ill-posed problems. The results we state bring a substantial improvement to the analysis of the regularization methods applied to the ill-posed quadratic optimization problems. Indeed, for the cost quadratic functions bounded from below the Lavrentiev method is just the Tikhonov regularization for the 'hidden least-squares' problem. As a straightforward result, Lavrentiev's regularization exhibits better regularization and convergence results than expected at first glance.
Problem size, parallel architecture and optimal speedup
NASA Technical Reports Server (NTRS)
Nicol, David M.; Willard, Frank H.
1987-01-01
The communication and synchronization overhead inherent in parallel processing can lead to situations where adding processors to the solution method actually increases execution time. Problem type, problem size, and architecture type all affect the optimal number of processors to employ. The numerical solution of an elliptic partial differential equation is examined in order to study the relationship between problem size and architecture. The equation's domain is discretized into n sup 2 grid points which are divided into partitions and mapped onto the individual processor memories. The relationships between grid size, stencil type, partitioning strategy, processor execution time, and communication network type are analytically quantified. In so doing, the optimal number of processors was determined to assign to the solution, and identified (1) the smallest grid size which fully benefits from using all available processors, (2) the leverage on performance given by increasing processor speed or communication network speed, and (3) the suitability of various architectures for large numerical problems.
Linear stochastic optimal control and estimation problem
NASA Technical Reports Server (NTRS)
Geyser, L. C.; Lehtinen, F. K. B.
1980-01-01
Problem involves design of controls for linear time-invariant system disturbed by white noise. Solution is Kalman filter coupled through set of optimal regulator gains to produce desired control signal. Key to solution is solving matrix Riccati differential equation. LSOCE effectively solves problem for wide range of practical applications. Program is written in FORTRAN IV for batch execution and has been implemented on IBM 360.
On convex relaxation of graph isomorphism
Aflalo, Yonathan; Bronstein, Alexander; Kimmel, Ron
2015-01-01
We consider the problem of exact and inexact matching of weighted undirected graphs, in which a bijective correspondence is sought to minimize a quadratic weight disagreement. This computationally challenging problem is often relaxed as a convex quadratic program, in which the space of permutations is replaced by the space of doubly stochastic matrices. However, the applicability of such a relaxation is poorly understood. We define a broad class of friendly graphs characterized by an easily verifiable spectral property. We prove that for friendly graphs, the convex relaxation is guaranteed to find the exact isomorphism or certify its inexistence. This result is further extended to approximately isomorphic graphs, for which we develop an explicit bound on the amount of weight disagreement under which the relaxation is guaranteed to find the globally optimal approximate isomorphism. We also show that in many cases, the graph matching problem can be further harmlessly relaxed to a convex quadratic program with only n separable linear equality constraints, which is substantially more efficient than the standard relaxation involving 2n equality and n2 inequality constraints. Finally, we show that our results are still valid for unfriendly graphs if additional information in the form of seeds or attributes is allowed, with the latter satisfying an easy to verify spectral characteristic. PMID:25713342
On convex relaxation of graph isomorphism.
Aflalo, Yonathan; Bronstein, Alexander; Kimmel, Ron
2015-03-10
We consider the problem of exact and inexact matching of weighted undirected graphs, in which a bijective correspondence is sought to minimize a quadratic weight disagreement. This computationally challenging problem is often relaxed as a convex quadratic program, in which the space of permutations is replaced by the space of doubly stochastic matrices. However, the applicability of such a relaxation is poorly understood. We define a broad class of friendly graphs characterized by an easily verifiable spectral property. We prove that for friendly graphs, the convex relaxation is guaranteed to find the exact isomorphism or certify its inexistence. This result is further extended to approximately isomorphic graphs, for which we develop an explicit bound on the amount of weight disagreement under which the relaxation is guaranteed to find the globally optimal approximate isomorphism. We also show that in many cases, the graph matching problem can be further harmlessly relaxed to a convex quadratic program with only n separable linear equality constraints, which is substantially more efficient than the standard relaxation involving n2 equality and n2 inequality constraints. Finally, we show that our results are still valid for unfriendly graphs if additional information in the form of seeds or attributes is allowed, with the latter satisfying an easy to verify spectral characteristic. PMID:25713342
Modulus of convexity for operator convex functions
NASA Astrophysics Data System (ADS)
Kim, Isaac H.
2014-08-01
Given an operator convex function f(x), we obtain an operator-valued lower bound for cf(x) + (1 - c)f(y) - f(cx + (1 - c)y), c ? [0, 1]. The lower bound is expressed in terms of the matrix Bregman divergence. A similar inequality is shown to be false for functions that are convex but not operator convex.
Solving optimization problems on computational grids.
Wright, S. J.; Mathematics and Computer Science
2001-05-01
Multiprocessor computing platforms, which have become more and more widely available since the mid-1980s, are now heavily used by organizations that need to solve very demanding computational problems. Parallel computing is now central to the culture of many research communities. Novel parallel approaches were developed for global optimization, network optimization, and direct-search methods for nonlinear optimization. Activity was particularly widespread in parallel branch-and-bound approaches for various problems in combinatorial and network optimization. As the cost of personal computers and low-end workstations has continued to fall, while the speed and capacity of processors and networks have increased dramatically, 'cluster' platforms have become popular in many settings. A somewhat different type of parallel computing platform know as a computational grid (alternatively, metacomputer) has arisen in comparatively recent times. Broadly speaking, this term refers not to a multiprocessor with identical processing nodes but rather to a heterogeneous collection of devices that are widely distributed, possibly around the globe. The advantage of such platforms is obvious: they have the potential to deliver enormous computing power. Just as obviously, however, the complexity of grids makes them very difficult to use. The Condor team, headed by Miron Livny at the University of Wisconsin, were among the pioneers in providing infrastructure for grid computations. More recently, the Globus project has developed technologies to support computations on geographically distributed platforms consisting of high-end computers, storage and visualization devices, and other scientific instruments. In 1997, we started the metaneos project as a collaborative effort between optimization specialists and the Condor and Globus groups. Our aim was to address complex, difficult optimization problems in several areas, designing and implementing the algorithms and the software infrastructure need to solve these problems on computational grids. This article describes some of the results we have obtained during the first three years of the metaneos project. Our efforts have led to development of the runtime support library MW for implementing algorithms with master-worker control structure on Condor platforms. This work is discussed here, along with work on algorithms and codes for integer linear programming, the quadratic assignment problem, and stochastic linear programmming. Our experiences in the metaneos project have shown that cheap, powerful computational grids can be used to tackle large optimization problems of various types. In an industrial or commercial setting, the results demonstrate that one may not have to buy powerful computational servers to solve many of the large problems arising in areas such as scheduling, portfolio optimization, or logistics; the idle time on employee workstations (or, at worst, an investment in a modest cluster of PCs) may do the job. For the optimization research community, our results motivate further work on parallel, grid-enabled algorithms for solving very large problems of other types. The fact that very large problems can be solved cheaply allows researchers to better understand issues of 'practical' complexity and of the role of heuristics.
Interaction Prediction Optimization in Multidisciplinary Design Optimization Problems
Zhang, Xiaoling; Huang, Hong-Zhong; Wang, Zhonglai; Xu, Huanwei
2014-01-01
The distributed strategy of Collaborative Optimization (CO) is suitable for large-scale engineering systems. However, it is hard for CO to converge when there is a high level coupled dimension. Furthermore, the discipline objectives cannot be considered in each discipline optimization problem. In this paper, one large-scale systems control strategy, the interaction prediction method (IPM), is introduced to enhance CO. IPM is utilized for controlling subsystems and coordinating the produce process in large-scale systems originally. We combine the strategy of IPM with CO and propose the Interaction Prediction Optimization (IPO) method to solve MDO problems. As a hierarchical strategy, there are a system level and a subsystem level in IPO. The interaction design variables (including shared design variables and linking design variables) are operated at the system level and assigned to the subsystem level as design parameters. Each discipline objective is considered and optimized at the subsystem level simultaneously. The values of design variables are transported between system level and subsystem level. The compatibility constraints are replaced with the enhanced compatibility constraints to reduce the dimension of design variables in compatibility constraints. Two examples are presented to show the potential application of IPO for MDO. PMID:24744685
Interaction prediction optimization in multidisciplinary design optimization problems.
Meng, Debiao; Zhang, Xiaoling; Huang, Hong-Zhong; Wang, Zhonglai; Xu, Huanwei
2014-01-01
The distributed strategy of Collaborative Optimization (CO) is suitable for large-scale engineering systems. However, it is hard for CO to converge when there is a high level coupled dimension. Furthermore, the discipline objectives cannot be considered in each discipline optimization problem. In this paper, one large-scale systems control strategy, the interaction prediction method (IPM), is introduced to enhance CO. IPM is utilized for controlling subsystems and coordinating the produce process in large-scale systems originally. We combine the strategy of IPM with CO and propose the Interaction Prediction Optimization (IPO) method to solve MDO problems. As a hierarchical strategy, there are a system level and a subsystem level in IPO. The interaction design variables (including shared design variables and linking design variables) are operated at the system level and assigned to the subsystem level as design parameters. Each discipline objective is considered and optimized at the subsystem level simultaneously. The values of design variables are transported between system level and subsystem level. The compatibility constraints are replaced with the enhanced compatibility constraints to reduce the dimension of design variables in compatibility constraints. Two examples are presented to show the potential application of IPO for MDO. PMID:24744685
NASA Astrophysics Data System (ADS)
Ju, Wenqi; Luo, Jun
Given a set of n equal size and non-overlapping axis-aligned squares, we need to choose exactly one point in each square to make the area of a convex hull of the resulting point set as large as possible. Previous algorithm [10] on this problem gives an optimal algorithm with O(n 3) running time. In this paper, we propose an approximation algorithm which runs in O(nlogn) time and gives a convex hull with area larger than the area of the optimal convex hull minus the area of one square.
Optimal pre-scheduling of problem remappings
NASA Technical Reports Server (NTRS)
Nicol, David M.; Saltz, Joel H.
1987-01-01
A large class of scientific computational problems can be characterized as a sequence of steps where a significant amount of computation occurs each step, but the work performed at each step is not necessarily identical. Two good examples of this type of computation are: (1) regridding methods which change the problem discretization during the course of the computation, and (2) methods for solving sparse triangular systems of linear equations. Recent work has investigated a means of mapping such computations onto parallel processors; the method defines a family of static mappings with differing degrees of importance placed on the conflicting goals of good load balance and low communication/synchronization overhead. The performance tradeoffs are controllable by adjusting the parameters of the mapping method. To achieve good performance it may be necessary to dynamically change these parameters at run-time, but such changes can impose additional costs. If the computation's behavior can be determined prior to its execution, it can be possible to construct an optimal parameter schedule using a low-order-polynomial-time dynamic programming algorithm. Since the latter can be expensive, the performance is studied of the effect of a linear-time scheduling heuristic on one of the model problems, and it is shown to be effective and nearly optimal.
Extremal Optimization for Quadratic Unconstrained Binary Problems
NASA Astrophysics Data System (ADS)
Boettcher, S.
We present an implementation of ?-EO for quadratic unconstrained binary optimization (QUBO) problems. To this end, we transform modify QUBO from its conventional Boolean presentation into a spin glass with a random external field on each site. These fields tend to be rather large compared to the typical coupling, presenting EO with a challenging two-scale problem, exploring smaller differences in couplings effectively while sufficiently aligning with those strong external fields. However, we also find a simple solution to that problem that indicates that those external fields apparently tilt the energy landscape to a such a degree such that global minima become more easy to find than those of spin glasses without (or very small) fields. We explore the impact of the weight distribution of the QUBO formulation in the operations research literature and analyze their meaning in a spin-glass language. This is significant because QUBO problems are considered among the main contenders for NP-hard problems that could be solved efficiently on a quantum computer such as D-Wave.
Optimal Planning and Problem-Solving
NASA Technical Reports Server (NTRS)
Clemet, Bradley; Schaffer, Steven; Rabideau, Gregg
2008-01-01
CTAEMS MDP Optimal Planner is a problem-solving software designed to command a single spacecraft/rover, or a team of spacecraft/rovers, to perform the best action possible at all times according to an abstract model of the spacecraft/rover and its environment. It also may be useful in solving logistical problems encountered in commercial applications such as shipping and manufacturing. The planner reasons around uncertainty according to specified probabilities of outcomes using a plan hierarchy to avoid exploring certain kinds of suboptimal actions. Also, planned actions are calculated as the state-action space is expanded, rather than afterward, to reduce by an order of magnitude the processing time and memory used. The software solves planning problems with actions that can execute concurrently, that have uncertain duration and quality, and that have functional dependencies on others that affect quality. These problems are modeled in a hierarchical planning language called C_TAEMS, a derivative of the TAEMS language for specifying domains for the DARPA Coordinators program. In realistic environments, actions often have uncertain outcomes and can have complex relationships with other tasks. The planner approaches problems by considering all possible actions that may be taken from any state reachable from a given, initial state, and from within the constraints of a given task hierarchy that specifies what tasks may be performed by which team member.
Maximum margin classification based on flexible convex hulls for fault diagnosis of roller bearings
NASA Astrophysics Data System (ADS)
Zeng, Ming; Yang, Yu; Zheng, Jinde; Cheng, Junsheng
2016-01-01
A maximum margin classification based on flexible convex hulls (MMC-FCH) is proposed and applied to fault diagnosis of roller bearings. In this method, the class region of each sample set is approximated by a flexible convex hull of its training samples, and then an optimal separating hyper-plane that maximizes the geometric margin between flexible convex hulls is constructed by solving a closest pair of points problem. By using the kernel trick, MMC-FCH can be extended to nonlinear cases. In addition, multi-class classification problems can be processed by constructing binary pairwise classifiers as in support vector machine (SVM). Actually, the classical SVM also can be regarded as a maximum margin classification based on convex hulls (MMC-CH), which approximates each class region with a convex hull. The convex hull is a special case of the flexible convex hull. To train a MMC-FCH classifier, time-domain and frequency-domain statistical parameters are extracted not only from raw vibration signals but also from the resulting intrinsic mode functions (IMFs) by performing empirical mode decomposition (EMD) on the raw signals, and then the distance evaluation technique (DET) is used to select salient features from the whole statistical features. The experiments on bearing datasets show that the proposed method can reliably recognize different bearing faults.
Hybrid intelligent optimization methods for engineering problems
NASA Astrophysics Data System (ADS)
Pehlivanoglu, Yasin Volkan
The purpose of optimization is to obtain the best solution under certain conditions. There are numerous optimization methods because different problems need different solution methodologies; therefore, it is difficult to construct patterns. Also mathematical modeling of a natural phenomenon is almost based on differentials. Differential equations are constructed with relative increments among the factors related to yield. Therefore, the gradients of these increments are essential to search the yield space. However, the landscape of yield is not a simple one and mostly multi-modal. Another issue is differentiability. Engineering design problems are usually nonlinear and they sometimes exhibit discontinuous derivatives for the objective and constraint functions. Due to these difficulties, non-gradient-based algorithms have become more popular in recent decades. Genetic algorithms (GA) and particle swarm optimization (PSO) algorithms are popular, non-gradient based algorithms. Both are population-based search algorithms and have multiple points for initiation. A significant difference from a gradient-based method is the nature of the search methodologies. For example, randomness is essential for the search in GA or PSO. Hence, they are also called stochastic optimization methods. These algorithms are simple, robust, and have high fidelity. However, they suffer from similar defects, such as, premature convergence, less accuracy, or large computational time. The premature convergence is sometimes inevitable due to the lack of diversity. As the generations of particles or individuals in the population evolve, they may lose their diversity and become similar to each other. To overcome this issue, we studied the diversity concept in GA and PSO algorithms. Diversity is essential for a healthy search, and mutations are the basic operators to provide the necessary variety within a population. After having a close scrutiny of the diversity concept based on qualification and quantification studies, we improved new mutation strategies and operators to provide beneficial diversity within the population. We called this new approach as multi-frequency vibrational GA or PSO. They were applied to different aeronautical engineering problems in order to study the efficiency of these new approaches. These implementations were: applications to selected benchmark test functions, inverse design of two-dimensional (2D) airfoil in subsonic flow, optimization of 2D airfoil in transonic flow, path planning problems of autonomous unmanned aerial vehicle (UAV) over a 3D terrain environment, 3D radar cross section minimization problem for a 3D air vehicle, and active flow control over a 2D airfoil. As demonstrated by these test cases, we observed that new algorithms outperform the current popular algorithms. The principal role of this multi-frequency approach was to determine which individuals or particles should be mutated, when they should be mutated, and which ones should be merged into the population. The new mutation operators, when combined with a mutation strategy and an artificial intelligent method, such as, neural networks or fuzzy logic process, they provided local and global diversities during the reproduction phases of the generations. Additionally, the new approach also introduced random and controlled diversity. Due to still being population-based techniques, these methods were as robust as the plain GA or PSO algorithms. Based on the results obtained, it was concluded that the variants of the present multi-frequency vibrational GA and PSO were efficient algorithms, since they successfully avoided all local optima within relatively short optimization cycles.
First-order convex feasibility algorithms for x-ray CT
Sidky, Emil Y.; Pan Xiaochuan; Jorgensen, Jakob S.
2013-03-15
Purpose: Iterative image reconstruction (IIR) algorithms in computed tomography (CT) are based on algorithms for solving a particular optimization problem. Design of the IIR algorithm, therefore, is aided by knowledge of the solution to the optimization problem on which it is based. Often times, however, it is impractical to achieve accurate solution to the optimization of interest, which complicates design of IIR algorithms. This issue is particularly acute for CT with a limited angular-range scan, which leads to poorly conditioned system matrices and difficult to solve optimization problems. In this paper, we develop IIR algorithms which solve a certain type of optimization called convex feasibility. The convex feasibility approach can provide alternatives to unconstrained optimization approaches and at the same time allow for rapidly convergent algorithms for their solution-thereby facilitating the IIR algorithm design process. Methods: An accelerated version of the Chambolle-Pock (CP) algorithm is adapted to various convex feasibility problems of potential interest to IIR in CT. One of the proposed problems is seen to be equivalent to least-squares minimization, and two other problems provide alternatives to penalized, least-squares minimization. Results: The accelerated CP algorithms are demonstrated on a simulation of circular fan-beam CT with a limited scanning arc of 144 Degree-Sign . The CP algorithms are seen in the empirical results to converge to the solution of their respective convex feasibility problems. Conclusions: Formulation of convex feasibility problems can provide a useful alternative to unconstrained optimization when designing IIR algorithms for CT. The approach is amenable to recent methods for accelerating first-order algorithms which may be particularly useful for CT with limited angular-range scanning. The present paper demonstrates the methodology, and future work will illustrate its utility in actual CT application.
Uniformly convex and strictly convex Orlicz spaces
NASA Astrophysics Data System (ADS)
Masta, Al Azhary
2016-02-01
In this paper we define the new norm of Orlicz spaces on â„n through a multiplication operator on an old Orlicz spaces. We obtain some necessary and sufficient conditions that the new norm to be a uniformly convex and strictly convex spaces.
Analysis of the Optimal Relaxed Control to an Optimal Control Problem
Lou Hongwei
2009-02-15
Relaxed controls are widely used to analyze the existence of optimal controls in the literature. Though there are many optimal control problems admitting no optimal control, rare examples were shown. This paper will solve a particular optimal control problem by analyzing the optimal relaxed controls, showing the ideas we used to study such kind of problems.
LDRD Final Report: Global Optimization for Engineering Science Problems
HART,WILLIAM E.
1999-12-01
For a wide variety of scientific and engineering problems the desired solution corresponds to an optimal set of objective function parameters, where the objective function measures a solution's quality. The main goal of the LDRD ''Global Optimization for Engineering Science Problems'' was the development of new robust and efficient optimization algorithms that can be used to find globally optimal solutions to complex optimization problems. This SAND report summarizes the technical accomplishments of this LDRD, discusses lessons learned and describes open research issues.
Mesh refinement strategy for optimal control problems
NASA Astrophysics Data System (ADS)
Paiva, L. T.; Fontes, F. A. C. C.
2013-10-01
Direct methods are becoming the most used technique to solve nonlinear optimal control problems. Regular time meshes having equidistant spacing are frequently used. However, in some cases these meshes cannot cope accurately with nonlinear behavior. One way to improve the solution is to select a new mesh with a greater number of nodes. Another way, involves adaptive mesh refinement. In this case, the mesh nodes have non equidistant spacing which allow a non uniform nodes collocation. In the method presented in this paper, a time mesh refinement strategy based on the local error is developed. After computing a solution in a coarse mesh, the local error is evaluated, which gives information about the subintervals of time domain where refinement is needed. This procedure is repeated until the local error reaches a user-specified threshold. The technique is applied to solve the car-like vehicle problem aiming minimum consumption. The approach developed in this paper leads to results with greater accuracy and yet with lower overall computational time as compared to using a time meshes having equidistant spacing.
NASA Technical Reports Server (NTRS)
Nguyen, Duc T.
1990-01-01
Practical engineering application can often be formulated in the form of a constrained optimization problem. There are several solution algorithms for solving a constrained optimization problem. One approach is to convert a constrained problem into a series of unconstrained problems. Furthermore, unconstrained solution algorithms can be used as part of the constrained solution algorithms. Structural optimization is an iterative process where one starts with an initial design, a finite element structure analysis is then performed to calculate the response of the system (such as displacements, stresses, eigenvalues, etc.). Based upon the sensitivity information on the objective and constraint functions, an optimizer such as ADS or IDESIGN, can be used to find the new, improved design. For the structural analysis phase, the equation solver for the system of simultaneous, linear equations plays a key role since it is needed for either static, or eigenvalue, or dynamic analysis. For practical, large-scale structural analysis-synthesis applications, computational time can be excessively large. Thus, it is necessary to have a new structural analysis-synthesis code which employs new solution algorithms to exploit both parallel and vector capabilities offered by modern, high performance computers such as the Convex, Cray-2 and Cray-YMP computers. The objective of this research project is, therefore, to incorporate the latest development in the parallel-vector equation solver, PVSOLVE into the widely popular finite-element production code, such as the SAP-4. Furthermore, several nonlinear unconstrained optimization subroutines have also been developed and tested under a parallel computer environment. The unconstrained optimization subroutines are not only useful in their own right, but they can also be incorporated into a more popular constrained optimization code, such as ADS.
Landscapes: complex optimization problems and biopolymer structures.
Schuster, P; Stadler, P F
1994-09-01
The evolution of RNA molecules in replication assays, viroids and RNA viruses can be viewed as an adaptation process on a 'fitness' landscape. The dynamics of evolution is hence tightly linked to the structure of the underlying landscape. Global features of landscapes can be described by statistical measures like number of optima, lengths of walks and correlation functions. The evolution of a quasispecies on such landscapes exhibits three dynamical regimes depending on the replication fidelity: Above the "localization threshold" the population is centered around a (local) optimum. Between localization and "dispersion threshold" the population is still centered around a consensus sequence, which, however, changes in time. For very large mutation rates the population spreads in sequence space like a gas. The critical mutation rates separating the three domains depend strongly on characteristics properties of the fitness landscapes. Statistical characteristics of RNA landscapes are accessible by mathematical analysis and computer calculations on the level of secondary structures: these RNA landscapes belong to the same class as well known optimization problems and simple spin glass models. The notion of a landscape is extended to combinatory maps, thereby allowing for a direct statistical investigation of the sequence structure relationships of RNA at the level of secondary structures. Frequencies of structures are highly non-uniform: we find relatively few common and many rare ones, as expressed by a generalized form of Zipf's law. Using an algorithm for inverse folding we show that sequences sharing the same structure are distributed randomly over sequence space. Together with calculations of structure correlations and a survey of neutral mutations this provides convincing evidence that RNA landscapes are as simple as they could possibly be for evolutionary adaptation: Any desired secondary structure can be found close to an arbitrary initial sequence and at the same time almost all bases can be substituted sequentially without ever changing the shape of the molecule. Consequences of these results for evolutionary optimization, the early stages of life, and molecular biotechnology are discussed. PMID:7524995
Group Search Optimizer for the Mobile Location Management Problem
Wang, Dan; Xiong, Congcong; Huang, Wei
2014-01-01
We propose a diversity-guided group search optimizer-based approach for solving the location management problem in mobile computing. The location management problem, which is to find the optimal network configurations of management under the mobile computing environment, is considered here as an optimization problem. The proposed diversity-guided group search optimizer algorithm is realized with the aid of diversity operator, which helps alleviate the premature convergence problem of group search optimizer algorithm, a successful optimization algorithm inspired by the animal behavior. To address the location management problem, diversity-guided group search optimizer algorithm is exploited to optimize network configurations of management by minimizing the sum of location update cost and location paging cost. Experimental results illustrate the effectiveness of the proposed approach. PMID:25180199
NASA Technical Reports Server (NTRS)
Tennille, Geoffrey M.; Howser, Lona M.
1993-01-01
The use of the CONVEX computers that are an integral part of the Supercomputing Network Subsystems (SNS) of the Central Scientific Computing Complex of LaRC is briefly described. Features of the CONVEX computers that are significantly different than the CRAY supercomputers are covered, including: FORTRAN, C, architecture of the CONVEX computers, the CONVEX environment, batch job submittal, debugging, performance analysis, utilities unique to CONVEX, and documentation. This revision reflects the addition of the Applications Compiler and X-based debugger, CXdb. The document id intended for all CONVEX users as a ready reference to frequently asked questions and to more detailed information contained with the vendor manuals. It is appropriate for both the novice and the experienced user.
Enhanced ant colony optimization for multiscale problems
NASA Astrophysics Data System (ADS)
Hu, Nan; Fish, Jacob
2016-01-01
The present manuscript addresses the issue of computational complexity of optimizing nonlinear composite materials and structures at multiple scales. Several solutions are detailed to meet the enormous computational challenge of optimizing nonlinear structures at multiple scales including: (i) enhanced sampling procedure that provides superior performance of the well-known ant colony optimization algorithm, (ii) a mapping-based meshing of a representative volume element that unlike unstructured meshing permits sensitivity analysis on coarse meshes, and (iii) a multilevel optimization procedure that takes advantage of possible weak coupling of certain scales. We demonstrate the proposed optimization procedure on elastic and inelastic laminated plates involving three scales.
Projection Based Multiscale Optimization Method for Eigenvalue Problems
Graf, P. A.; Jones, W. B.
2007-01-01
We present a projection based multiscale optimization method for eigenvalue problems. In multiscale optimization, optimization steps using approximations at a coarse scale alternate with corrections by occasional calculations at a finer scale. We study an example in the context of electronic structure optimization. Theoretical analysis and numerical experiments provide estimates of the expected efficiency and guidelines for parameter selection.
Mathematical formulation of technological processes optimization problem
NASA Astrophysics Data System (ADS)
Stupina, A. A.; Shigina, A. A.; Shigin, A. O.
2015-10-01
In this article the methodological principles of creation of adequate mathematical models of the technological processes, which are focused on the use in the tasks of optimization. In this article the task multiobjective parameter optimization formulates at with several control variables in the conditions of uncertainty is considered. Minimizing measurement errors requires introduction to technical system of an adaptive element, which allows it to consider some uncertainty during modeling and optimization.
Convex-relaxed kernel mapping for image segmentation.
Ben Salah, Mohamed; Ben Ayed, Ismail; Jing Yuan; Hong Zhang
2014-03-01
This paper investigates a convex-relaxed kernel mapping formulation of image segmentation. We optimize, under some partition constraints, a functional containing two characteristic terms: 1) a data term, which maps the observation space to a higher (possibly infinite) dimensional feature space via a kernel function, thereby evaluating nonlinear distances between the observations and segments parameters and 2) a total-variation term, which favors smooth segment surfaces (or boundaries). The algorithm iterates two steps: 1) a convex-relaxation optimization with respect to the segments by solving an equivalent constrained problem via the augmented Lagrange multiplier method and 2) a convergent fixed-point optimization with respect to the segments parameters. The proposed algorithm can bear with a variety of image types without the need for complex and application-specific statistical modeling, while having the computational benefits of convex relaxation. Our solution is amenable to parallelized implementations on graphics processing units (GPUs) and extends easily to high dimensions. We evaluated the proposed algorithm with several sets of comprehensive experiments and comparisons, including: 1) computational evaluations over 3D medical-imaging examples and high-resolution large-size color photographs, which demonstrate that a parallelized implementation of the proposed method run on a GPU can bring a significant speed-up and 2) accuracy evaluations against five state-of-the-art methods over the Berkeley color-image database and a multimodel synthetic data set, which demonstrates competitive performances of the algorithm. PMID:24723519
Progress in design optimization using evolutionary algorithms for aerodynamic problems
NASA Astrophysics Data System (ADS)
Lian, Yongsheng; Oyama, Akira; Liou, Meng-Sing
2010-07-01
Evolutionary algorithms (EAs) are useful tools in design optimization. Due to their simplicity, ease of use, and suitability for multi-objective design optimization problems, EAs have been applied to design optimization problems from various areas. In this paper we review the recent progress in design optimization using evolutionary algorithms to solve real-world aerodynamic problems. Examples are given in the design of turbo pump, compressor, and micro-air vehicles. The paper covers the following topics that are deemed important to solve a large optimization problem from a practical viewpoint: (1) hybridized approaches to speed up the convergence rate of EAs; (2) the use of surrogate model to reduce the computational cost stemmed from EAs; (3) reliability based design optimization using EAs; and (4) data mining of Pareto-optimal solutions.
ERIC Educational Resources Information Center
Hodge, Jonathan K.; Marshall, Emily; Patterson, Geoff
2010-01-01
Convexity-based measures of shape compactness provide an effective way to identify irregularities in congressional district boundaries. A low convexity coefficient may suggest that a district has been gerrymandered, or it may simply reflect irregularities in the corresponding state boundary. Furthermore, the distribution of population within a…
Weak Hamiltonian finite element method for optimal control problems
NASA Technical Reports Server (NTRS)
Hodges, Dewey H.; Bless, Robert R.
1991-01-01
A temporal finite element method based on a mixed form of the Hamiltonian weak principle is developed for dynamics and optimal control problems. The mixed form of Hamilton's weak principle contains both displacements and momenta as primary variables that are expanded in terms of nodal values and simple polynomial shape functions. Unlike other forms of Hamilton's principle, however, time derivatives of the momenta and displacements do not appear therein; instead, only the virtual momenta and virtual displacements are differentiated with respect to time. Based on the duality that is observed to exist between the mixed form of Hamilton's weak principle and variational principles governing classical optimal control problems, a temporal finite element formulation of the latter can be developed in a rather straightforward manner. Several well-known problems in dynamics and optimal control are illustrated. The example dynamics problem involves a time-marching problem. As optimal control examples, elementary trajectory optimization problems are treated.
A weak Hamiltonian finite element method for optimal control problems
NASA Technical Reports Server (NTRS)
Hodges, Dewey H.; Bless, Robert R.
1989-01-01
A temporal finite element method based on a mixed form of the Hamiltonian weak principle is developed for dynamics and optimal control problems. The mixed form of Hamilton's weak principle contains both displacements and momenta as primary variables that are expanded in terms of nodal values and simple polynomial shape functions. Unlike other forms of Hamilton's principle, however, time derivatives of the momenta and displacements do not appear therein; instead, only the virtual momenta and virtual displacements are differentiated with respect to time. Based on the duality that is observed to exist between the mixed form of Hamilton's weak principle and variational principles governing classical optimal control problems, a temporal finite element formulation of the latter can be developed in a rather straightforward manner. Several well-known problems in dynamics and optimal control are illustrated. The example dynamics problem involves a time-marching problem. As optimal control examples, elementary trajectory optimization problems are treated.
A weak Hamiltonian finite element method for optimal control problems
NASA Technical Reports Server (NTRS)
Hodges, Dewey H.; Bless, Robert R.
1990-01-01
A temporal finite element method based on a mixed form of the Hamiltonian weak principle is developed for dynamics and optimal control problems. The mixed form of Hamilton's weak principle contains both displacements and momenta as primary variables that are expanded in terms of nodal values and simple polynomial shape functions. Unlike other forms of Hamilton's principle, however, time derivatives of the momenta and displacements do not appear therein; instead, only the virtual momenta and virtual displacements are differentiated with respect to time. Based on the duality that is observed to exist between the mixed form of Hamilton's weak principle and variational principles governing classical optimal control problems, a temporal finite element formulation of the latter can be developed in a rather straightforward manner. Several well-known problems in dynamics and optimal control are illustrated. The example dynamics problem involves a time-marching problem. As optimal control examples, elementary trajectory optimization problems are treated.
Advances in dual algorithms and convex approximation methods
NASA Technical Reports Server (NTRS)
Smaoui, H.; Fleury, C.; Schmit, L. A.
1988-01-01
A new algorithm for solving the duals of separable convex optimization problems is presented. The algorithm is based on an active set strategy in conjunction with a variable metric method. This first order algorithm is more reliable than Newton's method used in DUAL-2 because it does not break down when the Hessian matrix becomes singular or nearly singular. A perturbation technique is introduced in order to remove the nondifferentiability of the dual function which arises when linear constraints are present in the approximate problem.
The Role of Intuition in the Solving of Optimization Problems
ERIC Educational Resources Information Center
Malaspina, Uldarico; Font, Vicenc
2010-01-01
This article presents the partial results obtained in the first stage of the research, which sought to answer the following questions: (a) What is the role of intuition in university students' solutions to optimization problems? (b) What is the role of rigor in university students' solutions to optimization problems? (c) How is the combination of…
Artificial bee colony algorithm for constrained possibilistic portfolio optimization problem
NASA Astrophysics Data System (ADS)
Chen, Wei
2015-07-01
In this paper, we discuss the portfolio optimization problem with real-world constraints under the assumption that the returns of risky assets are fuzzy numbers. A new possibilistic mean-semiabsolute deviation model is proposed, in which transaction costs, cardinality and quantity constraints are considered. Due to such constraints the proposed model becomes a mixed integer nonlinear programming problem and traditional optimization methods fail to find the optimal solution efficiently. Thus, a modified artificial bee colony (MABC) algorithm is developed to solve the corresponding optimization problem. Finally, a numerical example is given to illustrate the effectiveness of the proposed model and the corresponding algorithm.
Approximating convex Pareto surfaces in multiobjective radiotherapy planning
Craft, David L.; Halabi, Tarek F.; Shih, Helen A.; Bortfeld, Thomas R.
2006-09-15
Radiotherapy planning involves inherent tradeoffs: the primary mission, to treat the tumor with a high, uniform dose, is in conflict with normal tissue sparing. We seek to understand these tradeoffs on a case-to-case basis, by computing for each patient a database of Pareto optimal plans. A treatment plan is Pareto optimal if there does not exist another plan which is better in every measurable dimension. The set of all such plans is called the Pareto optimal surface. This article presents an algorithm for computing well distributed points on the (convex) Pareto optimal surface of a multiobjective programming problem. The algorithm is applied to intensity-modulated radiation therapy inverse planning problems, and results of a prostate case and a skull base case are presented, in three and four dimensions, investigating tradeoffs between tumor coverage and critical organ sparing.
Execution of Multidisciplinary Design Optimization Approaches on Common Test Problems
NASA Technical Reports Server (NTRS)
Balling, R. J.; Wilkinson, C. A.
1997-01-01
A class of synthetic problems for testing multidisciplinary design optimization (MDO) approaches is presented. These test problems are easy to reproduce because all functions are given as closed-form mathematical expressions. They are constructed in such a way that the optimal value of all variables and the objective is unity. The test problems involve three disciplines and allow the user to specify the number of design variables, state variables, coupling functions, design constraints, controlling design constraints, and the strength of coupling. Several MDO approaches were executed on two sample synthetic test problems. These approaches included single-level optimization approaches, collaborative optimization approaches, and concurrent subspace optimization approaches. Execution results are presented, and the robustness and efficiency of these approaches an evaluated for these sample problems.
Wu, Xiaodong
2006-01-01
In this paper, we study several interesting optimal-ratio region detection (ORD) problems in d-D (d ? 3) discrete geometric spaces, which arise in high dimensional medical image segmentation. Given a d-D voxel grid of n cells, two classes of geometric regions that are enclosed by a single or two coupled smooth heighfield surfaces defined on the entire grid domain are considered. The objective functions are normalized by a function of the desired regions, which avoids a bias to produce an overly large or small region resulting from data noise. The normalization functions that we employ are used in real medical image segmentation. To our best knowledge, no previous results on these problems in high dimensions are known. We develop a unified algorithmic framework based on a careful characterization of the intrinsic geometric structures and a nontrivial graph transformation scheme, yielding efficient polynomial time algorithms for solving these ORD problems. Our main ideas include the following. We observe that the optimal solution to the ORD problems can be obtained via the construction of a convex hull for a set of O(n) unknown 2-D points using the hand probing technique. The probing oracles are implemented by computing a minimum s-t cut in a weighted directed graph. The ORD problems are then solved by O(n) calls to the minimum s-t cut algorithm. For the class of regions bounded by a single heighfield surface, our further investigation shows that the O(n) calls to the minimum s-t cut algorithm are on a monotone parametric flow network, which enables to detect the optimal-ratio region in the complexity of computing a single maximum flow. PMID:25414538
A Modified BFGS Formula Using a Trust Region Model for Nonsmooth Convex Minimizations
Cui, Zengru; Yuan, Gonglin; Sheng, Zhou; Liu, Wenjie; Wang, Xiaoliang; Duan, Xiabin
2015-01-01
This paper proposes a modified BFGS formula using a trust region model for solving nonsmooth convex minimizations by using the Moreau-Yosida regularization (smoothing) approach and a new secant equation with a BFGS update formula. Our algorithm uses the function value information and gradient value information to compute the Hessian. The Hessian matrix is updated by the BFGS formula rather than using second-order information of the function, thus decreasing the workload and time involved in the computation. Under suitable conditions, the algorithm converges globally to an optimal solution. Numerical results show that this algorithm can successfully solve nonsmooth unconstrained convex problems. PMID:26501775
Multiple local minima in radiotherapy optimization problems with dose-volume constraints.
Deasy, J O
1997-07-01
The cause of multiple local minima in beam weight optimization problems subject to dose-volume constraints is analyzed. Three objective functions were considered: (a) maximization of tumor control probability (TCP), (b) maximization of the minimum target dose, and (c) minimization of the mean-squared-deviation of the target dose from the prescription dose. It is shown that: (a) TCP models generally result in strongly quasiconvex objective functions; (b) maximization of the minimum target dose results in a strongly quasiconvex objective function; and (c) minimizing the root-mean-square dose deviation results in a convex objective function. Dose-volume constraints are considered such that, for each region at risk (RAR), the volume of tissue whose dose exceeds a certain tolerance dose (DTol) is kept equal to or below a given fractional level (VTol). If all RARs lack a "volume effect" (i.e., VTol = 0 for all RARs) then there is a single local minimum. But if volume effects are present, then the feasible space is possibly nonconvex and therefore possibly leads to multiple local minima. These conclusions hold for all three objective functions. Hence, possible local minima come not from the nonlinear nature of the objective functions considered, but from the "either this volume or that volume but not both" nature of the volume effect. These observations imply that optimization algorithms for dose-volume constraint types of problems should have effective strategies for dealing with multiple local minima. PMID:9243478
Optimization neural network for solving flow problems.
Perfetti, R
1995-01-01
This paper describes a neural network for solving flow problems, which are of interest in many areas of application as in fuel, hydro, and electric power scheduling. The neural network consist of two layers: a hidden layer and an output layer. The hidden units correspond to the nodes of the flow graph. The output units represent the branch variables. The network has a linear order of complexity, it is easily programmable, and it is suited for analog very large scale integration (VLSI) realization. The functionality of the proposed network is illustrated by a simulation example concerning the maximal flow problem. PMID:18263420
Singular perturbation analysis of AOTV-related trajectory optimization problems
NASA Technical Reports Server (NTRS)
Calise, Anthony J.; Bae, Gyoung H.
1990-01-01
The problem of real time guidance and optimal control of Aeroassisted Orbit Transfer Vehicles (AOTV's) was addressed using singular perturbation theory as an underlying method of analysis. Trajectories were optimized with the objective of minimum energy expenditure in the atmospheric phase of the maneuver. Two major problem areas were addressed: optimal reentry, and synergetic plane change with aeroglide. For the reentry problem, several reduced order models were analyzed with the objective of optimal changes in heading with minimum energy loss. It was demonstrated that a further model order reduction to a single state model is possible through the application of singular perturbation theory. The optimal solution for the reduced problem defines an optimal altitude profile dependent on the current energy level of the vehicle. A separate boundary layer analysis is used to account for altitude and flight path angle dynamics, and to obtain lift and bank angle control solutions. By considering alternative approximations to solve the boundary layer problem, three guidance laws were derived, each having an analytic feedback form. The guidance laws were evaluated using a Maneuvering Reentry Research Vehicle model and all three laws were found to be near optimal. For the problem of synergetic plane change with aeroglide, a difficult terminal boundary layer control problem arises which to date is found to be analytically intractable. Thus a predictive/corrective solution was developed to satisfy the terminal constraints on altitude and flight path angle. A composite guidance solution was obtained by combining the optimal reentry solution with the predictive/corrective guidance method. Numerical comparisons with the corresponding optimal trajectory solutions show that the resulting performance is very close to optimal. An attempt was made to obtain numerically optimized trajectories for the case where heating rate is constrained. A first order state variable inequality constraint was imposed on the full order AOTV point mass equations of motion, using a simple aerodynamic heating rate model.
Optimal Control of the Obstacle Problem in a Perforated Domain
Stroemqvist, Martin H.
2012-10-15
We study the problem of optimally controlling the solution of the obstacle problem in a domain perforated by small periodically distributed holes. The solution is controlled by the choice of a perforated obstacle which is to be chosen in such a fashion that the solution is close to a given profile and the obstacle is not too irregular. We prove existence, uniqueness and stability of an optimal obstacle and derive necessary and sufficient conditions for optimality. When the number of holes increase indefinitely we determine the limit of the sequence of optimal obstacles and solutions. This limit depends strongly on the rate at which the size of the holes shrink.
A Planning Problem Combining Calculus of Variations and Optimal Transport
Carlier, G. Lachapelle, A.
2011-02-15
We consider some variants of the classical optimal transport where not only one optimizes over couplings between some variables x and y but also over some control variables governing the evolutions of these variables with time. Such a situation is motivated by an assignment problem of tasks with workers whose characteristics can evolve with time (and be controlled). We distinguish between the coupled and decoupled case. The coupled case is a standard optimal transport with the value of some optimal control problem as cost. The decoupled case is more involved since it is nonlinear in the transport plan.
Optimality conditions for the numerical solution of optimization problems with PDE constraints :
Aguilo Valentin, Miguel Alejandro; Ridzal, Denis
2014-03-01
A theoretical framework for the numerical solution of partial di erential equation (PDE) constrained optimization problems is presented in this report. This theoretical framework embodies the fundamental infrastructure required to e ciently implement and solve this class of problems. Detail derivations of the optimality conditions required to accurately solve several parameter identi cation and optimal control problems are also provided in this report. This will allow the reader to further understand how the theoretical abstraction presented in this report translates to the application.
Comparison of optimal design methods in inverse problems
NASA Astrophysics Data System (ADS)
Banks, H. T.; Holm, K.; Kappel, F.
2011-07-01
Typical optimal design methods for inverse or parameter estimation problems are designed to choose optimal sampling distributions through minimization of a specific cost function related to the resulting error in parameter estimates. It is hoped that the inverse problem will produce parameter estimates with increased accuracy using data collected according to the optimal sampling distribution. Here we formulate the classical optimal design problem in the context of general optimization problems over distributions of sampling times. We present a new Prohorov metric-based theoretical framework that permits one to treat succinctly and rigorously any optimal design criteria based on the Fisher information matrix. A fundamental approximation theory is also included in this framework. A new optimal design, SE-optimal design (standard error optimal design), is then introduced in the context of this framework. We compare this new design criterion with the more traditional D-optimal and E-optimal designs. The optimal sampling distributions from each design are used to compute and compare standard errors; the standard errors for parameters are computed using asymptotic theory or bootstrapping and the optimal mesh. We use three examples to illustrate ideas: the Verhulst-Pearl logistic population model (Banks H T and Tran H T 2009 Mathematical and Experimental Modeling of Physical and Biological Processes (Boca Raton, FL: Chapman and Hall/CRC)), the standard harmonic oscillator model (Banks H T and Tran H T 2009) and a popular glucose regulation model (Bergman R N, Ider Y Z, Bowden C R and Cobelli C 1979 Am. J. Physiol. 236 E667-77 De Gaetano A and Arino O 2000 J. Math. Biol. 40 136-68 Toffolo G, Bergman R N, Finegood D T, Bowden C R and Cobelli C 1980 Diabetes 29 979-90).
Direct Multiple Shooting Optimization with Variable Problem Parameters
NASA Technical Reports Server (NTRS)
Whitley, Ryan J.; Ocampo, Cesar A.
2009-01-01
Taking advantage of a novel approach to the design of the orbital transfer optimization problem and advanced non-linear programming algorithms, several optimal transfer trajectories are found for problems with and without known analytic solutions. This method treats the fixed known gravitational constants as optimization variables in order to reduce the need for an advanced initial guess. Complex periodic orbits are targeted with very simple guesses and the ability to find optimal transfers in spite of these bad guesses is successfully demonstrated. Impulsive transfers are considered for orbits in both the 2-body frame as well as the circular restricted three-body problem (CRTBP). The results with this new approach demonstrate the potential for increasing robustness for all types of orbit transfer problems.
Parallel evolutionary algorithms for optimization problems in aerospace engineering
NASA Astrophysics Data System (ADS)
Wang, J. F.; Periaux, J.; Sefrioui, M.
2002-12-01
This paper presents the recent developments in hierarchical genetic algorithms (HGAs) to speed up the optimization of aerodynamic shapes. It first introduces HGAs, a particular instance of parallel GAs based on the notion of interconnected sub-populations evolving independently. Previous studies have shown the advantages of introducing a multi-layered hierarchical topology in parallel GAs. Such a topology allows the use of multiple models for optimization problems, and shows that it is possible to mix fast low-fidelity models for exploration and expensive high-fidelity models for exploitation. Finally, a new class of multi-objective optimizers mixing HGAs and Nash Game Theory is defined. These methods are tested for solving design optimization problems in aerodynamics. A parallel version of this approach running a cluster of PCs demonstrate the convergence speed up on an inverse nozzle problem and a high-lift problem for a multiple element airfoil.
A Convex Geometry-Based Blind Source Separation Method for Separating Nonnegative Sources.
Yang, Zuyuan; Xiang, Yong; Rong, Yue; Xie, Kan
2015-08-01
This paper presents a convex geometry (CG)-based method for blind separation of nonnegative sources. First, the unaccessible source matrix is normalized to be column-sum-to-one by mapping the available observation matrix. Then, its zero-samples are found by searching the facets of the convex hull spanned by the mapped observations. Considering these zero-samples, a quadratic cost function with respect to each row of the unmixing matrix, together with a linear constraint in relation to the involved variables, is proposed. Upon which, an algorithm is presented to estimate the unmixing matrix by solving a classical convex optimization problem. Unlike the traditional blind source separation (BSS) methods, the CG-based method does not require the independence assumption, nor the uncorrelation assumption. Compared with the BSS methods that are specifically designed to distinguish between nonnegative sources, the proposed method requires a weaker sparsity condition. Provided simulation results illustrate the performance of our method. PMID:25203999
Numerical solution of optimal control problems for complex power systems
NASA Astrophysics Data System (ADS)
Kalimoldayev, Maksat N.; Jenaliyev, Muvasharkhan T.; Abdildayeva, Asel A.; Elezhanova, Shynar K.
2015-09-01
The questions about the decision of optimal control problems for nonlinear system of ordinary differential equations have been considered in this work. In particular, the model considered in this paper describes the controlled processes in electric power systems. Proposed solution methods follow up the principle of expansion of extreme problems based on V.F. Krotov's sufficient conditions of optimality. Numerical experiments shows sufficient efficiency of the used algorithm.
A Decision Support System for Solving Multiple Criteria Optimization Problems
ERIC Educational Resources Information Center
Filatovas, Ernestas; Kurasova, Olga
2011-01-01
In this paper, multiple criteria optimization has been investigated. A new decision support system (DSS) has been developed for interactive solving of multiple criteria optimization problems (MOPs). The weighted-sum (WS) approach is implemented to solve the MOPs. The MOPs are solved by selecting different weight coefficient values for the criteriaâ€¦
Formulation of the multimission aircraft design optimization problem
NASA Astrophysics Data System (ADS)
Straussfogel, Dennis M.
1998-12-01
The conventional single-mission aircraft design optimization problem is reformulated to allow design and optimization for multiple missions. Defining the aircraft mission as a set of continuous scalar variables leads to the concepts of mission vector and mission space. The multimission aircraft design optimization problem becomes one of optimizing a design for several different points in the mission space, simultaneously. In the limit, a design can be optimized simultaneously for all points in the mission space. Mapping various points from the optimization design space into the mission space generates actual and theoretical optimum performance surfaces. The multimission optimum configuration is defined as the single configuration that minimizes the difference between the actual performance and the theoretical optimum performance. The multimission aircraft design optimization method can be applied over several distinct mission by summing the differences between actual and theoretical optimum performance, or over all possible missions by integrating the difference between the actual and theoretical optimum performance surfaces. The concepts associated with the mission vector, mission space, and multimission optimum configuration are presented in mathematical form. The objective function for the multimission optimization problem is expressed both as a summation over discrete mission points and as an integral over the entire mission space. Mathematical expressions for objective functions based on both single and multiple objectives are developed and presented. A weighting function, emphasizing certain parts of the mission space over others, is also discussed. The multimission aircraft design optimization method is applied to an elementary wing-design optimization problem for an executive jet. The optimization problem is solved numerically for single and multiple objectives, with and without a functional constraint. The effect of the different objective functions and the confounding effect of the mission-dependent functional constraint are discussed. The results obtained from the solution of the unconstrained wing-design optimization problem validates the multimission design optimization method in that the overall performance of the multimission optimum configurations is shown to exceed that of the configurations optimized for single missions. An aircraft performance model and numerical optimization code, which were developed for the present work, are also presented.
SMMH - A Parallel Heuristic for Combinatorial Optimization Problems
Domingues, Guilherme; Morie, Yoshiyuki; Gu, Feng Long; Nanri, Takeshi; Murakami, Kazuaki
2007-12-26
The process of finding one or more optimal solutions for answering combinatorial optimization problems bases itself on the use of algorithms instances. Those instances usually have to explore a very large search spaces. Heuristics search focusing on the use of High-Order Hopfield neural networks is a largely deployed technique for very large search space. It can be established a very powerful analogy towards the dynamics evolution of a physics spin-glass system while minimizing its own energy and the energy function of the network. This paper presents a new approach for solving combinatorial optimization problems through parallel simulations, based on a High-Order Hopfield neural network using MPI specification.
SMMH--A Parallel Heuristic for Combinatorial Optimization Problems
Domingues, Guilherme; Morie, Yoshiyuki; Gu, Feng Long; Nanri, Takeshi; Murakami, Kazuaki
2007-12-26
The process of finding one or more optimal solutions for answering combinatorial optimization problems bases itself on the use of algorithms instances. Those instances usually have to explore a very large search spaces. Heuristics search focusing on the use of High-Order Hopfield neural networks is a largely deployed technique for very large search space. It can be established a very powerful analogy towards the dynamics evolution of a physics spin-glass system while minimizing its own energy and the energy function of the network. This paper presents a new approach for solving combinatorial optimization problems through parallel simulations, based on a High-Order Hopfield neural network using MPI specification.
Multiplier methods for optimization problems with Lipschitzian derivatives
NASA Astrophysics Data System (ADS)
Izmailov, A. F.; Kurennoy, A. S.
2012-12-01
Optimization problems for which the objective function and the constraints have locally Lipschitzian derivatives but are not assumed to be twice differentiable are examined. For such problems, analyses of the local convergence and the convergence rate of the multiplier (or the augmented Lagrangian) method and the linearly constraint Lagrangian method are given.
Josi?ski, Henryk; Michalczuk, Agnieszka; ?wito?ski, Adam
2014-01-01
This paper introduces an expanded version of the Invasive Weed Optimization algorithm (exIWO) distinguished by the hybrid strategy of the search space exploration proposed by the authors. The algorithm is evaluated by solving three well-known optimization problems: minimization of numerical functions, feature selection, and the Mona Lisa TSP Challenge as one of the instances of the traveling salesman problem. The achieved results are compared with analogous outcomes produced by other optimization methods reported in the literature. PMID:24955420
NASA Astrophysics Data System (ADS)
Briceño-Arias, Luis M.; Hoang, Nguyen Dinh; Peypouquet, Juan
2016-01-01
We study optimal control problems governed by maximal monotone differential inclusions with mixed control-state constraints in infinite dimensional spaces. We obtain some existence results for this kind of dynamics and construct the discrete approximations that allows us to strongly approximate optimal solutions of the continuous-type optimal control problems by their discrete counterparts. Our approach allows us to apply our results for a wide class of mappings that are applicable in mechanics and material sciences.
Nonlinear singularly perturbed optimal control problems with singular arcs
NASA Technical Reports Server (NTRS)
Ardema, M. D.
1977-01-01
A third order, nonlinear, singularly perturbed optimal control problem is considered under assumptions which assure that the full problem is singular and the reduced problem is nonsingular. The separation between the singular arc of the full problem and the optimal control law of the reduced one, both of which are hypersurfaces in state space, is of the same order as the small parameter of the problem. Boundary layer solutions are constructed which are stable and reach the outer solution in a finite time. A uniformly valid composite solution is then formed from the reduced and boundary layer solutions. The value of the approximate solution is that it is relatively easy to obtain and does not involve singular arcs. To illustrate the utility of the results, the technique is used to obtain an approximate solution of a simplified version of the aircraft minimum time-to-climb problem. A numerical example is included.
Solving inverse problems of identification type by optimal control methods
Lenhart, S.; Protopopescu, V.; Jiongmin Yong
1997-06-01
Inverse problems of identification type for nonlinear equations are considered within the framework of optimal control theory. The rigorous solution of any particular problem depends on the functional setting, type of equation, and unknown quantity (or quantities) to be determined. Here the authors present only the general articulations of the formalism. Compared to classical regularization methods (e.g. Tikhonov coupled with optimization schemes), their approach presents several advantages, namely: (i) a systematic procedure to solve inverse problems of identification type; (ii) an explicit expression for the approximations of the solution; and (iii) a convenient numerical solution of these approximations.
Sub-problem Optimization With Regression and Neural Network Approximators
NASA Technical Reports Server (NTRS)
Guptill, James D.; Hopkins, Dale A.; Patnaik, Surya N.
2003-01-01
Design optimization of large systems can be attempted through a sub-problem strategy. In this strategy, the original problem is divided into a number of smaller problems that are clustered together to obtain a sequence of sub-problems. Solution to the large problem is attempted iteratively through repeated solutions to the modest sub-problems. This strategy is applicable to structures and to multidisciplinary systems. For structures, clustering the substructures generates the sequence of sub-problems. For a multidisciplinary system, individual disciplines, accounting for coupling, can be considered as sub-problems. A sub-problem, if required, can be further broken down to accommodate sub-disciplines. The sub-problem strategy is being implemented into the NASA design optimization test bed, referred to as "CometBoards." Neural network and regression approximators are employed for reanalysis and sensitivity analysis calculations at the sub-problem level. The strategy has been implemented in sequential as well as parallel computational environments. This strategy, which attempts to alleviate algorithmic and reanalysis deficiencies, has the potential to become a powerful design tool. However, several issues have to be addressed before its full potential can be harnessed. This paper illustrates the strategy and addresses some issues.
NASA Astrophysics Data System (ADS)
Bierkens, Joris; Chernyak, Vladimir Y.; Chertkov, Michael; Kappen, Hilbert J.
2016-01-01
Long term average or ‘ergodic’ optimal control problems on a compact manifold are considered. The problems exhibit a special structure which is typical of control problems related to large deviations theory: Control is exerted in all directions and the control costs are proportional to the square of the norm of the control field with respect to the metric induced by the noise. The long term stochastic dynamics on the manifold will be completely characterized by the long term density ? and the long term current density J. As such, control problems may be reformulated as variational problems over ? and J. The density ? is paired in the cost functional with a state dependent cost function V, and the current density J is paired with a vector potential or gauge field A. We discuss several optimization problems: the problem in which both ? and J are varied freely, the problem in which ? is fixed and the one in which J is fixed. These problems lead to different kinds of operator problems: linear PDEs in the first two cases and a nonlinear PDE in the latter case. These results are obtained through a variational principle using infinite dimensional Lagrange multipliers. In the case where the initial dynamics are reversible the optimally controlled diffusion is also reversible. The particular case of constraining the dynamics to be reversible of the optimally controlled process leads to a linear eigenvalue problem for the square root of the density process.
Romero, Vicente Jose; Ayon, Douglas V.; Chen, Chun-Hung
2003-09-01
A very general and robust approach to solving optimization problems involving probabilistic uncertainty is through the use of Probabilistic Ordinal Optimization. At each step in the optimization problem, improvement is based only on a relative ranking of the probabilistic merits of local design alternatives, rather than on crisp quantification of the alternatives. Thus, we simply ask the question: 'Is that alternative better or worse than this one?' to some level of statistical confidence we require, not: 'HOW MUCH better or worse is that alternative to this one?'. In this paper we illustrate an elementary application of probabilistic ordinal concepts in a 2-D optimization problem. Two uncertain variables contribute to uncertainty in the response function. We use a simple Coordinate Pattern Search non-gradient-based optimizer to step toward the statistical optimum in the design space. We also discuss more sophisticated implementations, and some of the advantages and disadvantages versus non-ordinal approaches for optimization under uncertainty.
Lessons Learned During Solutions of Multidisciplinary Design Optimization Problems
NASA Technical Reports Server (NTRS)
Patnaik, Suna N.; Coroneos, Rula M.; Hopkins, Dale A.; Lavelle, Thomas M.
2000-01-01
Optimization research at NASA Glenn Research Center has addressed the design of structures, aircraft and airbreathing propulsion engines. During solution of the multidisciplinary problems several issues were encountered. This paper lists four issues and discusses the strategies adapted for their resolution: (1) The optimization process can lead to an inefficient local solution. This deficiency was encountered during design of an engine component. The limitation was overcome through an augmentation of animation into optimization. (2) Optimum solutions obtained were infeasible for aircraft and air-breathing propulsion engine problems. Alleviation of this deficiency required a cascading of multiple algorithms. (3) Profile optimization of a beam produced an irregular shape. Engineering intuition restored the regular shape for the beam. (4) The solution obtained for a cylindrical shell by a subproblem strategy converged to a design that can be difficult to manufacture. Resolution of this issue remains a challenge. The issues and resolutions are illustrated through six problems: (1) design of an engine component, (2) synthesis of a subsonic aircraft, (3) operation optimization of a supersonic engine, (4) design of a wave-rotor-topping device, (5) profile optimization of a cantilever beam, and (6) design of a cvlindrical shell. The combined effort of designers and researchers can bring the optimization method from academia to industry.
Russian Doll Search for solving Constraint Optimization problems
Verfaillie, G.; Lemaitre, M.
1996-12-31
If the Constraint Satisfaction framework has been extended to deal with Constraint Optimization problems, it appears that optimization is far more complex than satisfaction. One of the causes of the inefficiency of complete tree search methods, like Depth First Branch and Bound, lies in the poor quality of the lower bound on the global valuation of a partial assignment, even when using Forward Checking techniques. In this paper, we introduce the Russian Doll Search algorithm which replaces one search by n successive searches on nested subproblems (n being the number of problem variables), records the results of each search and uses them later, when solving larger subproblems, in order to improve the lower bound on the global valuation of any partial assignment. On small random problems and on large real scheduling problems, this algorithm yields surprisingly good results, which greatly improve as the problems get more constrained and the bandwidth of the used variable ordering diminishes.
Integrated network design and scheduling problems : optimization algorithms and applications.
Nurre, Sarah G.; Carlson, Jeffrey J.
2014-01-01
We consider the class of integrated network design and scheduling problems. These problems focus on selecting and scheduling operations that will change the characteristics of a network, while being speci cally concerned with the performance of the network over time. Motivating applications of INDS problems include infrastructure restoration after extreme events and building humanitarian distribution supply chains. While similar models have been proposed, no one has performed an extensive review of INDS problems from their complexity, network and scheduling characteristics, information, and solution methods. We examine INDS problems under a parallel identical machine scheduling environment where the performance of the network is evaluated by solving classic network optimization problems. We classify that all considered INDS problems as NP-Hard and propose a novel heuristic dispatching rule algorithm that selects and schedules sets of arcs based on their interactions in the network. We present computational analysis based on realistic data sets representing the infrastructures of coastal New Hanover County, North Carolina, lower Manhattan, New York, and a realistic arti cial community CLARC County. These tests demonstrate the importance of a dispatching rule to arrive at near-optimal solutions during real-time decision making activities. We extend INDS problems to incorporate release dates which represent the earliest an operation can be performed and exible release dates through the introduction of specialized machine(s) that can perform work to move the release date earlier in time. An online optimization setting is explored where the release date of a component is not known.
Salcedo-Sanz, S.; Del Ser, J.; Landa-Torres, I.; Gil-LÃ³pez, S.; Portilla-Figueras, J. A.
2014-01-01
This paper presents a novel bioinspired algorithm to tackle complex optimization problems: the coral reefs optimization (CRO) algorithm. The CRO algorithm artificially simulates a coral reef, where different corals (namely, solutions to the optimization problem considered) grow and reproduce in coral colonies, fighting by choking out other corals for space in the reef. This fight for space, along with the specific characteristics of the corals' reproduction, produces a robust metaheuristic algorithm shown to be powerful for solving hard optimization problems. In this research the CRO algorithm is tested in several continuous and discrete benchmark problems, as well as in practical application scenarios (i.e., optimum mobile network deployment and off-shore wind farm design). The obtained results confirm the excellent performance of the proposed algorithm and open line of research for further application of the algorithm to real-world problems. PMID:25147860
Pattern search algorithms for mixed variable general constrained optimization problems
NASA Astrophysics Data System (ADS)
Abramson, Mark Aaron
A new class of algorithms for solving nonlinearly constrained mixed variable optimization problems is presented. The Audet-Dennis Generalized Pattern Search (GPS) algorithm for bound constrained mixed variable optimization problems is extended to problems with general nonlinear constraints by incorporating a filter, in which new iterates are accepted whenever they decrease the incumbent objective function value or constraint violation function value. Additionally, the algorithm can exploit any available derivative information (or rough approximation thereof) to speed convergence without sacrificing the flexibility often employed by GPS methods to find better local optima. In generalizing existing GPS algorithms, the new theoretical convergence results presented here reduce seamlessly to existing results for more specific classes of problems. While no local continuity or smoothness assumptions are made, a hierarchy of theoretical convergence results is given, in which the assumptions dictate what can be proved about certain limit points of the algorithm. A new Matlab(c) software package was developed to implement these algorithms. Numerical results are provided for several nonlinear optimization problems from the CUTE test set, as well as a difficult nonlinearly constrained mixed variable optimization problem in the design of a load-bearing thermal insulation system used in cryogenic applications.
Ant colony optimization for solving university facility layout problem
NASA Astrophysics Data System (ADS)
Mohd Jani, Nurul Hafiza; Mohd Radzi, Nor Haizan; Ngadiman, Mohd Salihin
2013-04-01
Quadratic Assignment Problems (QAP) is classified as the NP hard problem. It has been used to model a lot of problem in several areas such as operational research, combinatorial data analysis and also parallel and distributed computing, optimization problem such as graph portioning and Travel Salesman Problem (TSP). In the literature, researcher use exact algorithm, heuristics algorithm and metaheuristic approaches to solve QAP problem. QAP is largely applied in facility layout problem (FLP). In this paper we used QAP to model university facility layout problem. There are 8 facilities that need to be assigned to 8 locations. Hence we have modeled a QAP problem with n â‰¤ 10 and developed an Ant Colony Optimization (ACO) algorithm to solve the university facility layout problem. The objective is to assign n facilities to n locations such that the minimum product of flows and distances is obtained. Flow is the movement from one to another facility, whereas distance is the distance between one locations of a facility to other facilities locations. The objective of the QAP is to obtain minimum total walking (flow) of lecturers from one destination to another (distance).
Application of tabu search to deterministic and stochastic optimization problems
NASA Astrophysics Data System (ADS)
Gurtuna, Ozgur
During the past two decades, advances in computer science and operations research have resulted in many new optimization methods for tackling complex decision-making problems. One such method, tabu search, forms the basis of this thesis. Tabu search is a very versatile optimization heuristic that can be used for solving many different types of optimization problems. Another research area, real options, has also gained considerable momentum during the last two decades. Real options analysis is emerging as a robust and powerful method for tackling decision-making problems under uncertainty. Although the theoretical foundations of real options are well-established and significant progress has been made in the theory side, applications are lagging behind. A strong emphasis on practical applications and a multidisciplinary approach form the basic rationale of this thesis. The fundamental concepts and ideas behind tabu search and real options are investigated in order to provide a concise overview of the theory supporting both of these two fields. This theoretical overview feeds into the design and development of algorithms that are used to solve three different problems. The first problem examined is a deterministic one: finding the optimal servicing tours that minimize energy and/or duration of missions for servicing satellites around Earth's orbit. Due to the nature of the space environment, this problem is modeled as a time-dependent, moving-target optimization problem. Two solution methods are developed: an exhaustive method for smaller problem instances, and a method based on tabu search for larger ones. The second and third problems are related to decision-making under uncertainty. In the second problem, tabu search and real options are investigated together within the context of a stochastic optimization problem: option valuation. By merging tabu search and Monte Carlo simulation, a new method for studying options, Tabu Search Monte Carlo (TSMC) method, is developed. The theoretical underpinnings of the TSMC method and the flow of the algorithm are explained. Its performance is compared to other existing methods for financial option valuation. In the third, and final, problem, TSMC method is used to determine the conditions of feasibility for hybrid electric vehicles and fuel cell vehicles. There are many uncertainties related to the technologies and markets associated with new generation passenger vehicles. These uncertainties are analyzed in order to determine the conditions in which new generation vehicles can compete with established technologies.
Problems in the Optimization of Manned Interplanetary Expeditions
NASA Astrophysics Data System (ADS)
Kiforenko, B. N.; Vasil'Ev, I. Yu.
Within the scope of the unified variation problem the authors discuss the optimization of parameters, choosing flight trajectories and optimal flight control as well as control of life support systems in spacecraft in manned interplanetary expeditions. They examine the efficiency of ejecting the life support systems waste by jets from high-thrust rocket engines as compared to partial waste regeneration. They confirm the possibility of manned expeditions to Mars before efficient life support systems based on biological regeneration are developed.
Quadratic Optimization in the Problems of Active Control of Sound
NASA Technical Reports Server (NTRS)
Loncaric, J.; Tsynkov, S. V.; Bushnell, Dennis M. (Technical Monitor)
2002-01-01
We analyze the problem of suppressing the unwanted component of a time-harmonic acoustic field (noise) on a predetermined region of interest. The suppression is rendered by active means, i.e., by introducing the additional acoustic sources called controls that generate the appropriate anti-sound. Previously, we have obtained general solutions for active controls in both continuous and discrete formulations of the problem. We have also obtained optimal solutions that minimize the overall absolute acoustic source strength of active control sources. These optimal solutions happen to be particular layers of monopoles on the perimeter of the protected region. Mathematically, minimization of acoustic source strength is equivalent to minimization in the sense of L(sub 1). By contrast. in the current paper we formulate and study optimization problems that involve quadratic functions of merit. Specifically, we minimize the L(sub 2) norm of the control sources, and we consider both the unconstrained and constrained minimization. The unconstrained L(sub 2) minimization is certainly the easiest problem to address numerically. On the other hand, the constrained approach allows one to analyze sophisticated geometries. In a special case, we call compare our finite-difference optimal solutions to the continuous optimal solutions obtained previously using a semi-analytic technique. We also show that the optima obtained in the sense of L(sub 2) differ drastically from those obtained in the sense of L(sub 1).
Fuel-optimal trajectories for aeroassisted coplanar orbital transfer problem
NASA Technical Reports Server (NTRS)
Naidu, D. S.; Hibey, J. L.; Charalambous, C.
1988-01-01
The optimal-control problem arising in coplanar orbital transfer using aeroassist technology is addressed. The maneuver involves the transfer from high earth orbit to low earth orbit with minimum fuel consumption. Simulations are carried out to obtain a corridor of entry conditions which are suitable for flying the spacecraft through the atmosphere. A highlight of the present work is the application of an efficient multiple shooting method for handling the difficult nonlinear two-point boundary value problem resulting from the optimization procedure.
State-Constrained Optimal Control Problems of Impulsive Differential Equations
Forcadel, Nicolas; Rao Zhiping Zidani, Hasnaa
2013-08-01
The present paper studies an optimal control problem governed by measure driven differential systems and in presence of state constraints. The first result shows that using the graph completion of the measure, the optimal solutions can be obtained by solving a reparametrized control problem of absolutely continuous trajectories but with time-dependent state-constraints. The second result shows that it is possible to characterize the epigraph of the reparametrized value function by a Hamilton-Jacobi equation without assuming any controllability assumption.
Application of clustering global optimization to thin film design problems.
Lemarchand, Fabien
2014-03-10
Refinement techniques usually calculate an optimized local solution, which is strongly dependent on the initial formula used for the thin film design. In the present study, a clustering global optimization method is used which can iteratively change this initial formula, thereby progressing further than in the case of local optimization techniques. A wide panel of local solutions is found using this procedure, resulting in a large range of optical thicknesses. The efficiency of this technique is illustrated by two thin film design problems, in particular an infrared antireflection coating, and a solar-selective absorber coating. PMID:24663856
Numerical Solution of Some Types of Fractional Optimal Control Problems
Sweilam, Nasser Hassan; Al-Ajami, Tamer Mostafa; Hoppe, Ronald H. W.
2013-01-01
We present two different approaches for the numerical solution of fractional optimal control problems (FOCPs) based on a spectral method using Chebyshev polynomials. The fractional derivative is described in the Caputo sense. The first approach follows the paradigm “optimize first, then discretize” and relies on the approximation of the necessary optimality conditions in terms of the associated Hamiltonian. In the second approach, the state equation is discretized first using the Clenshaw and Curtis scheme for the numerical integration of nonsingular functions followed by the Rayleigh-Ritz method to evaluate both the state and control variables. Two illustrative examples are included to demonstrate the validity and applicability of the suggested approaches. PMID:24385874
A Discrete Lagrangian Algorithm for Optimal Routing Problems
Kosmas, O. T.; Vlachos, D. S.; Simos, T. E.
2008-11-06
The ideas of discrete Lagrangian methods for conservative systems are exploited for the construction of algorithms applicable in optimal ship routing problems. The algorithm presented here is based on the discretisation of Hamilton's principle of stationary action Lagrangian and specifically on the direct discretization of the Lagrange-Hamilton principle for a conservative system. Since, in contrast to the differential equations, the discrete Euler-Lagrange equations serve as constrains for the optimization of a given cost functional, in the present work we utilize this feature in order to minimize the cost function for optimal ship routing.
Optimality problem of network topology in stocks market analysis
NASA Astrophysics Data System (ADS)
Djauhari, Maman Abdurachman; Gan, Siew Lee
2015-02-01
Since its introduction fifteen years ago, minimal spanning tree has become an indispensible tool in econophysics. It is to filter the important economic information contained in a complex system of financial markets' commodities. Here we show that, in general, that tool is not optimal in terms of topological properties. Consequently, the economic interpretation of the filtered information might be misleading. To overcome that non-optimality problem, a set of criteria and a selection procedure of an optimal minimal spanning tree will be developed. By using New York Stock Exchange data, the advantages of the proposed method will be illustrated in terms of the power-law of degree distribution.
The expanded Lagrangian system for constrained optimization problems
NASA Technical Reports Server (NTRS)
Poore, A. B.; Al-Hassan, Q.
1988-01-01
Smooth penalty functions can be combined with numerical continuation/bifurcation techniques to produce a class of robust and fast algorithms for constrained optimization problems. The key to the development of these algorithms is the Expanded Lagrangian System which is derived and analyzed in this work. This parameterized system of nonlinear equations contains the penalty path as a solution, provides a smooth homotopy into the first-order necessary conditions, and yields a global optimization technique. Furthermore, the inevitable ill-conditioning present in a sequential optimization algorithm is removed for three penalty methods: the quadratic penalty function for equality constraints, and the logarithmic barrier function (an interior method) and the quadratic loss function (an interior method) for inequality constraints. Although these techniques apply to optimization in general and to linear and nonlinear programming, calculus of variations, optimal control and parameter identification in particular, the development is primarily within the context of nonlinear programming.
The expanded LaGrangian system for constrained optimization problems
NASA Technical Reports Server (NTRS)
Poore, A. B.
1986-01-01
Smooth penalty functions can be combined with numerical continuation/bifurcation techniques to produce a class of robust and fast algorithms for constrainted optimization problems. The key to the development of these algorithms is the Expanded Lagrangian System which is derived and analyzed in this work. This parameterized system of nonlinear equations contains the penalty path as a solution, provides a smooth homotopy into the first-order necessary conditions, and yields a global optimization technique. Furthermore, the inevitable ill-conditioning present in a sequential optimization algorithm is removed for three penalty methods: the quadratic penalty function for equality constraints, and the logarithmic barrier function (an interior method) and the quadratic loss function (an interior method) for inequality constraints. Although these techniques apply to optimization in general and to linear and nonlinear programming, calculus of variations, optimal control and parameter identification in particular, the development is primarily within the context of nonlinear programming.
Artificial bee colony algorithm for solving optimal power flow problem.
Le Dinh, Luong; Vo Ngoc, Dieu; Vasant, Pandian
2013-01-01
This paper proposes an artificial bee colony (ABC) algorithm for solving optimal power flow (OPF) problem. The objective of the OPF problem is to minimize total cost of thermal units while satisfying the unit and system constraints such as generator capacity limits, power balance, line flow limits, bus voltages limits, and transformer tap settings limits. The ABC algorithm is an optimization method inspired from the foraging behavior of honey bees. The proposed algorithm has been tested on the IEEE 30-bus, 57-bus, and 118-bus systems. The numerical results have indicated that the proposed algorithm can find high quality solution for the problem in a fast manner via the result comparisons with other methods in the literature. Therefore, the proposed ABC algorithm can be a favorable method for solving the OPF problem. PMID:24470790
Artificial Bee Colony Algorithm for Solving Optimal Power Flow Problem
Le Dinh, Luong; Vo Ngoc, Dieu
2013-01-01
This paper proposes an artificial bee colony (ABC) algorithm for solving optimal power flow (OPF) problem. The objective of the OPF problem is to minimize total cost of thermal units while satisfying the unit and system constraints such as generator capacity limits, power balance, line flow limits, bus voltages limits, and transformer tap settings limits. The ABC algorithm is an optimization method inspired from the foraging behavior of honey bees. The proposed algorithm has been tested on the IEEE 30-bus, 57-bus, and 118-bus systems. The numerical results have indicated that the proposed algorithm can find high quality solution for the problem in a fast manner via the result comparisons with other methods in the literature. Therefore, the proposed ABC algorithm can be a favorable method for solving the OPF problem. PMID:24470790
Enhancements on the Convex Programming Based Powered Descent Guidance Algorithm for Mars Landing
NASA Technical Reports Server (NTRS)
Acikmese, Behcet; Blackmore, Lars; Scharf, Daniel P.; Wolf, Aron
2008-01-01
In this paper, we present enhancements on the powered descent guidance algorithm developed for Mars pinpoint landing. The guidance algorithm solves the powered descent minimum fuel trajectory optimization problem via a direct numerical method. Our main contribution is to formulate the trajectory optimization problem, which has nonconvex control constraints, as a finite dimensional convex optimization problem, specifically as a finite dimensional second order cone programming (SOCP) problem. SOCP is a subclass of convex programming, and there are efficient SOCP solvers with deterministic convergence properties. Hence, the resulting guidance algorithm can potentially be implemented onboard a spacecraft for real-time applications. Particularly, this paper discusses the algorithmic improvements obtained by: (i) Using an efficient approach to choose the optimal time-of-flight; (ii) Using a computationally inexpensive way to detect the feasibility/ infeasibility of the problem due to the thrust-to-weight constraint; (iii) Incorporating the rotation rate of the planet into the problem formulation; (iv) Developing additional constraints on the position and velocity to guarantee no-subsurface flight between the time samples of the temporal discretization; (v) Developing a fuel-limited targeting algorithm; (vi) Initial result on developing an onboard table lookup method to obtain almost fuel optimal solutions in real-time.
A Convex Approach to Fault Tolerant Control
NASA Technical Reports Server (NTRS)
Maghami, Peiman G.; Cox, David E.; Bauer, Frank (Technical Monitor)
2002-01-01
The design of control laws for dynamic systems with the potential for actuator failures is considered in this work. The use of Linear Matrix Inequalities allows more freedom in controller design criteria than typically available with robust control. This work proposes an extension of fault-scheduled control design techniques that can find a fixed controller with provable performance over a set of plants. Through convexity of the objective function, performance bounds on this set of plants implies performance bounds on a range of systems defined by a convex hull. This is used to incorporate performance bounds for a variety of soft and hard failures into the control design problem.
An Efficient Algorithm for the Convex Hull of Planar Scattered Point Set
NASA Astrophysics Data System (ADS)
Fu, Z.; Lu, Y.
2012-07-01
Computing the convex hull of a point set is requirement in the GIS applications. This paper studies on the problem of minimum convex hull and presents an improved algorithm for the minimum convex hull of planar scattered point set. It adopts approach that dividing the point set into several sub regions to get an initial convex hull boundary firstly. Then the points on the boundary, which cannot be vertices of the minimum convex hull, are removed one by one. Finally the concave points on the boundary, which cannot be vertices of the minimum convex hull, are withdrew. Experimental analysis shows the efficiency of the algorithm compared with other methods.
Optimal Experimental Design for Inverse Problem in Groundwater Modeling
NASA Astrophysics Data System (ADS)
Chang, L.; Sun, N.; Yeh, W.
2002-12-01
This research investigates experimental design in conjunction with the inverse problem of parameter structure identification in groundwater modeling. Despite the importance of model calibration, there exists only a few published works that systematically consider experimental design, model structure complexity and model application reliability. In this research, experimental design for parameter structure identification is formulated as a mixed integer nonlinear programming problem. To link the inverse problem with model application, the data sufficiency of a design is judged by solving a generalized inverse problem. The generalized inverse problem seeks to find the simplest parameter structure and its associated parameter values that satisfy the accuracy requirement in model application. To solve the inverse problem, it requires the calculation of sensitivity coefficients of state variables with respect to model parameters. In this research, we use the adjoint state method to compute the sensitivity coefficients for all computation nodes. This method is superior because it only requires running the simulation model (L+1) times, where L is the number of observation wells. We use MODFLOW to simulate groundwater flow. Additionally, the developed adjoint state equations are solved by MODFLOW. Since experimental design is predicated on the parameter values, which themselves are to be estimated before performing the experiments, prior information is combined with Monte-Carlo simulation to assess the reliability of data sufficiency. A globalVlocal optimization method is used to solve the generalized inverse problem. Finally, a genetic algorithm solves the optimal experimental design problem.
Generalized vector calculus on convex domain
NASA Astrophysics Data System (ADS)
Agrawal, Om P.; Xu, Yufeng
2015-06-01
In this paper, we apply recently proposed generalized integral and differential operators to develop generalized vector calculus and generalized variational calculus for problems defined over a convex domain. In particular, we present some generalization of Green's and Gauss divergence theorems involving some new operators, and apply these theorems to generalized variational calculus. For fractional power kernels, the formulation leads to fractional vector calculus and fractional variational calculus for problems defined over a convex domain. In special cases, when certain parameters take integer values, we obtain formulations for integer order problems. Two examples are presented to demonstrate applications of the generalized variational calculus which utilize the generalized vector calculus developed in the paper. The first example leads to a generalized partial differential equation and the second example leads to a generalized eigenvalue problem, both in two dimensional convex domains. We solve the generalized partial differential equation by using polynomial approximation. A special case of the second example is a generalized isoperimetric problem. We find an approximate solution to this problem. Many physical problems containing integer order integrals and derivatives are defined over arbitrary domains. We speculate that future problems containing fractional and generalized integrals and derivatives in fractional mechanics will be defined over arbitrary domains, and therefore, a general variational calculus incorporating a general vector calculus will be needed for these problems. This research is our first attempt in that direction.
To the optimization problem in minority game model
Yanishevsky, Vasyl
2009-12-14
The article presents the research results of the optimization problem in minority game model to a gaussian approximation using replica symmetry breaking by one step (1RSB). A comparison to replica symmetry approximation (RS) and the results from literary sources received using other methods has been held.
To the optimization problem in minority game model
NASA Astrophysics Data System (ADS)
Yanishevsky, Vasyl
2009-12-01
The article presents the research results of the optimization problem in minority game model to a gaussian approximation using replica symmetry breaking by one step (1RSB). A comparison to replica symmetry approximation (RS) and the results from literary sources received using other methods has been held.
Optimizing investment fund allocation using vehicle routing problem framework
NASA Astrophysics Data System (ADS)
Mamat, Nur Jumaadzan Zaleha; Jaaman, Saiful Hafizah; Ahmad, Rokiah Rozita
2014-07-01
The objective of investment is to maximize total returns or minimize total risks. To determine the optimum order of investment, vehicle routing problem method is used. The method which is widely used in the field of resource distribution shares almost similar characteristics with the problem of investment fund allocation. In this paper we describe and elucidate the concept of using vehicle routing problem framework in optimizing the allocation of investment fund. To better illustrate these similarities, sectorial data from FTSE Bursa Malaysia is used. Results show that different values of utility for risk-averse investors generate the same investment routes.
Satapathy, Suresh Chandra; Naik, Anima; Parvathi, K
2013-12-01
In searching for optimal solutions, teaching learning based optimization (TLBO) (Rao et al. 2011a; Rao et al. 2012; Rao & Savsani 2012a) algorithms, has been shown powerful. This paper presents an, improved version of TLBO algorithm based on orthogonal design, and we call it OTLBO (Orthogonal Teaching Learning Based Optimization). OTLBO makes TLBO faster and more robust. It uses orthogonal design and generates an optimal offspring by a statistical optimal method. A new selection strategy is applied to decrease the number of generations and make the algorithm converge faster. We evaluate OTLBO to solve some benchmark function optimization problems with a large number of local minima. Simulations indicate that OTLBO is able to find the near-optimal solutions in all cases. Compared to other state-of-the-art evolutionary algorithms, OTLBO performs significantly better in terms of the quality, speed, and stability of the final solutions. PMID:23875125
Ordinal optimization and its application to complex deterministic problems
NASA Astrophysics Data System (ADS)
Yang, Mike Shang-Yu
1998-10-01
We present in this thesis a new perspective to approach a general class of optimization problems characterized by large deterministic complexities. Many problems of real-world concerns today lack analyzable structures and almost always involve high level of difficulties and complexities in the evaluation process. Advances in computer technology allow us to build computer models to simulate the evaluation process through numerical means, but the burden of high complexities remains to tax the simulation with an exorbitant computing cost for each evaluation. Such a resource requirement makes local fine-tuning of a known design difficult under most circumstances, let alone global optimization. Kolmogorov equivalence of complexity and randomness in computation theory is introduced to resolve this difficulty by converting the complex deterministic model to a stochastic pseudo-model composed of a simple deterministic component and a white-noise like stochastic term. The resulting randomness is then dealt with by a noise-robust approach called Ordinal Optimization. Ordinal Optimization utilizes Goal Softening and Ordinal Comparison to achieve an efficient and quantifiable selection of designs in the initial search process. The approach is substantiated by a case study in the turbine blade manufacturing process. The problem involves the optimization of the manufacturing process of the integrally bladed rotor in the turbine engines of U.S. Air Force fighter jets. The intertwining interactions among the material, thermomechanical, and geometrical changes makes the current FEM approach prohibitively uneconomical in the optimization process. The generalized OO approach to complex deterministic problems is applied here with great success. Empirical results indicate a saving of nearly 95% in the computing cost.
On optimality conditions for multiobjective optimization problems in topological vector space
NASA Astrophysics Data System (ADS)
Fulga, Cristinca; Preda, Vasile
2007-10-01
In this paper, we are concerned with a differentiable multiobjective programming problem in topological vector spaces. An alternative theorem for generalized K subconvexlike mappings is given. This permits the establishment of optimality conditions in this context: several generalized Fritz John conditions, in line to those in Hu and Ling [Y. Hu, C. Ling, The generalized optimality conditions of multiobjective programming problem in topological vector space, J. Math. Anal. Appl. 290 (2004) 363-372] are obtained and, in the presence of the generalized Slater's constraint qualification, the Karush-Kuhn-Tucker necessary optimality conditions.
Solving Fuzzy Optimization Problem Using Hybrid Ls-Sa Method
NASA Astrophysics Data System (ADS)
Vasant, Pandian
2011-06-01
Fuzzy optimization problem has been one of the most and prominent topics inside the broad area of computational intelligent. It's especially relevant in the filed of fuzzy non-linear programming. It's application as well as practical realization can been seen in all the real world problems. In this paper a large scale non-linear fuzzy programming problem has been solved by hybrid optimization techniques of Line Search (LS), Simulated Annealing (SA) and Pattern Search (PS). As industrial production planning problem with cubic objective function, 8 decision variables and 29 constraints has been solved successfully using LS-SA-PS hybrid optimization techniques. The computational results for the objective function respect to vagueness factor and level of satisfaction has been provided in the form of 2D and 3D plots. The outcome is very promising and strongly suggests that the hybrid LS-SA-PS algorithm is very efficient and productive in solving the large scale non-linear fuzzy programming problem.
A free boundary approach to shape optimization problems.
Bucur, D; Velichkov, B
2015-09-13
The analysis of shape optimization problems involving the spectrum of the Laplace operator, such as isoperimetric inequalities, has known in recent years a series of interesting developments essentially as a consequence of the infusion of free boundary techniques. The main focus of this paper is to show how the analysis of a general shape optimization problem of spectral type can be reduced to the analysis of particular free boundary problems. In this survey article, we give an overview of some very recent technical tools, the so-called shape sub- and supersolutions, and show how to use them for the minimization of spectral functionals involving the eigenvalues of the Dirichlet Laplacian, under a volume constraint. PMID:26261362
Chance-Constrained Guidance With Non-Convex Constraints
NASA Technical Reports Server (NTRS)
Ono, Masahiro
2011-01-01
Missions to small bodies, such as comets or asteroids, require autonomous guidance for descent to these small bodies. Such guidance is made challenging by uncertainty in the position and velocity of the spacecraft, as well as the uncertainty in the gravitational field around the small body. In addition, the requirement to avoid collision with the asteroid represents a non-convex constraint that means finding the optimal guidance trajectory, in general, is intractable. In this innovation, a new approach is proposed for chance-constrained optimal guidance with non-convex constraints. Chance-constrained guidance takes into account uncertainty so that the probability of collision is below a specified threshold. In this approach, a new bounding method has been developed to obtain a set of decomposed chance constraints that is a sufficient condition of the original chance constraint. The decomposition of the chance constraint enables its efficient evaluation, as well as the application of the branch and bound method. Branch and bound enables non-convex problems to be solved efficiently to global optimality. Considering the problem of finite-horizon robust optimal control of dynamic systems under Gaussian-distributed stochastic uncertainty, with state and control constraints, a discrete-time, continuous-state linear dynamics model is assumed. Gaussian-distributed stochastic uncertainty is a more natural model for exogenous disturbances such as wind gusts and turbulence than the previously studied set-bounded models. However, with stochastic uncertainty, it is often impossible to guarantee that state constraints are satisfied, because there is typically a non-zero probability of having a disturbance that is large enough to push the state out of the feasible region. An effective framework to address robustness with stochastic uncertainty is optimization with chance constraints. These require that the probability of violating the state constraints (i.e., the probability of failure) is below a user-specified bound known as the risk bound. An example problem is to drive a car to a destination as fast as possible while limiting the probability of an accident to 10(exp -7). This framework allows users to trade conservatism against performance by choosing the risk bound. The more risk the user accepts, the better performance they can expect.
Solving Optimal Control Problems by Exploiting Inherent Dynamical Systems Structures
NASA Astrophysics Data System (ADS)
Flaßkamp, Kathrin; Ober-Blöbaum, Sina; Kobilarov, Marin
2012-08-01
Computing globally efficient solutions is a major challenge in optimal control of nonlinear dynamical systems. This work proposes a method combining local optimization and motion planning techniques based on exploiting inherent dynamical systems structures, such as symmetries and invariant manifolds. Prior to the optimal control, the dynamical system is analyzed for structural properties that can be used to compute pieces of trajectories that are stored in a motion planning library. In the context of mechanical systems, these motion planning candidates, termed primitives, are given by relative equilibria induced by symmetries and motions on stable or unstable manifolds of e.g. fixed points in the natural dynamics. The existence of controlled relative equilibria is studied through Lagrangian mechanics and symmetry reduction techniques. The proposed framework can be used to solve boundary value problems by performing a search in the space of sequences of motion primitives connected using optimized maneuvers. The optimal sequence can be used as an admissible initial guess for a post-optimization. The approach is illustrated by two numerical examples, the single and the double spherical pendula, which demonstrates its benefit compared to standard local optimization techniques.
Near-optimal deterministic algorithms for volume computation via M-ellipsoids
Dadush, Daniel; Vempala, Santosh S.
2013-01-01
We give a deterministic algorithm for computing an M-ellipsoid of a convex body, matching a known lower bound. This leads to a nearly optimal deterministic algorithm for estimating the volume of a convex body and improved deterministic algorithms for fundamental lattice problems under general norms.
Acuña, Daniel E; Parada, Víctor
2010-01-01
Humans need to solve computationally intractable problems such as visual search, categorization, and simultaneous learning and acting, yet an increasing body of evidence suggests that their solutions to instantiations of these problems are near optimal. Computational complexity advances an explanation to this apparent paradox: (1) only a small portion of instances of such problems are actually hard, and (2) successful heuristics exploit structural properties of the typical instance to selectively improve parts that are likely to be sub-optimal. We hypothesize that these two ideas largely account for the good performance of humans on computationally hard problems. We tested part of this hypothesis by studying the solutions of 28 participants to 28 instances of the Euclidean Traveling Salesman Problem (TSP). Participants were provided feedback on the cost of their solutions and were allowed unlimited solution attempts (trials). We found a significant improvement between the first and last trials and that solutions are significantly different from random tours that follow the convex hull and do not have self-crossings. More importantly, we found that participants modified their current better solutions in such a way that edges belonging to the optimal solution ("good" edges) were significantly more likely to stay than other edges ("bad" edges), a hallmark of structural exploitation. We found, however, that more trials harmed the participants' ability to tell good from bad edges, suggesting that after too many trials the participants "ran out of ideas." In sum, we provide the first demonstration of significant performance improvement on the TSP under repetition and feedback and evidence that human problem-solving may exploit the structure of hard problems paralleling behavior of state-of-the-art heuristics. PMID:20686597
AcuÃ±a, Daniel E.; Parada, VÃctor
2010-01-01
Humans need to solve computationally intractable problems such as visual search, categorization, and simultaneous learning and acting, yet an increasing body of evidence suggests that their solutions to instantiations of these problems are near optimal. Computational complexity advances an explanation to this apparent paradox: (1) only a small portion of instances of such problems are actually hard, and (2) successful heuristics exploit structural properties of the typical instance to selectively improve parts that are likely to be sub-optimal. We hypothesize that these two ideas largely account for the good performance of humans on computationally hard problems. We tested part of this hypothesis by studying the solutions of 28 participants to 28 instances of the Euclidean Traveling Salesman Problem (TSP). Participants were provided feedback on the cost of their solutions and were allowed unlimited solution attempts (trials). We found a significant improvement between the first and last trials and that solutions are significantly different from random tours that follow the convex hull and do not have self-crossings. More importantly, we found that participants modified their current better solutions in such a way that edges belonging to the optimal solution (â€œgoodâ€ edges) were significantly more likely to stay than other edges (â€œbadâ€ edges), a hallmark of structural exploitation. We found, however, that more trials harmed the participants' ability to tell good from bad edges, suggesting that after too many trials the participants â€œran out of ideas.â€ In sum, we provide the first demonstration of significant performance improvement on the TSP under repetition and feedback and evidence that human problem-solving may exploit the structure of hard problems paralleling behavior of state-of-the-art heuristics. PMID:20686597
Block-oriented modeling of superstructure optimization problems
Friedman, Z; Ingalls, J; Siirola, JD; Watson, JP
2013-10-15
We present a novel software framework for modeling large-scale engineered systems as mathematical optimization problems. A key motivating feature in such systems is their hierarchical, highly structured topology. Existing mathematical optimization modeling environments do not facilitate the natural expression and manipulation of hierarchically structured systems. Rather, the modeler is forced to "flatten" the system description, hiding structure that may be exploited by solvers, and obfuscating the system that the modeling environment is attempting to represent. To correct this deficiency, we propose a Python-based "block-oriented" modeling approach for representing the discrete components within the system. Our approach is an extension of the Pyomo library for specifying mathematical optimization problems. Through the use of a modeling components library, the block-oriented approach facilitates a clean separation of system superstructure from the details of individual components. This approach also naturally lends itself to expressing design and operational decisions as disjunctive expressions over the component blocks. By expressing a mathematical optimization problem in a block-oriented manner, inherent structure (e.g., multiple scenarios) is preserved for potential exploitation by solvers. In particular, we show that block-structured mathematical optimization problems can be straightforwardly manipulated by decomposition-based multi-scenario algorithmic strategies, specifically in the context of the PySP stochastic programming library. We illustrate our block-oriented modeling approach using a case study drawn from the electricity grid operations domain: unit commitment with transmission switching and N - 1 reliability constraints. Finally, we demonstrate that the overhead associated with block-oriented modeling only minimally increases model instantiation times, and need not adversely impact solver behavior. (C) 2013 Elsevier Ltd. All rights reserved.
Neural network for constrained nonsmooth optimization using Tikhonov regularization.
Qin, Sitian; Fan, Dejun; Wu, Guangxi; Zhao, Lijun
2015-03-01
This paper presents a one-layer neural network to solve nonsmooth convex optimization problems based on the Tikhonov regularization method. Firstly, it is shown that the optimal solution of the original problem can be approximated by the optimal solution of a strongly convex optimization problems. Then, it is proved that for any initial point, the state of the proposed neural network enters the equality feasible region in finite time, and is globally convergent to the unique optimal solution of the related strongly convex optimization problems. Compared with the existing neural networks, the proposed neural network has lower model complexity and does not need penalty parameters. In the end, some numerical examples and application are given to illustrate the effectiveness and improvement of the proposed neural network. PMID:25590563
NASA Astrophysics Data System (ADS)
Soares, Claudia; Xavier, Joao; Gomes, Joao
2015-09-01
We address the sensor network localization problem given noisy range measurements between pairs of nodes. We approach the non-convex maximum-likelihood formulation via a known simple convex relaxation. We exploit its favorable optimization properties to the full to obtain an approach that: is completely distributed, has a simple implementation at each node, and capitalizes on an optimal gradient method to attain fast convergence. We offer a parallel but also an asynchronous flavor, both with theoretical convergence guarantees and iteration complexity analysis. Experimental results establish leading performance. Our algorithms top the accuracy of a comparable state of the art method by one order of magnitude, using one order of magnitude fewer communications.
Multiresolution strategies for the numerical solution of optimal control problems
NASA Astrophysics Data System (ADS)
Jain, Sachin
There exist many numerical techniques for solving optimal control problems but less work has been done in the field of making these algorithms run faster and more robustly. The main motivation of this work is to solve optimal control problems accurately in a fast and efficient way. Optimal control problems are often characterized by discontinuities or switchings in the control variables. One way of accurately capturing the irregularities in the solution is to use a high resolution (dense) uniform grid. This requires a large amount of computational resources both in terms of CPU time and memory. Hence, in order to accurately capture any irregularities in the solution using a few computational resources, one can refine the mesh locally in the region close to an irregularity instead of refining the mesh uniformly over the whole domain. Therefore, a novel multiresolution scheme for data compression has been designed which is shown to outperform similar data compression schemes. Specifically, we have shown that the proposed approach results in fewer grid points in the grid compared to a common multiresolution data compression scheme. The validity of the proposed mesh refinement algorithm has been verified by solving several challenging initial-boundary value problems for evolution equations in 1D. The examples have demonstrated the stability and robustness of the proposed algorithm. The algorithm adapted dynamically to any existing or emerging irregularities in the solution by automatically allocating more grid points to the region where the solution exhibited sharp features and fewer points to the region where the solution was smooth. Thereby, the computational time and memory usage has been reduced significantly, while maintaining an accuracy equivalent to the one obtained using a fine uniform mesh. Next, a direct multiresolution-based approach for solving trajectory optimization problems is developed. The original optimal control problem is transcribed into a nonlinear programming (NLP) problem that is solved using standard NLP codes. The novelty of the proposed approach hinges on the automatic calculation of a suitable, nonuniform grid over which the NLP problem is solved, which tends to increase numerical efficiency and robustness. Control and/or state constraints are handled with ease, and without any additional computational complexity. The proposed algorithm is based on a simple and intuitive method to balance several conflicting objectives, such as accuracy of the solution, convergence, and speed of the computations. The benefits of the proposed algorithm over uniform grid implementations are demonstrated with the help of several nontrivial examples. Furthermore, two sequential multiresolution trajectory optimization algorithms for solving problems with moving targets and/or dynamically changing environments have been developed. For such problems, high accuracy is desirable only in the immediate future, yet the ultimate mission objectives should be accommodated as well. An intelligent trajectory generation for such situations is thus enabled by introducing the idea of multigrid temporal resolution to solve the associated trajectory optimization problem on a non-uniform grid across time that is adapted to: (i) immediate future, and (ii) potential discontinuities in the state and control variables.
Analysis of a turning point problem in flight trajectory optimization
NASA Technical Reports Server (NTRS)
Gracey, C.
1989-01-01
The optimal control policy for the aeroglide portion of the minimum fuel, orbital plane change problem for maneuvering entry vehicles is reduced to the solution of a turning point problem for the bank angle control. For this problem a turning point occurs at the minimum altitude of the flight, when the flight path angle equals zero. The turning point separates the bank angle control into two outer solutions that are valid away from the turning point. In a neighborhood of the turning point, where the bank angle changes rapidly, an inner solution is developed and matched with the two outer solutions. An asymptotic analysis of the turning point problem is given, and an analytic example is provided to illustrate the construction of the bank angle control.
Fuel-optimal trajectories for aeroassisted coplanar orbital transfer problem
NASA Technical Reports Server (NTRS)
Naidu, Desineni Subbaramaiah; Hibey, Joseph L.; Charalambous, Charalambos D.
1990-01-01
The optimal control problem arising in coplanar orbital transfer employing aeroassist technology is addressed. The maneuver involves the transfer from high to low earth orbit via the atmosphere, with the object of minimizing the total fuel consumption. Simulations are carried out to obtain the fuel-optimal trajectories for flying the spacecraft through the atmosphere. A highlight is the application of an efficient multiple-shooting method for treating the nonlinear two-point boundary value problem resulting from the optimizaion procedure. The strategy for the atmospheric portion of the minimum-fuel transfer is to fly at the maximum lift-to-drag ratio L/D initially in order to recover from the downward plunge, and then to fly at a negative L/D to level off the flight so that the vehicle skips out of the atmosphere with a flight path angle near zero degrees.
Game-Theoretic Approaches to Optimization Problems in Communication Networks
NASA Astrophysics Data System (ADS)
BilÃ², Vittorio; Caragiannis, Ioannis; Fanelli, Angelo; Flammini, Michele; Kaklamanis, Christos; Monaco, Gianpiero; Moscardelli, Luca
In this chapter we consider fundamental optimization problems arising in communication networks. We consider scenarios where there is no central authority that coordinates the network users in order to achieve efficient solutions. Instead, the users act in an uncoordinated and selfish manner and reach solutions to the above problems that are consistent only with their selfishness. In this sense, the users act aiming to optimize their own objectives with no regard to the globally optimum system performance. Such a behavior poses several intriguing questions ranging from the definition of reasonable and practical models for studying it to the quantification of the efficiency loss due to the lack of users' cooperation. We present several results we achieved recently in this research area and propose interesting future research directions.
An improved particle swarm optimization algorithm for reliability problems.
Wu, Peifeng; Gao, Liqun; Zou, Dexuan; Li, Steven
2011-01-01
An improved particle swarm optimization (IPSO) algorithm is proposed to solve reliability problems in this paper. The IPSO designs two position updating strategies: In the early iterations, each particle flies and searches according to its own best experience with a large probability; in the late iterations, each particle flies and searches according to the fling experience of the most successful particle with a large probability. In addition, the IPSO introduces a mutation operator after position updating, which can not only prevent the IPSO from trapping into the local optimum, but also enhances its space developing ability. Experimental results show that the proposed algorithm has stronger convergence and stability than the other four particle swarm optimization algorithms on solving reliability problems, and that the solutions obtained by the IPSO are better than the previously reported best-known solutions in the recent literature. PMID:20850737
Fuel-optimal trajectories for aeroassisted coplanar orbital transfer problem
NASA Astrophysics Data System (ADS)
Naidu, Desineni Subbaramaiah; Hibey, Joseph L.; Charalambous, Charalambos D.
1990-03-01
The optimal control problem arising in coplanar orbital transfer employing aeroassist technology is addressed. The maneuver involves the transfer from high to low earth orbit via the atmosphere, with the object of minimizing the total fuel consumption. Simulations are carried out to obtain the fuel-optimal trajectories for flying the spacecraft through the atmosphere. A highlight is the application of an efficient multiple-shooting method for treating the nonlinear two-point boundary value problem resulting from the optimizaion procedure. The strategy for the atmospheric portion of the minimum-fuel transfer is to fly at the maximum lift-to-drag ratio L/D initially in order to recover from the downward plunge, and then to fly at a negative L/D to level off the flight so that the vehicle skips out of the atmosphere with a flight path angle near zero degrees.
Optimal least-squares finite element method for elliptic problems
NASA Technical Reports Server (NTRS)
Jiang, Bo-Nan; Povinelli, Louis A.
1991-01-01
An optimal least squares finite element method is proposed for two dimensional and three dimensional elliptic problems and its advantages are discussed over the mixed Galerkin method and the usual least squares finite element method. In the usual least squares finite element method, the second order equation (-Delta x (Delta u) + u = f) is recast as a first order system (-Delta x p + u = f, Delta u - p = 0). The error analysis and numerical experiment show that, in this usual least squares finite element method, the rate of convergence for flux p is one order lower than optimal. In order to get an optimal least squares method, the irrotationality Delta x p = 0 should be included in the first order system.
A Note on Optimal Control Problem Governed by Schrödinger Equation
NASA Astrophysics Data System (ADS)
Koçak, Yusuf; Çelik, Ercan; Aksoy, Nigar Y?ld?r?m
2015-12-01
In this work, we present some results showing the controllability of the linear Schrödinger equation with complex potentials. Firstly we investigate the existence and uniqueness theorem for solution of the considered problem. Then we find the gradient of the cost functional with the help of Hamilton-Pontryagin functions. Finally we state a necessary condition in the form of variational inequality for the optimal solution using this gradient.
NASA Astrophysics Data System (ADS)
Chen, K.
1998-09-01
We propose a general learning algorithm for solving optimization problems, based on a simple strategy of trial and adaptation. The algorithm maintains a probability distribution of possible solutions (configurations), which is updated continuously in the learning process. As the probability distribution evolves, better and better solutions are shown to emerge. The performance of the algorithm is illustrated by the application to the problem of finding the ground state of the Ising spin glass. A simple theoretical understanding of the algorithm is also presented.
Overview: Applications of numerical optimization methods to helicopter design problems
NASA Technical Reports Server (NTRS)
Miura, H.
1984-01-01
There are a number of helicopter design problems that are well suited to applications of numerical design optimization techniques. Adequate implementation of this technology will provide high pay-offs. There are a number of numerical optimization programs available, and there are many excellent response/performance analysis programs developed or being developed. But integration of these programs in a form that is usable in the design phase should be recognized as important. It is also necessary to attract the attention of engineers engaged in the development of analysis capabilities and to make them aware that analysis capabilities are much more powerful if integrated into design oriented codes. Frequently, the shortcoming of analysis capabilities are revealed by coupling them with an optimization code. Most of the published work has addressed problems in preliminary system design, rotor system/blade design or airframe design. Very few published results were found in acoustics, aerodynamics and control system design. Currently major efforts are focused on vibration reduction, and aerodynamics/acoustics applications appear to be growing fast. The development of a computer program system to integrate the multiple disciplines required in helicopter design with numerical optimization technique is needed. Activities in Britain, Germany and Poland are identified, but no published results from France, Italy, the USSR or Japan were found.
Solving nonlinear equality constrained multiobjective optimization problems using neural networks.
Mestari, Mohammed; Benzirar, Mohammed; Saber, Nadia; Khouil, Meryem
2015-10-01
This paper develops a neural network architecture and a new processing method for solving in real time, the nonlinear equality constrained multiobjective optimization problem (NECMOP), where several nonlinear objective functions must be optimized in a conflicting situation. In this processing method, the NECMOP is converted to an equivalent scalar optimization problem (SOP). The SOP is then decomposed into several-separable subproblems processable in parallel and in a reasonable time by multiplexing switched capacitor circuits. The approach which we propose makes use of a decomposition-coordination principle that allows nonlinearity to be treated at a local level and where coordination is achieved through the use of Lagrange multipliers. The modularity and the regularity of the neural networks architecture herein proposed make it suitable for very large scale integration implementation. An application to the resolution of a physical problem is given to show that the approach used here possesses some advantages of the point of algorithmic view, and provides processes of resolution often simpler than the usual techniques. PMID:25647664
Guaranteed Discrete Energy Optimization on Large Protein Design Problems.
Simoncini, David; Allouche, David; de Givry, Simon; Delmas, Céline; Barbe, Sophie; Schiex, Thomas
2015-12-01
In Computational Protein Design (CPD), assuming a rigid backbone and amino-acid rotamer library, the problem of finding a sequence with an optimal conformation is NP-hard. In this paper, using Dunbrack's rotamer library and Talaris2014 decomposable energy function, we use an exact deterministic method combining branch and bound, arc consistency, and tree-decomposition to provenly identify the global minimum energy sequence-conformation on full-redesign problems, defining search spaces of size up to 10(234). This is achieved on a single core of a standard computing server, requiring a maximum of 66GB RAM. A variant of the algorithm is able to exhaustively enumerate all sequence-conformations within an energy threshold of the optimum. These proven optimal solutions are then used to evaluate the frequencies and amplitudes, in energy and sequence, at which an existing CPD-dedicated simulated annealing implementation may miss the optimum on these full redesign problems. The probability of finding an optimum drops close to 0 very quickly. In the worst case, despite 1,000 repeats, the annealing algorithm remained more than 1 Rosetta unit away from the optimum, leading to design sequences that could differ from the optimal sequence by more than 30% of their amino acids. PMID:26610100
Computational and statistical tradeoffs via convex relaxation
Chandrasekaran, Venkat; Jordan, Michael I.
2013-01-01
Modern massive datasets create a fundamental problem at the intersection of the computational and statistical sciences: how to provide guarantees on the quality of statistical inference given bounds on computational resources, such as time or space. Our approach to this problem is to define a notion of “algorithmic weakening,” in which a hierarchy of algorithms is ordered by both computational efficiency and statistical efficiency, allowing the growing strength of the data at scale to be traded off against the need for sophisticated processing. We illustrate this approach in the setting of denoising problems, using convex relaxation as the core inferential tool. Hierarchies of convex relaxations have been widely used in theoretical computer science to yield tractable approximation algorithms to many computationally intractable tasks. In the current paper, we show how to endow such hierarchies with a statistical characterization and thereby obtain concrete tradeoffs relating algorithmic runtime to amount of data. PMID:23479655
Issues and Strategies in Solving Multidisciplinary Optimization Problems
NASA Technical Reports Server (NTRS)
Patnaik, Surya
2013-01-01
Optimization research at NASA Glenn Research Center has addressed the design of structures, aircraft and airbreathing propulsion engines. The accumulated multidisciplinary design activity is collected under a testbed entitled COMETBOARDS. Several issues were encountered during the solution of the problems. Four issues and the strategies adapted for their resolution are discussed. This is followed by a discussion on analytical methods that is limited to structural design application. An optimization process can lead to an inefficient local solution. This deficiency was encountered during design of an engine component. The limitation was overcome through an augmentation of animation into optimization. Optimum solutions obtained were infeasible for aircraft and airbreathing propulsion engine problems. Alleviation of this deficiency required a cascading of multiple algorithms. Profile optimization of a beam produced an irregular shape. Engineering intuition restored the regular shape for the beam. The solution obtained for a cylindrical shell by a subproblem strategy converged to a design that can be difficult to manufacture. Resolution of this issue remains a challenge. The issues and resolutions are illustrated through a set of problems: Design of an engine component, Synthesis of a subsonic aircraft, Operation optimization of a supersonic engine, Design of a wave-rotor-topping device, Profile optimization of a cantilever beam, and Design of a cylindrical shell. This chapter provides a cursory account of the issues. Cited references provide detailed discussion on the topics. Design of a structure can also be generated by traditional method and the stochastic design concept. Merits and limitations of the three methods (traditional method, optimization method and stochastic concept) are illustrated. In the traditional method, the constraints are manipulated to obtain the design and weight is back calculated. In design optimization, the weight of a structure becomes the merit function with constraints imposed on failure modes and an optimization algorithm is used to generate the solution. Stochastic design concept accounts for uncertainties in loads, material properties, and other parameters and solution is obtained by solving a design optimization problem for a specified reliability. Acceptable solutions can be produced by all the three methods. The variation in the weight calculated by the methods was found to be modest. Some variation was noticed in designs calculated by the methods. The variation may be attributed to structural indeterminacy. It is prudent to develop design by all three methods prior to its fabrication. The traditional design method can be improved when the simplified sensitivities of the behavior constraint is used. Such sensitivity can reduce design calculations and may have a potential to unify the traditional and optimization methods. Weight versus reliability traced out an inverted-S-shaped graph. The center of the graph corresponded to mean valued design. A heavy design with weight approaching infinity could be produced for a near-zero rate of failure. Weight can be reduced to a small value for a most failure-prone design. Probabilistic modeling of load and material properties remained a challenge.
Hardy Uncertainty Principle, Convexity and Parabolic Evolutions
NASA Astrophysics Data System (ADS)
Escauriaza, L.; Kenig, C. E.; Ponce, G.; Vega, L.
2015-11-01
We give a new proof of the L 2 version of Hardy's uncertainty principle based on calculus and on its dynamical version for the heat equation. The reasonings rely on new log-convexity properties and the derivation of optimal Gaussian decay bounds for solutions to the heat equation with Gaussian decay at a future time.We extend the result to heat equations with lower order variable coefficient.
Wu, Zong-Sheng; Fu, Wei-Ping; Xue, Ru
2015-01-01
Teaching-learning-based optimization (TLBO) algorithm is proposed in recent years that simulates the teaching-learning phenomenon of a classroom to effectively solve global optimization of multidimensional, linear, and nonlinear problems over continuous spaces. In this paper, an improved teaching-learning-based optimization algorithm is presented, which is called nonlinear inertia weighted teaching-learning-based optimization (NIWTLBO) algorithm. This algorithm introduces a nonlinear inertia weighted factor into the basic TLBO to control the memory rate of learners and uses a dynamic inertia weighted factor to replace the original random number in teacher phase and learner phase. The proposed algorithm is tested on a number of benchmark functions, and its performance comparisons are provided against the basic TLBO and some other well-known optimization algorithms. The experiment results show that the proposed algorithm has a faster convergence rate and better performance than the basic TLBO and some other algorithms as well. PMID:26421005
Wu, Zong-Sheng; Fu, Wei-Ping; Xue, Ru
2015-01-01
Teaching-learning-based optimization (TLBO) algorithm is proposed in recent years that simulates the teaching-learning phenomenon of a classroom to effectively solve global optimization of multidimensional, linear, and nonlinear problems over continuous spaces. In this paper, an improved teaching-learning-based optimization algorithm is presented, which is called nonlinear inertia weighted teaching-learning-based optimization (NIWTLBO) algorithm. This algorithm introduces a nonlinear inertia weighted factor into the basic TLBO to control the memory rate of learners and uses a dynamic inertia weighted factor to replace the original random number in teacher phase and learner phase. The proposed algorithm is tested on a number of benchmark functions, and its performance comparisons are provided against the basic TLBO and some other well-known optimization algorithms. The experiment results show that the proposed algorithm has a faster convergence rate and better performance than the basic TLBO and some other algorithms as well. PMID:26421005
Optimal Parametric Discrete Event Control: Problem and Solution
Griffin, Christopher H
2008-01-01
We present a novel optimization problem for discrete event control, similar in spirit to the optimal parametric control problem common in statistical process control. In our problem, we assume a known finite state machine plant model $G$ defined over an event alphabet $\\Sigma$ so that the plant model language $L = \\LanM(G)$ is prefix closed. We further assume the existence of a \\textit{base control structure} $M_K$, which may be either a finite state machine or a deterministic pushdown machine. If $K = \\LanM(M_K)$, we assume $K$ is prefix closed and that $K \\subseteq L$. We associate each controllable transition of $M_K$ with a binary variable $X_1,\\dots,X_n$ indicating whether the transition is enabled or not. This leads to a function $M_K(X_1,\\dots,X_n)$, that returns a new control specification depending upon the values of $X_1,\\dots,X_n$. We exhibit a branch-and-bound algorithm to solve the optimization problem $\\min_{X_1,\\dots,X_n}\\max_{w \\in K} C(w)$ such that $M_K(X_1,\\dots,X_n) \\models \\Pi$ and $\\LanM(M_K(X_1,\\dots,X_n)) \\in \\Con(L)$. Here $\\Pi$ is a set of logical assertions on the structure of $M_K(X_1,\\dots,X_n)$, and $M_K(X_1,\\dots,X_n) \\models \\Pi$ indicates that $M_K(X_1,\\dots,X_n)$ satisfies the logical assertions; and, $\\Con(L)$ is the set of controllable sublanguages of $L$.
An Efficient Optimization Method for Solving Unsupervised Data Classification Problems.
Shabanzadeh, Parvaneh; Yusof, Rubiyah
2015-01-01
Unsupervised data classification (or clustering) analysis is one of the most useful tools and a descriptive task in data mining that seeks to classify homogeneous groups of objects based on similarity and is used in many medical disciplines and various applications. In general, there is no single algorithm that is suitable for all types of data, conditions, and applications. Each algorithm has its own advantages, limitations, and deficiencies. Hence, research for novel and effective approaches for unsupervised data classification is still active. In this paper a heuristic algorithm, Biogeography-Based Optimization (BBO) algorithm, was adapted for data clustering problems by modifying the main operators of BBO algorithm, which is inspired from the natural biogeography distribution of different species. Similar to other population-based algorithms, BBO algorithm starts with an initial population of candidate solutions to an optimization problem and an objective function that is calculated for them. To evaluate the performance of the proposed algorithm assessment was carried on six medical and real life datasets and was compared with eight well known and recent unsupervised data classification algorithms. Numerical results demonstrate that the proposed evolutionary optimization algorithm is efficient for unsupervised data classification. PMID:26336509
An Efficient Optimization Method for Solving Unsupervised Data Classification Problems
Shabanzadeh, Parvaneh; Yusof, Rubiyah
2015-01-01
Unsupervised data classification (or clustering) analysis is one of the most useful tools and a descriptive task in data mining that seeks to classify homogeneous groups of objects based on similarity and is used in many medical disciplines and various applications. In general, there is no single algorithm that is suitable for all types of data, conditions, and applications. Each algorithm has its own advantages, limitations, and deficiencies. Hence, research for novel and effective approaches for unsupervised data classification is still active. In this paper a heuristic algorithm, Biogeography-Based Optimization (BBO) algorithm, was adapted for data clustering problems by modifying the main operators of BBO algorithm, which is inspired from the natural biogeography distribution of different species. Similar to other population-based algorithms, BBO algorithm starts with an initial population of candidate solutions to an optimization problem and an objective function that is calculated for them. To evaluate the performance of the proposed algorithm assessment was carried on six medical and real life datasets and was compared with eight well known and recent unsupervised data classification algorithms. Numerical results demonstrate that the proposed evolutionary optimization algorithm is efficient for unsupervised data classification. PMID:26336509
On the influence of problem definition in sensor placement optimization
NASA Astrophysics Data System (ADS)
Pettit, Chris L.; Vecherin, Sergey N.; Wilson, D. Keith
2009-05-01
The combinatorial nature of sensor placement optimization has motivated the use of heuristic algorithms to avoid the high computational costs of finding global optima by focusing instead on satisfactory local optima. Transition of an optimization strategy from research to practice should involve a detailed inquiry into the dependence of its results on the representation of realistic scenarios. A sampling method was used to examine how the specification of a sensor placement problem for optimization affects the statistical properties of various ensembles of optimum networks produced by a heuristic algorithm. Features sampled in each ensemble were the resolution of the grid used for computing network coverage, the range of each sensor, and the dimensions of obstacles to line-of-sight sensing. The candidate placement grid also was sampled to examine the consequences of being unable to place sensors at a subset of a regularly spaced grid. The objective function was the number of sensors required to exceed a probability of detection threshold throughout the coverage area. The relative importance of variability in each parameter was found to depend on the widths and baseline values of the assumed variability ranges. Important length scale ratios were identified for ensuring the feasibility and integrity of the optimization process.
On the robust optimization to the uncertain vaccination strategy problem
Chaerani, D. Anggriani, N. Firdaniza
2014-02-21
In order to prevent an epidemic of infectious diseases, the vaccination coverage needs to be minimized and also the basic reproduction number needs to be maintained below 1. This means that as we get the vaccination coverage as minimum as possible, thus we need to prevent the epidemic to a small number of people who already get infected. In this paper, we discuss the case of vaccination strategy in term of minimizing vaccination coverage, when the basic reproduction number is assumed as an uncertain parameter that lies between 0 and 1. We refer to the linear optimization model for vaccination strategy that propose by Becker and Starrzak (see [2]). Assuming that there is parameter uncertainty involved, we can see Tanner et al (see [9]) who propose the optimal solution of the problem using stochastic programming. In this paper we discuss an alternative way of optimizing the uncertain vaccination strategy using Robust Optimization (see [3]). In this approach we assume that the parameter uncertainty lies within an ellipsoidal uncertainty set such that we can claim that the obtained result will be achieved in a polynomial time algorithm (as it is guaranteed by the RO methodology). The robust counterpart model is presented.
On the robust optimization to the uncertain vaccination strategy problem
NASA Astrophysics Data System (ADS)
Chaerani, D.; Anggriani, N.; Firdaniza
2014-02-01
In order to prevent an epidemic of infectious diseases, the vaccination coverage needs to be minimized and also the basic reproduction number needs to be maintained below 1. This means that as we get the vaccination coverage as minimum as possible, thus we need to prevent the epidemic to a small number of people who already get infected. In this paper, we discuss the case of vaccination strategy in term of minimizing vaccination coverage, when the basic reproduction number is assumed as an uncertain parameter that lies between 0 and 1. We refer to the linear optimization model for vaccination strategy that propose by Becker and Starrzak (see [2]). Assuming that there is parameter uncertainty involved, we can see Tanner et al (see [9]) who propose the optimal solution of the problem using stochastic programming. In this paper we discuss an alternative way of optimizing the uncertain vaccination strategy using Robust Optimization (see [3]). In this approach we assume that the parameter uncertainty lies within an ellipsoidal uncertainty set such that we can claim that the obtained result will be achieved in a polynomial time algorithm (as it is guaranteed by the RO methodology). The robust counterpart model is presented.
Mathematical theory of a relaxed design problem in structural optimization
NASA Technical Reports Server (NTRS)
Kikuchi, Noboru; Suzuki, Katsuyuki
1990-01-01
Various attempts have been made to construct a rigorous mathematical theory of optimization for size, shape, and topology (i.e. layout) of an elastic structure. If these are represented by a finite number of parametric functions, as Armand described, it is possible to construct an existence theory of the optimum design using compactness argument in a finite dimensional design space or a closed admissible set of a finite dimensional design space. However, if the admissible design set is a subset of non-reflexive Banach space such as L(sup infinity)(Omega), construction of the existence theory of the optimum design becomes suddenly difficult and requires to extend (i.e. generalize) the design problem to much more wider class of design that is compatible to mechanics of structures in the sense of variational principle. Starting from the study by Cheng and Olhoff, Lurie, Cherkaev, and Fedorov introduced a new concept of convergence of design variables in a generalized sense and construct the 'G-Closure' theory of an extended (relaxed) optimum design problem. A similar attempt, but independent in large extent, can also be found in Kohn and Strang in which the shape and topology optimization problem is relaxed to allow to use of perforated composites rather than restricting it to usual solid structures. An identical idea is also stated in Murat and Tartar using the notion of the homogenization theory. That is, introducing possibility of micro-scale perforation together with the theory of homogenization, the optimum design problem is relaxed to construct its mathematical theory. It is also noted that this type of relaxed design problem is perfectly matched to the variational principle in structural mechanics.
New attitude penalty functions for spacecraft optimal control problems
Schaub, H.; Junkins, J.L.; Robinett, R.D.
1996-03-01
A solution of a spacecraft optimal control problem, whose cost function relies on an attitude description, usually depends on the choice of attitude coordinates used. A problem could be solved using 3-2-1 Euler angles or using classical Rodriguez parameters and yield two different ``optimal`` solutions, unless the performance index in invariant with respect to the attitude coordinate choice. Another problem arising with many attitude coordinates is that they have no sense of when a body has tumbled beyond 180{degrees} from the reference attitude. In many such cases it would be easier (i.e. cost less) to let the body complete the revolution than to force it to reverse the rotation and return to the desired attitude. This paper develops a universal attitude penalty function g() whose value is independent of the attitude coordinates chosen to represent it. Furthermore, this function will achieve its maximum value only when a principal rotation of {plus_minus}180{degrees} from the target state is performed. This will implicitly permit the g() function to sense the shortest rotational distance back to the reference state. An attitude penalty function which depends on the Modified Rodriguez Parameters (MRP) will also be presented. These recently discovered MRPs are a non-singular three-parameter set which can describe any three-attitude. This MRP penalty function is simpler than the attitude coordinate independent g() function, but retains the useful property of avoiding lengthy principal rotations of more than {plus_minus}180{degrees}.
Radar rainfall estimation as an optimal prediction problem
NASA Astrophysics Data System (ADS)
Ciach, Grzegorz Jan
A formulation of the radar rainfall estimation problem as optimal statistical prediction of area-averaged rainfall accumulations based on the radar measured reflectivity is presented. Questions of the estimation and validation of such optimal prediction procedures based on large samples of synchronous radar and raingage measurement are analyzed. Our approach accepts the truth that radar cannot mimic the near-point raingage sampling and that proper quantification of the area-point difference is necessary. The questions and consequences which originate from our formulation of the radar rainfall estimation/validation problem are formalized statistically and investigated using both statistical modeling and data analysis. A general definition of the error of the radar rainfall predictions in terms of bivariate probability distributions of the radar and true rainfalls is discussed. The raingage representativeness error structure is analyzed based on the available data. An analytically tractable statistical model of the radar-raingage comparisons is developed. It shows the large impact of the estimation method on the resulting reflectivity-rainrate conversion and the incompleteness of the system due to the radar and raingage errors. These effects prove the need of additional data on the raingage area-point difference structure. Next, an Error Separation Method for the error variance estimation of the radar rainfall predictions is developed. This method is based on additional data on the rainfield small scale correlation structure. Finally, a global optimization approach to the multiparameter radar rainfall prediction is developed. The prediction algorithm is designed to minimize the error variance of the final radar rainfall product. The general radar rainfall estimation/validation methodologies developed here can also be applied to other remote sensing rainfall estimation problems. The work is concluded with a summary discussion of the obtained results and of the research directions that might stem from those results.
Localization for solving noisy multi-objective optimization problems.
Bui, Lam T; Abbass, Hussein A; Essam, Daryl
2009-01-01
This paper investigates the use of a framework of local models in the context of noisy evolutionary multi-objective optimization. Within this framework, the search space is explicitly divided into several nonoverlapping hyperspheres. A direction of improvement, which is related to the average performance of the spheres, is used for moving solutions within each sphere. This helps the local models to filter noise and increase the robustness of the evolutionary algorithm in the presence of noise. A wide range of noisy problems we used for testing and the experimental results demonstrate the ability of local models to better filter noise in comparison with that of global models. PMID:19708773
Fast solvers for optimal control problems from pattern formation
NASA Astrophysics Data System (ADS)
Stoll, Martin; Pearson, John W.; Maini, Philip K.
2016-01-01
The modeling of pattern formation in biological systems using various models of reaction-diffusion type has been an active research topic for many years. We here look at a parameter identification (or PDE-constrained optimization) problem where the Schnakenberg and Gierer-Meinhardt equations, two well-known pattern formation models, form the constraints to an objective function. Our main focus is on the efficient solution of the associated nonlinear programming problems via a Lagrange-Newton scheme. In particular we focus on the fast and robust solution of the resulting large linear systems, which are of saddle point form. We illustrate this by considering several two- and three-dimensional setups for both models. Additionally, we discuss an image-driven formulation that allows us to identify parameters of the model to match an observed quantity obtained from an image.
Finite element solution of optimal control problems with inequality constraints
NASA Technical Reports Server (NTRS)
Bless, Robert R.; Hodges, Dewey H.
1990-01-01
A finite-element method based on a weak Hamiltonian form of the necessary conditions is summarized for optimal control problems. Very crude shape functions (so simple that element numerical quadrature is not necessary) can be used to develop an efficient procedure for obtaining candidate solutions (i.e., those which satisfy all the necessary conditions) even for highly nonlinear problems. An extension of the formulation allowing for discontinuities in the states and derivatives of the states is given. A theory that includes control inequality constraints is fully developed. An advanced launch vehicle (ALV) model is presented. The model involves staging and control constraints, thus demonstrating the full power of the weak formulation to date. Numerical results are presented along with total elapsed computer time required to obtain the results. The speed and accuracy in obtaining the results make this method a strong candidate for a real-time guidance algorithm.
On representation formulas for long run averaging optimal control problem
NASA Astrophysics Data System (ADS)
Buckdahn, R.; Quincampoix, M.; Renault, J.
2015-12-01
We investigate an optimal control problem with an averaging cost. The asymptotic behaviour of the values is a classical problem in ergodic control. To study the long run averaging we consider both CesÃ ro and Abel means. A main result of the paper says that there is at most one possible accumulation point - in the uniform convergence topology - of the values, when the time horizon of the CesÃ ro means converges to infinity or the discount factor of the Abel means converges to zero. This unique accumulation point is explicitly described by representation formulas involving probability measures on the state and control spaces. As a byproduct we obtain the existence of a limit value whenever the CesÃ ro or Abel values are equicontinuous. Our approach allows to generalise several results in ergodic control, and in particular it allows to cope with cases where the limit value is not constant with respect to the initial condition.
Analysis of optimal and near-optimal continuous-thrust transfer problems in general circular orbit
NASA Astrophysics Data System (ADS)
KÃ©chichian, Jean A.
2009-09-01
A pair of practical problems in optimal continuous-thrust transfer in general circular orbit is analyzed within the context of analytic averaging for rapid computations leading to near-optimal solutions. The first problem addresses the minimum-time transfer between inclined circular orbits by proposing an analytic solution based on a split-sequence strategy in which the equatorial inclination and node controls are done separately by optimally selecting the intermediate orbit size at the sequence switch point that results in the minimum-time transfer. The consideration of the equatorial inclination and node state variables besides the orbital velocity variable is needed to further account for the important J2 perturbation that precesses the orbit plane during the transfer, unlike the thrust-only case in which it is sufficient to consider the relative inclination and velocity variables thus reducing the dimensionality of the system equations. Further extensions of the split-sequence strategy with analytic J2 effect are thus possible for equal computational ease. The second problem addresses the maximization of the equatorial inclination in fixed time by adopting a particular thrust-averaging scheme that controls only the inclination and velocity variables, leaving the node at the mercy of the J2 precession, providing robust fast-converging codes that lead to efficient near-optimal solutions. Example transfers for both sets of problems are solved showing near-optimal features as far as transfer time is concerned, by directly comparing the solutions to "exact" purely numerical counterparts that rely on precision integration of the raw unaveraged system dynamics with continuously varying thrust vector orientation in three-dimensional space.
Enhanced ant colony optimization for inventory routing problem
NASA Astrophysics Data System (ADS)
Wong, Lily; Moin, Noor Hasnah
2015-10-01
The inventory routing problem (IRP) integrates and coordinates two important components of supply chain management which are transportation and inventory management. We consider a one-to-many IRP network for a finite planning horizon. The demand for each product is deterministic and time varying as well as a fleet of capacitated homogeneous vehicles, housed at a depot/warehouse, delivers the products from the warehouse to meet the demand specified by the customers in each period. The inventory holding cost is product specific and is incurred at the customer sites. The objective is to determine the amount of inventory and to construct a delivery routing that minimizes both the total transportation and inventory holding cost while ensuring each customer's demand is met over the planning horizon. The problem is formulated as a mixed integer programming problem and is solved using CPLEX 12.4 to get the lower and upper bound (best integer) for each instance considered. We propose an enhanced ant colony optimization (ACO) to solve the problem and the built route is improved by using local search. The computational experiments demonstrating the effectiveness of our approach is presented.
Solving the Traveling Salesman's Problem Using the African Buffalo Optimization.
Odili, Julius Beneoluchi; Mohmad Kahar, Mohd Nizam
2016-01-01
This paper proposes the African Buffalo Optimization (ABO) which is a new metaheuristic algorithm that is derived from careful observation of the African buffalos, a species of wild cows, in the African forests and savannahs. This animal displays uncommon intelligence, strategic organizational skills, and exceptional navigational ingenuity in its traversal of the African landscape in search for food. The African Buffalo Optimization builds a mathematical model from the behavior of this animal and uses the model to solve 33 benchmark symmetric Traveling Salesman's Problem and six difficult asymmetric instances from the TSPLIB. This study shows that buffalos are able to ensure excellent exploration and exploitation of the search space through regular communication, cooperation, and good memory of its previous personal exploits as well as tapping from the herd's collective exploits. The results obtained by using the ABO to solve these TSP cases were benchmarked against the results obtained by using other popular algorithms. The results obtained using the African Buffalo Optimization algorithm are very competitive. PMID:26880872
Solving the Traveling Salesman's Problem Using the African Buffalo Optimization
Odili, Julius Beneoluchi; Mohmad Kahar, Mohd Nizam
2016-01-01
This paper proposes the African Buffalo Optimization (ABO) which is a new metaheuristic algorithm that is derived from careful observation of the African buffalos, a species of wild cows, in the African forests and savannahs. This animal displays uncommon intelligence, strategic organizational skills, and exceptional navigational ingenuity in its traversal of the African landscape in search for food. The African Buffalo Optimization builds a mathematical model from the behavior of this animal and uses the model to solve 33 benchmark symmetric Traveling Salesman's Problem and six difficult asymmetric instances from the TSPLIB. This study shows that buffalos are able to ensure excellent exploration and exploitation of the search space through regular communication, cooperation, and good memory of its previous personal exploits as well as tapping from the herd's collective exploits. The results obtained by using the ABO to solve these TSP cases were benchmarked against the results obtained by using other popular algorithms. The results obtained using the African Buffalo Optimization algorithm are very competitive. PMID:26880872
Logical definability and asymptotic growth in optimization and counting problems
Compton, K.
1994-12-31
There has recently been a great deal of interest in the relationship between logical definability and NP-optimization problems. Let MS{sub n} (resp. MP{sub n}) be the class of problems to compute, for given a finite structure A, the maximum number of tuples {bar x} in A satisfying a {Sigma}{sub n} (resp. II{sub n}) formula {psi}({bar x}, {bar S}) as {bar S} ranges over predicates on A. Kolaitis and Thakur showed that the classes MS{sub n} and MP{sub n} collapse to a hierarchy of four levels. Papadimitriou and Yannakakis previously showed that problems in the two lowest levels MS{sub 0} and MS{sub 1} (which they called Max Snp and Max Np) are approximable to within a contrast factor in polynomial time. Similarly, Saluja, Subrahmanyam, and Thakur defined SS{sub n} (resp. SP{sub n}) to be the class of problems to compute, for given a finite structure A, the number of tuples ({bar T}, {bar S}) satisfying a given {Sigma}{sub n} (resp. II{sub n}) formula {psi}({bar T}, {bar c}) in A. They showed that the classes SS{sub n} and SP{sub n} collapse to a hierarchy of five levels and that problems in the two lowest levels SS{sub 0} and SS{sub 1} have a fully polynomial time randomized approximation scheme. We define extended classes MSF{sub n}, MPF{sub n} SSF{sub n}, and SPF{sub n} by allowing formulae to contain predicates definable in a logic known as least fixpoint logic. The resulting hierarchies classes collapse to the same number of levels and problems in the bottom levels can be approximated as before, but now some problems descend from the highest levels in the original hierarchies to the lowest levels in the new hierarchies. We introduce a method characterizing rates of growth of average solution sizes thereby showing a number of important problems do not belong MSF{sub 1} and SSF{sub 1}. This method is related to limit laws for logics and the probabilistic method from combinatorics.
Feed Forward Neural Network and Optimal Control Problem with Control and State Constraints
Kmet', Tibor; Kmet'ova, Maria
2009-09-09
A feed forward neural network based optimal control synthesis is presented for solving optimal control problems with control and state constraints. The paper extends adaptive critic neural network architecture proposed by [5] to the optimal control problems with control and state constraints. The optimal control problem is transcribed into a nonlinear programming problem which is implemented with adaptive critic neural network. The proposed simulation method is illustrated by the optimal control problem of nitrogen transformation cycle model. Results show that adaptive critic based systematic approach holds promise for obtaining the optimal control with control and state constraints.
Human opinion dynamics: An inspiration to solve complex optimization problems
Kaur, Rishemjit; Kumar, Ritesh; Bhondekar, Amol P.; Kapur, Pawan
2013-01-01
Human interactions give rise to the formation of different kinds of opinions in a society. The study of formations and dynamics of opinions has been one of the most important areas in social physics. The opinion dynamics and associated social structure leads to decision making or so called opinion consensus. Opinion formation is a process of collective intelligence evolving from the integrative tendencies of social influence with the disintegrative effects of individualisation, and therefore could be exploited for developing search strategies. Here, we demonstrate that human opinion dynamics can be utilised to solve complex mathematical optimization problems. The results have been compared with a standard algorithm inspired from bird flocking behaviour and the comparison proves the efficacy of the proposed approach in general. Our investigation may open new avenues towards understanding the collective decision making. PMID:24141795
Convex polytopes and quantum separability
Holik, F.; Plastino, A.
2011-12-15
We advance a perspective of the entanglement issue that appeals to the Schlienz-Mahler measure [Phys. Rev. A 52, 4396 (1995)]. Related to it, we propose a criterium based on the consideration of convex subsets of quantum states. This criterium generalizes a property of product states to convex subsets (of the set of quantum states) that is able to uncover an interesting geometrical property of the separability property.
Multiagent optimization system for solving the traveling salesman problem (TSP).
Xie, Xiao-Feng; Liu, Jiming
2009-04-01
The multiagent optimization system (MAOS) is a nature-inspired method, which supports cooperative search by the self-organization of a group of compact agents situated in an environment with certain sharing public knowledge. Moreover, each agent in MAOS is an autonomous entity with personal declarative memory and behavioral components. In this paper, MAOS is refined for solving the traveling salesman problem (TSP), which is a classic hard computational problem. Based on a simplified MAOS version, in which each agent manipulates on extremely limited declarative knowledge, some simple and efficient components for solving TSP, including two improving heuristics based on a generalized edge assembly recombination, are implemented. Compared with metaheuristics in adaptive memory programming, MAOS is particularly suitable for supporting cooperative search. The experimental results on two TSP benchmark data sets show that MAOS is competitive as compared with some state-of-the-art algorithms, including the Lin-Kernighan-Helsgaun, IBGLK, PHGA, etc., although MAOS does not use any explicit local search during the runtime. The contributions of MAOS components are investigated. It indicates that certain clues can be positive for making suitable selections before time-consuming computation. More importantly, it shows that the cooperative search of agents can achieve an overall good performance with a macro rule in the switch mode, which deploys certain alternate search rules with the offline performance in negative correlations. Using simple alternate rules may prevent the high difficulty of seeking an omnipotent rule that is efficient for a large data set. PMID:19095545
The Convex Coordinates of the Symmedian Point
ERIC Educational Resources Information Center
Boyd, J. N.; Raychowdhury, P. N.
2006-01-01
In this note, we recall the convex (or barycentric) coordinates of the points of a closed triangular region. We relate the convex and trilinear coordinates of the interior points of the triangular region. We use the relationship between convex and trilinear coordinates to calculate the convex coordinates of the symmedian point of the triangularâ€¦
The Convex Coordinates of the Symmedian Point
ERIC Educational Resources Information Center
Boyd, J. N.; Raychowdhury, P. N.
2006-01-01
In this note, we recall the convex (or barycentric) coordinates of the points of a closed triangular region. We relate the convex and trilinear coordinates of the interior points of the triangular region. We use the relationship between convex and trilinear coordinates to calculate the convex coordinates of the symmedian point of the triangular…
Regression model based on convex combinations best correlated with response
NASA Astrophysics Data System (ADS)
Dokukin, A. A.; Senko, O. V.
2015-03-01
A new regression method based on constructing optimal convex combinations of simple linear regressions of the least squares method (LSM regressions) built from original regressors is presented. It is shown that, in fact, this regression method is equivalent to a modification of the LSM including the additional requirement of the coincidence of the sign of the regression parameter with that of the correlation coefficient between the corresponding regressor and the response. A method for constructing optimal convex combinations based on the concept of nonexpandable irreducible ensembles is described. Results of experiments comparing the developed method with the known glmnet algorithm are presented, which confirm the efficiency of the former.
Algorithms for bilevel optimization
NASA Technical Reports Server (NTRS)
Alexandrov, Natalia; Dennis, J. E., Jr.
1994-01-01
General multilevel nonlinear optimization problems arise in design of complex systems and can be used as a means of regularization for multi-criteria optimization problems. Here, for clarity in displaying our ideas, we restrict ourselves to general bi-level optimization problems, and we present two solution approaches. Both approaches use a trust-region globalization strategy, and they can be easily extended to handle the general multilevel problem. We make no convexity assumptions, but we do assume that the problem has a nondegenerate feasible set. We consider necessary optimality conditions for the bi-level problem formulations and discuss results that can be extended to obtain multilevel optimization formulations with constraints at each level.
Hauck, Cory D; Alldredge, Graham; Tits, Andre
2012-01-01
We present a numerical algorithm to implement entropy-based (M{sub N}) moment models in the context of a simple, linear kinetic equation for particles moving through a material slab. The closure for these models - as is the case for all entropy-based models - is derived through the solution of constrained, convex optimization problem. The algorithm has two components. The first component is a discretization of the moment equations which preserves the set of realizable moments, thereby ensuring that the optimization problem has a solution (in exact arithmetic). The discretization is a second-order kinetic scheme which uses MUSCL-type limiting in space and a strong-stability-preserving, Runge-Kutta time integrator. The second component of the algorithm is a Newton-based solver for the dual optimization problem, which uses an adaptive quadrature to evaluate integrals in the dual objective and its derivatives. The accuracy of the numerical solution to the dual problem plays a key role in the time step restriction for the kinetic scheme. We study in detail the difficulties in the dual problem that arise near the boundary of realizable moments, where quadrature formulas are less reliable and the Hessian of the dual objection function is highly ill-conditioned. Extensive numerical experiments are performed to illustrate these difficulties. In cases where the dual problem becomes 'too difficult' to solve numerically, we propose a regularization technique to artificially move moments away from the realizable boundary in a way that still preserves local particle concentrations. We present results of numerical simulations for two challenging test problems in order to quantify the characteristics of the optimization solver and to investigate when and how frequently the regularization is needed.
Optimal Control Problem of Feeding Adaptations of Daphnia and Neural Network Simulation
NASA Astrophysics Data System (ADS)
Kmet', Tibor; Kmet'ov, Mria
2010-09-01
A neural network based optimal control synthesis is presented for solving optimal control problems with control and state constraints and open final time. The optimal control problem is transcribed into nonlinear programming problem, which is implemented with adaptive critic neural network [9] and recurrent neural network for solving nonlinear proprojection equations [10]. The proposed simulation methods is illustrated by the optimal control problem of feeding adaptation of filter feeders of Daphnia. Results show that adaptive critic based systematic approach and neural network solving of nonlinear equations hold promise for obtaining the optimal control with control and state constraints and open final time.
One-Dimensional Infinite Horizon Nonconcave Optimal Control Problems Arising in Economic Dynamics
Zaslavski, Alexander J.
2011-12-15
We study the existence of optimal solutions for a class of infinite horizon nonconvex autonomous discrete-time optimal control problems. This class contains optimal control problems without discounting arising in economic dynamics which describe a model with a nonconcave utility function.
A new convexity measure for polygons.
Zunic, Jovisa; Rosin, Paul L
2004-07-01
Abstract-Convexity estimators are commonly used in the analysis of shape. In this paper, we define and evaluate a new convexity measure for planar regions bounded by polygons. The new convexity measure can be understood as a "boundary-based" measure and in accordance with this it is more sensitive to measured boundary defects than the so called "area-based" convexity measures. When compared with the convexity measure defined as the ratio between the Euclidean perimeter of the convex hull of the measured shape and the Euclidean perimeter of the measured shape then the new convexity measure also shows some advantages-particularly for shapes with holes. The new convexity measure has the following desirable properties: 1) the estimated convexity is always a number from (0, 1], 2) the estimated convexity is 1 if and only if the measured shape is convex, 3) there are shapes whose estimated convexity is arbitrarily close to 0, 4) the new convexity measure is invariant under similarity transformations, and 5) there is a simple and fast procedure for computing the new convexity measure. PMID:18579950
Three-dimensional convex particles at interfaces
Not Available
1993-02-01
The problem of a small solid particle located at the interface between two fluids is of interest for a number of practical reasons, notably in froth flotation processes used in the extraction of minerals. The equilibrium position of a solid spherical particle at a liquid-liquid interface in the gravity free situation is usually derived by assuming that the liquid-liquid interface is flat and non-bendable. The authors show that this approach cannot be correctly generalized to the case of an arbitrary convex three-dimensional body.
Solving mixed integer nonlinear programming problems using spiral dynamics optimization algorithm
NASA Astrophysics Data System (ADS)
Kania, Adhe; Sidarto, Kuntjoro Adji
2016-02-01
Many engineering and practical problem can be modeled by mixed integer nonlinear programming. This paper proposes to solve the problem with modified spiral dynamics inspired optimization method of Tamura and Yasuda. Four test cases have been examined, including problem in engineering and sport. This method succeeds in obtaining the optimal result in all test cases.
NASA Astrophysics Data System (ADS)
Gao, Qian
For both the conventional radio frequency and the comparably recent optical wireless communication systems, extensive effort from the academia had been made in improving the network spectrum efficiency and/or reducing the error rate. To achieve these goals, many fundamental challenges such as power efficient constellation design, nonlinear distortion mitigation, channel training design, network scheduling and etc. need to be properly addressed. In this dissertation, novel schemes are proposed accordingly to deal with specific problems falling in category of these challenges. Rigorous proofs and analyses are provided for each of our work to make a fair comparison with the corresponding peer works to clearly demonstrate the advantages. The first part of this dissertation considers a multi-carrier optical wireless system employing intensity modulation (IM) and direct detection (DD). A block-wise constellation design is presented, which treats the DC-bias that conventionally used solely for biasing purpose as an information basis. Our scheme, we term it MSM-JDCM, takes advantage of the compactness of sphere packing in a higher dimensional space, and in turn power efficient constellations are obtained by solving an advanced convex optimization problem. Besides the significant power gains, the MSM-JDCM has many other merits such as being capable of mitigating nonlinear distortion by including a peak-to-power ratio (PAPR) constraint, minimizing inter-symbol-interference (ISI) caused by frequency-selective fading with a novel precoder designed and embedded, and further reducing the bit-error-rate (BER) by combining with an optimized labeling scheme. The second part addresses several optimization problems in a multi-color visible light communication system, including power efficient constellation design, joint pre-equalizer and constellation design, and modeling of different structured channels with cross-talks. Our novel constellation design scheme, termed CSK-Advanced, is compared with the conventional decoupled system with the same spectrum efficiency to demonstrate the power efficiency. Crucial lighting requirements are included as optimization constraints. To control non-linear distortion, the optical peak-to-average-power ratio (PAPR) of LEDs can be individually constrained. With a SVD-based pre-equalizer designed and employed, our scheme can achieve lower BER than counterparts applying zero-forcing (ZF) or linear minimum-mean-squared-error (LMMSE) based post-equalizers. Besides, a binary switching algorithm (BSA) is applied to improve BER performance. The third part looks into a problem of two-phase channel estimation in a relayed wireless network. The channel estimates in every phase are obtained by the linear minimum mean squared error (LMMSE) method. Inaccurate estimate of the relay to destination (RtD) channel in phase 1 could affect estimate of the source to relay (StR) channel in phase 2, which is made erroneous. We first derive a close-form expression for the averaged Bayesian mean-square estimation error (ABMSE) for both phase estimates in terms of the length of source and relay training slots, based on which an iterative searching algorithm is then proposed that optimally allocates training slots to the two phases such that estimation errors are balanced. Analysis shows how the ABMSE of the StD channel estimation varies with the lengths of relay training and source training slots, the relay amplification gain, and the channel prior information respectively. The last part deals with a transmission scheduling problem in a uplink multiple-input-multiple-output (MIMO) wireless network. Code division multiple access (CDMA) is assumed as a multiple access scheme and pseudo-random codes are employed for different users. We consider a heavy traffic scenario, in which each user always has packets to transmit in the scheduled time slots. If the relay is scheduled for transmission together with users, then it operates in a full-duplex mode, where the packets previously collected from users are transmitted to the destination while new packets are being collected from users. A novel expression of throughput is first derived and then used to develop a scheduling algorithm to maximize the throughput. Our full-duplex scheduling is compared with a half-duplex scheduling, random access, and time division multiple access (TDMA), and simulation results illustrate its superiority. Throughput gains due to employment of both MIMO and CDMA are observed.
Luo Yousong
2010-06-15
In this paper we derive a necessary optimality condition for a local optimal solution of some control problems. These optimal control problems are governed by a semi-linear Vettsel boundary value problem of a linear elliptic equation. The control is applied to the state equation via the boundary and a functional of the control together with the solution of the state equation under such a control will be minimized. A constraint on the solution of the state equation is also considered.
Active Batch Selection via Convex Relaxations with Guaranteed Solution Bounds.
Chakraborty, Shayok; Balasubramanian, Vineeth; Sun, Qian; Panchanathan, Sethuraman; Ye, Jieping
2015-10-01
Active learning techniques have gained popularity to reduce human effort in labeling data instances for inducing a classifier. When faced with large amounts of unlabeled data, such algorithms automatically identify the exemplar instances for manual annotation. More recently, there have been attempts towards a batch mode form of active learning, where a batch of data points is simultaneously selected from an unlabeled set. In this paper, we propose two novel batch mode active learning (BMAL) algorithms: BatchRank and BatchRand. We first formulate the batch selection task as an NP-hard optimization problem; we then propose two convex relaxations, one based on linear programming and the other based on semi-definite programming to solve the batch selection problem. Finally, a deterministic bound is derived on the solution quality for the first relaxation and a probabilistic bound for the second. To the best of our knowledge, this is the first research effort to derive mathematical guarantees on the solution quality of the BMAL problem. Our extensive empirical studies on 15 binary, multi-class and multi-label challenging datasets corroborate that the proposed algorithms perform at par with the state-of-the-art techniques, deliver high quality solutions and are robust to real-world issues like label noise and class imbalance. PMID:26353181
A sparse superlinearly convergent SQP with applications to two-dimensional shape optimization.
Anitescu, M.
1998-04-15
Discretization of optimal shape design problems leads to very large nonlinear optimization problems. For attaining maximum computational efficiency, a sequential quadratic programming (SQP) algorithm should achieve superlinear convergence while preserving sparsity and convexity of the resulting quadratic programs. Most classical SQP approaches violate at least one of the requirements. We show that, for a very large class of optimization problems, one can design SQP algorithms that satisfy all these three requirements. The improvements in computational efficiency are demonstrated for a cam design problem.
NASA Astrophysics Data System (ADS)
Swaidan, Waleeda; Hussin, Amran
2015-10-01
Most direct methods solve finite time horizon optimal control problems with nonlinear programming solver. In this paper, we propose a numerical method for solving nonlinear optimal control problem with state and control inequality constraints. This method used quasilinearization technique and Haar wavelet operational matrix to convert the nonlinear optimal control problem into a quadratic programming problem. The linear inequality constraints for trajectories variables are converted to quadratic programming constraint by using Haar wavelet collocation method. The proposed method has been applied to solve Optimal Control of Multi-Item Inventory Model. The accuracy of the states, controls and cost can be improved by increasing the Haar wavelet resolution.
New approach for the solution of optimal control problems on parallel machines. Doctoral thesis
Stech, D.J.
1990-01-01
This thesis develops a highly parallel solution method for nonlinear optimal control problems. Balakrishnan's epsilon method is used in conjunction with the Rayleigh-Ritz method to convert the dynamic optimization of the optimal control problem into a static optimization problem. Walsh functions and orthogonal polynomials are used as basis functions to implement the Rayleigh-Ritz method. The resulting static optimization problem is solved using matrix operations which have well defined massively parallel solution methods. To demonstrate the method, a variety of nonlinear optimal control problems are solved. The nonlinear Raleigh problem with quadratic cost and nonlinear van der Pol problem with quadratic cost and terminal constraints on the states are solved in both serial and parallel on an eight processor Intel Hypercube. The solutions using both Walsh functions and Legendre polynomials as basis functions are given. In addition to these problems which are solved in parallel, a more complex nonlinear minimum time optimal control problem and nonlinear optimal control problem with an inequality constraint on the control are solved. Results show the method converges quickly, even from relatively poor initial guesses for the nominal trajectories.
Finite element approximation of an optimal control problem for the von Karman equations
NASA Technical Reports Server (NTRS)
Hou, L. Steven; Turner, James C.
1994-01-01
This paper is concerned with optimal control problems for the von Karman equations with distributed controls. We first show that optimal solutions exist. We then show that Lagrange multipliers may be used to enforce the constraints and derive an optimality system from which optimal states and controls may be deduced. Finally we define finite element approximations of solutions for the optimality system and derive error estimates for the approximations.
On convexity of H-infinity Riccati solutions and its applications
NASA Technical Reports Server (NTRS)
Li, X. P.; Chang, B. C.
1993-01-01
The celebrated two-Riccati-equation solution to a standard H-infinity control problem can be used to characterize all possible stabilizing optimal or suboptimal H-infinity controllers if the optimal H-infinity norm or gamma, an upper bound of a suboptimal H-infinity norm, is given. In this note, some properties of these H-infinity Riccati solutions are revealed. Among them, the most prominent one is that the spectral radius of the product of these two Riccati solutions is a continuous, nonincreasing, convex function of gamma on the domain of interest. Based on these properties, a quadratically convergent algorithm is developed to compute the optimal H-infinity norm.
L2CXCV: A Fortran 77 package for least squares convex/concave data smoothing
NASA Astrophysics Data System (ADS)
Demetriou, I. C.
2006-04-01
Fortran 77 software is given for least squares smoothing to data values contaminated by random errors subject to one sign change in the second divided differences of the smoothed values, where the location of the sign change is also unknown of the optimization problem. A highly useful description of the constraints is that they follow from the assumption of initially increasing and subsequently decreasing rates of change, or vice versa, of the process considered. The underlying algorithm partitions the data into two disjoint sets of adjacent data and calculates the required fit by solving a strictly convex quadratic programming problem for each set. The piecewise linear interpolant to the fit is convex on the first set and concave on the other one. The partition into suitable sets is achieved by a finite iterative algorithm, which is made quite efficient because of the interactions of the quadratic programming problems on consecutive data. The algorithm obtains the solution by employing no more quadratic programming calculations over subranges of data than twice the number of the divided differences constraints. The quadratic programming technique makes use of active sets and takes advantage of a B-spline representation of the smoothed values that allows some efficient updating procedures. The entire code required to implement the method is 2920 Fortran lines. The package has been tested on a variety of data sets and it has performed very efficiently, terminating in an overall number of active set changes over subranges of data that is only proportional to the number of data. The results suggest that the package can be used for very large numbers of data values. Some examples with output are provided to help new users and exhibit certain features of the software. Important applications of the smoothing technique may be found in calculating a sigmoid approximation, which is a common topic in various contexts in applications in disciplines like physics, economics, biology and engineering. Distribution material that includes single and double precision versions of the code, driver programs, technical details of the implementation of the software package and test examples that demonstrate the use of the software is available in an accompanying ASCII file. Program summaryTitle of program:L2CXCV Catalogue identifier:ADXM_v1_0 Program summary URL:http://cpc.cs.qub.ac.uk/summaries/ADXM_v1_0 Program obtainable from: CPC Program Library, Queen's University of Belfast, N. Ireland Computer:PC Intel Pentium, Sun Sparc Ultra 5, Hewlett-Packard HP UX 11.0 Operating system:WINDOWS 98, 2000, Unix/Solaris 7, Unix/HP UX 11.0 Programming language used:FORTRAN 77 Memory required to execute with typical data:O(n), where n is the number of data No. of bits in a byte:8 No. of lines in distributed program, including test data, etc.:29 349 No. of bytes in distributed program, including test data, etc.:1 276 663 No. of processors used:1 Has the code been vectorized or parallelized?:no Distribution format:default tar.gz Separate documentation available:Yes Nature of physical problem:Analysis of processes that show initially increasing and then decreasing rates of change (sigmoid shape), as, for example, in heat curves, reactor stability conditions, evolution curves, photoemission yields, growth models, utility functions, etc. Identifying an unknown convex/concave (sigmoid) function from some measurements of its values that contain random errors. Also, identifying the inflection point of this sigmoid function. Method of solution:Univariate data smoothing by minimizing the sum of the squares of the residuals (least squares approximation) subject to the condition that the second order divided differences of the smoothed values change sign at most once. Ideally, this is the number of sign changes in the second derivative of the underlying function. The remarkable property of the smoothed values is that they consist of one separate section of optimal components that give nonnegative second divided differences (convexity) and one separate section of optimal components that give nonpositive second divided differences (concavity). The solution process finds the joint (that is the inflection point estimate of the underlying function) of the sections automatically. The underlying method is iterative, each iteration solving a structured strictly convex quadratic programming problem in order to obtain a convex or a concave section over a subrange of data. Restrictions on the complexity of the problem:Number of data, n, is not limited in the software package, but is limited to 2000 in the main driver. The total work of the method requires 2n-2 structured quadratic programming calculations over subranges of data, which in practice does not exceed the amount of O(n) computer operations. Typical running times:CPU time on a PC with an Intel 733 MHz processor operating in Windows 98: About 2 s to smooth n=1000 noisy measurements that follow the shape of the sine function over one period. Summary:L2CXCV is a package of Fortran 77 subroutines for least squares smoothing to n univariate data values contaminated by random errors subject to one sign change in the second divided differences of the smoothed values, where the location of the sign change is unknown. The piecewise linear interpolant to the smoothed values gives a convex/concave fit to the data. The underlying algorithm is based on the property that in this best convex/concave fit, the convex and the concave section are both optimal and separate. The algorithm is iterative, each iteration solving a strictly convex quadratic programming problem for the best convex fit to the first k data, starting from the best convex fit to the first k-1 data. By reversing the order and sign of the data, the algorithm obtains the best concave fit to the last n-k data. Then it chooses that k as the optimal position of the required sign change (which defines the inflection point of the fit), if the convex and the concave components to the first k and the last n-k data, respectively, form a convex/concave vector that gives the least sum of squares of residuals. In effect the algorithm requires at most 2n-2 quadratic programming calculations over subranges of data. The package employs a technique for quadratic programming, which takes advantage of a B-spline representation of the smoothed values and makes use of some efficient O(k) updating procedures, where k is the number of data of a subrange. The package has been tested on a variety of data sets and it has performed very efficiently, terminating in an overall number of active set changes that is about n, thus exhibiting quadratic performance in n. The Fortran codes have been designed to minimize the use of computing resources. Attention has been given to computer rounding errors details, which are essential to the robustness of the software package. Numerical examples with output are provided to help the use of the software and exhibit certain features of the method. Distribution material that includes driver programs, technical details of the installation of the package and test examples that demonstrate the use of the software is available in an ASCII file that accompanies this work.
The Knaster-Kuratowski-Mazurkiewicz theorem and abstract convexities
NASA Astrophysics Data System (ADS)
Cain, George L., Jr.; González, Luis
2008-02-01
The Knaster-Kuratowski-Mazurkiewicz covering theorem (KKM), is the basic ingredient in the proofs of many so-called "intersection" theorems and related fixed point theorems (including the famous Brouwer fixed point theorem). The KKM theorem was extended from Rn to Hausdorff linear spaces by Ky Fan. There has subsequently been a plethora of attempts at extending the KKM type results to arbitrary topological spaces. Virtually all these involve the introduction of some sort of abstract convexity structure for a topological space, among others we could mention H-spaces and G-spaces. We have introduced a new abstract convexity structure that generalizes the concept of a metric space with a convex structure, introduced by E. Michael in [E. Michael, Convex structures and continuous selections, Canad. J. MathE 11 (1959) 556-575] and called a topological space endowed with this structure an M-space. In an article by Shie Park and Hoonjoo Kim [S. Park, H. Kim, Coincidence theorems for admissible multifunctions on generalized convex spaces, J. Math. Anal. Appl. 197 (1996) 173-187], the concepts of G-spaces and metric spaces with Michael's convex structure, were mentioned together but no kind of relationship was shown. In this article, we prove that G-spaces and M-spaces are close related. We also introduce here the concept of an L-space, which is inspired in the MC-spaces of J.V. Llinares [J.V. Llinares, Unified treatment of the problem of existence of maximal elements in binary relations: A characterization, J. Math. Econom. 29 (1998) 285-302], and establish relationships between the convexities of these spaces with the spaces previously mentioned.
Detection of Convexity and Concavity in Context
ERIC Educational Resources Information Center
Bertamini, Marco
2008-01-01
Sensitivity to shape changes was measured, in particular detection of convexity and concavity changes. The available data are contradictory. The author used a change detection task and simple polygons to systematically manipulate convexity/concavity. Performance was high for detecting a change of sign (a new concave vertex along a convex contour…
Newton's method for large bound-constrained optimization problems.
Lin, C.-J.; More, J. J.; Mathematics and Computer Science
1999-01-01
We analyze a trust region version of Newton's method for bound-constrained problems. Our approach relies on the geometry of the feasible set, not on the particular representation in terms of constraints. The convergence theory holds for linearly constrained problems and yields global and superlinear convergence without assuming either strict complementarity or linear independence of the active constraints. We also show that the convergence theory leads to an efficient implementation for large bound-constrained problems.
A Cascade Optimization Strategy for Solution of Difficult Multidisciplinary Design Problems
NASA Technical Reports Server (NTRS)
Patnaik, Surya N.; Coroneos, Rula M.; Hopkins, Dale A.; Berke, Laszlo
1996-01-01
A research project to comparatively evaluate 10 nonlinear optimization algorithms was recently completed. A conclusion was that no single optimizer could successfully solve all 40 problems in the test bed, even though most optimizers successfully solved at least one-third of the problems. We realized that improved search directions and step lengths, available in the 10 optimizers compared, were not likely to alleviate the convergence difficulties. For the solution of those difficult problems we have devised an alternative approach called cascade optimization strategy. The cascade strategy uses several optimizers, one followed by another in a specified sequence, to solve a problem. A pseudorandom scheme perturbs design variables between the optimizers. The cascade strategy has been tested successfully in the design of supersonic and subsonic aircraft configurations and air-breathing engines for high-speed civil transport applications. These problems could not be successfully solved by an individual optimizer. The cascade optimization strategy, however, generated feasible optimum solutions for both aircraft and engine problems. This paper presents the cascade strategy and solutions to a number of these problems.
Non-convex entropies for conservation laws with involutions.
Dafermos, Constantine M
2013-12-28
The paper discusses systems of conservation laws endowed with involutions and contingent entropies. Under the assumption that the contingent entropy function is convex merely in the direction of a cone in state space, associated with the involution, it is shown that the Cauchy problem is locally well posed in the class of classical solutions, and that classical solutions are unique and stable even within the broader class of weak solutions that satisfy an entropy inequality. This is on a par with the classical theory of solutions to hyperbolic systems of conservation laws endowed with a convex entropy. The equations of elastodynamics provide the prototypical example for the above setting. PMID:24249772
Improving the efficiency of solving discrete optimization problems: The case of VRP
NASA Astrophysics Data System (ADS)
Belov, A.; Slastnikov, S.
2016-02-01
Paper is devoted constructing efficient metaheuristics algorithms for discrete optimization problems. Particularly, we consider vehicle routing problem applying original ant colony optimization method to solve it. Besides, some parts of algorithm are separated for parallel computing. Some experimental results are performed to compare the efficiency of these methods.
Solving Continuous-Time Optimal-Control Problems with a Spreadsheet.
ERIC Educational Resources Information Center
Naevdal, Eric
2003-01-01
Explains how optimal control problems can be solved with a spreadsheet, such as Microsoft Excel. Suggests the method can be used by students, teachers, and researchers as a tool to find numerical solutions for optimal control problems. Provides several examples that range from simple to advanced. (JEH)
Topology optimization of unsteady flow problems using the lattice Boltzmann method
NASA Astrophysics Data System (ADS)
Nørgaard, Sebastian; Sigmund, Ole; Lazarov, Boyan
2016-02-01
This article demonstrates and discusses topology optimization for unsteady incompressible fluid flows. The fluid flows are simulated using the lattice Boltzmann method, and a partial bounceback model is implemented to model the transition between fluid and solid phases in the optimization problems. The optimization problem is solved with a gradient based method, and the design sensitivities are computed by solving the discrete adjoint problem. For moderate Reynolds number flows, it is demonstrated that topology optimization can successfully account for unsteady effects such as vortex shedding and time-varying boundary conditions. Such effects are relevant in several engineering applications, i.e. fluid pumps and control valves.
Convex Entropy, Hopf Bifurcation, and Viscous and Inviscid Shock Stability
NASA Astrophysics Data System (ADS)
Barker, Blake; Freistühler, Heinrich; Zumbrun, Kevin
2015-07-01
We consider by a combination of analytical and numerical techniques, some basic questions regarding the relations between inviscid and viscous stability and the existence of a convex entropy. Specifically, for a system possessing a convex entropy, in particular for the equations of gas dynamics with a convex equation of state, we ask: (1) can inviscid instability occur? (2) can viscous instability not detected by inviscid theory occur? (3) can there occur the—necessarily viscous—effect of Hopf bifurcation, or "galloping instability"? and, perhaps most important from a practical point of view, (4) as shock amplitude is increased from the (stable) weak-amplitude limit, can there occur a first transition from viscous stability to instability that is not detected by inviscid theory? We show that (1) does occur for strictly hyperbolic, genuinely nonlinear gas dynamics with certain convex equations of state, while (2) and (3) do occur for an artifically constructed system with convex viscosity-compatible entropy. We do not know of an example for which (4) occurs, leaving this as a key open question in viscous shock theory, related to the principal eigenvalue property of Sturm Liouville and related operators. In analogy with, and partly proceeding close to, the analysis of Smith on (non-)uniqueness of the Riemann problem, we obtain convenient criteria for shock (in)stability in the form of necessary and sufficient conditions on the equation of state.
A novel geometric approach to binary classification based on scaled convex hulls.
Liu, Zhenbing; Liu, J G; Pan, Chao; Wang, Guoyou
2009-07-01
Geometric methods are very intuitive and provide a theoretical foundation to many optimization problems in the fields of pattern recognition and machine learning. In this brief, the notion of scaled convex hull (SCH) is defined and a set of theoretical results are exploited to support it. These results allow the existing nearest point algorithms to be directly applied to solve both the separable and nonseparable classification problems successfully and efficiently. Then, the popular S-K algorithm has been presented to solve the nonseparable problems in the context of the SCH framework. The theoretical analysis and some experiments show that the proposed method may achieve better performance than the state-of-the-art methods in terms of the number of kernel evaluations and the execution time. PMID:19482572
Initial parameters problem of WNN based on particle swarm optimization
NASA Astrophysics Data System (ADS)
Yang, Chi-I.; Wang, Kaicheng; Chang, Kueifang
2014-04-01
The stock price prediction by the wavelet neural network is about minimizing RMSE by adjusting the parameters of initial values of network, training data percentage, and the threshold value in order to predict the fluctuation of stock price in two weeks. The objective of this dissertation is to reduce the number of parameters to be adjusted for achieving the minimization of RMSE. There are three kinds of parameters of initial value of network: w , t , and d . The optimization of these three parameters will be conducted by the Particle Swarm Optimization method, and comparison will be made with the performance of original program, proving that RMSE can be even less than the one before the optimization. It has also been shown in this dissertation that there is no need for adjusting training data percentage and threshold value for 68% of the stocks when the training data percentage is set at 10% and the threshold value is set at 0.01.
Optimal Conditions for the Control Problem Associated to a Biomedical Process
NASA Astrophysics Data System (ADS)
Bund?u, O.; Juratoni, A.; Chevere?an, A.
2010-09-01
This paper considers a mathematical model of infectious disease of SIS type. We will analyze the problem of minimizing the cost of diseases trough medical treatment. Mathematical modeling of this process leads to an optimal control problem with a finite horizon. The necessary conditions for optimality are given. Using the optimality conditions we prove the existence, uniqueness and stability of the steady state for a differential equations system.
Nonconvex network optimization: Algorithms and software
Lamar, B.
1994-12-31
Although very efficient solution methods exist for linear and convex network optimization problems, minimum cost network flow problems with concave arc cost functions are challenging because the determination of the optimal solution requires, in the worst case, an evaluation of all the extreme points in the feasible region. Even more challenging, are network flow problems whose arc costs are neither concave nor convex as is the case for problems with price breaks or all-unit discounting. Yet, such situations arise frequently in many real-world problems. In this talk, solution methods for concave cost network flow problems will be reviewed and a computer software package will be presented. In addition, a method for converting networks with arbitrary arc costs into a pure concave cost network will be described.
Solving the optimal attention allocation problem in manual control
NASA Technical Reports Server (NTRS)
Kleinman, D. L.
1976-01-01
Within the context of the optimal control model of human response, analytic expressions for the gradients of closed-loop performance metrics with respect to human operator attention allocation are derived. These derivatives serve as the basis for a gradient algorithm that determines the optimal attention that a human should allocate among several display indicators in a steady-state manual control task. Application of the human modeling techniques are made to study the hover control task for a CH-46 VTOL flight tested by NASA.
Foot care: prevention of problems for optimal health.
Bennett, Patricia C
2006-05-01
Problems of the feet generally cause pain but are not life threatening. By making information available regarding ill-fitting shoes and the conditions linked to poor shoe wear, the awareness of our clients can be raised. Home health nurses can contribute to the educational process that may reduce foot problems associated with improper shoe wear. As the foot ages, the normal plantar fat pad begins to atrophy. During the initial visit, foot health should be integrated into health promotion. This article seeks to provide an overview of common foot problems that are not related to diabetes mellitus. PMID:16699346
Evaluating Convex Roof Entanglement Measures
NASA Astrophysics Data System (ADS)
Tóth, Géza; Moroder, Tobias; Gühne, Otfried
2015-04-01
We show a powerful method to compute entanglement measures based on convex roof constructions. In particular, our method is applicable to measures that, for pure states, can be written as low order polynomials of operator expectation values. We show how to compute the linear entropy of entanglement, the linear entanglement of assistance, and a bound on the dimension of the entanglement for bipartite systems. We discuss how to obtain the convex roof of the three-tangle for three-qubit states. We also show how to calculate the linear entropy of entanglement and the quantum Fisher information based on partial information or device independent information. We demonstrate the usefulness of our method by concrete examples.
Evaluating convex roof entanglement measures.
Tóth, Géza; Moroder, Tobias; Gühne, Otfried
2015-04-24
We show a powerful method to compute entanglement measures based on convex roof constructions. In particular, our method is applicable to measures that, for pure states, can be written as low order polynomials of operator expectation values. We show how to compute the linear entropy of entanglement, the linear entanglement of assistance, and a bound on the dimension of the entanglement for bipartite systems. We discuss how to obtain the convex roof of the three-tangle for three-qubit states. We also show how to calculate the linear entropy of entanglement and the quantum Fisher information based on partial information or device independent information. We demonstrate the usefulness of our method by concrete examples. PMID:25955038
DC optimization modeling for shape-based recognition
NASA Astrophysics Data System (ADS)
Sturtz, Kirk; Arnold, Gregory; Ferrara, Matthew
2009-05-01
This paper addresses several fundamental problems that have hindered the development of model-based recognition systems: (a) The feature-correspondence problem whose complexity grows exponentially with the number of image points versus model points, (b) The restriction of matching image data points to a point-based model (e.g., point based features), and (c) The local versus global minima issue associated with using an optimization model. Using a convex hull representation for the surfaces of an object, common in CAD models, allows generalizing the point-to-point matching problem to a point-to-surface matching problem. A discretization of the Euclidean transformation variables and use of the well known assignment model of Linear Programming renown leads to a multilinear programming problem. Using a logarithmic/exponential transformation employed in geometric programming this nonconvex optimization problem can be transformed into a difference of convex functions (DC) optimization problem which can be solved using a DC programming algorithm.
Some Marginalist Intuition Concerning the Optimal Commodity Tax Problem
ERIC Educational Resources Information Center
Brett, Craig
2006-01-01
The author offers a simple intuition that can be exploited to derive and to help interpret some canonical results in the theory of optimal commodity taxation. He develops and explores the principle that the marginal social welfare loss per last unit of tax revenue generated be equalized across tax instruments. A simple two-consumer,â€¦
Some Marginalist Intuition Concerning the Optimal Commodity Tax Problem
ERIC Educational Resources Information Center
Brett, Craig
2006-01-01
The author offers a simple intuition that can be exploited to derive and to help interpret some canonical results in the theory of optimal commodity taxation. He develops and explores the principle that the marginal social welfare loss per last unit of tax revenue generated be equalized across tax instruments. A simple two-consumer,…
Cano, Emilio L; Moguerza, Javier M; Alonso-Ayuso, Antonio
2015-12-01
Optimization instances relate to the input and output data stemming from optimization problems in general. Typically, an optimization problem consists of an objective function to be optimized (either minimized or maximized) and a set of constraints. Thus, objective and constraints are jointly a set of equations in the optimization model. Such equations are a combination of decision variables and known parameters, which are usually related to a set domain. When this combination is a linear combination, we are facing a classical Linear Programming (LP) problem. An optimization instance is related to an optimization model. We refer to that model as the Symbolic Model Specification (SMS) containing all the sets, variables, and parameters symbols and relations. Thus, a whole instance is composed by the SMS, the elements in each set, the data values for all the parameters, and, eventually, the optimal decisions resulting from the optimization solution. This data article contains several optimization instances from a real-world optimization problem relating to investment planning on energy efficient technologies at the building level. PMID:26693515
Cano, Emilio L.; Moguerza, Javier M.; Alonso-Ayuso, Antonio
2015-01-01
Optimization instances relate to the input and output data stemming from optimization problems in general. Typically, an optimization problem consists of an objective function to be optimized (either minimized or maximized) and a set of constraints. Thus, objective and constraints are jointly a set of equations in the optimization model. Such equations are a combination of decision variables and known parameters, which are usually related to a set domain. When this combination is a linear combination, we are facing a classical Linear Programming (LP) problem. An optimization instance is related to an optimization model. We refer to that model as the Symbolic Model Specification (SMS) containing all the sets, variables, and parameters symbols and relations. Thus, a whole instance is composed by the SMS, the elements in each set, the data values for all the parameters, and, eventually, the optimal decisions resulting from the optimization solution. This data article contains several optimization instances from a real-world optimization problem relating to investment planning on energy efficient technologies at the building level. PMID:26693515
Optimization technique for problems with an inequality constraint
NASA Technical Reports Server (NTRS)
Russell, K. J.
1972-01-01
General technique uses a modified version of an existing technique termed the pattern search technique. New procedure called the parallel move strategy permits pattern search technique to be used with problems involving a constraint.
Variational stability of optimal control problems involving subdifferential operators
Tolstonogov, Aleksandr A
2011-04-30
This paper is concerned with the problem of minimizing an integral functional with control-nonconvex integrand over the class of solutions of a control system in a Hilbert space subject to a control constraint given by a phase-dependent multivalued map with closed nonconvex values. The integrand, the subdifferential operators, the perturbation term, the initial conditions and the control constraint all depend on a parameter. Along with this problem, the paper considers the problem of minimizing an integral functional with control-convexified integrand over the class of solutions of the original system, but now subject to a convexified control constraint. By a solution of a control system we mean a 'trajectory-control' pair. For each value of the parameter, the convexified problem is shown to have a solution, which is the limit of a minimizing sequence of the original problem, and the minimal value of the functional with the convexified integrand is a continuous function of the parameter. This property is commonly referred to as the variational stability of a minimization problem. An example of a control parabolic system with hysteresis and diffusion effects is considered. Bibliography: 24 titles.
Multiple shooting algorithms for jump-discontinuous problems in optimal control and estimation
NASA Technical Reports Server (NTRS)
Mook, D. J.; Lew, Jiann-Shiun
1991-01-01
Multiple shooting algorithms are developed for jump-discontinuous two-point boundary value problems arising in optimal control and optimal estimation. Examples illustrating the origin of such problems are given to motivate the development of the solution algorithms. The algorithms convert the necessary conditions, consisting of differential equations and transversality conditions, into algebraic equations. The solution of the algebraic equations provides exact solutions for linear problems. The existence and uniqueness of the solution are proved.
Convex Diffraction Grating Imaging Spectrometer
NASA Technical Reports Server (NTRS)
Chrisp, Michael P. (Inventor)
1999-01-01
A 1:1 Offner mirror system for imaging off-axis objects is modified by replacing a concave spherical primary mirror that is concentric with a convex secondary mirror with two concave spherical mirrors M1 and M2 of the same or different radii positioned with their respective distances d1 and d2 from a concentric convex spherical diffraction grating having its grooves parallel to the entrance slit of the spectrometer which replaces the convex secondary mirror. By adjusting their distances d1 and d2 and their respective angles of reflection alpha and beta, defined as the respective angles between their incident and reflected rays, all aberrations are corrected without the need to increase the spectrometer size for a given entrance slit size to reduce astigmatism, thus allowing the imaging spectrometer volume to be less for a given application than would be possible with conventional imaging spectrometers and still give excellent spatial and spectral imaging of the slit image spectra over the focal plane.
Decomposition of separable and symmetric convex templates
NASA Astrophysics Data System (ADS)
Li, Dong; Ritter, Gerhard X.
1990-11-01
Convolutions are a fundamental tool in image processing. Classical examples of 2-dimensional linear convolutions include image correlation the mean filter the discrete Fourier transform and a multitude of edge mask filers. Nonlinear convolutions are used in such operations as the median filter the medial axis transform and erosions and dilations as defined in mathematical morphology. For large convolution mask the computation cost resulting from implementation can be prohibitive. However in many instances this cost can be significantly reduced by decomposing the masks or templates into a sequence of smaller templates. In addition such decompositions can often be made architecture specific and thus resulting in optimal transform performance. In this paper the issues of template decomposition are discussed in the context of the image algebra. Necessary and sufficient conditions as well as some efficient methods for decomposing rectangular symmetric convex and spherical templates are presented.
Erem, Burak; van Dam, Peter M.; Brooks, Dana H.
2014-01-01
Noninvasive imaging of cardiac electrical function has begun to move towards clinical adoption. Here we consider one common formulation of the problem, in which the goal is to estimate the spatial distribution of electrical activation times during a cardiac cycle. We address the challenge of understanding the robustness and uncertainty of solutions to this formulation. This formulation poses a non-convex, non-linear least squares optimization problem. We show that it can be relaxed to be convex, at the cost of some degree of physiological realism of the solution set, and that this relaxation can be used as a framework to study model inaccuracy and solution uncertainty. We present two examples, one using data from a healthy human subject and the other synthesized with the ECGSIM software package. In the first case, we consider uncertainty in the initial guess and regularization parameter. In the second case, we mimic the presence of an ischemic zone in the heart in a way which violates a model assumption. We show that the convex relaxation allows understanding of spatial distribution of parameter sensitivity in the first case, and identification of model violation in the second. PMID:24710159
Discrete Bat Algorithm for Optimal Problem of Permutation Flow Shop Scheduling
Luo, Qifang; Zhou, Yongquan; Xie, Jian; Ma, Mingzhi; Li, Liangliang
2014-01-01
A discrete bat algorithm (DBA) is proposed for optimal permutation flow shop scheduling problem (PFSP). Firstly, the discrete bat algorithm is constructed based on the idea of basic bat algorithm, which divide whole scheduling problem into many subscheduling problems and then NEH heuristic be introduced to solve subscheduling problem. Secondly, some subsequences are operated with certain probability in the pulse emission and loudness phases. An intensive virtual population neighborhood search is integrated into the discrete bat algorithm to further improve the performance. Finally, the experimental results show the suitability and efficiency of the present discrete bat algorithm for optimal permutation flow shop scheduling problem. PMID:25243220
Singular optimal control and the identically non-regular problem in the calculus of variations
NASA Technical Reports Server (NTRS)
Menon, P. K. A.; Kelley, H. J.; Cliff, E. M.
1985-01-01
A small but interesting class of optimal control problems featuring a scalar control appearing linearly is equivalent to the class of identically nonregular problems in the Calculus of Variations. It is shown that a condition due to Mancill (1950) is equivalent to the generalized Legendre-Clebsch condition for this narrow class of problems.
NASA Astrophysics Data System (ADS)
Sofi, A. Z. M.; Mamat, M.; Ibrahim, M. A. H.
2013-04-01
Solving the unconstrained optimization problems is not easy and DFP update method is one of the methods that we can work with to solve the problems. In unconstrained optimization, the time computing needed by the method's algorithm to solve the problems is very vital and because of that, we proposed a hybrid search direction for DFP update method in order to reduce the computation time needed for solving unconstrained optimization problems. Some convergence analysis and numerical results of the hybrid search direction were analyzed and the results showed that the proposed hybrid search direction strictly reduce the computation time needed by DFP update method and at the same time increase the method's efficiency which is sometimes fail for some complicated unconstrained optimization problems.
Promoting optimal development: screening for behavioral and emotional problems.
Weitzman, Carol; Wegner, Lynn
2015-02-01
By current estimates, at any given time, approximately 11% to 20% of children in the United States have a behavioral or emotional disorder, as defined in the Diagnostic and Statistical Manual of Mental Disorders, Fifth Edition. Between 37% and 39% of children will have a behavioral or emotional disorder diagnosed by 16 years of age, regardless of geographic location in the United States. Behavioral and emotional problems and concerns in children and adolescents are not being reliably identified or treated in the US health system. This clinical report focuses on the need to increase behavioral screening and offers potential changes in practice and the health system, as well as the research needed to accomplish this. This report also (1) reviews the prevalence of behavioral and emotional disorders, (2) describes factors affecting the emergence of behavioral and emotional problems, (3) articulates the current state of detection of these problems in pediatric primary care, (4) describes barriers to screening and means to overcome those barriers, and (5) discusses potential changes at a practice and systems level that are needed to facilitate successful behavioral and emotional screening. Highlighted and discussed are the many factors at the level of the pediatric practice, health system, and society contributing to these behavioral and emotional problems. PMID:25624375
Optimal Control by Multipoles in the Hele-Shaw Problem
NASA Astrophysics Data System (ADS)
Lokutsievskiy, Lev; Runge, Vincent
2015-06-01
The two-dimensional Hele-Shaw problem for a fluid spot with free boundary can be solved using the Polubarinova-Galin equation. The main condition of its applicability is the smoothness of the spot boundary. In the sink-case, this problem is not well-posed and the boundary loses smoothness within finite time—the only exception being the disk centred on the sink. An extensive literature deals with the study of the Hele-Shaw problem with non-smooth boundary or with surface tension, but the problem remains open. In our work, we propose to study this flow from a control point of view, by introducing an analogue of multipoles (term taken from the theory of electromagnetic fields). This allows us to control the shape of the spot and to avoid non-smoothness phenomenon on its border. For any polynomial contours, we demonstrate how all the fluid can be extracted, while the border remains smooth until the very end. We find, in particular, sufficient conditions for controllability and a link between Richardson's moments and Polubarinova-Galin equation.
Optimal control problems with switching points. Ph.D. Thesis, 1990 Final Report
NASA Technical Reports Server (NTRS)
Seywald, Hans
1991-01-01
An overview is presented of the problems and difficulties that arise in solving optimal control problems with switching points. A brief discussion of existing optimality conditions is given and a numerical approach for solving the multipoint boundary value problems associated with the first-order necessary conditions of optimal control is presented. Two real-life aerospace optimization problems are treated explicitly. These are altitude maximization for a sounding rocket (Goddard Problem) in the presence of a dynamic pressure limit, and range maximization for a supersonic aircraft flying in the vertical, also in the presence of a dynamic pressure limit. In the second problem singular control appears along arcs with active dynamic pressure limit, which in the context of optimal control, represents a first-order state inequality constraint. An extension of the Generalized Legendre-Clebsch Condition to the case of singular control along state/control constrained arcs is presented and is applied to the aircraft range maximization problem stated above. A contribution to the field of Jacobi Necessary Conditions is made by giving a new proof for the non-optimality of conjugate paths in the Accessory Minimum Problem. Because of its simple and explicit character, the new proof may provide the basis for an extension of Jacobi's Necessary Condition to the case of the trajectories with interior point constraints. Finally, the result that touch points cannot occur for first-order state inequality constraints is extended to the case of vector valued control functions.
An Asymptotic Method to a Financial Optimization Problem
NASA Astrophysics Data System (ADS)
Xie, Dejun; Edwards, David; Schleiniger, Giberto
This paper studies the borrower's optimal strategy to close the mortgage when the volatility of the market investment return is small. Integral equation representation of the mortgage contract value is derived, then used to find the numerical solution of the free boundary. The asymptotic expansions of the free boundary are derived for both small time and large time. Based on these asymptotic expansions two simple analytical approximation formulas are proposed. Numerical experiments show that the approximation formulas are accurate enough from practitioner's point of view.
An Asymptotic Method to a Financial Optimization Problem
NASA Astrophysics Data System (ADS)
Xie, Dejun; Edwards, David; Schleiniger, Giberto
This paper studies the borrower’s optimal strategy to close the mortgage when the volatility of the market investment return is small. Integral equation representation of the mortgage contract value is derived, then used to find the numerical solution of the free boundary. The asymptotic expansions of the free boundary are derived for both small time and large time. Based on these asymptotic expansions two simple analytical approximation formulas are proposed. Numerical experiments show that the approximation formulas are accurate enough from practitioner’s point of view.
Discrete-time entropy formulation of optimal and adaptive control problems
NASA Technical Reports Server (NTRS)
Tsai, Yweting A.; Casiello, Francisco A.; Loparo, Kenneth A.
1992-01-01
The discrete-time version of the entropy formulation of optimal control of problems developed by G. N. Saridis (1988) is discussed. Given a dynamical system, the uncertainty in the selection of the control is characterized by the probability distribution (density) function which maximizes the total entropy. The equivalence between the optimal control problem and the optimal entropy problem is established, and the total entropy is decomposed into a term associated with the certainty equivalent control law, the entropy of estimation, and the so-called equivocation of the active transmission of information from the controller to the estimator. This provides a useful framework for studying the certainty equivalent and adaptive control laws.
NASA Astrophysics Data System (ADS)
Ausaf, Muhammad Farhan; Gao, Liang; Li, Xinyu
2015-12-01
For increasing the overall performance of modern manufacturing systems, effective integration of process planning and scheduling functions has been an important area of consideration among researchers. Owing to the complexity of handling process planning and scheduling simultaneously, most of the research work has been limited to solving the integrated process planning and scheduling (IPPS) problem for a single objective function. As there are many conflicting objectives when dealing with process planning and scheduling, real world problems cannot be fully captured considering only a single objective for optimization. Therefore considering multi-objective IPPS (MOIPPS) problem is inevitable. Unfortunately, only a handful of research papers are available on solving MOIPPS problem. In this paper, an optimization algorithm for solving MOIPPS problem is presented. The proposed algorithm uses a set of dispatching rules coupled with priority assignment to optimize the IPPS problem for various objectives like makespan, total machine load, total tardiness, etc. A fixed sized external archive coupled with a crowding distance mechanism is used to store and maintain the non-dominated solutions. To compare the results with other algorithms, a C-matric based method has been used. Instances from four recent papers have been solved to demonstrate the effectiveness of the proposed algorithm. The experimental results show that the proposed method is an efficient approach for solving the MOIPPS problem.
NASA Astrophysics Data System (ADS)
Ausaf, Muhammad Farhan; Gao, Liang; Li, Xinyu
2015-10-01
For increasing the overall performance of modern manufacturing systems, effective integration of process planning and scheduling functions has been an important area of consideration among researchers. Owing to the complexity of handling process planning and scheduling simultaneously, most of the research work has been limited to solving the integrated process planning and scheduling (IPPS) problem for a single objective function. As there are many conflicting objectives when dealing with process planning and scheduling, real world problems cannot be fully captured considering only a single objective for optimization. Therefore considering multi-objective IPPS (MOIPPS) problem is inevitable. Unfortunately, only a handful of research papers are available on solving MOIPPS problem. In this paper, an optimization algorithm for solving MOIPPS problem is presented. The proposed algorithm uses a set of dispatching rules coupled with priority assignment to optimize the IPPS problem for various objectives like makespan, total machine load, total tardiness, etc. A fixed sized external archive coupled with a crowding distance mechanism is used to store and maintain the non-dominated solutions. To compare the results with other algorithms, a C-matric based method has been used. Instances from four recent papers have been solved to demonstrate the effectiveness of the proposed algorithm. The experimental results show that the proposed method is an efficient approach for solving the MOIPPS problem.
Application of the method of maximum entropy in the mean to classification problems
NASA Astrophysics Data System (ADS)
Gzyl, Henryk; ter Horst, Enrique; Molina, German
2015-11-01
In this note we propose an application of the method of maximum entropy in the mean to solve a class of inverse problems comprising classification problems and feasibility problems appearing in optimization. Such problems may be thought of as linear inverse problems with convex constraints imposed on the solution as well as on the data. The method of maximum entropy in the mean proves to be a very useful tool to deal with this type of problems.
Finite dimensional approximation of a class of constrained nonlinear optimal control problems
NASA Technical Reports Server (NTRS)
Gunzburger, Max D.; Hou, L. S.
1994-01-01
An abstract framework for the analysis and approximation of a class of nonlinear optimal control and optimization problems is constructed. Nonlinearities occur in both the objective functional and in the constraints. The framework includes an abstract nonlinear optimization problem posed on infinite dimensional spaces, and approximate problem posed on finite dimensional spaces, together with a number of hypotheses concerning the two problems. The framework is used to show that optimal solutions exist, to show that Lagrange multipliers may be used to enforce the constraints, to derive an optimality system from which optimal states and controls may be deduced, and to derive existence results and error estimates for solutions of the approximate problem. The abstract framework and the results derived from that framework are then applied to three concrete control or optimization problems and their approximation by finite element methods. The first involves the von Karman plate equations of nonlinear elasticity, the second, the Ginzburg-Landau equations of superconductivity, and the third, the Navier-Stokes equations for incompressible, viscous flows.
NASA Astrophysics Data System (ADS)
Lim, Byung Hwa; Shin, Yong Hyun; Choi, U. Jin
2008-09-01
In this paper we consider a general optimal consumption-portfolio selection problem of an infinitely-lived agent whose consumption rate process is subject to subsistence constraints before retirement. That is, her consumption rate should be greater than or equal to some positive constant before retirement. We integrate three optimal decisions which are the optimal consumption, the optimal investment choice and the optimal stopping problem in which the agent chooses her retirement time in one model. We obtain the explicit forms of optimal policies using a martingale method and a variational inequality arising from the dual function of the optimal stopping problem. We treat the optimal retirement time as the first hitting time when her wealth exceeds a certain wealth level which will be determined by a free boundary value problem and duality approaches. We also derive closed forms of the optimal wealth processes before and after retirement. Some numerical examples are presented for the case of constant relative risk aversion (CRRA) utility class.
Solution of transient optimization problems by using an algorithm based on nonlinear programming
NASA Technical Reports Server (NTRS)
Teren, F.
1977-01-01
An algorithm is presented for solution of dynamic optimization problems which are nonlinear in the state variables and linear in the control variables. It is shown that the optimal control is bang-bang. A nominal bang-bang solution is found which satisfies the system equations and constraints, and influence functions are generated which check the optimality of the solution. Nonlinear optimization (gradient search) techniques are used to find the optimal solution. The algorithm is used to find a minimum time acceleration for a turbofan engine.
Solution of transient optimization problems by using an algorithm based on nonlinear programming
NASA Technical Reports Server (NTRS)
Teren, F.
1977-01-01
A new algorithm is presented for solution of dynamic optimization problems which are nonlinear in the state variables and linear in the control variables. It is shown that the optimal control is bang-bang. A nominal bang-bang solution is found which satisfies the system equations and constraints, and influence functions are generated which check the optimality of the solution. Nonlinear optimization (gradient search) techniques are used to find the optimal solution. The algorithm is used to find a minimum time acceleration for a turbofan engine.
An optimal control problem for ovine brucellosis with culling.
Nannyonga, B; Mwanga, G G; Luboobi, L S
2015-01-01
A mathematical model is used to study the dynamics of ovine brucellosis when transmitted directly from infected individual, through contact with a contaminated environment or vertically through mother to child. The model developed by Aïnseba et al. [A model for ovine brucellosis incorporating direct and indirect transmission, J. Biol. Dyn. 4 (2010), pp. 2-11. Available at http://www.math.u-bordeaux1.fr/?pmagal100p/papers/BBM-JBD09.pdf. Accessed 3 July 2012] was modified to include culling and then used to determine important parameters in the spread of human brucellosis using sensitivity analysis. An optimal control analysis was performed on the model to determine the best way to control such as a disease in the population. Three time-dependent controls to prevent exposure, cull the infected and reduce environmental transmission were used to set up to minimize infection at a minimum cost. PMID:26105034
A non-convex gradient fidelity-based variational model for image contrast enhancement
NASA Astrophysics Data System (ADS)
Liu, Qiegen; Liu, Jianbo; Xiong, Biao; Liang, Dong
2014-12-01
We propose a novel image contrast enhancement method via non-convex gradient fidelity-based (NGF) variational model which consists of the data fidelity term and the NGF regularization. The NGF prior assumes that the gradient of the desired image is close to the multiplication of the gradient of the original image by a scale factor, which is adaptively proportional to the difference of their gradients. The presented variational model can be viewed as a data-driven alpha-rooting method in the gradient domain. An augmented Lagrangian method is proposed to address this optimization issue by first transforming the unconstrained problem to an equivalent constrained problem and then applying an alternating direction method to iteratively solve the subproblems. Experimental results on a number of images consistently demonstrate that the proposed algorithm can efficiently obtain visual pleasure results and achieve favorable performance than the current state-of-the-art methods.
A VLSI optimal constructive algorithm for classification problems
Beiu, V.; Draghici, S.; Sethi, I.K.
1997-10-01
If neural networks are to be used on a large scale, they have to be implemented in hardware. However, the cost of the hardware implementation is critically sensitive to factors like the precision used for the weights, the total number of bits of information and the maximum fan-in used in the network. This paper presents a version of the Constraint Based Decomposition training algorithm which is able to produce networks using limited precision integer weights and units with limited fan-in. The algorithm is tested on the 2-spiral problem and the results are compared with other existing algorithms.
The solution of singular optimal control problems using direct collocation and nonlinear programming
NASA Astrophysics Data System (ADS)
Downey, James R.; Conway, Bruce A.
1992-08-01
This paper describes work on the determination of optimal rocket trajectories which may include singular arcs. In recent years direct collocation and nonlinear programming has proven to be a powerful method for solving optimal control problems. Difficulties in the application of this method can occur if the problem is singular. Techniques exist for solving singular problems indirectly using the associated adjoint formulation. Unfortunately, the adjoints are not a part of the direct formulation. It is shown how adjoint information can be obtained from the direct method to allow the solution of singular problems.
Stochastic perturbations of convex billiards
NASA Astrophysics Data System (ADS)
Markarian, R.; Rolla, L. T.; Sidoravicius, V.; Tal, F. A.; Vares, M. E.
2015-12-01
We consider a strictly convex billiard table with C2 boundary, with the dynamics subjected to random perturbations. Each time the billiard ball hits the boundary its reflection angle has a random perturbation. The perturbation distribution corresponds to a situation where either the scale of the surface irregularities is smaller than but comparable to the diameter of the reflected object, or the billiard ball is not perfectly rigid. We prove that for a large class of such perturbations the resulting Markov chain is uniformly ergodic, although this is not true in general.
Application of Particle Swarm Optimization Algorithm in the Heating System Planning Problem
Ma, Rong-Jiang; Yu, Nan-Yang; Hu, Jun-Yi
2013-01-01
Based on the life cycle cost (LCC) approach, this paper presents an integral mathematical model and particle swarm optimization (PSO) algorithm for the heating system planning (HSP) problem. The proposed mathematical model minimizes the cost of heating system as the objective for a given life cycle time. For the particularity of HSP problem, the general particle swarm optimization algorithm was improved. An actual case study was calculated to check its feasibility in practical use. The results show that the improved particle swarm optimization (IPSO) algorithm can more preferably solve the HSP problem than PSO algorithm. Moreover, the results also present the potential to provide useful information when making decisions in the practical planning process. Therefore, it is believed that if this approach is applied correctly and in combination with other elements, it can become a powerful and effective optimization tool for HSP problem. PMID:23935429
Approximate solutions to minimax optimal control problems for aeroassisted orbital transfer
NASA Technical Reports Server (NTRS)
Miele, A.; Basapur, V. K.
1984-01-01
The maneuver considered in the present investigation involves the coplanar transfer of a spacecraft from a high earth orbit (HEO) to a low earth orbit (LEO). HEO can be a geosynchronous earth orbit (GEO). The basic concept utilized involves the hybrid combination of propulsive maneuvers in space and aerodynamic maneuvers in the sensible atmosphere. The considered type of flight is also called synergetic space flight. With respect to the atmospheric part of the maneuver, trajectory control is achieved by means of lift modulation. The Bolza problem of optimal control is stated, and the first-order optimality conditions for this problem are given. The one-arc approach, the two-arc approach, and the three-subarc approach are discussed. Attention is given to the Chebyshev problem of optimal control, details concerning aeroassisted orbital transfer (AOT), AOT optimization problems, and numerical experiments.
Optimizing Constrained Single Period Problem under Random Fuzzy Demand
NASA Astrophysics Data System (ADS)
Taleizadeh, Ata Allah; Shavandi, Hassan; Riazi, Afshin
2008-09-01
In this paper, we consider the multi-product multi-constraint newsboy problem with random fuzzy demands and total discount. The demand of the products is often stochastic in the real word but the estimation of the parameters of distribution function may be done by fuzzy manner. So an appropriate option to modeling the demand of products is using the random fuzzy variable. The objective function of proposed model is to maximize the expected profit of newsboy. We consider the constraints such as warehouse space and restriction on quantity order for products, and restriction on budget. We also consider the batch size for products order. Finally we introduce a random fuzzy multi-product multi-constraint newsboy problem (RFM-PM-CNP) and it is changed to a multi-objective mixed integer nonlinear programming model. Furthermore, a hybrid intelligent algorithm based on genetic algorithm, Pareto and TOPSIS is presented for the developed model. Finally an illustrative example is presented to show the performance of the developed model and algorithm.
Necessary and sufficient conditions under which an H2 optimal control problem has a unique solution
NASA Technical Reports Server (NTRS)
Chen, Ben M.; Saberi, Ali
1993-01-01
A set of necessary and sufficient conditions under which a general H2-optimal control problem has a unique solution is derived. It is shown that the solution for an H2-optimal control problem, if it exists, is unique if and only if (1) the transfer function from the control input to the controlled output is left invertible, and (2) the transfer function from the disturbance to the measurement output is right invertible.
On convexity of H-infinity Riccati solutions
NASA Technical Reports Server (NTRS)
Li, X. P.; Chang, B. C.
1991-01-01
The authors revealed several important eigen properties of the stabilizing solutions of the two H-infinity Riccati equations and their product. Among them, the most prominent one is that the spectral radius of the product of these two Riccati solutions is a continuous, nonincreasing, convex function of gamma in the domain of interest. Based on these properties, quadratically convergent algorithms are developed to compute the optimal H-infinity norm. Two examples are used to illustrate the algorithms.
Optimization of location routing inventory problem with transshipment
NASA Astrophysics Data System (ADS)
Ghani, Nor Edayu Abd; Shariff, S. Sarifah Radiah; Zahari, Siti Meriam
2015-05-01
Location Routing Inventory Problem (LRIP) is a collaboration of the three components in the supply chain. It is confined by location-allocation, vehicle routing and inventory management. The aim of the study is to minimize the total system cost in the supply chain. Transshipment is introduced in order to allow the products to be shipped to a customer who experiences a shortage, either directly from the supplier or from another customer. In the study, LRIP is introduced with the transshipment (LRIPT) and customers act as the transshipment points. We select the transshipment point by using the p-center and we present the results in two divisions of cases. Based on the analysis, the results indicated that LRIPT performed well compared to LRIP.
[Optimal Postoperative Pain Management After Tonsillectomy: An Unsolved Problem].
Guntinas-Lichius, O; Geißler, K; Preußler, N-P; Meißner, W
2016-01-01
Tonsillectomy is one of the most painful surgical procedures. Unfortunately, it is not unusual that the patient hear statement like: "There is no way around" or "You receive already enough pain killers". Asking the anesthetist or the otorhinolaryngologist, one may get to hear: "Pain after tonsillectomy is not a real problem. We have a reliable pain management protocol". In contradiction, many clinical studies are showing that many patients have persistent and even severe pain after tonsillectomy despite postoperative pain therapy. Considering the results of many controlled clinical trials analyzing manifold varieties of pain management regimes it becomes obvious that there is no standard pain therapy after tonsillectomy with reliable proof of sufficient pain suppression. This review wants to give an overview on the current status of clinical research on pain measurement methods and pain management after tonsillectomy. PMID:26756653
Multigrid one shot methods for optimal control problems: Infinite dimensional control
NASA Technical Reports Server (NTRS)
Arian, Eyal; Taasan, Shlomo
1994-01-01
The multigrid one shot method for optimal control problems, governed by elliptic systems, is introduced for the infinite dimensional control space. ln this case, the control variable is a function whose discrete representation involves_an increasing number of variables with grid refinement. The minimization algorithm uses Lagrange multipliers to calculate sensitivity gradients. A preconditioned gradient descent algorithm is accelerated by a set of coarse grids. It optimizes for different scales in the representation of the control variable on different discretization levels. An analysis which reduces the problem to the boundary is introduced. It is used to approximate the two level asymptotic convergence rate, to determine the amplitude of the minimization steps, and the choice of a high pass filter to be used when necessary. The effectiveness of the method is demonstrated on a series of test problems. The new method enables the solutions of optimal control problems at the same cost of solving the corresponding analysis problems just a few times.
Evaluation of Genetic Algorithm Concepts using Model Problems. Part 1; Single-Objective Optimization
NASA Technical Reports Server (NTRS)
Holst, Terry L.; Pulliam, Thomas H.
2003-01-01
A genetic-algorithm-based optimization approach is described and evaluated using a simple hill-climbing model problem. The model problem utilized herein allows for the broad specification of a large number of search spaces including spaces with an arbitrary number of genes or decision variables and an arbitrary number hills or modes. In the present study, only single objective problems are considered. Results indicate that the genetic algorithm optimization approach is flexible in application and extremely reliable, providing optimal results for all problems attempted. The most difficult problems - those with large hyper-volumes and multi-mode search spaces containing a large number of genes - require a large number of function evaluations for GA convergence, but they always converge.
Terekhov, Alexander V; Zatsiorsky, Vladimir M
2011-02-01
One of the key problems of motor control is the redundancy problem, in particular how the central nervous system (CNS) chooses an action out of infinitely many possible. A promising way to address this question is to assume that the choice is made based on optimization of a certain cost function. A number of cost functions have been proposed in the literature to explain performance in different motor tasks: from force sharing in grasping to path planning in walking. However, the problem of uniqueness of the cost function(s) was not addressed until recently. In this article, we analyze two methods of finding additive cost functions in inverse optimization problems with linear constraints, so-called linear-additive inverse optimization problems. These methods are based on the Uniqueness Theorem for inverse optimization problems that we proved recently (Terekhov et al., J Math Biol 61(3):423-453, 2010). Using synthetic data, we show that both methods allow for determining the cost function. We analyze the influence of noise on the both methods. Finally, we show how a violation of the conditions of the Uniqueness Theorem may lead to incorrect solutions of the inverse optimization problem. PMID:21311907
Zatsiorsky, Vladimir M.
2011-01-01
One of the key problems of motor control is the redundancy problem, in particular how the central nervous system (CNS) chooses an action out of infinitely many possible. A promising way to address this question is to assume that the choice is made based on optimization of a certain cost function. A number of cost functions have been proposed in the literature to explain performance in different motor tasks: from force sharing in grasping to path planning in walking. However, the problem of uniqueness of the cost function(s) was not addressed until recently. In this article, we analyze two methods of finding additive cost functions in inverse optimization problems with linear constraints, so-called linear-additive inverse optimization problems. These methods are based on the Uniqueness Theorem for inverse optimization problems that we proved recently (Terekhov et al., J Math Biol 61(3):423â€“453, 2010). Using synthetic data, we show that both methods allow for determining the cost function. We analyze the influence of noise on the both methods. Finally, we show how a violation of the conditions of the Uniqueness Theorem may lead to incorrect solutions of the inverse optimization problem. PMID:21311907
Evaluation of Genetic Algorithm Concepts Using Model Problems. Part 2; Multi-Objective Optimization
NASA Technical Reports Server (NTRS)
Holst, Terry L.; Pulliam, Thomas H.
2003-01-01
A genetic algorithm approach suitable for solving multi-objective optimization problems is described and evaluated using a series of simple model problems. Several new features including a binning selection algorithm and a gene-space transformation procedure are included. The genetic algorithm is suitable for finding pareto optimal solutions in search spaces that are defined by any number of genes and that contain any number of local extrema. Results indicate that the genetic algorithm optimization approach is flexible in application and extremely reliable, providing optimal results for all optimization problems attempted. The binning algorithm generally provides pareto front quality enhancements and moderate convergence efficiency improvements for most of the model problems. The gene-space transformation procedure provides a large convergence efficiency enhancement for problems with non-convoluted pareto fronts and a degradation in efficiency for problems with convoluted pareto fronts. The most difficult problems --multi-mode search spaces with a large number of genes and convoluted pareto fronts-- require a large number of function evaluations for GA convergence, but always converge.
A distributed approach to the OPF problem
NASA Astrophysics Data System (ADS)
Erseghe, Tomaso
2015-12-01
This paper presents a distributed approach to optimal power flow (OPF) in an electrical network, suitable for application in a future smart grid scenario where access to resource and control is decentralized. The non-convex OPF problem is solved by an augmented Lagrangian method, similar to the widely known ADMM algorithm, with the key distinction that penalty parameters are constantly increased. A (weak) assumption on local solver reliability is required to always ensure convergence. A certificate of convergence to a local optimum is available in the case of bounded penalty parameters. For moderate sized networks (up to 300 nodes, and even in the presence of a severe partition of the network), the approach guarantees a performance very close to the optimum, with an appreciably fast convergence speed. The generality of the approach makes it applicable to any (convex or non-convex) distributed optimization problem in networked form. In the comparison with the literature, mostly focused on convex SDP approximations, the chosen approach guarantees adherence to the reference problem, and it also requires a smaller local computational complexity effort.
Online support vector machine based on convex hull vertices selection.
Wang, Di; Qiao, Hong; Zhang, Bo; Wang, Min
2013-04-01
The support vector machine (SVM) method, as a promising classification technique, has been widely used in various fields due to its high efficiency. However, SVM cannot effectively solve online classification problems since, when a new sample is misclassified, the classifier has to be retrained with all training samples plus the new sample, which is time consuming. According to the geometric characteristics of SVM, in this paper we propose an online SVM classifier called VS-OSVM, which is based on convex hull vertices selection within each class. The VS-OSVM algorithm has two steps: 1) the samples selection process, in which a small number of skeleton samples constituting an approximate convex hull in each class of the current training samples are selected and 2) the online updating process, in which the classifier is updated with newly arriving samples and the selected skeleton samples. From the theoretical point of view, the first d+1 (d is the dimension of the input samples) selected samples are proved to be vertices of the convex hull. This guarantees that the selected samples in our approach keep the greatest amount of information of the convex hull. From the application point of view, the new algorithm can update the classifier without reducing its classification performance. Experimental results on benchmark data sets have shown the validity and effectiveness of the VS-OSVM algorithm. PMID:24808380
Flat tori in three-dimensional space and convex integration
Borrelli, Vincent; Jabrane, SaÃ¯d; Lazarus, Francis; Thibert, Boris
2012-01-01
It is well-known that the curvature tensor is an isometric invariant of C2 Riemannian manifolds. This invariant is at the origin of the rigidity observed in Riemannian geometry. In the mid 1950s, Nash amazed the world mathematical community by showing that this rigidity breaks down in regularity C1. This unexpected flexibility has many paradoxical consequences, one of them is the existence of C1 isometric embeddings of flat tori into Euclidean three-dimensional space. In the 1970s and 1980s, M. Gromov, revisiting Nashâ€™s results introduced convex integration theory offering a general framework to solve this type of geometric problems. In this research, we convert convex integration theory into an algorithm that produces isometric maps of flat tori. We provide an implementation of a convex integration process leading to images of an embedding of a flat torus. The resulting surface reveals a C1 fractal structure: Although the tangent plane is defined everywhere, the normal vector exhibits a fractal behavior. Isometric embeddings of flat tori may thus appear as a geometric occurrence of a structure that is simultaneously C1 and fractal. Beyond these results, our implementation demonstrates that convex integration, a theory still confined to specialists, can produce computationally tractable solutions of partial differential relations. PMID:22523238
Flat tori in three-dimensional space and convex integration.
Borrelli, Vincent; Jabrane, Saïd; Lazarus, Francis; Thibert, Boris
2012-05-01
It is well-known that the curvature tensor is an isometric invariant of C(2) Riemannian manifolds. This invariant is at the origin of the rigidity observed in Riemannian geometry. In the mid 1950s, Nash amazed the world mathematical community by showing that this rigidity breaks down in regularity C(1). This unexpected flexibility has many paradoxical consequences, one of them is the existence of C(1) isometric embeddings of flat tori into Euclidean three-dimensional space. In the 1970s and 1980s, M. Gromov, revisiting Nash's results introduced convex integration theory offering a general framework to solve this type of geometric problems. In this research, we convert convex integration theory into an algorithm that produces isometric maps of flat tori. We provide an implementation of a convex integration process leading to images of an embedding of a flat torus. The resulting surface reveals a C(1) fractal structure: Although the tangent plane is defined everywhere, the normal vector exhibits a fractal behavior. Isometric embeddings of flat tori may thus appear as a geometric occurrence of a structure that is simultaneously C(1) and fractal. Beyond these results, our implementation demonstrates that convex integration, a theory still confined to specialists, can produce computationally tractable solutions of partial differential relations. PMID:22523238
Some approaches to the solution of optimization problems in supervised learning
NASA Astrophysics Data System (ADS)
Katerinochkina, N. N.
2015-11-01
There are some optimization problems that arise when highly accurate recognition algorithms are developed. One of them is to determine an optimal feasible (consistent) subsystem in a given system of linear inequalities. The optimality is defined by a number of constraints imposed on the subsystem, which can vary. Various approaches to the solution of this problem are proposed. Solution methods based on the search through the set of nodal subsystems of the given system of linear inequalities are developed. This can be exhaustive search or partial guided search that finds an approximate solution. A drastically different approximate method based on geometric considerations is proposed.
Selecting radiotherapy dose distributions by means of constrained optimization problems.
Alfonso, J C L; Buttazzo, G; García-Archilla, B; Herrero, M A; Núñez, L
2014-05-01
The main steps in planning radiotherapy consist in selecting for any patient diagnosed with a solid tumor (i) a prescribed radiation dose on the tumor, (ii) bounds on the radiation side effects on nearby organs at risk and (iii) a fractionation scheme specifying the number and frequency of therapeutic sessions during treatment. The goal of any radiotherapy treatment is to deliver on the tumor a radiation dose as close as possible to that selected in (i), while at the same time conforming to the constraints prescribed in (ii). To this day, considerable uncertainties remain concerning the best manner in which such issues should be addressed. In particular, the choice of a prescription radiation dose is mostly based on clinical experience accumulated on the particular type of tumor considered, without any direct reference to quantitative radiobiological assessment. Interestingly, mathematical models for the effect of radiation on biological matter have existed for quite some time, and are widely acknowledged by clinicians. However, the difficulty to obtain accurate in vivo measurements of the radiobiological parameters involved has severely restricted their direct application in current clinical practice.In this work, we first propose a mathematical model to select radiation dose distributions as solutions (minimizers) of suitable variational problems, under the assumption that key radiobiological parameters for tumors and organs at risk involved are known. Second, by analyzing the dependence of such solutions on the parameters involved, we then discuss the manner in which the use of those minimizers can improve current decision-making processes to select clinical dosimetries when (as is generally the case) only partial information on model radiosensitivity parameters is available. A comparison of the proposed radiation dose distributions with those actually delivered in a number of clinical cases strongly suggests that solutions of our mathematical model can be instrumental in deriving good quality tests to select radiotherapy treatment plans in rather general situations. PMID:24599739
ERIC Educational Resources Information Center
Burns, Nicholas R.; Lee, Michael D.; Vickers, Douglas
2006-01-01
Studies of human problem solving have traditionally used deterministic tasks that require the execution of a systematic series of steps to reach a rational and optimal solution. Most real-world problems, however, are characterized by uncertainty, the need to consider an enormous number of variables and possible courses of action at each stage in…
Optimal regularity for the obstacle problem for the p-Laplacian
NASA Astrophysics Data System (ADS)
Andersson, John; Lindgren, Erik; Shahgholian, Henrik
2015-09-01
In this paper we discuss the obstacle problem for the p-Laplace operator. We prove optimal growth results for the solution. Of particular interest is the point-wise regularity of the solution at free boundary points. The most surprising result we prove is the one for the p-obstacle problem: Find the smallest u such that
A well-posed optimal spectral element approximation for the Stokes problem
NASA Technical Reports Server (NTRS)
Maday, Y.; Patera, A. T.; Ronquist, E. M.
1987-01-01
A method is proposed for the spectral element simulation of incompressible flow. This method constitutes in a well-posed optimal approximation of the steady Stokes problem with no spurious modes in the pressure. The resulting method is analyzed, and numerical results are presented for a model problem.
A hybrid symbolic/finite-element algorithm for solving nonlinear optimal control problems
NASA Technical Reports Server (NTRS)
Bless, Robert R.; Hodges, Dewey H.
1991-01-01
The general code described is capable of solving difficult nonlinear optimal control problems by using finite elements and a symbolic manipulator. Quick and accurate solutions are obtained with a minimum for user interaction. Since no user programming is required for most problems, there are tremendous savings to be gained in terms of time and money.
Optimization-based additive decomposition of weakly coercive problems with applications
Bochev, Pavel B.; Ridzal, Denis
2016-01-27
In this study, we present an abstract mathematical framework for an optimization-based additive decomposition of a large class of variational problems into a collection of concurrent subproblems. The framework replaces a given monolithic problem by an equivalent constrained optimization formulation in which the subproblems define the optimization constraints and the objective is to minimize the mismatch between their solutions. The significance of this reformulation stems from the fact that one can solve the resulting optimality system by an iterative process involving only solutions of the subproblems. Consequently, assuming that stable numerical methods and efficient solvers are available for every subproblem,moreÂ Â» our reformulation leads to robust and efficient numerical algorithms for a given monolithic problem by breaking it into subproblems that can be handled more easily. An application of the framework to the Oseen equations illustrates its potential.Â«Â less
New numerical methods for open-loop and feedback solutions to dynamic optimization problems
NASA Astrophysics Data System (ADS)
Ghosh, Pradipto
The topic of the first part of this research is trajectory optimization of dynamical systems via computational swarm intelligence. Particle swarm optimization is a nature-inspired heuristic search method that relies on a group of potential solutions to explore the fitness landscape. Conceptually, each particle in the swarm uses its own memory as well as the knowledge accumulated by the entire swarm to iteratively converge on an optimal or near-optimal solution. It is relatively straightforward to implement and unlike gradient-based solvers, does not require an initial guess or continuity in the problem definition. Although particle swarm optimization has been successfully employed in solving static optimization problems, its application in dynamic optimization, as posed in optimal control theory, is still relatively new. In the first half of this thesis particle swarm optimization is used to generate near-optimal solutions to several nontrivial trajectory optimization problems including thrust programming for minimum fuel, multi-burn spacecraft orbit transfer, and computing minimum-time rest-to-rest trajectories for a robotic manipulator. A distinct feature of the particle swarm optimization implementation in this work is the runtime selection of the optimal solution structure. Optimal trajectories are generated by solving instances of constrained nonlinear mixed-integer programming problems with the swarming technique. For each solved optimal programming problem, the particle swarm optimization result is compared with a nearly exact solution found via a direct method using nonlinear programming. Numerical experiments indicate that swarm search can locate solutions to very great accuracy. The second half of this research develops a new extremal-field approach for synthesizing nearly optimal feedback controllers for optimal control and two-player pursuit-evasion games described by general nonlinear differential equations. A notable revelation from this development is that the resulting control law has an algebraic closed-form structure. The proposed method uses an optimal spatial statistical predictor called universal kriging to construct the surrogate model of a feedback controller, which is capable of quickly predicting an optimal control estimate based on current state (and time) information. With universal kriging, an approximation to the optimal feedback map is computed by conceptualizing a set of state-control samples from pre-computed extremals to be a particular realization of a jointly Gaussian spatial process. Feedback policies are computed for a variety of example dynamic optimization problems in order to evaluate the effectiveness of this methodology. This feedback synthesis approach is found to combine good numerical accuracy with low computational overhead, making it a suitable candidate for real-time applications. Particle swarm and universal kriging are combined for a capstone example, a near optimal, near-admissible, full-state feedback control law is computed and tested for the heat-load-limited atmospheric-turn guidance of an aeroassisted transfer vehicle. The performance of this explicit guidance scheme is found to be very promising; initial errors in atmospheric entry due to simulated thruster misfirings are found to be accurately corrected while closely respecting the algebraic state-inequality constraint.
Lai, P.Y.; Goldschmidt, Y.Y.
1987-08-01
Methods of statistical mechanics are applied to two important NP-complete combinatorial optimization problems. The first is the chromatic number problem, which seeks the minimal number of colors necessary to color a graph such that no two sites connected by an edge have the same color. The second is partitioning of a graph into q equal subgraphs so as to minimize intersubgraph connections. Both models are mapped into a frustrated Potts model, which is related to the q-state Potts spin glass. For the first problem, the authors obtain very good agreement with numerical simulations and theoretical bounds using the annealed approximation. The quenched model is also discussed. For the second problem they obtain analytic and numerical results by evaluating the groundstate energy of the q = 3 and 4 Potts spin glass using Parisi's replica symmetry breaking. They also perform some numerical simulations to test the theoretical result and obtain very good agreement.
Numerical Methods for Optimal Experimental Design of Ill-posed Problems
NASA Astrophysics Data System (ADS)
Magnant, Zhuojun
The two goals of this thesis are to develop numerical methods for solving large-scale optimal experimental design problems efficiently and to apply optimal experimental design ideas to applications in regularization techniques and geophysics. The thesis can be divided into three parts. In the first part, we consider the problem of experimental design for linear ill-posed inverse problems. The minimization of the objective function in the classic A-optimal design is generalized to a Bayes risk minimization with a sparsity constraint. We present efficient algorithms for applications of such designs to large-scale problems. This is done by employing Krylov subspace methods for the solution of a subproblem required to obtain the experiment weights. The performance of the designs and algorithms is illustrated with a one-dimensional magnetotelluric example and an application to two-dimensional super-resolution reconstruction with MRI data. In the second part, we find the optimal regularization for linear ill-posed problems. We propose an optimal ?2 regularization approach enabling us to obtain inexpensive and good solutions to the inverse problem. In order to reduce the computational cost, several sparsity patterns are added to the regularization operator. Numerical experiments will show that our optimal ? 2 regularization approach provides much better results than the traditional Tikhonov regularization. In the last part of the thesis, we design optimal placement of sources and receivers in a CO2 injection monitoring. An optimal criteria is proposed based on a target zone and different treatments for placing sources and receivers are discussed.
Variational principles and optimal solutions of the inverse problems of creep bending of plates
NASA Astrophysics Data System (ADS)
Bormotin, K. S.; Oleinikov, A. I.
2012-09-01
It is shown that inverse problems of steady-state creep bending of plates in both the geometrically linear and nonlinear formulations can be represented in a variational formulation. Steady-state values of the obtained functionals corresponding to the solutions of the problems of inelastic deformation and elastic unloading are determined by applying a finite element procedure to the functionals. Optimal laws of creep deformation are formulated using the criterion of minimizing damage in the functionals of the inverse problems. The formulated problems are reduced to the problems solved by the finite element method using MSC.Marc software.
A Transformation Approach to Optimal Control Problems with Bounded State Variables
NASA Technical Reports Server (NTRS)
Hanafy, Lawrence Hanafy
1971-01-01
A technique is described and utilized in the study of the solutions to various general problems in optimal control theory, which are converted in to Lagrange problems in the calculus of variations. This is accomplished by mapping certain properties in Euclidean space onto closed control and state regions. Nonlinear control problems with a unit m cube as control region and unit n cube as state region are considered.
Finite element solution of optimal control problems with state-control inequality constraints
NASA Technical Reports Server (NTRS)
Bless, Robert R.; Hodges, Dewey H.
1992-01-01
It is demonstrated that the weak Hamiltonian finite-element formulation is amenable to the solution of optimal control problems with inequality constraints which are functions of both state and control variables. Difficult problems can be treated on account of the ease with which algebraic equations can be generated before having to specify the problem. These equations yield very accurate solutions. Owing to the sparse structure of the resulting Jacobian, computer solutions can be obtained quickly when the sparsity is exploited.
The Automatic Formulating Method of the Optimal Operating Planning Problem for Energy Supply Systems
NASA Astrophysics Data System (ADS)
Suzuki, Naohiko; Ueda, Takaharu; Sasakawa, Koichi
The problem of the optimal operating planning for energy supply system is formulated as mixed-integer linear programming (MILP), but, it is too complicated for most untrained operators with little experience to apply the method. This paper proposes an automatic evaluating method of the optimal operating planning for energy supply system in using simple data. The problem can be formulated only from characteristics of equipment, tariff of input energy, and energy demands. The connection of equipment is defined as a matrix, and generated from property data of equipment. The constraints and objective function of the problem are generated from relation-ship data in the matrix and characteristics of equipment. An optimization calculation for the problem is automatically carried out. It is confirmed that any operator can evaluate many alternative configurations of the energy supply systems.
ERIC Educational Resources Information Center
Swanson, David
2011-01-01
We give elementary proofs of formulas for the area and perimeter of a planar convex body surrounded by a band of uniform thickness. The primary tool is a integral formula for the perimeter of a convex body which describes the perimeter in terms of the projections of the body onto lines in the plane.
Extremal functions for real convex bodies
NASA Astrophysics Data System (ADS)
Burns, Daniel M.; Levenberg, Norman; Ma`u, Sione
2015-10-01
We study the smoothness of the Siciak-Zaharjuta extremal function associated to a convex body in . We also prove a formula relating the complex equilibrium measure of a convex body in ( n?2) to that of its Robin indicatrix. The main tool we use is extremal ellipses.
CONVEX_HULL—A pascal program for determining the convex hull for planar sets
NASA Astrophysics Data System (ADS)
Yamamoto, Jorge Kazuo
1997-08-01
Computer aided graphical display of geological data is usually based on a regular grid, interpolated from a scattered data set. However, the interpolation function is valid only inside the domain of sampling points, or a closed boundary which limits all the sampling points. This closed boundary, named convex hull, can be determined with the aid of an algorithm. The convex hull of a planar set of points is defined as the minimum area convex polygon containing all the points. This paper presents a review of current methods for determining the convex hull, and the computer program CONVEX_HULL, written in Pascal language and based on a new algorithm.
NASA Astrophysics Data System (ADS)
Chu, J. G.; Zhang, C.; Fu, G. T.; Li, Y.; Zhou, H. C.
2015-04-01
This study investigates the effectiveness of a sensitivity-informed method for multi-objective operation of reservoir systems, which uses global sensitivity analysis as a screening tool to reduce the computational demands. Sobol's method is used to screen insensitive decision variables and guide the formulation of the optimization problems with a significantly reduced number of decision variables. This sensitivity-informed problem decomposition dramatically reduces the computational demands required for attaining high quality approximations of optimal tradeoff relationships between conflicting design objectives. The search results obtained from the reduced complexity multi-objective reservoir operation problems are then used to pre-condition the full search of the original optimization problem. In two case studies, the Dahuofang reservoir and the inter-basin multi-reservoir system in Liaoning province, China, sensitivity analysis results show that reservoir performance is strongly controlled by a small proportion of decision variables. Sensitivity-informed problem decomposition and pre-conditioning are evaluated in their ability to improve the efficiency and effectiveness of multi-objective evolutionary optimization. Overall, this study illustrates the efficiency and effectiveness of the sensitivity-informed method and the use of global sensitivity analysis to inform problem decomposition when solving the complex multi-objective reservoir operation problems.
NASA Technical Reports Server (NTRS)
Tapia, R. A.; Vanrooy, D. L.
1976-01-01
A quasi-Newton method is presented for minimizing a nonlinear function while constraining the variables to be nonnegative and sum to one. The nonnegativity constraints were eliminated by working with the squares of the variables and the resulting problem was solved using Tapia's general theory of quasi-Newton methods for constrained optimization. A user's guide for a computer program implementing this algorithm is provided.
On the String Averaging Method for Sparse Common Fixed Points Problems
Censor, Yair; Segal, Alexander
2010-01-01
We study the common fixed point problem for the class of directed operators. This class is important because many commonly used nonlinear operators in convex optimization belong to it. We propose a definition of sparseness of a family of operators and investigate a string-averaging algorithmic scheme that favorably handles the common fixed points problem when the family of operators is sparse. The convex feasibility problem is treated as a special case and a new subgradient projections algorithmic scheme is obtained. PMID:20300484
The Sizing and Optimization Language, (SOL): Computer language for design problems
NASA Technical Reports Server (NTRS)
Lucas, Stephen H.; Scotti, Stephen J.
1988-01-01
The Sizing and Optimization Language, (SOL), a new high level, special purpose computer language was developed to expedite application of numerical optimization to design problems and to make the process less error prone. SOL utilizes the ADS optimization software and provides a clear, concise syntax for describing an optimization problem, the OPTIMIZE description, which closely parallels the mathematical description of the problem. SOL offers language statements which can be used to model a design mathematically, with subroutines or code logic, and with existing FORTRAN routines. In addition, SOL provides error checking and clear output of the optimization results. Because of these language features, SOL is best suited to model and optimize a design concept when the model consits of mathematical expressions written in SOL. For such cases, SOL's unique syntax and error checking can be fully utilized. SOL is presently available for DEC VAX/VMS systems. A SOL package is available which includes the SOL compiler, runtime library routines, and a SOL reference manual.
Convex grating imaging spectrograph with light weight and high fidelity
NASA Astrophysics Data System (ADS)
Ji, Yiqun; Chen, Yuheng; Liu, Quan; Zhu, Shanbing; Gong, Guangbiao; Shen, Weimin
2008-12-01
The optimized design, alignment and experimental results of a compact convex grating hyper-spectral imager with high fidelity are reported and evaluated. The imager works in visible wavelength range from 0.4 to 0.78 ?m. The numerical aperture of system is 0.2, and the entrance slit images with -1 magnification and linearly dispersed into 7.5mm in width. In addition, the spectral sample resolution is 0.76nm/pixel with negligible distortion. In order to get good performance and facilitate alignment, the optical system is both imagery and objective telecentric. The efficiency of the convex grating can up to about 40 percents by ion-beam etching. The size is 190mm×180mm×90mm and the mass is less than 1kg. The light weighted compact system is portable, and it is feasible in remote sensing.
NASA Astrophysics Data System (ADS)
Tang, Yuchao
2015-03-01
Computed tomography (CT) image reconstruction problems can be solved by finding the minimization of a suitable objective function. The first-order methods for image reconstruction in CT have been popularized in recent years. These methods are interesting because they need only the first derivative information of the objective function and can solve non-smooth regularization functions. In this paper, we consider a constrained optimization problem which often appeared in the CT image reconstruction problems. For the unconstrained case, it has been studied recently. We dedicate to propose an efficient algorithm to solve the constrained optimization problem. Numerical experiments to image reconstruction benchmark problem show that the proposed algorithms can produce better reconstructed images in signal-to-noise than the original algorithm and other state-of-the-art methods.
A penalty method for PDE-constrained optimization in inverse problems
NASA Astrophysics Data System (ADS)
van Leeuwen, T.; Herrmann, F. J.
2016-01-01
Many inverse and parameter estimation problems can be written as PDE-constrained optimization problems. The goal is to infer the parameters, typically coefficients of the PDE, from partial measurements of the solutions of the PDE for several right-hand sides. Such PDE-constrained problems can be solved by finding a stationary point of the Lagrangian, which entails simultaneously updating the parameters and the (adjoint) state variables. For large-scale problems, such an all-at-once approach is not feasible as it requires storing all the state variables. In this case one usually resorts to a reduced approach where the constraints are explicitly eliminated (at each iteration) by solving the PDEs. These two approaches, and variations thereof, are the main workhorses for solving PDE-constrained optimization problems arising from inverse problems. In this paper, we present an alternative method that aims to combine the advantages of both approaches. Our method is based on a quadratic penalty formulation of the constrained optimization problem. By eliminating the state variable, we develop an efficient algorithm that has roughly the same computational complexity as the conventional reduced approach while exploiting a larger search space. Numerical results show that this method indeed reduces some of the nonlinearity of the problem and is less sensitive to the initial iterate.
A Convex Formulation for Magnetic Particle Imaging X-Space Reconstruction
Konkle, Justin J.; Goodwill, Patrick W.; Hensley, Daniel W.; Orendorff, Ryan D.; Lustig, Michael; Conolly, Steven M.
2015-01-01
Magnetic Particle Imaging (mpi) is an emerging imaging modality with exceptional promise for clinical applications in rapid angiography, cell therapy tracking, cancer imaging, and inflammation imaging. Recent publications have demonstrated quantitative mpi across rat sized fields of view with x-space reconstruction methods. Critical to any medical imaging technology is the reliability and accuracy of image reconstruction. Because the average value of the mpi signal is lost during direct-feedthrough signal filtering, mpi reconstruction algorithms must recover this zero-frequency value. Prior x-space mpi recovery techniques were limited to 1d approaches which could introduce artifacts when reconstructing a 3d image. In this paper, we formulate x-space reconstruction as a 3d convex optimization problem and apply robust a priori knowledge of image smoothness and non-negativity to reduce non-physical banding and haze artifacts. We conclude with a discussion of the powerful extensibility of the presented formulation for future applications. PMID:26495839
The optimal control frequency response problem in manual control. [of manned aircraft systems
NASA Technical Reports Server (NTRS)
Harrington, W. W.
1977-01-01
An optimal control frequency response problem is defined within the context of the optimal pilot model. The problem is designed to specify pilot model control frequencies reflective of important aircraft system properties, such as control feel system dynamics, airframe dynamics, and gust environment, as well as man machine properties, such as task and attention allocation. This is accomplished by determining a bounded set of control frequencies which minimize the total control cost. The bounds are given by zero and the neuromuscular control frequency response for each control actuator. This approach is fully adaptive, i.e., does not depend upon user entered estimates. An algorithm is developed to solve this optimal control frequency response problem. The algorithm is then applied to an attitude hold task for a bare airframe fighter aircraft case with interesting dynamic properties.
NASA Astrophysics Data System (ADS)
Ibrahim, Ireen Munira; Liong, Choong-Yeun; Bakar, Sakhinah Abu; Ahmad, Norazura; Najmuddin, Ahmad Farid
2015-12-01
The Emergency Department (ED) is a very complex system with limited resources to support increase in demand. ED services are considered as good quality if they can meet the patient's expectation. Long waiting times and length of stay is always the main problem faced by the management. The management of ED should give greater emphasis on their capacity of resources in order to increase the quality of services, which conforms to patient satisfaction. This paper is a review of work in progress of a study being conducted in a government hospital in Selangor, Malaysia. This paper proposed a simulation optimization model framework which is used to study ED operations and problems as well as to find an optimal solution to the problems. The integration of simulation and optimization is hoped can assist management in decision making process regarding their resource capacity planning in order to improve current and future ED operations.
Using the PORS Problems to Examine Evolutionary Optimization of Multiscale Systems
Reinhart, Zachary; Molian, Vaelan; Bryden, Kenneth
2013-01-01
Nearly all systems of practical interest are composed of parts assembled across multiple scales. For example, an agrodynamic system is composed of flora and fauna on one scale; soil types, slope, and water runoff on another scale; and management practice and yield on another scale. Or consider an advanced coal-fired power plant: combustion and pollutant formation occurs on one scale, the plant components on another scale, and the overall performance of the power system is measured on another. In spite of this, there are few practical tools for the optimization of multiscale systems. This paper examines multiscale optimization of systems composed of discrete elements using the plus-one-recall-store (PORS) problem as a test case or study problem for multiscale systems. From this study, it is found that by recognizing the constraints and patterns present in discrete multiscale systems, the solution time can be significantly reduced and much more complex problems can be optimized.
Relationship Between MP and DPP for the Stochastic Optimal Control Problem of Jump Diffusions
Shi Jingtao Wu, Zhen
2011-04-15
This paper is concerned with the stochastic optimal control problem of jump diffusions. The relationship between stochastic maximum principle and dynamic programming principle is discussed. Without involving any derivatives of the value function, relations among the adjoint processes, the generalized Hamiltonian and the value function are investigated by employing the notions of semijets evoked in defining the viscosity solutions. Stochastic verification theorem is also given to verify whether a given admissible control is optimal.
Pareto optimality and Walrasian equilibria
NASA Astrophysics Data System (ADS)
Naniewicz, Zdzislaw
2008-05-01
The paper concerns the study of a class of convex, constrained multiobjective optimization problems from the viewpoint of the existence issues. The main feature of the presented approach is that the classical qualification condition requiring the existence of interior points in the effective domains of functions under consideration does not hold. A variant of duality theory for multiobjective optimization problems based on the Fenchel theorem is formulated. Next, by using very recent results on the Walrasian general equilibrium model of economy obtained in Naniewicz [Z. Naniewicz, Pseudo-monotonicity and economic equilibrium problem in reflexive Banach space, MathE Oper. Res. 32 (2007) 436-466] the conditions ensuring the existence of Pareto optimal solutions for the class of multiobjective optimization problems are established. The concept of the proper efficiency is used as the solution notion. Finally, a new version of the second fundamental theorem of welfare economics is presented.
Optimization problems in natural gas transportation systems. A state-of-the-art review
RÃos-Mercado, Roger Z.; Borraz-SÃ¡nchez, Conrado
2015-03-24
Our paper provides a review on the most relevant research works conducted to solve natural gas transportation problems via pipeline systems. The literature reveals three major groups of gas pipeline systems, namely gathering, transmission, and distribution systems. In this work, we aim at presenting a detailed discussion of the efforts made in optimizing natural gas transmission lines.There is certainly a vast amount of research done over the past few years on many decision-making problems in the natural gas industry and, specifically, in pipeline network optimization. In this work, we present a state-of-the-art survey focusing on specific categories that include short-term basis storage (line-packing problems), gas quality satisfaction (pooling problems), and compressor station modeling (fuel cost minimization problems). We also discuss both steady-state and transient optimization models highlighting the modeling aspects and the most relevant solution approaches known to date. Although the literature on natural gas transmission system problems is quite extensive, this is, to the best of our knowledge, the first comprehensive review or survey covering this specific research area on natural gas transmission from an operations research perspective. Furthermore, this paper includes a discussion of the most important and promising research areas in this field. Hence, our paper can serve as a useful tool to gain insight into the evolution of the many real-life applications and most recent advances in solution methodologies arising from this exciting and challenging research area of decision-making problems.
Zeng, Sanyou Y; Kang, Lishan S; Ding, Lixin X
2004-01-01
In this paper, an orthogonal multi-objective evolutionary algorithm (OMOEA) is proposed for multi-objective optimization problems (MOPs) with constraints. Firstly, these constraints are taken into account when determining Pareto dominance. As a result, a strict partial-ordered relation is obtained, and feasibility is not considered later in the selection process. Then, the orthogonal design and the statistical optimal method are generalized to MOPs, and a new type of multi-objective evolutionary algorithm (MOEA) is constructed. In this framework, an original niche evolves first, and splits into a group of sub-niches. Then every sub-niche repeats the above process. Due to the uniformity of the search, the optimality of the statistics, and the exponential increase of the splitting frequency of the niches, OMOEA uses a deterministic search without blindness or stochasticity. It can soon yield a large set of solutions which converges to the Pareto-optimal set with high precision and uniform distribution. We take six test problems designed by Deb, Zitzler et al., and an engineering problem (W) with constraints provided by Ray et al. to test the new technique. The numerical experiments show that our algorithm is superior to other MOGAS and MOEAs, such as FFGA, NSGAII, SPEA2, and so on, in terms of the precision, quantity and distribution of solutions. Notably, for the engineering problem W, it finds the Pareto-optimal set, which was previously unknown. PMID:15096306
Rao, R.; Buescher, K.L.; Hanagandi, V.
1995-12-31
In the optimal plant location and sizing problem it is desired to optimize cost function involving plant sizes, locations, and production schedules in the face of supply-demand and plant capacity constraints. We will use simulated annealing (SA) and a genetic algorithm (GA) to solve this problem. We will compare these techniques with respect to computational expenses, constraint handling capabilities, and the quality of the solution obtained in general. Simulated Annealing is a combinatorial stochastic optimization technique which has been shown to be effective in obtaining fast suboptimal solutions for computationally, hard problems. The technique is especially attractive since solutions are obtained in polynomial time for problems where an exhaustive search for the global optimum would require exponential time. We propose a synergy between the cluster analysis technique, popular in classical stochastic global optimization, and the GA to accomplish global optimization. This synergy minimizes redundant searches around local optima and enhances the capable it of the GA to explore new areas in the search space.
Solution to Electric Power Dispatch Problem Using Fuzzy Particle Swarm Optimization Algorithm
NASA Astrophysics Data System (ADS)
Chaturvedi, D. K.; Kumar, S.
2015-03-01
This paper presents the application of fuzzy particle swarm optimization to constrained economic load dispatch (ELD) problem of thermal units. Several factors such as quadratic cost functions with valve point loading, ramp rate limits and prohibited operating zone are considered in the computation models. The Fuzzy particle swarm optimization (FPSO) provides a new mechanism to avoid premature convergence problem. The performance of proposed algorithm is evaluated on four test systems. Results obtained by proposed method have been compared with those obtained by PSO method and literature results. The experimental results show that proposed FPSO method is capable of obtaining minimum fuel costs in fewer numbers of iterations.
A Comparison of Trajectory Optimization Methods for the Impulsive Minimum Fuel Rendezvous Problem
NASA Technical Reports Server (NTRS)
Hughes, Steven P.; Mailhe, Laurie M.; Guzman, Jose J.
2002-01-01
In this paper we present a comparison of optimization approaches to the minimum fuel rendezvous problem. Both indirect and direct methods are compared for a variety of test cases. The indirect approach is based on primer vector theory. The direct approaches are implemented numerically and include Sequential Quadratic Programming (SQP), Quasi-Newton, Simplex, Genetic Algorithms, and Simulated Annealing. Each method is applied to a variety of test cases including, circular to circular coplanar orbits, LEO to GEO, and orbit phasing in highly elliptic orbits. We also compare different constrained optimization routines on complex orbit rendezvous problems with complicated, highly nonlinear constraints.
NASA Astrophysics Data System (ADS)
Tahvili, Sahar; Österberg, Jonas; Silvestrov, Sergei; Biteus, Jonas
2014-12-01
One of the most important factors in the operations of many cooperations today is to maximize profit and one important tool to that effect is the optimization of maintenance activities. Maintenance activities is at the largest level divided into two major areas, corrective maintenance (CM) and preventive maintenance (PM). When optimizing maintenance activities, by a maintenance plan or policy, we seek to find the best activities to perform at each point in time, be it PM or CM. We explore the use of stochastic simulation, genetic algorithms and other tools for solving complex maintenance planning optimization problems in terms of a suggested framework model based on discrete event simulation.
Tahvili, Sahar; Ã–sterberg, Jonas; Silvestrov, Sergei; Biteus, Jonas
2014-12-10
One of the most important factors in the operations of many cooperations today is to maximize profit and one important tool to that effect is the optimization of maintenance activities. Maintenance activities is at the largest level divided into two major areas, corrective maintenance (CM) and preventive maintenance (PM). When optimizing maintenance activities, by a maintenance plan or policy, we seek to find the best activities to perform at each point in time, be it PM or CM. We explore the use of stochastic simulation, genetic algorithms and other tools for solving complex maintenance planning optimization problems in terms of a suggested framework model based on discrete event simulation.
NASA Astrophysics Data System (ADS)
Campbell, Stephen L.; Marz, Roswitha
2007-05-01
Direct transcription methods are used to solve optimal control problems in many industrial settings. Models for physical systems often take the form of differential algebraic equations (DAEs). The index of the DAE traditionally is viewed as an important factor in deciding whether a particular numerical approach should be used. Recently it has been observed that what the user thinks is the index of the DAE may not be the same as the index available to the optimization software. An investigation of this fact is underway in order to develop guidelines to assist users of various numerical optimal control packages. This paper develops some theoretical results that will be needed for this development.
Hoelder Continuity of Adjoint States and Optimal Controls for State Constrained Problems
Bettiol, Piernicola Frankowska, Helene
2008-02-15
We investigate Hoelder regularity of adjoint states and optimal controls for a Bolza problem under state constraints. We start by considering any optimal solution satisfying the constrained maximum principle in its normal form and we show that whenever the associated Hamiltonian function is smooth enough and has some monotonicity properties in the directions normal to the constraints, then both the adjoint state and optimal trajectory enjoy Hoelder type regularity. More precisely, we prove that if the state constraints are smooth, then the adjoint state and the derivative of the optimal trajectory are Hoelder continuous, while they have the two sided lower Hoelder continuity property for less regular constraints. Finally, we provide sufficient conditions for Hoelder type regularity of optimal controls.
Stochastic learning via optimizing the variational inequalities.
Tao, Qing; Gao, Qian-Kun; Chu, De-Jun; Wu, Gao-Wei
2014-10-01
A wide variety of learning problems can be posed in the framework of convex optimization. Many efficient algorithms have been developed based on solving the induced optimization problems. However, there exists a gap between the theoretically unbeatable convergence rate and the practically efficient learning speed. In this paper, we use the variational inequality (VI) convergence to describe the learning speed. To this end, we avoid the hard concept of regret in online learning and directly discuss the stochastic learning algorithms. We first cast the regularized learning problem as a VI. Then, we present a stochastic version of alternating direction method of multipliers (ADMMs) to solve the induced VI. We define a new VI-criterion to measure the convergence of stochastic algorithms. While the rate of convergence for any iterative algorithms to solve nonsmooth convex optimization problems cannot be better than O(1/?t), the proposed stochastic ADMM (SADMM) is proved to have an O(1/t) VI-convergence rate for the l1-regularized hinge loss problems without strong convexity and smoothness. The derived VI-convergence results also support the viewpoint that the standard online analysis is too loose to analyze the stochastic setting properly. The experiments demonstrate that SADMM has almost the same performance as the state-of-the-art stochastic learning algorithms but its O(1/t) VI-convergence rate is capable of tightly characterizing the real learning speed. PMID:25291732
NASA Astrophysics Data System (ADS)
Park, Chandeok
This dissertation presents a general methodology for solving the optimal feedback control problem in the context of Hamiltonian system theory. It is first formulated as a two point boundary value problem for a standard Hamiltonian system, and the associated phase flow is viewed as a canonical transformation. Then relying on the Hamilton-Jacobi theory, we employ generating functions to develop a unified methodology for solving a variety of optimal feedback control formulations with general types of boundary conditions. The major accomplishment is to establish a theoretical connection between the optimal cost function and a special kind of generating function. Guided by this recognition, we are ultimately led to a new flexible representation of the optimal feedback control law for a given system, which is adjustable to various types of boundary conditions by algebraic conversions and partial differentiations. This adaptive property provides a substantial advantage over the classical dynamic programming method in the sense that we do not need to solve the Hamilton-Jacobi-Bellman equation repetitively for varying types of boundary conditions. Furthermore for a special type of boundary condition, it also enables us to work around an inherent singularity of the Hamilton-Jacobi-Bellman equation by a special algebraic transformation. Taking full advantage of these theoretical insights, we develop a systematic algorithm for solving a class of optimal feedback control problems represented by smooth analytic Hamiltonians, and apply it to problems with different characteristics. Then, broadening the practical utility of generating functions for problems where the relevant Hamiltonian is non-smooth, we construct a pair of Cauchy problems from the associated Hamilton-Jacobi equations. This alternative formulation is justified by solving problems with control constraints which usually feature non-smoothness in the control logic. The main result of this research establishes that the optimal feedback control problem can be solved by the generating functions of the canonical solution flow corresponding to the necessary conditions. This result demonstrates the power of analyzing the optimal feedback control problem within the comprehensive field of classical Hamiltonian system theory.
NASA Astrophysics Data System (ADS)
Chaerani, D.; Ruchjana, B. N.; Dewanto, S. P.; Abdullah, A. S.; Rejito, J.; Rosandi, Y.; Dharmawan, I. A.
2016-02-01
In this paper we discuss how to get the robust counterpart for the spatial optimization model for water supply allocation (SOMWSA) problem that is proposed by [6]. We employ the robust counterpart methodology that is proposed by Ben-Tal and Nemirovskii [2] also use the new paradigm of robust counterpart methodology of den Hertog et al. [4]. To this end, first we define the uncertain family class of SOMWSA and derive the robust version of the uncertain problem. We assume that there are two uncertain data in SOMWSA problem, ie., the total population and the water demand in a region i at time t. Since the tractability of the problem is very important in Robust Optimization, we discuss three types of uncertainty set, i.e., box, ellipsoidal and polyhedral uncertainty set.
Computing the three-dimensional convex hull
NASA Astrophysics Data System (ADS)
Allison, D. C. S.; Noga, M. T.
1997-06-01
The program tetra computes the three-dimensional convex hull of a set of n points in ( x, y, z) space. The input consists of the coordinates of the points and the output is the identification numbers of the points that are on the convex hull. Since the convex hull is constructed as a set of triangular faces, called facets, additional output information can be requested about these interlocking facets. This additional information may be used to reconstruct and verify the correctness of the computed hull.
Convex optimisation of gradient and shim coil winding patterns
NASA Astrophysics Data System (ADS)
Poole, Michael S.; Jon Shah, N.
2014-07-01
Gradient and shim coils were designed using boundary element methods with convex optimisation. The convex optimisation framework permits the prototyping of many different cost functions and constraints, for example ?p-norms of the current density. Several examples of gradients and shims were designed and simulated to demonstrate this, as well as to investigate the behaviour of new cost functions. A mixture of ?1- and ??-norms of the current density, when used as a regularisation term in the field synthesis problem, was found to produce coils with bunches of equally spaced windings that do not take up all of the available surface. This is thought to be beneficial in the design of coils that will be manufactured from wire with a fixed cross-section.
2014-01-01
Portfolio optimization (selection) problem is an important and hard optimization problem that, with the addition of necessary realistic constraints, becomes computationally intractable. Nature-inspired metaheuristics are appropriate for solving such problems; however, literature review shows that there are very few applications of nature-inspired metaheuristics to portfolio optimization problem. This is especially true for swarm intelligence algorithms which represent the newer branch of nature-inspired algorithms. No application of any swarm intelligence metaheuristics to cardinality constrained mean-variance (CCMV) portfolio problem with entropy constraint was found in the literature. This paper introduces modified firefly algorithm (FA) for the CCMV portfolio model with entropy constraint. Firefly algorithm is one of the latest, very successful swarm intelligence algorithm; however, it exhibits some deficiencies when applied to constrained problems. To overcome lack of exploration power during early iterations, we modified the algorithm and tested it on standard portfolio benchmark data sets used in the literature. Our proposed modified firefly algorithm proved to be better than other state-of-the-art algorithms, while introduction of entropy diversity constraint further improved results. PMID:24991645
Bacanin, Nebojsa; Tuba, Milan
2014-01-01
Portfolio optimization (selection) problem is an important and hard optimization problem that, with the addition of necessary realistic constraints, becomes computationally intractable. Nature-inspired metaheuristics are appropriate for solving such problems; however, literature review shows that there are very few applications of nature-inspired metaheuristics to portfolio optimization problem. This is especially true for swarm intelligence algorithms which represent the newer branch of nature-inspired algorithms. No application of any swarm intelligence metaheuristics to cardinality constrained mean-variance (CCMV) portfolio problem with entropy constraint was found in the literature. This paper introduces modified firefly algorithm (FA) for the CCMV portfolio model with entropy constraint. Firefly algorithm is one of the latest, very successful swarm intelligence algorithm; however, it exhibits some deficiencies when applied to constrained problems. To overcome lack of exploration power during early iterations, we modified the algorithm and tested it on standard portfolio benchmark data sets used in the literature. Our proposed modified firefly algorithm proved to be better than other state-of-the-art algorithms, while introduction of entropy diversity constraint further improved results. PMID:24991645
An investigation of exploitation versus exploration in GBEA optimization of PORS 15 and 16 Problems
Koch, Kaelynn
2012-05-08
It was hypothesized that the variations in time to solution are driven by the competing mechanisms of exploration and exploitation.This thesis explores this hypothesis by examining two contrasting problems that embody the hypothesized tradeoff between exploration and exploitation. Plus one recall store (PORS) is an optimization problem based on the idea of a simple calculator with four buttons: plus, one, store, and recall. Integer addition and store are classified as operations, and one and memory recall are classified as terminals. The goal is to arrange a fixed number of keystrokes in a way that maximizes the numerical result. PORS 15 (15 keystrokes) represents the subset of difficult PORS problems and PORS 16 (16 keystrokes) represents the subset of PORS problems that are easiest to optimize. The goal of this work is to examine the tradeoff between exploitation and exploration in graph based evolutionary algorithm (GBEA) optimization. To do this, computational experiments are used to examine how solutions evolve in PORS 15 and 16 problems when solved using GBEAs. The experiment is comprised of three components; the graphs and the population, the evolutionary algorithm rule set, and the example problems. The complete, hypercube, and cycle graphs were used for this experiment. A fixed population size was used.
Gradient-based inverse problem methodology for design optimization in electromagnetic applications
NASA Astrophysics Data System (ADS)
Subramaniam-Sivanesan, Srisivane
Computer Aided Optimum Design (CAOD) is employed in this dissertation to obtain optimum designs of some electromagnetic devices to satisfy the given performances. Real world problems are 'inverse problems' in which a part of the device is unknown. In inverse problems, the performance of the device is given and the unknown part has to be identified. Inverse Problem Methodology (IPM), which is a CAOD technique, is a formal approach to solve inverse problems. In this approach, the device is described by variables; an object function is defined in such a way that the given performance is satisfied by the optimum design at the optimum point of the function. The optimum values of the variables have to be determined by optimizing the function. In the GIPM, gradient-based optimization techniques are combined with the Computer Aided Analysis (CAD) techniques. To obtain optimum designs of a capacitive transducer and an electromagnetic circuit, and to identify the dimensions of an electrostatic source, the optimization process was employed at multi-levels. The multi-level techniques are required to overcome the difficulties arose in identifying all the variables at the same time. The object functions corresponding to the transducer and the identification problem have several local minima and a narrow valley respectively. In this dissertation, Powell's conjugate directions method is modified and employed to find the global minima. The GIPM is applied first time to miniaturize a MOSFET device to avoid breakdown due to high electric fields. The pole face of an electromagnetic device is optimized using GIPM, but the optimum shape is not smooth enough. This is the first time some linear constraints are imposed to smoothen the pole face. The sensitivities of the magnetization vectors of PM devices are computed first time using the formulations derived from the finite element analysis and applied for the optimization of a circuit with a PM and a PM pole face.
NASA Astrophysics Data System (ADS)
Yu, Xin; Ren, Zhi-Gang; Xu, Chao
2014-04-01
In this paper, we consider a numerical approximation for the boundary optimal control problem with the control constraint governed by a heat equation defined in a variable domain. For this variable domain problem, the boundary of the domain is moving and the shape of the boundary is defined by a known time-dependent function. By making use of the Galerkin finite element method, we first project the original optimal control problem into a semi-discrete optimal control problem governed by a system of ordinary differential equations. Then, based on the aforementioned semi-discrete problem, we apply the control parameterization method to obtain an optimal parameter selection problem governed by a lumped parameter system, which can be solved as a nonlinear optimization problem by a Sequential Quadratic Programming (SQP) algorithm. The numerical simulation is given to illustrate the effectiveness of our numerical approximation for the variable domain problem with the finite element method and the control parameterization method.
Nash, Stephen G.
2013-11-11
The research focuses on the modeling and optimization of nanoporous materials. In systems with hierarchical structure that we consider, the physics changes as the scale of the problem is reduced and it can be important to account for physics at the fine level to obtain accurate approximations at coarser levels. For example, nanoporous materials hold promise for energy production and storage. A significant issue is the fabrication of channels within these materials to allow rapid diffusion through the material. One goal of our research is to apply optimization methods to the design of nanoporous materials. Such problems are large and challenging, with hierarchical structure that we believe can be exploited, and with a large range of important scales, down to atomistic. This requires research on large-scale optimization for systems that exhibit different physics at different scales, and the development of algorithms applicable to designing nanoporous materials for many important applications in energy production, storage, distribution, and use. Our research has two major research thrusts. The first is hierarchical modeling. We plan to develop and study hierarchical optimization models for nanoporous materials. The models have hierarchical structure, and attempt to balance the conflicting aims of model fidelity and computational tractability. In addition, we analyze the general hierarchical model, as well as the specific application models, to determine their properties, particularly those properties that are relevant to the hierarchical optimization algorithms. The second thrust was to develop, analyze, and implement a class of hierarchical optimization algorithms, and apply them to the hierarchical models we have developed. We adapted and extended the optimization-based multigrid algorithms of Lewis and Nash to the optimization models exemplified by the hierarchical optimization model. This class of multigrid algorithms has been shown to be a powerful tool for solving discretized optimization models. Our optimization models are multi-level models, however. They are more general, involving different governing equations at each level. A major aspect of this project was the development of flexible software that can be used to solve a variety of hierarchical optimization problems.
Selective voting in convex-hull ensembles improves classification accuracy
Kodell, Ralph L.; Zhang, Chuanlei; Siegel, Eric R.; Nagarajan, Radhakrishnan
2011-01-01
Objective Classification algorithms can be used to predict risks and responses of patients based on genomic and other high-dimensional data. While there is optimism for using these algorithms to improve the treatment of diseases, they have yet to demonstrate sufficient predictive ability for routine clinical practice. They generally classify all patients according to the same criteria, under an implicit assumption of population homogeneity. The objective here is to allow for population heterogeneity, possibly unrecognized, in order to increase classification accuracy and further the goal of tailoring therapies on an individualized basis. Methods and materials Anew selective-voting algorithm is developed in the context of a classifier ensemble of two-dimensional convex hulls of positive and negative training samples. Individual classifiers in the ensemble are allowed to vote on test samples only if those samples are located within or behind pruned convex hulls of training samples that define the classifiers. Results Validation of the new algorithm’s increased accuracy is carried out using two publicly available datasets having cancer as the outcome variable and expression levels of thousands of genes as predictors. Selective voting leads to statistically significant increases in accuracy from 86.0% to 89.8% (p < 0.001) and 63.2% to 67.8% (p < 0.003) compared to the original algorithm. Conclusion Selective voting by members of convex-hull classifier ensembles significantly increases classification accuracy compared to one-size-fits-all approaches. PMID:22064044
NASA Astrophysics Data System (ADS)
Mandrà, Salvatore; Guerreschi, Gian Giacomo; Aspuru-Guzik, Alán
2015-12-01
Adiabatic quantum optimization is a procedure to solve a vast class of optimization problems by slowly changing the Hamiltonian of a quantum system. The evolution time necessary for the algorithm to be successful scales inversely with the minimum energy gap encountered during the dynamics. Unfortunately, the direct calculation of the gap is strongly limited by the exponential growth in the dimensionality of the Hilbert space associated to the quantum system. Although many special-purpose methods have been devised to reduce the effective dimensionality, they are strongly limited to particular classes of problems with evident symmetries. Moreover, little is known about the computational power of adiabatic quantum optimizers in real-world conditions. Here we propose and implement a general purposes reduction method that does not rely on any explicit symmetry and which requires, under certain general conditions, only a polynomial amount of classical resources. Thanks to this method, we are able to analyze the performance of "nonideal" quantum adiabatic optimizers to solve the well-known Grover problem, namely the search of target entries in an unsorted database, in the presence of discrete local defects. In this case, we show that adiabatic quantum optimization, even if affected by random noise, is still potentially faster than any classical algorithm.
Lim, Wee Loon; Wibowo, Antoni; Desa, Mohammad Ishak; Haron, Habibollah
2016-01-01
The quadratic assignment problem (QAP) is an NP-hard combinatorial optimization problem with a wide variety of applications. Biogeography-based optimization (BBO), a relatively new optimization technique based on the biogeography concept, uses the idea of migration strategy of species to derive algorithm for solving optimization problems. It has been shown that BBO provides performance on a par with other optimization methods. A classical BBO algorithm employs the mutation operator as its diversification strategy. However, this process will often ruin the quality of solutions in QAP. In this paper, we propose a hybrid technique to overcome the weakness of classical BBO algorithm to solve QAP, by replacing the mutation operator with a tabu search procedure. Our experiments using the benchmark instances from QAPLIB show that the proposed hybrid method is able to find good solutions for them within reasonable computational times. Out of 61 benchmark instances tested, the proposed method is able to obtain the best known solutions for 57 of them. PMID:26819585
Lim, Wee Loon; Wibowo, Antoni; Desa, Mohammad Ishak; Haron, Habibollah
2016-01-01
The quadratic assignment problem (QAP) is an NP-hard combinatorial optimization problem with a wide variety of applications. Biogeography-based optimization (BBO), a relatively new optimization technique based on the biogeography concept, uses the idea of migration strategy of species to derive algorithm for solving optimization problems. It has been shown that BBO provides performance on a par with other optimization methods. A classical BBO algorithm employs the mutation operator as its diversification strategy. However, this process will often ruin the quality of solutions in QAP. In this paper, we propose a hybrid technique to overcome the weakness of classical BBO algorithm to solve QAP, by replacing the mutation operator with a tabu search procedure. Our experiments using the benchmark instances from QAPLIB show that the proposed hybrid method is able to find good solutions for them within reasonable computational times. Out of 61 benchmark instances tested, the proposed method is able to obtain the best known solutions for 57 of them. PMID:26819585
Optimal constant in an L 2 extension problem and a proof of a conjecture of Ohsawa
NASA Astrophysics Data System (ADS)
Guan, Qi'An; Zhou, XiangYu
2015-01-01
In this paper, we solve the optimal constant problem in the setting of Ohsawa's generalized $L^{2}$ extension theorem. As applications, we prove a conjecture of Ohsawa and the extended Suita conjecture, we also establish some relations between Bergman kernel and logarithmic capacity on compact and open Riemann surfaces.
Masiero, Federica
2007-05-15
Semilinear elliptic partial differential equations are solved in a mild sense in an infinite-dimensional Hilbert space. These results are applied to a stochastic optimal control problem with infinite horizon. Applications to controlled stochastic heat and wave equations are given.
Constrained Optimization Problems in Cost and Managerial Accounting--Spreadsheet Tools
ERIC Educational Resources Information Center
Amlie, Thomas T.
2009-01-01
A common problem addressed in Managerial and Cost Accounting classes is that of selecting an optimal production mix given scarce resources. That is, if a firm produces a number of different products, and is faced with scarce resources (e.g., limitations on labor, materials, or machine time), what combination of products yields the greatest profitâ€¦
NASA Astrophysics Data System (ADS)
Ivashkin, V. V.; Krylov, I. V.
2015-09-01
A method to optimize the flight trajectories to the asteroid Apophis that allows reliably to form a set of Pontryagin extremals for various boundary conditions of the flight, as well as effectively to search for a global problem optimum amongst its elements, is developed.
Convex set and linear mixing model
NASA Technical Reports Server (NTRS)
Xu, P.; Greeley, R.
1993-01-01
A major goal of optical remote sensing is to determine surface compositions of the earth and other planetary objects. For assessment of composition, single pixels in multi-spectral images usually record a mixture of the signals from various materials within the corresponding surface area. In this report, we introduce a closed and bounded convex set as a mathematical model for linear mixing. This model has a clear geometric implication because the closed and bounded convex set is a natural generalization of a triangle in n-space. The endmembers are extreme points of the convex set. Every point in the convex closure of the endmembers is a linear mixture of those endmembers, which is exactly how linear mixing is defined. With this model, some general criteria for selecting endmembers could be described. This model can lead to a better understanding of linear mixing models.
Recent characterizations of generalized convexity in convexity in cooperative game thoery
Driessen, T.
1994-12-31
The notion of convexity for a real-valued function on the power set of the finite set N (the so-called cooperative game with player set N) is defined as in other mathematical fields. The study of convexity plays an important role within the field of cooperative game theory because the application of the solution part of game theory to convex games provides elegant results for the solution concepts involved. Especially, the well known solution concept called core is, for convex games, very well characterized. The current paper focuses on a notion of generalized convexity, called k- convexity, for cooperative n-person games. Due to very recent characterizations of convexity for cooperative games, the goal is to provide similar new characterizations of k-convexity. The main characterization states that for the k-convexity of an n-person game it is both necessary and sufficient that half of all the so-called marginal worth vectors belong to the core of the game. Here it is taken into account whether a marginal worth vector corresponds to an even or odd ordering of k elements of the n-person player set N. Another characterization of k-convexity is presented in terms of a so-called finite min-modular decomposition. That is, some specific cover game of a k-convex game can be decomposed as the minimum of a finite number of modular (or additive) games. Finally it is established that the k-convexity of a game can be characterized in terms of the second order partial derivates of the so-called multilinear extension of the game.
An algorithm for the weighting matrices in the sampled-data optimal linear regulator problem
NASA Technical Reports Server (NTRS)
Armstrong, E. S.; Caglayan, A. K.
1976-01-01
The sampled-data optimal linear regulator problem provides a means whereby a control designer can use an understanding of continuous optimal regulator design to produce a digital state variable feedback control law which satisfies continuous system performance specifications. A basic difficulty in applying the sampled-data regulator theory is the requirement that certain digital performance index weighting matrices, expressed as complicated functions of system matrices, be computed. Infinite series representations are presented for the weighting matrices of the time-invariant version of the optimal linear sampled-data regulator problem. Error bounds are given for estimating the effect of truncating the series expressions after a finite number of terms, and a method is described for their computer implementation. A numerical example is given to illustrate the results.
Inverse problems and optimal experiment design in unsteady heat transfer processes identification
NASA Technical Reports Server (NTRS)
Artyukhin, Eugene A.
1991-01-01
Experimental-computational methods for estimating characteristics of unsteady heat transfer processes are analyzed. The methods are based on the principles of distributed parameter system identification. The theoretical basis of such methods is the numerical solution of nonlinear ill-posed inverse heat transfer problems and optimal experiment design problems. Numerical techniques for solving problems are briefly reviewed. The results of the practical application of identification methods are demonstrated when estimating effective thermophysical characteristics of composite materials and thermal contact resistance in two-layer systems.
Evaluation of large-scale optimization problems on vector and parallel architectures
Averick, B.M.; More, J.J.
1994-11-01
The authors examine the importance of problem formulation for the solution of large-scale optimization problems on high-performance architectures. Limited memory variable metric methods are used to illustrate performance issues. It is shown that the performance of these algorithms is drastically affected by application implementation. Model applications are drawn from the MINPACK-2 test problem collection, with numerical results from a super-scalar architecture (IBM RS6000/370), a vector architecture (CRAY-2), and a massively parallel architecture (Intel DELTA).
Electronic neural network for solving traveling salesman and similar global optimization problems
NASA Technical Reports Server (NTRS)
Thakoor, Anilkumar P. (Inventor); Moopenn, Alexander W. (Inventor); Duong, Tuan A. (Inventor); Eberhardt, Silvio P. (Inventor)
1993-01-01
This invention is a novel high-speed neural network based processor for solving the 'traveling salesman' and other global optimization problems. It comprises a novel hybrid architecture employing a binary synaptic array whose embodiment incorporates the fixed rules of the problem, such as the number of cities to be visited. The array is prompted by analog voltages representing variables such as distances. The processor incorporates two interconnected feedback networks, each of which solves part of the problem independently and simultaneously, yet which exchange information dynamically.
K/S two-point-boundary-value problems. [for orbital trajectory optimization
NASA Technical Reports Server (NTRS)
Jezewski, D. J.
1976-01-01
A method for developing the missing general K/S (Kustaanheimo/Stiefel) boundary conditions is presented, with use of the formalism of optimal control theory. As an illustrative example, the method is applied to the K/S Lambert problem to derive the missing terminal condition. The necessary equations are developed for a solution to this problem with the generalized eccentric anomaly, E, as the independent variable. This formulation, requiring the solution of only one nonlinear, well-behaved equation in one unknown, E, results in considerable simplification of the problem.
Haber, Eldad
2014-03-17
The focus of research was: Developing adaptive mesh for the solution of Maxwell's equations; Developing a parallel framework for time dependent inverse Maxwell's equations; Developing multilevel methods for optimization problems with inequal- ity constraints; A new inversion code for inverse Maxwell's equations in the 0th frequency (DC resistivity); A new inversion code for inverse Maxwell's equations in low frequency regime. Although the research concentrated on electromagnetic forward and in- verse problems the results of the research was applied to the problem of image registration.
Digital program for solving the linear stochastic optimal control and estimation problem
NASA Technical Reports Server (NTRS)
Geyser, L. C.; Lehtinen, B.
1975-01-01
A computer program is described which solves the linear stochastic optimal control and estimation (LSOCE) problem by using a time-domain formulation. The LSOCE problem is defined as that of designing controls for a linear time-invariant system which is disturbed by white noise in such a way as to minimize a performance index which is quadratic in state and control variables. The LSOCE problem and solution are outlined; brief descriptions are given of the solution algorithms, and complete descriptions of each subroutine, including usage information and digital listings, are provided. A test case is included, as well as information on the IBM 7090-7094 DCS time and storage requirements.
Maxwell strata and symmetries in the problem of optimal rolling of a sphere over a plane
Sachkov, Yurii L
2010-09-02
The problem of rolling of a sphere over a plane without slipping or twisting is considered. It is required to roll the sphere from one contact configuration into another one so that the curve traced by the contact point be of minimum length. Extremal trajectories in this problem were described by Arthur, Walsh and Jurdjevic. In this work, discrete and continuous symmetries of the problem are constructed and fixed points of the action of these symmetries in the inverse image and image of the exponential map are studied. This analysis is used to derive necessary conditions for optimality; namely, upper bounds on the cut time along the extremal trajectories. Bibliography: 21 titles.
A convex hull algorithm for neural networks
Wennyre, E. )
1989-11-01
A convex hull algorithm for neural networks is presented. It is applicable in both two and three dimensions, and has a time complexity of O(N) for the off-line case, O(log N) for the on-line case in two dimensions, and O(hN), O(N), respectively, for three dimensions (h is the number of faces in the convex hull). The constant bounding the complexity is expected to be very small.
Limitations of Parallel Global Optimization for Large-Scale Human Movement Problems
Koh, Byung-Il; Reinbolt, Jeffrey A.; George, Alan D.; Haftka, Raphael T.; Fregly, Benjamin J.
2009-01-01
Global optimization algorithms (e.g., simulated annealing, genetic, and particle swarm) have been gaining popularity in biomechanics research, in part due to advances in parallel computing. To date, such algorithms have only been applied to small- or medium-scale optimization problems (< 100 design variables). This study evaluates the applicability of a parallel particle swarm global optimization algorithm to large-scale human movement problems. The evaluation was performed using two large-scale (660 design variables) optimization problems that utilized a dynamic, 27 degree-of-freedom, full-body gait model to predict new gait motions from a nominal gait motion. Both cost functions minimized a quantity that reduced the knee adduction torque. The first one minimized foot path errors corresponding to an increased toe out angle of 15 deg, while the second one minimized the knee adduction torque directly without changing the foot path. Constraints on allowable changes in trunk orientation, joint angles, joint torques, centers of pressure, and ground reactions were handled using a penalty method. For both problems, a single run with a gradient-based nonlinear least squares algorithm found a significantly better solution than did 10 runs with the global particle swarm algorithm. Due to the penalty terms, the physically-realistic gradient-based solutions were located within a narrow “channel” in design space that was difficult to enter without gradient information. Researchers should exercise caution when extrapolating the performance of parallel global optimizers to human movement problems with hundreds of design variables, especially when penalty terms are included in the cost function. PMID:19036629
Time dependent adjoint-based optimization for coupled fluid-structure problems
NASA Astrophysics Data System (ADS)
Mishra, Asitav; Mani, Karthik; Mavriplis, Dimitri; Sitaraman, Jay
2015-07-01
A formulation for sensitivity analysis of fully coupled time-dependent aeroelastic problems is given in this paper. Both forward sensitivity and adjoint sensitivity formulations are derived that correspond to analogues of the fully coupled non-linear aeroelastic analysis problem. Both sensitivity analysis formulations make use of the same iterative disciplinary solution techniques used for analysis, and make use of an analogous coupling strategy. The information passed between fluid and structural solvers is dimensionally equivalent in all cases, enabling the use of the same data structures for analysis, forward and adjoint problems. The fully coupled adjoint formulation is then used to perform rotor blade design optimization for a four bladed HART2 rotor in hover conditions started impulsively from rest. The effect of time step size and mesh resolution on optimization results is investigated.
Soulez, Ferréol; Denis, Loïc; Fournier, Corinne; Thiébaut, Eric; Goepfert, Charles
2007-04-01
We propose a microparticle localization scheme in digital holography. Most conventional digital holography methods are based on Fresnel transform and present several problems such as twin-image noise, border effects, and other effects. To avoid these difficulties, we propose an inverse-problem approach, which yields the optimal particle set that best models the observed hologram image. We resolve this global optimization problem by conventional particle detection followed by a local refinement for each particle. Results for both simulated and real digital holograms show strong improvement in the localization of the particles, particularly along the depth dimension. In our simulations, the position precision is > or =1 microm rms. Our results also show that the localization precision does not deteriorate for particles near the edge of the field of view. PMID:17361304
NASA Astrophysics Data System (ADS)
Žilinskas, Antanas; Žilinskas, Julius
2015-04-01
A bi-objective optimization problem with Lipschitz objective functions is considered. An algorithm is developed adapting a univariate one-step optimal algorithm to multidimensional problems. The univariate algorithm considered is a worst-case optimal algorithm for Lipschitz functions. The multidimensional algorithm is based on the branch-and-bound approach and trisection of hyper-rectangles which cover the feasible region. The univariate algorithm is used to compute the Lipschitz bounds for the Pareto front. Some numerical examples are included.
Men, H. Nguyen, N.C. Freund, R.M. Parrilo, P.A. Peraire, J.
2010-05-20
In this paper, we consider the optimal design of photonic crystal structures for two-dimensional square lattices. The mathematical formulation of the bandgap optimization problem leads to an infinite-dimensional Hermitian eigenvalue optimization problem parametrized by the dielectric material and the wave vector. To make the problem tractable, the original eigenvalue problem is discretized using the finite element method into a series of finite-dimensional eigenvalue problems for multiple values of the wave vector parameter. The resulting optimization problem is large-scale and non-convex, with low regularity and non-differentiable objective. By restricting to appropriate eigenspaces, we reduce the large-scale non-convex optimization problem via reparametrization to a sequence of small-scale convex semidefinite programs (SDPs) for which modern SDP solvers can be efficiently applied. Numerical results are presented for both transverse magnetic (TM) and transverse electric (TE) polarizations at several frequency bands. The optimized structures exhibit patterns which go far beyond typical physical intuition on periodic media design.
Convex Clustering: An Attractive Alternative to Hierarchical Clustering
Chen, Gary K.; Chi, Eric C.; Ranola, John Michael O.; Lange, Kenneth
2015-01-01
The primary goal in cluster analysis is to discover natural groupings of objects. The field of cluster analysis is crowded with diverse methods that make special assumptions about data and address different scientific aims. Despite its shortcomings in accuracy, hierarchical clustering is the dominant clustering method in bioinformatics. Biologists find the trees constructed by hierarchical clustering visually appealing and in tune with their evolutionary perspective. Hierarchical clustering operates on multiple scales simultaneously. This is essential, for instance, in transcriptome data, where one may be interested in making qualitative inferences about how lower-order relationships like gene modules lead to higher-order relationships like pathways or biological processes. The recently developed method of convex clustering preserves the visual appeal of hierarchical clustering while ameliorating its propensity to make false inferences in the presence of outliers and noise. The solution paths generated by convex clustering reveal relationships between clusters that are hidden by static methods such as k-means clustering. The current paper derives and tests a novel proximal distance algorithm for minimizing the objective function of convex clustering. The algorithm separates parameters, accommodates missing data, and supports prior information on relationships. Our program CONVEXCLUSTER incorporating the algorithm is implemented on ATI and nVidia graphics processing units (GPUs) for maximal speed. Several biological examples illustrate the strengths of convex clustering and the ability of the proximal distance algorithm to handle high-dimensional problems. CONVEXCLUSTER can be freely downloaded from the UCLA Human Genetics web site at http://www.genetics.ucla.edu/software/ PMID:25965340
A Hybrid Optimization Method for Solving Bayesian Inverse Problems under Uncertainty
Zhang, Kai; Wang, Zengfei; Zhang, Liming; Yao, Jun; Yan, Xia
2015-01-01
In this paper, we investigate the application of a new method, the Finite Difference and Stochastic Gradient (Hybrid method), for history matching in reservoir models. History matching is one of the processes of solving an inverse problem by calibrating reservoir models to dynamic behaviour of the reservoir in which an objective function is formulated based on a Bayesian approach for optimization. The goal of history matching is to identify the minimum value of an objective function that expresses the misfit between the predicted and measured data of a reservoir. To address the optimization problem, we present a novel application using a combination of the stochastic gradient and finite difference methods for solving inverse problems. The optimization is constrained by a linear equation that contains the reservoir parameters. We reformulate the reservoir modelâ€™s parameters and dynamic data by operating the objective function, the approximate gradient of which can guarantee convergence. At each iteration step, we obtain the relatively â€˜importantâ€™ elements of the gradient, which are subsequently substituted by the values from the Finite Difference method through comparing the magnitude of the components of the stochastic gradient, which forms a new gradient, and we subsequently iterate with the new gradient. Through the application of the Hybrid method, we efficiently and accurately optimize the objective function. We present a number numerical simulations in this paper that show that the method is accurate and computationally efficient. PMID:26252392
Constraint Optimization Problem For The Cutting Of A Cobalt Chrome Refractory Material
NASA Astrophysics Data System (ADS)
Lebaal, Nadhir; Schlegel, Daniel; Folea, Milena
2011-05-01
This paper shows a complete approach to solve a given problem, from the experimentation to the optimization of different cutting parameters. In response to an industrial problem of slotting FSX 414, a Cobalt-based refractory material, we have implemented a design of experiment to determine the most influent parameters on the tool life, the surface roughness and the cutting forces. After theses trials, an optimization approach has been implemented to find the lowest manufacturing cost while respecting the roughness constraints and cutting force limitation constraints. The optimization approach is based on the Response Surface Method (RSM) using the Sequential Quadratic programming algorithm (SQP) for a constrained problem. To avoid a local optimum and to obtain an accurate solution at low cost, an efficient strategy, which allows improving the RSM accuracy in the vicinity of the global optimum, is presented. With these models and these trials, we could apply and compare our optimization methods in order to get the lowest cost for the best quality, i.e. a satisfying surface roughness and limited cutting forces.
Constraint Optimization Problem For The Cutting Of A Cobalt Chrome Refractory Material
Lebaal, Nadhir; Schlegel, Daniel; Folea, Milena
2011-05-04
This paper shows a complete approach to solve a given problem, from the experimentation to the optimization of different cutting parameters. In response to an industrial problem of slotting FSX 414, a Cobalt-based refractory material, we have implemented a design of experiment to determine the most influent parameters on the tool life, the surface roughness and the cutting forces. After theses trials, an optimization approach has been implemented to find the lowest manufacturing cost while respecting the roughness constraints and cutting force limitation constraints. The optimization approach is based on the Response Surface Method (RSM) using the Sequential Quadratic programming algorithm (SQP) for a constrained problem. To avoid a local optimum and to obtain an accurate solution at low cost, an efficient strategy, which allows improving the RSM accuracy in the vicinity of the global optimum, is presented. With these models and these trials, we could apply and compare our optimization methods in order to get the lowest cost for the best quality, i.e. a satisfying surface roughness and limited cutting forces.
NASA Astrophysics Data System (ADS)
Khan, I. M.; Poursina, M.; Anderson, K. S.
2013-07-01
This paper presents an efficient algorithm for the simulation of multi-flexible-body systems undergoing discontinuous changes in model definition. The equations governing the dynamics of the transitions from a higher to a lower fidelity model and vice versa are formulated through imposing/removing certain constraints on/from the system model. The issue of the non-uniqueness of the results associated with the transition from a lower to a higher fidelity model may be handled by solving an optimization problem. This optimization problem is subjected to the satisfaction of the constraint imposed by the generalized impulse-momentum equations. The divide-and-conquer algorithm (DCA) is applied to formulate the jumps in the system states resulting from the model transition. The DCA formulation in its basic form is both time and processor optimal and results in linear and logarithmic complexity when implemented in serial and parallel with O(n) processors, respectively. As such, its application can reduce the effective computational cost of formulating and solving the optimization problem in the transitions to the finer models. The principal aspects of the mathematics for the algorithm implementation is developed and numerical examples are provided to validate the method.
A Hybrid Optimization Method for Solving Bayesian Inverse Problems under Uncertainty.
Zhang, Kai; Wang, Zengfei; Zhang, Liming; Yao, Jun; Yan, Xia
2015-01-01
In this paper, we investigate the application of a new method, the Finite Difference and Stochastic Gradient (Hybrid method), for history matching in reservoir models. History matching is one of the processes of solving an inverse problem by calibrating reservoir models to dynamic behaviour of the reservoir in which an objective function is formulated based on a Bayesian approach for optimization. The goal of history matching is to identify the minimum value of an objective function that expresses the misfit between the predicted and measured data of a reservoir. To address the optimization problem, we present a novel application using a combination of the stochastic gradient and finite difference methods for solving inverse problems. The optimization is constrained by a linear equation that contains the reservoir parameters. We reformulate the reservoir model's parameters and dynamic data by operating the objective function, the approximate gradient of which can guarantee convergence. At each iteration step, we obtain the relatively 'important' elements of the gradient, which are subsequently substituted by the values from the Finite Difference method through comparing the magnitude of the components of the stochastic gradient, which forms a new gradient, and we subsequently iterate with the new gradient. Through the application of the Hybrid method, we efficiently and accurately optimize the objective function. We present a number numerical simulations in this paper that show that the method is accurate and computationally efficient. PMID:26252392
Convexity and Stiffness in Energy Functions for Electrostatic Simulations.
Pujos, Justine S; Maggs, A C
2015-04-14
We study the properties of convex functionals which have been proposed for the simulation of charged molecular systems within the Poisson-Boltzmann approximation. We consider the extent to which the functionals reproduce the true fluctuations of electrolytes and thus the one-loop correction to mean field theory-including the Debye-HÃ¼ckel correction to the free energy of ionic solutions. We also compare the functionals for use in numerical optimization of a mean field model of a charged polymer and show that different functionals have very different stiffnesses leading to substantial differences in accuracy and speed. PMID:26574353
NASA Astrophysics Data System (ADS)
Ayvaz, M. Tamer
2010-09-01
This study proposes a linked simulation-optimization model for solving the unknown groundwater pollution source identification problems. In the proposed model, MODFLOW and MT3DMS packages are used to simulate the flow and transport processes in the groundwater system. These models are then integrated with an optimization model which is based on the heuristic harmony search (HS) algorithm. In the proposed simulation-optimization model, the locations and release histories of the pollution sources are treated as the explicit decision variables and determined through the optimization model. Also, an implicit solution procedure is proposed to determine the optimum number of pollution sources which is an advantage of this model. The performance of the proposed model is evaluated on two hypothetical examples for simple and complex aquifer geometries, measurement error conditions, and different HS solution parameter sets. Identified results indicated that the proposed simulation-optimization model is an effective way and may be used to solve the inverse pollution source identification problems.
Optimization problems in natural gas transportation systems. A state-of-the-art review
RÃos-Mercado, Roger Z.; Borraz-SÃ¡nchez, Conrado
2015-03-24
Our paper provides a review on the most relevant research works conducted to solve natural gas transportation problems via pipeline systems. The literature reveals three major groups of gas pipeline systems, namely gathering, transmission, and distribution systems. In this work, we aim at presenting a detailed discussion of the efforts made in optimizing natural gas transmission lines.There is certainly a vast amount of research done over the past few years on many decision-making problems in the natural gas industry and, specifically, in pipeline network optimization. In this work, we present a state-of-the-art survey focusing on specific categories that include short-termmoreÂ Â» basis storage (line-packing problems), gas quality satisfaction (pooling problems), and compressor station modeling (fuel cost minimization problems). We also discuss both steady-state and transient optimization models highlighting the modeling aspects and the most relevant solution approaches known to date. Although the literature on natural gas transmission system problems is quite extensive, this is, to the best of our knowledge, the first comprehensive review or survey covering this specific research area on natural gas transmission from an operations research perspective. Furthermore, this paper includes a discussion of the most important and promising research areas in this field. Hence, our paper can serve as a useful tool to gain insight into the evolution of the many real-life applications and most recent advances in solution methodologies arising from this exciting and challenging research area of decision-making problems.Â«Â less
Weinert, K; Zabel, A; Kersting, P; Michelitsch, T; Wagner, T
2009-01-01
In the field of production engineering, various complex multi-objective problems are known. In this paper we focus on the design of mold temperature control systems, the reconstruction of digitized surfaces, and the optimization of NC paths for the five-axis milling process. For all these applications, efficient problem-specific algorithms exist that only consider a subset of the desirable objectives. In contrast, modern multi-objective evolutionary algorithms are able to cope with many conflicting objectives, but they require a long runtime due to their general applicability. Therefore, we propose hybrid algorithms for the three applications mentioned. In each case, the problem-specific algorithms are used to determine promising initial solutions for the multi-objective evolutionary approach, whose variation concepts are used to generate diversity in the objective space. We show that the combination of these techniques provides great benefits. Since the final solution is chosen by a decision maker based on this Pareto front approximation, appropriate visualizations of the high-dimensional solutions are presented. PMID:19916775
Energy optimization in mobile sensor networks
NASA Astrophysics Data System (ADS)
Yu, Shengwei
Mobile sensor networks are considered to consist of a network of mobile robots, each of which has computation, communication and sensing capabilities. Energy efficiency is a critical issue in mobile sensor networks, especially when mobility (i.e., locomotion control), routing (i.e., communications) and sensing are unique characteristics of mobile robots for energy optimization. This thesis focuses on the problem of energy optimization of mobile robotic sensor networks, and the research results can be extended to energy optimization of a network of mobile robots that monitors the environment, or a team of mobile robots that transports materials from stations to stations in a manufacturing environment. On the energy optimization of mobile robotic sensor networks, our research focuses on the investigation and development of distributed optimization algorithms to exploit the mobility of robotic sensor nodes for network lifetime maximization. In particular, the thesis studies these five problems: 1. Network-lifetime maximization by controlling positions of networked mobile sensor robots based on local information with distributed optimization algorithms; 2. Lifetime maximization of mobile sensor networks with energy harvesting modules; 3. Lifetime maximization using joint design of mobility and routing; 4. Optimal control for network energy minimization; 5. Network lifetime maximization in mobile visual sensor networks. In addressing the first problem, we consider only the mobility strategies of the robotic relay nodes in a mobile sensor network in order to maximize its network lifetime. By using variable substitutions, the original problem is converted into a convex problem, and a variant of the sub-gradient method for saddle-point computation is developed for solving this problem. An optimal solution is obtained by the method. Computer simulations show that mobility of robotic sensors can significantly prolong the lifetime of the whole robotic sensor network while consuming negligible amount of energy for mobility cost. For the second problem, the problem is extended to accommodate mobile robotic nodes with energy harvesting capability, which makes it a non-convex optimization problem. The non-convexity issue is tackled by using the existing sequential convex approximation method, based on which we propose a novel procedure of modified sequential convex approximation that has fast convergence speed. For the third problem, the proposed procedure is used to solve another challenging non-convex problem, which results in utilizing mobility and routing simultaneously in mobile robotic sensor networks to prolong the network lifetime. The results indicate that joint design of mobility and routing has an edge over other methods in prolonging network lifetime, which is also the justification for the use of mobility in mobile sensor networks for energy efficiency purpose. For the fourth problem, we include the dynamics of the robotic nodes in the problem by modeling the networked robotic system using hybrid systems theory. A novel distributed method for the networked hybrid system is used to solve the optimal moving trajectories for robotic nodes and optimal network links, which are not answered by previous approaches. Finally, the fact that mobility is more effective in prolonging network lifetime for a data-intensive network leads us to apply our methods to study mobile visual sensor networks, which are useful in many applications. We investigate the joint design of mobility, data routing, and encoding power to help improving the video quality while maximizing the network lifetime. This study leads to a better understanding of the role mobility can play in data-intensive surveillance sensor networks.
A Novel Hybrid Crossover based Artificial Bee Colony Algorithm for Optimization Problem
NASA Astrophysics Data System (ADS)
Kumar, Sandeep; Kumar Sharma, Vivek; Kumari, Rajani
2013-11-01
Artificial bee colony (ABC) algorithm has proved its importance in solving a number of problems including engineering optimization problems. ABC algorithm is one of the most popular and youngest member of the family of population based nature inspired meta-heuristic swarm intelligence method. ABC has been proved its superiority over some other Nature Inspired Algorithms (NIA) when applied for both benchmark functions and real world problems. The performance of search process of ABC depends on a random value which tries to balance exploration and exploitation phase. In order to increase the performance it is required to balance the exploration of search space and exploitation of optimal solution of the ABC. This paper outlines a new hybrid of ABC algorithm with Genetic Algorithm. The proposed method integrates crossover operation from Genetic Algorithm (GA) with original ABC algorithm. The proposed method is named as Crossover based ABC (CbABC). The CbABC strengthens the exploitation phase of ABC as crossover enhances exploration of search space. The CbABC tested over four standard benchmark functions and a popular continuous optimization problem.
A finite element based method for solution of optimal control problems
NASA Technical Reports Server (NTRS)
Bless, Robert R.; Hodges, Dewey H.; Calise, Anthony J.
1989-01-01
A temporal finite element based on a mixed form of the Hamiltonian weak principle is presented for optimal control problems. The mixed form of this principle contains both states and costates as primary variables that are expanded in terms of elemental values and simple shape functions. Unlike other variational approaches to optimal control problems, however, time derivatives of the states and costates do not appear in the governing variational equation. Instead, the only quantities whose time derivatives appear therein are virtual states and virtual costates. Also noteworthy among characteristics of the finite element formulation is the fact that in the algebraic equations which contain costates, they appear linearly. Thus, the remaining equations can be solved iteratively without initial guesses for the costates; this reduces the size of the problem by about a factor of two. Numerical results are presented herein for an elementary trajectory optimization problem which show very good agreement with the exact solution along with excellent computational efficiency and self-starting capability. The goal is to evaluate the feasibility of this approach for real-time guidance applications. To this end, a simplified two-stage, four-state model for an advanced launch vehicle application is presented which is suitable for finite element solution.
Optimization problems for WSNs: trade-off between synchronization errors and energy consumption
NASA Astrophysics Data System (ADS)
Manita, Larisa
2016-02-01
We discuss a class of optimization problems related to stochastic models of wireless sensor networks (WSNs). We consider a sensor network that consists of a single server node and m groups of identical client nodes. The goal is to minimize the cost functional which accumulates synchronization errors and energy consumption over a given time interval. The control function u(t) = (u1(t),...,um(t)) corresponds to the power of the server node transmitting synchronization signals to the groups of clients. We find the structure of extremal trajectories. We show that optimal solutions for such models can contain singular arcs.
Legendre spectral-collocation method for solving some types of fractional optimal control problems
Sweilam, Nasser H.; Al-Ajami, Tamer M.
2014-01-01
In this paper, the Legendre spectral-collocation method was applied to obtain approximate solutions for some types of fractional optimal control problems (FOCPs). The fractional derivative was described in the Caputo sense. Two different approaches were presented, in the first approach, necessary optimality conditions in terms of the associated Hamiltonian were approximated. In the second approach, the state equation was discretized first using the trapezoidal rule for the numerical integration followed by the Rayleighâ€“Ritz method to evaluate both the state and control variables. Illustrative examples were included to demonstrate the validity and applicability of the proposed techniques. PMID:26257937
Improved Fractal Space Filling Curves Hybrid Optimization Algorithm for Vehicle Routing Problem
Yue, Yi-xiang; Zhang, Tong; Yue, Qun-xing
2015-01-01
Vehicle Routing Problem (VRP) is one of the key issues in optimization of modern logistics system. In this paper, a modified VRP model with hard time window is established and a Hybrid Optimization Algorithm (HOA) based on Fractal Space Filling Curves (SFC) method and Genetic Algorithm (GA) is introduced. By incorporating the proposed algorithm, SFC method can find an initial and feasible solution very fast; GA is used to improve the initial solution. Thereafter, experimental software was developed and a large number of experimental computations from Solomon's benchmark have been studied. The experimental results demonstrate the feasibility and effectiveness of the HOA. PMID:26167171
Legendre spectral-collocation method for solving some types of fractional optimal control problems.
Sweilam, Nasser H; Al-Ajami, Tamer M
2015-05-01
In this paper, the Legendre spectral-collocation method was applied to obtain approximate solutions for some types of fractional optimal control problems (FOCPs). The fractional derivative was described in the Caputo sense. Two different approaches were presented, in the first approach, necessary optimality conditions in terms of the associated Hamiltonian were approximated. In the second approach, the state equation was discretized first using the trapezoidal rule for the numerical integration followed by the Rayleigh-Ritz method to evaluate both the state and control variables. Illustrative examples were included to demonstrate the validity and applicability of the proposed techniques. PMID:26257937
Improved Fractal Space Filling Curves Hybrid Optimization Algorithm for Vehicle Routing Problem.
Yue, Yi-xiang; Zhang, Tong; Yue, Qun-xing
2015-01-01
Vehicle Routing Problem (VRP) is one of the key issues in optimization of modern logistics system. In this paper, a modified VRP model with hard time window is established and a Hybrid Optimization Algorithm (HOA) based on Fractal Space Filling Curves (SFC) method and Genetic Algorithm (GA) is introduced. By incorporating the proposed algorithm, SFC method can find an initial and feasible solution very fast; GA is used to improve the initial solution. Thereafter, experimental software was developed and a large number of experimental computations from Solomon's benchmark have been studied. The experimental results demonstrate the feasibility and effectiveness of the HOA. PMID:26167171
A Bi-Projection Neural Network for Solving Constrained Quadratic Optimization Problems.
Xia, Youshen; Wang, Jun
2016-02-01
In this paper, a bi-projection neural network for solving a class of constrained quadratic optimization problems is proposed. It is proved that the proposed neural network is globally stable in the sense of Lyapunov, and the output trajectory of the proposed neural network will converge globally to an optimal solution. Compared with existing projection neural networks (PNNs), the proposed neural network has a very small model size owing to its bi-projection structure. Furthermore, an application to data fusion shows that the proposed neural network is very effective. Numerical results demonstrate that the proposed neural network is much faster than the existing PNNs. PMID:26672052
Variational Inequalities in Hilbert Spaces with Measures and Optimal Stopping Problems
Barbu, Viorel Marinelli, Carlo
2008-04-15
We study the existence theory for parabolic variational inequalities in weighted L{sup 2} spaces with respect to excessive measures associated with a transition semigroup. We characterize the value function of optimal stopping problems for finite and infinite dimensional diffusions as a generalized solution of such a variational inequality. The weighted L{sup 2} setting allows us to cover some singular cases, such as optimal stopping for stochastic equations with degenerate diffusion coefficient. As an application of the theory, we consider the pricing of American-style contingent claims. Among others, we treat the cases of assets with stochastic volatility and with path-dependent payoffs.
NASA Technical Reports Server (NTRS)
Markopoulos, N.; Calise, A. J.
1993-01-01
The class of all piecewise time-continuous controllers tracking a given hypersurface in the state space of a dynamical system can be split by the present transformation technique into two disjoint classes; while the first of these contains all controllers which track the hypersurface in finite time, the second contains all controllers that track the hypersurface asymptotically. On this basis, a reformulation is presented for optimal control problems involving state-variable inequality constraints. If the state constraint is regarded as 'soft', there may exist controllers which are asymptotic, two-sided, and able to yield the optimal value of the performance index.
NASA Astrophysics Data System (ADS)
Barycka, Irena; Dziuban, Jan; Kramkowska, Malgorzata; Zubel, Irena
2001-08-01
Under etching of convex corners during the fabrication process of pressure sensor with the 'bossed' type structure seriously deteriorates parameters of these devices. The problem can be solved by application of properly designed masks with compensating corners.
Pasekov, V P
2013-03-01
The paper considers the problems in the adaptive evolution of life-history traits for individuals in the nonlinear Leslie model of age-structured population. The possibility to predict adaptation results as the values of organism's traits (properties) that provide for the maximum of a certain function of traits (optimization criterion) is studied. An ideal criterion of this type is Darwinian fitness as a characteristic of success of an individual's life history. Criticism of the optimization approach is associated with the fact that it does not take into account the changes in the environmental conditions (in a broad sense) caused by evolution, thereby leading to losses in the adequacy of the criterion. In addition, the justification for this criterion under stationary conditions is not usually rigorous. It has been suggested to overcome these objections in terms of the adaptive dynamics theory using the concept of invasive fitness. The reasons are given that favor the application of the average number of offspring for an individual, R(L), as an optimization criterion in the nonlinear Leslie model. According to the theory of quantitative genetics, the selection for fertility (that is, for a set of correlated quantitative traits determined by both multiple loci and the environment) leads to an increase in R(L). In terms of adaptive dynamics, the maximum R(L) corresponds to the evolutionary stability and, in certain cases, convergent stability of the values for traits. The search for evolutionarily stable values on the background of limited resources for reproduction is a problem of linear programming. PMID:23755539
Meyer, Burghard Christian; Lescot, Jean-Marie; Laplana, Ramon
2009-02-01
Two spatial optimization approaches, developed from the opposing perspectives of ecological economics and landscape planning and aimed at the definition of new distributions of farming systems and of land use elements, are compared and integrated into a general framework. The first approach, applied to a small river catchment in southwestern France, uses SWAT (Soil and Water Assessment Tool) and a weighted goal programming model in combination with a geographical information system (GIS) for the determination of optimal farming system patterns, based on selected objective functions to minimize deviations from the goals of reducing nitrogen and maintaining income. The second approach, demonstrated in a suburban landscape near Leipzig, Germany, defines a GIS-based predictive habitat model for the search of unfragmented regions suitable for hare populations (Lepus europaeus), followed by compromise optimization with the aim of planning a new habitat structure distribution for the hare. The multifunctional problem is solved by the integration of the three landscape functions ("production of cereals," "resistance to soil erosion by water," and "landscape water retention"). Through the comparison, we propose a framework for the definition of optimal land use patterns based on optimization techniques. The framework includes the main aspects to solve land use distribution problems with the aim of finding the optimal or best land use decisions. It integrates indicators, goals of spatial developments and stakeholders, including weighting, and model tools for the prediction of objective functions and risk assessments. Methodological limits of the uncertainty of data and model outcomes are stressed. The framework clarifies the use of optimization techniques in spatial planning. PMID:19015827
hp-Pseudospectral method for solving continuous-time nonlinear optimal control problems
NASA Astrophysics Data System (ADS)
Darby, Christopher L.
2011-12-01
In this dissertation, a direct hp-pseudospectral method for approximating the solution to nonlinear optimal control problems is proposed. The hp-pseudospectral method utilizes a variable number of approximating intervals and variable-degree polynomial approximations of the state within each interval. Using the hp-discretization, the continuous-time optimal control problem is transcribed to a finite-dimensional nonlinear programming problem (NLP). The differential-algebraic constraints of the optimal control problem are enforced at a finite set of collocation points, where the collocation points are either the Legendre-Gauss or Legendre-Gauss-Radau quadrature points. These sets of points are chosen because they correspond to high-accuracy Gaussian quadrature rules for approximating the integral of a function. Moreover, Runge phenomenon for high-degree Lagrange polynomial approximations to the state is avoided by using these points. The key features of the hp-method include computational sparsity associated with low-order polynomial approximations and rapid convergence rates associated with higher-degree polynomials approximations. Consequently, the hp-method is both highly accurate and computationally efficient. Two hp-adaptive algorithms are developed that demonstrate the utility of the hp-approach. The algorithms are shown to accurately approximate the solution to general continuous-time optimal control problems in a computationally efficient manner without a priori knowledge of the solution structure. The hp-algorithms are compared empirically against local (h) and global (p) collocation methods over a wide range of problems and are found to be more efficient and more accurate. The hp-pseudospectral approach developed in this research not only provides a high-accuracy approximation to the state and control of an optimal control problem, but also provides high-accuracy approximations to the costate of the optimal control problem. The costate is approximated by mapping the Karush-Kuhn-Tucker (KKT) multipliers of the NLP to the Lagrange multipliers of the continuous-time first-order necessary conditions. It is found that if the costate is continuous, the hp-pseudospectral method is a discrete representation of the continuous-time first-order necessary conditions of the optimal control problem. If the costate is discontinuous, however, and a mesh point is at the location of a discontinuity, the hp-method is an inexact discrete representation of the continuous-time first-order necessary conditions. The computational efficiency and accuracy of the proposed hp -method is demonstrated on several examples ranging from problems whose solutions are smooth to problems whose solutions are not smooth. Furthermore, a particular application of a multiple-pass aeroassisted orbital maneuver is studied. In this application, the minimum-fuel transfer of a small maneuverable spacecraft between two low-Earth orbits (LEO) with an inclination change is analyzed. In the aeroassisted maneuvers, the vehicle deorbits into the atmosphere and uses lift and drag to change its inclination. It is found that the aeroassisted maneuvers are more fuel efficient than all-propulsive maneuvers over a wide range of inclination changes. The examples studied in this dissertation demonstrate the effectiveness of the hp-method.
Wang, Zhaocai; Pu, Jun; Cao, Liling; Tan, Jian
2015-01-01
The unbalanced assignment problem (UAP) is to optimally resolve the problem of assigning n jobs to m individuals (m < n), such that minimum cost or maximum profit obtained. It is a vitally important Non-deterministic Polynomial (NP) complete problem in operation management and applied mathematics, having numerous real life applications. In this paper, we present a new parallel DNA algorithm for solving the unbalanced assignment problem using DNA molecular operations. We reasonably design flexible-length DNA strands representing different jobs and individuals, take appropriate steps, and get the solutions of the UAP in the proper length range and O(mn) time. We extend the application of DNA molecular operations and simultaneity to simplify the complexity of the computation. PMID:26512650
DG method for the numerical solution of the state problem in shape optimization
NASA Astrophysics Data System (ADS)
Hozman, J.; ŠimÅ¯nková, M.
2015-11-01
In this article we are concerned with the discontinuous Galerkin (DG) method in connection with the numerical solution of the state problem in the field of shape optimization techniques. The presented state problem is described by the stationary energy equation of the system of the mould, glass piece, plunger and plunger cavity arising from the forming process in the glass industry. The attention is paid to the development of the numerical scheme based on the piecewise polynomial, generally discontinuous approximation, which enables to better resolve various phenomena typical for such a heterogeneous medium problem, compared with standard common numerical techniques. The studied problem is supplemented with the preliminary numerical results demonstrating the potency of the proposed scheme.
Wang, Zhaocai; Pu, Jun; Cao, Liling; Tan, Jian
2015-01-01
The unbalanced assignment problem (UAP) is to optimally resolve the problem of assigning n jobs to m individuals (m < n), such that minimum cost or maximum profit obtained. It is a vitally important Non-deterministic Polynomial (NP) complete problem in operation management and applied mathematics, having numerous real life applications. In this paper, we present a new parallel DNA algorithm for solving the unbalanced assignment problem using DNA molecular operations. We reasonably design flexible-length DNA strands representing different jobs and individuals, take appropriate steps, and get the solutions of the UAP in the proper length range and O(mn) time. We extend the application of DNA molecular operations and simultaneity to simplify the complexity of the computation. PMID:26512650
NASA Technical Reports Server (NTRS)
Gibson, J. S.; Rosen, I. G.
1985-01-01
In the optimal linear quadratic regulator problem for finite dimensional systems, the method known as an alpha-shift can be used to produce a closed-loop system whose spectrum lies to the left of some specified vertical line; that is, a closed-loop system with a prescribed degree of stability. This paper treats the extension of the alpha-shift to hereditary systems. As infinite dimensions, the shift can be accomplished by adding alpha times the identity to the open-loop semigroup generator and then solving an optimal regulator problem. However, this approach does not work with a new approximation scheme for hereditary control problems recently developed by Kappel and Salamon. Since this scheme is among the best to date for the numerical solution of the linear regulator problem for hereditary systems, an alternative method for shifting the closed-loop spectrum is needed. An alpha-shift technique that can be used with the Kappel-Salamon approximation scheme is developed. Both the continuous-time and discrete-time problems are considered. A numerical example which demonstrates the feasibility of the method is included.
Xu, Sheng-Hua; Liu, Ji-Ping; Zhang, Fu-Hao; Wang, Liang; Sun, Li-Jian
2015-01-01
A combination of genetic algorithm and particle swarm optimization (PSO) for vehicle routing problems with time windows (VRPTW) is proposed in this paper. The improvements of the proposed algorithm include: using the particle real number encoding method to decode the route to alleviate the computation burden, applying a linear decreasing function based on the number of the iterations to provide balance between global and local exploration abilities, and integrating with the crossover operator of genetic algorithm to avoid the premature convergence and the local minimum. The experimental results show that the proposed algorithm is not only more efficient and competitive with other published results but can also obtain more optimal solutions for solving the VRPTW issue. One new well-known solution for this benchmark problem is also outlined in the following. PMID:26343655
Liu, Haorui; Yi, Fengyan; Yang, Heli
2016-01-01
The shuffled frog leaping algorithm (SFLA) easily falls into local optimum when it solves multioptimum function optimization problem, which impacts the accuracy and convergence speed. Therefore this paper presents grouped SFLA for solving continuous optimization problems combined with the excellent characteristics of cloud model transformation between qualitative and quantitative research. The algorithm divides the definition domain into several groups and gives each group a set of frogs. Frogs of each region search in their memeplex, and in the search process the algorithm uses the â€œelite strategyâ€ to update the location information of existing elite frogs through cloud model algorithm. This method narrows the searching space and it can effectively improve the situation of a local optimum; thus convergence speed and accuracy can be significantly improved. The results of computer simulation confirm this conclusion. PMID:26819584
Ant Colony Optimization with Genetic Operation and Its Application to Traveling Salesman Problem
NASA Astrophysics Data System (ADS)
Wang, Rong-Long; Zhou, Xiao-Fan; Okazaki, Kozo
Ant colony optimization (ACO) algorithms are a recently developed, population-based approach which has been successfully applied to optimization problems. However, in the ACO algorithms it is difficult to adjust the balance between intensification and diversification and thus the performance is not always very well. In this work, we propose an improved ACO algorithm in which some of ants can evolve by performing genetic operation, and the balance between intensification and diversification can be adjusted by numbers of ants which perform genetic operation. The proposed algorithm is tested by simulating the Traveling Salesman Problem (TSP). Experimental studies show that the proposed ACO algorithm with genetic operation has superior performance when compared to other existing ACO algorithms.
Liu, Haorui; Yi, Fengyan; Yang, Heli
2016-01-01
The shuffled frog leaping algorithm (SFLA) easily falls into local optimum when it solves multioptimum function optimization problem, which impacts the accuracy and convergence speed. Therefore this paper presents grouped SFLA for solving continuous optimization problems combined with the excellent characteristics of cloud model transformation between qualitative and quantitative research. The algorithm divides the definition domain into several groups and gives each group a set of frogs. Frogs of each region search in their memeplex, and in the search process the algorithm uses the "elite strategy" to update the location information of existing elite frogs through cloud model algorithm. This method narrows the searching space and it can effectively improve the situation of a local optimum; thus convergence speed and accuracy can be significantly improved. The results of computer simulation confirm this conclusion. PMID:26819584
He, Shi-wei; Song, Rui; Sun, Yang; Li, Hao-dong
2014-01-01
Railway freight center location problem is an important issue in railway freight transport programming. This paper focuses on the railway freight center location problem in uncertain environment. Seeing that the expected value model ignores the negative influence of disadvantageous scenarios, a robust optimization model was proposed. The robust optimization model takes expected cost and deviation value of the scenarios as the objective. A cloud adaptive clonal selection algorithm (C-ACSA) was presented. It combines adaptive clonal selection algorithm with Cloud Model which can improve the convergence rate. Design of the code and progress of the algorithm were proposed. Result of the example demonstrates the model and algorithm are effective. Compared with the expected value cases, the amount of disadvantageous scenarios in robust model reduces from 163 to 21, which prove the result of robust model is more reliable. PMID:25435867
Reinforcement learning solution for HJB equation arising in constrained optimal control problem.
Luo, Biao; Wu, Huai-Ning; Huang, Tingwen; Liu, Derong
2015-11-01
The constrained optimal control problem depends on the solution of the complicated Hamilton-Jacobi-Bellman equation (HJBE). In this paper, a data-based off-policy reinforcement learning (RL) method is proposed, which learns the solution of the HJBE and the optimal control policy from real system data. One important feature of the off-policy RL is that its policy evaluation can be realized with data generated by other behavior policies, not necessarily the target policy, which solves the insufficient exploration problem. The convergence of the off-policy RL is proved by demonstrating its equivalence to the successive approximation approach. Its implementation procedure is based on the actor-critic neural networks structure, where the function approximation is conducted with linearly independent basis functions. Subsequently, the convergence of the implementation procedure with function approximation is also proved. Finally, its effectiveness is verified through computer simulations. PMID:26356598
An Isometric Problem Revisited.
ERIC Educational Resources Information Center
Beslin, Scott J.; Simmons, Laurette L.
1993-01-01
Offers heuristic arguments showing that a simple closed curve of specified length that encloses a maximum area must be a circle. Develops the problem by demonstrating that such an n-gon must be convex, that such a convex n-gon must be regular, and that such a simple closed curve must be a circle. (MDH)
NASA Astrophysics Data System (ADS)
von Rudorff, Guido Falk; Wehmeyer, Christoph; Sebastiani, Daniel
2014-06-01
We adapt a swarm-intelligence-based optimization method (the artificial bee colony algorithm, ABC) to enhance its parallel scaling properties and to improve the escaping behavior from deep local minima. Specifically, we apply the approach to the geometry optimization of Lennard-Jones clusters. We illustrate the performance and the scaling properties of the parallelization scheme for several system sizes (5-20 particles). Our main findings are specific recommendations for ranges of the parameters of the ABC algorithm which yield maximal performance for Lennard-Jones clusters and Morse clusters. The suggested parameter ranges for these different interaction potentials turn out to be very similar; thus, we believe that our reported values are fairly general for the ABC algorithm applied to chemical optimization problems.
NASA Technical Reports Server (NTRS)
Ito, K.; Teglas, R.
1984-01-01
The numerical scheme based on the Legendre-tau approximation is proposed to approximate the feedback solution to the linear quadratic optimal control problem for hereditary differential systems. The convergence property is established using Trotter ideas. The method yields very good approximations at low orders and provides an approximation technique for computing closed-loop eigenvalues of the feedback system. A comparison with existing methods (based on averaging and spline approximations) is made.
Applications of numerical optimization methods to helicopter design problems - A survey
NASA Technical Reports Server (NTRS)
Miura, H.
1984-01-01
A survey of applications of mathematical programming methods is used to improve the design of helicopters and their components. Applications of multivariable search techniques in the finite dimensional space are considered. Five categories of helicopter design problems are considered: (1) conceptual and preliminary design, (2) rotor-system design, (3) airframe structures design, (4) control system design, and (5) flight trajectory planning. Key technical progress in numerical optimization methods relevant to rotorcraft applications are summarized.
Applications of numerical optimization methods to helicopter design problems - A survey
NASA Technical Reports Server (NTRS)
Miura, H.
1985-01-01
A survey of applications of mathematical programming methods is used to improve the design of helicopters and their components. Applications of multivariable search techniques in the finite dimensional space are considered. Five categories of helicopter design problems are considered: (1) conceptual and preliminary design, (2) rotor-system design, (3) airframe structures design, (4) control system design, and (5) flight trajectory planning. Key technical progress in numerical optimization methods relevant to rotorcraft applications are summarized.
Applications of numerical optimization methods to helicopter design problems: A survey
NASA Technical Reports Server (NTRS)
Miura, H.
1984-01-01
A survey of applications of mathematical programming methods is used to improve the design of helicopters and their components. Applications of multivariable search techniques in the finite dimensional space are considered. Five categories of helicopter design problems are considered: (1) conceptual and preliminary design, (2) rotor-system design, (3) airframe structures design, (4) control system design, and (5) flight trajectory planning. Key technical progress in numerical optimization methods relevant to rotorcraft applications are summarized.
NASA Technical Reports Server (NTRS)
Garzia, M. R.; Loparo, K. A.; Martin, C. F.
1982-01-01
This paper looks at the structure of the solution of a matrix Riccati differential equation under a predefined group of transformations. The group of transformations used is an expanded form of the feedback group. It is shown that this group of transformations is a subgroup of the symplectic group. The orbits of the Riccati differential equation under the action of this group are studied and it is seen how these techniques apply to a decentralized optimal control problem.
Closed-form solutions for a class of optimal quadratic regulator problems with terminal constraints
NASA Technical Reports Server (NTRS)
Juang, J.-N.; Turner, J. D.; Chun, H. M.
1984-01-01
Closed-form solutions are derived for coupled Riccati-like matrix differential equations describing the solution of a class of optimal finite time quadratic regulator problems with terminal constraints. Analytical solutions are obtained for the feedback gains and the closed-loop response trajectory. A computational procedure is presented which introduces new variables for efficient computation of the terminal control law. Two examples are given to illustrate the validity and usefulness of the theory.
Optimization of the heating surface shape in the contact melting problem
NASA Technical Reports Server (NTRS)
Fomin, Sergei A.; Cheng, Shangmo
1991-01-01
The theoretical analysis of contact melting by the migrating heat source with an arbitrary shaped isothermal heating surface is presented. After the substantiated simplification, the governing equations are transformed to the convenient equations for engineering calculations relationships. Analytical solutions are used for numerical prediction of optimal shape of the heating surface. The problem is investigated for the constant and for temperature dependent physical properties of the melt.
A General Optimality Conditions for Stochastic Control Problems of Jump Diffusions
Bahlali, Seid; Chala, Adel
2012-02-15
We consider a stochastic control problem where the system is governed by a non linear stochastic differential equation with jumps. The control is allowed to enter into both diffusion and jump terms. By only using the first order expansion and the associated adjoint equation, we establish necessary as well as sufficient optimality conditions of controls for relaxed controls, who are a measure-valued processes.
NASA Technical Reports Server (NTRS)
Ito, Kazufumi; Teglas, Russell
1987-01-01
The numerical scheme based on the Legendre-tau approximation is proposed to approximate the feedback solution to the linear quadratic optimal control problem for hereditary differential systems. The convergence property is established using Trotter ideas. The method yields very good approximations at low orders and provides an approximation technique for computing closed-loop eigenvalues of the feedback system. A comparison with existing methods (based on averaging and spline approximations) is made.
A linear decomposition method for large optimization problems. Blueprint for development
NASA Technical Reports Server (NTRS)
Sobieszczanski-Sobieski, J.
1982-01-01
A method is proposed for decomposing large optimization problems encountered in the design of engineering systems such as an aircraft into a number of smaller subproblems. The decomposition is achieved by organizing the problem and the subordinated subproblems in a tree hierarchy and optimizing each subsystem separately. Coupling of the subproblems is accounted for by subsequent optimization of the entire system based on sensitivities of the suboptimization problem solutions at each level of the tree to variables of the next higher level. A formalization of the procedure suitable for computer implementation is developed and the state of readiness of the implementation building blocks is reviewed showing that the ingredients for the development are on the shelf. The decomposition method is also shown to be compatible with the natural human organization of the design process of engineering systems. The method is also examined with respect to the trends in computer hardware and software progress to point out that its efficiency can be amplified by network computing using parallel processors.
Michaelis-Menten reaction scheme as a unified approach towards the optimal restart problem
NASA Astrophysics Data System (ADS)
Rotbart, Tal; Reuveni, Shlomi; Urbakh, Michael
2015-12-01
We study the effect of restart, and retry, on the mean completion time of a generic process. The need to do so arises in various branches of the sciences and we show that it can naturally be addressed by taking advantage of the classical reaction scheme of Michaelis and Menten. Stopping a process in its midstâ€”only to start it all over againâ€”may prolong, leave unchanged, or even shorten the time taken for its completion. Here we are interested in the optimal restart problem, i.e., in finding a restart rate which brings the mean completion time of a process to a minimum. We derive the governing equation for this problem and show that it is exactly solvable in cases of particular interest. We then continue to discover regimes at which solutions to the problem take on universal, details independent forms which further give rise to optimal scaling laws. The formalism we develop, and the results obtained, can be utilized when optimizing stochastic search processes and randomized computer algorithms. An immediate connection with kinetic proofreading is also noted and discussed.
Weak Convergence and Fluid Limits in Optimal Time-to-Empty Queueing Control Problems
Day, Martin V.
2011-12-15
We consider a class of controlled queue length processes, in which the control allocates each server's effort among the several classes of customers requiring its service. Served customers are routed through the network according to (prescribed) routing probabilities. In the fluid rescaling, X{sup n}(t) = 1/nX(nt) , we consider the optimal control problem of minimizing the integral of an undiscounted positive running cost until the first time that X{sup n}=0. Our main result uses weak convergence ideas to show that the optimal value functions V{sup n} of the stochastic control problems for X{sup n}(t) converge (as n{yields}{infinity}) to the optimal value V of a control problem for the limiting fluid process. This requires certain equicontinuity and boundedness hypotheses on (V{sup n}). We observe that these are essentially the same hypotheses that would be needed for the Barles-Perthame approach in terms of semicontinuous viscosity solutions. Sufficient conditions for these equicontinuity and boundedness properties are briefly discussed.
Deciding Under Uncertainty vs. Reducing Uncertainty by Observations: the Optimal Observation Problem
NASA Astrophysics Data System (ADS)
Weijs, S. V.; Raso, L.; Werner, M.
2012-12-01
In order to manage a system, a decision maker (DM) solves a problem of stochastic optimal control, that is: trying to make the best decision under uncertainty, having partial knowledge on the effects of his/her decision. Additionally, uncertainty can be reduced by getting more information by new observations. Of the many possible observations, each one leads to a different uncertainty reduction. Deciding what to observe is a problem, complementary to the control problem, that the DM has to face. A second question is whether it is worth to observe more or not. At some point, the cost of the next observation is larger than its marginal value. In that case it is better to take a decision, accepting the present uncertainty, rather than trying to reduce it further. The method we present offers a solution to the questions on what and how much to observe by setting up an Optimal Observation Problem (OOP). OOP selects the observation with the highest (expected) net value. The net value of an observation is the difference between the gross value of the information carried by that observation, less the cost to obtain the observation itself. The gross value of information is the expected added value of a better decision thanks to uncertainty reduction. If information is used rationally, this value is always non-negative and specific to the system objective, which is defined by the optimal control problem. A first application of the OOP is shown on the River Cart, in Scotland, where the DM has to choose between giving a flood warning or not, and the uncertainty on the rating curve can be reduced by extra gaugings.
Supervised classification of protein structures based on convex hull representation.
Wang, Yong; Wu, Ling-Yun; Chen, Luonan; Zhang, Xiang-Sun
2007-01-01
One of the central problems in functional genomics is to establish the classification schemes of protein structures. In this paper the relationship of protein structures is uncovered within the framework of supervised learning. Specifically, the novel patterns based on convex hull representation are firstly extracted from a protein structure, then the classification system is constructed and machine learning methods such as neural networks, Hidden Markov Models (HMM) and Support Vector Machines (SVMs) are applied. The CATH scheme is highlighted in the classification experiments. The results indicate that the proposed supervised classification scheme is effective and efficient. PMID:18048184
On least-squares variational principles for the discretization of optimization and control problems.
Bochev, Pavel Blagoveston; Gunzburger, Max Donald
2005-08-01
The approximate solution of optimization and control problems for systems governed by linear, elliptic partial differential equations is considered. Such problems are most often solved using methods based on the application of the Lagrange multiplier rule followed by discretization through, e.g., a Galerkin finite element method. As an alternative, we show how least-squares finite element methods can be used for this purpose. Penalty-based formulations, another approach widely used in other settings, have not enjoyed the same level of popularity in the partial differential equation case perhaps because naively defined penalty-based methods can have practical deficiencies. We use methodologies associated with modern least-squares finite element methods to develop and analyze practical penalty methods for the approximate solution of optimization problems for systems governed by linear, elliptic partial differential equations. We develop an abstract theory for such problems; along the way, we introduce several methods based on least-squares notions, and compare and constrast their properties.
Wang, Lin; Qu, Hui; Liu, Shan; Dun, Cai-xia
2013-01-01
As a practical inventory and transportation problem, it is important to synthesize several objectives for the joint replenishment and delivery (JRD) decision. In this paper, a new multiobjective stochastic JRD (MSJRD) of the one-warehouse and n-retailer systems considering the balance of service level and total cost simultaneously is proposed. The goal of this problem is to decide the reasonable replenishment interval, safety stock factor, and traveling routing. Secondly, two approaches are designed to handle this complex multi-objective optimization problem. Linear programming (LP) approach converts the multi-objective to single objective, while a multi-objective evolution algorithm (MOEA) solves a multi-objective problem directly. Thirdly, three intelligent optimization algorithms, differential evolution algorithm (DE), hybrid DE (HDE), and genetic algorithm (GA), are utilized in LP-based and MOEA-based approaches. Results of the MSJRD with LP-based and MOEA-based approaches are compared by a contrastive numerical example. To analyses the nondominated solution of MOEA, a metric is also used to measure the distribution of the last generation solution. Results show that HDE outperforms DE and GA whenever LP or MOEA is adopted. PMID:24302880
Fuzzy Random Î»-Mean SAD Portfolio Selection Problem: An Ant Colony Optimization Approach
NASA Astrophysics Data System (ADS)
Thakur, Gour Sundar Mitra; Bhattacharyya, Rupak; Mitra, Swapan Kumar
2010-10-01
To reach the investment goal, one has to select a combination of securities among different portfolios containing large number of securities. Only the past records of each security do not guarantee the future return. As there are many uncertain factors which directly or indirectly influence the stock market and there are also some newer stock markets which do not have enough historical data, experts' expectation and experience must be combined with the past records to generate an effective portfolio selection model. In this paper the return of security is assumed to be Fuzzy Random Variable Set (FRVS), where returns are set of random numbers which are in turn fuzzy numbers. A new Î»-Mean Semi Absolute Deviation (Î»-MSAD) portfolio selection model is developed. The subjective opinions of the investors to the rate of returns of each security are taken into consideration by introducing a pessimistic-optimistic parameter vector Î». Î»-Mean Semi Absolute Deviation (Î»-MSAD) model is preferred as it follows absolute deviation of the rate of returns of a portfolio instead of the variance as the measure of the risk. As this model can be reduced to Linear Programming Problem (LPP) it can be solved much faster than quadratic programming problems. Ant Colony Optimization (ACO) is used for solving the portfolio selection problem. ACO is a paradigm for designing meta-heuristic algorithms for combinatorial optimization problem. Data from BSE is used for illustration.
Dun, Cai-xia
2013-01-01
As a practical inventory and transportation problem, it is important to synthesize several objectives for the joint replenishment and delivery (JRD) decision. In this paper, a new multiobjective stochastic JRD (MSJRD) of the one-warehouse and n-retailer systems considering the balance of service level and total cost simultaneously is proposed. The goal of this problem is to decide the reasonable replenishment interval, safety stock factor, and traveling routing. Secondly, two approaches are designed to handle this complex multi-objective optimization problem. Linear programming (LP) approach converts the multi-objective to single objective, while a multi-objective evolution algorithm (MOEA) solves a multi-objective problem directly. Thirdly, three intelligent optimization algorithms, differential evolution algorithm (DE), hybrid DE (HDE), and genetic algorithm (GA), are utilized in LP-based and MOEA-based approaches. Results of the MSJRD with LP-based and MOEA-based approaches are compared by a contrastive numerical example. To analyses the nondominated solution of MOEA, a metric is also used to measure the distribution of the last generation solution. Results show that HDE outperforms DE and GA whenever LP or MOEA is adopted. PMID:24302880
NASA Astrophysics Data System (ADS)
Wright, Robert; Abraham, Edo; Parpas, Panos; Stoianov, Ivan
2015-12-01
The operation of water distribution networks (WDN) with a dynamic topology is a recently pioneered approach for the advanced management of District Metered Areas (DMAs) that integrates novel developments in hydraulic modeling, monitoring, optimization, and control. A common practice for leakage management is the sectorization of WDNs into small zones, called DMAs, by permanently closing isolation valves. This facilitates water companies to identify bursts and estimate leakage levels by measuring the inlet flow for each DMA. However, by permanently closing valves, a number of problems have been created including reduced resilience to failure and suboptimal pressure management. By introducing a dynamic topology to these zones, these disadvantages can be eliminated while still retaining the DMA structure for leakage monitoring. In this paper, a novel optimization method based on sequential convex programming (SCP) is outlined for the control of a dynamic topology with the objective of reducing average zone pressure (AZP). A key attribute for control optimization is reliable convergence. To achieve this, the SCP method we propose guarantees that each optimization step is strictly feasible, resulting in improved convergence properties. By using a null space algorithm for hydraulic analyses, the computations required are also significantly reduced. The optimized control is actuated on a real WDN operated with a dynamic topology. This unique experimental program incorporates a number of technologies set up with the objective of investigating pioneering developments in WDN management. Preliminary results indicate AZP reductions for a dynamic topology of up to 6.5% over optimally controlled fixed topology DMAs. This article was corrected on 12 JAN 2016. See the end of the full text for details.
A fast finite volume method for conservative space-fractional diffusion equations in convex domains
NASA Astrophysics Data System (ADS)
Jia, Jinhong; Wang, Hong
2016-04-01
We develop a fast finite volume method for variable-coefficient, conservative space-fractional diffusion equations in convex domains via a volume-penalization approach. The method has an optimal storage and an almost linear computational complexity. The method retains second-order accuracy without requiring a Richardson extrapolation. Numerical results are presented to show the utility of the method.
Convex curvature concept of viscous drag reduction
NASA Technical Reports Server (NTRS)
Bandyopadhyay, Promode R.
1990-01-01
Experiments have indicated that for certain convex aerodynamic surface curvature ratios, wall-shear stresses remain low over considerable streamwide distances even after curvature is removed. The research whose progress is presently evaluated was first suggested by Bushnell (1983), who proposed that the convex-surface curvature be used in axisymmetric bodies to ascertain whether the viscous component of total drag is reduced. Attention is given to the evolution of the concept's implementation in an axisymmetric nose-body combination for passive viscous drag reduction.
Optimal parallel algorithms for problems modeled by a family of intervals
NASA Technical Reports Server (NTRS)
Olariu, Stephan; Schwing, James L.; Zhang, Jingyuan
1992-01-01
A family of intervals on the real line provides a natural model for a vast number of scheduling and VLSI problems. Recently, a number of parallel algorithms to solve a variety of practical problems on such a family of intervals have been proposed in the literature. Computational tools are developed, and it is shown how they can be used for the purpose of devising cost-optimal parallel algorithms for a number of interval-related problems including finding a largest subset of pairwise nonoverlapping intervals, a minimum dominating subset of intervals, along with algorithms to compute the shortest path between a pair of intervals and, based on the shortest path, a parallel algorithm to find the center of the family of intervals. More precisely, with an arbitrary family of n intervals as input, all algorithms run in O(log n) time using O(n) processors in the EREW-PRAM model of computation.
NASA Astrophysics Data System (ADS)
Peng, Lei; Liu, Li; Long, Teng; Guo, Xiaosong
2014-11-01
As a promising technique, surrogate-based design and optimization(SBDO) has been widely used in modern engineering design optimizations. Currently, static surrogate-based optimization methods have been successfully applied to expensive optimization problems. However, due to the low efficiency and poor flexibility, static surrogate-based optimization methods are difficult to efficiently solve practical engineering cases. At the aim of enhancing efficiency, a novel surrogate-based efficient optimization method is developed by using sequential radial basis function(SEO-SRBF). Moreover, augmented Lagrangian multiplier method is adopted to solve the problems involving expensive constraints. In order to study the performance of SEO-SRBF, several numerical benchmark functions and engineering problems are solved by SEO-SRBF and other well-known surrogate-based optimization methods including EGO, MPS, and IARSM. The optimal solutions, number of function evaluations, and algorithm execution time are recorded for comparison. The comparison results demonstrate that SEO-SRBF shows satisfactory performance in both optimization efficiency and global convergence capability. The CPU time required for running SEO-SRBF is dramatically less than that of other algorithms. In the torque arm optimization case using FEA simulation, SEO-SRBF further reduces 21% of the material volume compared with the solution from static-RBF subject to the stress constraint. This study provides the efficient strategy to solve expensive constrained optimization problems.
Rotamer Optimization for Protein Design through MAP Estimation and Problem-Size Reduction
Hong, Eun-Jong; Lippow, Shaun M.; Tidor, Bruce; Lozano-PÃ©rez, TomÃ¡s
2012-01-01
The search for the global minimum energy conformation (GMEC) of protein side chains is an important computational challenge in protein structure prediction and design. Using rotamer models, the problem is formulated as a NP-hard optimization problem. Dead-end elimination (DEE) methods combined with systematic A* search (DEE/A*) has proven useful, but may not be strong enough as we attempt to solve protein design problems where a large number of similar rotamers is eligible and the network of interactions between residues is dense. In this work, we present an exact solution method, named BroMAP (branch-and-bound rotamer optimization using MAP estimation), for such protein design problems. The design goal of BroMAP is to be able to expand smaller search trees than conventional branch-and-bound methods while performing only a moderate amount of computation in each node, thereby reducing the total running time. To achieve that, BroMAP attempts reduction of the problem size within each node through DEE and elimination by lower bounds from approximate maximum-a-posteriori (MAP) estimation. The lower bounds are also exploited in branching and subproblem selection for fast discovery of strong upper bounds. Our computational results show that BroMAP tends to be faster than DEE/A* for large protein design cases. BroMAP also solved cases that were not solved by DEE/A* within the maximum allowed time, and did not incur significant disadvantage for cases where DEE/A* performed well. Therefore, BroMAP is particularly applicable to large protein design problems where DEE/A* struggles and can also substitute for DEE/A* in general GMEC search. PMID:19123203
A Convex Formulation for Hyperspectral Image Superresolution via Subspace-Based Regularization
NASA Astrophysics Data System (ADS)
Simoes, Miguel; Bioucas-Dias, Jose; Almeida, Luis B.; Chanussot, Jocelyn
2015-06-01
Hyperspectral remote sensing images (HSIs) usually have high spectral resolution and low spatial resolution. Conversely, multispectral images (MSIs) usually have low spectral and high spatial resolutions. The problem of inferring images which combine the high spectral and high spatial resolutions of HSIs and MSIs, respectively, is a data fusion problem that has been the focus of recent active research due to the increasing availability of HSIs and MSIs retrieved from the same geographical area. We formulate this problem as the minimization of a convex objective function containing two quadratic data-fitting terms and an edge-preserving regularizer. The data-fitting terms account for blur, different resolutions, and additive noise. The regularizer, a form of vector Total Variation, promotes piecewise-smooth solutions with discontinuities aligned across the hyperspectral bands. The downsampling operator accounting for the different spatial resolutions, the non-quadratic and non-smooth nature of the regularizer, and the very large size of the HSI to be estimated lead to a hard optimization problem. We deal with these difficulties by exploiting the fact that HSIs generally "live" in a low-dimensional subspace and by tailoring the Split Augmented Lagrangian Shrinkage Algorithm (SALSA), which is an instance of the Alternating Direction Method of Multipliers (ADMM), to this optimization problem, by means of a convenient variable splitting. The spatial blur and the spectral linear operators linked, respectively, with the HSI and MSI acquisition processes are also estimated, and we obtain an effective algorithm that outperforms the state-of-the-art, as illustrated in a series of experiments with simulated and real-life data.
Automation of reverse engineering process in aircraft modeling and related optimization problems
NASA Technical Reports Server (NTRS)
Li, W.; Swetits, J.
1994-01-01
During the year of 1994, the engineering problems in aircraft modeling were studied. The initial concern was to obtain a surface model with desirable geometric characteristics. Much of the effort during the first half of the year was to find an efficient way of solving a computationally difficult optimization model. Since the smoothing technique in the proposal 'Surface Modeling and Optimization Studies of Aerodynamic Configurations' requires solutions of a sequence of large-scale quadratic programming problems, it is important to design algorithms that can solve each quadratic program in a few interactions. This research led to three papers by Dr. W. Li, which were submitted to SIAM Journal on Optimization and Mathematical Programming. Two of these papers have been accepted for publication. Even though significant progress has been made during this phase of research and computation times was reduced from 30 min. to 2 min. for a sample problem, it was not good enough for on-line processing of digitized data points. After discussion with Dr. Robert E. Smith Jr., it was decided not to enforce shape constraints in order in order to simplify the model. As a consequence, P. Dierckx's nonparametric spline fitting approach was adopted, where one has only one control parameter for the fitting process - the error tolerance. At the same time the surface modeling software developed by Imageware was tested. Research indicated a substantially improved fitting of digitalized data points can be achieved if a proper parameterization of the spline surface is chosen. A winning strategy is to incorporate Dierckx's surface fitting with a natural parameterization for aircraft parts. The report consists of 4 chapters. Chapter 1 provides an overview of reverse engineering related to aircraft modeling and some preliminary findings of the effort in the second half of the year. Chapters 2-4 are the research results by Dr. W. Li on penalty functions and conjugate gradient methods for quadratic programming problems.
Solving iTOUGH2 simulation and optimization problems using the PEST protocol
Finsterle, S.A.; Zhang, Y.
2011-02-01
The PEST protocol has been implemented into the iTOUGH2 code, allowing the user to link any simulation program (with ASCII-based inputs and outputs) to iTOUGH2's sensitivity analysis, inverse modeling, and uncertainty quantification capabilities. These application models can be pre- or post-processors of the TOUGH2 non-isothermal multiphase flow and transport simulator, or programs that are unrelated to the TOUGH suite of codes. PEST-style template and instruction files are used, respectively, to pass input parameters updated by the iTOUGH2 optimization routines to the model, and to retrieve the model-calculated values that correspond to observable variables. We summarize the iTOUGH2 capabilities and demonstrate the flexibility added by the PEST protocol for the solution of a variety of simulation-optimization problems. In particular, the combination of loosely coupled and tightly integrated simulation and optimization routines provides both the flexibility and control needed to solve challenging inversion problems for the analysis of multiphase subsurface flow and transport systems.
Solving optimum operation of single pump unit problem with ant colony optimization (ACO) algorithm
NASA Astrophysics Data System (ADS)
Yuan, Y.; Liu, C.
2012-11-01
For pumping stations, the effective scheduling of daily pump operations from solutions to the optimum design operation problem is one of the greatest potential areas for energy cost-savings, there are some difficulties in solving this problem with traditional optimization methods due to the multimodality of the solution region. In this case, an ACO model for optimum operation of pumping unit is proposed and the solution method by ants searching is presented by rationally setting the object function and constrained conditions. A weighted directed graph was constructed and feasible solutions may be found by iteratively searching of artificial ants, and then the optimal solution can be obtained by applying the rule of state transition and the pheromone updating. An example calculation was conducted and the minimum cost was found as 4.9979. The result of ant colony algorithm was compared with the result from dynamic programming or evolutionary solving method in commercial software under the same discrete condition. The result of ACO is better and the computing time is shorter which indicates that ACO algorithm can provide a high application value to the field of optimal operation of pumping stations and related fields.
Optimal third-order bounds on the effective properties of some composite media, and related problems
NASA Astrophysics Data System (ADS)
Markov, K. Z.; Tsviatkov, K. D.
The problem of the optimality of variational bounds for the effective coefficients of thermal conductivity and elastic modulus of two-phase composite media of random structure is considered. Special attention is paid to random dispersions of spheres, due to the simplicity of their mathematical description and to their importance as a reasonable model of many particulate media. The pivotal point is the quest for optimality of the estimates in the sense of whether or not they are the best under a given amount of statistical information. The basic tool for this study is the functional (Volterra-Wiener) series. It is shown that for a random dispersion of overlapping spheres, the bounds are, in general, non-optimal, and the optimality occurs up to the order of the square of the volume sphere concentration (c-squared). The bounds are explicitly calculated for overlapping spheres up to the order c-squared, and the obtained results are applied to an analysis of the applicability of some heuristic methods to the mechanics of composite materials.
OPTIMAL COMPUTATIONAL AND STATISTICAL RATES OF CONVERGENCE FOR SPARSE NONCONVEX LEARNING PROBLEMS
Wang, Zhaoran; Liu, Han; Zhang, Tong
2014-01-01
We provide theoretical analysis of the statistical and computational properties of penalized M-estimators that can be formulated as the solution to a possibly nonconvex optimization problem. Many important estimators fall in this category, including least squares regression with nonconvex regularization, generalized linear models with nonconvex regularization and sparse elliptical random design regression. For these problems, it is intractable to calculate the global solution due to the nonconvex formulation. In this paper, we propose an approximate regularization path-following method for solving a variety of learning problems with nonconvex objective functions. Under a unified analytic framework, we simultaneously provide explicit statistical and computational rates of convergence for any local solution attained by the algorithm. Computationally, our algorithm attains a global geometric rate of convergence for calculating the full regularization path, which is optimal among all first-order algorithms. Unlike most existing methods that only attain geometric rates of convergence for one single regularization parameter, our algorithm calculates the full regularization path with the same iteration complexity. In particular, we provide a refined iteration complexity bound to sharply characterize the performance of each stage along the regularization path. Statistically, we provide sharp sample complexity analysis for all the approximate local solutions along the regularization path. In particular, our analysis improves upon existing results by providing a more refined sample complexity bound as well as an exact support recovery result for the final estimator. These results show that the final estimator attains an oracle statistical property due to the usage of nonconvex penalty. PMID:25544785
NASA Astrophysics Data System (ADS)
Vafaeinezhad, Moghadaseh; Kia, Reza; Shahnazari-Shahrezaei, Parisa
2015-11-01
Cell formation (CF) problem is one of the most important decision problems in designing a cellular manufacturing system includes grouping machines into machine cells and parts into part families. Several factors should be considered in a cell formation problem. In this work, robust optimization of a mathematical model of a dynamic cell formation problem integrating CF, production planning and worker assignment is implemented with uncertain scenario-based data. The robust approach is used to reduce the effects of fluctuations of the uncertain parameters with regards to all possible future scenarios. In this research, miscellaneous cost parameters of the cell formation and demand fluctuations are subject to uncertainty and a mixed-integer nonlinear programming model is developed to formulate the related robust dynamic cell formation problem. The objective function seeks to minimize total costs including machine constant, machine procurement, machine relocation, machine operation, inter-cell and intra-cell movement, overtime, shifting labors between cells and inventory holding. Finally, a case study is carried out to display the robustness and effectiveness of the proposed model. The tradeoff between solution robustness and model robustness is also analyzed in the obtained results.
A modified ant colony optimization to solve multi products inventory routing problem
NASA Astrophysics Data System (ADS)
Wong, Lily; Moin, Noor Hasnah
2014-07-01
This study considers a one-to-many inventory routing problem (IRP) network consisting of a manufacturer that produces multi products to be transported to many geographically dispersed customers. We consider a finite horizon where a fleet of capacitated homogeneous vehicles, housed at a depot/warehouse, transport products from the warehouse to meet the demand specified by the customers in each period. The demand for each product is deterministic and time varying and each customer requests a distinct product. The inventory holding cost is product specific and is incurred at the customer sites. The objective is to determine the amount on inventory and to construct a delivery schedule that minimizes both the total transportation and inventory holding costs while ensuring each customer's demand is met over the planning horizon. The problem is formulated as a mixed integer programming problem and is solved using CPLEX 12.4 to get the lower and upper bound (best integer solution) for each problem considered. We propose a modified ant colony optimization (ACO) to solve the problem and the built route is improved by using local search. ACO performs better on large instances compared to the upper bound.
NASA Astrophysics Data System (ADS)
Gujarathi, Ashish M.; Purohit, S.; Srikanth, B.
2015-06-01
Detailed working principle of jumping gene adaptation of differential evolution (DE-JGa) is presented. The performance of the DE-JGa algorithm is compared with the performance of differential evolution (DE) and modified DE (MDE) by applying these algorithms on industrial problems. In this study Reactor network design (RND) problem is solved using DE, MDE, and DE-JGa algorithms: These industrial processes are highly nonlinear and complex with reference to optimal operating conditions with many equality and inequality constraints. Extensive computational comparisons have been made for all the chemical engineering problems considered. The results obtained in the present study show that DE-JGa algorithm outperforms the other algorithms (DE and MDE). Several comparisons are made among the algorithms with regard to the number of function evaluations (NFE)/CPU- time required to find the global optimum. The standard deviation and the variance values obtained using DE-JGa, DE and MDE algorithms also show that the DE-JGa algorithm gives consistent set of results for the majority of the test problems and the industrial real world problems.
NASA Astrophysics Data System (ADS)
Kollat, J. B.; Reed, P. M.; Kasprzyk, J. R.
2008-05-01
This study focuses on the development of a next generation multiobjective evolutionary algorithm (MOEA) that can learn and exploit complex interdependencies and/or correlations between decision variables in monitoring design applications to provide more robust performance for large problems (defined in terms of both the number of objectives and decision variables). The proposed MOEA is termed the epsilon-dominance hierarchical Bayesian optimization algorithm ( É›-hBOA), which is representative of a new class of probabilistic model building evolutionary algorithms. The É›-hBOA has been tested relative to a top-performing traditional MOEA, the epsilon-dominance nondominated sorted genetic algorithm II ( É›-NSGAII) for solving a four-objective LTM design problem. A comprehensive performance assessment of the É›-NSGAII and various configurations of the É›-hBOA have been performed for both a 25 well LTM design test case (representing a relatively small problem with over 33 million possible designs), and a 58 point LTM design test case (with over 2.88Ã—1017 possible designs). The results from this comparison indicate that the model building capability of the É›-hBOA greatly enhances its performance relative to the É›-NSGAII, especially for large monitoring design problems. This work also indicates that decision variable interdependencies appear to have a significant impact on the overall mathematical difficulty of the monitoring network design problem.
On the convexity of relativistic ideal magnetohydrodynamics
NASA Astrophysics Data System (ADS)
Ibáñez, José-María; Cordero-Carrión, Isabel; Aloy, Miguel-Ángel; Martí, José-María; Miralles, Juan-Antonio
2015-05-01
We analyze the influence of the magnetic field in the convexity properties of the relativistic magnetohydrodynamics system of equations. To this purpose we use the approach of Lax, based on the analysis of the linearly degenerate/genuinely nonlinear nature of the characteristic fields. Degenerate and non-degenerate states are discussed separately and the non-relativistic, unmagnetized limits are properly recovered. The characteristic fields corresponding to the material and Alfvén waves are linearly degenerate and, then, not affected by the convexity issue. The analysis of the characteristic fields associated with the magnetosonic waves reveals, however, a dependence of the convexity condition on the magnetic field. The result is expressed in the form of a generalized fundamental derivative written as the sum of two terms. The first one is the generalized fundamental derivative in the case of purely hydrodynamical (relativistic) flow. The second one contains the effects of the magnetic field. The analysis of this term shows that it is always positive, leading to the remarkable result that the presence of a magnetic field in the fluid reduces the domain of thermodynamical states for which the equation of state is non-convex.
NASA Astrophysics Data System (ADS)
Biswas, S.; Goswami, S. K.
2010-10-01
In the present paper an attempt has been made to place the distributed generation at an optimal location so as to improve the technical as well as economical performance. Among technical issues the sag performance and the loss have been considered. Genetic algorithm method has been used as the optimization technique in this problem. For sag analysis the impact of 3-phase symmetrical short circuit faults is considered. Total load disturbed during the faults is considered as an indicator of sag performance. The solution algorithm is demonstrated on a 34 bus radial distribution system with some lateral branches. For simplicity only one DG of predefined capacity is considered. MATLAB has been used as the programming environment.
On strongly GA-convex functions and stochastic processes
Bekar, Nurgül Okur; Akdemir, Hande Günay; ??can, ?mdat
2014-08-20
In this study, we introduce strongly GA-convex functions and stochastic processes. We provide related well-known Kuhn type results and Hermite-Hadamard type inequality for strongly GA-convex functions and stochastic processes.
Webster, Clayton G; Gunzburger, Max D
2013-01-01
We present a scalable, parallel mechanism for stochastic identification/control for problems constrained by partial differential equations with random input data. Several identification objectives will be discussed that either minimize the expectation of a tracking cost functional or minimize the difference of desired statistical quantities in the appropriate $L^p$ norm, and the distributed parameters/control can both deterministic or stochastic. Given an objective we prove the existence of an optimal solution, establish the validity of the Lagrange multiplier rule and obtain a stochastic optimality system of equations. The modeling process may describe the solution in terms of high dimensional spaces, particularly in the case when the input data (coefficients, forcing terms, boundary conditions, geometry, etc) are affected by a large amount of uncertainty. For higher accuracy, the computer simulation must increase the number of random variables (dimensions), and expend more effort approximating the quantity of interest in each individual dimension. Hence, we introduce a novel stochastic parameter identification algorithm that integrates an adjoint-based deterministic algorithm with the sparse grid stochastic collocation FEM approach. This allows for decoupled, moderately high dimensional, parameterized computations of the stochastic optimality system, where at each collocation point, deterministic analysis and techniques can be utilized. The advantage of our approach is that it allows for the optimal identification of statistical moments (mean value, variance, covariance, etc.) or even the whole probability distribution of the input random fields, given the probability distribution of some responses of the system (quantities of physical interest). Our rigorously derived error estimates, for the fully discrete problems, will be described and used to compare the efficiency of the method with several other techniques. Numerical examples illustrate the theoretical results and demonstrate the distinctions between the various stochastic identification objectives.
The importance of functional form in optimal control solutions of problems in population dynamics
Runge, M.C.; Johnson, F.A.
2002-01-01
Optimal control theory is finding increased application in both theoretical and applied ecology, and it is a central element of adaptive resource management. One of the steps in an adaptive management process is to develop alternative models of system dynamics, models that are all reasonable in light of available data, but that differ substantially in their implications for optimal control of the resource. We explored how the form of the recruitment and survival functions in a general population model for ducks affected the patterns in the optimal harvest strategy, using a combination of analytical, numerical, and simulation techniques. We compared three relationships between recruitment and population density (linear, exponential, and hyperbolic) and three relationships between survival during the nonharvest season and population density (constant, logistic, and one related to the compensatory harvest mortality hypothesis). We found that the form of the component functions had a dramatic influence on the optimal harvest strategy and the ultimate equilibrium state of the system. For instance, while it is commonly assumed that a compensatory hypothesis leads to higher optimal harvest rates than an additive hypothesis, we found this to depend on the form of the recruitment function, in part because of differences in the optimal steady-state population density. This work has strong direct consequences for those developing alternative models to describe harvested systems, but it is relevant to a larger class of problems applying optimal control at the population level. Often, different functional forms will not be statistically distinguishable in the range of the data. Nevertheless, differences between the functions outside the range of the data can have an important impact on the optimal harvest strategy. Thus, development of alternative models by identifying a single functional form, then choosing different parameter combinations from extremes on the likelihood profile may end up producing alternatives that do not differ as importantly as if different functional forms had been used. We recommend that biological knowledge be used to bracket a range of possible functional forms, and robustness of conclusions be checked over this range.
NASA Technical Reports Server (NTRS)
Rosen, I. G.
1988-01-01
An abstract approximation and convergence theory for the closed-loop solution of discrete-time linear-quadratic regulator problems for parabolic systems with unbounded input is developed. Under relatively mild stabilizability and detectability assumptions, functional analytic, operator techniques are used to demonstrate the norm convergence of Galerkin-based approximations to the optimal feedback control gains. The application of the general theory to a class of abstract boundary control systems is considered. Two examples, one involving the Neumann boundary control of a one-dimensional heat equation, and the other, the vibration control of a cantilevered viscoelastic beam via shear input at the free end, are discussed.
A modify ant colony optimization for the grid jobs scheduling problem with QoS requirements
NASA Astrophysics Data System (ADS)
Pu, Xun; Lu, XianLiang
2011-10-01
Job scheduling with customers' quality of service (QoS) requirement is challenging in grid environment. In this paper, we present a modify Ant colony optimization (MACO) for the Job scheduling problem in grid. Instead of using the conventional construction approach to construct feasible schedules, the proposed algorithm employs a decomposition method to satisfy the customer's deadline and cost requirements. Besides, a new mechanism of service instances state updating is embedded to improve the convergence of MACO. Experiments demonstrate the effectiveness of the proposed algorithm.
Rotation in vibration, optimization, and aeroelastic stability problems. Ph.D. Thesis
NASA Technical Reports Server (NTRS)
Kaza, K. R. V.
1974-01-01
The effects of rotation in the areas of vibrations, dynamic stability, optimization, and aeroelasticity were studied. The governing equations of motion for the study of vibration and dynamic stability of a rapidly rotating deformable body were developed starting from the nonlinear theory of elasticity. Some common features such as the limitations of the classical theory of elasticity, the choice of axis system, the property of self-adjointness, the phenomenon of frequency splitting, shortcomings of stability methods as applied to gyroscopic systems, and the effect of internal and external damping on stability in gyroscopic systems are identified and discussed, and are then applied to three specific problems.
Vector direction of filled function method on solving unconstrained global optimization problem
NASA Astrophysics Data System (ADS)
Napitupulu, Herlina; Mohd, Ismail Bin
2016-02-01
Filled function method is one of deterministic methods for solving global minimization problems. Filled function algorithm method generally contains of two main phases. First phase is to obtain local minimizer of objective function, second is to obtain minimizer or saddle point of filled function. In the second phase, vector direction plays an important role on finding stationary point of filled function, by assist in escaping from neighborhood of current minimizer of objective function of the first phase. In this paper, we introduce parameter free filled function and some typical vector direction to be applied in filled function algorithm. The algorithm method is implemented into some benchmark test functions. General computational and numerical results are presented to show the performance of each vector direction on filled function method for solving two dimensional unconstrained global optimization problems.
Physical Health Problems and Barriers to Optimal Health Care Among Children in Foster Care.
Deutsch, Stephanie Anne; Fortin, Kristine
2015-10-01
Children and adolescents in foster care placement represent a unique population with special health care needs, often resulting from pre-placement early adversity and neglected, unaddressed health care needs. High rates of all health problems, including acute and/or chronic physical, mental, and developmental issues prevail. Disparities in health status and access to health care are observed. This article summarizes the physical health problems of children in foster care, who are predisposed to poor health outcomes when complex care needs are unaddressed. Despite recognition of the significant burden of health care need among this unique population, barriers to effective and optimal health care delivery remain. Legislative solutions to overcome obstacles to health care delivery for children in foster care are discussed. PMID:26364980
Li, Jun-qing; Pan, Quan-ke; Mao, Kun
2014-01-01
A hybrid algorithm which combines particle swarm optimization (PSO) and iterated local search (ILS) is proposed for solving the hybrid flowshop scheduling (HFS) problem with preventive maintenance (PM) activities. In the proposed algorithm, different crossover operators and mutation operators are investigated. In addition, an efficient multiple insert mutation operator is developed for enhancing the searching ability of the algorithm. Furthermore, an ILS-based local search procedure is embedded in the algorithm to improve the exploitation ability of the proposed algorithm. The detailed experimental parameter for the canonical PSO is tuning. The proposed algorithm is tested on the variation of 77 Carlier and NÃ©ron's benchmark problems. Detailed comparisons with the present efficient algorithms, including hGA, ILS, PSO, and IG, verify the efficiency and effectiveness of the proposed algorithm. PMID:24883414
A Novel Biobjective Risk-Based Model for Stochastic Air Traffic Network Flow Optimization Problem.
Cai, Kaiquan; Jia, Yaoguang; Zhu, Yanbo; Xiao, Mingming
2015-01-01
Network-wide air traffic flow management (ATFM) is an effective way to alleviate demand-capacity imbalances globally and thereafter reduce airspace congestion and flight delays. The conventional ATFM models assume the capacities of airports or airspace sectors are all predetermined. However, the capacity uncertainties due to the dynamics of convective weather may make the deterministic ATFM measures impractical. This paper investigates the stochastic air traffic network flow optimization (SATNFO) problem, which is formulated as a weighted biobjective 0-1 integer programming model. In order to evaluate the effect of capacity uncertainties on ATFM, the operational risk is modeled via probabilistic risk assessment and introduced as an extra objective in SATNFO problem. Computation experiments using real-world air traffic network data associated with simulated weather data show that presented model has far less constraints compared to stochastic model with nonanticipative constraints, which means our proposed model reduces the computation complexity. PMID:26180842
A Novel Hybrid Particle Swarm Optimization for Multi-Objective Problems
NASA Astrophysics Data System (ADS)
Jiang, Siwei; Cai, Zhihua
To solve the multi-objective problems, a novel hybrid particle swarm optimization algorithm is proposed(called HPSODE). The new algorithm includes three major improvement: (I)Population initialization is constructed by statistical method Uniform Design, (II)Regeneration method has two phases: the first phase is particles updated by adaptive PSO model with constriction factor ?, the second phase is Differential Evolution operator with archive, (III)A new accept rule called Distance/volume fitness is designed to update archive. Experiment on ZDTx and DTLZx problems by jMetal 2.1, the results show that the new hybrid algorithm significant outperforms OMOPSO, SMPSO in terms of additive Epsilon, HyperVolume, Genetic Distance, Inverted Genetic Distance.
Optimal control problems with mixed control-phase variable equality and inequality constraints
NASA Technical Reports Server (NTRS)
Makowski, K.; Neustad, L. W.
1974-01-01
In this paper, necessary conditions are obtained for optimal control problems containing equality constraints defined in terms of functions of the control and phase variables. The control system is assumed to be characterized by an ordinary differential equation, and more conventional constraints, including phase inequality constraints, are also assumed to be present. Because the first-mentioned equality constraint must be satisfied for all t (the independent variable of the differential equation) belonging to an arbitrary (prescribed) measurable set, this problem gives rise to infinite-dimensional equality constraints. To obtain the necessary conditions, which are in the form of a maximum principle, an implicit-function-type theorem in Banach spaces is derived.
A Novel Biobjective Risk-Based Model for Stochastic Air Traffic Network Flow Optimization Problem
Cai, Kaiquan; Jia, Yaoguang; Zhu, Yanbo; Xiao, Mingming
2015-01-01
Network-wide air traffic flow management (ATFM) is an effective way to alleviate demand-capacity imbalances globally and thereafter reduce airspace congestion and flight delays. The conventional ATFM models assume the capacities of airports or airspace sectors are all predetermined. However, the capacity uncertainties due to the dynamics of convective weather may make the deterministic ATFM measures impractical. This paper investigates the stochastic air traffic network flow optimization (SATNFO) problem, which is formulated as a weighted biobjective 0-1 integer programming model. In order to evaluate the effect of capacity uncertainties on ATFM, the operational risk is modeled via probabilistic risk assessment and introduced as an extra objective in SATNFO problem. Computation experiments using real-world air traffic network data associated with simulated weather data show that presented model has far less constraints compared to stochastic model with nonanticipative constraints, which means our proposed model reduces the computation complexity. PMID:26180842
Allometric relationships between traveltime channel networks, convex hulls, and convexity measures
NASA Astrophysics Data System (ADS)
Tay, Lea Tien; Sagar, B. S. Daya; Chuah, Hean Teik
2006-06-01
The channel network (S) is a nonconvex set, while its basin [C(S)] is convex. We remove open-end points of the channel connectivity network iteratively to generate a traveltime sequence of networks (Sn). The convex hulls of these traveltime networks provide an interesting topological quantity, which has not been noted thus far. We compute lengths of shrinking traveltime networks L(Sn) and areas of corresponding convex hulls C(Sn), the ratios of which provide convexity measures CM(Sn) of traveltime networks. A statistically significant scaling relationship is found for a model network in the form L(Sn) Ëœ A[C(Sn)]0.57. From the plots of the lengths of these traveltime networks and the areas of their corresponding convex hulls as functions of convexity measures, new power law relations are derived. Such relations for a model network are CM(Sn) Ëœ ? and CM(Sn) Ëœ ?. In addition to the model study, these relations for networks derived from seven subbasins of Cameron Highlands region of Peninsular Malaysia are provided. Further studies are needed on a large number of channel networks of distinct sizes and topologies to understand the relationships of these new exponents with other scaling exponents that define the scaling structure of river networks.
Some sufficient conditions for biholomorphic convex mappings on Bnp*
NASA Astrophysics Data System (ADS)
Liu, Ming-Sheng; Zhu, Yu-Can
2006-04-01
A few biholomorphic convex mappings on the unit ball in Cn for n>1 are known. In this paper, we shall prove some sufficient conditions for biholomorphic convex mappings on Reinhardt domain in Cn. Some results of Roper and Suffridge, Hamada and Kohr on are extended to . From these, we may construct some concrete biholomorphic convex mappings on .
NASA Technical Reports Server (NTRS)
Liu, Gao-Lian
1991-01-01
Advances in inverse design and optimization theory in engineering fields in China are presented. Two original approaches, the image-space approach and the variational approach, are discussed in terms of turbomachine aerodynamic inverse design. Other areas of research in turbomachine aerodynamic inverse design include the improved mean-streamline (stream surface) method and optimization theory based on optimal control. Among the additional engineering fields discussed are the following: the inverse problem of heat conduction, free-surface flow, variational cogeneration of optimal grid and flow field, and optimal meshing theory of gears.
Sabar, Nasser R; Ayob, Masri; Kendall, Graham; Qu, Rong
2015-02-01
Hyper-heuristics are search methodologies that aim to provide high-quality solutions across a wide variety of problem domains, rather than developing tailor-made methodologies for each problem instance/domain. A traditional hyper-heuristic framework has two levels, namely, the high level strategy (heuristic selection mechanism and the acceptance criterion) and low level heuristics (a set of problem specific heuristics). Due to the different landscape structures of different problem instances, the high level strategy plays an important role in the design of a hyper-heuristic framework. In this paper, we propose a new high level strategy for a hyper-heuristic framework. The proposed high-level strategy utilizes a dynamic multiarmed bandit-extreme value-based reward as an online heuristic selection mechanism to select the appropriate heuristic to be applied at each iteration. In addition, we propose a gene expression programming framework to automatically generate the acceptance criterion for each problem instance, instead of using human-designed criteria. Two well-known, and very different, combinatorial optimization problems, one static (exam timetabling) and one dynamic (dynamic vehicle routing) are used to demonstrate the generality of the proposed framework. Compared with state-of-the-art hyper-heuristics and other bespoke methods, empirical results demonstrate that the proposed framework is able to generalize well across both domains. We obtain competitive, if not better results, when compared to the best known results obtained from other methods that have been presented in the scientific literature. We also compare our approach against the recently released hyper-heuristic competition test suite. We again demonstrate the generality of our approach when we compare against other methods that have utilized the same six benchmark datasets from this test suite. PMID:24951713
On the Optimization of the Inverse Problem for Bouguer Gravity Anomalies
NASA Astrophysics Data System (ADS)
Zamora, A.; Velasco, A. A.; Gutierrez, A. E.
2013-12-01
Inverse modeling of gravity data presents a very ill-posed mathematical problem, given that solutions are non-unique and small changes in parameters (position and density contrast of an anomalous body) can highly impact the resulting Earth's model. Although implementing 2- and 3-Dimensional gravitational inverse problems can determine the structural composition of the Earth, traditional inverse modeling approaches can be very unstable. A model of the shallow substructure is based on the density contrasts of anomalous bodies -with different densities with respect to a uniform region- or the boundaries between layers in a layered environment. We implement an interior-point method constrained optimization technique to improve the 2-D model of the Earth's structure through the use of known density constraints for transitional areas obtained from previous geological observations (e.g. core samples, seismic surveys, etc.). The proposed technique is applied to both synthetic data and gravitational data previously obtained from the Rio Grande Rift and the Cooper Flat Mine region located in Sierra County, New Mexico. We find improvements on the models obtained from this optimization scheme given that getting rid of geologically unacceptable models that would otherwise meet the required geophysical properties reduces the solution space.
Zemali, El-Amine; Boukra, Abdelmadjid
2015-08-01
The multiple sequence alignment (MSA) is one of the most challenging problems in bioinformatics, it involves discovering similarity between a set of protein or DNA sequences. This paper introduces a new method for the MSA problem called biogeography-based optimization with multiple populations (BBOMP). It is based on a recent metaheuristic inspired from the mathematics of biogeography named biogeography-based optimization (BBO). To improve the exploration ability of BBO, we have introduced a new concept allowing better exploration of the search space. It consists of manipulating multiple populations having each one its own parameters. These parameters are used to build up progressive alignments allowing more diversity. At each iteration, the best found solution is injected in each population. Moreover, to improve solution quality, six operators are defined. These operators are selected with a dynamic probability which changes according to the operators efficiency. In order to test proposed approach performance, we have considered a set of datasets from Balibase 2.0 and compared it with many recent algorithms such as GAPAM, MSA-GA, QEAMSA and RBT-GA. The results show that the proposed approach achieves better average score than the previously cited methods. PMID:26055803
NASA Astrophysics Data System (ADS)
De Vuyst, Florian
2004-01-01
This exploratory work tries to present first results of a novel approach for the numerical approximation of solutions of hyperbolic systems of conservation laws. The objective is to define stable and "reasonably" accurate numerical schemes while being free from any upwind process and from any computation of derivatives or mean Jacobian matrices. That means that we only want to perform flux evaluations. This would be useful for "complicated" systems like those of two-phase models where solutions of Riemann problems are hard, see impossible to compute. For Riemann or Roe-like solvers, each fluid model needs the particular computation of the Jacobian matrix of the flux and the hyperbolicity property which can be conditional for some of these models makes the matrices be not R-diagonalizable everywhere in the admissible state space. In this paper, we rather propose some numerical schemes where the stability is obtained using convexity considerations. A certain rate of accuracy is also expected. For that, we propose to build numerical hybrid fluxes that are convex combinations of the second-order Lax-Wendroff scheme flux and the first-order modified Lax-Friedrichs scheme flux with an "optimal" combination rate that ensures both minimal numerical dissipation and good accuracy. The resulting scheme is a central scheme-like method. We will also need and propose a definition of local dissipation by convexity for hyperbolic or elliptic-hyperbolic systems. This convexity argument allows us to overcome the difficulty of nonexistence of classical entropy-flux pairs for certain systems. We emphasize the systematic feature of the method which can be fastly implemented or adapted to any kind of systems, with general analytical or data-tabulated equations of state. The numerical results presented in the paper are not superior to many existing state-of-the-art numerical methods for conservation laws such as ENO, MUSCL or central scheme of Tadmor and coworkers. The interest is rather the systematic feature of the method and its very fast implementation for prototypying and fluid model validation. In this context, the Rusanov scheme is often used; the present approach here gives far better results.
NASA Astrophysics Data System (ADS)
Wang, J.; Cai, X.
2007-12-01
A water resources system can be defined as a large-scale spatial system, within which distributed ecological system interacts with the stream network and ground water system. Water resources management, the causative factors and hence the solutions to be developed have a significant spatial dimension. This motivates a modeling analysis of water resources management within a spatial analytical framework, where data is usually geo- referenced and in the form of a map. One of the important functions of Geographic information systems (GIS) is to identify spatial patterns of environmental variables. The role of spatial patterns in water resources management has been well established in the literature particularly regarding how to design better spatial patterns for satisfying the designated objectives of water resources management. Evolutionary algorithms (EA) have been demonstrated to be successful in solving complex optimization models for water resources management due to its flexibility to incorporate complex simulation models in the optimal search procedure. The idea of combining GIS and EA motivates the development and application of spatial evolutionary algorithms (SEA). SEA assimilates spatial information into EA, and even changes the representation and operators of EA. In an EA used for water resources management, the mathematical optimization model should be modified to account the spatial patterns; however, spatial patterns are usually implicit, and it is difficult to impose appropriate patterns to spatial data. Also it is difficult to express complex spatial patterns by explicit constraints included in the EA. The GIS can help identify the spatial linkages and correlations based on the spatial knowledge of the problem. These linkages are incorporated in the fitness function for the preference of the compatible vegetation distribution. Unlike a regular GA for spatial models, the SEA employs a special hierarchical hyper-population and spatial genetic operators to represent spatial variables in a more efficient way. The hyper-population consists of a set of populations, which correspond to the spatial distributions of the individual agents (organisms). Furthermore spatial crossover and mutation operators are designed in accordance with the tree representation and then applied to both organisms and populations. This study applies the SEA to a specific problem of water resources management- maximizing the riparian vegetation coverage in accordance with the distributed groundwater system in an arid region. The vegetation coverage is impacted greatly by the nonlinear feedbacks and interactions between vegetation and groundwater and the spatial variability of groundwater. The SEA is applied to search for an optimal vegetation configuration compatible to the groundwater flow. The results from this example demonstrate the effectiveness of the SEA. Extension of the algorithm for other water resources management problems is discussed.
Debbarma, Sanjoy; Saikia, Lalit Chandra; Sinha, Nidul
2014-03-01
Present work focused on automatic generation control (AGC) of a three unequal area thermal systems considering reheat turbines and appropriate generation rate constraints (GRC). A fractional order (FO) controller named as I(?)D(µ) controller based on crone approximation is proposed for the first time as an appropriate technique to solve the multi-area AGC problem in power systems. A recently developed metaheuristic algorithm known as firefly algorithm (FA) is used for the simultaneous optimization of the gains and other parameters such as order of integrator (?) and differentiator (?) of I(?)D(µ) controller and governor speed regulation parameters (R). The dynamic responses corresponding to optimized I(?)D(µ) controller gains, ?, ?, and R are compared with that of classical integer order (IO) controllers such as I, PI and PID controllers. Simulation results show that the proposed I(?)D(µ) controller provides more improved dynamic responses and outperforms the IO based classical controllers. Further, sensitivity analysis confirms the robustness of the so optimized I(?)D(µ) controller to wide changes in system loading conditions and size and position of SLP. Proposed controller is also found to have performed well as compared to IO based controllers when SLP takes place simultaneously in any two areas or all the areas. Robustness of the proposed I(?)D(µ) controller is also tested against system parameter variations. PMID:24139308
NASA Technical Reports Server (NTRS)
Nguyen, D. T.; Al-Nasra, M.; Zhang, Y.; Baddourah, M. A.; Agarwal, T. K.; Storaasli, O. O.; Carmona, E. A.
1991-01-01
Several parallel-vector computational improvements to the unconstrained optimization procedure are described which speed up the structural analysis-synthesis process. A fast parallel-vector Choleski-based equation solver, pvsolve, is incorporated into the well-known SAP-4 general-purpose finite-element code. The new code, denoted PV-SAP, is tested for static structural analysis. Initial results on a four processor CRAY 2 show that using pvsolve reduces the equation solution time by a factor of 14-16 over the original SAP-4 code. In addition, parallel-vector procedures for the Golden Block Search technique and the BFGS method are developed and tested for nonlinear unconstrained optimization. A parallel version of an iterative solver and the pvsolve direct solver are incorporated into the BFGS method. Preliminary results on nonlinear unconstrained optimization test problems, using pvsolve in the analysis, show excellent parallel-vector performance indicating that these parallel-vector algorithms can be used in a new generation of finite-element based structural design/analysis-synthesis codes.
Giordano, Nils; Mairet, Francis; GouzÃ©, Jean-Luc
2016-01-01
Microbial physiology exhibits growth laws that relate the macromolecular composition of the cell to the growth rate. Recent work has shown that these empirical regularities can be derived from coarse-grained models of resource allocation. While these studies focus on steady-state growth, such conditions are rarely found in natural habitats, where microorganisms are continually challenged by environmental fluctuations. The aim of this paper is to extend the study of microbial growth strategies to dynamical environments, using a self-replicator model. We formulate dynamical growth maximization as an optimal control problem that can be solved using Pontryaginâ€™s Maximum Principle. We compare this theoretical gold standard with different possible implementations of growth control in bacterial cells. We find that simple control strategies enabling growth-rate maximization at steady state are suboptimal for transitions from one growth regime to another, for example when shifting bacterial cells to a medium supporting a higher growth rate. A near-optimal control strategy in dynamical conditions is shown to require information on several, rather than a single physiological variable. Interestingly, this strategy has structural analogies with the regulation of ribosomal protein synthesis by ppGpp in the enterobacterium Escherichia coli. It involves sensing a mismatch between precursor and ribosome concentrations, as well as the adjustment of ribosome synthesis in a switch-like manner. Our results show how the capability of regulatory systems to integrate information about several physiological variables is critical for optimizing growth in a changing environment. PMID:26958858
Optimally Scaled H(sub infinity) Full Information Control Synthesis with Real Uncertainty
NASA Technical Reports Server (NTRS)
Balas, Gary J.; Lind, Rick; Packard, Andy
1996-01-01
This paper presents an algorithm to synthesize optimal controllers for the scaled H(sub infinity). full information problem with real and complex uncertainty. The control problem is reduced to a linear matrix inequality which can be solved via a finite dimensional convex optimization. This technique is compared with the optimal scaled H(sub infinity). full information with only complex uncertainty and D - K iteration control design to synthesize controllers for a missile autopilot. Directly including real parametric uncertainty into the control design results in improved robust performance of the missile autopilot. The controller synthesized via D - K iteration achieves results similar to the optimal designs.
Zhang, Huaguang; Yang, Feisheng; Liu, Xiaodong; Zhang, Qingling
2013-04-01
In this paper, a novel method is developed for the stability problem of a class of neural networks with time-varying delay. New delay-dependent stability criteria in terms of linear matrix inequalities for recurrent neural networks with time-varying delay are derived by the newly proposed augmented simple Lyapunov-Krasovski functional. Different from previous results by using the first-order convex combination property, our derivation applies the idea of second-order convex combination and the property of quadratic convex function which is given in the form of a lemma without resorting to Jensen's inequality. A numerical example is provided to verify the effectiveness and superiority of the presented results. PMID:24808373
NASA Astrophysics Data System (ADS)
Matott, L. S.; Gray, G. A.
2011-12-01
Pump-and-treat systems are a common strategy for groundwater remediation, wherein a system of extraction wells is installed at an affected site to address pollutant migration. In this context, the likely performance of candidate remedial systems is often assessed using groundwater flow modeling. When linked with an optimizer, these models can be utilized to identify a least-cost system design that nonetheless satisfies remediation goals. Moreover, the resulting design problems serve as important tools in the development and testing of optimization algorithms. For example, consider EAGLS (Evolutionary Algorithm Guiding Local Search), a recently developed derivative-free simulation-optimization code that seeks to efficiently solve nonlinear problems by hybridizing local and global search techniques. The EAGLS package was designed to specifically target mixed variable problems and has a limited ability to intelligently adapt its behavior to given problem characteristics. For instance, to solve problems in which there are no discrete or integer variables, the EAGLS code defaults to a multi-start asynchronous parallel pattern search. Therefore, to better understand the behavior of EAGLS, the algorithm was applied to a representative dual-plume pump-and-treat containment problem. A series of numerical experiments were performed involving four different formulations of the underlying pump-and-treat optimization problem, namely: (1) optimization of pumping rates, given fixed number of wells at fixed locations; (2) optimization of pumping rates and locations of a fixed number of wells; (3) optimization of pumping rates and number of wells at fixed locations; and (4) optimization of pumping rates, locations, and number of wells. Comparison of the performance of the EAGLS software with alternative search algorithms across different problem formulations yielded new insights for improving the EAGLS algorithm and enhancing its adaptive behavior.
LP based approach to optimal stable matchings
Teo, Chung-Piaw; Sethuraman, J.
1997-06-01
We study the classical stable marriage and stable roommates problems using a polyhedral approach. We propose a new LP formulation for the stable roommates problem. This formulation is non-empty if and only if the underlying roommates problem has a stable matching. Furthermore, for certain special weight functions on the edges, we construct a 2-approximation algorithm for the optimal stable roommates problem. Our technique uses a crucial geometry of the fractional solutions in this formulation. For the stable marriage problem, we show that a related geometry allows us to express any fractional solution in the stable marriage polytope as convex combination of stable marriage solutions. This leads to a genuinely simple proof of the integrality of the stable marriage polytope. Based on these ideas, we devise a heuristic to solve the optimal stable roommates problem. The heuristic combines the power of rounding and cutting-plane methods. We present some computational results based on preliminary implementations of this heuristic.
NASA Astrophysics Data System (ADS)
Zecchin, A. C.; Simpson, A. R.; Maier, H. R.; Marchi, A.; Nixon, J. B.
2012-09-01
Evolutionary algorithms (EAs) have been applied successfully to many water resource problems, such as system design, management decision formulation, and model calibration. The performance of an EA with respect to a particular problem type is dependent on how effectively its internal operators balance the exploitation/exploration trade-off to iteratively find solutions of an increasing quality. For a given problem, different algorithms are observed to produce a variety of different final performances, but there have been surprisingly few investigations into characterizing how the different internal mechanisms alter the algorithm's searching behavior, in both the objective and decision space, to arrive at this final performance. This paper presents metrics for analyzing the searching behavior of ant colony optimization algorithms, a particular type of EA, for the optimal water distribution system design problem, which is a classical NP-hard problem in civil engineering. Using the proposed metrics, behavior is characterized in terms of three different attributes: (1) the effectiveness of the search in improving its solution quality and entering into optimal or near-optimal regions of the search space, (2) the extent to which the algorithm explores as it converges to solutions, and (3) the searching behavior with respect to the feasible and infeasible regions. A range of case studies is considered, where a number of ant colony optimization variants are applied to a selection of water distribution system optimization problems. The results demonstrate the utility of the proposed metrics to give greater insight into how the internal operators affect each algorithm's searching behavior.
NASA Astrophysics Data System (ADS)
Long, Kim Chenming
Real-world engineering optimization problems often require the consideration of multiple conflicting and noncommensurate objectives, subject to nonconvex constraint regions in a high-dimensional decision space. Further challenges occur for combinatorial multiobjective problems in which the decision variables are not continuous. Traditional multiobjective optimization methods of operations research, such as weighting and epsilon constraint methods, are ill-suited to solving these complex, multiobjective problems. This has given rise to the application of a wide range of metaheuristic optimization algorithms, such as evolutionary, particle swarm, simulated annealing, and ant colony methods, to multiobjective optimization. Several multiobjective evolutionary algorithms have been developed, including the strength Pareto evolutionary algorithm (SPEA) and the non-dominated sorting genetic algorithm (NSGA), for determining the Pareto-optimal set of non-dominated solutions. Although numerous researchers have developed a wide range of multiobjective optimization algorithms, there is a continuing need to construct computationally efficient algorithms with an improved ability to converge to globally non-dominated solutions along the Pareto-optimal front for complex, large-scale, multiobjective engineering optimization problems. This is particularly important when the multiple objective functions and constraints of the real-world system cannot be expressed in explicit mathematical representations. This research presents a novel metaheuristic evolutionary algorithm for complex multiobjective optimization problems, which combines the metaheuristic tabu search algorithm with the evolutionary algorithm (TSEA), as embodied in genetic algorithms. TSEA is successfully applied to bicriteria (i.e., structural reliability and retrofit cost) optimization of the aircraft tail structure fatigue life, which increases its reliability by prolonging fatigue life. A comparison for this application of the proposed algorithm, TSEA, with several state-of-the-art multiobjective optimization algorithms reveals that TSEA outperforms these algorithms by providing retrofit solutions with greater reliability for the same costs (i.e., closer to the Pareto-optimal front) after the algorithms are executed for the same number of generations. This research also demonstrates that TSEA competes with and, in some situations, outperforms state-of-the-art multiobjective optimization algorithms such as NSGA II and SPEA 2 when applied to classic bicriteria test problems in the technical literature and other complex, sizable real-world applications. The successful implementation of TSEA contributes to the safety of aeronautical structures by providing a systematic way to guide aircraft structural retrofitting efforts, as well as a potentially useful algorithm for a wide range of multiobjective optimization problems in engineering and other fields.
Convex nonnegative matrix factorization with manifold regularization.
Hu, Wenjun; Choi, Kup-Sze; Wang, Peiliang; Jiang, Yunliang; Wang, Shitong
2015-03-01
Nonnegative Matrix Factorization (NMF) has been extensively applied in many areas, including computer vision, pattern recognition, text mining, and signal processing. However, nonnegative entries are usually required for the data matrix in NMF, which limits its application. Besides, while the basis and encoding vectors obtained by NMF can represent the original data in low dimension, the representations do not always reflect the intrinsic geometric structure embedded in the data. Motivated by manifold learning and Convex NMF (CNMF), we propose a novel matrix factorization method called Graph Regularized and Convex Nonnegative Matrix Factorization (GCNMF) by introducing a graph regularized term into CNMF. The proposed matrix factorization technique not only inherits the intrinsic low-dimensional manifold structure, but also allows the processing of mixed-sign data matrix. Clustering experiments on nonnegative and mixed-sign real-world data sets are conducted to demonstrate the effectiveness of the proposed method. PMID:25523040
Convex-profile Inversion of Asteroid Lightcurves
NASA Technical Reports Server (NTRS)
Ostro, S. J.; Connelly, R.
1985-01-01
A lightcurve inversion method that yields a two-dimensional convex profile is introduced. The number of parameters that characterize the profile is limited only by the number of Fourier harmonics used to represent the parent lightcurve. The implementation of the method is outlined by a recursive quadratic programming algorithm, and its application to photoelectric lightcurves and radar measurements is discussed. Special properties of the lightcurves of geometrically scattering ellipsoids are pointed out, and those properties are used to test the inversion method and obtained a criterion for judging whether any lightcurve could actually be due to such an object. Convex profiles for several asteroids are shown, and the method's validity is discussed from a physical as well as purely statistical point of view.