#### Sample records for convex optimization problem

1. The Optimal Solution of a Non-Convex State-Dependent LQR Problem and Its Applications

PubMed Central

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

2. CVXPY: A Python-Embedded Modeling Language for Convex Optimization

PubMed Central

Diamond, Steven; Boyd, Stephen

2016-01-01

CVXPY is a domain-specific language for convex optimization embedded in Python. It allows the user to express convex optimization problems in a natural syntax that follows the math, rather than in the restrictive standard form required by solvers. CVXPY makes it easy to combine convex optimization with high-level features of Python such as parallelism and object-oriented design. CVXPY is available at http://www.cvxpy.org/ under the GPL license, along with documentation and examples. PMID:27375369

3. Robust boosting via convex optimization

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

4. Design of quasi-phasematching gratings via convex optimization.

PubMed

Phillips, C R; Gallmann, L; Fejer, M M

2013-04-22

We propose a new approach to quasi-phasematching (QPM) design based on convex optimization. We show that with this approach, globally optimum solutions to several important QPM design problems can be determined. The optimization framework is highly versatile, enabling the user to trade-off different objectives and constraints according to the particular application. The convex problems presented consist of simple objective and constraint functions involving a few thousand variables, and can therefore be solved quite straightforwardly. We consider three examples: (1) synthesis of a target pulse profile via difference frequency generation (DFG) from two ultrashort input pulses, (2) the design of a custom DFG transfer function, and (3) a new approach enabling the suppression of spectral gain narrowing in chirped-QPM-based optical parametric chirped pulse amplification (OPCPA). These examples illustrate the power and versatility of convex optimization in the context of QPM devices. PMID:23609719

5. 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.

6. 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.

7. A Deep-Cutting-Plane Technique for Reverse Convex Optimization.

PubMed

Moshirvaziri, K; Amouzegar, M A

2011-08-01

A large number of problems in engineering design and in many areas of social and physical sciences and technology lend themselves to particular instances of problems studied in this paper. Cutting-plane methods have traditionally been used as an effective tool in devising exact algorithms for solving convex and large-scale combinatorial optimization problems. Its utilization in nonconvex optimization has been also promising. A cutting plane, essentially a hyperplane defined by a linear inequality, can be used to effectively reduce the computational efforts in search of a global solution. Each cut is generated in order to eliminate a large portion of the search domain. Thus, a deep cut is intuitively superior in which it will exclude a larger set of extraneous points from consideration. This paper is concerned with the development of deep-cutting-plane techniques applied to reverse-convex programs. An upper bound and a lower bound for the optimal value are found, updated, and improved at each iteration. The algorithm terminates when the two bounds collapse or all the generated subdivisions have been fathomed. Finally, computational considerations and numerical results on a set of test problems are discussed. An illustrative example, walking through the steps of the algorithm and explaining the computational process, is presented. PMID:21296710

8. Optimization-based mesh correction with volume and convexity constraints

D'Elia, Marta; Ridzal, Denis; Peterson, Kara J.; Bochev, Pavel; Shashkov, Mikhail

2016-05-01

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. 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 problem 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.

9. Systematization of problems on ball estimates of a convex compactum

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.

10. A tractable approximation of non-convex chance constrained optimization with non-Gaussian uncertainties

Geletu, Abebe; Klöppel, Michael; Hoffmann, Armin; Li, Pu

2015-04-01

Chance constrained optimization problems in engineering applications possess highly nonlinear process models and non-convex structures. As a result, solving a nonlinear non-convex chance constrained optimization (CCOPT) problem remains as a challenging task. The major difficulty lies in the evaluation of probability values and gradients of inequality constraints which are nonlinear functions of stochastic variables. This article proposes a novel analytic approximation to improve the tractability of smooth non-convex chance constraints. The approximation uses a smooth parametric function to define a sequence of smooth nonlinear programs (NLPs). The sequence of optimal solutions of these NLPs remains always feasible and converges to the solution set of the CCOPT problem. Furthermore, Karush-Kuhn-Tucker (KKT) points of the approximating problems converge to a subset of KKT points of the CCOPT problem. Another feature of this approach is that it can handle uncertainties with both Gaussian and/or non-Gaussian distributions.

11. Optimization-based mesh correction with volume and convexity constraints

DOE PAGESBeta

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 problemmore » 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.« less

12. Derivative-free generation and interpolation of convex Pareto optimal IMRT plans

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.

13. Guaranteed Blind Sparse Spikes Deconvolution via Lifting and Convex Optimization

Chi, Yuejie

2016-06-01

Neural recordings, returns from radars and sonars, images in astronomy and single-molecule microscopy can be modeled as a linear superposition of a small number of scaled and delayed copies of a band-limited or diffraction-limited point spread function, which is either determined by the nature or designed by the users; in other words, we observe the convolution between a point spread function and a sparse spike signal with unknown amplitudes and delays. While it is of great interest to accurately resolve the spike signal from as few samples as possible, however, when the point spread function is not known a priori, this problem is terribly ill-posed. This paper proposes a convex optimization framework to simultaneously estimate the point spread function as well as the spike signal, by mildly constraining the point spread function to lie in a known low-dimensional subspace. By applying the lifting trick, we obtain an underdetermined linear system of an ensemble of signals with joint spectral sparsity, to which atomic norm minimization is applied. Under mild randomness assumptions of the low-dimensional subspace as well as a separation condition of the spike signal, we prove the proposed algorithm, dubbed as AtomicLift, is guaranteed to recover the spike signal up to a scaling factor as soon as the number of samples is large enough. The extension of AtomicLift to handle noisy measurements is also discussed. Numerical examples are provided to validate the effectiveness of the proposed approaches.

14. Design optimization for dynamic response of vibration mechanical system with uncertain parameters using convex model

Zhang, Xiao-Ming; Ding, Han

2008-11-01

The concept of uncertainty plays an important role in the design of practical mechanical system. The most common methods for solving uncertainty problems are to model the parameters as a random vector. A natural way to handle the randomness is to admit that a given probability density function represents the uncertainty distribution. However, the drawback of this approach is that the probability distribution is difficult to obtain. In this paper, we use the non-probabilistic convex model to deal with the uncertain parameters in which there is no need for probability density functions. Using the convex model theory, a new method to optimize the dynamic response of mechanical system with uncertain parameters is derived. Because the uncertain parameters can be selected as the optimization parameters, the present method can provide more information about the optimization results than those obtained by the deterministic optimization. The present method is implemented for a torsional vibration system. The numerical results show that the method is effective.

15. 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) 13C MRI, a dualband saturation RF pulse for 1H MR spectroscopy, and a pre-saturation pulse for HP 13C study were developed and tested.

16. Multiband RF pulses with improved performance via convex optimization.

PubMed

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

17. Stable sequential convex programming in a Hilbert space and its application for solving unstable problems

Sumin, M. I.

2014-01-01

A parametric convex programming problem with an operator equality constraint and a finite set of functional inequality constraints is considered in a Hilbert space. The instability of this problem and, as a consequence, the instability of the classical Lagrange principle for it is closely related to its regularity and the subdifferentiability properties of the value function in the optimization problem. A sequential Lagrange principle in nondifferential form is proved for the indicated convex programming problem. The principle is stable with respect to errors in the initial data and covers the normal, regular, and abnormal cases of the problem and the case where the classical Lagrange principle does not hold. It is shown that the classical Lagrange principle in this problem can be naturally treated as a limiting variant of its stable sequential counterpart. The possibility of using the stable sequential Lagrange principle for directly solving unstable optimal control problems and inverse problems is discussed. For two illustrative problems of these kinds, the corresponding stable Lagrange principles are formulated in sequential form.

18. Convexity of Ruin Probability and Optimal Dividend Strategies for a General Lévy Process

PubMed Central

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 Lévy 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

19. Sparse representations and convex optimization as tools for LOFAR radio interferometric imaging

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.

20. A Localization Method for Multistatic SAR Based on Convex Optimization

PubMed Central

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

1. A Localization Method for Multistatic SAR Based on Convex Optimization.

PubMed

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

2. From Nonlinear Optimization to Convex Optimization through Firefly Algorithm and Indirect Approach with Applications to CAD/CAM

PubMed Central

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

3. Convex-Optimization-Based Compartmental Pharmacokinetic Analysis for Prostate Tumor Characterization Using DCE-MRI.

PubMed

Ambikapathi, ArulMurugan; Chan, Tsung-Han; Lin, Chia-Hsiang; Yang, Fei-Shih; Chi, Chong-Yung; Wang, Yue

2016-04-01

Dynamic contrast-enhanced magnetic resonance imaging (DCE-MRI) is a powerful imaging modality to study the pharmacokinetics in a suspected cancer/tumor tissue. The pharmacokinetic (PK) analysis of prostate cancer includes the estimation of time activity curves (TACs), and thereby, the corresponding kinetic parameters (KPs), and plays a pivotal role in diagnosis and prognosis of prostate cancer. In this paper, we endeavor to develop a blind source separation algorithm, namely convex-optimization-based KPs estimation (COKE) algorithm for PK analysis based on compartmental modeling of DCE-MRI data, for effective prostate tumor detection and its quantification. The COKE algorithm first identifies the best three representative pixels in the DCE-MRI data, corresponding to the plasma, fast-flow, and slow-flow TACs, respectively. The estimation accuracy of the flux rate constants (FRCs) of the fast-flow and slow-flow TACs directly affects the estimation accuracy of the KPs that provide the cancer and normal tissue distribution maps in the prostate region. The COKE algorithm wisely exploits the matrix structure (Toeplitz, lower triangular, and exponential decay) of the original nonconvex FRCs estimation problem, and reformulates it into two convex optimization problems that can reliably estimate the FRCs. After estimation of the FRCs, the KPs can be effectively estimated by solving a pixel-wise constrained curve-fitting (convex) problem. Simulation results demonstrate the efficacy of the proposed COKE algorithm. The COKE algorithm is also evaluated with DCE-MRI data of four different patients with prostate cancer and the obtained results are consistent with clinical observations. PMID:26292336

4. A Cutting Surface Algorithm for Semi-Infinite Convex Programming with an Application to Moment Robust Optimization

SciTech Connect

Mehrotra, Sanjay; Papp, Dávid

2014-01-01

We present and analyze a central cutting surface algorithm for general semi-infinite convex optimization problems and use it to develop a novel algorithm for distributionally robust optimization problems in which the uncertainty set consists of probability distributions with given bounds on their moments. Moments of arbitrary order, as well as nonpolynomial moments, can be included in the formulation. We show that this gives rise to a hierarchy of optimization problems with decreasing levels of risk-aversion, with classic robust optimization at one end of the spectrum and stochastic programming at the other. Although our primary motivation is to solve distributionally robust optimization problems with moment uncertainty, the cutting surface method for general semi-infinite convex programs is also of independent interest. The proposed method is applicable to problems with nondifferentiable semi-infinite constraints indexed by an infinite dimensional index set. Examples comparing the cutting surface algorithm to the central cutting plane algorithm of Kortanek and No demonstrate the potential of our algorithm even in the solution of traditional semi-infinite convex programming problems, whose constraints are differentiable, and are indexed by an index set of low dimension. After the rate of convergence analysis of the cutting surface algorithm, we extend the authors' moment matching scenario generation algorithm to a probabilistic algorithm that finds optimal probability distributions subject to moment constraints. The combination of this distribution optimization method and the central cutting surface algorithm yields a solution to a family of distributionally robust optimization problems that are considerably more general than the ones proposed to date.

5. A Cutting Surface Algorithm for Semi-Infinite Convex Programming with an Application to Moment Robust Optimization

DOE PAGESBeta

Mehrotra, Sanjay; Papp, Dávid

2014-01-01

We present and analyze a central cutting surface algorithm for general semi-infinite convex optimization problems and use it to develop a novel algorithm for distributionally robust optimization problems in which the uncertainty set consists of probability distributions with given bounds on their moments. Moments of arbitrary order, as well as nonpolynomial moments, can be included in the formulation. We show that this gives rise to a hierarchy of optimization problems with decreasing levels of risk-aversion, with classic robust optimization at one end of the spectrum and stochastic programming at the other. Although our primary motivation is to solve distributionally robustmore » optimization problems with moment uncertainty, the cutting surface method for general semi-infinite convex programs is also of independent interest. The proposed method is applicable to problems with nondifferentiable semi-infinite constraints indexed by an infinite dimensional index set. Examples comparing the cutting surface algorithm to the central cutting plane algorithm of Kortanek and No demonstrate the potential of our algorithm even in the solution of traditional semi-infinite convex programming problems, whose constraints are differentiable, and are indexed by an index set of low dimension. After the rate of convergence analysis of the cutting surface algorithm, we extend the authors' moment matching scenario generation algorithm to a probabilistic algorithm that finds optimal probability distributions subject to moment constraints. The combination of this distribution optimization method and the central cutting surface algorithm yields a solution to a family of distributionally robust optimization problems that are considerably more general than the ones proposed to date.« less

6. 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.

7. 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.

8. Exact Convex Relaxation of Optimal Power Flow in Radial Networks

SciTech Connect

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.

9. Simulation of stochastic systems via polynomial chaos expansions and convex optimization

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.

10. Convex optimization-based windowed Fourier filtering with multiple windows for wrapped-phase denoising.

PubMed

Yatabe, Kohei; Oikawa, Yasuhiro

2016-06-10

The windowed Fourier filtering (WFF), defined as a thresholding operation in the windowed Fourier transform (WFT) domain, is a successful method for denoising a phase map and analyzing a fringe pattern. However, it has some shortcomings, such as extremely high redundancy, which results in high computational cost, and difficulty in selecting an appropriate window size. In this paper, an extension of WFF for denoising a wrapped-phase map is proposed. It is formulated as a convex optimization problem using Gabor frames instead of WFT. Two Gabor frames with differently sized windows are used simultaneously so that the above-mentioned issues are resolved. In addition, a differential operator is combined with a Gabor frame in order to preserve discontinuity of the underlying phase map better. Some numerical experiments demonstrate that the proposed method is able to reconstruct a wrapped-phase map, even for a severely contaminated situation. PMID:27409020

11. The role of convexity for solving some shortest path problems in plane without triangulation

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.

12. A Class of Prediction-Correction Methods for Time-Varying Convex Optimization

Simonetto, Andrea; Mokhtari, Aryan; Koppel, Alec; Leus, Geert; Ribeiro, Alejandro

2016-09-01

This paper considers unconstrained convex optimization problems with time-varying objective functions. We propose algorithms with a discrete time-sampling scheme to find and track the solution trajectory based on prediction and correction steps, while sampling the problem data at a constant rate of $1/h$, where $h$ is the length of the sampling interval. The prediction step is derived by analyzing the iso-residual dynamics of the optimality conditions. The correction step adjusts for the distance between the current prediction and the optimizer at each time step, and consists either of one or multiple gradient steps or Newton steps, which respectively correspond to the gradient trajectory tracking (GTT) or Newton trajectory tracking (NTT) algorithms. Under suitable conditions, we establish that the asymptotic error incurred by both proposed methods behaves as $O(h^2)$, and in some cases as $O(h^4)$, which outperforms the state-of-the-art error bound of $O(h)$ for correction-only methods in the gradient-correction step. Moreover, when the characteristics of the objective function variation are not available, we propose approximate gradient and Newton tracking algorithms (AGT and ANT, respectively) that still attain these asymptotical error bounds. Numerical simulations demonstrate the practical utility of the proposed methods and that they improve upon existing techniques by several orders of magnitude.

13. libCreme: An optimization library for evaluating convex-roof entanglement measures

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

14. A chain rule for [var epsilon]-subdifferentials with applications to approximate solutions in convex Pareto problems

Gutiérrez, César; Jiménez, Bienvenido; Novo, Vicente

2005-10-01

In this work we obtain a chain rule for the approximate subdifferential considering a vector-valued proper convex function and its post-composition with a proper convex function of several variables nondecreasing in the sense of the Pareto order. We derive an interesting formula for the conjugate of a composition in the same framework and we prove the chain rule using this formula. To get the results, we require qualification conditions since, in the composition, the initial function is extended vector-valued. This chain rule extends analogous well-known calculus rules obtained when the functions involved are finite and it gives a complementary simple expression for other chain rules proved without assuming any qualification condition. As application we deduce the well-known calculus rule for the addition and we extend the formula for the maximum of functions. Finally, we use them and a scalarization process to obtain Kuhn-Tucker type necessary and sufficient conditions for approximate solutions in convex Pareto problems. These conditions extend other obtained in scalar optimization problems.

15. SLOPE—ADAPTIVE VARIABLE SELECTION VIA CONVEX OPTIMIZATION

PubMed Central

Bogdan, Małgorzata; van den Berg, Ewout; Sabatti, Chiara; Su, Weijie; Candès, Emmanuel J.

2015-01-01

We introduce a new estimator for the vector of coefficients β in the linear model y = Xβ + z, where X has dimensions n × p with p possibly larger than n. SLOPE, short for Sorted L-One Penalized Estimation, is the solution to minb∈ℝp12‖y−Xb‖ℓ22+λ1|b|(1)+λ2|b|(2)+⋯+λp|b|(p),where λ1 ≥ λ2 ≥ … ≥ λp ≥ 0 and |b|(1)≥|b|(2)≥⋯≥|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 ℓ1 procedures such as the Lasso. Here, the regularizer is a sorted ℓ1 norm, which penalizes the regression coefficients according to their rank: the higher the rank—that is, stronger the signal—the larger the penalty. This is similar to the Benjamini and Hochberg [J. Roy. Statist. Soc. Ser. B 57 (1995) 289–300] procedure (BH) which compares more significant p-values with more stringent thresholds. One notable choice of the sequence {λi} is given by the BH critical values λBH(i)=z(1−i⋅q/2p), where q ∈ (0, 1) and z(α) 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 λBH 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

16. Automated bone segmentation from dental CBCT images using patch-based sparse representation and convex optimization

SciTech Connect

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.; 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

17. Automated bone segmentation from dental CBCT images using patch-based sparse representation and convex optimization

PubMed Central

Wang, Li; Chen, Ken Chung; Gao, Yaozong; Shi, Feng; Liao, Shu; Li, Gang; Shen, Steve G. F.; Yan, Jin; Lee, Philip K. M.; Chow, Ben; Liu, Nancy X.; Xia, James J.; Shen, Dinggang

2014-01-01

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 a maximum 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

18. Non-parametric Single View Reconstruction of Curved Objects Using Convex Optimization

Oswald, Martin R.; Töppe, Eno; Kolev, Kalin; Cremers, Daniel

We propose a convex optimization framework delivering intuitive and reasonable 3D meshes from a single photograph. For a given input image, the user can quickly obtain a segmentation of the object in question. Our algorithm then automatically generates an admissible closed surface of arbitrary topology without the requirement of tedious user input. Moreover we provide a tool by which the user is able to interactively modify the result afterwards through parameters and simple operations in a 2D image space. The algorithm targets a limited but relevant class of real world objects. The object silhouette and the additional user input enter a functional which can be optimized globally in a few seconds using recently developed convex relaxation techniques parallelized on state-of-the-art graphics hardware.

19. Smoothers for Optimization Problems

NASA Technical Reports Server (NTRS)

Arian, Eyal; Ta'asan, Shlomo

1996-01-01

We present a multigrid one-shot algorithm, and a smoothing analysis, for the numerical solution of optimal control problems which are governed by an elliptic PDE. The analysis provides a simple tool to determine a smoothing minimization process which is essential for multigrid application. Numerical results include optimal control of boundary data using different discretization schemes and an optimal shape design problem in 2D with Dirichlet boundary conditions.

20. Convex Lattice Polygons

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.

1. General and mechanistic optimal relationships for tensile strength of doubly convex tablets under diametrical compression.

PubMed

Razavi, Sonia M; Gonzalez, Marcial; Cuitiño, Alberto M

2015-04-30

We propose a general framework for determining optimal relationships for tensile strength of doubly convex tablets under diametrical compression. This approach is based on the observation that tensile strength is directly proportional to the breaking force and inversely proportional to a non-linear function of geometric parameters and materials properties. This generalization reduces to the analytical expression commonly used for flat faced tablets, i.e., Hertz solution, and to the empirical relationship currently used in the pharmaceutical industry for convex-faced tablets, i.e., Pitt's equation. Under proper parametrization, optimal tensile strength relationship can be determined from experimental results by minimizing a figure of merit of choice. This optimization is performed under the first-order approximation that a flat faced tablet and a doubly curved tablet have the same tensile strength if they have the same relative density and are made of the same powder, under equivalent manufacturing conditions. Furthermore, we provide a set of recommendations and best practices for assessing the performance of optimal tensile strength relationships in general. Based on these guidelines, we identify two new models, namely the general and mechanistic models, which are effective and predictive alternatives to the tensile strength relationship currently used in the pharmaceutical industry. PMID:25683146

2. Reduced Complexity HMM Filtering With Stochastic Dominance Bounds: A Convex Optimization Approach

Krishnamurthy, Vikram; Rojas, Cristian R.

2014-12-01

This paper uses stochastic dominance principles to construct upper and lower sample path bounds for Hidden Markov Model (HMM) filters. Given a HMM, by using convex optimization methods for nuclear norm minimization with copositive constraints, we construct low rank stochastic marices so that the optimal filters using these matrices provably lower and upper bound (with respect to a partially ordered set) the true filtered distribution at each time instant. Since these matrices are low rank (say R), the computational cost of evaluating the filtering bounds is O(XR) instead of O(X2). A Monte-Carlo importance sampling filter is presented that exploits these upper and lower bounds to estimate the optimal posterior. Finally, using the Dobrushin coefficient, explicit bounds are given on the variational norm between the true posterior and the upper and lower bounds.

3. Synthetic lepidocrocite for phosphorous removal from reclaimed water: optimization using convex optimization method and successive adsorption in fixed bed column.

PubMed

Wang, Qin; Zhang, Bo; Wang, Muhua; Wu, Jiang; Li, Yuyou; Gao, Yingxin; Li, Weicheng; Jin, Yong

2016-11-01

The batch and column experimental studies on the adsorption of phosphate onto synthetic lepidocrocite from reclaimed water are presented. A second-order polynomial model in the batch study is successfully applied to describe phosphate immobilization performance using the response surface methodology. The model proposed is further linked with the convex optimization method to determine the optimal variables for maximum phosphate uptake since convex method is a global optimization method. Consequently, under optimal parameters determined as pH of 3.88, an initial P concentration of 0.66 mg/L, and a dosage of 0.15 g, the corresponding phosphate removal efficiency can reach up to 97.4%. Adsorption behavior is further revealed by X-ray photoelectron spectroscopy observation and FTIR spectra. A comparative column study indicates that co-existing competing anions in artificial reclaimed water do not significantly interfere with P adsorption under the neutral condition. The experimental results highlight that synthetic lepidocrocite is an excellent absorbent for sustainable P removal from reclaimed water. PMID:27121116

4. Nonsmooth Neural Network for Convex Time-Dependent Constraint Satisfaction Problems.

PubMed

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 ≥ t(h). 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

5. 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.

6. Fast inference of ill-posed problems within a convex space

Fernandez-de-Cossio-Diaz, J.; Mulet, R.

2016-07-01

In multiple scientific and technological applications we face the problem of having low dimensional data to be justified by a linear model defined in a high dimensional parameter space. The difference in dimensionality makes the problem ill-defined: the model is consistent with the data for many values of its parameters. The objective is to find the probability distribution of parameter values consistent with the data, a problem that can be cast as the exploration of a high dimensional convex polytope. In this work we introduce a novel algorithm to solve this problem efficiently. It provides results that are statistically indistinguishable from currently used numerical techniques while its running time scales linearly with the system size. We show that the algorithm performs robustly in many abstract and practical applications. As working examples we simulate the effects of restricting reaction fluxes on the space of feasible phenotypes of a genome scale Escherichia coli metabolic network and infer the traffic flow between origin and destination nodes in a real communication network.

7. Optimal structural design via optimality criteria as a nonsmooth mechanics problem

Tzaferopoulos, M. Ap.; Stravroulakis, G. E.

1995-06-01

In the theory of plastic structural design via optimality criteria (due to W. Prager), the optimal design problem is transformed to a nonlinear elastic structural analysis problem with appropriate stress-strain laws, which generally include complete vertical branches. In this context, the concept of structural universe (in the sense of G. Rozvany) permits the treatment of complicated optimal layout problems. Recent progress in the field of nonsmooth mechanics makes the solution of structural analysis problems with this kind of 'complete' law possible. Elements from the two fields are combined in this paper for the solution of optimal design and layout problems for structures. The optimal layout of plane trusses with various specific cost functions is studied here as a representative problem. The use of convex, continuous and piecewise linear specific cost functions for the structural members leads to problems of linear variational inequalities or equivalently piecewise linear, convex but nonsmooth optimization problems, which are solved by means of an iterative algorithm based on sequential linear programming techniques. Numerical examples illustrate the theory and its applicability to practical engineering structures. Following a parametric investigation of an optimal bridge design, certain aspects of the optimal truss layout problem are discussed, which can be extended to other types of structural systems as well.

8. Strict convexity and C 1, α regularity of potential functions in optimal transportation under condition A3w

Chen, Shibing; Wang, Xu-Jia

2016-01-01

In this paper we prove the strict c-convexity and the C 1, α 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, α 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.

9. Convex reformulation of biologically-based multi-criteria intensity-modulated radiation therapy optimization including fractionation effects

Hoffmann, Aswin L.; den Hertog, Dick; Siem, Alex Y. D.; Kaanders, Johannes H. A. M.; Huizenga, Henk

2008-11-01

Finding fluence maps for intensity-modulated radiation therapy (IMRT) can be formulated as a multi-criteria optimization problem for which Pareto optimal treatment plans exist. To account for the dose-per-fraction effect of fractionated IMRT, it is desirable to exploit radiobiological treatment plan evaluation criteria based on the linear-quadratic (LQ) cell survival model as a means to balance the radiation benefits and risks in terms of biologic response. Unfortunately, the LQ-model-based radiobiological criteria are nonconvex functions, which make the optimization problem hard to solve. We apply the framework proposed by Romeijn et al (2004 Phys. Med. Biol. 49 1991-2013) to find transformations of LQ-model-based radiobiological functions and establish conditions under which transformed functions result in equivalent convex criteria that do not change the set of Pareto optimal treatment plans. The functions analysed are: the LQ-Poisson-based model for tumour control probability (TCP) with and without inter-patient heterogeneity in radiation sensitivity, the LQ-Poisson-based relative seriality s-model for normal tissue complication probability (NTCP), the equivalent uniform dose (EUD) under the LQ-Poisson model and the fractionation-corrected Probit-based model for NTCP according to Lyman, Kutcher and Burman. These functions differ from those analysed before in that they cannot be decomposed into elementary EUD or generalized-EUD functions. In addition, we show that applying increasing and concave transformations to the convexified functions is beneficial for the piecewise approximation of the Pareto efficient frontier.

10. Efficient TpV minimization for circular, cone-beam computed tomography reconstruction via non-convex optimization.

PubMed

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

11. 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…

12. Convex optimization of MRI exposure for mitigation of RF-heating from active medical implants

Córcoles, 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, 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 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 patient’s anatomy, implant routing, RF-transmitter, and RF-implant coupling, can be accepted within reasonable levels of uncertainty.

13. Convex optimization of MRI exposure for mitigation of RF-heating from active medical implants.

PubMed

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

14. A Problem on Optimal Transportation

ERIC Educational Resources Information Center

Cechlarova, Katarina

2005-01-01

Mathematical optimization problems are not typical in the classical curriculum of mathematics. In this paper we show how several generalizations of an easy problem on optimal transportation were solved by gifted secondary school pupils in a correspondence mathematical seminar, how they can be used in university courses of linear programming and…

15. Automatic Treatment Planning with Convex Imputing

Sayre, G. A.; Ruan, D.

2014-03-01

Current inverse optimization-based treatment planning for radiotherapy requires a set of complex DVH objectives to be simultaneously minimized. This process, known as multi-objective optimization, is challenging due to non-convexity in individual objectives and insufficient knowledge in the tradeoffs among the objective set. As such, clinical practice involves numerous iterations of human intervention that is costly and often inconsistent. In this work, we propose to address treatment planning with convex imputing, a new-data mining technique that explores the existence of a latent convex objective whose optimizer reflects the DVH and dose-shaping properties of previously optimized cases. Using ten clinical prostate cases as the basis for comparison, we imputed a simple least-squares problem from the optimized solutions of the prostate cases, and show that the imputed plans are more consistent than their clinical counterparts in achieving planning goals.

16. Optimization and Openmp Parallelization of a Discrete Element Code for Convex Polyhedra on Multi-Core Machines

Chen, Jian; Matuttis, Hans-Georg

2013-02-01

We report our experiences with the optimization and parallelization of a discrete element code for convex polyhedra on multi-core machines and introduce a novel variant of the sort-and-sweep neighborhood algorithm. While in theory the whole code in itself parallelizes ideally, in practice the results on different architectures with different compilers and performance measurement tools depend very much on the particle number and optimization of the code. After difficulties with the interpretation of the data for speedup and efficiency are overcome, respectable parallelization speedups could be obtained.

17. A near-optimal heuristic for minimum weight triangulation of convex polygons

SciTech Connect

Levcopoulos, C.; Krznaric, D.

1997-06-01

A linear-time heuristic for minimum weight triangulation of convex polygons is presented. This heuristic produces a triangulation of length within a factor 1 + {epsilon} from the optimum, where {epsilon} is an arbitrarily small positive constant. This is the first sub-cubic algorithm which guarantees such an approximation factor, and it has interesting applications.

18. Models for optimal harvest with convex function of growth rate of a population

SciTech Connect

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.

19. 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.

20. Convex Regression with Interpretable Sharp Partitions

PubMed Central

Petersen, Ashley; Simon, Noah; Witten, Daniela

2016-01-01

We consider the problem of predicting an outcome variable on the basis of a small number of covariates, using an interpretable yet non-additive model. We propose convex regression with interpretable sharp partitions (CRISP) for this task. CRISP partitions the covariate space into blocks in a data-adaptive way, and fits a mean model within each block. Unlike other partitioning methods, CRISP is fit using a non-greedy approach by solving a convex optimization problem, resulting in low-variance fits. We explore the properties of CRISP, and evaluate its performance in a simulation study and on a housing price data set.

1. Robust Utility Maximization Under Convex Portfolio Constraints

SciTech Connect

Matoussi, Anis; Mezghani, Hanen Mnif, Mohamed

2015-04-15

We study a robust maximization problem from terminal wealth and consumption under a convex constraints on the portfolio. We state the existence and the uniqueness of the consumption–investment strategy by studying the associated quadratic backward stochastic differential equation. We characterize the optimal control by using the duality method and deriving a dynamic maximum principle.

2. Interval-Valued Optimization Problems Involving (α, ρ)-Right Upper-Dini-Derivative Functions

PubMed Central

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

3. Interval-valued optimization problems involving (α, ρ)-right upper-Dini-derivative functions.

PubMed

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

4. Optimization and geophysical inverse problems

SciTech Connect

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

5. Convex Formulations of Learning from Crowds

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.

6. Approximating random quantum optimization problems

Hsu, B.; Laumann, C. R.; Läuchli, A. M.; Moessner, R.; Sondhi, S. L.

2013-06-01

We report a cluster of results regarding the difficulty of finding approximate ground states to typical instances of the quantum satisfiability problem k-body quantum satisfiability (k-QSAT) on large random graphs. As an approximation strategy, we optimize the solution space over “classical” product states, which in turn introduces a novel autonomous classical optimization problem, PSAT, over a space of continuous degrees of freedom rather than discrete bits. Our central results are (i) the derivation of a set of bounds and approximations in various limits of the problem, several of which we believe may be amenable to a rigorous treatment; (ii) a demonstration that an approximation based on a greedy algorithm borrowed from the study of frustrated magnetism performs well over a wide range in parameter space, and its performance reflects the structure of the solution space of random k-QSAT. Simulated annealing exhibits metastability in similar “hard” regions of parameter space; and (iii) a generalization of belief propagation algorithms introduced for classical problems to the case of continuous spins. This yields both approximate solutions, as well as insights into the free energy “landscape” of the approximation problem, including a so-called dynamical transition near the satisfiability threshold. Taken together, these results allow us to elucidate the phase diagram of random k-QSAT in a two-dimensional energy-density-clause-density space.

7. Existence, uniqueness and construction of the solution of the energy transfer problem in a rigid and non-convex blackbody with temperature-dependent thermal conductivity

da Gama, Rogério 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.

8. 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.

9. Convex relaxations for gas expansion planning

SciTech Connect

Borraz-Sanchez, Conrado; Bent, Russell Whitford; Backhaus, Scott N.; Hijazi, Hassan; Van Hentenryck, Pascal

2016-01-01

Expansion of natural gas networks is a critical process involving substantial capital expenditures with complex decision-support requirements. Here, given the non-convex nature of gas transmission constraints, global optimality and infeasibility guarantees can only be offered by global optimisation approaches. Unfortunately, state-of-the-art global optimisation solvers are unable to scale up to real-world size instances. In this study, we present a convex mixed-integer second-order cone relaxation for the gas expansion planning problem under steady-state conditions. The underlying model offers tight lower bounds with high computational efficiency. In addition, the optimal solution of the relaxation can often be used to derive high-quality solutions to the original problem, leading to provably tight optimality gaps and, in some cases, global optimal solutions. The convex relaxation is based on a few key ideas, including the introduction of flux direction variables, exact McCormick relaxations, on/off constraints, and integer cuts. Numerical experiments are conducted on the traditional Belgian gas network, as well as other real larger networks. The results demonstrate both the accuracy and computational speed of the relaxation and its ability to produce high-quality solution

10. Convex relaxations for gas expansion planning

DOE PAGESBeta

Borraz-Sanchez, Conrado; Bent, Russell Whitford; Backhaus, Scott N.; Hijazi, Hassan; Van Hentenryck, Pascal

2016-01-01

Expansion of natural gas networks is a critical process involving substantial capital expenditures with complex decision-support requirements. Here, given the non-convex nature of gas transmission constraints, global optimality and infeasibility guarantees can only be offered by global optimisation approaches. Unfortunately, state-of-the-art global optimisation solvers are unable to scale up to real-world size instances. In this study, we present a convex mixed-integer second-order cone relaxation for the gas expansion planning problem under steady-state conditions. The underlying model offers tight lower bounds with high computational efficiency. In addition, the optimal solution of the relaxation can often be used to derive high-quality solutionsmore » to the original problem, leading to provably tight optimality gaps and, in some cases, global optimal solutions. The convex relaxation is based on a few key ideas, including the introduction of flux direction variables, exact McCormick relaxations, on/off constraints, and integer cuts. Numerical experiments are conducted on the traditional Belgian gas network, as well as other real larger networks. The results demonstrate both the accuracy and computational speed of the relaxation and its ability to produce high-quality solution« less

11. Optimal control in a macroeconomic problem

Bulgakov, V. K.; Shatov, G. L.

2007-08-01

The Pontryagin maximum principle is used to develop an original algorithm for finding an optimal control in a macroeconomic problem. Numerical results are presented for the optimal control and optimal trajectory of the development of a regional economic system. For an optimal control satisfying a certain constraint, an invariant of a macroeconomic system is derived.

12. First and Second Order Necessary Conditions for Stochastic Optimal Control Problems

SciTech Connect

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.

13. Solving ptychography with a convex relaxation

PubMed Central

Chen, Richard Y; Ou, Xiaoze; Ames, Brendan; Tropp, Joel A; Yang, Changhuei

2015-01-01

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. PMID:26146480

14. Social Emotional Optimization Algorithm for Nonlinear Constrained Optimization Problems

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.

15. Constrained Graph Optimization: Interdiction and Preservation Problems

SciTech Connect

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.

16. 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…

17. 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…

18. Particle swarm optimization for complex nonlinear optimization problems

Alexandridis, Alex; Famelis, Ioannis Th.; Tsitouras, Charalambos

2016-06-01

This work presents the application of a technique belonging to evolutionary computation, namely particle swarm optimization (PSO), to complex nonlinear optimization problems. To be more specific, a PSO optimizer is setup and applied to the derivation of Runge-Kutta pairs for the numerical solution of initial value problems. The effect of critical PSO operational parameters on the performance of the proposed scheme is thoroughly investigated.

19. Some shape optimization problems for eigenvalues

Gasimov, Yusif S.

2008-02-01

In this work we consider some inverse problems with respect to domain for the Laplace operator. The considered problems are reduced to the variational formulation. The equivalency of these problems is obtained under some conditions. The formula is obtained for the eigenvalue in the optimal domain.

20. Entanglement Quantification Made Easy: Polynomial Measures Invariant under Convex Decomposition

2016-02-01

Quantifying entanglement in composite systems is a fundamental challenge, yet exact results are available in only a few special cases. This is because hard optimization problems are routinely involved, such as finding the convex decomposition of a mixed state with the minimal average pure-state entanglement, the so-called convex roof. We show that under certain conditions such a problem becomes trivial. Precisely, we prove by a geometric argument that polynomial entanglement measures of degree 2 are independent of the choice of pure-state decomposition of a mixed state, when the latter has only one pure unentangled state in its range. This allows for the analytical evaluation of convex roof extended entanglement measures in classes of rank-2 states obeying such a condition. We give explicit examples for the square root of the three-tangle in three-qubit states, and we show that several representative classes of four-qubit pure states have marginals that enjoy this property.

1. 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.

2. Dynamic programming in applied optimization problems

Zavalishchin, Dmitry

2015-11-01

Features of the use dynamic programming in applied problems are investigated. In practice such problems as finding the critical paths in network planning and control, finding the optimal supply plan in transportation problem, objects territorial distribution are traditionally solved by special methods of operations research. It should be noted that the dynamic programming is not provided computational advantages, but facilitates changes and modifications of tasks. This follows from the Bellman's optimality principle. The features of the multistage decision processes construction in applied problems are provided.

3. Exploiting phase transitions for fusion optimization problems

Svenson, Pontus

2005-05-01

Many optimization problems that arise in multi-target tracking and fusion applications are known to be NP-complete, ie, believed to have worst-case complexities that are exponential in problem size. Recently, many such NP-complete problems have been shown to display threshold phenomena: it is possible to define a parameter such that the probability of a random problem instance having a solution jumps from 1 to 0 at a specific value of the parameter. It is also found that the amount of resources needed to solve the problem instance peaks at the transition point. Among the problems found to display this behavior are graph coloring (aka clustering, relevant for multi-target tracking), satisfiability (which occurs in resource allocation and planning problem), and the travelling salesperson problem. Physicists studying these problems have found intriguing similarities to phase transitions in spin models of statistical mechanics. Many methods previously used to analyze spin glasses have been used to explain some of the properties of the behavior at the transition point. It turns out that the transition happens because the fitness landscape of the problem changes as the parameter is varied. Some algorithms have been introduced that exploit this knowledge of the structure of the fitness landscape. In this paper, we review some of the experimental and theoretical work on threshold phenomena in optimization problems and indicate how optimization problems from tracking and sensor resource allocation could be analyzed using these results.

4. A Problem-Oriented Mathematical Optimization Course

ERIC Educational Resources Information Center

Wenger, Robert B.; Rhyner, Charles R.

1977-01-01

This article describes a one-semester junior and senior level course in applied mathematical optimization for undergraduates which provides the opportunity to test models by doing numerical experiments and to learn to use computer subroutines for solving optimization problems. (MN)

5. Random generation of structured linear optimization problems

SciTech Connect

Arthur, J.; Frendewey, J. Jr.

1994-12-31

We describe the on-going development of a random generator for linear optimization problems (LPs) founded on the concept of block structure. The general LP: minimize z = cx subject to Ax = b, x {ge} 0 can take a variety of special forms determined (primarily) by predefined structures on the matrix A of constraint coefficients. The authors have developed several random problem generators which provide instances of LPs having such structure; in particular (i) general (non-structured) problems, (ii) generalized upper bound (GUB) constraints, (iii) minimum cost network flow problems, (iv) transportation and assignment problems, (v) shortest path problems, (vi) generalized network flow problems, and (vii) multicommodity network flow problems. This paper discusses the general philosophy behind the construction of these generators. In addition, the task of combining the generators into a single generator -- in which the matrix A can contain various blocks, each of a prescribed structure from those mentioned above -- is described.

6. Solving constrained optimization problems with hybrid particle swarm optimization

Zahara, Erwie; Hu, Chia-Hsin

2008-11-01

Constrained optimization problems (COPs) are very important in that they frequently appear in the real world. A COP, in which both the function and constraints may be nonlinear, consists of the optimization of a function subject to constraints. Constraint handling is one of the major concerns when solving COPs with particle swarm optimization (PSO) combined with the Nelder-Mead simplex search method (NM-PSO). This article proposes embedded constraint handling methods, which include the gradient repair method and constraint fitness priority-based ranking method, as a special operator in NM-PSO for dealing with constraints. Experiments using 13 benchmark problems are explained and the NM-PSO results are compared with the best known solutions reported in the literature. Comparison with three different meta-heuristics demonstrates that NM-PSO with the embedded constraint operator is extremely effective and efficient at locating optimal solutions.

7. Graph optimization problems on a Bethe lattice

de Oliveira, Mário J.

1989-01-01

The p-partitioning and p-coloring problems on a Bethe lattice of coordination number z are analyzed. It is shown that these two NP-complete optimization problems turn out to be equivalent to finding the ground-state energy of p-state Potts models with frustration. Numerical calculation of the cost function of both problems are carried out for several values of z and p. In the case of p=2 the results are identical to those obtained by Mézard and Parisi for the case of the bipartitioning problem. A numerical upper bound to the chromatic number is found for several values of z.

8. Quantum optimization and maximum clique problems

Yatsenko, Vitaliy A.; Pardalos, Panos M.; Chiarini, Bruno H.

2004-08-01

This paper describes a new approach to global optimization and control uses geometric methods and modern quantum mathematics. Polynomial extremal problems (PEP) are considered. PEP constitute one of the most important subclasses of nonlinear programming models. Their distinctive feature is that an objective function and constraints can be expressed by polynomial functions in one or several variables. A general approach to optimization based on quantum holonomic computing algorithms and instanton mechanism. An optimization method based on geometric Lie - algebraic structures on Grassmann manifolds and related with Lax type flows is proposed. Making use of the differential geometric techniques it is shown that associated holonomy groups properly realizing quantum computation can be effectively found concerning polynomial problems. Two examples demonstrating calculation aspects of holonomic quantum computer and maximum clique problems in very large graphs, are considered in detail.

9. The inverse problem of the optimal regulator.

NASA Technical Reports Server (NTRS)

Yokoyama, R.; Kinnen, E.

1972-01-01

The inverse problem of the optimal regulator is considered for a general class of multi-input systems with integral-type performance indices. A new phase variable canonical form is shown to be convenient for this analysis. The advantage of the canonical form is to separate the state variables into subvectors of directly controlled, indirectly controlled, and uncontrollable components. Necessary and sufficient conditions for optimized performance indices are given. With the nonlinearities of the system restricted to functions of the directly controlled state variables, additional results are developed about the nonnegative property of optimized loss functions.

10. Stochastic time-optimal control problems

NASA Technical Reports Server (NTRS)

Zhang, W.; Elliot, D.

1988-01-01

Two types of stochastic time-optimal controls in a one-dimensional setting are considered. Multidimensional problems, in the case of complete state information available and the system modeled by stochastic differential equations, are studied under the formulation of minimizing the expected transient-response time. The necessary condition of optimality is the satisfaction for the value function of a parabolic partial differential equation with boundary conditions. The sufficient condition of optimality is also provided, based on Dynkin's formula. Finally, three examples are given.

11. 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.

12. Problem size, parallel architecture, and optimal speedup

NASA Technical Reports Server (NTRS)

Nicol, David M.; Willard, Frank H.

1988-01-01

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.

13. 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.

14. Solving global optimization problems on GPU cluster

Barkalov, Konstantin; Gergel, Victor; Lebedev, Ilya

2016-06-01

The paper contains the results of investigation of a parallel global optimization algorithm combined with a dimension reduction scheme. This allows solving multidimensional problems by means of reducing to data-independent subproblems with smaller dimension solved in parallel. The new element implemented in the research consists in using several graphic accelerators at different computing nodes. The paper also includes results of solving problems of well-known multiextremal test class GKLS on Lobachevsky supercomputer using tens of thousands of GPU cores.

15. Maximum margin classification based on flexible convex hulls for fault diagnosis of roller bearings

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.

16. Point-in-convex polygon and point-in-convex polyhedron algorithms with O(1) complexity using space subdivision

Skala, Vaclav

2016-06-01

There are many space subdivision and space partitioning techniques used in many algorithms to speed up computations. They mostly rely on orthogonal space subdivision, resp. using hierarchical data structures, e.g. BSP trees, quadtrees, octrees, kd-trees, bounding volume hierarchies etc. However in some applications a non-orthogonal space subdivision can offer new ways for actual speed up. In the case of convex polygon in E2 a simple Point-in-Polygon test is of the O(N) complexity and the optimal algorithm is of O(log N) computational complexity. In the E3 case, the complexity is O(N) even for the convex polyhedron as no ordering is defined. New Point-in-Convex Polygon and Point-in-Convex Polyhedron algorithms are presented based on space subdivision in the preprocessing stage resulting to O(1) run-time complexity. The presented approach is simple to implement. Due to the principle of duality, dual problems, e.g. line-convex polygon, line clipping, can be solved in a similarly.

17. First-order convex feasibility algorithms for x-ray CT

SciTech Connect

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.

18. First-order convex feasibility algorithms for x-ray CT

PubMed Central

Sidky, Emil Y.; Jørgensen, Jakob S.; Pan, Xiaochuan

2013-01-01

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°. 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. PMID:23464295

19. Solving optimization problems on computational grids.

SciTech Connect

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

20. Statistical Physics of Hard Optimization Problems

Zdeborová, Lenka

2008-06-01

Optimization is fundamental in many areas of science, from computer science and information theory to engineering and statistical physics, as well as to biology or social sciences. It typically involves a large number of variables and a cost function depending on these variables. Optimization problems in the NP-complete class are particularly difficult, it is believed that the number of operations required to minimize the cost function is in the most difficult cases exponential in the system size. However, even in an NP-complete problem the practically arising instances might, in fact, be easy to solve. The principal question we address in this thesis is: How to recognize if an NP-complete constraint satisfaction problem is typically hard and what are the main reasons for this? We adopt approaches from the statistical physics of disordered systems, in particular the cavity method developed originally to describe glassy systems. We describe new properties of the space of solutions in two of the most studied constraint satisfaction problems - random satisfiability and random graph coloring. We suggest a relation between the existence of the so-called frozen variables and the algorithmic hardness of a problem. Based on these insights, we introduce a new class of problems which we named "locked" constraint satisfaction, where the statistical description is easily solvable, but from the algorithmic point of view they are even more challenging than the canonical satisfiability.

1. Statistical physics of hard optimization problems

Zdeborová, Lenka

2009-06-01

Optimization is fundamental in many areas of science, from computer science and information theory to engineering and statistical physics, as well as to biology or social sciences. It typically involves a large number of variables and a cost function depending on these variables. Optimization problems in the non-deterministic polynomial (NP)-complete class are particularly difficult, it is believed that the number of operations required to minimize the cost function is in the most difficult cases exponential in the system size. However, even in an NP-complete problem the practically arising instances might, in fact, be easy to solve. The principal question we address in this article is: How to recognize if an NP-complete constraint satisfaction problem is typically hard and what are the main reasons for this? We adopt approaches from the statistical physics of disordered systems, in particular the cavity method developed originally to describe glassy systems. We describe new properties of the space of solutions in two of the most studied constraint satisfaction problems - random satisfiability and random graph coloring. We suggest a relation between the existence of the so-called frozen variables and the algorithmic hardness of a problem. Based on these insights, we introduce a new class of problems which we named "locked" constraint satisfaction, where the statistical description is easily solvable, but from the algorithmic point of view they are even more challenging than the canonical satisfiability.

2. Evolutionary strategies for solving optimization problems

Ebeling, Werner; Reimann, Axel; Molgedey, Lutz

We will give a survey of applications of thermodynamically and biologically oriented evolutionary strategies for optimization problems. Primarily, we investigate the solution of discrete optimization problems, most of combinatorial type, using a certain class of coupled differential equations. The problem is to find the minimum on a large set of real numbers (the potential) Ui, defined on the integer set i = 1 ...s, where s is an extremely large nu mber. The stationary states of the system correspond to relative optima on the discrete set. First, several elementary evolutionary strategies are described by simple deterministic equations, leading to a high-dimensional system of coupled differential equations. The known equations for thermodynamic search processes and for simple models of biological evolution are unified by defining a two-parameter family of equations which embed both cases. The unified equations model mixed Boltzmann/Darwin- strategies including basic elements of thermodynamical and biological evolution as well. In a next step a master equation model in the occupation number space is defined. We investigate the transition probabilities and the convergence properties using tools from the theory of stochastic processes. Several examples are analyzed. In particular we study the optimization of theoretical model sequences with simple valuation rules. In order to demonstrate that the strategies developed here may also be used to investigate realistic problems we present an example application to RNA folding (search for a minimum free energy configuration).

3. Optimal solutions of unobservable orbit determination problems

Cicci, David A.; Tapley, Byron D.

1988-12-01

The method of data augmentation, in the form ofa priori covariance information on the reference solution, as a means to overcome the effects of ill-conditioning in orbit determination problems has been investigated. Specifically, for the case when ill-conditioning results from parameter non-observability and an appropriatea priori covariance is unknown, methods by which thea priori covariance is optimally chosen are presented. In problems where an inaccuratea priori covariance is provided, the optimal weighting of this data set is obtained. The feasibility of these ‘ridge-type’ solution methods is demonstrated by their application to a non-observable gravity field recovery simulation. In the simulation, both ‘ridge-type’ and conventional solutions are compared. Substantial improvement in the accuracy of the conventional solution is realized by the use of these ridge-type solution methods. The solution techniques presented in this study are applicable to observable, but ill-conditioned problems as well as the unobservable problems directly addressed. For the case of observable problems, the ridge-type solutions provide an improvement in the accuracy of the ordinary least squares solutions.

4. Hierarchical optimization for neutron scattering problems

Bao, Feng; Archibald, Rick; Bansal, Dipanshu; Delaire, Olivier

2016-06-01

We present a scalable optimization method for neutron scattering problems that determines confidence regions of simulation parameters in lattice dynamics models used to fit neutron scattering data for crystalline solids. The method uses physics-based hierarchical dimension reduction in both the computational simulation domain and the parameter space. We demonstrate for silicon that after a few iterations the method converges to parameters values (interatomic force-constants) computed with density functional theory simulations.

5. Interaction Prediction Optimization in Multidisciplinary Design Optimization Problems

PubMed Central

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

6. A novel metaheuristic for continuous optimization problems: Virus optimization algorithm

Liang, Yun-Chia; Rodolfo Cuevas Juarez, Josue

2016-01-01

A novel metaheuristic for continuous optimization problems, named the virus optimization algorithm (VOA), is introduced and investigated. VOA is an iteratively population-based method that imitates the behaviour of viruses attacking a living cell. The number of viruses grows at each replication and is controlled by an immune system (a so-called 'antivirus') to prevent the explosive growth of the virus population. The viruses are divided into two classes (strong and common) to balance the exploitation and exploration effects. The performance of the VOA is validated through a set of eight benchmark functions, which are also subject to rotation and shifting effects to test its robustness. Extensive comparisons were conducted with over 40 well-known metaheuristic algorithms and their variations, such as artificial bee colony, artificial immune system, differential evolution, evolutionary programming, evolutionary strategy, genetic algorithm, harmony search, invasive weed optimization, memetic algorithm, particle swarm optimization and simulated annealing. The results showed that the VOA is a viable solution for continuous optimization.

7. On domains of convergence in optimization problems

NASA Technical Reports Server (NTRS)

Diaz, Alejandro R.; Shaw, Steven S.; Pan, Jian

1990-01-01

Numerical optimization algorithms require the knowledge of an initial set of design variables. Starting from an initial design x(sup 0), improved solutions are obtained by updating the design iteratively in a way prescribed by the particular algorithm used. If the algorithm is successful, convergence is achieved to a local optimal solution. Let A denote the iterative procedure that characterizes a typical optimization algorithm, applied to the problem: Find x belonging to R(sup n) that maximizes f(x) subject to x belonging to Omega contained in R(sup n). We are interested in problems with several local maxima (x(sub j))(sup *), j=1, ..., m, in the feasible design space Omega. In general, convergence of the algorithm A to a specific solution (x(sub j))(sup *) is determined by the choice of initial design x(sup 0). The domain of convergence D(sub j) of A associated with a local maximum (x(sub j))(sup *) is a subset of initial designs x(sup 0) in Omega such that the sequence (x(sup k)), k=0,1,2,... defined by x(sup k+1) = A(x(sup k)), k=0,1,... converges to (x(sub j))(sup *). The set D(sub j) is also called the basin of attraction of (x(sub j))(sup *). Cayley first proposed the problem of finding the basin of attraction for Newton's method in 1897. It has been shown that the basin of attraction for Newton's method exhibits chaotic behavior in problems with polynomial objective. This implies that there may be regions in the feasible design space where arbitrarily close starting points will converge to different local optimal solutions. Furthermore, the boundaries of the domains of convergence may have a very complex, even fractal structure. In this paper we show that even simple structural optimization problems solved using standard gradient based (first order) algorithms exhibit similar features.

8. CONVEX mini manual

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.

9. 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.

10. 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.

11. The Replica Method in Optimization Problems.

Liao, Wuwell W.

In this thesis I discuss the application of the replica method in combinatorial optimization problems. In particular, I study certain graph-partitioning problems. One problem that I consider is the following. We are given a set of vertices V = (V_1,V_2,ldots V_{N}), with N even, and a set of edges E = {(V_{i},V _{j})i not= j}. Let each edge be connected with probability P. The bipartitioning problem is to divide V into two parts of equal size, in such a way as to minimize the number of edges N _{c} connecting these two parts. We are interested in the behavior of N_{c }/N, averaged over all possible configurations of edges in the limit N --> infty , as a function of the connectivity alpha = NP. When alpha is finite, the problem is shown to be similar, but not identical, to the mean field theory of a spin glass with finite connectivity. The replica-symmetric solution is derived. It is shown to be consistent with exact results for the infinite cluster obtained by P. Erdos.

12. Hybrid intelligent optimization methods for engineering problems

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

13. Recognition of Graphs with Convex Quadratic Stability Number

Pacheco, Maria F.; Cardoso, Domingos M.

2009-09-01

A stable set of a graph is a set of mutually non-adjacent vertices. The determination of a maximum size stable set, which is called maximum stable set, and the determination of its size, which is called stability number, are central combinatorial optimization problems. However, given a nonnegative integer k, to determine if a graph G has a stable set of size k is NP-complete. In this paper we deal with graphs for which the stability number can be determined by solving a convex quadratic programming problem. Such graphs were introduced in [13] and are called graphs with convex-QP stability number. A few algorithmic techniques for the recognition of this type of graphs in particular families are presented.

14. Gerrymandering and Convexity

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…

15. LDRD Final Report: Global Optimization for Engineering Science Problems

SciTech Connect

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.

16. Convex-relaxed kernel mapping for image segmentation.

PubMed

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

17. Tunneling and Speedup in Quantum Optimization for Permutation-Symmetric Problems

Muthukrishnan, Siddharth; Albash, Tameem; Lidar, Daniel A.

2016-07-01

Tunneling is often claimed to be the key mechanism underlying possible speedups in quantum optimization via quantum annealing (QA), especially for problems featuring a cost function with tall and thin barriers. We present and analyze several counterexamples from the class of perturbed Hamming weight optimization problems with qubit permutation symmetry. We first show that, for these problems, the adiabatic dynamics that make tunneling possible should be understood not in terms of the cost function but rather the semiclassical potential arising from the spin-coherent path-integral formalism. We then provide an example where the shape of the barrier in the final cost function is short and wide, which might suggest no quantum advantage for QA, yet where tunneling renders QA superior to simulated annealing in the adiabatic regime. However, the adiabatic dynamics turn out not be optimal. Instead, an evolution involving a sequence of diabatic transitions through many avoided-level crossings, involving no tunneling, is optimal and outperforms adiabatic QA. We show that this phenomenon of speedup by diabatic transitions is not unique to this example, and we provide an example where it provides an exponential speedup over adiabatic QA. In yet another twist, we show that a classical algorithm, spin-vector dynamics, is at least as efficient as diabatic QA. Finally, in a different example with a convex cost function, the diabatic transitions result in a speedup relative to both adiabatic QA with tunneling and classical spin-vector dynamics.

18. Convex accelerated maximum entropy reconstruction

2016-04-01

Maximum entropy (MaxEnt) spectral reconstruction methods provide a powerful framework for spectral estimation of nonuniformly sampled datasets. Many methods exist within this framework, usually defined based on the magnitude of a Lagrange multiplier in the MaxEnt objective function. An algorithm is presented here that utilizes accelerated first-order convex optimization techniques to rapidly and reliably reconstruct nonuniformly sampled NMR datasets using the principle of maximum entropy. This algorithm - called CAMERA for Convex Accelerated Maximum Entropy Reconstruction Algorithm - is a new approach to spectral reconstruction that exhibits fast, tunable convergence in both constant-aim and constant-lambda modes. A high-performance, open source NMR data processing tool is described that implements CAMERA, and brief comparisons to existing reconstruction methods are made on several example spectra.

19. Accurate quantification of local changes for carotid arteries in 3D ultrasound images using convex optimization-based deformable registration

Cheng, Jieyu; Qiu, Wu; Yuan, Jing; Fenster, Aaron; Chiu, Bernard

2016-03-01

Registration of longitudinally acquired 3D ultrasound (US) images plays an important role in monitoring and quantifying progression/regression of carotid atherosclerosis. We introduce an image-based non-rigid registration algorithm to align the baseline 3D carotid US with longitudinal images acquired over several follow-up time points. This algorithm minimizes the sum of absolute intensity differences (SAD) under a variational optical-flow perspective within a multi-scale optimization framework to capture local and global deformations. Outer wall and lumen were segmented manually on each image, and the performance of the registration algorithm was quantified by Dice similarity coefficient (DSC) and mean absolute distance (MAD) of the outer wall and lumen surfaces after registration. In this study, images for 5 subjects were registered initially by rigid registration, followed by the proposed algorithm. Mean DSC generated by the proposed algorithm was 79:3+/-3:8% for lumen and 85:9+/-4:0% for outer wall, compared to 73:9+/-3:4% and 84:7+/-3:2% generated by rigid registration. Mean MAD of 0:46+/-0:08mm and 0:52+/-0:13mm were generated for lumen and outer wall respectively by the proposed algorithm, compared to 0:55+/-0:08mm and 0:54+/-0:11mm generated by rigid registration. The mean registration time of our method per image pair was 143+/-23s.

20. A convex minimization approach to data association with prior constraints

Chen, Huimin; Kirubarajan, Thiagalingam

2004-08-01

In this paper we propose a new formulation for reliably solving the measurement-to-track association problem with a priori constraints. Those constraints are incorporated into the scalar objective function in a general formula. This is a key step in most target tracking problems when one has to handle the measurement origin uncertainty. Our methodology is able to formulate the measurement-to-track correspondence problem with most of the commonly used assumptions and considers target feature measurements and possibly unresolved measurements as well. The resulting constrained optimization problem deals with the whole combinatorial space of possible feature selections and measurement-to-track correspondences. To find the global optimal solution, we build a convex objective function and relax the integer constraint. The special structure of this extended problem assures its equivalence to the original one, but it can be solved optimally by efficient algorithms to avoid the cominatorial search. This approach works for any cost function with continuous second derivatives. We use a track formation example and a multisensor tracking scenario to illustrate the effectiveness of the convex programming approach.

1. Parallel-vector computation for structural analysis and nonlinear unconstrained optimization problems

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.

2. Stereotype locally convex spaces

Akbarov, S. S.

2000-08-01

We give complete proofs of some previously announced results in the theory of stereotype (that is, reflexive in the sense of Pontryagin duality) locally convex spaces. These spaces have important applications in topological algebra and functional analysis.

3. Generalized convexity and inequalities

Anderson, G. D.; Vamanamurthy, M. K.; Vuorinen, M.

2007-11-01

Let and let be the family of all mean values of two numbers in (some examples are the arithmetic, geometric, and harmonic means). Given , we say that a function is (m1,m2)-convex if f(m1(x,y))[less-than-or-equals, slant]m2(f(x),f(y)) for all . The usual convexity is the special case when both mean values are arithmetic means. We study the dependence of (m1,m2)-convexity on m1 and m2 and give sufficient conditions for (m1,m2)-convexity of functions defined by Maclaurin series. The criteria involve the Maclaurin coefficients. Our results yield a class of new inequalities for several special functions such as the Gaussian hypergeometric function and a generalized Bessel function.

4. Approximating convex Pareto surfaces in multiobjective radiotherapy planning

SciTech Connect

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.

5. Group Search Optimizer for the Mobile Location Management Problem

PubMed Central

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

6. Group search optimizer for the mobile location management problem.

PubMed

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

7. A Modified BFGS Formula Using a Trust Region Model for Nonsmooth Convex Minimizations

PubMed Central

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

8. On a Highly Nonlinear Self-Obstacle Optimal Control Problem

SciTech Connect

Di Donato, Daniela; Mugnai, Dimitri

2015-10-15

We consider a non-quadratic optimal control problem associated to a nonlinear elliptic variational inequality, where the obstacle is the control itself. We show that, fixed a desired profile, there exists an optimal solution which is not far from it. Detailed characterizations of the optimal solution are given, also in terms of approximating problems.

9. Enhanced ant colony optimization for multiscale problems

Hu, Nan; Fish, Jacob

2016-03-01

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.

10. Exact optimal solution for a class of dual control problems

Cao, Suping; Qian, Fucai; Wang, Xiaomei

2016-07-01

This paper considers a discrete-time stochastic optimal control problem for which only measurement equation is partially observed with unknown constant parameters taking value in a finite set of stochastic systems. Because of the fact that the cost-to-go function at each stage contains variance and the non-separability of the variance is so complicated that the dynamic programming cannot be successfully applied, the optimal solution has not been found. In this paper, a new approach to the optimal solution is proposed by embedding the original non-separable problem into a separable auxiliary problem. The theoretical condition on which the optimal solution of the original problem can be attained from a set of solutions of the auxiliary problem is established. In addition, the optimality of the interchanging algorithm is proved and the analytical solution of the optimal control is also obtained. The performance of this controller is illustrated with a simple example.

11. 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.

12. 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.

13. 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.

14. EFFICIENT ALGORITHMS FOR THE OPTIMAL-RATIO REGION DETECTION PROBLEMS IN DISCRETE GEOMETRY WITH APPLICATIONS.

PubMed

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

15. 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…

16. Artificial bee colony algorithm for constrained possibilistic portfolio optimization problem

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.

17. 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.

18. Application of the general problem of moments to some optimization problems in elasticity theory

Grigoliuk, E. I.; Fil'Shtinskii, V. A.; Fil'Shtinskii, L. A.

1992-04-01

Several optimization problems in elasticity theory are formulated which are relevant to geomechanics. Methods are then presented for reducing these problems to general moment problems in continuous-function space. By using polynomial approximations of nonstandard moment functions, the general moment problems are reduced to the classical power-law moment problem. This allows an a priori evaluation of the optimal control structure. Theoretical and computational examples are presented.

PubMed Central

Schiffer, T.; Aurenhammer, F.; Demuth, M.

2012-01-01

We use projected Delaunay tetrahedra and a maximum independent set approach to compute large subsets of convex quadrangulations on a given set of points in the plane. The new method improves over the popular pairing method based on triangulating the point set. PMID:22389540

20. Optical metrology for very large convex aspheres

Burge, J. H.; Su, P.; Zhao, C.

2008-07-01

Telescopes with very large diameter or with wide fields require convex secondary mirrors that may be many meters in diameter. The optical surfaces for these mirrors can be manufactured to the accuracy limited by the surface metrology. We have developed metrology systems that are specifically optimized for measuring very large convex aspheric surfaces. Large aperture vibration insensitive sub-aperture Fizeau interferometer combined with stitching software give high resolution surface measurements. The global shape is corroborated with a coordinate measuring machine based on the swing arm profilometer.

1. Multiple local minima in radiotherapy optimization problems with dose-volume constraints.

PubMed

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

2. Solving bi-objective optimal control problems with rectangular framing

Wijaya, Karunia Putra; Götz, Thomas

2016-06-01

Optimization problems, e.g. arising from epidemiology models, often ask for solutions minimizing multi-criteria objective functions. In this paper we discuss a novel approach for solving bi-objective optimal control problems. The set of non-dominated points is constructed via a decreasing sequence of rectangles. Particular attention is paid to a problem with disconnected set of non-dominated points. Several examples from epidemiology are investigated and show the applicability of the method.

3. Neighboring extremals of dynamic optimization problems with path equality constraints

NASA Technical Reports Server (NTRS)

Lee, A. Y.

1988-01-01

Neighboring extremals of dynamic optimization problems with path equality constraints and with an unknown parameter vector are considered in this paper. With some simplifications, the problem is reduced to solving a linear, time-varying two-point boundary-value problem with integral path equality constraints. A modified backward sweep method is used to solve this problem. Two example problems are solved to illustrate the validity and usefulness of the solution technique.

4. Optimization neural network for solving flow problems.

PubMed

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

5. 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

6. A Planning Problem Combining Calculus of Variations and Optimal Transport

SciTech Connect

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.

7. Optimality conditions for the numerical solution of optimization problems with PDE constraints :

SciTech Connect

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.

8. Statistical properties of convex clustering

PubMed Central

Tan, Kean Ming; Witten, Daniela

2016-01-01

In this manuscript, we study the statistical properties of convex clustering. We establish that convex clustering is closely related to single linkage hierarchical clustering and k-means clustering. In addition, we derive the range of the tuning parameter for convex clustering that yields a non-trivial solution. We also provide an unbiased estimator of the degrees of freedom, and provide a finite sample bound for the prediction error for convex clustering. We compare convex clustering to some traditional clustering methods in simulation studies.

9. Spectral finite-element methods for parametric constrained optimization problems.

SciTech Connect

Anitescu, M.; Mathematics and Computer Science

2009-01-01

We present a method to approximate the solution mapping of parametric constrained optimization problems. The approximation, which is of the spectral finite element type, is represented as a linear combination of orthogonal polynomials. Its coefficients are determined by solving an appropriate finite-dimensional constrained optimization problem. We show that, under certain conditions, the latter problem is solvable because it is feasible for a sufficiently large degree of the polynomial approximation and has an objective function with bounded level sets. In addition, the solutions of the finite-dimensional problems converge for an increasing degree of the polynomials considered, provided that the solutions exhibit a sufficiently large and uniform degree of smoothness. Our approach solves, in the case of optimization problems with uncertain parameters, the most computationally intensive part of stochastic finite-element approaches. We demonstrate that our framework is applicable to parametric eigenvalue problems.

10. Applications of parallel global optimization to mechanics problems

Schutte, Jaco Francois

Global optimization of complex engineering problems, with a high number of variables and local minima, requires sophisticated algorithms with global search capabilities and high computational efficiency. With the growing availability of parallel processing, it makes sense to address these requirements by increasing the parallelism in optimization strategies. This study proposes three methods of concurrent processing. The first method entails exploiting the structure of population-based global algorithms such as the stochastic Particle Swarm Optimization (PSO) algorithm and the Genetic Algorithm (GA). As a demonstration of how such an algorithm may be adapted for concurrent processing we modify and apply the PSO to several mechanical optimization problems on a parallel processing machine. Desirable PSO algorithm features such as insensitivity to design variable scaling and modest sensitivity to algorithm parameters are demonstrated. A second approach to parallelism and improving algorithm efficiency is by utilizing multiple optimizations. With this method a budget of fitness evaluations is distributed among several independent sub-optimizations in place of a single extended optimization. Under certain conditions this strategy obtains a higher combined probability of converging to the global optimum than a single optimization which utilizes the full budget of fitness evaluations. The third and final method of parallelism addressed in this study is the use of quasiseparable decomposition, which is applied to decompose loosely coupled problems. This yields several sub-problems of lesser dimensionality which may be concurrently optimized with reduced effort.

11. Comparison of optimal design methods in inverse problems

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).

12. Rapid convergence of airfoil design problems using progressive optimization

An efficient formulation for the robust design optimization of compressible fluid flow problems is presented. The methodology has three essential ingredients: a highly accurate flow solver, robust and efficient design sensitivities from a discrete adjoint formulation based on a dissipative flow solver and progressive optimization, whereby a sequence of operations, containing a partially converged flow solution, followed by an adjoint solution followed by an optimization step is performed. Furthermore, the progressive optimization involves the use of progressively finer grids. The methodology is shown to be accurate, robust and highly efficient, with a converged design optimization produced in no more than the amount of computational work to perform from one to three flow analyses.

13. Problems in optimal failure detection and search in radioelectronic equipment

Pashkovskii, G. S.

The book discusses optimal methods for the detection of and search for failures in radioelectronic equipment considered as a system of functionally related elements. Following a review of mathematical models of the problem and methods for the optimization of detection and search procedures, attention is given to optimal methods for the monitoring and diagnostics of systems of high reliability, the monitoring of systems of arbitrary reliability, and the monitoring of systems in the absence of information on system reliability. Methods for the synthesis of optimal automatic monitoring systems are presented, and the choice of solutions under conditions of indeterminancy is examined together with the optimal planning of inspections.

14. BEM4I applied to shape optimization problems

Zapletal, Jan; Merta, Michal; Čermák, Martin

2016-06-01

Shape optimization problems are one of the areas where the boundary element method can be applied efficiently. We present the application of the BEM4I library developed at IT4Innovations to a class of free surface Bernoulli problems in 3D. Apart from the boundary integral formulation of the related state and adjoint boundary value problems we present an implementation of a general scheme for the treatment of similar problems.

15. Generalized vector calculus on convex domain

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.

16. Group Testing: Four Student Solutions to a Classic Optimization Problem

ERIC Educational Resources Information Center

Teague, Daniel

2006-01-01

This article describes several creative solutions developed by calculus and modeling students to the classic optimization problem of testing in groups to find a small number of individuals who test positive in a large population.

17. 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.

18. Finding Optimal Gains In Linear-Quadratic Control Problems

NASA Technical Reports Server (NTRS)

Milman, Mark H.; Scheid, Robert E., Jr.

1990-01-01

Analytical method based on Volterra factorization leads to new approximations for optimal control gains in finite-time linear-quadratic control problem of system having infinite number of dimensions. Circumvents need to analyze and solve Riccati equations and provides more transparent connection between dynamics of system and optimal gain.

19. 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 criteria…

20. 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.

1. Test problem construction for single-objective bilevel optimization.

PubMed

Sinha, Ankur; Malo, Pekka; Deb, Kalyanmoy

2014-01-01

In this paper, we propose a procedure for designing controlled test problems for single-objective bilevel optimization. The construction procedure is flexible and allows its user to control the different complexities that are to be included in the test problems independently of each other. In addition to properties that control the difficulty in convergence, the procedure also allows the user to introduce difficulties caused by interaction of the two levels. As a companion to the test problem construction framework, the paper presents a standard test suite of 12 problems, which includes eight unconstrained and four constrained problems. Most of the problems are scalable in terms of variables and constraints. To provide baseline results, we have solved the proposed test problems using a nested bilevel evolutionary algorithm. The results can be used for comparison, while evaluating the performance of any other bilevel optimization algorithm. The code related to the paper may be accessed from the website http://bilevel.org . PMID:24364674

2. Vision-based stereo ranging as an optimal control problem

NASA Technical Reports Server (NTRS)

Menon, P. K. A.; Sridhar, B.; Chatterji, G. B.

1992-01-01

The recent interest in the use of machine vision for flight vehicle guidance is motivated by the need to automate the nap-of-the-earth flight regime of helicopters. Vision-based stereo ranging problem is cast as an optimal control problem in this paper. A quadratic performance index consisting of the integral of the error between observed image irradiances and those predicted by a Pade approximation of the correspondence hypothesis is then used to define an optimization problem. The necessary conditions for optimality yield a set of linear two-point boundary-value problems. These two-point boundary-value problems are solved in feedback form using a version of the backward sweep method. Application of the ranging algorithm is illustrated using a laboratory image pair.

3. Exact solution for an optimal impermeable parachute problem

Lupu, Mircea; Scheiber, Ernest

2002-10-01

In the paper there are solved direct and inverse boundary problems and analytical solutions are obtained for optimization problems in the case of some nonlinear integral operators. It is modeled the plane potential flow of an inviscid, incompressible and nonlimited fluid jet, witch encounters a symmetrical, curvilinear obstacle--the deflector of maximal drag. There are derived integral singular equations, for direct and inverse problems and the movement in the auxiliary canonical half-plane is obtained. Next, the optimization problem is solved in an analytical manner. The design of the optimal airfoil is performed and finally, numerical computations concerning the drag coefficient and other geometrical and aerodynamical parameters are carried out. This model corresponds to the Helmholtz impermeable parachute problem.

4. Formulation of the multimission aircraft design optimization problem

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

5. Climate Intervention as an Optimization Problem

Caldeira, Ken; Ban-Weiss, George A.

2010-05-01

Typically, climate models simulations of intentional intervention in the climate system have taken the approach of imposing a change (eg, in solar flux, aerosol concentrations, aerosol emissions) and then predicting how that imposed change might affect Earth's climate or chemistry. Computations proceed from cause to effect. However, humans often proceed from "What do I want?" to "How do I get it?" One approach to thinking about intentional intervention in the climate system ("geoengineering") is to ask "What kind of climate do we want?" and then ask "What pattern of radiative forcing would come closest to achieving that desired climate state?" This involves defining climate goals and a cost function that measures how closely those goals are attained. (An important next step is to ask "How would we go about producing these desired patterns of radiative forcing?" However, this question is beyond the scope of our present study.) We performed a variety of climate simulations in NCAR's CAM3.1 atmospheric general circulation model with a slab ocean model and thermodynamic sea ice model. We then evaluated, for a specific set of climate forcing basis functions (ie, aerosol concentration distributions), the extent to which the climate response to a linear combination of those basis functions was similar to a linear combination of the climate response to each basis function taken individually. We then developed several cost functions (eg, relative to the 1xCO2 climate, minimize rms difference in zonal and annual mean land temperature, minimize rms difference in zonal and annual mean runoff, minimize rms difference in a combination of these temperature and runoff indices) and then predicted optimal combinations of our basis functions that would minimize these cost functions. Lastly, we produced forward simulations of the predicted optimal radiative forcing patterns and compared these with our expected results. Obviously, our climate model is much simpler than reality and

6. An object-oriented toolbox for studying optimization problems

Deng, H. Lydia; Gouveia, Wences; Scales, John

The CWP Object-Oriented Optimization Library (COOOL) is a collection of C++ classes for studying and solving optimization problems. It was developed using the freely available GNU compiler gcc. The library contains the basic building blocks for the efficient design of numerical linear algebra and optimization software; it also comes with a variety of unconstrained optimization algorithms and test objective functions drawn from our own research. The only requirement for using one of the optimization methods is that a simple model of communication be followed. This allows us to use exactly the same code to optimize functions tailored for a variety of hardware, no matter what programming language is used. Further, since we have provided class libraries containing building blocks for general purpose optimization and numerical linear algebra software, the development of new algorithms should be greatly aided. COOOL is now freely available via anonymous ftp at

7. SMMH - A Parallel Heuristic for Combinatorial Optimization Problems

SciTech Connect

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.

8. SMMH--A Parallel Heuristic for Combinatorial Optimization Problems

SciTech Connect

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.

9. 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

10. The expanded invasive weed optimization metaheuristic for solving continuous and discrete optimization problems.

PubMed

Josiński, Henryk; Kostrzewa, Daniel; Michalczuk, Agnieszka; Switoński, 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

11. Solving the Optimal Trading Trajectory Problem Using a Quantum Annealer

Rosenberg, Gili; Haghnegahdar, Poya; Goddard, Phil; Carr, Peter; Wu, Kesheng; de Prado, Marcos Lopez

2016-09-01

We solve a multi-period portfolio optimization problem using D-Wave Systems' quantum annealer. We derive a formulation of the problem, discuss several possible integer encoding schemes, and present numerical examples that show high success rates. The formulation incorporates transaction costs (including permanent and temporary market impact), and, significantly, the solution does not require the inversion of a covariance matrix. The discrete multi-period portfolio optimization problem we solve is significantly harder than the continuous variable problem. We present insight into how results may be improved using suitable software enhancements, and why current quantum annealing technology limits the size of problem that can be successfully solved today. The formulation presented is specifically designed to be scalable, with the expectation that as quantum annealing technology improves, larger problems will be solvable using the same techniques.

12. Solving inverse problems of identification type by optimal control methods

SciTech Connect

Lenhart, S.; Protopopescu, V.; Yong, J.

1997-05-01

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 we present only the general articulations of the formalism. Compared to classical regularization methods (e.g. Tikhonov coupled with optimization schemes), our 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. {copyright} {ital 1997 American Institute of Physics.}

13. Solving inverse problems of identification type by optimal control methods

SciTech Connect

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.

14. Parallel Optimization of Polynomials for Large-scale Problems in Stability and Control

Kamyar, Reza

In this thesis, we focus on some of the NP-hard problems in control theory. Thanks to the converse Lyapunov theory, these problems can often be modeled as optimization over polynomials. To avoid the problem of intractability, we establish a trade off between accuracy and complexity. In particular, we develop a sequence of tractable optimization problems --- in the form of Linear Programs (LPs) and/or Semi-Definite Programs (SDPs) --- whose solutions converge to the exact solution of the NP-hard problem. However, the computational and memory complexity of these LPs and SDPs grow exponentially with the progress of the sequence - meaning that improving the accuracy of the solutions requires solving SDPs with tens of thousands of decision variables and constraints. Setting up and solving such problems is a significant challenge. The existing optimization algorithms and software are only designed to use desktop computers or small cluster computers --- machines which do not have sufficient memory for solving such large SDPs. Moreover, the speed-up of these algorithms does not scale beyond dozens of processors. This in fact is the reason we seek parallel algorithms for setting-up and solving large SDPs on large cluster- and/or super-computers. We propose parallel algorithms for stability analysis of two classes of systems: 1) Linear systems with a large number of uncertain parameters; 2) Nonlinear systems defined by polynomial vector fields. First, we develop a distributed parallel algorithm which applies Polya's and/or Handelman's theorems to some variants of parameter-dependent Lyapunov inequalities with parameters defined over the standard simplex. The result is a sequence of SDPs which possess a block-diagonal structure. We then develop a parallel SDP solver which exploits this structure in order to map the computation, memory and communication to a distributed parallel environment. Numerical tests on a supercomputer demonstrate the ability of the algorithm to

15. Aristos Optimization Package

Energy Science and Technology Software Center (ESTSC)

2007-03-01

Aristos is a Trilinos package for nonlinear continuous optimization, based on full-space sequential quadratic programming (SQP) methods. Aristos is specifically designed for the solution of large-scale constrained optimization problems in which the linearized constraint equations require iterative (i.e. inexact) linear solver techniques. Aristos' unique feature is an efficient handling of inexactness in linear system solves. Aristos currently supports the solution of equality-constrained convex and nonconvex optimization problems. It has been used successfully in the areamore » of PDE-constrained optimization, for the solution of nonlinear optimal control, optimal design, and inverse problems.« less

16. A Sparse Representation-Based Deployment Method for Optimizing the Observation Quality of Camera Networks

PubMed Central

Wang, Chang; Qi, Fei; Shi, Guangming; Wang, Xiaotian

2013-01-01

Deployment is a critical issue affecting the quality of service of camera networks. The deployment aims at adopting the least number of cameras to cover the whole scene, which may have obstacles to occlude the line of sight, with expected observation quality. This is generally formulated as a non-convex optimization problem, which is hard to solve in polynomial time. In this paper, we propose an efficient convex solution for deployment optimizing the observation quality based on a novel anisotropic sensing model of cameras, which provides a reliable measurement of the observation quality. The deployment is formulated as the selection of a subset of nodes from a redundant initial deployment with numerous cameras, which is an ℓ0 minimization problem. Then, we relax this non-convex optimization to a convex ℓ1 minimization employing the sparse representation. Therefore, the high quality deployment is efficiently obtained via convex optimization. Simulation results confirm the effectiveness of the proposed camera deployment algorithms. PMID:23989826

17. 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.

18. 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.

19. Bicriteria Network Optimization Problem using Priority-based Genetic Algorithm

Gen, Mitsuo; Lin, Lin; Cheng, Runwei

Network optimization is being an increasingly important and fundamental issue in the fields such as engineering, computer science, operations research, transportation, telecommunication, decision support systems, manufacturing, and airline scheduling. In many applications, however, there are several criteria associated with traversing each edge of a network. For example, cost and flow measures are both important in the networks. As a result, there has been recent interest in solving Bicriteria Network Optimization Problem. The Bicriteria Network Optimization Problem is known a NP-hard. The efficient set of paths may be very large, possibly exponential in size. Thus the computational effort required to solve it can increase exponentially with the problem size in the worst case. In this paper, we propose a genetic algorithm (GA) approach used a priority-based chromosome for solving the bicriteria network optimization problem including maximum flow (MXF) model and minimum cost flow (MCF) model. The objective is to find the set of Pareto optimal solutions that give possible maximum flow with minimum cost. This paper also combines Adaptive Weight Approach (AWA) that utilizes some useful information from the current population to readjust weights for obtaining a search pressure toward a positive ideal point. Computer simulations show the several numerical experiments by using some difficult-to-solve network design problems, and show the effectiveness of the proposed method.

20. Application of probabilistic ordinal optimization concepts to a continuous-variable probabilistic optimization problem.

SciTech Connect

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.

1. Reliability optimization problems with multiple constraints under fuzziness

Gupta, Neha; Haseen, Sanam; Bari, Abdul

2016-06-01

In reliability optimization problems diverse situation occurs due to which it is not always possible to get relevant precision in system reliability. The imprecision in data can often be represented by triangular fuzzy numbers. In this manuscript, we have considered different fuzzy environment for reliability optimization problem of redundancy. We formulate a redundancy allocation problem for a hypothetical series-parallel system in which the parameters of the system are fuzzy. Two different cases are then formulated as non-linear programming problem and the fuzzy nature is defuzzified into crisp problems using three different defuzzification methods viz. ranking function, graded mean integration value and α-cut. The result of the methods is compared at the end of the manuscript using a numerical example.

2. Russian Doll Search for solving Constraint Optimization problems

SciTech Connect

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.

3. Gradient flipping algorithm: introducing non-convex constraints in wavefront reconstructions with the transport of intensity equation.

PubMed

Parvizi, A; Van den Broek, W; Koch, C T

2016-04-18

The transport of intensity equation (TIE) is widely applied for recovering wave fronts from an intensity measurement and a measurement of its variation along the direction of propagation. In order to get around the problem of non-uniqueness and ill-conditionedness of the solution of the TIE in the very common case of unspecified boundary conditions or noisy data, additional constraints to the solution are necessary. Although from a numerical optimization point of view, convex constraint as imposed to by total variation minimization is preferable, we will show that in many cases non-convex constraints are necessary to overcome the low-frequency artifacts so typical for convex constraints. We will provide simulated and experimental examples that demonstrate the superiority of solutions to the TIE obtained by our recently introduced gradient flipping algorithm over a total variation constrained solution. PMID:27137272

4. The coral reefs optimization algorithm: a novel metaheuristic for efficiently solving optimization problems.

PubMed

Salcedo-Sanz, S; Del Ser, J; Landa-Torres, I; Gil-López, 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

5. The Coral Reefs Optimization Algorithm: A Novel Metaheuristic for Efficiently Solving Optimization Problems

PubMed Central

Salcedo-Sanz, S.; Del Ser, J.; Landa-Torres, I.; Gil-López, 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

6. Block clustering based on difference of convex functions (DC) programming and DC algorithms.

PubMed

Le, Hoai Minh; Le Thi, Hoai An; Dinh, Tao Pham; Huynh, Van Ngai

2013-10-01

We investigate difference of convex functions (DC) programming and the DC algorithm (DCA) to solve the block clustering problem in the continuous framework, which traditionally requires solving a hard combinatorial optimization problem. DC reformulation techniques and exact penalty in DC programming are developed to build an appropriate equivalent DC program of the block clustering problem. They lead to an elegant and explicit DCA scheme for the resulting DC program. Computational experiments show the robustness and efficiency of the proposed algorithm and its superiority over standard algorithms such as two-mode K-means, two-mode fuzzy clustering, and block classification EM. PMID:23777526

7. Application of tabu search to deterministic and stochastic optimization problems

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

8. Overcoming the Bellman's curse of dimensionality in large optimization problems

NASA Technical Reports Server (NTRS)

Sobieszczanski-Sobieski, Jaroslaw

1990-01-01

Decomposition of large problems into a hierarchic pyramid of subproblems was proposed in the literature as a means for optimization of engineering systems too large for all-in-one optimization. This decomposition was established heuristically. The dynamic programming (DP) method due to Bellman was augmented with an optimum sensitivity analysis that provides a mathematical basis for the above decomposition, and overcomes the curse of dimensionality that limited the original formulation of DP. Numerical examples are cited.

9. A general optimality criteria algorithm for a class of engineering optimization problems

Belegundu, Ashok D.

2015-05-01

An optimality criteria (OC)-based algorithm for optimization of a general class of nonlinear programming (NLP) problems is presented. The algorithm is only applicable to problems where the objective and constraint functions satisfy certain monotonicity properties. For multiply constrained problems which satisfy these assumptions, the algorithm is attractive compared with existing NLP methods as well as prevalent OC methods, as the latter involve computationally expensive active set and step-size control strategies. The fixed point algorithm presented here is applicable not only to structural optimization problems but also to certain problems as occur in resource allocation and inventory models. Convergence aspects are discussed. The fixed point update or resizing formula is given physical significance, which brings out a strength and trim feature. The number of function evaluations remains independent of the number of variables, allowing the efficient solution of problems with large number of variables.

10. 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).

11. State-Constrained Optimal Control Problems of Impulsive Differential Equations

SciTech Connect

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.

12. A Discrete Lagrangian Algorithm for Optimal Routing Problems

SciTech Connect

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.

13. Optimality problem of network topology in stocks market analysis

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.

14. Application of clustering global optimization to thin film design problems.

PubMed

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

15. 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.

16. Comparison of Fuzzy Set and Convex Model Theories in Structural Design

Pantelides, Chris P.; Ganzerli, Sara

2001-05-01

A methodology for the treatment of uncertainty in the loads applied to a structural system using convex models is presented and is compared to the fuzzy set finite-element method. The analytical results for a beam, a truss and a frame structure indicate that the two methods based on convex model or fuzzy set theory are in good agreement for equivalent levels of uncertainty applied to linear structures. Convex model or fuzzy set theories have shown that the worst-case scenario response of all possible load combinations cannot be captured simply by load factorisation, as is the current design practice in building codes. Design problems including uncertainty with a large number of degrees of freedom, that are not computationally feasible using conventional methods described in building codes, can be solved easily using convex model or fuzzy set theory. These results can be used directly and efficiently in the analyses required for the optimal design of structural systems, thus enabling optimisation of complex structural systems with uncertainty.

17. Artificial Bee Colony Algorithm for Solving Optimal Power Flow Problem

PubMed Central

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

18. Artificial bee colony algorithm for solving optimal power flow problem.

PubMed

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

19. An optimized finite-difference scheme for wave propagation problems

NASA Technical Reports Server (NTRS)

Zingg, D. W.; Lomax, H.; Jurgens, H.

1993-01-01

Two fully-discrete finite-difference schemes for wave propagation problems are presented, a maximum-order scheme and an optimized (or spectral-like) scheme. Both combine a seven-point spatial operator and an explicit six-stage time-march method. The maximum-order operator is fifth-order in space and is sixth-order in time for a linear problem with periodic boundary conditions. The phase and amplitude errors of the schemes obtained using Fourier analysis are given and compared with a second-order and a fourth-order method. Numerical experiments are presented which demonstrate the usefulness of the schemes for a range of problems. For some problems, the optimized scheme leads to a reduction in global error compared to the maximum-order scheme with no additional computational expense.

20. Interval analysis method and convex models for impulsive response of structures with uncertain-but-bounded external loads

Qiu, Zhiping; Wang, Xiaojun

2006-06-01

Two non-probabilistic, set-theoretical methods for determining the maximum and minimum impulsive responses of structures to uncertain-but-bounded impulses are presented. They are, respectively, based on the theories of interval mathematics and convex models. The uncertain-but-bounded impulses are assumed to be a convex set, hyper-rectangle or ellipsoid. For the two non-probabilistic methods, less prior information is required about the uncertain nature of impulses than the probabilistic model. Comparisons between the interval analysis method and the convex model, which are developed as an anti-optimization problem of finding the least favorable impulsive response and the most favorable impulsive response, are made through mathematical analyses and numerical calculations. The results of this study indicate that under the condition of the interval vector being determined from an ellipsoid containing the uncertain impulses, the width of the impulsive responses predicted by the interval analysis method is larger than that by the convex model; under the condition of the ellipsoid being determined from an interval vector containing the uncertain impulses, the width of the interval impulsive responses obtained by the interval analysis method is smaller than that by the convex model.

1. Identification problem for a wave equation via optimal control

SciTech Connect

Lenhart, S.; Liang, M.; Protopopescu, V.

1998-11-01

The authors approximate an identification problem by applying optimal control techniques to a Tikhonovs regularization. They seek to identify the dispersive coefficient in a wave equation and allow for the case of error or uncertainty in the observations used for the identification.

2. Optimizing Value and Avoiding Problems in Building Schools.

ERIC Educational Resources Information Center

Brevard County School Board, Cocoa, FL.

This report describes school design and construction delivery processes used by the School Board of Brevard County (Cocoa, Florida) that help optimize value, avoid problems, and eliminate the cost of maintaining a large facility staff. The project phases are examined from project definition through design to construction. Project delivery…

3. Optimal Trees for a Class of Information Retrieval Problems

ERIC Educational Resources Information Center

Stanfel, Larry E.

1973-01-01

A review is given of doubly-chained trees for information retrieval. It is shown that the chaining steps may be of different cost depending upon whether the step is vertical or horizontal. The problem of constructing an optimal retrieval tree is formulated mathematically and a solution procedure given. (5 references) (Author/KE)

4. To the optimization problem in minority game model

SciTech Connect

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.

5. Proposal of Evolutionary Simplex Method for Global Optimization Problem

Shimizu, Yoshiaki

To make an agile decision in a rational manner, role of optimization engineering has been notified increasingly under diversified customer demand. With this point of view, in this paper, we have proposed a new evolutionary method serving as an optimization technique in the paradigm of optimization engineering. The developed method has prospects to solve globally various complicated problem appearing in real world applications. It is evolved from the conventional method known as Nelder and Mead’s Simplex method by virtue of idea borrowed from recent meta-heuristic method such as PSO. Mentioning an algorithm to handle linear inequality constraints effectively, we have validated effectiveness of the proposed method through comparison with other methods using several benchmark problems.

6. Topology optimization for nonlinear dynamic problems: Considerations for automotive crashworthiness

Kaushik, Anshul; Ramani, Anand

2014-04-01

Crashworthiness of automotive structures is most often engineered after an optimal topology has been arrived at using other design considerations. This study is an attempt to incorporate crashworthiness requirements upfront in the topology synthesis process using a mathematically consistent framework. It proposes the use of equivalent linear systems from the nonlinear dynamic simulation in conjunction with a discrete-material topology optimizer. Velocity and acceleration constraints are consistently incorporated in the optimization set-up. Issues specific to crash problems due to the explicit solution methodology employed, nature of the boundary conditions imposed on the structure, etc. are discussed and possible resolutions are proposed. A demonstration of the methodology on two-dimensional problems that address some of the structural requirements and the types of loading typical of frontal and side impact is provided in order to show that this methodology has the potential for topology synthesis incorporating crashworthiness requirements.

7. Rees algebras, Monomial Subrings and Linear Optimization Problems

Dupont, Luis A.

2010-06-01

In this thesis we are interested in studying algebraic properties of monomial algebras, that can be linked to combinatorial structures, such as graphs and clutters, and to optimization problems. A goal here is to establish bridges between commutative algebra, combinatorics and optimization. We study the normality and the Gorenstein property-as well as the canonical module and the a-invariant-of Rees algebras and subrings arising from linear optimization problems. In particular, we study algebraic properties of edge ideals and algebras associated to uniform clutters with the max-flow min-cut property or the packing property. We also study algebraic properties of symbolic Rees algebras of edge ideals of graphs, edge ideals of clique clutters of comparability graphs, and Stanley-Reisner rings.

8. Efficient infill sampling for unconstrained robust optimization problems

Rehman, Samee Ur; Langelaar, Matthijs

2016-08-01

A novel infill sampling criterion is proposed for efficient estimation of the global robust optimum of expensive computer simulation based problems. The algorithm is especially geared towards addressing problems that are affected by uncertainties in design variables and problem parameters. The method is based on constructing metamodels using Kriging and adaptively sampling the response surface via a principle of expected improvement adapted for robust optimization. Several numerical examples and an engineering case study are used to demonstrate the ability of the algorithm to estimate the global robust optimum using a limited number of expensive function evaluations.

9. Optimizing investment fund allocation using vehicle routing problem framework

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.

10. Solving Fuzzy Optimization Problem Using Hybrid Ls-Sa Method

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.

11. An algorithm for computationally expensive engineering optimization problems

Yoel, Tenne

2013-07-01

Modern engineering design often relies on computer simulations to evaluate candidate designs, a scenario which results in an optimization of a computationally expensive black-box function. In these settings, there will often exist candidate designs which cause the simulation to fail, and can therefore degrade the search effectiveness. To address this issue, this paper proposes a new metamodel-assisted computational intelligence optimization algorithm which incorporates classifiers into the optimization search. The classifiers predict which candidate designs are expected to cause the simulation to fail, and this prediction is used to bias the search towards designs predicted to be valid. To enhance the search effectiveness, the proposed algorithm uses an ensemble approach which concurrently employs several metamodels and classifiers. A rigorous performance analysis based on a set of simulation-driven design optimization problems shows the effectiveness of the proposed algorithm.

12. Successive linear optimization approach to the dynamic traffic assignment problem

SciTech Connect

Ho, J.K.

1980-11-01

A dynamic model for the optimal control of traffic flow over a network is considered. The model, which treats congestion explicitly in the flow equations, gives rise to nonlinear, nonconvex mathematical programming problems. It has been shown for a piecewise linear version of this model that a global optimum is contained in the set of optimal solutions of a certain linear program. A sufficient condition for optimality which implies that a global optimum can be obtained by successively optimizing at most N + 1 objective functions for the linear program, where N is the number of time periods in the planning horizon is presented. Computational results are reported to indicate the efficiency of this approach.

13. Optimal Stopping Rules For Some Blackjack Type Problems

Grzybowski, Andrzej Z.

2010-03-01

The paper deals with a class of optimal stopping problems having some features of blackjack type games. A decision maker observes sequentially the values of a finite sequence of non-negative random variables. After each observation he decides whether to stop or to continue. If he decides to stop, he obtains a payoff dependent on the sum of already observed values. The greater the sum, the more the decision maker gains, unless the sum exceeds a positive number T-a limit given in the problem. If so, the decision maker loses all or part of his payoff. A sufficient condition for existence of a simple optimal stopping rule for such problems is formulated. Then some special cases are considered in detail. Some numerical examples and practical questions are discussed as well.

14. Statistical physics of hard combinatorial optimization: Vertex cover problem

Zhao, Jin-Hua; Zhou, Hai-Jun

2014-07-01

Typical-case computation complexity is a research topic at the boundary of computer science, applied mathematics, and statistical physics. In the last twenty years, the replica-symmetry-breaking mean field theory of spin glasses and the associated message-passing algorithms have greatly deepened our understanding of typical-case computation complexity. In this paper, we use the vertex cover problem, a basic nondeterministic-polynomial (NP)-complete combinatorial optimization problem of wide application, as an example to introduce the statistical physical methods and algorithms. We do not go into the technical details but emphasize mainly the intuitive physical meanings of the message-passing equations. A nonfamiliar reader shall be able to understand to a large extent the physics behind the mean field approaches and to adjust the mean field methods in solving other optimization problems.

15. A free boundary approach to shape optimization problems

PubMed Central

Bucur, D.; Velichkov, B.

2015-01-01

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

16. A hybrid artificial bee colony optimization and quantum evolutionary algorithm for continuous optimization problems.

PubMed

Duan, Hai-Bin; Xu, Chun-Fang; Xing, Zhi-Hui

2010-02-01

In this paper, a novel hybrid Artificial Bee Colony (ABC) and Quantum Evolutionary Algorithm (QEA) is proposed for solving continuous optimization problems. ABC is adopted to increase the local search capacity as well as the randomness of the populations. In this way, the improved QEA can jump out of the premature convergence and find the optimal value. To show the performance of our proposed hybrid QEA with ABC, a number of experiments are carried out on a set of well-known Benchmark continuous optimization problems and the related results are compared with two other QEAs: the QEA with classical crossover operation, and the QEA with 2-crossover strategy. The experimental comparison results demonstrate that the proposed hybrid ABC and QEA approach is feasible and effective in solving complex continuous optimization problems. PMID:20180252

17. Solving Optimal Control Problems by Exploiting Inherent Dynamical Systems Structures

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.

18. Block-oriented modeling of superstructure optimization problems

SciTech Connect

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.

19. A convex complementarity approach for simulating large granular flows.

SciTech Connect

Tasora, A.; Anitescu, M.; Mathematics and Computer Science; Univ. degli Studi di Parma

2010-07-01

Aiming at the simulation of dense granular flows, we propose and test a numerical method based on successive convex complementarity problems. This approach originates from a multibody description of the granular flow: all the particles are simulated as rigid bodies with arbitrary shapes and frictional contacts. Unlike the discrete element method (DEM), the proposed approach does not require small integration time steps typical of stiff particle interaction; this fact, together with the development of optimized algorithms that can run also on parallel computing architectures, allows an efficient application of the proposed methodology to granular flows with a large number of particles. We present an application to the analysis of the refueling flow in pebble-bed nuclear reactors. Extensive validation of our method against both DEM and physical experiments results indicates that essential collective characteristics of dense granular flow are accurately predicted.

20. Multiresolution strategies for the numerical solution of optimal control problems

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

1. Analog and digital FPGA implementation of BRIN for optimization problems.

PubMed

Ng, H S; Lam, K P

2003-01-01

The binary relation inference network (BRIN) shows promise in obtaining the global optimal solution for optimization problem, which is time independent of the problem size. However, the realization of this method is dependent on the implementation platforms. We studied analog and digital FPGA implementation platforms. Analog implementation of BRIN for two different directed graph problems is studied. As transitive closure problems can transform to a special case of shortest path problems or a special case of maximum spanning tree problems, two different forms of BRIN are discussed. Their circuits using common analog integrated circuits are investigated. The BRIN solution for critical path problems is expressed and is implemented using the separated building block circuit and the combined building block circuit. As these circuits are different, the response time of these networks will be different. The advancement of field programmable gate arrays (FPGAs) in recent years, allowing millions of gates on a single chip and accompanying with high-level design tools, has allowed the implementation of very complex networks. With this exemption on manual circuit construction and availability of efficient design platform, the BRIN architecture could be built in a much more efficient way. Problems on bandwidth are removed by taking all previous external connections to the inside of the chip. By transforming BRIN to FPGA (Xilinx XC4010XL and XCV800 Virtex), we implement a synchronous network with computations in a finite number of steps. Two case studies are presented, with correct results verified from simulation implementation. Resource consumption on FPGAs is studied showing that Virtex devices are more suitable for the expansion of network in future developments. PMID:18244587

2. Tunneling and Speedup in Permutation-Invariant Quantum Optimization Problem

Albash, Tameem

Tunneling is often claimed to be the key mechanism underlying possible speedups in quantum optimization via the quantum adiabatic algorithm. Restricting ourselves to qubit-permutation invariant problems, we show that tunneling in these problems can be understood using the semi-classical potential derived from the spin-coherent path integral formalism. Using this, we show that the class of problems that fall under Reichardt's bound (1), i.e., have a constant gap and hence can be efficiently solved using the quantum adiabatic algorithm, do not exhibit tunneling in the large system-size limit. We proceed to construct problems that do not fall under Reichardt's bound but numerically have a constant gap and do exhibit tunneling. However, perhaps counter-intuitively, tunneling does not provide the most efficient mechanism for finding the solution to these problems. Instead, an evolution involving a sequence of diabatic transitions through many avoided level-crossings, involving no tunneling, is optimal and outperforms tunneling in the adiabatic regime. In yet another twist, we show that in this case, classical spin-vector dynamics is as efficient as the diabatic quantum evolution (2).

3. Rigorous location of phase transitions in hard optimization problems.

PubMed

Achlioptas, Dimitris; Naor, Assaf; Peres, Yuval

2005-06-01

It is widely believed that for many optimization problems, no algorithm is substantially more efficient than exhaustive search. This means that finding optimal solutions for many practical problems is completely beyond any current or projected computational capacity. To understand the origin of this extreme 'hardness', computer scientists, mathematicians and physicists have been investigating for two decades a connection between computational complexity and phase transitions in random instances of constraint satisfaction problems. Here we present a mathematically rigorous method for locating such phase transitions. Our method works by analysing the distribution of distances between pairs of solutions as constraints are added. By identifying critical behaviour in the evolution of this distribution, we can pinpoint the threshold location for a number of problems, including the two most-studied ones: random k-SAT and random graph colouring. Our results prove that the heuristic predictions of statistical physics in this context are essentially correct. Moreover, we establish that random instances of constraint satisfaction problems have solutions well beyond the reach of any analysed algorithm. PMID:15944693

4. A matrix product state method for solving combinatorial optimization problems

Pelton, S. S.; Chamon, C.; Mucciolo, E. R.

2015-03-01

We present a method based on a matrix product state representation to solve combinatorial optimization problems. All constraints are met by mapping Boolean gates into projection operators and applying operators sequentially. The method provides exact solutions with high success probability, even in the case of frustrated systems. The computational cost of the method is controlled by the maximum relative entropy of the system. Results of numerical simulations for several types of problems will be shown and discussed. NSF Grants CCF-1116590 and CCF-1117241.

5. Performance of quantum annealing in solving optimization problems: A review

Suzuki, S.

2015-02-01

Quantum annealing is one of the optimization method for generic optimization problems. It uses quantum mechanics and is implemented by a quantum computer ideally. At the earlier stage, several numerical experiments using conventional computers have provided results showing that quantum annealing produces an answer faster than simulated annealing, a classical counterpart of quantum annealing. Later, theoretical and numerical studies have shown that there are drawbacks in quantum annealing. The power of quantum annealing is still an open problem. What makes quantum annealing a hot topic now is that a quantum computer based on quantum annealing is manufactured and commercialized by a Canadian company named D-Wave Systems. In the present article, we review the study of quantum annealing, focusing mainly on its power.

6. 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.

7. Fuel-optimal trajectories for aeroassisted coplanar orbital transfer problem

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.

8. An optimized spectral difference scheme for CAA problems

Gao, Junhui; Yang, Zhigang; Li, Xiaodong

2012-05-01

In the implementation of spectral difference (SD) method, the conserved variables at the flux points are calculated from the solution points using extrapolation or interpolation schemes. The errors incurred in using extrapolation and interpolation would result in instability. On the other hand, the difference between the left and right conserved variables at the edge interface will introduce dissipation to the SD method when applying a Riemann solver to compute the flux at the element interface. In this paper, an optimization of the extrapolation and interpolation schemes for the fourth order SD method on quadrilateral element is carried out in the wavenumber space through minimizing their dispersion error over a selected band of wavenumbers. The optimized coefficients of the extrapolation and interpolation are presented. And the dispersion error of the original and optimized schemes is plotted and compared. An improvement of the dispersion error over the resolvable wavenumber range of SD method is obtained. The stability of the optimized fourth order SD scheme is analyzed. It is found that the stability of the 4th order scheme with Chebyshev-Gauss-Lobatto flux points, which is originally weakly unstable, has been improved through the optimization. The weak instability is eliminated completely if an additional second order filter is applied on selected flux points. One and two dimensional linear wave propagation analyses are carried out for the optimized scheme. It is found that in the resolvable wavenumber range the new SD scheme is less dispersive and less dissipative than the original scheme, and the new scheme is less anisotropic for 2D wave propagation. The optimized SD solver is validated with four computational aeroacoustics (CAA) workshop benchmark problems. The numerical results with optimized schemes agree much better with the analytical data than those with the original schemes.

9. Convex polytopes and quantum separability

Holik, F.; Plastino, A.

2011-12-01

We advance a perspective of the entanglement issue that appeals to the Schlienz-Mahler measure [Phys. Rev. APLRAAN1050-294710.1103/PhysRevA.52.4396 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.

10. Convex polytopes and quantum separability

SciTech Connect

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.

11. Asynchronous global optimization techniques for medium and large inversion problems

SciTech Connect

Pereyra, V.; Koshy, M.; Meza, J.C.

1995-04-01

We discuss global optimization procedures adequate for seismic inversion problems. We explain how to save function evaluations (which may involve large scale ray tracing or other expensive operations) by creating a data base of information on what parts of parameter space have already been inspected. It is also shown how a correct parallel implementation using PVM speeds up the process almost linearly with respect to the number of processors, provided that the function evaluations are expensive enough to offset the communication overhead.

12. Two Error Bounds for Constrained Optimization Problems and Their Applications

SciTech Connect

Wang Changyu Zhang Jianzhong; Zhao Wenling

2008-06-15

This paper presents a global error bound for the projected gradient and a local error bound for the distance from a feasible solution to the optimal solution set of a nonlinear programming problem by using some characteristic quantities such as value function, trust region radius etc., which are appeared in the trust region method. As applications of these error bounds, we obtain sufficient conditions under which a sequence of feasible solutions converges to a stationary point or to an optimal solution, respectively, and a necessary and sufficient condition under which a sequence of feasible solutions converges to a Kuhn-Tucker point. Other applications involve finite termination of a sequence of feasible solutions. For general optimization problems, when the optimal solution set is generalized non-degenerate or gives generalized weak sharp minima, we give a necessary and sufficient condition for a sequence of feasible solutions to terminate finitely at a Kuhn-Tucker point, and a sufficient condition which guarantees that a sequence of feasible solutions terminates finitely at a stationary point.

13. Solving nonlinear equality constrained multiobjective optimization problems using neural networks.

PubMed

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

14. 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

15. Nonlinear Inertia Weighted Teaching-Learning-Based Optimization for Solving Global Optimization Problem

PubMed Central

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

16. Optimal Parametric Discrete Event Control: Problem and Solution

SciTech Connect

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 $L$.

17. An Efficient Optimization Method for Solving Unsupervised Data Classification Problems

PubMed Central

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

18. An Efficient Optimization Method for Solving Unsupervised Data Classification Problems.

PubMed

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

19. A Memetic Algorithm for Global Optimization of Multimodal Nonseparable Problems.

PubMed

Zhang, Geng; Li, Yangmin

2016-06-01

It is a big challenging issue of avoiding falling into local optimum especially when facing high-dimensional nonseparable problems where the interdependencies among vector elements are unknown. In order to improve the performance of optimization algorithm, a novel memetic algorithm (MA) called cooperative particle swarm optimizer-modified harmony search (CPSO-MHS) is proposed in this paper, where the CPSO is used for local search and the MHS for global search. The CPSO, as a local search method, uses 1-D swarm to search each dimension separately and thus converges fast. Besides, it can obtain global optimum elements according to our experimental results and analyses. MHS implements the global search by recombining different vector elements and extracting global optimum elements. The interaction between local search and global search creates a set of local search zones, where global optimum elements reside within the search space. The CPSO-MHS algorithm is tested and compared with seven other optimization algorithms on a set of 28 standard benchmarks. Meanwhile, some MAs are also compared according to the results derived directly from their corresponding references. The experimental results demonstrate a good performance of the proposed CPSO-MHS algorithm in solving multimodal nonseparable problems. PMID:26292352

20. Adjoint optimization of natural convection problems: differentially heated cavity

Saglietti, Clio; Schlatter, Philipp; Monokrousos, Antonios; Henningson, Dan S.

2016-06-01

Optimization of natural convection-driven flows may provide significant improvements to the performance of cooling devices, but a theoretical investigation of such flows has been rarely done. The present paper illustrates an efficient gradient-based optimization method for analyzing such systems. We consider numerically the natural convection-driven flow in a differentially heated cavity with three Prandtl numbers (Pr=0.15{-}7 ) at super-critical conditions. All results and implementations were done with the spectral element code Nek5000. The flow is analyzed using linear direct and adjoint computations about a nonlinear base flow, extracting in particular optimal initial conditions using power iteration and the solution of the full adjoint direct eigenproblem. The cost function for both temperature and velocity is based on the kinetic energy and the concept of entransy, which yields a quadratic functional. Results are presented as a function of Prandtl number, time horizons and weights between kinetic energy and entransy. In particular, it is shown that the maximum transient growth is achieved at time horizons on the order of 5 time units for all cases, whereas for larger time horizons the adjoint mode is recovered as optimal initial condition. For smaller time horizons, the influence of the weights leads either to a concentric temperature distribution or to an initial condition pattern that opposes the mean shear and grows according to the Orr mechanism. For specific cases, it could also been shown that the computation of optimal initial conditions leads to a degenerate problem, with a potential loss of symmetry. In these situations, it turns out that any initial condition lying in a specific span of the eigenfunctions will yield exactly the same transient amplification. As a consequence, the power iteration converges very slowly and fails to extract all possible optimal initial conditions. According to the authors' knowledge, this behavior is illustrated here

1. 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.

2. Optimality conditions for a two-stage reservoir operation problem

Zhao, Jianshi; Cai, Ximing; Wang, Zhongjing

2011-08-01

This paper discusses the optimality conditions for standard operation policy (SOP) and hedging rule (HR) for a two-stage reservoir operation problem using a consistent theoretical framework. The effects of three typical constraints, i.e., mass balance, nonnegative release, and storage constraints under both certain and uncertain conditions are analyzed. When all nonnegative constraints and storage constraints are unbinding, HR results in optimal reservoir operation following the marginal benefit (MB) principle (the MB is equal over current and future stages. However, if any of those constraints are binding, SOP results in the optimal solution, except in some special cases which need to carry over water in the current stage to the future stage, when extreme drought is certain and a higher marginal utility exists for the second stage. Furthermore, uncertainty complicates the effects of the various constraints. A higher uncertainty level in the future makes HR more favorable as water needs to be reserved to defend against the risk caused by uncertainty. Using the derived optimality conditions, an algorithm for solving a numerical model is developed and tested with the Miyun Reservoir in China.

3. Optimality Conditions for A Two-Stage Reservoir Operation Problem

Zhao, J.; Cai, X.; Wang, Z.

2010-12-01

This paper discusses the optimality conditions for standard operation policy (SOP) and hedging rule (HR) for a two-stage reservoir operation problem within a consistent theoretical framework. The effects of three typical constraints, which are mass balance, non-negative release and storage constraints under both certain and uncertain conditions have been analyzed. When all non-negative constraints and storage constraints are non-binding, HR results in optimal reservoir operation following the marginal benefit (MB) principle (the MB is equal over the two stages); while if any of the non-negative release or storage constraints is binding, in general SOP results in the optimal solution except two special cases. One of them is a complement of the traditional SOP/HR curve, which happens while the capacity constraint is binding; the other is a special hedging rule, which should be employed to carry over all water in the current stage to the future, when extreme drought is certain and higher marginal utility exists for the second stage. Furthermore, uncertainty complicates the effects of the various constraints but in general higher uncertainty level in the future makes HR a more favorable since water needs to be reserved to defense the risk caused by the uncertainty. Using the derived optimality conditions, an algorithm for solving the model numerically has been developed and tested with hypothetical examples.

4. On the robust optimization to the uncertain vaccination strategy problem

SciTech Connect

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.

5. On the robust optimization to the uncertain vaccination strategy problem

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.

6. New attitude penalty functions for spacecraft optimal control problems

SciTech Connect

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}.

7. The dark side of optimism: unrealistic optimism about problems with alcohol predicts subsequent negative event experiences.

PubMed

Dillard, Amanda J; Midboe, Amanda M; Klein, William M P

2009-11-01

College students were identified who were unrealistically optimistic about the likelihood they would experience severe problems due to alcohol consumption. These individuals were then followed over a 2-year period to determine whether they were more likely to report experiencing a range of alcohol-related negative events. Unlike the majority of studies on unrealistic optimism, this study (a) assessed bias at the individual rather than group level and (b) used a prospective rather than cross-sectional design. Participants completed measures at four times, each separated by 4-6 months. Findings showed that unrealistic optimism at Time 1 was associated with a greater number of negative events at Times 2, 3, and 4. Similarly, unrealistic optimism at Time 2 was associated with more negative events at Times 3 and 4. In all cases, the relationships were significant when controlling for previous negative events, suggesting the effects of unrealistic optimism can mount over time. PMID:19721102

8. Teaching-learning-based optimization algorithm for unconstrained and constrained real-parameter optimization problems

Rao, R. V.; Savsani, V. J.; Balic, J.

2012-12-01

An efficient optimization algorithm called teaching-learning-based optimization (TLBO) is proposed in this article to solve continuous unconstrained and constrained optimization problems. The proposed method is based on the effect of the influence of a teacher on the output of learners in a class. The basic philosophy of the method is explained in detail. The algorithm is tested on 25 different unconstrained benchmark functions and 35 constrained benchmark functions with different characteristics. For the constrained benchmark functions, TLBO is tested with different constraint handling techniques such as superiority of feasible solutions, self-adaptive penalty, ɛ-constraint, stochastic ranking and ensemble of constraints. The performance of the TLBO algorithm is compared with that of other optimization algorithms and the results show the better performance of the proposed algorithm.

9. Path Following in the Exact Penalty Method of Convex Programming

PubMed Central

Zhou, Hua; Lange, Kenneth

2015-01-01

Classical penalty methods solve a sequence of unconstrained problems that put greater and greater stress on meeting the constraints. In the limit as the penalty constant tends to ∞, one recovers the constrained solution. In the exact penalty method, squared penalties are replaced by absolute value penalties, and the solution is recovered for a finite value of the penalty constant. In practice, the kinks in the penalty and the unknown magnitude of the penalty constant prevent wide application of the exact penalty method in nonlinear programming. In this article, we examine a strategy of path following consistent with the exact penalty method. Instead of performing optimization at a single penalty constant, we trace the solution as a continuous function of the penalty constant. Thus, path following starts at the unconstrained solution and follows the solution path as the penalty constant increases. In the process, the solution path hits, slides along, and exits from the various constraints. For quadratic programming, the solution path is piecewise linear and takes large jumps from constraint to constraint. For a general convex program, the solution path is piecewise smooth, and path following operates by numerically solving an ordinary differential equation segment by segment. Our diverse applications to a) projection onto a convex set, b) nonnegative least squares, c) quadratically constrained quadratic programming, d) geometric programming, and e) semidefinite programming illustrate the mechanics and potential of path following. The final detour to image denoising demonstrates the relevance of path following to regularized estimation in inverse problems. In regularized estimation, one follows the solution path as the penalty constant decreases from a large value. PMID:26366044

10. 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.

11. Enhanced ant colony optimization for inventory routing problem

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.

12. Analysis of optimal and near-optimal continuous-thrust transfer problems in general circular orbit

Kéchichian, 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.

13. Solving the Traveling Salesman's Problem Using the African Buffalo Optimization

PubMed Central

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

14. Solving the Traveling Salesman's Problem Using the African Buffalo Optimization.

PubMed

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

15. Solving Globally-Optimal Threading Problems in ''Polynomial-Time''

SciTech Connect

Uberbacher, E.C.; Xu, D.; Xu, Y.

1999-04-12

Computational protein threading is a powerful technique for recognizing native-like folds of a protein sequence from a protein fold database. In this paper, we present an improved algorithm (over our previous work) for solving the globally-optimal threading problem, and illustrate how the computational complexity and the fold recognition accuracy of the algorithm change as the cutoff distance for pairwise interactions changes. For a given fold of m residues and M core secondary structures (or simply cores) and a protein sequence of n residues, the algorithm guarantees to find a sequence-fold alignment (threading) that is globally optimal, measured collectively by (1) the singleton match fitness, (2) pairwise interaction preference, and (3) alignment gap penalties, in O(mn + MnN{sup 1.5C-1}) time and O(mn + nN{sup C-1}) space. C, the topological complexity of a fold as we term, is a value which characterizes the overall structure of the considered pairwise interactions in the fold, which are typically determined by a specified cutoff distance between the beta carbon atoms of a pair of amino acids in the fold. C is typically a small positive integer. N represents the maximum number of possible alignments between an individual core of the fold and the protein sequence when its neighboring cores are already aligned, and its value is significantly less than n. When interacting amino acids are required to see each other, C is bounded from above by a small integer no matter how large the cutoff distance is. This indicates that the protein threading problem is polynomial-time solvable if the condition of seeing each other between interacting amino acids is sufficient for accurate fold recognition. A number of extensions have been made to our basic threading algorithm to allow finding a globally-optimal threading under various constraints, which include consistencies with (1) specified secondary structures (both cores and loops), (2) disulfide bonds, (3) active sites, etc.

16. Feed Forward Neural Network and Optimal Control Problem with Control and State Constraints

SciTech Connect

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.

17. An optimal iterative solver for the Stokes problem

SciTech Connect

Wathen, A.; Silvester, D.

1994-12-31

Discretisations of the classical Stokes Problem for slow viscous incompressible flow gives rise to systems of equations in matrix form for the velocity u and the pressure p, where the coefficient matrix is symmetric but necessarily indefinite. The square submatrix A is symmetric and positive definite and represents a discrete (vector) Laplacian and the submatrix C may be the zero matrix or more generally will be symmetric positive semi-definite. For stabilised discretisations (C {ne} 0) and descretisations which are inherently stable (C = 0) and so do not admit spurious pressure components even as the mesh size, h approaches zero, the Schur compliment of the matrix has spectral condition number independent of h (given also that B is bounded). Here the authors will show how this property together with a multigrid preconditioner only for the Laplacian block A yields an optimal solver for the Stokes problem through use of the Minimum Residual iteration. That is, combining Minimum Residual iteration for the matrix equation with a block preconditioner which comprises a small number of multigrid V-cycles for the Laplacian block A together with a simple diagonal scaling block provides an iterative solution procedure for which the computational work grows only linearly with the problem size.

18. Convex analysis and ideal tensegrities

Maceri, Franco; Marino, Michele; Vairo, Giuseppe

2011-11-01

A theoretical framework based on convex analysis is formulated and developed to study tensegrity structures under steady-state loads. Many classical results for ideal tensegrities are rationally deduced from subdifferentiable models in a novel mechanical perspective. Novel energy-based criteria for rigidity and pre-stressability are provided, allowing to formulate numerical algorithms for computations.

19. Off-Grid DOA Estimation Based on Analysis of the Convexity of Maximum Likelihood Function

LIU, Liang; WEI, Ping; LIAO, Hong Shu

Spatial compressive sensing (SCS) has recently been applied to direction-of-arrival (DOA) estimation owing to advantages over conventional ones. However the performance of compressive sensing (CS)-based estimation methods decreases when true DOAs are not exactly on the discretized sampling grid. We solve the off-grid DOA estimation problem using the deterministic maximum likelihood (DML) estimation method. In this work, we analyze the convexity of the DML function in the vicinity of the global solution. Especially under the condition of large array, we search for an approximately convex range around the ture DOAs to guarantee the DML function convex. Based on the convexity of the DML function, we propose a computationally efficient algorithm framework for off-grid DOA estimation. Numerical experiments show that the rough convex range accords well with the exact convex range of the DML function with large array and demonstrate the superior performance of the proposed methods in terms of accuracy, robustness and speed.

20. Human opinion dynamics: An inspiration to solve complex optimization problems

Kaur, Rishemjit; Kumar, Ritesh; Bhondekar, Amol P.; Kapur, Pawan

2013-10-01

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.

1. A relaxed reduced space SQP strategy for dynamic optimization problems.

SciTech Connect

Logsdon, J. S.; Biegler, L. T.; Carnegie-Mellon Univ.

1993-01-01

Recently, strategies have been developed to solve dynamic simulation and optimization problems in a simultaneous manner by applying orthogonal collocation on finite elements and solving the nonlinear program (NLP) with a reduced space successive quadratic programming (SQP) approach. We develop a relaxed simultaneous approach that leads to faster performance. The method operates in the reduced space of the control variables and solves the collocation equations inexactly at each SQP iteration. Unlike previous simultaneous formulations, it is able to consider the state variables one element at a time. Also, this approach is compared on two process examples to the reduced gradient, feasible path approach outlined in Logsdon and Biegler. Nonlinear programs with up to 5500 variables are solved with only 40% of the effort. Finally, a theoretical analysis of this approach is provided.

2. Human opinion dynamics: An inspiration to solve complex optimization problems

PubMed Central

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

3. The International Solar Polar Mission - A problem in constrained optimization

NASA Technical Reports Server (NTRS)

Sweetser, T. H., III; Parmenter, M. E.; Pojman, J. L.

1981-01-01

The International Solar Polar Mission is sponsored jointly by NASA and the European Space Agency to study the sun and the solar environment from a new vantage point. Trajectories far out of the ecliptic plane are achieved by a gravity assist from Jupiter which sends the spacecraft back over the poles of the sun. The process for optimizing these trajectories is described. From the point of view of trajectory design, performance is measured by the time spent at high heliographic latitudes, but many trajectory constraints must be met to ensure spacecraft integrity and good scientific return. The design problem is tractable by closely approximating integrated trajectories with specially calibrated conics. Then the optimum trajectory is found primarily by graphical methods, which were easy to develop and use and are highly adaptable to changes in the plan of the mission.

4. Revisiting separation properties of convex fuzzy sets

Technology Transfer Automated Retrieval System (TEKTRAN)

Separation of convex sets by hyperplanes has been extensively studied on crisp sets. In a seminal paper separability and convexity are investigated, however there is a flaw on the definition of degree of separation. We revisited separation on convex fuzzy sets that have level-wise (crisp) disjointne...

5. The Knaster-Kuratowski-Mazurkiewicz theorem and abstract convexities

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.

6. 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.

7. 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.

8. Evaluating convex roof entanglement measures.

PubMed

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

9. High-order entropy-based closures for linear transport in slab geometry II: A computational study of the optimization problem

SciTech Connect

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.

10. JPEG2000-coded image error concealment exploiting convex sets projections.

PubMed

Atzori, Luigi; Ginesu, Giaime; Raccis, Alessio

2005-04-01

Transmission errors in JPEG2000 can be grouped into three main classes, depending on the affected area: LL, high frequencies at the lower decomposition levels, and high frequencies at the higher decomposition levels. The first type of errors are the most annoying but can be concealed exploiting the signal spatial correlation like in a number of techniques proposed in the past; the second are less annoying but more difficult to address; the latter are often imperceptible. In this paper, we address the problem of concealing the second class or errors when high bit-planes are damaged by proposing a new approach based on the theory of projections onto convex sets. Accordingly, the error effects are masked by iteratively applying two procedures: low-pass (LP) filtering in the spatial domain and restoration of the uncorrupted wavelet coefficients in the transform domain. It has been observed that a uniform LP filtering brought to some undesired side effects that negatively compensated the advantages. This problem has been overcome by applying an adaptive solution, which exploits an edge map to choose the optimal filter mask size. Simulation results demonstrated the efficiency of the proposed approach. PMID:15825483

11. 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.

12. A novel geometric approach to binary classification based on scaled convex hulls.

PubMed

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

13. A sparse superlinearly convergent SQP with applications to two-dimensional shape optimization.

SciTech Connect

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.

14. Averaging and Linear Programming in Some Singularly Perturbed Problems of Optimal Control

SciTech Connect

2015-04-15

The paper aims at the development of an apparatus for analysis and construction of near optimal solutions of singularly perturbed (SP) optimal controls problems (that is, problems of optimal control of SP systems) considered on the infinite time horizon. We mostly focus on problems with time discounting criteria but a possibility of the extension of results to periodic optimization problems is discussed as well. Our consideration is based on earlier results on averaging of SP control systems and on linear programming formulations of optimal control problems. The idea that we exploit is to first asymptotically approximate a given problem of optimal control of the SP system by a certain averaged optimal control problem, then reformulate this averaged problem as an infinite-dimensional linear programming (LP) problem, and then approximate the latter by semi-infinite LP problems. We show that the optimal solution of these semi-infinite LP problems and their duals (that can be found with the help of a modification of an available LP software) allow one to construct near optimal controls of the SP system. We demonstrate the construction with two numerical examples.

15. Solving mixed integer nonlinear programming problems using spiral dynamics optimization algorithm

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.

16. Structural approaches to spin glasses and optimization problems

de Sanctis, Luca

We introduce the concept of Random Multi-Overlap Structure (RaMOSt) as a generalization of the one introduced by M. Aizenman et al. for non-diluted spin glasses. We use this concept to find generalized bounds for the free energy of the Viana-Bray model of diluted spin glasses and to formulate and prove the Extended Variational Principle that implicitly provides the free energy of the model. Then we exhibit a theorem for the limiting RaMOSt, analogous to the one found by F. Guerra for the Sherrington-Kirkpatrick model, that describes some stability properties of the model. We also show how our technique can be used to prove the existence of the thermodynamic limit of the free energy. We then propose an ultrametric breaking of replica symmetry for diluted spin glasses in the framework of Random Multi-Overlap Structures (RaMOSt). Such a proposal is closer to the Parisi theory for non-diluted spin glasses than the theory based on the iterative approach. Our approach allows to formulate an ansatz in which the Broken Replica Symmetry trial function depends on a set of numbers, over which one has to take the infimum (as opposed to a nested chain of probabilty distributions). Our scheme suggests that the order parameter is determined by the probability distribution of the multi-overlap in a similar sense as in the non-diluted case, and it is not necessarily a functional. Such results are then extended to the K-SAT and p-XOR-SAT optimization problems, and to the spherical mean field spin glass. The ultrametric structure exhibits a factorization property similar to the one of the optimal structures for the Viana-Bray model. The present work paves the way to a revisited Parisi theory for diluted spin systems. Moreover, it emphasizes some structural analogies among different models, which also seem to be plausible for models that still escape good mathematical control. This structural analysis seems quite promising both mathematically and physically.

17. Discrete-hole film cooling characteristics over concave and convex surfaces

Ko, Shao-Yen; Yao, Yong-Qing; Xia, Bin; Tsou, Fu-Kang

The local film-cooling effectiveness and local pressure distribution for single-row discrete holes were measured over the whole areas of concave and convex surfaces, using a plexiglass test section with curvature radii of 140 mm and 70 mm for the concave and the convex surfaces and film-cooling holes (34 on the convex surface and 22 on the concave surface) 8 mm in diameter. The results indicate that the concave surface has the widest film-cooling coverage area in the z-direction (perpendicular to the x-flow direction), while the highest film-cooling effectiveness of the convex surface is near the ejection hole. High blowing ratios at holes have an adverse effect on film cooling. The weakest cooling region is near the center line between holes; such a poorly cooled region is larger on convex surfaces than on the concave ones. Optimal design characteristics for turbine blades surfaces are discussed.

18. On Several Fundamental Problems of Optimization, Estimation, and Scheduling in Wireless Communications

Gao, Qian

19. Reconstruction of silicon surfaces: A stochastic optimization problem

Ciobanu, Cristian V.; Predescu, Cristian

2004-08-01

Over the last two decades, scanning tunneling microscopy (STM) has become one of the most important ways to investigate the structure of crystal surfaces. STM has helped achieve remarkable successes in surface science such as finding the atomic structure of Si(111) and Si(001). For high-index Si surfaces the information about the local density of states obtained by scanning does not translate directly into knowledge about the positions of atoms at the surface. A commonly accepted strategy for identifying the atomic structure is to propose several possible models and analyze their corresponding simulated STM images for a match with the experimental ones. However, the number of good candidates for the lowest-energy structure is very large for high-index surfaces, and heuristic approaches are not likely to cover all the relevant structural models. In this paper, we take the view that finding the atomic structure of a surface is a problem of stochastic optimization, and we address it as such. We design a general technique for predicting the reconstruction of silicon surfaces with arbitrary orientation, which is based on parallel-tempering Monte Carlo simulations combined with an exponential cooling. The advantages of the method are illustrated using the Si(105) surface as an example, with two main results: (a) the correct single-step rebonded structure [e.g., Fujikawa, Akiyama, Nagao, Sakurai, Lagally, Hashimoto, Morikawa, and Terakura, Phys. Rev. Lett. 88, 176101 (2002)] is obtained even when starting from the paired-dimer model [Mo, Savage, Swartzentruber, and Lagally, Phys. Rev. Lett. 65, 1020 (1990)] that was assumed to be correct for many years, and (b) we have found several double-step reconstructions that have lower surface energies than any previously proposed double-step models.

20. A comparative study of three simulation optimization algorithms for solving high dimensional multi-objective optimization problems in water resources

Schütze, Niels; Wöhling, Thomas; de Play, Michael

2010-05-01

Some real-world optimization problems in water resources have a high-dimensional space of decision variables and more than one objective function. In this work, we compare three general-purpose, multi-objective simulation optimization algorithms, namely NSGA-II, AMALGAM, and CMA-ES-MO when solving three real case Multi-objective Optimization Problems (MOPs): (i) a high-dimensional soil hydraulic parameter estimation problem; (ii) a multipurpose multi-reservoir operation problem; and (iii) a scheduling problem in deficit irrigation. We analyze the behaviour of the three algorithms on these test problems considering their formulations ranging from 40 up to 120 decision variables and 2 to 4 objectives. The computational effort required by each algorithm in order to reach the true Pareto front is also analyzed.

1. Haar wavelet operational matrix method for solving constrained nonlinear quadratic optimal control problem

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.

2. Designing convex repulsive pair potentials that favor assembly of kagome and snub square lattices

Piñeros, William D.; Baldea, Michael; Truskett, Thomas M.

2016-08-01

Building on a recently introduced inverse strategy, isotropic and convex repulsive pair potentials were designed that favor assembly of particles into kagome and equilateral snub square lattices. The former interactions were obtained by a numerical solution of a variational problem that maximizes the range of density for which the ground state of the potential is the kagome lattice. Similar optimizations targeting the snub square lattice were also carried out, employing a constraint that required a minimum chemical potential advantage of the target over select competing structures. This constraint helped to discover isotropic interactions that meaningfully favored the snub square lattice as the ground state structure despite the asymmetric spatial distribution of particles in its coordination shells and the presence of tightly competing structures. Consistent with earlier published results [W. Piñeros et al., J. Chem. Phys. 144, 084502 (2016)], enforcement of greater chemical potential advantages for the target lattice in the interaction optimization led to assemblies with enhanced thermal stability.

3. A Convex Atomic-Norm Approach to Multiple Sequence Alignment and Motif Discovery

PubMed Central

Yen, Ian E. H.; Lin, Xin; Zhang, Jiong; Ravikumar, Pradeep; Dhillon, Inderjit S.

2016-01-01

Multiple Sequence Alignment and Motif Discovery, known as NP-hard problems, are two fundamental tasks in Bioinformatics. Existing approaches to these two problems are based on either local search methods such as Expectation Maximization (EM), Gibbs Sampling or greedy heuristic methods. In this work, we develop a convex relaxation approach to both problems based on the recent concept of atomic norm and develop a new algorithm, termed Greedy Direction Method of Multiplier, for solving the convex relaxation with two convex atomic constraints. Experiments show that our convex relaxation approach produces solutions of higher quality than those standard tools widely-used in Bioinformatics community on the Multiple Sequence Alignment and Motif Discovery problems. PMID:27559428

4. 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.

5. Newton's method for large bound-constrained optimization problems.

SciTech Connect

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.

6. Flat tori in three-dimensional space and convex integration

PubMed Central

Borrelli, Vincent; Jabrane, Saïd; 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 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 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

7. A Synergistic Approach of Desirability Functions and Metaheuristic Strategy to Solve Multiple Response Optimization Problems

2010-10-01

Ensuring quality of a product is rarely based on observations of a single quality characteristic. Generally, it is based on observations of family of properties, so-called multiple responses'. These multiple responses are often interacting and are measured in variety of units. Due to presence of interaction(s), overall optimal conditions for all the responses rarely result from isolated optimal condition of individual response. Conventional optimization techniques, such as design of experiment, linear and nonlinear programmings are generally recommended for single response optimization problems. Applying any of these techniques for multiple response optimization problem may lead to unnecessary simplification of the real problem with several restrictive model assumptions. In addition, engineering judgements or subjective ways of decision making may play an important role to apply some of these conventional techniques. In this context, a synergistic approach of desirability functions and metaheuristic technique is a viable alternative to handle multiple response optimization problems. Metaheuristics, such as simulated annealing (SA) and particle swarm optimization (PSO), have shown immense success to solve various discrete and continuous single response optimization problems. Instigated by those successful applications, this chapter assesses the potential of a Nelder-Mead simplex-based SA (SIMSA) and PSO to resolve varied multiple response optimization problems. The computational results clearly indicate the superiority of PSO over SIMSA for the selected problems.

8. 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.

9. Improving the efficiency of solving discrete optimization problems: The case of VRP

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.

10. Optimization in First Semester Calculus: A Look at a Classic Problem

ERIC Educational Resources Information Center

LaRue, Renee; Infante, Nicole Engelke

2015-01-01

Optimization problems in first semester calculus have historically been a challenge for students. Focusing on the classic optimization problem of finding the minimum amount of fencing required to enclose a fixed area, we examine students' activity through the lens of Tall and Vinner's concept image and Carlson and Bloom's multidimensional…

11. 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)

12. Topology optimization of unsteady flow problems using the lattice Boltzmann method

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.

13. A new approach to the Pontryagin maximum principle for nonlinear fractional optimal control problems

Ali, Hegagi M.; Pereira, Fernando Lobo; Gama, Sílvio M. A.

2016-09-01

In this paper, we discuss a new general formulation of fractional optimal control problems whose performance index is in the fractional integral form and the dynamics are given by a set of fractional differential equations in the Caputo sense. We use a new approach to prove necessary conditions of optimality in the form of Pontryagin maximum principle for fractional nonlinear optimal control problems. Moreover, a new method based on a generalization of the Mittag-Leffler function is used to solving this class of fractional optimal control problems. A simple example is provided to illustrate the effectiveness of our main result.

14. Optimizing material properties of composite plates for sound transmission problem

Tsai, Yu-Ting; Pawar, S. J.; Huang, Jin H.

2015-01-01

To calculate the specific transmission loss (TL) of a composite plate, the conjugate gradient optimization method is utilized to estimate and optimize material properties of the composite plate in this study. For an n-layer composite plate, a nonlinear dynamic stiffness matrix based on the thick plate theory is formulated. To avoid huge computational efforts due to the combination of different composite material plates, a transfer matrix approach is proposed to restrict the dynamic stiffness matrix of the composite plate to a 4×4 matrix. Moreover, the transfer matrix approach has also been used to simplify the complexity of the objective function gradient for the optimization method. Numerical simulations are performed to validate the present algorithm by comparing the TL of the optimal composite plate with that of the original plate. Small number of iterations required during convergence tests illustrates the efficiency of the optimization method. The results indicate that an excellent estimation for the composite plate can be obtained for the desired sound transmission.

15. The effect of model uncertainty on some optimal routing problems

NASA Technical Reports Server (NTRS)

Mohanty, Bibhu; Cassandras, Christos G.

1991-01-01

The effect of model uncertainties on optimal routing in a system of parallel queues is examined. The uncertainty arises in modeling the service time distribution for the customers (jobs, packets) to be served. For a Poisson arrival process and Bernoulli routing, the optimal mean system delay generally depends on the variance of this distribution. However, as the input traffic load approaches the system capacity the optimal routing assignment and corresponding mean system delay are shown to converge to a variance-invariant point. The implications of these results are examined in the context of gradient-based routing algorithms. An example of a model-independent algorithm using online gradient estimation is also included.

16. The Band around a Convex Body

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.

17. How to name and order convex polyhedra.

PubMed

Voytekhovsky, Yury L

2016-09-01

In this paper a method is suggested for naming any convex polyhedron by a numerical code arising from the adjacency matrix of its edge graph. A polyhedron is uniquely fixed by its name and can be built using it. Classes of convex n-acra (i.e. n-vertex polyhedra) are strictly ordered by their names. PMID:27580206

18. An approach to the multi-axis problem in manual control. [optimal pilot model

NASA Technical Reports Server (NTRS)

Harrington, W. W.

1977-01-01

The multiaxis control problem is addressed within the context of the optimal pilot model. The problem is developed to provide efficient adaptation of the optimal pilot model to complex aircraft systems and real world, multiaxis tasks. This is accomplished by establishing separability of the longitudinal and lateral control problems subject to the constraints of multiaxis attention and control allocation. Control solution adaptation to the constrained single axis attention allocations is provided by an optimal control frequency response algorithm. An algorithm is developed to solve the multiaxis control problem. The algorithm is then applied to an attitude hold task for a bare airframe fighter aircraft case with interesting multiaxis properties.

19. 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.

20. 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,…

1. 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.

2. 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.

3. A convex penalty for switching control of partial differential equations

DOE PAGESBeta

Clason, Christian; Rund, Armin; Kunisch, Karl; Barnard, Richard C.

2016-01-19

A convex penalty for promoting switching controls for partial differential equations is introduced; such controls consist of an arbitrary number of components of which at most one should be simultaneously active. Using a Moreau–Yosida approximation, a family of approximating problems is obtained that is amenable to solution by a semismooth Newton method. In conclusion, the efficiency of this approach and the structure of the obtained controls are demonstrated by numerical examples.

4. Min-max identities on boundaries of convex sets around the origin

SciTech Connect

Grcar, Joseph F.

2002-01-31

Min-max and max-min identities are found for inner products on the boundaries of compact, convex sets whose interiors contain the origin. The identities resemble the minimax theorem but they are different from it. Specifically, the value of each min-max (or max-min) equals the value of a dual problem of the same type. Their solution sets can be characterized geometrically in terms of the enclosed convex sets and their polar sets. However, the solution sets need not be convex nor even connected.

5. Constrained spacecraft reorientation using mixed integer convex programming

Tam, Margaret; Glenn Lightsey, E.

2016-10-01

A constrained attitude guidance (CAG) system is developed using convex optimization to autonomously achieve spacecraft pointing objectives while meeting the constraints imposed by on-board hardware. These constraints include bounds on the control input and slew rate, as well as pointing constraints imposed by the sensors. The pointing constraints consist of inclusion and exclusion cones that dictate permissible orientations of the spacecraft in order to keep objects in or out of the field of view of the sensors. The optimization scheme drives a body vector towards a target inertial vector along a trajectory that consists solely of permissible orientations in order to achieve the desired attitude for a given mission mode. The non-convex rotational kinematics are handled by discretization, which also ensures that the quaternion stays unity norm. In order to guarantee an admissible path, the pointing constraints are relaxed. Depending on how strict the pointing constraints are, the degree of relaxation is tuneable. The use of binary variables permits the inclusion of logical expressions in the pointing constraints in the case that a set of sensors has redundancies. The resulting mixed integer convex programming (MICP) formulation generates a steering law that can be easily integrated into an attitude determination and control (ADC) system. A sample simulation of the system is performed for the Bevo-2 satellite, including disturbance torques and actuator dynamics which are not modeled by the controller. Simulation results demonstrate the robustness of the system to disturbances while meeting the mission requirements with desirable performance characteristics.

6. Constrained iterations for blind deconvolution and convexity issues

Spaletta, Giulia; Caucci, Luca

2006-12-01

The need for image restoration arises in many applications of various scientific disciplines, such as medicine and astronomy and, in general, whenever an unknown image must be recovered from blurred and noisy data [M. Bertero, P. Boccacci, Introduction to Inverse Problems in Imaging, Institute of Physics Publishing, Philadelphia, PA, USA, 1998]. The algorithm studied in this work restores the image without the knowledge of the blur, using little a priori information and a blind inverse filter iteration. It represents a variation of the methods proposed in Kundur and Hatzinakos [A novel blind deconvolution scheme for image restoration using recursive filtering, IEEE Trans. Signal Process. 46(2) (1998) 375-390] and Ng et al. [Regularization of RIF blind image deconvolution, IEEE Trans. Image Process. 9(6) (2000) 1130-1134]. The problem of interest here is an inverse one, that cannot be solved by simple filtering since it is ill-posed. The imaging system is assumed to be linear and space-invariant: this allows a simplified relationship between unknown and observed images, described by a point spread function modeling the distortion. The blurring, though, makes the restoration ill-conditioned: regularization is therefore also needed, obtained by adding constraints to the formulation. The restoration is modeled as a constrained minimization: particular attention is given here to the analysis of the objective function and on establishing whether or not it is a convex function, whose minima can be located by classic optimization techniques and descent methods. Numerical examples are applied to simulated data and to real data derived from various applications. Comparison with the behavior of methods [D. Kundur, D. Hatzinakos, A novel blind deconvolution scheme for image restoration using recursive filtering, IEEE Trans. Signal Process. 46(2) (1998) 375-390] and [M. Ng, R.J. Plemmons, S. Qiao, Regularization of RIF Blind Image Deconvolution, IEEE Trans. Image Process. 9

7. Discrete Bat Algorithm for Optimal Problem of Permutation Flow Shop Scheduling

PubMed Central

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

8. Optimal spread spectrum watermark embedding via a multistep feasibility formulation.

PubMed

Altun, H Oktay; Orsdemir, Adem; Sharma, Gaurav; Bocko, Mark F

2009-02-01

We consider optimal formulations of spread spectrum watermark embedding where the common requirements of watermarking, such as perceptual closeness of the watermarked image to the cover and detectability of the watermark in the presence of noise and compression, are posed as constraints while one metric pertaining to these requirements is optimized. We propose an algorithmic framework for solving these optimal embedding problems via a multistep feasibility approach that combines projections onto convex sets (POCS) based feasibility watermarking with a bisection parameter search for determining the optimum value of the objective function and the optimum watermarked image. The framework is general and can handle optimal watermark embedding problems with convex and quasi-convex formulations of watermark requirements with assured convergence to the global optimum. The proposed scheme is a natural extension of set-theoretic watermark design and provides a link between convex feasibility and optimization formulations for watermark embedding. We demonstrate a number of optimal watermark embeddings in the proposed framework corresponding to maximal robustness to additive noise, maximal robustness to compression, minimal frequency weighted perceptual distortion, and minimal watermark texture visibility. Experimental results demonstrate that the framework is effective in optimizing the desired characteristic while meeting the constraints. The results also highlight both anticipated and unanticipated competition between the common requirements for watermark embedding. PMID:19131302

9. A probabilistic solution of robust H∞ control problem with scaled matrices

Xie, R.; Gong, J. Y.

2016-07-01

This paper addresses the robust H∞ control problem with scaled matrices. It is difficult to find a global optimal solution for this non-convex optimisation problem. A probabilistic solution, which can achieve globally optimal robust performance within any pre-specified tolerance, is obtained by using the proposed method based on randomised algorithm. In the proposed method, the scaled H∞ control problem is divided into two parts: (1) assume the scaled matrices be random variables, the scaled H∞ control problem is converted to a convex optimisation problem for the fixed sample of the scaled matrix and a optimal solution corresponding to the fixed sample is obtained; (2) a probabilistic optimal solution is obtained by using the randomised algorithm based on a finite number N optimal solutions, which are obtained in part (1). The analysis shows that the worst case complexity of proposed method is a polynomial.

10. 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.

11. A robust optimization methodology for preliminary aircraft design

Prigent, S.; Maréchal, P.; Rondepierre, A.; Druot, T.; Belleville, M.

2016-05-01

This article focuses on a robust optimization of an aircraft preliminary design under operational constraints. According to engineers' know-how, the aircraft preliminary design problem can be modelled as an uncertain optimization problem whose objective (the cost or the fuel consumption) is almost affine, and whose constraints are convex. It is shown that this uncertain optimization problem can be approximated in a conservative manner by an uncertain linear optimization program, which enables the use of the techniques of robust linear programming of Ben-Tal, El Ghaoui, and Nemirovski [Robust Optimization, Princeton University Press, 2009]. This methodology is then applied to two real cases of aircraft design and numerical results are presented.

12. Promoting optimal development: screening for behavioral and emotional problems.

PubMed

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

13. Optimal Control by Multipoles in the Hele-Shaw Problem

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.

14. 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.

15. Optimization of multi-objective integrated process planning and scheduling problem using a priority based optimization algorithm

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.

16. A distributed approach to the OPF problem

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.

17. A Convex Formulation for Magnetic Particle Imaging X-Space Reconstruction

PubMed Central

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

18. 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.

19. Optimal investment, consumption and retirement choice problem with disutility and subsistence consumption constraints

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.

20. 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.

1. An adaptive ant colony system algorithm for continuous-space optimization problems.

PubMed

Li, Yan-jun; Wu, Tie-jun

2003-01-01

Ant colony algorithms comprise a novel category of evolutionary computation methods for optimization problems, especially for sequencing-type combinatorial optimization problems. An adaptive ant colony algorithm is proposed in this paper to tackle continuous-space optimization problems, using a new objective-function-based heuristic pheromone assignment approach for pheromone update to filtrate solution candidates. Global optimal solutions can be reached more rapidly by self-adjusting the path searching behaviors of the ants according to objective values. The performance of the proposed algorithm is compared with a basic ant colony algorithm and a Square Quadratic Programming approach in solving two benchmark problems with multiple extremes. The results indicated that the efficiency and reliability of the proposed algorithm were greatly improved. PMID:12656341

2. Application of Particle Swarm Optimization Algorithm in the Heating System Planning Problem

PubMed Central

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

3. Optimizing Constrained Single Period Problem under Random Fuzzy Demand

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.

4. First and Second-Order Approximations as Derivatives of Mappings in Optimality Conditions for Nonsmooth Vector Optimization

SciTech Connect

Phan Quoc Khanh Nguyen Dinh Tuan

2008-10-15

First and second-order approximations are used to establish both necessary and sufficient optimality conditions for local weak efficiency and local firm efficiency in nonsmooth set-constrained vector problems. Even continuity and relaxed convexity assumptions are not imposed. Compactness conditions are also relaxed. Examples are provided to show advantages of the presented results over recent existing ones.

5. Geometric-Harmonic convexity and integral inequalities

Akdemir, Ahmet Ocak; Yalçin, Abdüllatif; Polat, Fatma; Kavurmaci-Önalan, Havva

2016-04-01

In this paper, some new integral inequalities have been proved for functions whose absolute value of derivatives are GH-convex functions by using integral equalities that have been obtained previously.

6. Differentiation of the functional in an optimization problem for diffusion and convective transfer coefficients of elliptic imperfect contact interface problems

Manapova, Aigul

2016-08-01

We consider optimal control problems for second order elliptic equations with non-self-adjoint operators-convection-diffusion problems. Control processes are described by semi-linear convection-diffusion equation with discontinuous data and solutions (states) subject to the boundary interface conditions of imperfect type (i.e., problems with a jump of the coefficients and the solution on the interface; the jump of the solution is proportional to the normal component of the flux). Controls are involved in the coefficients of diffusion and convective transfer. We prove differentiability and Lipshitz continuity of the cost functional, depending on a state of the system and a control. The calculation of the gradients uses the numerical solutions of direct problems for the state and adjoint problems.

7. Optimization of location routing inventory problem with transshipment

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.

8. [Optimal Postoperative Pain Management After Tonsillectomy: An Unsolved Problem].

PubMed

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

9. Univalent harmonic mappings convex in one direction

Ponnusamy, S.; Kaliraj, A. Sairam

2014-09-01

In this paper, we present a criterion for a harmonic function to be convex in one direction. Also, we discuss the class of harmonic functions starlike in one direction in the unit disk and obtain a method to construct univalent harmonic functions convex in one direction. Although the converse of classical Alexander's theorem for harmonic functions was proved to be false, we obtain a version of converse of it under a suitable additional condition.

10. Analysis and formulation of a class of complex dynamic optimization problems

Kameswaran, Shivakumar

The Direct Transcription approach, also known as the direct simultaneous approach, is a widely used solution strategy for the solution of dynamic optimization problems involving differential-algebraic equations (DAEs). Direct transcription refers to the procedure of approximating the infinite dimensional problem by a finite dimensional one, which is then solved using a nonlinear programming (NLP) solver tailored to large-scale problems. Systems governed by partial differential equations (PDEs) can also be handled by spatially discretizing the PDEs to convert them to a system of DAEs. The objective of this thesis is firstly to ensure that direct transcription using Radau collocation is provably correct, and secondly to widen the applicability of the direct simultaneous approach to a larger class of dynamic optimization and optimal control problems (OCPs). This thesis aims at addressing these issues using rigorous theoretical tools and/or characteristic examples, and at the same time use the results for solving large-scale industrial applications to realize the benefits. The first part of this work deals with the analysis of convergence rates for direct transcription of unconstrained and final-time equality constrained optimal control problems. The problems are discretized using collocation at Radau points. Convergence is analyzed from an NLP/matrix-algebra perspective, which enables the prediction of the conditioning of the direct transcription NLP as the mesh size becomes finer. Several convergence results are presented along with tests on numerous example problems. These convergence results lead to an adjoint estimation procedure given the Lagrange multipliers for the large-scale NLP. The work also reveals the role of process control concepts such as controllability on the convergence analysis, and provides a very important link between control and optimization inside the framework of dynamic optimization. As an effort to extend the applicability of the direct

11. 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.

12. 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.

13. Conceptual design optimization of rectilinear building frames: A knapsack problem approach

2015-10-01

This article presents an automated technique for preliminary layout (conceptual design) optimization of rectilinear, orthogonal building frames in which the shape of the building plan, the number of bays and the size of unsupported spans are variables. It adopts the knapsack problem as the applied combinatorial optimization problem, and describes how the conceptual design optimization problem can be generally modelled as the unbounded multi-constraint multiple knapsack problem. It discusses some special cases, which can be modelled more efficiently as the single knapsack problem, the multiple-choice knapsack problem or the multiple knapsack problem. A knapsack contains sub-rectangles that define the floor plan and the location of columns. Particular conditions or preferences for the conceptual design can be incorporated as constraints on the knapsacks and/or sub-rectangles. A bi-objective knapsack problem is defined with the aim of obtaining a conceptual design having minimum cost and maximum plan regularity (minimum structural eccentricity). A multi-objective ant colony algorithm is formulated to solve the combinatorial optimization problem. A numerical example is included to demonstrate the application of the present method and the robustness of the algorithm.

14. 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.

15. Analytical and numerical analysis of inverse optimization problems: conditions of uniqueness and computational methods

PubMed Central

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):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

16. Analytical and numerical analysis of inverse optimization problems: conditions of uniqueness and computational methods.

PubMed

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

17. Confined buckling of inextensible rods by convex difference algorithms

Alart, Pierre; Pagano, Stéphane

2002-12-01

In this Note we present an approach to determine the local minima of a specific class of minimization problems. Attention is focused on the inextensibility condition of flexible rods expressed as a nonconvex constraint. Two algorithms are derived from a special splitting of the Lagrangian into the difference of two convex functions (DC). They are compared to the augmented Lagrangian methods used in this context. These DC formulations are easily extended to contact problems and applied to the determination of confined buckling shapes. To cite this article: P. Alart, S. Pagano, C. R. Mecanique 330 (2002) 819-824.

18. Tabu search method with random moves for globally optimal design

Hu, Nanfang

1992-09-01

Optimum engineering design problems are usually formulated as non-convex optimization problems of continuous variables. Because of the absence of convexity structure, they can have multiple minima, and global optimization becomes difficult. Traditional methods of optimization, such as penalty methods, can often be trapped at a local optimum. The tabu search method with random moves to solve approximately these problems is introduced. Its reliability and efficiency are examined with the help of standard test functions. By the analysis of the implementations, it is seen that this method is easy to use, and no derivative information is necessary. It outperforms the random search method and composite genetic algorithm. In particular, it is applied to minimum weight design examples of a three-bar truss, coil springs, a Z-section and a channel section. For the channel section, the optimal design using the tabu search method with random moves saved 26.14 percent over the weight of the SUMT method.

19. Selecting radiotherapy dose distributions by means of constrained optimization problems.

PubMed

Alfonso, J C L; Buttazzo, G; García-Archilla, B; Herrero, M A; Núñez, L

2014-05-01

20. A Convex Formulation for Learning a Shared Predictive Structure from Multiple Tasks

PubMed Central

Chen, Jianhui; Tang, Lei; Liu, Jun; Ye, Jieping

2013-01-01

In this paper, we consider the problem of learning from multiple related tasks for improved generalization performance by extracting their shared structures. The alternating structure optimization (ASO) algorithm, which couples all tasks using a shared feature representation, has been successfully applied in various multitask learning problems. However, ASO is nonconvex and the alternating algorithm only finds a local solution. We first present an improved ASO formulation (iASO) for multitask learning based on a new regularizer. We then convert iASO, a nonconvex formulation, into a relaxed convex one (rASO). Interestingly, our theoretical analysis reveals that rASO finds a globally optimal solution to its nonconvex counterpart iASO under certain conditions. rASO can be equivalently reformulated as a semidefinite program (SDP), which is, however, not scalable to large datasets. We propose to employ the block coordinate descent (BCD) method and the accelerated projected gradient (APG) algorithm separately to find the globally optimal solution to rASO; we also develop efficient algorithms for solving the key subproblems involved in BCD and APG. The experiments on the Yahoo webpages datasets and the Drosophila gene expression pattern images datasets demonstrate the effectiveness and efficiency of the proposed algorithms and confirm our theoretical analysis. PMID:23520249

1. Are Individual Differences in Performance on Perceptual and Cognitive Optimization Problems Determined by General Intelligence?

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…

2. 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.

3. On the complexity of a combined homotopy interior method for convex programming

Yu, Bo; Xu, Qing; Feng, Guochen

2007-03-01

In [G.C. Feng, Z.H. Lin, B. Yu, Existence of an interior pathway to a Karush-Kuhn-Tucker point of a nonconvex programming problem, Nonlinear Anal. 32 (1998) 761-768; G.C. Feng, B. Yu, Combined homotopy interior point method for nonlinear programming problems, in: H. Fujita, M. Yamaguti (Eds.), Advances in Numerical Mathematics, Proceedings of the Second Japan-China Seminar on Numerical Mathematics, Lecture Notes in Numerical and Applied Analysis, vol. 14, Kinokuniya, Tokyo, 1995, pp. 9-16; Z.H. Lin, B. Yu, G.C. Feng, A combined homotopy interior point method for convex programming problem, Appl. Math. Comput. 84 (1997) 193-211.], a combined homotopy was constructed for solving non-convex programming and convex programming with weaker conditions, without assuming the logarithmic barrier function to be strictly convex and the solution set to be bounded. It was proven that a smooth interior path from an interior point of the feasible set to a K-K-T point of the problem exists. This shows that combined homotopy interior point methods can solve the problem that commonly used interior point methods cannot solveE However, so far, there is no result on its complexity, even for linear programming. The main difficulty is that the objective function is not monotonically decreasing on the combined homotopy path. In this paper, by taking a piecewise technique, under commonly used conditions, polynomiality of a combined homotopy interior point method is given for convex nonlinear programming.

4. Optimization-based additive decomposition of weakly coercive problems with applications

DOE PAGESBeta

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,more » 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.« less

5. Optimization in first semester calculus: a look at a classic problem

LaRue, Renee; Engelke Infante, Nicole

2015-10-01

Optimization problems in first semester calculus have historically been a challenge for students. Focusing on the classic optimization problem of finding the minimum amount of fencing required to enclose a fixed area, we examine students' activity through the lens of Tall and Vinner's concept image and Carlson and Bloom's multidimensional problem-solving framework. We are particularly interested in students' evoked concept images for the mathematical concepts that play a role in the construction of the function whose minimum is needed. Data analysis revealed several gaps in students' understanding of the optimization process. We highlight the mathematical concepts that play a role in these gaps, focusing on variables, function notation, function composition, properties of rectangles and the relationships between them, the role of the optimizing function, and the graphical representation of the function.

6. New numerical methods for open-loop and feedback solutions to dynamic optimization problems

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

7. Stochastic Homogenization of Nonconvex Unbounded Integral Functionals with Convex Growth

Duerinckx, Mitia; Gloria, Antoine

2016-03-01

We consider the well-trodden ground of the problem of the homogenization of random integral functionals. When the integrand has standard growth conditions, the qualitative theory is well-understood. When it comes to unbounded functionals, that is, when the domain of the integrand is not the whole space and may depend on the space-variable, there is no satisfactory theory. In this contribution we develop a complete qualitative stochastic homogenization theory for nonconvex unbounded functionals with convex growth. We first prove that if the integrand is convex and has p-growth from below (with p > d, the dimension), then it admits homogenization regardless of growth conditions from above. This result, that crucially relies on the existence and sublinearity at infinity of correctors, is also new in the periodic case. In the case of nonconvex integrands, we prove that a similar homogenization result holds provided that the nonconvex integrand admits a two-sided estimate by a convex integrand (the domain of which may depend on the space variable) that itself admits homogenization. This result is of interest to the rigorous derivation of rubber elasticity from polymer physics, which involves the stochastic homogenization of such unbounded functionals.

8. Stochastic Homogenization of Nonconvex Unbounded Integral Functionals with Convex Growth

Duerinckx, Mitia; Gloria, Antoine

2016-09-01

We consider the well-trodden ground of the problem of the homogenization of random integral functionals. When the integrand has standard growth conditions, the qualitative theory is well-understood. When it comes to unbounded functionals, that is, when the domain of the integrand is not the whole space and may depend on the space-variable, there is no satisfactory theory. In this contribution we develop a complete qualitative stochastic homogenization theory for nonconvex unbounded functionals with convex growth. We first prove that if the integrand is convex and has p-growth from below (with p > d, the dimension), then it admits homogenization regardless of growth conditions from above. This result, that crucially relies on the existence and sublinearity at infinity of correctors, is also new in the periodic case. In the case of nonconvex integrands, we prove that a similar homogenization result holds provided that the nonconvex integrand admits a two-sided estimate by a convex integrand (the domain of which may depend on the space variable) that itself admits homogenization. This result is of interest to the rigorous derivation of rubber elasticity from polymer physics, which involves the stochastic homogenization of such unbounded functionals.

9. L^1 -optimality conditions for the circular restricted three-body problem

Chen, Zheng

2016-06-01

In this paper, the L^1 -minimization for the translational motion of a spacecraft in the circular restricted three-body problem (CRTBP) is considered. Necessary conditions are derived by using the Pontryagin Maximum Principle (PMP), revealing the existence of bang-bang and singular controls. Singular extremals are analyzed, recalling the existence of the Fuller phenomenon according to the theories developed in (Marchal in J Optim Theory Appl 11(5):441-486, 1973; Zelikin and Borisov in Theory of Chattering Control with Applications to Astronautics, Robotics, Economics, and Engineering. Birkhäuser, Basal 1994; in J Math Sci 114(3):1227-1344, 2003). The sufficient optimality conditions for the L^1 -minimization problem with fixed endpoints have been developed in (Chen et al. in SIAM J Control Optim 54(3):1245-1265, 2016). In the current paper, we establish second-order conditions for optimal control problems with more general final conditions defined by a smooth submanifold target. In addition, the numerical implementation to check these optimality conditions is given. Finally, approximating the Earth-Moon-Spacecraft system by the CRTBP, an L^1 -minimization trajectory for the translational motion of a spacecraft is computed by combining a shooting method with a continuation method in (Caillau et al. in Celest Mech Dyn Astron 114:137-150, 2012; Caillau and Daoud in SIAM J Control Optim 50(6):3178-3202, 2012). The local optimality of the computed trajectory is asserted thanks to the second-order optimality conditions developed.

10. Optimizing scheduling problem using an estimation of distribution algorithm and genetic algorithm

Qun, Jiang; Yang, Ou; Dong, Shi-Du

2007-12-01

This paper presents a methodology for using heuristic search methods to optimize scheduling problem. Specifically, an Estimation of Distribution Algorithm (EDA)- Population Based Incremental Learning (PBIL), and Genetic Algorithm (GA) have been applied to finding effective arrangement of curriculum schedule of Universities. To our knowledge, EDAs have been applied to fewer real world problems compared to GAs, and the goal of the present paper is to expand the application domain of this technique. The experimental results indicate a good applicability of PBIL to optimize scheduling problem.

11. A numerical study of hybrid optimization methods for the molecular conformation problems

SciTech Connect

Meza, J.C.; Martinez, M.L.

1993-05-01

An important area of research in computational biochemistry is the design of molecules for specific applications. The design of these molecules depends on the accurate determination of their three-dimensional structure or conformation. Under the assumption that molecules will settle into a configuration for which their energy is at a minimum, this design problem can be formulated as a global optimization problem. The solution of the molecular conformation problem can then be obtained, at least in principle, through any number of optimization algorithms. Unfortunately, it can easily be shown that there exist a large number of local minima for most molecules which makes this an extremely difficult problem for any standard optimization method. In this study, we present results for various optimization algorithms applied to a molecular conformation problem. We include results for genetic algorithms, simulated annealing, direct search methods, and several gradient methods. The major result of this study is that none of these standard methods can be used in isolation to efficiently generate minimum energy configurations. We propose instead several hybrid methods that combine properties of several local optimization algorithms. These hybrid methods have yielded better results on representative test problems than single methods.

12. Convex Clustering: An Attractive Alternative to Hierarchical Clustering

PubMed Central

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

13. Analysis of the 3D acoustic cloaking problems using optimization method

Alekseev, G. V.; Spivak, Yu E.

2016-06-01

Control problems for the 3D model of acoustic scattering which describes scattering acoustic waves by a permeable obstacle with the form of a spherical layer are considered. These problems arise while developing the design technologies of acoustic cloaking devices using the wave flow method. The solvability of direct and control problems for the acoustic scattering model under study is proved. The sufficient conditions which provide local uniqueness and stability of optimal solutions are established.

14. Almost Optimal Interior Penalty Discontinuous Approximations of Symmetric Elliptic Problems on Non-Matching Grids

SciTech Connect

Lazarov, R D; Pasciak, J E; Schoberl, J; Vassilevski, P S

2001-08-08

We consider an interior penalty discontinuous approximation for symmetric elliptic problems of second order on non-matching grids in this paper. The main result is an almost optimal error estimate for the interior penalty approximation of the original problem based on the partition of the domain into a finite number of subdomains. Further, an error analysis for the finite element approximation of the penalty formulation is given. Finally, numerical experiments on a series of model second order problems are presented.

15. 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.

16. 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.

17. Numerical solution of the problem of optimizing the process of oil displacement by steam

Temirbekov, N. M.; Baigereyev, D. R.

2016-06-01

The paper is devoted to the problem of optimizing the process of steam stimulation on the oil reservoir by controlling the steam pressure on the injection well to achieve preassigned temperature distribution along the reservoir at a given time of development. The relevance of the study of this problem is related to the need to improve methods of heavy oil development, the proportion of which exceeds the reserves of light oils, and it tends to grow. As a mathematical model of oil displacement by steam, three-phase non-isothermal flow equations is considered. The problem of optimal control is formulated, an algorithm for the numerical solution is proposed. As a reference regime, temperature distribution corresponding to the constant pressure of injected steam is accepted. The solution of the optimization problem shows that choosing the steam pressure on the injection well, one can improve the efficiency of steam-stimulation and reduce the pressure of the injected steam.

18. The Automatic Formulating Method of the Optimal Operating Planning Problem for Energy Supply Systems

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.

19. A quasi-Newton approach to optimization problems with probability density constraints. [problem solving in mathematical programming

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.

20. Improving multi-objective reservoir operation optimization with sensitivity-informed problem decomposition

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.

1. Network Lasso: Clustering and Optimization in Large Graphs

PubMed Central

Hallac, David; Leskovec, Jure; Boyd, Stephen

2016-01-01

Convex optimization is an essential tool for modern data analysis, as it provides a framework to formulate and solve many problems in machine learning and data mining. However, general convex optimization solvers do not scale well, and scalable solvers are often specialized to only work on a narrow class of problems. Therefore, there is a need for simple, scalable algorithms that can solve many common optimization problems. In this paper, we introduce the network lasso, a generalization of the group lasso to a network setting that allows for simultaneous clustering and optimization on graphs. We develop an algorithm based on the Alternating Direction Method of Multipliers (ADMM) to solve this problem in a distributed and scalable manner, which allows for guaranteed global convergence even on large graphs. We also examine a non-convex extension of this approach. We then demonstrate that many types of problems can be expressed in our framework. We focus on three in particular — binary classification, predicting housing prices, and event detection in time series data — comparing the network lasso to baseline approaches and showing that it is both a fast and accurate method of solving large optimization problems. PMID:27398260

2. 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.

3. A novel algorithm for solving optimal path planning problems based on parametrization method and fuzzy aggregation

Zamirian, M.; Kamyad, A. V.; Farahi, M. H.

2009-09-01

In this Letter a new approach for solving optimal path planning problems for a single rigid and free moving object in a two and three dimensional space in the presence of stationary or moving obstacles is presented. In this approach the path planning problems have some incompatible objectives such as the length of path that must be minimized, the distance between the path and obstacles that must be maximized and etc., then a multi-objective dynamic optimization problem (MODOP) is achieved. Considering the imprecise nature of decision maker's (DM) judgment, these multiple objectives are viewed as fuzzy variables. By determining intervals for the values of these fuzzy variables, flexible monotonic decreasing or increasing membership functions are determined as the degrees of satisfaction of these fuzzy variables on their intervals. Then, the optimal path planning policy is searched by maximizing the aggregated fuzzy decision values, resulting in a fuzzy multi-objective dynamic optimization problem (FMODOP). Using a suitable t-norm, the FMODOP is converted into a non-linear dynamic optimization problem (NLDOP). By using parametrization method and some calculations, the NLDOP is converted into the sequence of conventional non-linear programming problems (NLPP). It is proved that the solution of this sequence of the NLPPs tends to a Pareto optimal solution which, among other Pareto optimal solutions, has the best satisfaction of DM for the MODOP. Finally, the above procedure as a novel algorithm integrating parametrization method and fuzzy aggregation to solve the MODOP is proposed. Efficiency of our approach is confirmed by some numerical examples.

4. Using a derivative-free optimization method for multiple solutions of inverse transport problems

DOE PAGESBeta

Armstrong, Jerawan C.; Favorite, Jeffrey A.

2016-01-14

Identifying unknown components of an object that emits radiation is an important problem for national and global security. Radiation signatures measured from an object of interest can be used to infer object parameter values that are not known. This problem is called an inverse transport problem. An inverse transport problem may have multiple solutions and the most widely used approach for its solution is an iterative optimization method. This paper proposes a stochastic derivative-free global optimization algorithm to find multiple solutions of inverse transport problems. The algorithm is an extension of a multilevel single linkage (MLSL) method where a meshmore » adaptive direct search (MADS) algorithm is incorporated into the local phase. Furthermore, numerical test cases using uncollided fluxes of discrete gamma-ray lines are presented to show the performance of this new algorithm.« less

5. Solving initial and boundary value problems using learning automata particle swarm optimization

Nemati, Kourosh; Mariyam Shamsuddin, Siti; Darus, Maslina

2015-05-01

In this article, the particle swarm optimization (PSO) algorithm is modified to use the learning automata (LA) technique for solving initial and boundary value problems. A constrained problem is converted into an unconstrained problem using a penalty method to define an appropriate fitness function, which is optimized using the LA-PSO method. This method analyses a large number of candidate solutions of the unconstrained problem with the LA-PSO algorithm to minimize an error measure, which quantifies how well a candidate solution satisfies the governing ordinary differential equations (ODEs) or partial differential equations (PDEs) and the boundary conditions. This approach is very capable of solving linear and nonlinear ODEs, systems of ordinary differential equations, and linear and nonlinear PDEs. The computational efficiency and accuracy of the PSO algorithm combined with the LA technique for solving initial and boundary value problems were improved. Numerical results demonstrate the high accuracy and efficiency of the proposed method.

6. Direct SQP-methods for solving optimal control problems with delays

SciTech Connect

Goellmann, L.; Bueskens, C.; Maurer, H.

1994-12-31

The maximum principle for optimal control problems with delays leads to a boundary value problem (BVP) which is retarded in the state and advanced in the costate function. Based on shooting techniques, solution methods for this type of BVP have been proposed. In recent years, direct optimization methods have been favored for solving control problems without delays. Direct methods approximate the control and the state over a fixed mesh and solve the resulting NLP-problem with SQP-methods. These methods dispense with the costate function and have shown to be robust and efficient. In this paper, we propose a direct SQP-method for retarded control problems. In contrast to conventional direct methods, only the control variable is approximated by e.g. spline-functions. The state is computed via a high order Runge-Kutta type algorithm and does not enter explicitly the NLP-problem through an equation. This approach reduces the number of optimization variables considerably and is implementable even on a PC. Our method is illustrated by the numerical solution of retarded control problems with constraints. In particular, we consider the control of a continuous stirred tank reactor which has been solved by dynamic programming. This example illustrates the robustness and efficiency of the proposed method. Open questions concerning sufficient conditions and convergence of discretized NLP-problems are discussed.

7. Probability-based least square support vector regression metamodeling technique for crashworthiness optimization problems

Wang, Hu; Li, Enying; Li, G. Y.

2011-03-01

This paper presents a crashworthiness design optimization method based on a metamodeling technique. The crashworthiness optimization is a highly nonlinear and large scale problem, which is composed various nonlinearities, such as geometry, material and contact and needs a large number expensive evaluations. In order to obtain a robust approximation efficiently, a probability-based least square support vector regression is suggested to construct metamodels by considering structure risk minimization. Further, to save the computational cost, an intelligent sampling strategy is applied to generate sample points at the stage of design of experiment (DOE). In this paper, a cylinder, a full vehicle frontal collision is involved. The results demonstrate that the proposed metamodel-based optimization is efficient and effective in solving crashworthiness, design optimization problems.

8. Linear quadratic tracking problems in Hilbert space - Application to optimal active noise suppression

NASA Technical Reports Server (NTRS)

Banks, H. T.; Silcox, R. J.; Keeling, S. L.; Wang, C.

1989-01-01

A unified treatment of the linear quadratic tracking (LQT) problem, in which a control system's dynamics are modeled by a linear evolution equation with a nonhomogeneous component that is linearly dependent on the control function u, is presented; the treatment proceeds from the theoretical formulation to a numerical approximation framework. Attention is given to two categories of LQT problems in an infinite time interval: the finite energy and the finite average energy. The behavior of the optimal solution for finite time-interval problems as the length of the interval tends to infinity is discussed. Also presented are the formulations and properties of LQT problems in a finite time interval.

9. Using the PORS Problems to Examine Evolutionary Optimization of Multiscale Systems

SciTech Connect

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.

10. 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.

11. A proposed simulation optimization model framework for emergency department problems in public hospital

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.

12. Optimization problems in natural gas transportation systems. A state-of-the-art review

SciTech Connect

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.

13. A hybrid approach using chaotic dynamics and global search algorithms for combinatorial optimization problems

Igeta, Hideki; Hasegawa, Mikio

Chaotic dynamics have been effectively applied to improve various heuristic algorithms for combinatorial optimization problems in many studies. Currently, the most used chaotic optimization scheme is to drive heuristic solution search algorithms applicable to large-scale problems by chaotic neurodynamics including the tabu effect of the tabu search. Alternatively, meta-heuristic algorithms are used for combinatorial optimization by combining a neighboring solution search algorithm, such as tabu, gradient, or other search method, with a global search algorithm, such as genetic algorithms (GA), ant colony optimization (ACO), or others. In these hybrid approaches, the ACO has effectively optimized the solution of many benchmark problems in the quadratic assignment problem library. In this paper, we propose a novel hybrid method that combines the effective chaotic search algorithm that has better performance than the tabu search and global search algorithms such as ACO and GA. Our results show that the proposed chaotic hybrid algorithm has better performance than the conventional chaotic search and conventional hybrid algorithms. In addition, we show that chaotic search algorithm combined with ACO has better performance than when combined with GA.

14. A hybrid simulation-optimization approach for solving the areal groundwater pollution source identification problems

Ayvaz, M. Tamer

2016-07-01

In this study, a new simulation-optimization approach is proposed for solving the areal groundwater pollution source identification problems which is an ill-posed inverse problem. In the simulation part of the proposed approach, groundwater flow and pollution transport processes are simulated by modeling the given aquifer system on MODFLOW and MT3DMS models. The developed simulation model is then integrated to a newly proposed hybrid optimization model where a binary genetic algorithm and a generalized reduced gradient method are mutually used. This is a novel approach and it is employed for the first time in the areal pollution source identification problems. The objective of the proposed hybrid optimization approach is to simultaneously identify the spatial distributions and input concentrations of the unknown areal groundwater pollution sources by using the limited number of pollution concentration time series at the monitoring well locations. The applicability of the proposed simulation-optimization approach is evaluated on a hypothetical aquifer model for different pollution source distributions. Furthermore, model performance is evaluated for measurement error conditions, different genetic algorithm parameter combinations, different numbers and locations of the monitoring wells, and different heterogeneous hydraulic conductivity fields. Identified results indicated that the proposed simulation-optimization approach may be an effective way to solve the areal groundwater pollution source identification problems.

15. An adaptive metamodel-based global optimization algorithm for black-box type problems

Jie, Haoxiang; Wu, Yizhong; Ding, Jianwan

2015-11-01

In this article, an adaptive metamodel-based global optimization (AMGO) algorithm is presented to solve unconstrained black-box problems. In the AMGO algorithm, a type of hybrid model composed of kriging and augmented radial basis function (RBF) is used as the surrogate model. The weight factors of hybrid model are adaptively selected in the optimization process. To balance the local and global search, a sub-optimization problem is constructed during each iteration to determine the new iterative points. As numerical experiments, six standard two-dimensional test functions are selected to show the distributions of iterative points. The AMGO algorithm is also tested on seven well-known benchmark optimization problems and contrasted with three representative metamodel-based optimization methods: efficient global optimization (EGO), GutmannRBF and hybrid and adaptive metamodel (HAM). The test results demonstrate the efficiency and robustness of the proposed method. The AMGO algorithm is finally applied to the structural design of the import and export chamber of a cycloid gear pump, achieving satisfactory results.

16. A modified form of conjugate gradient method for unconstrained optimization problems

Ghani, Nur Hamizah Abdul; Rivaie, Mohd.; Mamat, Mustafa

2016-06-01

Conjugate gradient (CG) methods have been recognized as an interesting technique to solve optimization problems, due to the numerical efficiency, simplicity and low memory requirements. In this paper, we propose a new CG method based on the study of Rivaie et al. [7] (Comparative study of conjugate gradient coefficient for unconstrained Optimization, Aus. J. Bas. Appl. Sci. 5(2011) 947-951). Then, we show that our method satisfies sufficient descent condition and converges globally with exact line search. Numerical results show that our proposed method is efficient for given standard test problems, compare to other existing CG methods.

17. Numerical solution of optimal control problems using multiple-interval integral Gegenbauer pseudospectral methods

Tang, Xiaojun

2016-04-01

The main purpose of this work is to provide multiple-interval integral Gegenbauer pseudospectral methods for solving optimal control problems. The latest developed single-interval integral Gauss/(flipped Radau) pseudospectral methods can be viewed as special cases of the proposed methods. We present an exact and efficient approach to compute the mesh pseudospectral integration matrices for the Gegenbauer-Gauss and flipped Gegenbauer-Gauss-Radau points. Numerical results on benchmark optimal control problems confirm the ability of the proposed methods to obtain highly accurate solutions.

18. On the asymptotic optimality and improved strategies of SPTB heuristic for open-shop scheduling problem

Bai, Danyu; Zhang, Zhihai

2014-08-01

This article investigates the open-shop scheduling problem with the optimal criterion of minimising the sum of quadratic completion times. For this NP-hard problem, the asymptotic optimality of the shortest processing time block (SPTB) heuristic is proven in the sense of limit. Moreover, three different improvements, namely, the job-insert scheme, tabu search and genetic algorithm, are introduced to enhance the quality of the original solution generated by the SPTB heuristic. At the end of the article, a series of numerical experiments demonstrate the convergence of the heuristic, the performance of the improvements and the effectiveness of the quadratic objective.

19. Using a modified invasive weed optimization algorithm for a personalized urban multi-criteria path optimization problem

Pahlavani, Parham; Delavar, Mahmoud R.; Frank, Andrew U.

2012-08-01

The personalized urban multi-criteria quasi-optimum path problem (PUMQPP) is a branch of multi-criteria shortest path problems (MSPPs) and it is classified as a NP-hard problem. To solve the PUMQPP, by considering dependent criteria in route selection, there is a need for approaches that achieve the best compromise of possible solutions/routes. Recently, invasive weed optimization (IWO) algorithm is introduced and used as a novel algorithm to solve many continuous optimization problems. In this study, the modified algorithm of IWO was designed, implemented, evaluated, and compared with the genetic algorithm (GA) to solve the PUMQPP in a directed urban transportation network. In comparison with the GA, the results have shown the significant superiority of the proposed modified IWO algorithm in exploring a discrete search-space of the urban transportation network. In this regard, the proposed modified IWO algorithm has reached better results in fitness function, quality metric and running-time values in comparison with those of the GA.

20. The role of optimism in the process of schema-focused cognitive therapy of personality problems.

PubMed

Hoffart, Asle; Sexton, Harold

2002-06-01

The aim of this study was to examine the determinants and effects of optimism in the process of schema-focused cognitive therapy of personality problems. The sample consisted of 35 patients with panic disorder and/or agoraphobia and DSM-IV Cluster C personality traits who participated in an 11-week residential program with one symptom-focused and one personality-focused phase. This study examines the role played by optimism during the individual sessions of the second phase, using a time series approach. Decreased patient's belief in his/her primary Early Maladaptive Schema and increased patient-experienced empathy from the therapist in a session predicted increased patient-rated optimism before the subsequent session. Increased patient-rated optimism in turn predicted decreased schema belief and distress and increased insight, empathy, and therapist-rated optimism. The slope of optimism across sessions was related to change in most of the overall outcome measures. There appears to be a positive feedback in the process of schema-focused cognitive therapy between decreased schema belief and increased optimism. In addition, optimism appears to mediate the effects of schema belief and therapist empathy on overall improvement, and to serve as an antecedent to decreased distress and to increased empathy, insight, and therapist's optimism. PMID:12051481

1. Solving complex maintenance planning optimization problems using stochastic simulation and multi-criteria fuzzy decision making

SciTech Connect

Tahvili, Sahar; Österberg, 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.

2. Traveltime tomography and nonlinear constrained optimization

SciTech Connect

Berryman, J.G.

1988-10-01

Fermat's principle of least traveltime states that the first arrivals follow ray paths with the smallest overall traveltime from the point of transmission to the point of reception. This principle determines a definite convex set of feasible slowness models - depending only on the traveltime data - for the fully nonlinear traveltime inversion problem. The existence of such a convex set allows us to transform the inversion problem into a nonlinear constrained optimization problem. Fermat's principle also shows that the standard undamped least-squares solution to the inversion problem always produces a slowness model with many ray paths having traveltime shorter than the measured traveltime (an impossibility even if the trial ray paths are not the true ray paths). In a damped least-squares inversion, the damping parameter may be varied to allow efficient location of a slowness model on the feasibility boundary. 13 refs., 1 fig., 1 tab.

3. An Optimization Model for Scheduling Problems with Two-Dimensional Spatial Resource Constraint

NASA Technical Reports Server (NTRS)

2010-01-01

Traditional scheduling problems involve determining temporal assignments for a set of jobs in order to optimize some objective. Some scheduling problems also require the use of limited resources, which adds another dimension of complexity. In this paper we introduce a spatial resource-constrained scheduling problem that can arise in assembly, warehousing, cross-docking, inventory management, and other areas of logistics and supply chain management. This scheduling problem involves a twodimensional rectangular area as a limited resource. Each job, in addition to having temporal requirements, has a width and a height and utilizes a certain amount of space inside the area. We propose an optimization model for scheduling the jobs while respecting all temporal and spatial constraints.

4. Determining the robust counterpart of uncertain spatial optimization model for water supply allocation problem

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.

5. The Compressible Stokes Flows with No-Slip Boundary Condition on Non-Convex Polygons

Kweon, Jae Ryong

2016-05-01

In this paper we study the compressible Stokes equations with no-slip boundary condition on non-convex polygons and show a best regularity result that the solution can have without subtracting corner singularities. This is obtained by a suitable Helmholtz decomposition: {{{u}}={{w}}+nablaφ_R} with divw = 0 and a potential {φ_R} . Here w is the solution for the incompressible Stokes problem and {φ_R} is defined by subtracting from the solution of the Neumann problem the leading two corner singularities at non-convex vertices.

6. Note: An explicit solution of the optimal superposition and Eckart frame problems

Cioslowski, Jerzy

2016-07-01

Attention is called to an explicit solution of both the optimal superposition and Eckart frame problems that requires neither matrix diagonalization nor quaternion algebra. A simple change in one variable that enters the expression for the solution matrix T allows for selection of T representing either a proper rotation or a more general orthogonal transformation. The issues concerning the use of these alternative selections and the equivalence of the two problems are addressed.

7. Picard iterations of boundary-layer equations. [in singular-perturbation analysis of flightpath optimization problems

NASA Technical Reports Server (NTRS)

Ardema, M. D.; Yang, L.

1985-01-01

A method of solving the boundary-layer equations that arise in singular-perturbation analysis of flightpath optimization problems is presented. The method is based on Picard iterations of the integrated form of the equations and does not require iteration to find unknown boundary conditions. As an example, the method is used to develop a solution algorithm for the zero-order boundary-layer equations of the aircraft minimum-time-to-climb problem.

8. Note: An explicit solution of the optimal superposition and Eckart frame problems.

PubMed

Cioslowski, Jerzy

2016-07-14

Attention is called to an explicit solution of both the optimal superposition and Eckart frame problems that requires neither matrix diagonalization nor quaternion algebra. A simple change in one variable that enters the expression for the solution matrix T allows for selection of T representing either a proper rotation or a more general orthogonal transformation. The issues concerning the use of these alternative selections and the equivalence of the two problems are addressed. PMID:27421427

9. Study of hybrid methods for approximating the Edgeworth-Pareto hull in nonlinear multicriteria optimization problems

Berezkin, V. E.; Lotov, A. V.; Lotova, E. A.

2014-06-01

Methods for approximating the Edgeworth-Pareto hull (EPH) of the set of feasible criteria vectors in nonlinear multicriteria optimization problems are examined. The relative efficiency of two EPH approximation methods based on classical methods of searching for local extrema of convolutions of criteria is experimentally studied for a large-scale applied problem (with several hundred variables). A hybrid EPH approximation method combining classical and genetic approximation methods is considered.

10. An investigation of exploitation versus exploration in GBEA optimization of PORS 15 and 16 Problems

SciTech Connect

Koch, Kaelynn

2012-01-01

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.

11. Firefly Algorithm for Cardinality Constrained Mean-Variance Portfolio Optimization Problem with Entropy Diversity Constraint

PubMed Central

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

12. A fast finite volume method for conservative space-fractional diffusion equations in convex domains

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.

13. BV-Regularity of the Boltzmann Equation in Non-Convex Domains

Guo, Y.; Kim, C.; Tonon, D.; Trescases, A.

2016-06-01

We consider the Boltzmann equation in a general non-convex domain with the diffuse boundary condition. We establish optimal BV estimates for such solutions. Our method consists of a new W 1,1-trace estimate for the diffuse boundary condition and a delicate construction of an {\\varepsilon}-tubular neighborhood of the singular set.

14. Final Report of Optimization Algorithms for Hierarchical Problems, with Applications to Nanoporous Materials

SciTech Connect

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

15. Phase and TV Based Convex Sets for Blind Deconvolution of Microscopic Images

Tofighi, Mohammad; Yorulmaz, Onur; Kose, Kivanc; Yildirim, Deniz Cansen; Cetin-Atalay, Rengul; Cetin, A. Enis

2016-02-01

In this article, two closed and convex sets for blind deconvolution problem are proposed. Most blurring functions in microscopy are symmetric with respect to the origin. Therefore, they do not modify the phase of the Fourier transform (FT) of the original image. As a result blurred image and the original image have the same FT phase. Therefore, the set of images with a prescribed FT phase can be used as a constraint set in blind deconvolution problems. Another convex set that can be used during the image reconstruction process is the epigraph set of Total Variation (TV) function. This set does not need a prescribed upper bound on the total variation of the image. The upper bound is automatically adjusted according to the current image of the restoration process. Both of these two closed and convex sets can be used as a part of any blind deconvolution algorithm. Simulation examples are presented.

16. An optimized treatment for algorithmic differentiation of an important glaciological fixed-point problem

Goldberg, Daniel N.; Krishna Narayanan, Sri Hari; Hascoet, Laurent; Utke, Jean

2016-05-01

We apply an optimized method to the adjoint generation of a time-evolving land ice model through algorithmic differentiation (AD). The optimization involves a special treatment of the fixed-point iteration required to solve the nonlinear stress balance, which differs from a straightforward application of AD software, and leads to smaller memory requirements and in some cases shorter computation times of the adjoint. The optimization is done via implementation of the algorithm of Christianson (1994) for reverse accumulation of fixed-point problems, with the AD tool OpenAD. For test problems, the optimized adjoint is shown to have far lower memory requirements, potentially enabling larger problem sizes on memory-limited machines. In the case of the land ice model, implementation of the algorithm allows further optimization by having the adjoint model solve a sequence of linear systems with identical (as opposed to varying) matrices, greatly improving performance. The methods introduced here will be of value to other efforts applying AD tools to ice models, particularly ones which solve a hybrid shallow ice/shallow shelf approximation to the Stokes equations.

17. A Biogeography-Based Optimization Algorithm Hybridized with Tabu Search for the Quadratic Assignment Problem.

PubMed

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

18. A Biogeography-Based Optimization Algorithm Hybridized with Tabu Search for the Quadratic Assignment Problem

PubMed Central

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

19. Adiabatic quantum optimization in the presence of discrete noise: Reducing the problem dimensionality

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.

20. Convex geometry analysis method of hyperspectral data

Gong, Yanjun; Wang, XiChang; Qi, Hongxing; Yu, BingXi

2003-06-01

We present matrix expression of convex geometry analysis method of hyperspectral data by linear mixing model and establish a mathematic model of endmembers. A 30-band remote sensing image is applied to testify the model. The results of analysis reveal that the method can analyze mixed pixel questions. The targets that are smaller than earth surface pixel can be identified by applying the method.

1. Control of water distribution networks with dynamic DMA topology using strictly feasible sequential convex programming

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.

2. The Soda Can Optimization Problem: Getting Close to the Real Thing

ERIC Educational Resources Information Center

Premadasa, Kirthi; Martin, Paul; Sprecher, Bryce; Yang, Lai; Dodge, Noah-Helen

2016-01-01

Optimizing the dimensions of a soda can is a classic problem that is frequently posed to freshman calculus students. However, if we only minimize the surface area subject to a fixed volume, the result is a can with a square edge-on profile, and this differs significantly from actual cans. By considering a more realistic model for the can that…

3. 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 profit…

4. Nonuniform covering method as applied to multicriteria optimization problems with guaranteed accuracy

Evtushenko, Yu. G.; Posypkin, M. A.

2013-02-01

The nonuniform covering method is applied to multicriteria optimization problems. The ɛ-Pareto set is defined, and its properties are examined. An algorithm for constructing an ɛ-Pareto set with guaranteed accuracy ɛ is described. The efficiency of implementing this approach is discussed, and numerical results are presented.

5. A modified generalized extremal optimization algorithm for the quay crane scheduling problem with interference constraints

Guo, Peng; Cheng, Wenming; Wang, Yi

2014-10-01

The quay crane scheduling problem (QCSP) determines the handling sequence of tasks at ship bays by a set of cranes assigned to a container vessel such that the vessel's service time is minimized. A number of heuristics or meta-heuristics have been proposed to obtain the near-optimal solutions to overcome the NP-hardness of the problem. In this article, the idea of generalized extremal optimization (GEO) is adapted to solve the QCSP with respect to various interference constraints. The resulting GEO is termed the modified GEO. A randomized searching method for neighbouring task-to-QC assignments to an incumbent task-to-QC assignment is developed in executing the modified GEO. In addition, a unidirectional search decoding scheme is employed to transform a task-to-QC assignment to an active quay crane schedule. The effectiveness of the developed GEO is tested on a suite of benchmark problems introduced by K.H. Kim and Y.M. Park in 2004 (European Journal of Operational Research, Vol. 156, No. 3). Compared with other well-known existing approaches, the experiment results show that the proposed modified GEO is capable of obtaining the optimal or near-optimal solution in a reasonable time, especially for large-sized problems.

6. Image deconvolution with multi-stage convex relaxation and its perceptual evaluation.

PubMed

Hou, Tingbo; Wang, Sen; Qin, Hong

2011-12-01

This paper proposes a new image deconvolution method using multi-stage convex relaxation, and presents a metric for perceptual evaluation of deconvolution results. Recent work in image deconvolution addresses the deconvolution problem via minimization with non-convex regularization. Since all regularization terms in the objective function are non-convex, this problem can be well modeled and solved by multi-stage convex relaxation. This method, adopted from machine learning, iteratively refines the convex relaxation formulation using concave duality. The newly proposed deconvolution method has outstanding performance in noise removal and artifact control. A new metric, transduced contrast-to-distortion ratio (TCDR), is proposed based on a human vision system (HVS) model that simulates human responses to visual contrasts. It is sensitive to ringing and boundary artifacts, and very efficient to compute. We conduct comprehensive perceptual evaluation of image deconvolution using visual signal-to-noise ratio (VSNR) and TCDR. Experimental results of both synthetic and real data demonstrate that our method indeed improves the visual quality of deconvolution results with low distortions and artifacts. PMID:21550886

7. Error bounds of adaptive dynamic programming algorithms for solving undiscounted optimal control problems.

PubMed

Liu, Derong; Li, Hongliang; Wang, Ding

2015-06-01

In this paper, we establish error bounds of adaptive dynamic programming algorithms for solving undiscounted infinite-horizon optimal control problems of discrete-time deterministic nonlinear systems. We consider approximation errors in the update equations of both value function and control policy. We utilize a new assumption instead of the contraction assumption in discounted optimal control problems. We establish the error bounds for approximate value iteration based on a new error condition. Furthermore, we also establish the error bounds for approximate policy iteration and approximate optimistic policy iteration algorithms. It is shown that the iterative approximate value function can converge to a finite neighborhood of the optimal value function under some conditions. To implement the developed algorithms, critic and action neural networks are used to approximate the value function and control policy, respectively. Finally, a simulation example is given to demonstrate the effectiveness of the developed algorithms. PMID:25751878

8. A linear semi-infinite programming strategy for constructing optimal wavelet transforms in multivariate calibration problems.

PubMed

Coelho, Clarimar José; Galvão, Roberto K H; de Araújo, Mário César U; Pimentel, Maria Fernanda; da Silva, Edvan Cirino

2003-01-01

A novel strategy for the optimization of wavelet transforms with respect to the statistics of the data set in multivariate calibration problems is proposed. The optimization follows a linear semi-infinite programming formulation, which does not display local maxima problems and can be reproducibly solved with modest computational effort. After the optimization, a variable selection algorithm is employed to choose a subset of wavelet coefficients with minimal collinearity. The selection allows the building of a calibration model by direct multiple linear regression on the wavelet coefficients. In an illustrative application involving the simultaneous determination of Mn, Mo, Cr, Ni, and Fe in steel samples by ICP-AES, the proposed strategy yielded more accurate predictions than PCR, PLS, and nonoptimized wavelet regression. PMID:12767151

9. Optimal control problem for the three-sector economic model of a cluster

Murzabekov, Zainel; Aipanov, Shamshi; Usubalieva, Saltanat

2016-08-01

The problem of optimal control for the three-sector economic model of a cluster is considered. Task statement is to determine the optimal distribution of investment and manpower in moving the system from a given initial state to desired final state. To solve the optimal control problem with finite-horizon planning, in case of fixed ends of trajectories, with box constraints, the method of Lagrange multipliers of a special type is used. This approach allows to represent the desired control in the form of synthesis control, depending on state of the system and current time. The results of numerical calculations for an instance of three-sector model of the economy show the effectiveness of the proposed method.

10. An improved version of the multiple trajectory search for real value multi-objective optimization problems

Chen, Chun; Tseng, Lin-Yu

2014-10-01

Multi-objective optimization is widely used in science, engineering and business. In this article, an improved version of the multiple trajectory search (MTS) called MTS2 is presented and successfully applied to real-value multi-objective optimization problems. In the first step, MTS2 generates M initial solutions distributed over the solution space. These solutions are called seeds. Some seeds with good objective values are selected as foreground seeds. Then, MTS2 chooses a suitable region search method for each foreground seed according to the landscape of the neighbourhood of the seed. During the search, MTS2 focuses its search on some promising areas specified by the foreground seeds. The performance of MTS2 was examined by applying it to solve the benchmark problems provided by the Competition of Performance Assessment of Constrained/Bound Constrained Multi-Objective Optimization Algorithms held at the 2009 IEEE Congress on Evolutionary Computation.

11. Final Technical Report for "Applied Mathematics Research: Simulation Based Optimization and Application to Electromagnetic Inverse Problems"

SciTech Connect

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.

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.

13. 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.

14. Typical Behavior of the Linear Programming Method for Combinatorial Optimization Problems: A Statistical-Mechanical Perspective

Takabe, Satoshi; Hukushima, Koji

2014-04-01

The typical behavior of the linear programming (LP) problem is studied as a relaxation of the minimum vertex cover problem, which is a type of integer programming (IP) problem. To deal with LP and IP using statistical mechanics, a lattice-gas model on the Erdös-Rényi random graphs is analyzed by a replica method. It is found that the LP optimal solution is typically equal to that given by IP below the critical average degree c*=e in the thermodynamic limit. The critical threshold for LP = IP extends the previous result c = 1, and coincides with the replica symmetry-breaking threshold of the IP.

15. Solution algorithms for non-linear singularly perturbed optimal control problems

NASA Technical Reports Server (NTRS)

Ardema, M. D.

1983-01-01

The applicability and usefulness of several classical and other methods for solving the two-point boundary-value problem which arises in non-linear singularly perturbed optimal control are assessed. Specific algorithms of the Picard, Newton and averaging types are formally developed for this class of problem. The computational requirements associated with each algorithm are analysed and compared with the computational requirement of the method of matched asymptotic expansions. Approximate solutions to a linear and a non-linear problem are obtained by each method and compared.

16. 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.

17. Local Convexity-Preserving C2 Rational Cubic Spline for Convex Data

PubMed Central

Abd Majid, Ahmad; Ali, Jamaludin Md.

2014-01-01

We present the smooth and visually pleasant display of 2D data when it is convex, which is contribution towards the improvements over existing methods. This improvement can be used to get the more accurate results. An attempt has been made in order to develop the local convexity-preserving interpolant for convex data using C2 rational cubic spline. It involves three families of shape parameters in its representation. Data dependent sufficient constraints are imposed on single shape parameter to conserve the inherited shape feature of data. Remaining two of these shape parameters are used for the modification of convex curve to get a visually pleasing curve according to industrial demand. The scheme is tested through several numerical examples, showing that the scheme is local, computationally economical, and visually pleasing. PMID:24757421

18. On strongly GA-convex functions and stochastic processes

SciTech Connect

Bekar, Nurgül Okur; Akdemir, Hande Günay; İşcan, İmdat

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.

19. On strongly GA-convex functions and stochastic processes

Bekar, Nurgül Okur; Akdemir, Hande Günay; Işcan, Imdat

2014-08-01

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.

20. Energy optimization in mobile sensor networks

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

1. A hybrid cuckoo search algorithm with Nelder Mead method for solving global optimization problems.

PubMed

Ali, Ahmed F; Tawhid, Mohamed A

2016-01-01

Cuckoo search algorithm is a promising metaheuristic population based method. It has been applied to solve many real life problems. In this paper, we propose a new cuckoo search algorithm by combining the cuckoo search algorithm with the Nelder-Mead method in order to solve the integer and minimax optimization problems. We call the proposed algorithm by hybrid cuckoo search and Nelder-Mead method (HCSNM). HCSNM starts the search by applying the standard cuckoo search for number of iterations then the best obtained solution is passing to the Nelder-Mead algorithm as an intensification process in order to accelerate the search and overcome the slow convergence of the standard cuckoo search algorithm. The proposed algorithm is balancing between the global exploration of the Cuckoo search algorithm and the deep exploitation of the Nelder-Mead method. We test HCSNM algorithm on seven integer programming problems and ten minimax problems and compare against eight algorithms for solving integer programming problems and seven algorithms for solving minimax problems. The experiments results show the efficiency of the proposed algorithm and its ability to solve integer and minimax optimization problems in reasonable time. PMID:27217988

2. Topics in constrained optimal control: Spacecraft formation flying, constrained attitude control, and rank minimization problems

Kim, Yoonsoo

This dissertation focuses on cooperative control between multiple agents (e.g., spacecraft, UAVs). In particular, motivated by future NASA's multiple spacecraft missions, we have been guided to consider fundamental aspects of spacecraft formation flying, including collision avoidance issues; constraints on the relative position and attitude. In this venue, we have realized that one of the main challenges is dealing with nonconvex state constraints. In this dissertation, we will address such complications using classical control theory, heuristic techniques, and more recent semidefinite programming-based approaches. We then proceed to consider communication and interspacecraft sensing issues in multiple agent dynamic system setting. In this direction, we will study (1) how conventional control techniques should be augmented to meet our design objectives when the information flow between multiple agents is taken into account; (2) which information structures (e.g., information graphs) yield best performance guarantees in terms of stability, robustness, or fast agreement. In this work, we provide theoretical answers to these problems. Moreover, as many design problems involving information networks and graphs lead to combinatorial problems, which can be formulated as rank optimization problems over matrices, we consider these class of problems in this dissertation. Rank optimization problems also arise in system theory and are considered to be of paramount importance in modern control synthesis problems.

3. Determination of optimal self-drive tourism route using the orienteering problem method

Hashim, Zakiah; Ismail, Wan Rosmanira; Ahmad, Norfaieqah

2013-04-01

This paper was conducted to determine the optimal travel routes for self-drive tourism based on the allocation of time and expense by maximizing the amount of attraction scores assigned to each city involved. Self-drive tourism represents a type of tourism where tourists hire or travel by their own vehicle. It only involves a tourist destination which can be linked with a network of roads. Normally, the traveling salesman problem (TSP) and multiple traveling salesman problems (MTSP) method were used in the minimization problem such as determination the shortest time or distance traveled. This paper involved an alternative approach for maximization method which is maximize the attraction scores and tested on tourism data for ten cities in Kedah. A set of priority scores are used to set the attraction score at each city. The classical approach of the orienteering problem was used to determine the optimal travel route. This approach is extended to the team orienteering problem and the two methods were compared. These two models have been solved by using LINGO12.0 software. The results indicate that the model involving the team orienteering problem provides a more appropriate solution compared to the orienteering problem model.

4. Laplace's equation on convex polyhedra via the unified method

PubMed Central

Ashton, A. C. L.

2015-01-01

We provide a new method to study the classical Dirichlet problem for Laplace's equation on a convex polyhedron. This new approach was motivated by Fokas’ unified method for boundary value problems. The central object in this approach is the global relation: an integral equation which couples the known boundary data and the unknown boundary values. This integral equation depends holomorphically on two complex parameters, and the resulting analysis takes place on a Banach space of complex analytic functions closely related to the classical Paley–Wiener space. We write the global relation in the form of an operator equation and prove that the relevant operator is bounded below using some novel integral identities. We give a new integral representation to the solution to the underlying boundary value problem which serves as a concrete realization of the fundamental principle of Ehrenpreis.

5. A hybrid algorithm optimization approach for machine loading problem in flexible manufacturing system

Kumar, Vijay M.; Murthy, ANN; Chandrashekara, K.

2012-05-01

The production planning problem of flexible manufacturing system (FMS) concerns with decisions that have to be made before an FMS begins to produce parts according to a given production plan during an upcoming planning horizon. The main aspect of production planning deals with machine loading problem in which selection of a subset of jobs to be manufactured and assignment of their operations to the relevant machines are made. Such problems are not only combinatorial optimization problems, but also happen to be non-deterministic polynomial-time-hard, making it difficult to obtain satisfactory solutions using traditional optimization techniques. In this paper, an attempt has been made to address the machine loading problem with objectives of minimization of system unbalance and maximization of throughput simultaneously while satisfying the system constraints related to available machining time and tool slot designing and using a meta-hybrid heuristic technique based on genetic algorithm and particle swarm optimization. The results reported in this paper demonstrate the model efficiency and examine the performance of the system with respect to measures such as throughput and system utilization.

6. An Integer-Coded Chaotic Particle Swarm Optimization for Traveling Salesman Problem

Yue, Chen; Yan-Duo, Zhang; Jing, Lu; Hui, Tian

Traveling Salesman Problem (TSP) is one of NP-hard combinatorial optimization problems, which will experience “combination explosion” when the problem goes beyond a certain size. Therefore, it has been a hot topic to search an effective solving method. The general mathematical model of TSP is discussed, and its permutation and combination based model is presented. Based on these, Integer-coded Chaotic Particle Swarm Optimization for solving TSP is proposed. Where, particle is encoded with integer; chaotic sequence is used to guide global search; and particle varies its positions via “flying”. With a typical 20-citys TSP as instance, the simulation experiment of comparing ICPSO with GA is carried out. Experimental results demonstrate that ICPSO is simple but effective, and better than GA at performance.

7. An ant colony optimization heuristic for an integrated production and distribution scheduling problem

Chang, Yung-Chia; Li, Vincent C.; Chiang, Chia-Ju

2014-04-01

Make-to-order or direct-order business models that require close interaction between production and distribution activities have been adopted by many enterprises in order to be competitive in demanding markets. This article considers an integrated production and distribution scheduling problem in which jobs are first processed by one of the unrelated parallel machines and then distributed to corresponding customers by capacitated vehicles without intermediate inventory. The objective is to find a joint production and distribution schedule so that the weighted sum of total weighted job delivery time and the total distribution cost is minimized. This article presents a mathematical model for describing the problem and designs an algorithm using ant colony optimization. Computational experiments illustrate that the algorithm developed is capable of generating near-optimal solutions. The computational results also demonstrate the value of integrating production and distribution in the model for the studied problem.

8. Improving the accuracy of convexity splitting methods for gradient flow equations

Glasner, Karl; Orizaga, Saulo

2016-06-01

This paper introduces numerical time discretization methods which significantly improve the accuracy of the convexity-splitting approach of Eyre (1998) [7], while retaining the same numerical cost and stability properties. A first order method is constructed by iteration of a semi-implicit method based upon decomposing the energy into convex and concave parts. A second order method is also presented based on backwards differentiation formulas. Several extrapolation procedures for iteration initialization are proposed. We show that, under broad circumstances, these methods have an energy decreasing property, leading to good numerical stability. The new schemes are tested using two evolution equations commonly used in materials science: the Cahn-Hilliard equation and the phase field crystal equation. We find that our methods can increase accuracy by many orders of magnitude in comparison to the original convexity-splitting algorithm. In addition, the optimal methods require little or no iteration, making their computation cost similar to the original algorithm.

9. A Hybrid Optimization Method for Solving Bayesian Inverse Problems under Uncertainty

PubMed Central

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

10. Constraint Optimization Problem For The Cutting Of A Cobalt Chrome Refractory Material

SciTech Connect

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.

11. Placement of cells: Theory and solution of a quadratic 0/1 optimization problem

Weismantel, Robert

1992-01-01

The placement problem by design of electronic chips is studied in the framework of very large scale integration. Methods for modeling placement are presented, such as min-cut heuristics, simulated annealing, and a continuous quadratic optimization method based on relaxation. The 'sea of cells' concept was chosen and a quadratic 0/1 optimization problem was described with a graph theory formulation. Variations of the problem and existence of polynomial, epsilon approximative algorithms were discussed. The problem was solved with heuristic decomposition method, with 16 locations for each cell and with 9 locations for each cell. A dynamic decomposition process was also described and a linear Lagrange relaxation solution was proposed. The clustering problem was introduced to reduce magnitude order of placement problem. The r-clustering polytope was presented from a polyhedral point of view. Several classes of facets were described by inequalities, which combine nodes and branches in the following cases: roof dual and disjuncted stars, roof dual and a tree, roof dual and a star, and roof dual and a branch.

12. A linked simulation-optimization model for solving the unknown groundwater pollution source identification problems.

PubMed

Ayvaz, M Tamer

2010-09-20

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. PMID:20633952

13. Optimization problems in natural gas transportation systems. A state-of-the-art review

DOE PAGESBeta

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-termmore » 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.« less

14. On the use of problem-specific candidate generators for the hybrid optimization of multi-objective production engineering problems.

PubMed

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

15. Scenario generation for stochastic optimization problems via the sparse grid method

SciTech Connect

Chen, Michael; Mehrotra, Sanjay; Papp, David

2015-04-19

We study the use of sparse grids in the scenario generation (or discretization) problem in stochastic programming problems where the uncertainty is modeled using a continuous multivariate distribution. We show that, under a regularity assumption on the random function involved, the sequence of optimal objective function values of the sparse grid approximations converges to the true optimal objective function values as the number of scenarios increases. The rate of convergence is also established. We treat separately the special case when the underlying distribution is an affine transform of a product of univariate distributions, and show how the sparse grid method can be adapted to the distribution by the use of quadrature formulas tailored to the distribution. We numerically compare the performance of the sparse grid method using different quadrature rules with classic quasi-Monte Carlo (QMC) methods, optimal rank-one lattice rules, and Monte Carlo (MC) scenario generation, using a series of utility maximization problems with up to 160 random variables. The results show that the sparse grid method is very efficient, especially if the integrand is sufficiently smooth. In such problems the sparse grid scenario generation method is found to need several orders of magnitude fewer scenarios than MC and QMC scenario generation to achieve the same accuracy. As a result, it is indicated that the method scales well with the dimension of the distribution--especially when the underlying distribution is an affine transform of a product of univariate distributions, in which case the method appears scalable to thousands of random variables.

16. On large-scale nonlinear programming techniques for solving optimal control problems

SciTech Connect

Faco, J.L.D.

1994-12-31

The formulation of decision problems by Optimal Control Theory allows the consideration of their dynamic structure and parameters estimation. This paper deals with techniques for choosing directions in the iterative solution of discrete-time optimal control problems. A unified formulation incorporates nonlinear performance criteria and dynamic equations, time delays, bounded state and control variables, free planning horizon and variable initial state vector. In general they are characterized by a large number of variables, mostly when arising from discretization of continuous-time optimal control or calculus of variations problems. In a GRG context the staircase structure of the jacobian matrix of the dynamic equations is exploited in the choice of basic and super basic variables and when changes of basis occur along the process. The search directions of the bound constrained nonlinear programming problem in the reduced space of the super basic variables are computed by large-scale NLP techniques. A modified Polak-Ribiere conjugate gradient method and a limited storage quasi-Newton BFGS method are analyzed and modifications to deal with the bounds on the variables are suggested based on projected gradient devices with specific linesearches. Some practical models are presented for electric generation planning and fishery management, and the application of the code GRECO - Gradient REduit pour la Commande Optimale - is discussed.

17. Pseudo-time methods for constrained optimization problems governed by PDE

NASA Technical Reports Server (NTRS)

Taasan, Shlomo

1995-01-01

In this paper we present a novel method for solving optimization problems governed by partial differential equations. Existing methods are gradient information in marching toward the minimum, where the constrained PDE is solved once (sometimes only approximately) per each optimization step. Such methods can be viewed as a marching techniques on the intersection of the state and costate hypersurfaces while improving the residuals of the design equations per each iteration. In contrast, the method presented here march on the design hypersurface and at each iteration improve the residuals of the state and costate equations. The new method is usually much less expensive per iteration step since, in most problems of practical interest, the design equation involves much less unknowns that that of either the state or costate equations. Convergence is shown using energy estimates for the evolution equations governing the iterative process. Numerical tests show that the new method allows the solution of the optimization problem in a cost of solving the analysis problems just a few times, independent of the number of design parameters. The method can be applied using single grid iterations as well as with multigrid solvers.

18. 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.

19. Legendre spectral-collocation method for solving some types of fractional optimal control problems.

PubMed

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

20. Improved Fractal Space Filling Curves Hybrid Optimization Algorithm for Vehicle Routing Problem

PubMed Central

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

1. Optimization problems for WSNs: trade-off between synchronization errors and energy consumption

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.

2. Near-optimal, asymptotic tracking in control problems involving state-variable inequality constraints

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.

3. Genetic algorithms: An evolution from Monte Carlo Methods for strongly non-linear geophysical optimization problems

Gallagher, Kerry; Sambridge, Malcolm; Drijkoningen, Guy

In providing a method for solving non-linear optimization problems Monte Carlo techniques avoid the need for linearization but, in practice, are often prohibitive because of the large number of models that must be considered. A new class of methods known as Genetic Algorithms have recently been devised in the field of Artificial Intelligence. We outline the basic concept of genetic algorithms and discuss three examples. We show that, in locating an optimal model, the new technique is far superior in performance to Monte Carlo techniques in all cases considered. However, Monte Carlo integration is still regarded as an effective method for the subsequent model appraisal.

4. Signs of divided differences yield least squares data fitting with constrained monotonicity or convexity

Demetriou, I. C.

2002-09-01

Methods are presented for least squares data smoothing by using the signs of divided differences of the smoothed values. Professor M.J.D. Powell initiated the subject in the early 1980s and since then, theory, algorithms and FORTRAN software make it applicable to several disciplines in various ways. Let us consider n data measurements of a univariate function which have been altered by random errors. Then it is usual for the divided differences of the measurements to show sign alterations, which are probably due to data errors. We make the least sum of squares change to the measurements, by requiring the sequence of divided differences of order m to have at most q sign changes for some prescribed integer q. The positions of the sign changes are integer variables of the optimization calculation, which implies a combinatorial problem whose solution can require about O(nq) quadratic programming calculations in n variables and n-m constraints. Suitable methods have been developed for the following cases. It has been found that a dynamic programming procedure can calculate the global minimum for the important cases of piecewise monotonicity m=1,q[greater-or-equal, slanted]1 and piecewise convexity/concavity m=2,q[greater-or-equal, slanted]1 of the smoothed values. The complexity of the procedure in the case of m=1 is O(n2+qn log2 n) computer operations, while it is reduced to only O(n) when q=0 (monotonicity) and q=1 (increasing/decreasing monotonicity). The case m=2,q[greater-or-equal, slanted]1 requires O(qn2) computer operations and n2 quadratic programming calculations, which is reduced to one and n-2 quadratic programming calculations when m=2,q=0, i.e. convexity, and m=2,q=1, i.e. convexity/concavity, respectively. Unfortunately, the technique that receives this efficiency cannot generalize for the highly nonlinear case m[greater-or-equal, slanted]3,q[greater-or-equal, slanted]2. However, the case m[greater-or-equal, slanted]3,q=0 is solved by a special strictly

5. hp-Pseudospectral method for solving continuous-time nonlinear optimal control problems

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

6. Comparison of Two Spatial Optimization Techniques: A Framework to Solve Multiobjective Land Use Distribution Problems

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.

7. Designing convex repulsive pair potentials that favor assembly of kagome and snub square lattices.

PubMed

Piñeros, William D; Baldea, Michael; Truskett, Thomas M

2016-08-01

Building on a recently introduced inverse strategy, isotropic and convex repulsive pair potentials were designed that favor assembly of particles into kagome and equilateral snub square lattices. The former interactions were obtained by a numerical solution of a variational problem that maximizes the range of density for which the ground state of the potential is the kagome lattice. Similar optimizations targeting the snub square lattice were also carried out, employing a constraint that required a minimum chemical potential advantage of the target over select competing structures. This constraint helped to discover isotropic interactions that meaningfully favored the snub square lattice as the ground state structure despite the asymmetric spatial distribution of particles in its coordination shells and the presence of tightly competing structures. Consistent with earlier published results [W. Piñeros et al., J. Chem. Phys. 144, 084502 (2016)], enforcement of greater chemical potential advantages for the target lattice in the interaction optimization led to assemblies with enhanced thermal stability. PMID:27497576

8. On the nature of the optimal control problem at leaking underground fuel tank sites

SciTech Connect

McDowell, B

1998-12-01

In California, leaking underground fuel tank (LUFT) legislation was conceived because of concern that ''time bomb plumes'' would ultimately impact a significant portion of the state's ground and surface water resources. However, it has been found that fuel hydrocarbons (FHC) plumes are stable at relatively short distances from the source in areas of shallow groundwater. In urban areas, these shallow aquifers are not even recommended for use because they are subject to contamination from sewers, storm drains, septic fields and a variety of other sources. After the FHC source has been removed, risk to human health or the environment is insignificant in most cases. For this reason, cleanup to maximum contaminant levels (MCLs) will not significantly reduce the social damages associated with current or near-term human health or ecological risk. Based on these findings, California would be able to save significant resources that had been allocated for LUFT-site cleanup. Non-convexities in the rate of decay function and non-differentiability in the cleanup and social damage functions appear to limit the usefulness of models, such as Caputo and Wilen's (1995), that attempt to characterize the optimal cleanup path using marginal analyses. Furthermore, the effect of active remediation efforts on the natural rate of decay in stable plumes is not taken into account in their model. The imposition of deed restrictions prior to a demonstration of cleanup to MCLs is an additional conservative measure imposed by the California Regional Water Quality Control Boards (RWQCBs) to reduce the uncertainty associated with health risks to future users. These measures impose costs on society in the form of lost rents that have not been considered by regulators. By estimating the differential rents during the time to cleanup, regulators would be able to compare the costs of imposing deed restrictions with the values that society imparts to protection of future users. Both land and water

9. A Parallel Biological Optimization Algorithm to Solve the Unbalanced Assignment Problem Based on DNA Molecular Computing

PubMed Central

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

10. A Parallel Biological Optimization Algorithm to Solve the Unbalanced Assignment Problem Based on DNA Molecular Computing.

PubMed

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

11. DG method for the numerical solution of the state problem in shape optimization

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.

12. Use of convexity in pouching: a comprehensive review.

PubMed

Hoeflok, Jo; Kittscha, Julia; Purnell, Paris

2013-01-01

A comprehensive literature review was conducted to examine research, current best evidence, and best practice recommendations associated with the use of convex skin barriers for patients living with an ostomy. The review revealed a fragmented array of citations related to convexity and a paucity of evidence regarding convexity product descriptions and application. Most convexity choices appear to be based on the clinician experience over time using trial and error to determine clinical application. Current descriptors used for convexity products are creating confusion, and a standardized approach to product nomenclature does not exist. The development of assistive clinical practice guidelines, in conjunction with further research, is recommended. PMID:24448619

13. Convex nonnegative matrix factorization with manifold regularization.

PubMed

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

14. Shifting the closed-loop spectrum in the optimal linear quadratic regulator problem for hereditary systems

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.

15. Shifting the closed-loop spectrum in the optimal linear quadratic regulator problem for hereditary systems

NASA Technical Reports Server (NTRS)

Gibson, J. S.; Rosen, I. G.

1987-01-01

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.

16. On the convexity of relativistic hydrodynamics

Ibáñez, José M.; Cordero-Carrión, Isabel; Martí, José M.; Miralles, Juan A.

2013-03-01

The relativistic hydrodynamic system of equations for a perfect fluid obeying a causal equation of state is hyperbolic (Anile 1989 Relativistic Fluids and Magneto-Fluids (Cambridge: Cambridge University Press)). In this report, we derive the conditions for this system to be convex in terms of the fundamental derivative of the equation of state (Menikoff and Plohr1989 Rev. Mod. Phys. 61 75). The classical limit is recovered. Communicated by L Rezzolla

17. Numerical approximation for the infinite-dimensional discrete-time optimal linear-quadratic regulator problem

NASA Technical Reports Server (NTRS)

Gibson, J. S.; Rosen, I. G.

1986-01-01

An abstract approximation framework is developed for the finite and infinite time horizon discrete-time linear-quadratic regulator problem for systems whose state dynamics are described by a linear semigroup of operators on an infinite dimensional Hilbert space. The schemes included the framework yield finite dimensional approximations to the linear state feedback gains which determine the optimal control law. Convergence arguments are given. Examples involving hereditary and parabolic systems and the vibration of a flexible beam are considered. Spline-based finite element schemes for these classes of problems, together with numerical results, are presented and discussed.

18. Stable and accurate hybrid finite volume methods based on pure convexity arguments for hyperbolic systems of conservation law

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

19. Adaptive Grouping Cloud Model Shuffled Frog Leaping Algorithm for Solving Continuous Optimization Problems

PubMed Central

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

20. A Combination of Genetic Algorithm and Particle Swarm Optimization for Vehicle Routing Problem with Time Windows

PubMed Central

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

1. Reinforcement learning solution for HJB equation arising in constrained optimal control problem.

PubMed

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

2. Phase Transitions in Combinatorial Optimization Problems: Basics, Algorithms and Statistical Mechanics

Hartmann, Alexander K.; Weigt, Martin

2005-10-01

A concise, comprehensive introduction to the topic of statistical physics of combinatorial optimization, bringing together theoretical concepts and algorithms from computer science with analytical methods from physics. The result bridges the gap between statistical physics and combinatorial optimization, investigating problems taken from theoretical computing, such as the vertex-cover problem, with the concepts and methods of theoretical physics. The authors cover rapid developments and analytical methods that are both extremely complex and spread by word-of-mouth, providing all the necessary basics in required detail. Throughout, the algorithms are shown with examples and calculations, while the proofs are given in a way suitable for graduate students, post-docs, and researchers. Ideal for newcomers to this young, multidisciplinary field.

3. Robust Optimization Model and Algorithm for Railway Freight Center Location Problem in Uncertain Environment

PubMed Central

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

4. A Combination of Genetic Algorithm and Particle Swarm Optimization for Vehicle Routing Problem with Time Windows.

PubMed

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

5. Efficient implementation and application of the artificial bee colony algorithm to low-dimensional optimization problems

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.

6. A Guiding Evolutionary Algorithm with Greedy Strategy for Global Optimization Problems

PubMed Central

Cao, Leilei; Xu, Lihong; Goodman, Erik D.

2016-01-01

A Guiding Evolutionary Algorithm (GEA) with greedy strategy for global optimization problems is proposed. Inspired by Particle Swarm Optimization, the Genetic Algorithm, and the Bat Algorithm, the GEA was designed to retain some advantages of each method while avoiding some disadvantages. In contrast to the usual Genetic Algorithm, each individual in GEA is crossed with the current global best one instead of a randomly selected individual. The current best individual served as a guide to attract offspring to its region of genotype space. Mutation was added to offspring according to a dynamic mutation probability. To increase the capability of exploitation, a local search mechanism was applied to new individuals according to a dynamic probability of local search. Experimental results show that GEA outperformed the other three typical global optimization algorithms with which it was compared. PMID:27293421

7. A Guiding Evolutionary Algorithm with Greedy Strategy for Global Optimization Problems.

PubMed

Cao, Leilei; Xu, Lihong; Goodman, Erik D

2016-01-01

A Guiding Evolutionary Algorithm (GEA) with greedy strategy for global optimization problems is proposed. Inspired by Particle Swarm Optimization, the Genetic Algorithm, and the Bat Algorithm, the GEA was designed to retain some advantages of each method while avoiding some disadvantages. In contrast to the usual Genetic Algorithm, each individual in GEA is crossed with the current global best one instead of a randomly selected individual. The current best individual served as a guide to attract offspring to its region of genotype space. Mutation was added to offspring according to a dynamic mutation probability. To increase the capability of exploitation, a local search mechanism was applied to new individuals according to a dynamic probability of local search. Experimental results show that GEA outperformed the other three typical global optimization algorithms with which it was compared. PMID:27293421

8. Multifactorial global search algorithm in the problem of optimizing a reactive force field

Stepanova, M. M.; Shefov, K. S.; Slavyanov, S. Yu.

2016-04-01

We present a new multifactorial global search algorithm ( MGSA) and check the operability of the algorithm on the Michalewicz and Rastrigin functions. We discuss the choice of an objective function and additional search criteria in the context of the problem of reactive force field ( ReaxFF) optimization and study the ranking of the ReaxFF parameters together with their impact on the objective function.

9. 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.

10. 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.

11. 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.

12. 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.

13. An optimal perfectly matched layer with unbounded absorbing function for time-harmonic acoustic scattering problems

Bermúdez, A.; Hervella-Nieto, L.; Prieto, A.; Rodríguez, R.

2007-05-01

We introduce an optimal bounded perfectly matched layer (PML) technique by choosing a particular absorbing function with unbounded integral. With this choice, spurious reflections are avoided, even though the thickness of the layer is finite. We show that such choice is easy to implement in a finite element method and overcomes the dependency of parameters for the discrete problem. Finally, its efficiency and accuracy are illustrated with some numerical tests.

14. The Riccati equation, imprimitive actions and symplectic forms. [with application to decentralized optimal control problem

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.

15. Legendre-tau approximation for functional differential equations. Part 2: The linear quadratic optimal control problem

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.

16. Legendre-tau approximation for functional differential equations. II - The linear quadratic optimal control problem

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.

17. 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.

18. Coupling ant colony optimization and the extended great deluge algorithm for the discrete facility layout problem

Nourelfath, M.; Nahas, N.; Montreuil, B.

2007-12-01

This article uses a hybrid optimization approach to solve the discrete facility layout problem (FLP), modelled as a quadratic assignment problem (QAP). The idea of this approach design is inspired by the ant colony meta-heuristic optimization method, combined with the extended great deluge (EGD) local search technique. Comparative computational experiments are carried out on benchmarks taken from the QAP-library and from real life problems. The performance of the proposed algorithm is compared to construction and improvement heuristics such as H63, HC63-66, CRAFT and Bubble Search, as well as other existing meta-heuristics developed in the literature based on simulated annealing (SA), tabu search and genetic algorithms (GAs). This algorithm is compared also to other ant colony implementations for QAP. The experimental results show that the proposed ant colony optimization/extended great deluge (ACO/EGD) performs significantly better than the existing construction and improvement algorithms. The experimental results indicate also that the ACO/EGD heuristic methodology offers advantages over other algorithms based on meta-heuristics in terms of solution quality.

19. Calculating complete and exact Pareto front for multiobjective optimization: a new deterministic approach for discrete problems.

PubMed

Hu, Xiao-Bing; Wang, Ming; Di Paolo, Ezequiel

2013-06-01

Searching the Pareto front for multiobjective optimization problems usually involves the use of a population-based search algorithm or of a deterministic method with a set of different single aggregate objective functions. The results are, in fact, only approximations of the real Pareto front. In this paper, we propose a new deterministic approach capable of fully determining the real Pareto front for those discrete problems for which it is possible to construct optimization algorithms to find the k best solutions to each of the single-objective problems. To this end, two theoretical conditions are given to guarantee the finding of the actual Pareto front rather than its approximation. Then, a general methodology for designing a deterministic search procedure is proposed. A case study is conducted, where by following the general methodology, a ripple-spreading algorithm is designed to calculate the complete exact Pareto front for multiobjective route optimization. When compared with traditional Pareto front search methods, the obvious advantage of the proposed approach is its unique capability of finding the complete Pareto front. This is illustrated by the simulation results in terms of both solution quality and computational efficiency. PMID:23193246

20. Michaelis-Menten reaction scheme as a unified approach towards the optimal restart problem

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 midst—only to start it all over again—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.

1. 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.

2. Michaelis-Menten reaction scheme as a unified approach towards the optimal restart problem.

PubMed

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 midst-only to start it all over again-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. PMID:26764608

3. Convex crystal x-ray spectrometer for laser plasma experiments

SciTech Connect

May, M.; Heeter, R.; Emig, J.

2004-10-01

Measuring time and space-resolved spectra is important for understanding Hohlraum and Halfraum plasmas. Experiments at the OMEGA laser have used the Nova TSPEC which was not optimized for the OMEGA diagnostic space envelope or for the needed spectroscopic coverage and resolution. An improved multipurpose spectrometer snout, the MSPEC, has been constructed and fielded on OMEGA. The MSPEC provides the maximal internal volume for mounting crystals without any beam interferences at either 2x or 3x magnification. The RAP crystal is in a convex mounting geometry bent to a 20 cm radius of curvature. The spectral resolution, E/dE, is about 200 at 2.5 keV. The spectral coverage is 2 to 4.5 keV. The MSPEC can record four separate spectra on the framing camera at time intervals of up to several ns. The spectrometer design and initial field-test performance will be presented and compared to that of the TSPEC.

4. Spacecraft fuel-optimal and balancing maneuvers for a class of formation reconfiguration problems

Yoo, Sung-Moon; Lee, Sangjin; Park, Chandeok; Park, Sang-Young

2013-10-01

This paper presents fuel optimal and balancing methodologies for reconfiguring multiple spacecraft in formation subject to a Newtonian gravity field. For a kind of continuous-thrust propulsion system, a fuel-optimal control problem is formulated to minimize the integral squared control subject to the linearized Hill or Clohessy-Wiltshire dynamics of relative motion with respect to a circular reference orbit. Palmer's analytical solution for general reconfiguration is adapted to maneuvers between projected circular orbits, resulting in the optimal fuel consumption index as a function of configuration parameters such as orbit radius, phase angle, and transfer time. Parametric analyses reveal unique characteristics of individual fuel optimality and gross fuel consumption: for an arbitrary selection of initial/terminal orbit radii, (i) there exist special transfer times such that individual fuel consumption is optimally uniform for all phase angles, and (ii) the total fuel expenditure for a group of three or more spacecraft is invariant for the relatively same configuration with respect to the departure phase. These results serve to effectively design fuel balancing strategies for formation reconfiguration of multiple spacecraft.

5. Interlocked optimization and fast gradient algorithm for a seismic inverse problem

SciTech Connect

Metivier, Ludovic

2011-08-10

Highlights: {yields} A 2D extension of the 1D nonlinear inversion of well-seismic data is given. {yields} Appropriate regularization yields a well-determined large scale inverse problem. {yields} An interlocked optimization loop acts as an efficient preconditioner. {yields} The adjoint state method is used to compute the misfit function gradient. {yields} Domain decomposition method yields an efficient parallel implementation. - Abstract: We give a nonlinear inverse method for seismic data recorded in a well from sources at several offsets from the borehole in a 2D acoustic framework. Given the velocity field, approximate values of the impedance are recovered. This is a 2D extension of the 1D inversion of vertical seismic profiles . The inverse problem generates a large scale undetermined ill-conditioned problem. Appropriate regularization terms render the problem well-determined. An interlocked optimization algorithm yields an efficient preconditioning. A gradient algorithm based on the adjoint state method and domain decomposition gives a fast parallel numerical method. For a realistic test case, convergence is attained in an acceptable time with 128 processors.

6. Fuzzy Random λ-Mean SAD Portfolio Selection Problem: An Ant Colony Optimization Approach

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 λ-Mean Semi Absolute Deviation (λ-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 λ. λ-Mean Semi Absolute Deviation (λ-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.

7. Modeling and Optimization of the Multiobjective Stochastic Joint Replenishment and Delivery Problem under Supply Chain Environment

PubMed Central

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

8. Discrete optimal control approach to a four-dimensional guidance problem near terminal areas

NASA Technical Reports Server (NTRS)

Nagarajan, N.

1974-01-01

Description of a computer-oriented technique to generate the necessary control inputs to guide an aircraft in a given time from a given initial state to a prescribed final state subject to the constraints on airspeed, acceleration, and pitch and bank angles of the aircraft. A discrete-time mathematical model requiring five state variables and three control variables is obtained, assuming steady wind and zero sideslip. The guidance problem is posed as a discrete nonlinear optimal control problem with a cost functional of Bolza form. A solution technique for the control problem is investigated, and numerical examples are presented. It is believed that this approach should prove to be useful in automated air traffic control schemes near large terminal areas.

9. Sequential RBF surrogate-based efficient optimization method for engineering design problems with expensive black-box functions

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.

10. 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

11. Scenario generation for stochastic optimization problems via the sparse grid method

DOE PAGESBeta

Chen, Michael; Mehrotra, Sanjay; Papp, David

2015-04-19

We study the use of sparse grids in the scenario generation (or discretization) problem in stochastic programming problems where the uncertainty is modeled using a continuous multivariate distribution. We show that, under a regularity assumption on the random function involved, the sequence of optimal objective function values of the sparse grid approximations converges to the true optimal objective function values as the number of scenarios increases. The rate of convergence is also established. We treat separately the special case when the underlying distribution is an affine transform of a product of univariate distributions, and show how the sparse grid methodmore » can be adapted to the distribution by the use of quadrature formulas tailored to the distribution. We numerically compare the performance of the sparse grid method using different quadrature rules with classic quasi-Monte Carlo (QMC) methods, optimal rank-one lattice rules, and Monte Carlo (MC) scenario generation, using a series of utility maximization problems with up to 160 random variables. The results show that the sparse grid method is very efficient, especially if the integrand is sufficiently smooth. In such problems the sparse grid scenario generation method is found to need several orders of magnitude fewer scenarios than MC and QMC scenario generation to achieve the same accuracy. As a result, it is indicated that the method scales well with the dimension of the distribution--especially when the underlying distribution is an affine transform of a product of univariate distributions, in which case the method appears scalable to thousands of random variables.« less

12. Estimating the chromatic numbers of Euclidean space by convex minimization methods

SciTech Connect

Gorskaya, Elena S; Mitricheva, Irina M; Protasov, Vladimir Yu; Raigorodskii, Andrei M

2009-06-30

The chromatic numbers of the Euclidean space R{sup n} with k forbidden distances are investigated (that is, the minimum numbers of colours necessary to colour all points in R{sup n} so that no two points of the same colour lie at a forbidden distance from each other). Estimates for the growth exponents of the chromatic numbers as n{yields}{infinity} are obtained. The so-called linear algebra method which has been developed is used for this. It reduces the problem of estimating the chromatic numbers to an extremal problem. To solve this latter problem a fundamentally new approach is used, which is based on the theory of convex extremal problems and convex analysis. This allows the required estimates to be found for any k. For k{<=}20 these estimates are found explicitly; they are the best possible ones in the framework of the method mentioned above. Bibliography: 18 titles.

13. Using stochastic dual dynamic programming in problems with multiple near-optimal solutions

Rougé, Charles; Tilmant, Amaury

2016-05-01

Stochastic dual dynamic programming (SDDP) is one of the few algorithmic solutions available to optimize large-scale water resources systems while explicitly considering uncertainty. This paper explores the consequences of, and proposes a solution to, the existence of multiple near-optimal solutions (MNOS) when using SDDP for mid or long-term river basin management. These issues arise when the optimization problem cannot be properly parametrized due to poorly defined and/or unavailable data sets. This work shows that when MNOS exists, (1) SDDP explores more than one solution trajectory in the same run, suggesting different decisions in distinct simulation years even for the same point in the state-space, and (2) SDDP is shown to be very sensitive to even minimal variations of the problem setting, e.g., initial conditions—we call this "algorithmic chaos." Results that exhibit such sensitivity are difficult to interpret. This work proposes a reoptimization method, which simulates system decisions by periodically applying cuts from one given year from the SDDP run. Simulation results obtained through this reoptimization approach are steady state solutions, meaning that their probability distributions are stable from year to year.

14. Solving iTOUGH2 simulation and optimization problems using the PEST protocol

SciTech Connect

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.

15. Convex dynamics: Unavoidable difficulties in bounding some greedy algorithms

Nowicki, Tomasz; Tresser, Charles

2004-03-01

A greedy algorithm for scheduling and digital printing with inputs in a convex polytope, and vertices of this polytope as successive outputs, has recently been proven to be bounded for any convex polytope in any dimension. This boundedness property follows readily from the existence of some invariant region for a dynamical system equivalent to the algorithm, which is what one proves. While the proof, and some constructions of invariant regions that can be made to depend on a single parameter, are reasonably simple for convex polygons in the plane, the proof of boundedness gets quite complicated in dimension three and above. We show here that such complexity is somehow justified by proving that the most natural generalization of the construction that works for polygons does not work in any dimension above two, even if we allow for as many parameters as there are faces. We first prove that some polytopes in dimension greater than two admit no invariant region to which they are combinatorially equivalent. We then modify these examples to get polytopes such that no invariant region can be obtained by pushing out the borders of the half spaces that intersect to form the polytope. We also show that another mechanism prevents some simplices (the simplest polytopes in any dimension) from admitting invariant regions to which they would be similar. By contrast in dimension two, one can always get an invariant region by pushing these borders far enough in some correlated way; for instance, pushing all borders by the same distance builds an invariant region for any polygon if the push is at a distance big enough for that polygon. To motivate the examples that we provide, we discuss briefly the bifurcations of polyhedra associated with pushing half spaces in parallel to themselves. In dimension three, the elementary codimension one bifurcation resembles the unfolding of the elementary degenerate singularity for codimension one foliations on surfaces. As the subject of this

16. Convex dynamics: unavoidable difficulties in bounding some greedy algorithms.

PubMed

Nowicki, Tomasz; Tresser, Charles

2004-03-01

A greedy algorithm for scheduling and digital printing with inputs in a convex polytope, and vertices of this polytope as successive outputs, has recently been proven to be bounded for any convex polytope in any dimension. This boundedness property follows readily from the existence of some invariant region for a dynamical system equivalent to the algorithm, which is what one proves. While the proof, and some constructions of invariant regions that can be made to depend on a single parameter, are reasonably simple for convex polygons in the plane, the proof of boundedness gets quite complicated in dimension three and above. We show here that such complexity is somehow justified by proving that the most natural generalization of the construction that works for polygons does not work in any dimension above two, even if we allow for as many parameters as there are faces. We first prove that some polytopes in dimension greater than two admit no invariant region to which they are combinatorially equivalent. We then modify these examples to get polytopes such that no invariant region can be obtained by pushing out the borders of the half spaces that intersect to form the polytope. We also show that another mechanism prevents some simplices (the simplest polytopes in any dimension) from admitting invariant regions to which they would be similar. By contrast in dimension two, one can always get an invariant region by pushing these borders far enough in some correlated way; for instance, pushing all borders by the same distance builds an invariant region for any polygon if the push is at a distance big enough for that polygon. To motivate the examples that we provide, we discuss briefly the bifurcations of polyhedra associated with pushing half spaces in parallel to themselves. In dimension three, the elementary codimension one bifurcation resembles the unfolding of the elementary degenerate singularity for codimension one foliations on surfaces. As the subject of this

17. Statistical mechanical analysis of linear programming relaxation for combinatorial optimization problems.

PubMed

Takabe, Satoshi; Hukushima, Koji

2016-05-01

Typical behavior of the linear programming (LP) problem is studied as a relaxation of the minimum vertex cover (min-VC), a type of integer programming (IP) problem. A lattice-gas model on the Erdös-Rényi random graphs of α-uniform hyperedges is proposed to express both the LP and IP problems of the min-VC in the common statistical mechanical model with a one-parameter family. Statistical mechanical analyses reveal for α=2 that the LP optimal solution is typically equal to that given by the IP below the critical average degree c=e in the thermodynamic limit. The critical threshold for good accuracy of the relaxation extends the mathematical result c=1 and coincides with the replica symmetry-breaking threshold of the IP. The LP relaxation for the minimum hitting sets with α≥3, minimum vertex covers on α-uniform random graphs, is also studied. Analytic and numerical results strongly suggest that the LP relaxation fails to estimate optimal values above the critical average degree c=e/(α-1) where the replica symmetry is broken. PMID:27301006

18. Aggregation of LoD 1 building models as an optimization problem

Guercke, R.; Götzelmann, T.; Brenner, C.; Sester, M.

3D city models offered by digital map providers typically consist of several thousands or even millions of individual buildings. Those buildings are usually generated in an automated fashion from high resolution cadastral and remote sensing data and can be very detailed. However, not in every application such a high degree of detail is desirable. One way to remove complexity is to aggregate individual buildings, simplify the ground plan and assign an appropriate average building height. This task is computationally complex because it includes the combinatorial optimization problem of determining which subset of the original set of buildings should best be aggregated to meet the demands of an application. In this article, we introduce approaches to express different aspects of the aggregation of LoD 1 building models in the form of Mixed Integer Programming (MIP) problems. The advantage of this approach is that for linear (and some quadratic) MIP problems, sophisticated software exists to find exact solutions (global optima) with reasonable effort. We also propose two different heuristic approaches based on the region growing strategy and evaluate their potential for optimization by comparing their performance to a MIP-based approach.

19. Statistical mechanical analysis of linear programming relaxation for combinatorial optimization problems

Takabe, Satoshi; Hukushima, Koji

2016-05-01

Typical behavior of the linear programming (LP) problem is studied as a relaxation of the minimum vertex cover (min-VC), a type of integer programming (IP) problem. A lattice-gas model on the Erdös-Rényi random graphs of α -uniform hyperedges is proposed to express both the LP and IP problems of the min-VC in the common statistical mechanical model with a one-parameter family. Statistical mechanical analyses reveal for α =2 that the LP optimal solution is typically equal to that given by the IP below the critical average degree c =e in the thermodynamic limit. The critical threshold for good accuracy of the relaxation extends the mathematical result c =1 and coincides with the replica symmetry-breaking threshold of the IP. The LP relaxation for the minimum hitting sets with α ≥3 , minimum vertex covers on α -uniform random graphs, is also studied. Analytic and numerical results strongly suggest that the LP relaxation fails to estimate optimal values above the critical average degree c =e /(α -1 ) where the replica symmetry is broken.

20. Optimization of reactor network design problem using Jumping Gene Adaptation of Differential Evolution