Optimal Power Flow for Distribution Systems under Uncertain Forecasts: Preprint

DOE Office of Scientific and Technical Information (OSTI.GOV)

Dall'Anese, Emiliano; Baker, Kyri; Summers, Tyler

2016-12-01

The paper focuses on distribution systems featuring renewable energy sources and energy storage devices, and develops an optimal power flow (OPF) approach to optimize the system operation in spite of forecasting errors. The proposed method builds on a chance-constrained multi-period AC OPF formulation, where probabilistic constraints are utilized to enforce voltage regulation with a prescribed probability. To enable a computationally affordable solution approach, a convex reformulation of the OPF task is obtained by resorting to i) pertinent linear approximations of the power flow equations, and ii) convex approximations of the chance constraints. Particularly, the approximate chance constraints provide conservative boundsmore » that hold for arbitrary distributions of the forecasting errors. An adaptive optimization strategy is then obtained by embedding the proposed OPF task into a model predictive control framework.« less

DOE Office of Scientific and Technical Information (OSTI.GOV)

Baker, Kyri; Dall'Anese, Emiliano; Summers, Tyler

This paper outlines a data-driven, distributionally robust approach to solve chance-constrained AC optimal power flow problems in distribution networks. Uncertain forecasts for loads and power generated by photovoltaic (PV) systems are considered, with the goal of minimizing PV curtailment while meeting power flow and voltage regulation constraints. A data- driven approach is utilized to develop a distributionally robust conservative convex approximation of the chance-constraints; particularly, the mean and covariance matrix of the forecast errors are updated online, and leveraged to enforce voltage regulation with predetermined probability via Chebyshev-based bounds. By combining an accurate linear approximation of the AC power flowmore » equations with the distributionally robust chance constraint reformulation, the resulting optimization problem becomes convex and computationally tractable.« less

DOE Office of Scientific and Technical Information (OSTI.GOV)

Zamzam, Ahmed, S.; Zhaoy, Changhong; Dall'Anesey, Emiliano

This paper examines the AC Optimal Power Flow (OPF) problem for multiphase distribution networks featuring renewable energy resources (RESs). We start by outlining a power flow model for radial multiphase systems that accommodates wye-connected and delta-connected RESs and non-controllable energy assets. We then formalize an AC OPF problem that accounts for both types of connections. Similar to various AC OPF renditions, the resultant problem is a non convex quadratically-constrained quadratic program. However, the so-called Feasible Point Pursuit-Successive Convex Approximation algorithm is leveraged to obtain a feasible and yet locally-optimal solution. The merits of the proposed solution approach are demonstrated usingmore » two unbalanced multiphase distribution feeders with both wye and delta connections.« less

Distribution-Agnostic Stochastic Optimal Power Flow for Distribution Grids: Preprint

DOE Office of Scientific and Technical Information (OSTI.GOV)

Baker, Kyri; Dall'Anese, Emiliano; Summers, Tyler

2016-09-01

This paper outlines a data-driven, distributionally robust approach to solve chance-constrained AC optimal power flow problems in distribution networks. Uncertain forecasts for loads and power generated by photovoltaic (PV) systems are considered, with the goal of minimizing PV curtailment while meeting power flow and voltage regulation constraints. A data- driven approach is utilized to develop a distributionally robust conservative convex approximation of the chance-constraints; particularly, the mean and covariance matrix of the forecast errors are updated online, and leveraged to enforce voltage regulation with predetermined probability via Chebyshev-based bounds. By combining an accurate linear approximation of the AC power flowmore » equations with the distributionally robust chance constraint reformulation, the resulting optimization problem becomes convex and computationally tractable.« less

Preconditioned alternating projection algorithms for maximum a posteriori ECT reconstruction

NASA Astrophysics Data System (ADS)

Krol, Andrzej; Li, Si; Shen, Lixin; Xu, Yuesheng

2012-11-01

We propose a preconditioned alternating projection algorithm (PAPA) for solving the maximum a posteriori (MAP) emission computed tomography (ECT) reconstruction problem. Specifically, we formulate the reconstruction problem as a constrained convex optimization problem with the total variation (TV) regularization. We then characterize the solution of the constrained convex optimization problem and show that it satisfies a system of fixed-point equations defined in terms of two proximity operators raised from the convex functions that define the TV-norm and the constraint involved in the problem. The characterization (of the solution) via the proximity operators that define two projection operators naturally leads to an alternating projection algorithm for finding the solution. For efficient numerical computation, we introduce to the alternating projection algorithm a preconditioning matrix (the EM-preconditioner) for the dense system matrix involved in the optimization problem. We prove theoretically convergence of the PAPA. In numerical experiments, performance of our algorithms, with an appropriately selected preconditioning matrix, is compared with performance of the conventional MAP expectation-maximization (MAP-EM) algorithm with TV regularizer (EM-TV) and that of the recently developed nested EM-TV algorithm for ECT reconstruction. Based on the numerical experiments performed in this work, we observe that the alternating projection algorithm with the EM-preconditioner outperforms significantly the EM-TV in all aspects including the convergence speed, the noise in the reconstructed images and the image quality. It also outperforms the nested EM-TV in the convergence speed while providing comparable image quality.

Distance majorization and its applications.

PubMed

Chi, Eric C; Zhou, Hua; Lange, Kenneth

2014-08-01

The problem of minimizing a continuously differentiable convex function over an intersection of closed convex sets is ubiquitous in applied mathematics. It is particularly interesting when it is easy to project onto each separate set, but nontrivial to project onto their intersection. Algorithms based on Newton's method such as the interior point method are viable for small to medium-scale problems. However, modern applications in statistics, engineering, and machine learning are posing problems with potentially tens of thousands of parameters or more. We revisit this convex programming problem and propose an algorithm that scales well with dimensionality. Our proposal is an instance of a sequential unconstrained minimization technique and revolves around three ideas: the majorization-minimization principle, the classical penalty method for constrained optimization, and quasi-Newton acceleration of fixed-point algorithms. The performance of our distance majorization algorithms is illustrated in several applications.

Maximum principle for a stochastic delayed system involving terminal state constraints.

PubMed

Wen, Jiaqiang; Shi, Yufeng

2017-01-01

We investigate a stochastic optimal control problem where the controlled system is depicted as a stochastic differential delayed equation; however, at the terminal time, the state is constrained in a convex set. We firstly introduce an equivalent backward delayed system depicted as a time-delayed backward stochastic differential equation. Then a stochastic maximum principle is obtained by virtue of Ekeland's variational principle. Finally, applications to a state constrained stochastic delayed linear-quadratic control model and a production-consumption choice problem are studied to illustrate the main obtained result.

DOE Office of Scientific and Technical Information (OSTI.GOV)

Luo, Yousong, E-mail: yousong.luo@rmit.edu.au

This paper deals with a class of optimal control problems governed by an initial-boundary value problem of a parabolic equation. The case of semi-linear boundary control is studied where the control is applied to the system via the Wentzell boundary condition. The differentiability of the state variable with respect to the control is established and hence a necessary condition is derived for the optimal solution in the case of both unconstrained and constrained problems. The condition is also sufficient for the unconstrained convex problems. A second order condition is also derived.

Geometric convex cone volume analysis

NASA Astrophysics Data System (ADS)

Li, Hsiao-Chi; Chang, Chein-I.

2016-05-01

Convexity is a major concept used to design and develop endmember finding algorithms (EFAs). For abundance unconstrained techniques, Pixel Purity Index (PPI) and Automatic Target Generation Process (ATGP) which use Orthogonal Projection (OP) as a criterion, are commonly used method. For abundance partially constrained techniques, Convex Cone Analysis is generally preferred which makes use of convex cones to impose Abundance Non-negativity Constraint (ANC). For abundance fully constrained N-FINDR and Simplex Growing Algorithm (SGA) are most popular methods which use simplex volume as a criterion to impose ANC and Abundance Sum-to-one Constraint (ASC). This paper analyze an issue encountered in volume calculation with a hyperplane introduced to illustrate an idea of bounded convex cone. Geometric Convex Cone Volume Analysis (GCCVA) projects the boundary vectors of a convex cone orthogonally on a hyperplane to reduce the effect of background signatures and a geometric volume approach is applied to address the issue arose from calculating volume and further improve the performance of convex cone-based EFAs.

Prediction-Correction Algorithms for Time-Varying Constrained Optimization

DOE PAGES

Simonetto, Andrea; Dall'Anese, Emiliano

2017-07-26

This article develops online algorithms to track solutions of time-varying constrained optimization problems. Particularly, resembling workhorse Kalman filtering-based approaches for dynamical systems, the proposed methods involve prediction-correction steps to provably track the trajectory of the optimal solutions of time-varying convex problems. The merits of existing prediction-correction methods have been shown for unconstrained problems and for setups where computing the inverse of the Hessian of the cost function is computationally affordable. This paper addresses the limitations of existing methods by tackling constrained problems and by designing first-order prediction steps that rely on the Hessian of the cost function (and do notmore » require the computation of its inverse). In addition, the proposed methods are shown to improve the convergence speed of existing prediction-correction methods when applied to unconstrained problems. Numerical simulations corroborate the analytical results and showcase performance and benefits of the proposed algorithms. A realistic application of the proposed method to real-time control of energy resources is presented.« less

Distance majorization and its applications

PubMed Central

Chi, Eric C.; Zhou, Hua; Lange, Kenneth

2014-01-01

The problem of minimizing a continuously differentiable convex function over an intersection of closed convex sets is ubiquitous in applied mathematics. It is particularly interesting when it is easy to project onto each separate set, but nontrivial to project onto their intersection. Algorithms based on Newton’s method such as the interior point method are viable for small to medium-scale problems. However, modern applications in statistics, engineering, and machine learning are posing problems with potentially tens of thousands of parameters or more. We revisit this convex programming problem and propose an algorithm that scales well with dimensionality. Our proposal is an instance of a sequential unconstrained minimization technique and revolves around three ideas: the majorization-minimization principle, the classical penalty method for constrained optimization, and quasi-Newton acceleration of fixed-point algorithms. The performance of our distance majorization algorithms is illustrated in several applications. PMID:25392563

Learning Incoherent Sparse and Low-Rank Patterns from Multiple Tasks

PubMed Central

Chen, Jianhui; Liu, Ji; Ye, Jieping

2013-01-01

We consider the problem of learning incoherent sparse and low-rank patterns from multiple tasks. Our approach is based on a linear multi-task learning formulation, in which the sparse and low-rank patterns are induced by a cardinality regularization term and a low-rank constraint, respectively. This formulation is non-convex; we convert it into its convex surrogate, which can be routinely solved via semidefinite programming for small-size problems. We propose to employ the general projected gradient scheme to efficiently solve such a convex surrogate; however, in the optimization formulation, the objective function is non-differentiable and the feasible domain is non-trivial. We present the procedures for computing the projected gradient and ensuring the global convergence of the projected gradient scheme. The computation of projected gradient involves a constrained optimization problem; we show that the optimal solution to such a problem can be obtained via solving an unconstrained optimization subproblem and an Euclidean projection subproblem. We also present two projected gradient algorithms and analyze their rates of convergence in details. In addition, we illustrate the use of the presented projected gradient algorithms for the proposed multi-task learning formulation using the least squares loss. Experimental results on a collection of real-world data sets demonstrate the effectiveness of the proposed multi-task learning formulation and the efficiency of the proposed projected gradient algorithms. PMID:24077658

Learning Incoherent Sparse and Low-Rank Patterns from Multiple Tasks.

PubMed

Chen, Jianhui; Liu, Ji; Ye, Jieping

2012-02-01

We consider the problem of learning incoherent sparse and low-rank patterns from multiple tasks. Our approach is based on a linear multi-task learning formulation, in which the sparse and low-rank patterns are induced by a cardinality regularization term and a low-rank constraint, respectively. This formulation is non-convex; we convert it into its convex surrogate, which can be routinely solved via semidefinite programming for small-size problems. We propose to employ the general projected gradient scheme to efficiently solve such a convex surrogate; however, in the optimization formulation, the objective function is non-differentiable and the feasible domain is non-trivial. We present the procedures for computing the projected gradient and ensuring the global convergence of the projected gradient scheme. The computation of projected gradient involves a constrained optimization problem; we show that the optimal solution to such a problem can be obtained via solving an unconstrained optimization subproblem and an Euclidean projection subproblem. We also present two projected gradient algorithms and analyze their rates of convergence in details. In addition, we illustrate the use of the presented projected gradient algorithms for the proposed multi-task learning formulation using the least squares loss. Experimental results on a collection of real-world data sets demonstrate the effectiveness of the proposed multi-task learning formulation and the efficiency of the proposed projected gradient algorithms.

Constrained Optimal Transport

NASA Astrophysics Data System (ADS)

Ekren, Ibrahim; Soner, H. Mete

2018-03-01

The classical duality theory of Kantorovich (C R (Doklady) Acad Sci URSS (NS) 37:199-201, 1942) and Kellerer (Z Wahrsch Verw Gebiete 67(4):399-432, 1984) for classical optimal transport is generalized to an abstract framework and a characterization of the dual elements is provided. This abstract generalization is set in a Banach lattice X with an order unit. The problem is given as the supremum over a convex subset of the positive unit sphere of the topological dual of X and the dual problem is defined on the bi-dual of X. These results are then applied to several extensions of the classical optimal transport.

Medial-based deformable models in nonconvex shape-spaces for medical image segmentation.

PubMed

McIntosh, Chris; Hamarneh, Ghassan

2012-01-01

We explore the application of genetic algorithms (GA) to deformable models through the proposition of a novel method for medical image segmentation that combines GA with nonconvex, localized, medial-based shape statistics. We replace the more typical gradient descent optimizer used in deformable models with GA, and the convex, implicit, global shape statistics with nonconvex, explicit, localized ones. Specifically, we propose GA to reduce typical deformable model weaknesses pertaining to model initialization, pose estimation and local minima, through the simultaneous evolution of a large number of models. Furthermore, we constrain the evolution, and thus reduce the size of the search-space, by using statistically-based deformable models whose deformations are intuitive (stretch, bulge, bend) and are driven in terms of localized principal modes of variation, instead of modes of variation across the entire shape that often fail to capture localized shape changes. Although GA are not guaranteed to achieve the global optima, our method compares favorably to the prevalent optimization techniques, convex/nonconvex gradient-based optimizers and to globally optimal graph-theoretic combinatorial optimization techniques, when applied to the task of corpus callosum segmentation in 50 mid-sagittal brain magnetic resonance images.

Efficient Compressed Sensing Based MRI Reconstruction using Nonconvex Total Variation Penalties

NASA Astrophysics Data System (ADS)

Lazzaro, D.; Loli Piccolomini, E.; Zama, F.

2016-10-01

This work addresses the problem of Magnetic Resonance Image Reconstruction from highly sub-sampled measurements in the Fourier domain. It is modeled as a constrained minimization problem, where the objective function is a non-convex function of the gradient of the unknown image and the constraints are given by the data fidelity term. We propose an algorithm, Fast Non Convex Reweighted (FNCR), where the constrained problem is solved by a reweighting scheme, as a strategy to overcome the non-convexity of the objective function, with an adaptive adjustment of the penalization parameter. We propose a fast iterative algorithm and we can prove that it converges to a local minimum because the constrained problem satisfies the Kurdyka-Lojasiewicz property. Moreover the adaptation of non convex l0 approximation and penalization parameters, by means of a continuation technique, allows us to obtain good quality solutions, avoiding to get stuck in unwanted local minima. Some numerical experiments performed on MRI sub-sampled data show the efficiency of the algorithm and the accuracy of the solution.

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.

Emergence of Fundamental Limits in Spatially Distributed Dynamical Networks and Their Tradeoffs

DTIC Science & Technology

2017-05-01

It is shown that the resulting non -convex optimization problem can be equivalently reformulated into a rank-constrained problem. We then...display a current ly valid OMB control number. PLEASE DO NOT RETURN YOUR FORM TO THE ABOVE ADDRESS. 1. REPORT DATE (DD-MM- YYYY) ,2. REPORT TYPE 3...robustness in distributed control and dynamical systems. Our research re- sults are highly relevant for analysis and synthesis of engineered and natural

On the constrained minimization of smooth Kurdyka—Łojasiewicz functions with the scaled gradient projection method

NASA Astrophysics Data System (ADS)

Prato, Marco; Bonettini, Silvia; Loris, Ignace; Porta, Federica; Rebegoldi, Simone

2016-10-01

The scaled gradient projection (SGP) method is a first-order optimization method applicable to the constrained minimization of smooth functions and exploiting a scaling matrix multiplying the gradient and a variable steplength parameter to improve the convergence of the scheme. For a general nonconvex function, the limit points of the sequence generated by SGP have been proved to be stationary, while in the convex case and with some restrictions on the choice of the scaling matrix the sequence itself converges to a constrained minimum point. In this paper we extend these convergence results by showing that the SGP sequence converges to a limit point provided that the objective function satisfies the Kurdyka-Łojasiewicz property at each point of its domain and its gradient is Lipschitz continuous.

A sequential solution for anisotropic total variation image denoising with interval constraints

NASA Astrophysics Data System (ADS)

Xu, Jingyan; Noo, Frédéric

2017-09-01

We show that two problems involving the anisotropic total variation (TV) and interval constraints on the unknown variables admit, under some conditions, a simple sequential solution. Problem 1 is a constrained TV penalized image denoising problem; problem 2 is a constrained fused lasso signal approximator. The sequential solution entails finding first the solution to the unconstrained problem, and then applying a thresholding to satisfy the constraints. If the interval constraints are uniform, this sequential solution solves problem 1. If the interval constraints furthermore contain zero, the sequential solution solves problem 2. Here uniform interval constraints refer to all unknowns being constrained to the same interval. A typical example of application is image denoising in x-ray CT, where the image intensities are non-negative as they physically represent linear attenuation coefficient in the patient body. Our results are simple yet seem unknown; we establish them using the Karush-Kuhn-Tucker conditions for constrained convex optimization.

Distance Metric Learning via Iterated Support Vector Machines.

PubMed

Zuo, Wangmeng; Wang, Faqiang; Zhang, David; Lin, Liang; Huang, Yuchi; Meng, Deyu; Zhang, Lei

2017-07-11

Distance metric learning aims to learn from the given training data a valid distance metric, with which the similarity between data samples can be more effectively evaluated for classification. Metric learning is often formulated as a convex or nonconvex optimization problem, while most existing methods are based on customized optimizers and become inefficient for large scale problems. In this paper, we formulate metric learning as a kernel classification problem with the positive semi-definite constraint, and solve it by iterated training of support vector machines (SVMs). The new formulation is easy to implement and efficient in training with the off-the-shelf SVM solvers. Two novel metric learning models, namely Positive-semidefinite Constrained Metric Learning (PCML) and Nonnegative-coefficient Constrained Metric Learning (NCML), are developed. Both PCML and NCML can guarantee the global optimality of their solutions. Experiments are conducted on general classification, face verification and person re-identification to evaluate our methods. Compared with the state-of-the-art approaches, our methods can achieve comparable classification accuracy and are efficient in training.

Optimization-based mesh correction with volume and convexity constraints

DOE PAGES

D'Elia, Marta; Ridzal, Denis; Peterson, Kara J.; ...

2016-02-24

In this study, 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 optimizationmore » 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.« less

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

PubMed

Diamond, Steven; Boyd, Stephen

2016-04-01

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.

DOE Office of Scientific and Technical Information (OSTI.GOV)

Dall-Anese, Emiliano; Simonetto, Andrea

This paper focuses on the design of online algorithms based on prediction-correction steps to track the optimal solution of a time-varying constrained problem. Existing prediction-correction methods have been shown to work well for unconstrained convex problems and for settings where obtaining the inverse of the Hessian of the cost function can be computationally affordable. The prediction-correction algorithm proposed in this paper addresses the limitations of existing methods by tackling constrained problems and by designing a first-order prediction step that relies on the Hessian of the cost function (and do not require the computation of its inverse). Analytical results are establishedmore » to quantify the tracking error. Numerical simulations corroborate the analytical results and showcase performance and benefits of the algorithms.« less

A One-Layer Recurrent Neural Network for Real-Time Portfolio Optimization With Probability Criterion.

PubMed

Liu, Qingshan; Dang, Chuangyin; Huang, Tingwen

2013-02-01

This paper presents a decision-making model described by a recurrent neural network for dynamic portfolio optimization. The portfolio-optimization problem is first converted into a constrained fractional programming problem. Since the objective function in the programming problem is not convex, the traditional optimization techniques are no longer applicable for solving this problem. Fortunately, the objective function in the fractional programming is pseudoconvex on the feasible region. It leads to a one-layer recurrent neural network modeled by means of a discontinuous dynamic system. To ensure the optimal solutions for portfolio optimization, the convergence of the proposed neural network is analyzed and proved. In fact, the neural network guarantees to get the optimal solutions for portfolio-investment advice if some mild conditions are satisfied. A numerical example with simulation results substantiates the effectiveness and illustrates the characteristics of the proposed neural network.

Energy-Efficient Cognitive Radio Sensor Networks: Parametric and Convex Transformations

PubMed Central

Naeem, Muhammad; Illanko, Kandasamy; Karmokar, Ashok; Anpalagan, Alagan; Jaseemuddin, Muhammad

2013-01-01

Designing energy-efficient cognitive radio sensor networks is important to intelligently use battery energy and to maximize the sensor network life. In this paper, the problem of determining the power allocation that maximizes the energy-efficiency of cognitive radio-based wireless sensor networks is formed as a constrained optimization problem, where the objective function is the ratio of network throughput and the network power. The proposed constrained optimization problem belongs to a class of nonlinear fractional programming problems. Charnes-Cooper Transformation is used to transform the nonlinear fractional problem into an equivalent concave optimization problem. The structure of the power allocation policy for the transformed concave problem is found to be of a water-filling type. The problem is also transformed into a parametric form for which a ε-optimal iterative solution exists. The convergence of the iterative algorithms is proven, and numerical solutions are presented. The iterative solutions are compared with the optimal solution obtained from the transformed concave problem, and the effects of different system parameters (interference threshold level, the number of primary users and secondary sensor nodes) on the performance of the proposed algorithms are investigated. PMID:23966194

A frozen Gaussian approximation-based multi-level particle swarm optimization for seismic inversion

DOE Office of Scientific and Technical Information (OSTI.GOV)

Li, Jinglai, E-mail: jinglaili@sjtu.edu.cn; Lin, Guang, E-mail: lin491@purdue.edu; Computational Sciences and Mathematics Division, Pacific Northwest National Laboratory, Richland, WA 99352

2015-09-01

In this paper, we propose a frozen Gaussian approximation (FGA)-based multi-level particle swarm optimization (MLPSO) method for seismic inversion of high-frequency wave data. The method addresses two challenges in it: First, the optimization problem is highly non-convex, which makes hard for gradient-based methods to reach global minima. This is tackled by MLPSO which can escape from undesired local minima. Second, the character of high-frequency of seismic waves requires a large number of grid points in direct computational methods, and thus renders an extremely high computational demand on the simulation of each sample in MLPSO. We overcome this difficulty by threemore » steps: First, we use FGA to compute high-frequency wave propagation based on asymptotic analysis on phase plane; Then we design a constrained full waveform inversion problem to prevent the optimization search getting into regions of velocity where FGA is not accurate; Last, we solve the constrained optimization problem by MLPSO that employs FGA solvers with different fidelity. The performance of the proposed method is demonstrated by a two-dimensional full-waveform inversion example of the smoothed Marmousi model.« less

Deterministic matrices matching the compressed sensing phase transitions of Gaussian random matrices

PubMed Central

Monajemi, Hatef; Jafarpour, Sina; Gavish, Matan; Donoho, David L.; Ambikasaran, Sivaram; Bacallado, Sergio; Bharadia, Dinesh; Chen, Yuxin; Choi, Young; Chowdhury, Mainak; Chowdhury, Soham; Damle, Anil; Fithian, Will; Goetz, Georges; Grosenick, Logan; Gross, Sam; Hills, Gage; Hornstein, Michael; Lakkam, Milinda; Lee, Jason; Li, Jian; Liu, Linxi; Sing-Long, Carlos; Marx, Mike; Mittal, Akshay; Monajemi, Hatef; No, Albert; Omrani, Reza; Pekelis, Leonid; Qin, Junjie; Raines, Kevin; Ryu, Ernest; Saxe, Andrew; Shi, Dai; Siilats, Keith; Strauss, David; Tang, Gary; Wang, Chaojun; Zhou, Zoey; Zhu, Zhen

2013-01-01

In compressed sensing, one takes samples of an N-dimensional vector using an matrix A, obtaining undersampled measurements . For random matrices with independent standard Gaussian entries, it is known that, when is k-sparse, there is a precisely determined phase transition: for a certain region in the (,)-phase diagram, convex optimization typically finds the sparsest solution, whereas outside that region, it typically fails. It has been shown empirically that the same property—with the same phase transition location—holds for a wide range of non-Gaussian random matrix ensembles. We report extensive experiments showing that the Gaussian phase transition also describes numerous deterministic matrices, including Spikes and Sines, Spikes and Noiselets, Paley Frames, Delsarte-Goethals Frames, Chirp Sensing Matrices, and Grassmannian Frames. Namely, for each of these deterministic matrices in turn, for a typical k-sparse object, we observe that convex optimization is successful over a region of the phase diagram that coincides with the region known for Gaussian random matrices. Our experiments considered coefficients constrained to for four different sets , and the results establish our finding for each of the four associated phase transitions. PMID:23277588

Nonexpansiveness of a linearized augmented Lagrangian operator for hierarchical convex optimization

NASA Astrophysics Data System (ADS)

Yamagishi, Masao; Yamada, Isao

2017-04-01

Hierarchical convex optimization concerns two-stage optimization problems: the first stage problem is a convex optimization; the second stage problem is the minimization of a convex function over the solution set of the first stage problem. For the hierarchical convex optimization, the hybrid steepest descent method (HSDM) can be applied, where the solution set of the first stage problem must be expressed as the fixed point set of a certain nonexpansive operator. In this paper, we propose a nonexpansive operator that yields a computationally efficient update when it is plugged into the HSDM. The proposed operator is inspired by the update of the linearized augmented Lagrangian method. It is applicable to characterize the solution set of recent sophisticated convex optimization problems found in the context of inverse problems, where the sum of multiple proximable convex functions involving linear operators must be minimized to incorporate preferable properties into the minimizers. For such a problem formulation, there has not yet been reported any nonexpansive operator that yields an update free from the inversions of linear operators in cases where it is utilized in the HSDM. Unlike previously known nonexpansive operators, the proposed operator yields an inversion-free update in such cases. As an application of the proposed operator plugged into the HSDM, we also present, in the context of the so-called superiorization, an algorithmic solution to a convex optimization problem over the generalized convex feasible set where the intersection of the hard constraints is not necessarily simple.

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

Path Following in the Exact Penalty Method of Convex Programming.

PubMed

Zhou, Hua; Lange, Kenneth

2015-07-01

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.

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

DOE Office of Scientific and Technical Information (OSTI.GOV)

Simonetto, Andrea; Dall'Anese, Emiliano

This article develops online algorithms to track solutions of time-varying constrained optimization problems. Particularly, resembling workhorse Kalman filtering-based approaches for dynamical systems, the proposed methods involve prediction-correction steps to provably track the trajectory of the optimal solutions of time-varying convex problems. The merits of existing prediction-correction methods have been shown for unconstrained problems and for setups where computing the inverse of the Hessian of the cost function is computationally affordable. This paper addresses the limitations of existing methods by tackling constrained problems and by designing first-order prediction steps that rely on the Hessian of the cost function (and do notmore » require the computation of its inverse). In addition, the proposed methods are shown to improve the convergence speed of existing prediction-correction methods when applied to unconstrained problems. Numerical simulations corroborate the analytical results and showcase performance and benefits of the proposed algorithms. A realistic application of the proposed method to real-time control of energy resources is presented.« less

A General Iterative Shrinkage and Thresholding Algorithm for Non-convex Regularized Optimization Problems.

PubMed

Gong, Pinghua; Zhang, Changshui; Lu, Zhaosong; Huang, Jianhua Z; Ye, Jieping

2013-01-01

Non-convex sparsity-inducing penalties have recently received considerable attentions in sparse learning. Recent theoretical investigations have demonstrated their superiority over the convex counterparts in several sparse learning settings. However, solving the non-convex optimization problems associated with non-convex penalties remains a big challenge. A commonly used approach is the Multi-Stage (MS) convex relaxation (or DC programming), which relaxes the original non-convex problem to a sequence of convex problems. This approach is usually not very practical for large-scale problems because its computational cost is a multiple of solving a single convex problem. In this paper, we propose a General Iterative Shrinkage and Thresholding (GIST) algorithm to solve the nonconvex optimization problem for a large class of non-convex penalties. The GIST algorithm iteratively solves a proximal operator problem, which in turn has a closed-form solution for many commonly used penalties. At each outer iteration of the algorithm, we use a line search initialized by the Barzilai-Borwein (BB) rule that allows finding an appropriate step size quickly. The paper also presents a detailed convergence analysis of the GIST algorithm. The efficiency of the proposed algorithm is demonstrated by extensive experiments on large-scale data sets.

Superiorization with level control

NASA Astrophysics Data System (ADS)

Cegielski, Andrzej; Al-Musallam, Fadhel

2017-04-01

The convex feasibility problem is to find a common point of a finite family of closed convex subsets. In many applications one requires something more, namely finding a common point of closed convex subsets which minimizes a continuous convex function. The latter requirement leads to an application of the superiorization methodology which is actually settled between methods for convex feasibility problem and the convex constrained minimization. Inspired by the superiorization idea we introduce a method which sequentially applies a long-step algorithm for a sequence of convex feasibility problems; the method employs quasi-nonexpansive operators as well as subgradient projections with level control and does not require evaluation of the metric projection. We replace a perturbation of the iterations (applied in the superiorization methodology) by a perturbation of the current level in minimizing the objective function. We consider the method in the Euclidean space in order to guarantee the strong convergence, although the method is well defined in a Hilbert space.

H∞ memory feedback control with input limitation minimization for offshore jacket platform stabilization

NASA Astrophysics Data System (ADS)

Yang, Jia Sheng

2018-06-01

In this paper, we investigate a H∞ memory controller with input limitation minimization (HMCIM) for offshore jacket platforms stabilization. The main objective of this study is to reduce the control consumption as well as protect the actuator when satisfying the requirement of the system performance. First, we introduce a dynamic model of offshore platform with low order main modes based on mode reduction method in numerical analysis. Then, based on H∞ control theory and matrix inequality techniques, we develop a novel H∞ memory controller with input limitation. Furthermore, a non-convex optimization model to minimize input energy consumption is proposed. Since it is difficult to solve this non-convex optimization model by optimization algorithm, we use a relaxation method with matrix operations to transform this non-convex optimization model to be a convex optimization model. Thus, it could be solved by a standard convex optimization solver in MATLAB or CPLEX. Finally, several numerical examples are given to validate the proposed models and methods.

Optimal Water-Power Flow Problem: Formulation and Distributed Optimal Solution

DOE Office of Scientific and Technical Information (OSTI.GOV)

Dall-Anese, Emiliano; Zhao, Changhong; Zamzam, Admed S.

This paper formalizes an optimal water-power flow (OWPF) problem to optimize the use of controllable assets across power and water systems while accounting for the couplings between the two infrastructures. Tanks and pumps are optimally managed to satisfy water demand while improving power grid operations; {for the power network, an AC optimal power flow formulation is augmented to accommodate the controllability of water pumps.} Unfortunately, the physics governing the operation of the two infrastructures and coupling constraints lead to a nonconvex (and, in fact, NP-hard) problem; however, after reformulating OWPF as a nonconvex, quadratically-constrained quadratic problem, a feasible point pursuit-successivemore » convex approximation approach is used to identify feasible and optimal solutions. In addition, a distributed solver based on the alternating direction method of multipliers enables water and power operators to pursue individual objectives while respecting the couplings between the two networks. The merits of the proposed approach are demonstrated for the case of a distribution feeder coupled with a municipal water distribution network.« less

Statistical estimation via convex optimization for trending and performance monitoring

NASA Astrophysics Data System (ADS)

Samar, Sikandar

This thesis presents an optimization-based statistical estimation approach to find unknown trends in noisy data. A Bayesian framework is used to explicitly take into account prior information about the trends via trend models and constraints. The main focus is on convex formulation of the Bayesian estimation problem, which allows efficient computation of (globally) optimal estimates. There are two main parts of this thesis. The first part formulates trend estimation in systems described by known detailed models as a convex optimization problem. Statistically optimal estimates are then obtained by maximizing a concave log-likelihood function subject to convex constraints. We consider the problem of increasing problem dimension as more measurements become available, and introduce a moving horizon framework to enable recursive estimation of the unknown trend by solving a fixed size convex optimization problem at each horizon. We also present a distributed estimation framework, based on the dual decomposition method, for a system formed by a network of complex sensors with local (convex) estimation. Two specific applications of the convex optimization-based Bayesian estimation approach are described in the second part of the thesis. Batch estimation for parametric diagnostics in a flight control simulation of a space launch vehicle is shown to detect incipient fault trends despite the natural masking properties of feedback in the guidance and control loops. Moving horizon approach is used to estimate time varying fault parameters in a detailed nonlinear simulation model of an unmanned aerial vehicle. An excellent performance is demonstrated in the presence of winds and turbulence.

A trust region-based approach to optimize triple response systems

NASA Astrophysics Data System (ADS)

Fan, Shu-Kai S.; Fan, Chihhao; Huang, Chia-Fen

2014-05-01

This article presents a new computing procedure for the global optimization of the triple response system (TRS) where the response functions are non-convex quadratics and the input factors satisfy a radial constrained region of interest. The TRS arising from response surface modelling can be approximated using a nonlinear mathematical program that considers one primary objective function and two secondary constraint functions. An optimization algorithm named the triple response surface algorithm (TRSALG) is proposed to determine the global optimum for the non-degenerate TRS. In TRSALG, the Lagrange multipliers of the secondary functions are determined using the Hooke-Jeeves search method and the Lagrange multiplier of the radial constraint is located using the trust region method within the global optimality space. The proposed algorithm is illustrated in terms of three examples appearing in the quality-control literature. The results of TRSALG compared to a gradient-based method are also presented.

Do Vascular Networks Branch Optimally or Randomly across Spatial Scales?

PubMed Central

Newberry, Mitchell G.; Savage, Van M.

2016-01-01

Modern models that derive allometric relationships between metabolic rate and body mass are based on the architectural design of the cardiovascular system and presume sibling vessels are symmetric in terms of radius, length, flow rate, and pressure. Here, we study the cardiovascular structure of the human head and torso and of a mouse lung based on three-dimensional images processed via our software Angicart. In contrast to modern allometric theories, we find systematic patterns of asymmetry in vascular branching, potentially explaining previously documented mismatches between predictions (power-law or concave curvature) and observed empirical data (convex curvature) for the allometric scaling of metabolic rate. To examine why these systematic asymmetries in vascular branching might arise, we construct a mathematical framework to derive predictions based on local, junction-level optimality principles that have been proposed to be favored in the course of natural selection and development. The two most commonly used principles are material-cost optimizations (construction materials or blood volume) and optimization of efficient flow via minimization of power loss. We show that material-cost optimization solutions match with distributions for asymmetric branching across the whole network but do not match well for individual junctions. Consequently, we also explore random branching that is constrained at scales that range from local (junction-level) to global (whole network). We find that material-cost optimizations are the strongest predictor of vascular branching in the human head and torso, whereas locally or intermediately constrained random branching is comparable to material-cost optimizations for the mouse lung. These differences could be attributable to developmentally-programmed local branching for larger vessels and constrained random branching for smaller vessels. PMID:27902691

Nash points, Ky Fan inequality and equilibria of abstract economies in Max-Plus and -convexity

NASA Astrophysics Data System (ADS)

Briec, Walter; Horvath, Charles

2008-05-01

-convexity was introduced in [W. Briec, C. Horvath, -convexity, Optimization 53 (2004) 103-127]. Separation and Hahn-Banach like theorems can be found in [G. Adilov, A.M. Rubinov, -convex sets and functions, Numer. Funct. Anal. Optim. 27 (2006) 237-257] and [W. Briec, C.D. Horvath, A. Rubinov, Separation in -convexity, Pacific J. Optim. 1 (2005) 13-30]. We show here that all the basic results related to fixed point theorems are available in -convexity. Ky Fan inequality, existence of Nash equilibria and existence of equilibria for abstract economies are established in the framework of -convexity. Monotone analysis, or analysis on Maslov semimodules [V.N. Kolokoltsov, V.P. Maslov, Idempotent Analysis and Its Applications, Math. Appl., volE 401, Kluwer Academic, 1997; V.P. Litvinov, V.P. Maslov, G.B. Shpitz, Idempotent functional analysis: An algebraic approach, Math. Notes 69 (2001) 696-729; V.P. Maslov, S.N. Samborski (Eds.), Idempotent Analysis, Advances in Soviet Mathematics, Amer. Math. Soc., Providence, RI, 1992], is the natural framework for these results. From this point of view Max-Plus convexity and -convexity are isomorphic Maslov semimodules structures over isomorphic semirings. Therefore all the results of this paper hold in the context of Max-Plus convexity.

DOE Office of Scientific and Technical Information (OSTI.GOV)

Burke, J.V.

The published work on exact penalization is indeed vast. Recently this work has indicated an intimate relationship between exact penalization, Lagrange multipliers, and problem stability or calmness. In the present work we chronicle this development within a simple idealized problem framework, wherein we unify, extend, and refine much of the known theory. In particular, most of the foundations for constrained optimization are developed with the aid of exact penalization techniques. Our approach is highly geometric and is based upon the elementary subdifferential theory for distance functions. It is assumed that the reader is familiar with the theory of convex setsmore » and functions. 54 refs.« less

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

Bypassing the Limits of Ll Regularization: Convex Sparse Signal Processing Using Non-Convex Regularization

NASA Astrophysics Data System (ADS)

Parekh, Ankit

Sparsity has become the basis of some important signal processing methods over the last ten years. Many signal processing problems (e.g., denoising, deconvolution, non-linear component analysis) can be expressed as inverse problems. Sparsity is invoked through the formulation of an inverse problem with suitably designed regularization terms. The regularization terms alone encode sparsity into the problem formulation. Often, the ℓ1 norm is used to induce sparsity, so much so that ℓ1 regularization is considered to be `modern least-squares'. The use of ℓ1 norm, as a sparsity-inducing regularizer, leads to a convex optimization problem, which has several benefits: the absence of extraneous local minima, well developed theory of globally convergent algorithms, even for large-scale problems. Convex regularization via the ℓ1 norm, however, tends to under-estimate the non-zero values of sparse signals. In order to estimate the non-zero values more accurately, non-convex regularization is often favored over convex regularization. However, non-convex regularization generally leads to non-convex optimization, which suffers from numerous issues: convergence may be guaranteed to only a stationary point, problem specific parameters may be difficult to set, and the solution is sensitive to the initialization of the algorithm. The first part of this thesis is aimed toward combining the benefits of non-convex regularization and convex optimization to estimate sparse signals more effectively. To this end, we propose to use parameterized non-convex regularizers with designated non-convexity and provide a range for the non-convex parameter so as to ensure that the objective function is strictly convex. By ensuring convexity of the objective function (sum of data-fidelity and non-convex regularizer), we can make use of a wide variety of convex optimization algorithms to obtain the unique global minimum reliably. The second part of this thesis proposes a non-linear signal decomposition technique for an important biomedical signal processing problem: the detection of sleep spindles and K-complexes in human sleep electroencephalography (EEG). We propose a non-linear model for the EEG consisting of three components: (1) a transient (sparse piecewise constant) component, (2) a low-frequency component, and (3) an oscillatory component. The oscillatory component admits a sparse time-frequency representation. Using a convex objective function, we propose a fast non-linear optimization algorithm to estimate the three components in the proposed signal model. The low-frequency and oscillatory components are then used to estimate the K-complexes and sleep spindles respectively. The proposed detection method is shown to outperform several state-of-the-art automated sleep spindles detection methods.

Novel methods for Solving Economic Dispatch of Security-Constrained Unit Commitment Based on Linear Programming

NASA Astrophysics Data System (ADS)

Guo, Sangang

2017-09-01

There are two stages in solving security-constrained unit commitment problems (SCUC) within Lagrangian framework: one is to obtain feasible units’ states (UC), the other is power economic dispatch (ED) for each unit. The accurate solution of ED is more important for enhancing the efficiency of the solution to SCUC for the fixed feasible units’ statues. Two novel methods named after Convex Combinatorial Coefficient Method and Power Increment Method respectively based on linear programming problem for solving ED are proposed by the piecewise linear approximation to the nonlinear convex fuel cost functions. Numerical testing results show that the methods are effective and efficient.

Computational Efficiency of the Simplex Embedding Method in Convex Nondifferentiable Optimization

NASA Astrophysics Data System (ADS)

Kolosnitsyn, A. V.

2018-02-01

The simplex embedding method for solving convex nondifferentiable optimization problems is considered. A description of modifications of this method based on a shift of the cutting plane intended for cutting off the maximum number of simplex vertices is given. These modification speed up the problem solution. A numerical comparison of the efficiency of the proposed modifications based on the numerical solution of benchmark convex nondifferentiable optimization problems is presented.

Calculating and controlling the error of discrete representations of Pareto surfaces in convex multi-criteria optimization.

PubMed

Craft, David

2010-10-01

A discrete set of points and their convex combinations can serve as a sparse representation of the Pareto surface in multiple objective convex optimization. We develop a method to evaluate the quality of such a representation, and show by example that in multiple objective radiotherapy planning, the number of Pareto optimal solutions needed to represent Pareto surfaces of up to five dimensions grows at most linearly with the number of objectives. The method described is also applicable to the representation of convex sets. Copyright © 2009 Associazione Italiana di Fisica Medica. Published by Elsevier Ltd. All rights reserved.

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.

A Study of Penalty Function Methods for Constraint Handling with Genetic Algorithm

NASA Technical Reports Server (NTRS)

Ortiz, Francisco

2004-01-01

COMETBOARDS (Comparative Evaluation Testbed of Optimization and Analysis Routines for Design of Structures) is a design optimization test bed that can evaluate the performance of several different optimization algorithms. A few of these optimization algorithms are the sequence of unconstrained minimization techniques (SUMT), sequential linear programming (SLP) and the sequential quadratic programming techniques (SQP). A genetic algorithm (GA) is a search technique that is based on the principles of natural selection or "survival of the fittest". Instead of using gradient information, the GA uses the objective function directly in the search. The GA searches the solution space by maintaining a population of potential solutions. Then, using evolving operations such as recombination, mutation and selection, the GA creates successive generations of solutions that will evolve and take on the positive characteristics of their parents and thus gradually approach optimal or near-optimal solutions. By using the objective function directly in the search, genetic algorithms can be effectively applied in non-convex, highly nonlinear, complex problems. The genetic algorithm is not guaranteed to find the global optimum, but it is less likely to get trapped at a local optimum than traditional gradient-based search methods when the objective function is not smooth and generally well behaved. The purpose of this research is to assist in the integration of genetic algorithm (GA) into COMETBOARDS. COMETBOARDS cast the design of structures as a constrained nonlinear optimization problem. One method used to solve constrained optimization problem with a GA to convert the constrained optimization problem into an unconstrained optimization problem by developing a penalty function that penalizes infeasible solutions. There have been several suggested penalty function in the literature each with there own strengths and weaknesses. A statistical analysis of some suggested penalty functions is performed in this study. Also, a response surface approach to robust design is used to develop a new penalty function approach. This new penalty function approach is then compared with the other existing penalty functions.

Photon-efficient super-resolution laser radar

NASA Astrophysics Data System (ADS)

Shin, Dongeek; Shapiro, Jeffrey H.; Goyal, Vivek K.

2017-08-01

The resolution achieved in photon-efficient active optical range imaging systems can be low due to non-idealities such as propagation through a diffuse scattering medium. We propose a constrained optimization-based frame- work to address extremes in scarcity of photons and blurring by a forward imaging kernel. We provide two algorithms for the resulting inverse problem: a greedy algorithm, inspired by sparse pursuit algorithms; and a convex optimization heuristic that incorporates image total variation regularization. We demonstrate that our framework outperforms existing deconvolution imaging techniques in terms of peak signal-to-noise ratio. Since our proposed method is able to super-resolve depth features using small numbers of photon counts, it can be useful for observing fine-scale phenomena in remote sensing through a scattering medium and through-the-skin biomedical imaging applications.

Nonconvex Sparse Logistic Regression With Weakly Convex Regularization

NASA Astrophysics Data System (ADS)

Shen, Xinyue; Gu, Yuantao

2018-06-01

In this work we propose to fit a sparse logistic regression model by a weakly convex regularized nonconvex optimization problem. The idea is based on the finding that a weakly convex function as an approximation of the $\\ell_0$ pseudo norm is able to better induce sparsity than the commonly used $\\ell_1$ norm. For a class of weakly convex sparsity inducing functions, we prove the nonconvexity of the corresponding sparse logistic regression problem, and study its local optimality conditions and the choice of the regularization parameter to exclude trivial solutions. Despite the nonconvexity, a method based on proximal gradient descent is used to solve the general weakly convex sparse logistic regression, and its convergence behavior is studied theoretically. Then the general framework is applied to a specific weakly convex function, and a necessary and sufficient local optimality condition is provided. The solution method is instantiated in this case as an iterative firm-shrinkage algorithm, and its effectiveness is demonstrated in numerical experiments by both randomly generated and real datasets.

LCAMP: Location Constrained Approximate Message Passing for Compressed Sensing MRI

PubMed Central

Sung, Kyunghyun; Daniel, Bruce L; Hargreaves, Brian A

2016-01-01

Iterative thresholding methods have been extensively studied as faster alternatives to convex optimization methods for solving large-sized problems in compressed sensing. A novel iterative thresholding method called LCAMP (Location Constrained Approximate Message Passing) is presented for reducing computational complexity and improving reconstruction accuracy when a nonzero location (or sparse support) constraint can be obtained from view shared images. LCAMP modifies the existing approximate message passing algorithm by replacing the thresholding stage with a location constraint, which avoids adjusting regularization parameters or thresholding levels. This work is first compared with other conventional reconstruction methods using random 1D signals and then applied to dynamic contrast-enhanced breast MRI to demonstrate the excellent reconstruction accuracy (less than 2% absolute difference) and low computation time (5 - 10 seconds using Matlab) with highly undersampled 3D data (244 × 128 × 48; overall reduction factor = 10). PMID:23042658

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.

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

NASA Astrophysics Data System (ADS)

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.

Optimization of spatiotemporally fractionated radiotherapy treatments with bounds on the achievable benefit

NASA Astrophysics Data System (ADS)

Gaddy, Melissa R.; Yıldız, Sercan; Unkelbach, Jan; Papp, Dávid

2018-01-01

Spatiotemporal fractionation schemes, that is, treatments delivering different dose distributions in different fractions, can potentially lower treatment side effects without compromising tumor control. This can be achieved by hypofractionating parts of the tumor while delivering approximately uniformly fractionated doses to the surrounding tissue. Plan optimization for such treatments is based on biologically effective dose (BED); however, this leads to computationally challenging nonconvex optimization problems. Optimization methods that are in current use yield only locally optimal solutions, and it has hitherto been unclear whether these plans are close to the global optimum. We present an optimization framework to compute rigorous bounds on the maximum achievable normal tissue BED reduction for spatiotemporal plans. The approach is demonstrated on liver tumors, where the primary goal is to reduce mean liver BED without compromising any other treatment objective. The BED-based treatment plan optimization problems are formulated as quadratically constrained quadratic programming (QCQP) problems. First, a conventional, uniformly fractionated reference plan is computed using convex optimization. Then, a second, nonconvex, QCQP model is solved to local optimality to compute a spatiotemporally fractionated plan that minimizes mean liver BED, subject to the constraints that the plan is no worse than the reference plan with respect to all other planning goals. Finally, we derive a convex relaxation of the second model in the form of a semidefinite programming problem, which provides a rigorous lower bound on the lowest achievable mean liver BED. The method is presented on five cases with distinct geometries. The computed spatiotemporal plans achieve 12-35% mean liver BED reduction over the optimal uniformly fractionated plans. This reduction corresponds to 79-97% of the gap between the mean liver BED of the uniform reference plans and our lower bounds on the lowest achievable mean liver BED. The results indicate that spatiotemporal treatments can achieve substantial reductions in normal tissue dose and BED, and that local optimization techniques provide high-quality plans that are close to realizing the maximum potential normal tissue dose reduction.

Directional Convexity and Finite Optimality Conditions.

DTIC Science & Technology

1984-03-01

system, Necessary Conditions for optimality. Work Unit Number 5 (Optimization and Large Scale Systems) *Istituto di Matematica Applicata, Universita...that R(T) is convex would then imply x(u,T) e int R(T). Cletituto di Matematica Applicata, Universita di Padova, 35100 ITALY. Sponsored by the United

A path following algorithm for the graph matching problem.

PubMed

Zaslavskiy, Mikhail; Bach, Francis; Vert, Jean-Philippe

2009-12-01

We propose a convex-concave programming approach for the labeled weighted graph matching problem. The convex-concave programming formulation is obtained by rewriting the weighted graph matching problem as a least-square problem on the set of permutation matrices and relaxing it to two different optimization problems: a quadratic convex and a quadratic concave optimization problem on the set of doubly stochastic matrices. The concave relaxation has the same global minimum as the initial graph matching problem, but the search for its global minimum is also a hard combinatorial problem. We, therefore, construct an approximation of the concave problem solution by following a solution path of a convex-concave problem obtained by linear interpolation of the convex and concave formulations, starting from the convex relaxation. This method allows to easily integrate the information on graph label similarities into the optimization problem, and therefore, perform labeled weighted graph matching. The algorithm is compared with some of the best performing graph matching methods on four data sets: simulated graphs, QAPLib, retina vessel images, and handwritten Chinese characters. In all cases, the results are competitive with the state of the art.

Worst-Case Energy Efficiency Maximization in a 5G Massive MIMO-NOMA System.

PubMed

Chinnadurai, Sunil; Selvaprabhu, Poongundran; Jeong, Yongchae; Jiang, Xueqin; Lee, Moon Ho

2017-09-18

In this paper, we examine the robust beamforming design to tackle the energy efficiency (EE) maximization problem in a 5G massive multiple-input multiple-output (MIMO)-non-orthogonal multiple access (NOMA) downlink system with imperfect channel state information (CSI) at the base station. A novel joint user pairing and dynamic power allocation (JUPDPA) algorithm is proposed to minimize the inter user interference and also to enhance the fairness between the users. This work assumes imperfect CSI by adding uncertainties to channel matrices with worst-case model, i.e., ellipsoidal uncertainty model (EUM). A fractional non-convex optimization problem is formulated to maximize the EE subject to the transmit power constraints and the minimum rate requirement for the cell edge user. The designed problem is difficult to solve due to its nonlinear fractional objective function. We firstly employ the properties of fractional programming to transform the non-convex problem into its equivalent parametric form. Then, an efficient iterative algorithm is proposed established on the constrained concave-convex procedure (CCCP) that solves and achieves convergence to a stationary point of the above problem. Finally, Dinkelbach's algorithm is employed to determine the maximum energy efficiency. Comprehensive numerical results illustrate that the proposed scheme attains higher worst-case energy efficiency as compared with the existing NOMA schemes and the conventional orthogonal multiple access (OMA) scheme.

Worst-Case Energy Efficiency Maximization in a 5G Massive MIMO-NOMA System

PubMed Central

Jeong, Yongchae; Jiang, Xueqin; Lee, Moon Ho

2017-01-01

In this paper, we examine the robust beamforming design to tackle the energy efficiency (EE) maximization problem in a 5G massive multiple-input multiple-output (MIMO)-non-orthogonal multiple access (NOMA) downlink system with imperfect channel state information (CSI) at the base station. A novel joint user pairing and dynamic power allocation (JUPDPA) algorithm is proposed to minimize the inter user interference and also to enhance the fairness between the users. This work assumes imperfect CSI by adding uncertainties to channel matrices with worst-case model, i.e., ellipsoidal uncertainty model (EUM). A fractional non-convex optimization problem is formulated to maximize the EE subject to the transmit power constraints and the minimum rate requirement for the cell edge user. The designed problem is difficult to solve due to its nonlinear fractional objective function. We firstly employ the properties of fractional programming to transform the non-convex problem into its equivalent parametric form. Then, an efficient iterative algorithm is proposed established on the constrained concave-convex procedure (CCCP) that solves and achieves convergence to a stationary point of the above problem. Finally, Dinkelbach’s algorithm is employed to determine the maximum energy efficiency. Comprehensive numerical results illustrate that the proposed scheme attains higher worst-case energy efficiency as compared with the existing NOMA schemes and the conventional orthogonal multiple access (OMA) scheme. PMID:28927019

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

Safe Onboard Guidance and Control Under Probabilistic Uncertainty

NASA Technical Reports Server (NTRS)

Blackmore, Lars James

2011-01-01

An algorithm was developed that determines the fuel-optimal spacecraft guidance trajectory that takes into account uncertainty, in order to guarantee that mission safety constraints are satisfied with the required probability. The algorithm uses convex optimization to solve for the optimal trajectory. Convex optimization is amenable to onboard solution due to its excellent convergence properties. The algorithm is novel because, unlike prior approaches, it does not require time-consuming evaluation of multivariate probability densities. Instead, it uses a new mathematical bounding approach to ensure that probability constraints are satisfied, and it is shown that the resulting optimization is convex. Empirical results show that the approach is many orders of magnitude less conservative than existing set conversion techniques, for a small penalty in computation time.

Enhanced Fuel-Optimal Trajectory-Generation Algorithm for Planetary Pinpoint Landing

NASA Technical Reports Server (NTRS)

Acikmese, Behcet; Blackmore, James C.; Scharf, Daniel P.

2011-01-01

An enhanced algorithm is developed that builds on a previous innovation of fuel-optimal powered-descent guidance (PDG) for planetary pinpoint landing. The PDG problem is to compute constrained, fuel-optimal trajectories to land a craft at a prescribed target on a planetary surface, starting from a parachute cut-off point and using a throttleable descent engine. The previous innovation showed the minimal-fuel PDG problem can be posed as a convex optimization problem, in particular, as a Second-Order Cone Program, which can be solved to global optimality with deterministic convergence properties, and hence is a candidate for onboard implementation. To increase the speed and robustness of this convex PDG algorithm for possible onboard implementation, the following enhancements are incorporated: 1) Fast detection of infeasibility (i.e., control authority is not sufficient for soft-landing) for subsequent fault response. 2) The use of a piecewise-linear control parameterization, providing smooth solution trajectories and increasing computational efficiency. 3) An enhanced line-search algorithm for optimal time-of-flight, providing quicker convergence and bounding the number of path-planning iterations needed. 4) An additional constraint that analytically guarantees inter-sample satisfaction of glide-slope and non-sub-surface flight constraints, allowing larger discretizations and, hence, faster optimization. 5) Explicit incorporation of Mars rotation rate into the trajectory computation for improved targeting accuracy. These enhancements allow faster convergence to the fuel-optimal solution and, more importantly, remove the need for a "human-in-the-loop," as constraints will be satisfied over the entire path-planning interval independent of step-size (as opposed to just at the discrete time points) and infeasible initial conditions are immediately detected. Finally, while the PDG stage is typically only a few minutes, ignoring the rotation rate of Mars can introduce 10s of meters of error. By incorporating it, the enhanced PDG algorithm becomes capable of pinpoint targeting.

Integrating NOE and RDC using sum-of-squares relaxation for protein structure determination.

PubMed

Khoo, Y; Singer, A; Cowburn, D

2017-07-01

We revisit the problem of protein structure determination from geometrical restraints from NMR, using convex optimization. It is well-known that the NP-hard distance geometry problem of determining atomic positions from pairwise distance restraints can be relaxed into a convex semidefinite program (SDP). However, often the NOE distance restraints are too imprecise and sparse for accurate structure determination. Residual dipolar coupling (RDC) measurements provide additional geometric information on the angles between atom-pair directions and axes of the principal-axis-frame. The optimization problem involving RDC is highly non-convex and requires a good initialization even within the simulated annealing framework. In this paper, we model the protein backbone as an articulated structure composed of rigid units. Determining the rotation of each rigid unit gives the full protein structure. We propose solving the non-convex optimization problems using the sum-of-squares (SOS) hierarchy, a hierarchy of convex relaxations with increasing complexity and approximation power. Unlike classical global optimization approaches, SOS optimization returns a certificate of optimality if the global optimum is found. Based on the SOS method, we proposed two algorithms-RDC-SOS and RDC-NOE-SOS, that have polynomial time complexity in the number of amino-acid residues and run efficiently on a standard desktop. In many instances, the proposed methods exactly recover the solution to the original non-convex optimization problem. To the best of our knowledge this is the first time SOS relaxation is introduced to solve non-convex optimization problems in structural biology. We further introduce a statistical tool, the Cramér-Rao bound (CRB), to provide an information theoretic bound on the highest resolution one can hope to achieve when determining protein structure from noisy measurements using any unbiased estimator. Our simulation results show that when the RDC measurements are corrupted by Gaussian noise of realistic variance, both SOS based algorithms attain the CRB. We successfully apply our method in a divide-and-conquer fashion to determine the structure of ubiquitin from experimental NOE and RDC measurements obtained in two alignment media, achieving more accurate and faster reconstructions compared to the current state of the art.

Optimal Link Removal for Epidemic Mitigation: A Two-Way Partitioning Approach

PubMed Central

Enns, Eva A.; Mounzer, Jeffrey J.; Brandeau, Margaret L.

2011-01-01

The structure of the contact network through which a disease spreads may influence the optimal use of resources for epidemic control. In this work, we explore how to minimize the spread of infection via quarantining with limited resources. In particular, we examine which links should be removed from the contact network, given a constraint on the number of removable links, such that the number of nodes which are no longer at risk for infection is maximized. We show how this problem can be posed as a non-convex quadratically constrained quadratic program (QCQP), and we use this formulation to derive a link removal algorithm. The performance of our QCQP-based algorithm is validated on small Erdős-Renyi and small-world random graphs, and then tested on larger, more realistic networks, including a real-world network of injection drug use. We show that our approach achieves near optimal performance and out-perform so ther intuitive link removal algorithms, such as removing links in order of edge centrality. PMID:22115862

Maximum margin multiple instance clustering with applications to image and text clustering.

PubMed

Zhang, Dan; Wang, Fei; Si, Luo; Li, Tao

2011-05-01

In multiple instance learning problems, patterns are often given as bags and each bag consists of some instances. Most of existing research in the area focuses on multiple instance classification and multiple instance regression, while very limited work has been conducted for multiple instance clustering (MIC). This paper formulates a novel framework, maximum margin multiple instance clustering (M(3)IC), for MIC. However, it is impractical to directly solve the optimization problem of M(3)IC. Therefore, M(3)IC is relaxed in this paper to enable an efficient optimization solution with a combination of the constrained concave-convex procedure and the cutting plane method. Furthermore, this paper presents some important properties of the proposed method and discusses the relationship between the proposed method and some other related ones. An extensive set of empirical results are shown to demonstrate the advantages of the proposed method against existing research for both effectiveness and efficiency.

Multi-Stage Convex Relaxation Methods for Machine Learning

DTIC Science & Technology

2013-03-01

Many problems in machine learning can be naturally formulated as non-convex optimization problems. However, such direct nonconvex formulations have...original nonconvex formulation. We will develop theoretical properties of this method and algorithmic consequences. Related convex and nonconvex machine learning methods will also be investigated.

Generalized Convexity and Concavity Properties of the Optimal Value Function in Parametric Nonlinear Programming.

DTIC Science & Technology

1983-04-11

existing ones. * -37- !I T-472 REFERENCES [1] Avriel, M., W. E. Diewert, S. Schaible and W. T. Ziemba (1981). Introduction to concave and generalized concave...functions. In Generalized Concavity in Optimization and Economics (S. Schaible and W. T. Ziemba , eds.), Academic Press, New York, pp. 21-50. (21 Bank...Optimality conditions involving generalized convex mappings. In Generalized Concavity in Optimization and Economics (S. Schaible and W. T. Ziemba

Linear Controller Design: Limits of Performance

DTIC Science & Technology

1991-01-01

where a sensor should be placed eg where an accelerometer is to be positioned on an aircraft or where a strain gauge is placed along a beam The...309 VIII CONTENTS 14 Special Algorithms for Convex Optimization 311 Notation and Problem Denitions...311 On Algorithms for Convex Optimization 312 CuttingPlane Algorithms

Algorithms for Mathematical Programming with Emphasis on Bi-level Models

DOE Office of Scientific and Technical Information (OSTI.GOV)

Goldfarb, Donald; Iyengar, Garud

2014-05-22

The research supported by this grant was focused primarily on first-order methods for solving large scale and structured convex optimization problems and convex relaxations of nonconvex problems. These include optimal gradient methods, operator and variable splitting methods, alternating direction augmented Lagrangian methods, and block coordinate descent methods.

Constrained motion model of mobile robots and its applications.

PubMed

Zhang, Fei; Xi, Yugeng; Lin, Zongli; Chen, Weidong

2009-06-01

Target detecting and dynamic coverage are fundamental tasks in mobile robotics and represent two important features of mobile robots: mobility and perceptivity. This paper establishes the constrained motion model and sensor model of a mobile robot to represent these two features and defines the k -step reachable region to describe the states that the robot may reach. We show that the calculation of the k-step reachable region can be reduced from that of 2(k) reachable regions with the fixed motion styles to k + 1 such regions and provide an algorithm for its calculation. Based on the constrained motion model and the k -step reachable region, the problems associated with target detecting and dynamic coverage are formulated and solved. For target detecting, the k-step detectable region is used to describe the area that the robot may detect, and an algorithm for detecting a target and planning the optimal path is proposed. For dynamic coverage, the k-step detected region is used to represent the area that the robot has detected during its motion, and the dynamic-coverage strategy and algorithm are proposed. Simulation results demonstrate the efficiency of the coverage algorithm in both convex and concave environments.

Investigation on the reproduction performance versus acoustic contrast control in sound field synthesis.

PubMed

Bai, Mingsian R; Wen, Jheng-Ciang; Hsu, Hoshen; Hua, Yi-Hsin; Hsieh, Yu-Hao

2014-10-01

A sound reconstruction system is proposed for audio reproduction with extended sweet spot and reduced reflections. An equivalent source method (ESM)-based sound field synthesis (SFS) approach, with the aid of dark zone minimization is adopted in the study. Conventional SFS that is based on the free-field assumption suffers from synthesis error due to boundary reflections. To tackle the problem, the proposed system utilizes convex optimization in designing array filters with both reproduction performance and acoustic contrast taken into consideration. Control points are deployed in the dark zone to minimize the reflections from the walls. Two approaches are employed to constrain the pressure and velocity in the dark zone. Pressure matching error (PME) and acoustic contrast (AC) are used as performance measures in simulations and experiments for a rectangular loudspeaker array. Perceptual Evaluation of Audio Quality (PEAQ) is also used to assess the audio reproduction quality. The results show that the pressure-constrained (PC) method yields better acoustic contrast, but poorer reproduction performance than the pressure-velocity constrained (PVC) method. A subjective listening test also indicates that the PVC method is the preferred method in a live room.

WE-AB-209-07: Explicit and Convex Optimization of Plan Quality Metrics in Intensity-Modulated Radiation Therapy Treatment Planning

DOE Office of Scientific and Technical Information (OSTI.GOV)

Engberg, L; KTH Royal Institute of Technology, Stockholm; Eriksson, K

Purpose: To formulate objective functions of a multicriteria fluence map optimization model that correlate well with plan quality metrics, and to solve this multicriteria model by convex approximation. Methods: In this study, objectives of a multicriteria model are formulated to explicitly either minimize or maximize a dose-at-volume measure. Given the widespread agreement that dose-at-volume levels play important roles in plan quality assessment, these objectives correlate well with plan quality metrics. This is in contrast to the conventional objectives, which are to maximize clinical goal achievement by relating to deviations from given dose-at-volume thresholds: while balancing the new objectives means explicitlymore » balancing dose-at-volume levels, balancing the conventional objectives effectively means balancing deviations. Constituted by the inherently non-convex dose-at-volume measure, the new objectives are approximated by the convex mean-tail-dose measure (CVaR measure), yielding a convex approximation of the multicriteria model. Results: Advantages of using the convex approximation are investigated through juxtaposition with the conventional objectives in a computational study of two patient cases. Clinical goals of each case respectively point out three ROI dose-at-volume measures to be considered for plan quality assessment. This is translated in the convex approximation into minimizing three mean-tail-dose measures. Evaluations of the three ROI dose-at-volume measures on Pareto optimal plans are used to represent plan quality of the Pareto sets. Besides providing increased accuracy in terms of feasibility of solutions, the convex approximation generates Pareto sets with overall improved plan quality. In one case, the Pareto set generated by the convex approximation entirely dominates that generated with the conventional objectives. Conclusion: The initial computational study indicates that the convex approximation outperforms the conventional objectives in aspects of accuracy and plan quality.« less

Scalable Rapidly Deployable Convex Optimization for Data Analytics

DTIC Science & Technology

SOCPs , SDPs, exponential cone programs, and power cone programs. CVXPY supports basic methods for distributed optimization, on...multiple heterogenous platforms. We have also done basic research in various application areas , using CVXPY , to demonstrate its usefulness. See attached report for publication information....Over the period of the contract we have developed the full stack for wide use of convex optimization, in machine learning and many other areas .

Imparting Desired Attributes by Optimization in Structural Design

NASA Technical Reports Server (NTRS)

Sobieszczanski-Sobieski, Jaroslaw; Venter, Gerhard

2003-01-01

Commonly available optimization methods typically produce a single optimal design as a Constrained minimum of a particular objective function. However, in engineering design practice it is quite often important to explore as much of the design space as possible with respect to many attributes to find out what behaviors are possible and not possible within the initially adopted design concept. The paper shows that the very simple method of the sum of objectives is useful for such exploration. By geometrical argument it is demonstrated that if every weighting coefficient is allowed to change its magnitude and its sign then the method returns a set of designs that are all feasible, diverse in their attributes, and include the Pareto and non-Pareto solutions, at least for convex cases. Numerical examples in the paper include a case of an aircraft wing structural box with thousands of degrees of freedom and constraints, and over 100 design variables, whose attributes are structural mass, volume, displacement, and frequency. The method is inherently suitable for parallel, coarse-grained implementation that enables exploration of the design space in the elapsed time of a single structural optimization.

Piecewise convexity of artificial neural networks.

PubMed

Rister, Blaine; Rubin, Daniel L

2017-10-01

Although artificial neural networks have shown great promise in applications including computer vision and speech recognition, there remains considerable practical and theoretical difficulty in optimizing their parameters. The seemingly unreasonable success of gradient descent methods in minimizing these non-convex functions remains poorly understood. In this work we offer some theoretical guarantees for networks with piecewise affine activation functions, which have in recent years become the norm. We prove three main results. First, that the network is piecewise convex as a function of the input data. Second, that the network, considered as a function of the parameters in a single layer, all others held constant, is again piecewise convex. Third, that the network as a function of all its parameters is piecewise multi-convex, a generalization of biconvexity. From here we characterize the local minima and stationary points of the training objective, showing that they minimize the objective on certain subsets of the parameter space. We then analyze the performance of two optimization algorithms on multi-convex problems: gradient descent, and a method which repeatedly solves a number of convex sub-problems. We prove necessary convergence conditions for the first algorithm and both necessary and sufficient conditions for the second, after introducing regularization to the objective. Finally, we remark on the remaining difficulty of the global optimization problem. Under the squared error objective, we show that by varying the training data, a single rectifier neuron admits local minima arbitrarily far apart, both in objective value and parameter space. Copyright © 2017 Elsevier Ltd. All rights reserved.

Optimal boundary regularity for a singular Monge-Ampère equation

NASA Astrophysics Data System (ADS)

Jian, Huaiyu; Li, You

2018-06-01

In this paper we study the optimal global regularity for a singular Monge-Ampère type equation which arises from a few geometric problems. We find that the global regularity does not depend on the smoothness of domain, but it does depend on the convexity of the domain. We introduce (a , η) type to describe the convexity. As a result, we show that the more convex is the domain, the better is the regularity of the solution. In particular, the regularity is the best near angular points.

Fast globally optimal segmentation of 3D prostate MRI with axial symmetry prior.

PubMed

Qiu, Wu; Yuan, Jing; Ukwatta, Eranga; Sun, Yue; Rajchl, Martin; Fenster, Aaron

2013-01-01

We propose a novel global optimization approach to segmenting a given 3D prostate T2w magnetic resonance (MR) image, which enforces the inherent axial symmetry of the prostate shape and simultaneously performs a sequence of 2D axial slice-wise segmentations with a global 3D coherence prior. We show that the proposed challenging combinatorial optimization problem can be solved globally and exactly by means of convex relaxation. With this regard, we introduce a novel coupled continuous max-flow model, which is dual to the studied convex relaxed optimization formulation and leads to an efficient multiplier augmented algorithm based on the modern convex optimization theory. Moreover, the new continuous max-flow based algorithm was implemented on GPUs to achieve a substantial improvement in computation. Experimental results using public and in-house datasets demonstrate great advantages of the proposed method in terms of both accuracy and efficiency.

Visual Tracking via Sparse and Local Linear Coding.

PubMed

Wang, Guofeng; Qin, Xueying; Zhong, Fan; Liu, Yue; Li, Hongbo; Peng, Qunsheng; Yang, Ming-Hsuan

2015-11-01

The state search is an important component of any object tracking algorithm. Numerous algorithms have been proposed, but stochastic sampling methods (e.g., particle filters) are arguably one of the most effective approaches. However, the discretization of the state space complicates the search for the precise object location. In this paper, we propose a novel tracking algorithm that extends the state space of particle observations from discrete to continuous. The solution is determined accurately via iterative linear coding between two convex hulls. The algorithm is modeled by an optimal function, which can be efficiently solved by either convex sparse coding or locality constrained linear coding. The algorithm is also very flexible and can be combined with many generic object representations. Thus, we first use sparse representation to achieve an efficient searching mechanism of the algorithm and demonstrate its accuracy. Next, two other object representation models, i.e., least soft-threshold squares and adaptive structural local sparse appearance, are implemented with improved accuracy to demonstrate the flexibility of our algorithm. Qualitative and quantitative experimental results demonstrate that the proposed tracking algorithm performs favorably against the state-of-the-art methods in dynamic scenes.

Evaluating the effects of real power losses in optimal power flow based storage integration

DOE PAGES

Castillo, Anya; Gayme, Dennice

2017-03-27

This study proposes a DC optimal power flow (DCOPF) with losses formulation (the `-DCOPF+S problem) and uses it to investigate the role of real power losses in OPF based grid-scale storage integration. We derive the `- DCOPF+S problem by augmenting a standard DCOPF with storage (DCOPF+S) problem to include quadratic real power loss approximations. This procedure leads to a multi-period nonconvex quadratically constrained quadratic program, which we prove can be solved to optimality using either a semidefinite or second order cone relaxation. Our approach has some important benefits over existing models. It is more computationally tractable than ACOPF with storagemore » (ACOPF+S) formulations and the provably exact convex relaxations guarantee that an optimal solution can be attained for a feasible problem. Adding loss approximations to a DCOPF+S model leads to a more accurate representation of locational marginal prices, which have been shown to be critical to determining optimal storage dispatch and siting in prior ACOPF+S based studies. Case studies demonstrate the improved accuracy of the `-DCOPF+S model over a DCOPF+S model and the computational advantages over an ACOPF+S formulation.« less

Reduction of shock induced noise in imperfectly expanded supersonic jets using convex optimization

NASA Astrophysics Data System (ADS)

Adhikari, Sam

2007-11-01

Imperfectly expanded jets generate screech noise. The imbalance between the backpressure and the exit pressure of the imperfectly expanded jets produce shock cells and expansion or compression waves from the nozzle. The instability waves and the shock cells interact to generate the screech sound. The mathematical model consists of cylindrical coordinate based full Navier-Stokes equations and large-eddy-simulation turbulence modeling. Analytical and computational analysis of the three-dimensional helical effects provide a model that relates several parameters with shock cell patterns, screech frequency and distribution of shock generation locations. Convex optimization techniques minimize the shock cell patterns and the instability waves. The objective functions are (convex) quadratic and the constraint functions are affine. In the quadratic optimization programs, minimization of the quadratic functions over a set of polyhedrons provides the optimal result. Various industry standard methods like regression analysis, distance between polyhedra, bounding variance, Markowitz optimization, and second order cone programming is used for Quadratic Optimization.

Trajectory Design Employing Convex Optimization for Landing on Irregularly Shaped Asteroids

NASA Technical Reports Server (NTRS)

Pinson, Robin M.; Lu, Ping

2016-01-01

Mission proposals that land spacecraft on asteroids are becoming increasingly popular. However, in order to have a successful mission the spacecraft must reliably and softly land at the intended landing site with pinpoint precision. The problem under investigation is how to design a propellant optimal powered descent trajectory that can be quickly computed onboard the spacecraft, without interaction from the ground control. The propellant optimal control problem in this work is to determine the optimal finite thrust vector to land the spacecraft at a specified location, in the presence of a highly nonlinear gravity field, subject to various mission and operational constraints. The proposed solution uses convex optimization, a gravity model with higher fidelity than Newtonian, and an iterative solution process for a fixed final time problem. In addition, a second optimization method is wrapped around the convex optimization problem to determine the optimal flight time that yields the lowest propellant usage over all flight times. Gravity models designed for irregularly shaped asteroids are investigated. Success of the algorithm is demonstrated by designing powered descent trajectories for the elongated binary asteroid Castalia.

Optshrink LR + S: accelerated fMRI reconstruction using non-convex optimal singular value shrinkage.

PubMed

Aggarwal, Priya; Shrivastava, Parth; Kabra, Tanay; Gupta, Anubha

2017-03-01

This paper presents a new accelerated fMRI reconstruction method, namely, OptShrink LR + S method that reconstructs undersampled fMRI data using a linear combination of low-rank and sparse components. The low-rank component has been estimated using non-convex optimal singular value shrinkage algorithm, while the sparse component has been estimated using convex l 1 minimization. The performance of the proposed method is compared with the existing state-of-the-art algorithms on real fMRI dataset. The proposed OptShrink LR + S method yields good qualitative and quantitative results.

QUADRO: A SUPERVISED DIMENSION REDUCTION METHOD VIA RAYLEIGH QUOTIENT OPTIMIZATION.

PubMed

Fan, Jianqing; Ke, Zheng Tracy; Liu, Han; Xia, Lucy

We propose a novel Rayleigh quotient based sparse quadratic dimension reduction method-named QUADRO (Quadratic Dimension Reduction via Rayleigh Optimization)-for analyzing high-dimensional data. Unlike in the linear setting where Rayleigh quotient optimization coincides with classification, these two problems are very different under nonlinear settings. In this paper, we clarify this difference and show that Rayleigh quotient optimization may be of independent scientific interests. One major challenge of Rayleigh quotient optimization is that the variance of quadratic statistics involves all fourth cross-moments of predictors, which are infeasible to compute for high-dimensional applications and may accumulate too many stochastic errors. This issue is resolved by considering a family of elliptical models. Moreover, for heavy-tail distributions, robust estimates of mean vectors and covariance matrices are employed to guarantee uniform convergence in estimating non-polynomially many parameters, even though only the fourth moments are assumed. Methodologically, QUADRO is based on elliptical models which allow us to formulate the Rayleigh quotient maximization as a convex optimization problem. Computationally, we propose an efficient linearized augmented Lagrangian method to solve the constrained optimization problem. Theoretically, we provide explicit rates of convergence in terms of Rayleigh quotient under both Gaussian and general elliptical models. Thorough numerical results on both synthetic and real datasets are also provided to back up our theoretical results.

Assessing Shape Characteristics of Jupiter Trojans in the Kepler Campaign 6 Field

NASA Astrophysics Data System (ADS)

Sharkey, Benjamin; Ryan, Erin L.; Woodward, Charles E.

2017-10-01

We report estimates of spin pole orientations and body-centric axis ratios of nine Jupiter Trojan asteroids through convex shape models derived from Kepler K2 photometry. Our sample contains single-component as well as candidate binary systems (identified through lightcurve features). Photometric baselines on the targets covered 7 to 93 full rotation periods. By incorporating a bias against highly elongated physical shapes, spin vector orientations of single-component systems were constrained to several discrete regions. Single-component convex models failed to converge on two binary candidates while two others demonstrated pronounced tapering that may be consistent with concavities of contact binaries. Further work to create two-component models is likely necessary to constrain the candidate binary targets. We find that Kepler K2 photometry provides robust datasets capable of providing detailed information on physical shape parameters of Jupiter Trojans.

Convex optimization problem prototyping for image reconstruction in computed tomography with the Chambolle-Pock algorithm

PubMed Central

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

2012-01-01

The primal-dual optimization algorithm developed in Chambolle and Pock (CP), 2011 is applied to various convex optimization problems of interest in computed tomography (CT) image reconstruction. This algorithm allows for rapid prototyping of optimization problems for the purpose of designing iterative image reconstruction algorithms for CT. The primal-dual algorithm is briefly summarized in the article, and its potential for prototyping is demonstrated by explicitly deriving CP algorithm instances for many optimization problems relevant to CT. An example application modeling breast CT with low-intensity X-ray illumination is presented. PMID:22538474

Convex relaxations for gas expansion planning

DOE PAGES

Borraz-Sanchez, Conrado; Bent, Russell Whitford; Backhaus, Scott N.; ...

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

A free boundary approach to the Rosensweig instability of ferrofluids

NASA Astrophysics Data System (ADS)

Parini, Enea; Stylianou, Athanasios

2018-04-01

We establish the existence of saddle points for a free boundary problem describing the two-dimensional free surface of a ferrofluid undergoing normal field instability. The starting point is the ferrohydrostatic equations for the magnetic potentials in the ferrofluid and air, and the function describing their interface. These constitute the strong form for the Euler-Lagrange equations of a convex-concave functional, which we extend to include interfaces that are not necessarily graphs of functions. Saddle points are then found by iterating the direct method of the calculus of variations and applying classical results of convex analysis. For the existence part, we assume a general nonlinear magnetization law; for a linear law, we also show, via convex duality, that the saddle point is a constrained minimizer of the relevant energy functional.

Balancing building and maintenance costs in growing transport networks

NASA Astrophysics Data System (ADS)

Bottinelli, Arianna; Louf, Rémi; Gherardi, Marco

2017-09-01

The costs associated to the length of links impose unavoidable constraints to the growth of natural and artificial transport networks. When future network developments cannot be predicted, the costs of building and maintaining connections cannot be minimized simultaneously, requiring competing optimization mechanisms. Here, we study a one-parameter nonequilibrium model driven by an optimization functional, defined as the convex combination of building cost and maintenance cost. By varying the coefficient of the combination, the model interpolates between global and local length minimization, i.e., between minimum spanning trees and a local version known as dynamical minimum spanning trees. We show that cost balance within this ensemble of dynamical networks is a sufficient ingredient for the emergence of tradeoffs between the network's total length and transport efficiency, and of optimal strategies of construction. At the transition between two qualitatively different regimes, the dynamics builds up power-law distributed waiting times between global rearrangements, indicating a point of nonoptimality. Finally, we use our model as a framework to analyze empirical ant trail networks, showing its relevance as a null model for cost-constrained network formation.

Convex Banding of the Covariance Matrix

PubMed Central

Bien, Jacob; Bunea, Florentina; Xiao, Luo

2016-01-01

We introduce a new sparse estimator of the covariance matrix for high-dimensional models in which the variables have a known ordering. Our estimator, which is the solution to a convex optimization problem, is equivalently expressed as an estimator which tapers the sample covariance matrix by a Toeplitz, sparsely-banded, data-adaptive matrix. As a result of this adaptivity, the convex banding estimator enjoys theoretical optimality properties not attained by previous banding or tapered estimators. In particular, our convex banding estimator is minimax rate adaptive in Frobenius and operator norms, up to log factors, over commonly-studied classes of covariance matrices, and over more general classes. Furthermore, it correctly recovers the bandwidth when the true covariance is exactly banded. Our convex formulation admits a simple and efficient algorithm. Empirical studies demonstrate its practical effectiveness and illustrate that our exactly-banded estimator works well even when the true covariance matrix is only close to a banded matrix, confirming our theoretical results. Our method compares favorably with all existing methods, in terms of accuracy and speed. We illustrate the practical merits of the convex banding estimator by showing that it can be used to improve the performance of discriminant analysis for classifying sound recordings. PMID:28042189

Convex Banding of the Covariance Matrix.

PubMed

Bien, Jacob; Bunea, Florentina; Xiao, Luo

2016-01-01

We introduce a new sparse estimator of the covariance matrix for high-dimensional models in which the variables have a known ordering. Our estimator, which is the solution to a convex optimization problem, is equivalently expressed as an estimator which tapers the sample covariance matrix by a Toeplitz, sparsely-banded, data-adaptive matrix. As a result of this adaptivity, the convex banding estimator enjoys theoretical optimality properties not attained by previous banding or tapered estimators. In particular, our convex banding estimator is minimax rate adaptive in Frobenius and operator norms, up to log factors, over commonly-studied classes of covariance matrices, and over more general classes. Furthermore, it correctly recovers the bandwidth when the true covariance is exactly banded. Our convex formulation admits a simple and efficient algorithm. Empirical studies demonstrate its practical effectiveness and illustrate that our exactly-banded estimator works well even when the true covariance matrix is only close to a banded matrix, confirming our theoretical results. Our method compares favorably with all existing methods, in terms of accuracy and speed. We illustrate the practical merits of the convex banding estimator by showing that it can be used to improve the performance of discriminant analysis for classifying sound recordings.

Design and optimization of color lookup tables on a simplex topology.

PubMed

Monga, Vishal; Bala, Raja; Mo, Xuan

2012-04-01

An important computational problem in color imaging is the design of color transforms that map color between devices or from a device-dependent space (e.g., RGB/CMYK) to a device-independent space (e.g., CIELAB) and vice versa. Real-time processing constraints entail that such nonlinear color transforms be implemented using multidimensional lookup tables (LUTs). Furthermore, relatively sparse LUTs (with efficient interpolation) are employed in practice because of storage and memory constraints. This paper presents a principled design methodology rooted in constrained convex optimization to design color LUTs on a simplex topology. The use of n simplexes, i.e., simplexes in n dimensions, as opposed to traditional lattices, recently has been of great interest in color LUT design for simplex topologies that allow both more analytically tractable formulations and greater efficiency in the LUT. In this framework of n-simplex interpolation, our central contribution is to develop an elegant iterative algorithm that jointly optimizes the placement of nodes of the color LUT and the output values at those nodes to minimize interpolation error in an expected sense. This is in contrast to existing work, which exclusively designs either node locations or the output values. We also develop new analytical results for the problem of node location optimization, which reduces to constrained optimization of a large but sparse interpolation matrix in our framework. We evaluate our n -simplex color LUTs against the state-of-the-art lattice (e.g., International Color Consortium profiles) and simplex-based techniques for approximating two representative multidimensional color transforms that characterize a CMYK xerographic printer and an RGB scanner, respectively. The results show that color LUTs designed on simplexes offer very significant benefits over traditional lattice-based alternatives in improving color transform accuracy even with a much smaller number of nodes.

Convex Formulations of Learning from Crowds

NASA Astrophysics Data System (ADS)

Kajino, Hiroshi; Kashima, Hisashi

It has attracted considerable attention to use crowdsourcing services to collect a large amount of labeled data for machine learning, since crowdsourcing services allow one to ask the general public to label data at very low cost through the Internet. The use of crowdsourcing has introduced a new challenge in machine learning, that is, coping with low quality of crowd-generated data. There have been many recent attempts to address the quality problem of multiple labelers, however, there are two serious drawbacks in the existing approaches, that are, (i) non-convexity and (ii) task homogeneity. Most of the existing methods consider true labels as latent variables, which results in non-convex optimization problems. Also, the existing models assume only single homogeneous tasks, while in realistic situations, clients can offer multiple tasks to crowds and crowd workers can work on different tasks in parallel. In this paper, we propose a convex optimization formulation of learning from crowds by introducing personal models of individual crowds without estimating true labels. We further extend the proposed model to multi-task learning based on the resemblance between the proposed formulation and that for an existing multi-task learning model. We also devise efficient iterative methods for solving the convex optimization problems by exploiting conditional independence structures in multiple classifiers.

Structural optimization via a design space hierarchy

NASA Technical Reports Server (NTRS)

Vanderplaats, G. N.

1976-01-01

Mathematical programming techniques provide a general approach to automated structural design. An iterative method is proposed in which design is treated as a hierarchy of subproblems, one being locally constrained and the other being locally unconstrained. It is assumed that the design space is locally convex in the case of good initial designs and that the objective and constraint functions are continuous, with continuous first derivatives. A general design algorithm is outlined for finding a move direction which will decrease the value of the objective function while maintaining a feasible design. The case of one-dimensional search in a two-variable design space is discussed. Possible applications are discussed. A major feature of the proposed algorithm is its application to problems which are inherently ill-conditioned, such as design of structures for optimum geometry.

Sound reproduction in personal audio systems using the least-squares approach with acoustic contrast control constraint.

PubMed

Cai, Yefeng; Wu, Ming; Yang, Jun

2014-02-01

This paper describes a method for focusing the reproduced sound in the bright zone without disturbing other people in the dark zone in personal audio systems. The proposed method combines the least-squares and acoustic contrast criteria. A constrained parameter is introduced to tune the balance between two performance indices, namely, the acoustic contrast and the spatial average error. An efficient implementation of this method using convex optimization is presented. Offline simulations and real-time experiments using a linear loudspeaker array are conducted to evaluate the performance of the presented method. Results show that compared with the traditional acoustic contrast control method, the proposed method can improve the flatness of response in the bright zone by sacrificing the level of acoustic contrast.

Study on feed forward neural network convex optimization for LiFePO4 battery parameters

NASA Astrophysics Data System (ADS)

Liu, Xuepeng; Zhao, Dongmei

2017-08-01

Based on the modern facility agriculture automatic walking equipment LiFePO4 Battery, the parameter identification of LiFePO4 Battery is analyzed. An improved method for the process model of li battery is proposed, and the on-line estimation algorithm is presented. The parameters of the battery are identified using feed forward network neural convex optimization algorithm.

Optimal Micropatterns in 2D Transport Networks and Their Relation to Image Inpainting

NASA Astrophysics Data System (ADS)

Brancolini, Alessio; Rossmanith, Carolin; Wirth, Benedikt

2018-04-01

We consider two different variational models of transport networks: the so-called branched transport problem and the urban planning problem. Based on a novel relation to Mumford-Shah image inpainting and techniques developed in that field, we show for a two-dimensional situation that both highly non-convex network optimization tasks can be transformed into a convex variational problem, which may be very useful from analytical and numerical perspectives. As applications of the convex formulation, we use it to perform numerical simulations (to our knowledge this is the first numerical treatment of urban planning), and we prove a lower bound for the network cost that matches a known upper bound (in terms of how the cost scales in the model parameters) which helps better understand optimal networks and their minimal costs.

The importance of the convex hull for human performance on the traveling salesman problem: a comment on MacGregor and Ormerod (1996)

PubMed

Lee, M D; Vickers, D

2000-01-01

MacGregor and Ormerod (1996) have presented results purporting to show that human performance on visually presented traveling salesman problems, as indexed by a measure of response uncertainty, is strongly determined by the number of points in the stimulus array falling inside the convex hull, as distinct from the total number of points. It is argued that this conclusion is artifactually determined by their constrained procedure for stimulus construction, and, even if true, would be limited to arrays with fewer than around 50 points.

Powered Descent Guidance with General Thrust-Pointing Constraints

NASA Technical Reports Server (NTRS)

Carson, John M., III; Acikmese, Behcet; Blackmore, Lars

2013-01-01

The Powered Descent Guidance (PDG) algorithm and software for generating Mars pinpoint or precision landing guidance profiles has been enhanced to incorporate thrust-pointing constraints. Pointing constraints would typically be needed for onboard sensor and navigation systems that have specific field-of-view requirements to generate valid ground proximity and terrain-relative state measurements. The original PDG algorithm was designed to enforce both control and state constraints, including maximum and minimum thrust bounds, avoidance of the ground or descent within a glide slope cone, and maximum speed limits. The thrust-bound and thrust-pointing constraints within PDG are non-convex, which in general requires nonlinear optimization methods to generate solutions. The short duration of Mars powered descent requires guaranteed PDG convergence to a solution within a finite time; however, nonlinear optimization methods have no guarantees of convergence to the global optimal or convergence within finite computation time. A lossless convexification developed for the original PDG algorithm relaxed the non-convex thrust bound constraints. This relaxation was theoretically proven to provide valid and optimal solutions for the original, non-convex problem within a convex framework. As with the thrust bound constraint, a relaxation of the thrust-pointing constraint also provides a lossless convexification that ensures the enhanced relaxed PDG algorithm remains convex and retains validity for the original nonconvex problem. The enhanced PDG algorithm provides guidance profiles for pinpoint and precision landing that minimize fuel usage, minimize landing error to the target, and ensure satisfaction of all position and control constraints, including thrust bounds and now thrust-pointing constraints.

An optimized algorithm for multiscale wideband deconvolution of radio astronomical images

NASA Astrophysics Data System (ADS)

Offringa, A. R.; Smirnov, O.

2017-10-01

We describe a new multiscale deconvolution algorithm that can also be used in a multifrequency mode. The algorithm only affects the minor clean loop. In single-frequency mode, the minor loop of our improved multiscale algorithm is over an order of magnitude faster than the casa multiscale algorithm, and produces results of similar quality. For multifrequency deconvolution, a technique named joined-channel cleaning is used. In this mode, the minor loop of our algorithm is two to three orders of magnitude faster than casa msmfs. We extend the multiscale mode with automated scale-dependent masking, which allows structures to be cleaned below the noise. We describe a new scale-bias function for use in multiscale cleaning. We test a second deconvolution method that is a variant of the moresane deconvolution technique, and uses a convex optimization technique with isotropic undecimated wavelets as dictionary. On simple well-calibrated data, the convex optimization algorithm produces visually more representative models. On complex or imperfect data, the convex optimization algorithm has stability issues.

QUADRO: A SUPERVISED DIMENSION REDUCTION METHOD VIA RAYLEIGH QUOTIENT OPTIMIZATION

PubMed Central

Fan, Jianqing; Ke, Zheng Tracy; Liu, Han; Xia, Lucy

2016-01-01

We propose a novel Rayleigh quotient based sparse quadratic dimension reduction method—named QUADRO (Quadratic Dimension Reduction via Rayleigh Optimization)—for analyzing high-dimensional data. Unlike in the linear setting where Rayleigh quotient optimization coincides with classification, these two problems are very different under nonlinear settings. In this paper, we clarify this difference and show that Rayleigh quotient optimization may be of independent scientific interests. One major challenge of Rayleigh quotient optimization is that the variance of quadratic statistics involves all fourth cross-moments of predictors, which are infeasible to compute for high-dimensional applications and may accumulate too many stochastic errors. This issue is resolved by considering a family of elliptical models. Moreover, for heavy-tail distributions, robust estimates of mean vectors and covariance matrices are employed to guarantee uniform convergence in estimating non-polynomially many parameters, even though only the fourth moments are assumed. Methodologically, QUADRO is based on elliptical models which allow us to formulate the Rayleigh quotient maximization as a convex optimization problem. Computationally, we propose an efficient linearized augmented Lagrangian method to solve the constrained optimization problem. Theoretically, we provide explicit rates of convergence in terms of Rayleigh quotient under both Gaussian and general elliptical models. Thorough numerical results on both synthetic and real datasets are also provided to back up our theoretical results. PMID:26778864

End-point controller design for an experimental two-link flexible manipulator using convex optimization

NASA Technical Reports Server (NTRS)

Oakley, Celia M.; Barratt, Craig H.

1990-01-01

Recent results in linear controller design are used to design an end-point controller for an experimental two-link flexible manipulator. A nominal 14-state linear-quadratic-Gaussian (LQG) controller was augmented with a 528-tap finite-impulse-response (FIR) filter designed using convex optimization techniques. The resulting 278-state controller produced improved end-point trajectory tracking and disturbance rejection in simulation and experimentally in real time.

Scalable splitting algorithms for big-data interferometric imaging in the SKA era

NASA Astrophysics Data System (ADS)

Onose, Alexandru; Carrillo, Rafael E.; Repetti, Audrey; McEwen, Jason D.; Thiran, Jean-Philippe; Pesquet, Jean-Christophe; Wiaux, Yves

2016-11-01

In the context of next-generation radio telescopes, like the Square Kilometre Array (SKA), the efficient processing of large-scale data sets is extremely important. Convex optimization tasks under the compressive sensing framework have recently emerged and provide both enhanced image reconstruction quality and scalability to increasingly larger data sets. We focus herein mainly on scalability and propose two new convex optimization algorithmic structures able to solve the convex optimization tasks arising in radio-interferometric imaging. They rely on proximal splitting and forward-backward iterations and can be seen, by analogy, with the CLEAN major-minor cycle, as running sophisticated CLEAN-like iterations in parallel in multiple data, prior, and image spaces. Both methods support any convex regularization function, in particular, the well-studied ℓ1 priors promoting image sparsity in an adequate domain. Tailored for big-data, they employ parallel and distributed computations to achieve scalability, in terms of memory and computational requirements. One of them also exploits randomization, over data blocks at each iteration, offering further flexibility. We present simulation results showing the feasibility of the proposed methods as well as their advantages compared to state-of-the-art algorithmic solvers. Our MATLAB code is available online on GitHub.

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

NASA Astrophysics Data System (ADS)

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.

Localized Multiple Kernel Learning A Convex Approach

DTIC Science & Technology

2016-11-22

data. All the aforementioned approaches to localized MKL are formulated in terms of non-convex optimization problems, and deep the- oretical...learning. IEEE Transactions on Neural Networks, 22(3):433–446, 2011. Jingjing Yang, Yuanning Li, Yonghong Tian, Lingyu Duan, and Wen Gao. Group-sensitive

Image deblurring based on nonlocal regularization with a non-convex sparsity constraint

NASA Astrophysics Data System (ADS)

Zhu, Simiao; Su, Zhenming; Li, Lian; Yang, Yi

2018-04-01

In recent years, nonlocal regularization methods for image restoration (IR) have drawn more and more attention due to the promising results obtained when compared to the traditional local regularization methods. Despite the success of this technique, in order to obtain computational efficiency, a convex regularizing functional is exploited in most existing methods, which is equivalent to imposing a convex prior on the nonlocal difference operator output. However, our conducted experiment illustrates that the empirical distribution of the output of the nonlocal difference operator especially in the seminal work of Kheradmand et al. should be characterized with an extremely heavy-tailed distribution rather than a convex distribution. Therefore, in this paper, we propose a nonlocal regularization-based method with a non-convex sparsity constraint for image deblurring. Finally, an effective algorithm is developed to solve the corresponding non-convex optimization problem. The experimental results demonstrate the effectiveness of the proposed method.

An accelerated proximal augmented Lagrangian method and its application in compressive sensing.

PubMed

Sun, Min; Liu, Jing

2017-01-01

As a first-order method, the augmented Lagrangian method (ALM) is a benchmark solver for linearly constrained convex programming, and in practice some semi-definite proximal terms are often added to its primal variable's subproblem to make it more implementable. In this paper, we propose an accelerated PALM with indefinite proximal regularization (PALM-IPR) for convex programming with linear constraints, which generalizes the proximal terms from semi-definite to indefinite. Under mild assumptions, we establish the worst-case [Formula: see text] convergence rate of PALM-IPR in a non-ergodic sense. Finally, numerical results show that our new method is feasible and efficient for solving compressive sensing.

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

PubMed Central

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

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.

Autonomous optimal trajectory design employing convex optimization for powered descent on an asteroid

NASA Astrophysics Data System (ADS)

Pinson, Robin Marie

Mission proposals that land spacecraft on asteroids are becoming increasingly popular. However, in order to have a successful mission the spacecraft must reliably and softly land at the intended landing site with pinpoint precision. The problem under investigation is how to design a propellant (fuel) optimal powered descent trajectory that can be quickly computed onboard the spacecraft, without interaction from ground control. The goal is to autonomously design the optimal powered descent trajectory onboard the spacecraft immediately prior to the descent burn for use during the burn. Compared to a planetary powered landing problem, the challenges that arise from designing an asteroid powered descent trajectory include complicated nonlinear gravity fields, small rotating bodies, and low thrust vehicles. The nonlinear gravity fields cannot be represented by a constant gravity model nor a Newtonian model. The trajectory design algorithm needs to be robust and efficient to guarantee a designed trajectory and complete the calculations in a reasonable time frame. This research investigates the following questions: Can convex optimization be used to design the minimum propellant powered descent trajectory for a soft landing on an asteroid? Is this method robust and reliable to allow autonomy onboard the spacecraft without interaction from ground control? This research designed a convex optimization based method that rapidly generates the propellant optimal asteroid powered descent trajectory. The solution to the convex optimization problem is the thrust magnitude and direction, which designs and determines the trajectory. The propellant optimal problem was formulated as a second order cone program, a subset of convex optimization, through relaxation techniques by including a slack variable, change of variables, and incorporation of the successive solution method. Convex optimization solvers, especially second order cone programs, are robust, reliable, and are guaranteed to find the global minimum provided one exists. In addition, an outer optimization loop using Brent's method determines the optimal flight time corresponding to the minimum propellant usage over all flight times. Inclusion of additional trajectory constraints, solely vertical motion near the landing site and glide slope, were evaluated. Through a theoretical proof involving the Minimum Principle from Optimal Control Theory and the Karush-Kuhn-Tucker conditions it was shown that the relaxed problem is identical to the original problem at the minimum point. Therefore, the optimal solution of the relaxed problem is an optimal solution of the original problem, referred to as lossless convexification. A key finding is that this holds for all levels of gravity model fidelity. The designed thrust magnitude profiles were the bang-bang predicted by Optimal Control Theory. The first high fidelity gravity model employed was the 2x2 spherical harmonics model assuming a perfect triaxial ellipsoid and placement of the coordinate frame at the asteroid's center of mass and aligned with the semi-major axes. The spherical harmonics model is not valid inside the Brillouin sphere and this becomes relevant for irregularly shaped asteroids. Then, a higher fidelity model was implemented combining the 4x4 spherical harmonics gravity model with the interior spherical Bessel gravity model. All gravitational terms in the equations of motion are evaluated with the position vector from the previous iteration, creating the successive solution method. Methodology success was shown by applying the algorithm to three triaxial ellipsoidal asteroids with four different rotation speeds using the 2x2 gravity model. Finally, the algorithm was tested using the irregularly shaped asteroid, Castalia.

A Depth-Adjustment Deployment Algorithm Based on Two-Dimensional Convex Hull and Spanning Tree for Underwater Wireless Sensor Networks.

PubMed

Jiang, Peng; Liu, Shuai; Liu, Jun; Wu, Feng; Zhang, Le

2016-07-14

Most of the existing node depth-adjustment deployment algorithms for underwater wireless sensor networks (UWSNs) just consider how to optimize network coverage and connectivity rate. However, these literatures don't discuss full network connectivity, while optimization of network energy efficiency and network reliability are vital topics for UWSN deployment. Therefore, in this study, a depth-adjustment deployment algorithm based on two-dimensional (2D) convex hull and spanning tree (NDACS) for UWSNs is proposed. First, the proposed algorithm uses the geometric characteristics of a 2D convex hull and empty circle to find the optimal location of a sleep node and activate it, minimizes the network coverage overlaps of the 2D plane, and then increases the coverage rate until the first layer coverage threshold is reached. Second, the sink node acts as a root node of all active nodes on the 2D convex hull and then forms a small spanning tree gradually. Finally, the depth-adjustment strategy based on time marker is used to achieve the three-dimensional overall network deployment. Compared with existing depth-adjustment deployment algorithms, the simulation results show that the NDACS algorithm can maintain full network connectivity with high network coverage rate, as well as improved network average node degree, thus increasing network reliability.

A Depth-Adjustment Deployment Algorithm Based on Two-Dimensional Convex Hull and Spanning Tree for Underwater Wireless Sensor Networks

PubMed Central

Jiang, Peng; Liu, Shuai; Liu, Jun; Wu, Feng; Zhang, Le

2016-01-01

Most of the existing node depth-adjustment deployment algorithms for underwater wireless sensor networks (UWSNs) just consider how to optimize network coverage and connectivity rate. However, these literatures don’t discuss full network connectivity, while optimization of network energy efficiency and network reliability are vital topics for UWSN deployment. Therefore, in this study, a depth-adjustment deployment algorithm based on two-dimensional (2D) convex hull and spanning tree (NDACS) for UWSNs is proposed. First, the proposed algorithm uses the geometric characteristics of a 2D convex hull and empty circle to find the optimal location of a sleep node and activate it, minimizes the network coverage overlaps of the 2D plane, and then increases the coverage rate until the first layer coverage threshold is reached. Second, the sink node acts as a root node of all active nodes on the 2D convex hull and then forms a small spanning tree gradually. Finally, the depth-adjustment strategy based on time marker is used to achieve the three-dimensional overall network deployment. Compared with existing depth-adjustment deployment algorithms, the simulation results show that the NDACS algorithm can maintain full network connectivity with high network coverage rate, as well as improved network average node degree, thus increasing network reliability. PMID:27428970

A Bayesian observer replicates convexity context effects in figure-ground perception.

PubMed

Goldreich, Daniel; Peterson, Mary A

2012-01-01

Peterson and Salvagio (2008) demonstrated convexity context effects in figure-ground perception. Subjects shown displays consisting of unfamiliar alternating convex and concave regions identified the convex regions as foreground objects progressively more frequently as the number of regions increased; this occurred only when the concave regions were homogeneously colored. The origins of these effects have been unclear. Here, we present a two-free-parameter Bayesian observer that replicates convexity context effects. The Bayesian observer incorporates two plausible expectations regarding three-dimensional scenes: (1) objects tend to be convex rather than concave, and (2) backgrounds tend (more than foreground objects) to be homogeneously colored. The Bayesian observer estimates the probability that a depicted scene is three-dimensional, and that the convex regions are figures. It responds stochastically by sampling from its posterior distributions. Like human observers, the Bayesian observer shows convexity context effects only for images with homogeneously colored concave regions. With optimal parameter settings, it performs similarly to the average human subject on the four display types tested. We propose that object convexity and background color homogeneity are environmental regularities exploited by human visual perception; vision achieves figure-ground perception by interpreting ambiguous images in light of these and other expected regularities in natural scenes.

Nested Conjugate Gradient Algorithm with Nested Preconditioning for Non-linear Image Restoration.

PubMed

Skariah, Deepak G; Arigovindan, Muthuvel

2017-06-19

We develop a novel optimization algorithm, which we call Nested Non-Linear Conjugate Gradient algorithm (NNCG), for image restoration based on quadratic data fitting and smooth non-quadratic regularization. The algorithm is constructed as a nesting of two conjugate gradient (CG) iterations. The outer iteration is constructed as a preconditioned non-linear CG algorithm; the preconditioning is performed by the inner CG iteration that is linear. The inner CG iteration, which performs preconditioning for outer CG iteration, itself is accelerated by an another FFT based non-iterative preconditioner. We prove that the method converges to a stationary point for both convex and non-convex regularization functionals. We demonstrate experimentally that proposed method outperforms the well-known majorization-minimization method used for convex regularization, and a non-convex inertial-proximal method for non-convex regularization functional.

Minimal norm constrained interpolation. Ph.D. Thesis

NASA Technical Reports Server (NTRS)

Irvine, L. D.

1985-01-01

In computational fluid dynamics and in CAD/CAM, a physical boundary is usually known only discreetly and most often must be approximated. An acceptable approximation preserves the salient features of the data such as convexity and concavity. In this dissertation, a smooth interpolant which is locally concave where the data are concave and is locally convex where the data are convex is described. The interpolant is found by posing and solving a minimization problem whose solution is a piecewise cubic polynomial. The problem is solved indirectly by using the Peano Kernal theorem to recast it into an equivalent minimization problem having the second derivative of the interpolant as the solution. This approach leads to the solution of a nonlinear system of equations. It is shown that Newton's method is an exceptionally attractive and efficient method for solving the nonlinear system of equations. Examples of shape-preserving interpolants, as well as convergence results obtained by using Newton's method are also shown. A FORTRAN program to compute these interpolants is listed. The problem of computing the interpolant of minimal norm from a convex cone in a normal dual space is also discussed. An extension of de Boor's work on minimal norm unconstrained interpolation is presented.

L 1-2 minimization for exact and stable seismic attenuation compensation

NASA Astrophysics Data System (ADS)

Wang, Yufeng; Ma, Xiong; Zhou, Hui; Chen, Yangkang

2018-06-01

Frequency-dependent amplitude absorption and phase velocity dispersion are typically linked by the causality-imposed Kramers-Kronig relations, which inevitably degrade the quality of seismic data. Seismic attenuation compensation is an important processing approach for enhancing signal resolution and fidelity, which can be performed on either pre-stack or post-stack data so as to mitigate amplitude absorption and phase dispersion effects resulting from intrinsic anelasticity of subsurface media. Inversion-based compensation with L1 norm constraint, enlightened by the sparsity of the reflectivity series, enjoys better stability over traditional inverse Q filtering. However, constrained L1 minimization serving as the convex relaxation of the literal L0 sparsity count may not give the sparsest solution when the kernel matrix is severely ill conditioned. Recently, non-convex metric for compressed sensing has attracted considerable research interest. In this paper, we propose a nearly unbiased approximation of the vector sparsity, denoted as L1-2 minimization, for exact and stable seismic attenuation compensation. Non-convex penalty function of L1-2 norm can be decomposed into two convex subproblems via difference of convex algorithm, each subproblem can be solved efficiently by alternating direction method of multipliers. The superior performance of the proposed compensation scheme based on L1-2 metric over conventional L1 penalty is further demonstrated by both synthetic and field examples.

A distributed approach to the OPF problem

NASA Astrophysics Data System (ADS)

Erseghe, Tomaso

2015-12-01

This paper presents a distributed approach to optimal power flow (OPF) in an electrical network, suitable for application in a future smart grid scenario where access to resource and control is decentralized. The non-convex OPF problem is solved by an augmented Lagrangian method, similar to the widely known ADMM algorithm, with the key distinction that penalty parameters are constantly increased. A (weak) assumption on local solver reliability is required to always ensure convergence. A certificate of convergence to a local optimum is available in the case of bounded penalty parameters. For moderate sized networks (up to 300 nodes, and even in the presence of a severe partition of the network), the approach guarantees a performance very close to the optimum, with an appreciably fast convergence speed. The generality of the approach makes it applicable to any (convex or non-convex) distributed optimization problem in networked form. In the comparison with the literature, mostly focused on convex SDP approximations, the chosen approach guarantees adherence to the reference problem, and it also requires a smaller local computational complexity effort.

Riemannian and Lorentzian flow-cut theorems

NASA Astrophysics Data System (ADS)

Headrick, Matthew; Hubeny, Veronika E.

2018-05-01

We prove several geometric theorems using tools from the theory of convex optimization. In the Riemannian setting, we prove the max flow-min cut (MFMC) theorem for boundary regions, applied recently to develop a ‘bit-thread’ interpretation of holographic entanglement entropies. We also prove various properties of the max flow and min cut, including respective nesting properties. In the Lorentzian setting, we prove the analogous MFMC theorem, which states that the volume of a maximal slice equals the flux of a minimal flow, where a flow is defined as a divergenceless timelike vector field with norm at least 1. This theorem includes as a special case a continuum version of Dilworth’s theorem from the theory of partially ordered sets. We include a brief review of the necessary tools from the theory of convex optimization, in particular Lagrangian duality and convex relaxation.

Non-convex Statistical Optimization for Sparse Tensor Graphical Model

PubMed Central

Sun, Wei; Wang, Zhaoran; Liu, Han; Cheng, Guang

2016-01-01

We consider the estimation of sparse graphical models that characterize the dependency structure of high-dimensional tensor-valued data. To facilitate the estimation of the precision matrix corresponding to each way of the tensor, we assume the data follow a tensor normal distribution whose covariance has a Kronecker product structure. The penalized maximum likelihood estimation of this model involves minimizing a non-convex objective function. In spite of the non-convexity of this estimation problem, we prove that an alternating minimization algorithm, which iteratively estimates each sparse precision matrix while fixing the others, attains an estimator with the optimal statistical rate of convergence as well as consistent graph recovery. Notably, such an estimator achieves estimation consistency with only one tensor sample, which is unobserved in previous work. Our theoretical results are backed by thorough numerical studies. PMID:28316459

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. Copyright © 2015 Elsevier B.V. All rights reserved.

Fluence map optimization (FMO) with dose-volume constraints in IMRT using the geometric distance sorting method.

PubMed

Lan, Yihua; Li, Cunhua; Ren, Haozheng; Zhang, Yong; Min, Zhifang

2012-10-21

A new heuristic algorithm based on the so-called geometric distance sorting technique is proposed for solving the fluence map optimization with dose-volume constraints which is one of the most essential tasks for inverse planning in IMRT. The framework of the proposed method is basically an iterative process which begins with a simple linear constrained quadratic optimization model without considering any dose-volume constraints, and then the dose constraints for the voxels violating the dose-volume constraints are gradually added into the quadratic optimization model step by step until all the dose-volume constraints are satisfied. In each iteration step, an interior point method is adopted to solve each new linear constrained quadratic programming. For choosing the proper candidate voxels for the current dose constraint adding, a so-called geometric distance defined in the transformed standard quadratic form of the fluence map optimization model was used to guide the selection of the voxels. The new geometric distance sorting technique can mostly reduce the unexpected increase of the objective function value caused inevitably by the constraint adding. It can be regarded as an upgrading to the traditional dose sorting technique. The geometry explanation for the proposed method is also given and a proposition is proved to support our heuristic idea. In addition, a smart constraint adding/deleting strategy is designed to ensure a stable iteration convergence. The new algorithm is tested on four cases including head-neck, a prostate, a lung and an oropharyngeal, and compared with the algorithm based on the traditional dose sorting technique. Experimental results showed that the proposed method is more suitable for guiding the selection of new constraints than the traditional dose sorting method, especially for the cases whose target regions are in non-convex shapes. It is a more efficient optimization technique to some extent for choosing constraints than the dose sorting method. By integrating a smart constraint adding/deleting scheme within the iteration framework, the new technique builds up an improved algorithm for solving the fluence map optimization with dose-volume constraints.

TH-EF-BRB-05: 4pi Non-Coplanar IMRT Beam Angle Selection by Convex Optimization with Group Sparsity Penalty

DOE Office of Scientific and Technical Information (OSTI.GOV)

O’Connor, D; Nguyen, D; Voronenko, Y

Purpose: Integrated beam orientation and fluence map optimization is expected to be the foundation of robust automated planning but existing heuristic methods do not promise global optimality. We aim to develop a new method for beam angle selection in 4π non-coplanar IMRT systems based on solving (globally) a single convex optimization problem, and to demonstrate the effectiveness of the method by comparison with a state of the art column generation method for 4π beam angle selection. Methods: The beam angle selection problem is formulated as a large scale convex fluence map optimization problem with an additional group sparsity term thatmore » encourages most candidate beams to be inactive. The optimization problem is solved using an accelerated first-order method, the Fast Iterative Shrinkage-Thresholding Algorithm (FISTA). The beam angle selection and fluence map optimization algorithm is used to create non-coplanar 4π treatment plans for several cases (including head and neck, lung, and prostate cases) and the resulting treatment plans are compared with 4π treatment plans created using the column generation algorithm. Results: In our experiments the treatment plans created using the group sparsity method meet or exceed the dosimetric quality of plans created using the column generation algorithm, which was shown superior to clinical plans. Moreover, the group sparsity approach converges in about 3 minutes in these cases, as compared with runtimes of a few hours for the column generation method. Conclusion: This work demonstrates the first non-greedy approach to non-coplanar beam angle selection, based on convex optimization, for 4π IMRT systems. The method given here improves both treatment plan quality and runtime as compared with a state of the art column generation algorithm. When the group sparsity term is set to zero, we obtain an excellent method for fluence map optimization, useful when beam angles have already been selected. NIH R43CA183390, NIH R01CA188300, Varian Medical Systems; Part of this research took place while D. O’Connor was a summer intern at RefleXion Medical.« less

Maximally dense packings of two-dimensional convex and concave noncircular particles.

PubMed

Atkinson, Steven; Jiao, Yang; Torquato, Salvatore

2012-09-01

Dense packings of hard particles have important applications in many fields, including condensed matter physics, discrete geometry, and cell biology. In this paper, we employ a stochastic search implementation of the Torquato-Jiao adaptive-shrinking-cell (ASC) optimization scheme [Nature (London) 460, 876 (2009)] to find maximally dense particle packings in d-dimensional Euclidean space R(d). While the original implementation was designed to study spheres and convex polyhedra in d≥3, our implementation focuses on d=2 and extends the algorithm to include both concave polygons and certain complex convex or concave nonpolygonal particle shapes. We verify the robustness of this packing protocol by successfully reproducing the known putative optimal packings of congruent copies of regular pentagons and octagons, then employ it to suggest dense packing arrangements of congruent copies of certain families of concave crosses, convex and concave curved triangles (incorporating shapes resembling the Mercedes-Benz logo), and "moonlike" shapes. Analytical constructions are determined subsequently to obtain the densest known packings of these particle shapes. For the examples considered, we find that the densest packings of both convex and concave particles with central symmetry are achieved by their corresponding optimal Bravais lattice packings; for particles lacking central symmetry, the densest packings obtained are nonlattice periodic packings, which are consistent with recently-proposed general organizing principles for hard particles. Moreover, we find that the densest known packings of certain curved triangles are periodic with a four-particle basis, and we find that the densest known periodic packings of certain moonlike shapes possess no inherent symmetries. Our work adds to the growing evidence that particle shape can be used as a tuning parameter to achieve a diversity of packing structures.

Maximally dense packings of two-dimensional convex and concave noncircular particles

NASA Astrophysics Data System (ADS)

Atkinson, Steven; Jiao, Yang; Torquato, Salvatore

2012-09-01

Dense packings of hard particles have important applications in many fields, including condensed matter physics, discrete geometry, and cell biology. In this paper, we employ a stochastic search implementation of the Torquato-Jiao adaptive-shrinking-cell (ASC) optimization scheme [Nature (London)NATUAS0028-083610.1038/nature08239 460, 876 (2009)] to find maximally dense particle packings in d-dimensional Euclidean space Rd. While the original implementation was designed to study spheres and convex polyhedra in d≥3, our implementation focuses on d=2 and extends the algorithm to include both concave polygons and certain complex convex or concave nonpolygonal particle shapes. We verify the robustness of this packing protocol by successfully reproducing the known putative optimal packings of congruent copies of regular pentagons and octagons, then employ it to suggest dense packing arrangements of congruent copies of certain families of concave crosses, convex and concave curved triangles (incorporating shapes resembling the Mercedes-Benz logo), and “moonlike” shapes. Analytical constructions are determined subsequently to obtain the densest known packings of these particle shapes. For the examples considered, we find that the densest packings of both convex and concave particles with central symmetry are achieved by their corresponding optimal Bravais lattice packings; for particles lacking central symmetry, the densest packings obtained are nonlattice periodic packings, which are consistent with recently-proposed general organizing principles for hard particles. Moreover, we find that the densest known packings of certain curved triangles are periodic with a four-particle basis, and we find that the densest known periodic packings of certain moonlike shapes possess no inherent symmetries. Our work adds to the growing evidence that particle shape can be used as a tuning parameter to achieve a diversity of packing structures.

Energy optimization in mobile sensor networks

NASA Astrophysics Data System (ADS)

Yu, Shengwei

Mobile sensor networks are considered to consist of a network of mobile robots, each of which has computation, communication and sensing capabilities. Energy efficiency is a critical issue in mobile sensor networks, especially when mobility (i.e., locomotion control), routing (i.e., communications) and sensing are unique characteristics of mobile robots for energy optimization. This thesis focuses on the problem of energy optimization of mobile robotic sensor networks, and the research results can be extended to energy optimization of a network of mobile robots that monitors the environment, or a team of mobile robots that transports materials from stations to stations in a manufacturing environment. On the energy optimization of mobile robotic sensor networks, our research focuses on the investigation and development of distributed optimization algorithms to exploit the mobility of robotic sensor nodes for network lifetime maximization. In particular, the thesis studies these five problems: 1. Network-lifetime maximization by controlling positions of networked mobile sensor robots based on local information with distributed optimization algorithms; 2. Lifetime maximization of mobile sensor networks with energy harvesting modules; 3. Lifetime maximization using joint design of mobility and routing; 4. Optimal control for network energy minimization; 5. Network lifetime maximization in mobile visual sensor networks. In addressing the first problem, we consider only the mobility strategies of the robotic relay nodes in a mobile sensor network in order to maximize its network lifetime. By using variable substitutions, the original problem is converted into a convex problem, and a variant of the sub-gradient method for saddle-point computation is developed for solving this problem. An optimal solution is obtained by the method. Computer simulations show that mobility of robotic sensors can significantly prolong the lifetime of the whole robotic sensor network while consuming negligible amount of energy for mobility cost. For the second problem, the problem is extended to accommodate mobile robotic nodes with energy harvesting capability, which makes it a non-convex optimization problem. The non-convexity issue is tackled by using the existing sequential convex approximation method, based on which we propose a novel procedure of modified sequential convex approximation that has fast convergence speed. For the third problem, the proposed procedure is used to solve another challenging non-convex problem, which results in utilizing mobility and routing simultaneously in mobile robotic sensor networks to prolong the network lifetime. The results indicate that joint design of mobility and routing has an edge over other methods in prolonging network lifetime, which is also the justification for the use of mobility in mobile sensor networks for energy efficiency purpose. For the fourth problem, we include the dynamics of the robotic nodes in the problem by modeling the networked robotic system using hybrid systems theory. A novel distributed method for the networked hybrid system is used to solve the optimal moving trajectories for robotic nodes and optimal network links, which are not answered by previous approaches. Finally, the fact that mobility is more effective in prolonging network lifetime for a data-intensive network leads us to apply our methods to study mobile visual sensor networks, which are useful in many applications. We investigate the joint design of mobility, data routing, and encoding power to help improving the video quality while maximizing the network lifetime. This study leads to a better understanding of the role mobility can play in data-intensive surveillance sensor networks.

Reentry trajectory optimization with waypoint and no-fly zone constraints using multiphase convex programming

NASA Astrophysics Data System (ADS)

Zhao, Dang-Jun; Song, Zheng-Yu

2017-08-01

This study proposes a multiphase convex programming approach for rapid reentry trajectory generation that satisfies path, waypoint and no-fly zone (NFZ) constraints on Common Aerial Vehicles (CAVs). Because the time when the vehicle reaches the waypoint is unknown, the trajectory of the vehicle is divided into several phases according to the prescribed waypoints, rendering a multiphase optimization problem with free final time. Due to the requirement of rapidity, the minimum flight time of each phase index is preferred over other indices in this research. The sequential linearization is used to approximate the nonlinear dynamics of the vehicle as well as the nonlinear concave path constraints on the heat rate, dynamic pressure, and normal load; meanwhile, the convexification techniques are proposed to relax the concave constraints on control variables. Next, the original multiphase optimization problem is reformulated as a standard second-order convex programming problem. Theoretical analysis is conducted to show that the original problem and the converted problem have the same solution. Numerical results are presented to demonstrate that the proposed approach is efficient and effective.

Trajectory Design Employing Convex Optimization for Landing on Irregularly Shaped Asteroids

NASA Technical Reports Server (NTRS)

Pinson, Robin M.; Lu, Ping

2016-01-01

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. There are two previous studies that form the background to the current investigation. The first set looked in-depth at applying convex optimization to a powered descent trajectory on Mars with promising results.1, 2 This showed that the powered descent equations of motion can be relaxed and formed into a convex optimization problem and that the optimal solution of the relaxed problem is indeed a feasible solution to the original problem. This analysis used a constant gravity field. The second area applied a successive solution process to formulate a second order cone program that designs rendezvous and proximity operations trajectories.3, 4 These trajectories included a Newtonian gravity model. The equivalence of the solutions between the relaxed and the original problem is theoretically established. The proposed solution for designing the asteroid powered descent trajectory is to use convex optimization, a gravity model with higher fidelity than Newtonian, and an iterative solution process to design the fuel optimal trajectory. The solution to the convex optimization problem is the thrust profile, magnitude and direction, that will yield the minimum fuel trajectory for a soft landing at the target site, subject to various mission and operational constraints. The equations of motion are formulated in a rotating coordinate system and includes a high fidelity gravity model. The vehicle's thrust magnitude can vary between maximum and minimum bounds during the burn. Also, constraints are included to ensure that the vehicle does not run out of propellant, or go below the asteroid's surface, and any vehicle pointing requirements. The equations of motion are discretized and propagated with the trapezoidal rule in order to produce equality constraints for the optimization problem. These equality constraints allow the optimization algorithm to solve the entire problem, without including a propagator inside the optimization algorithm.

Designing optimal stimuli to control neuronal spike timing

PubMed Central

Packer, Adam M.; Yuste, Rafael; Paninski, Liam

2011-01-01

Recent advances in experimental stimulation methods have raised the following important computational question: how can we choose a stimulus that will drive a neuron to output a target spike train with optimal precision, given physiological constraints? Here we adopt an approach based on models that describe how a stimulating agent (such as an injected electrical current or a laser light interacting with caged neurotransmitters or photosensitive ion channels) affects the spiking activity of neurons. Based on these models, we solve the reverse problem of finding the best time-dependent modulation of the input, subject to hardware limitations as well as physiologically inspired safety measures, that causes the neuron to emit a spike train that with highest probability will be close to a target spike train. We adopt fast convex constrained optimization methods to solve this problem. Our methods can potentially be implemented in real time and may also be generalized to the case of many cells, suitable for neural prosthesis applications. With the use of biologically sensible parameters and constraints, our method finds stimulation patterns that generate very precise spike trains in simulated experiments. We also tested the intracellular current injection method on pyramidal cells in mouse cortical slices, quantifying the dependence of spiking reliability and timing precision on constraints imposed on the applied currents. PMID:21511704

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. PMID:27635120

Constrained Maximum Likelihood Estimation of Relative Abundances of Protein Conformation in a Heterogeneous Mixture from Small Angle X-Ray Scattering Intensity Measurements

PubMed Central

Onuk, A. Emre; Akcakaya, Murat; Bardhan, Jaydeep P.; Erdogmus, Deniz; Brooks, Dana H.; Makowski, Lee

2015-01-01

In this paper, we describe a model for maximum likelihood estimation (MLE) of the relative abundances of different conformations of a protein in a heterogeneous mixture from small angle X-ray scattering (SAXS) intensities. To consider cases where the solution includes intermediate or unknown conformations, we develop a subset selection method based on k-means clustering and the Cramér-Rao bound on the mixture coefficient estimation error to find a sparse basis set that represents the space spanned by the measured SAXS intensities of the known conformations of a protein. Then, using the selected basis set and the assumptions on the model for the intensity measurements, we show that the MLE model can be expressed as a constrained convex optimization problem. Employing the adenylate kinase (ADK) protein and its known conformations as an example, and using Monte Carlo simulations, we demonstrate the performance of the proposed estimation scheme. Here, although we use 45 crystallographically determined experimental structures and we could generate many more using, for instance, molecular dynamics calculations, the clustering technique indicates that the data cannot support the determination of relative abundances for more than 5 conformations. The estimation of this maximum number of conformations is intrinsic to the methodology we have used here. PMID:26924916

A method of minimum volume simplex analysis constrained unmixing for hyperspectral image

NASA Astrophysics Data System (ADS)

Zou, Jinlin; Lan, Jinhui; Zeng, Yiliang; Wu, Hongtao

2017-07-01

The signal recorded by a low resolution hyperspectral remote sensor from a given pixel, letting alone the effects of the complex terrain, is a mixture of substances. To improve the accuracy of classification and sub-pixel object detection, hyperspectral unmixing(HU) is a frontier-line in remote sensing area. Unmixing algorithm based on geometric has become popular since the hyperspectral image possesses abundant spectral information and the mixed model is easy to understand. However, most of the algorithms are based on pure pixel assumption, and since the non-linear mixed model is complex, it is hard to obtain the optimal endmembers especially under a highly mixed spectral data. To provide a simple but accurate method, we propose a minimum volume simplex analysis constrained (MVSAC) unmixing algorithm. The proposed approach combines the algebraic constraints that are inherent to the convex minimum volume with abundance soft constraint. While considering abundance fraction, we can obtain the pure endmember set and abundance fraction correspondingly, and the final unmixing result is closer to reality and has better accuracy. We illustrate the performance of the proposed algorithm in unmixing simulated data and real hyperspectral data, and the result indicates that the proposed method can obtain the distinct signatures correctly without redundant endmember and yields much better performance than the pure pixel based algorithm.

DOE Office of Scientific and Technical Information (OSTI.GOV)

Buckdahn, Rainer, E-mail: Rainer.Buckdahn@univ-brest.fr; Li, Juan, E-mail: juanli@sdu.edu.cn; Ma, Jin, E-mail: jinma@usc.edu

In this paper we study the optimal control problem for a class of general mean-field stochastic differential equations, in which the coefficients depend, nonlinearly, on both the state process as well as of its law. In particular, we assume that the control set is a general open set that is not necessary convex, and the coefficients are only continuous on the control variable without any further regularity or convexity. We validate the approach of Peng (SIAM J Control Optim 2(4):966–979, 1990) by considering the second order variational equations and the corresponding second order adjoint process in this setting, and wemore » extend the Stochastic Maximum Principle of Buckdahn et al. (Appl Math Optim 64(2):197–216, 2011) to this general case.« less

Recovery of sparse translation-invariant signals with continuous basis pursuit

PubMed Central

Ekanadham, Chaitanya; Tranchina, Daniel; Simoncelli, Eero

2013-01-01

We consider the problem of decomposing a signal into a linear combination of features, each a continuously translated version of one of a small set of elementary features. Although these constituents are drawn from a continuous family, most current signal decomposition methods rely on a finite dictionary of discrete examples selected from this family (e.g., shifted copies of a set of basic waveforms), and apply sparse optimization methods to select and solve for the relevant coefficients. Here, we generate a dictionary that includes auxiliary interpolation functions that approximate translates of features via adjustment of their coefficients. We formulate a constrained convex optimization problem, in which the full set of dictionary coefficients represents a linear approximation of the signal, the auxiliary coefficients are constrained so as to only represent translated features, and sparsity is imposed on the primary coefficients using an L1 penalty. The basis pursuit denoising (BP) method may be seen as a special case, in which the auxiliary interpolation functions are omitted, and we thus refer to our methodology as continuous basis pursuit (CBP). We develop two implementations of CBP for a one-dimensional translation-invariant source, one using a first-order Taylor approximation, and another using a form of trigonometric spline. We examine the tradeoff between sparsity and signal reconstruction accuracy in these methods, demonstrating empirically that trigonometric CBP substantially outperforms Taylor CBP, which in turn offers substantial gains over ordinary BP. In addition, the CBP bases can generally achieve equally good or better approximations with much coarser sampling than BP, leading to a reduction in dictionary dimensionality. PMID:24352562

Robust Group Sparse Beamforming for Multicast Green Cloud-RAN With Imperfect CSI

NASA Astrophysics Data System (ADS)

Shi, Yuanming; Zhang, Jun; Letaief, Khaled B.

2015-09-01

In this paper, we investigate the network power minimization problem for the multicast cloud radio access network (Cloud-RAN) with imperfect channel state information (CSI). The key observation is that network power minimization can be achieved by adaptively selecting active remote radio heads (RRHs) via controlling the group-sparsity structure of the beamforming vector. However, this yields a non-convex combinatorial optimization problem, for which we propose a three-stage robust group sparse beamforming algorithm. In the first stage, a quadratic variational formulation of the weighted mixed l1/l2-norm is proposed to induce the group-sparsity structure in the aggregated beamforming vector, which indicates those RRHs that can be switched off. A perturbed alternating optimization algorithm is then proposed to solve the resultant non-convex group-sparsity inducing optimization problem by exploiting its convex substructures. In the second stage, we propose a PhaseLift technique based algorithm to solve the feasibility problem with a given active RRH set, which helps determine the active RRHs. Finally, the semidefinite relaxation (SDR) technique is adopted to determine the robust multicast beamformers. Simulation results will demonstrate the convergence of the perturbed alternating optimization algorithm, as well as, the effectiveness of the proposed algorithm to minimize the network power consumption for multicast Cloud-RAN.

Non-convex optimization for self-calibration of direction-dependent effects in radio interferometric imaging

NASA Astrophysics Data System (ADS)

Repetti, Audrey; Birdi, Jasleen; Dabbech, Arwa; Wiaux, Yves

2017-10-01

Radio interferometric imaging aims to estimate an unknown sky intensity image from degraded observations, acquired through an antenna array. In the theoretical case of a perfectly calibrated array, it has been shown that solving the corresponding imaging problem by iterative algorithms based on convex optimization and compressive sensing theory can be competitive with classical algorithms such as clean. However, in practice, antenna-based gains are unknown and have to be calibrated. Future radio telescopes, such as the Square Kilometre Array, aim at improving imaging resolution and sensitivity by orders of magnitude. At this precision level, the direction-dependency of the gains must be accounted for, and radio interferometric imaging can be understood as a blind deconvolution problem. In this context, the underlying minimization problem is non-convex, and adapted techniques have to be designed. In this work, leveraging recent developments in non-convex optimization, we propose the first joint calibration and imaging method in radio interferometry, with proven convergence guarantees. Our approach, based on a block-coordinate forward-backward algorithm, jointly accounts for visibilities and suitable priors on both the image and the direction-dependent effects (DDEs). As demonstrated in recent works, sparsity remains the prior of choice for the image, while DDEs are modelled as smooth functions of the sky, I.e. spatially band-limited. Finally, we show through simulations the efficiency of our method, for the reconstruction of both images of point sources and complex extended sources. matlab code is available on GitHub.

DOE Office of Scientific and Technical Information (OSTI.GOV)

Skala, Vaclav

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 E{sup 2} 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 E{sup 3} case, the complexity is O(N) even for the convex polyhedron as no orderingmore » 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.« less

Stochastic Dual Algorithm for Voltage Regulation in Distribution Networks with Discrete Loads: Preprint

DOE Office of Scientific and Technical Information (OSTI.GOV)

Dall-Anese, Emiliano; Zhou, Xinyang; Liu, Zhiyuan

This paper considers distribution networks with distributed energy resources and discrete-rate loads, and designs an incentive-based algorithm that allows the network operator and the customers to pursue given operational and economic objectives, while concurrently ensuring that voltages are within prescribed limits. Four major challenges include: (1) the non-convexity from discrete decision variables, (2) the non-convexity due to a Stackelberg game structure, (3) unavailable private information from customers, and (4) different update frequency from two types of devices. In this paper, we first make convex relaxation for discrete variables, then reformulate the non-convex structure into a convex optimization problem together withmore » pricing/reward signal design, and propose a distributed stochastic dual algorithm for solving the reformulated problem while restoring feasible power rates for discrete devices. By doing so, we are able to statistically achieve the solution of the reformulated problem without exposure of any private information from customers. Stability of the proposed schemes is analytically established and numerically corroborated.« less

Energy Efficiency Maximization for WSNs with Simultaneous Wireless Information and Power Transfer

PubMed Central

Yu, Hongyan; Zhang, Yongqiang; Yang, Yuanyuan; Ji, Luyue

2017-01-01

Recently, the simultaneous wireless information and power transfer (SWIPT) technique has been regarded as a promising approach to enhance performance of wireless sensor networks with limited energy supply. However, from a green communication perspective, energy efficiency optimization for SWIPT system design has not been investigated in Wireless Rechargeable Sensor Networks (WRSNs). In this paper, we consider the tradeoffs between energy efficiency and three factors including spectral efficiency, the transmit power and outage target rate for two different modes, i.e., power splitting (PS) and time switching modes (TS), at the receiver. Moreover, we formulate the energy efficiency maximization problem subject to the constraints of minimum Quality of Service (QoS), minimum harvested energy and maximum transmission power as non-convex optimization problem. In particular, we focus on optimizing power control and power allocation policy in PS and TS modes to maximize energy efficiency of data transmission. For PS and TS modes, we propose the corresponding algorithm to characterize a non-convex optimization problem that takes into account the circuit power consumption and the harvested energy. By exploiting nonlinear fractional programming and Lagrangian dual decomposition, we propose suboptimal iterative algorithms to obtain the solutions of non-convex optimization problems. Furthermore, we derive the outage probability and effective throughput from the scenarios that the transmitter does not or partially know the channel state information (CSI) of the receiver. Simulation results illustrate that the proposed optimal iterative algorithm can achieve optimal solutions within a small number of iterations and various tradeoffs between energy efficiency and spectral efficiency, transmit power and outage target rate, respectively. PMID:28820496

Energy Efficiency Maximization for WSNs with Simultaneous Wireless Information and Power Transfer.

PubMed

Yu, Hongyan; Zhang, Yongqiang; Guo, Songtao; Yang, Yuanyuan; Ji, Luyue

2017-08-18

Recently, the simultaneous wireless information and power transfer (SWIPT) technique has been regarded as a promising approach to enhance performance of wireless sensor networks with limited energy supply. However, from a green communication perspective, energy efficiency optimization for SWIPT system design has not been investigated in Wireless Rechargeable Sensor Networks (WRSNs). In this paper, we consider the tradeoffs between energy efficiency and three factors including spectral efficiency, the transmit power and outage target rate for two different modes, i.e., power splitting (PS) and time switching modes (TS), at the receiver. Moreover, we formulate the energy efficiency maximization problem subject to the constraints of minimum Quality of Service (QoS), minimum harvested energy and maximum transmission power as non-convex optimization problem. In particular, we focus on optimizing power control and power allocation policy in PS and TS modes to maximize energy efficiency of data transmission. For PS and TS modes, we propose the corresponding algorithm to characterize a non-convex optimization problem that takes into account the circuit power consumption and the harvested energy. By exploiting nonlinear fractional programming and Lagrangian dual decomposition, we propose suboptimal iterative algorithms to obtain the solutions of non-convex optimization problems. Furthermore, we derive the outage probability and effective throughput from the scenarios that the transmitter does not or partially know the channel state information (CSI) of the receiver. Simulation results illustrate that the proposed optimal iterative algorithm can achieve optimal solutions within a small number of iterations and various tradeoffs between energy efficiency and spectral efficiency, transmit power and outage target rate, respectively.

Trajectory optimization and guidance for an aerospace plane

NASA Technical Reports Server (NTRS)

Mease, Kenneth D.; Vanburen, Mark A.

1989-01-01

The first step in the approach to developing guidance laws for a horizontal take-off, air breathing single-stage-to-orbit vehicle is to characterize the minimum-fuel ascent trajectories. The capability to generate constrained, minimum fuel ascent trajectories for a single-stage-to-orbit vehicle was developed. A key component of this capability is the general purpose trajectory optimization program OTIS. The pre-production version, OTIS 0.96 was installed and run on a Convex C-1. A propulsion model was developed covering the entire flight envelope of a single-stage-to-orbit vehicle. Three separate propulsion modes, corresponding to an after burning turbojet, a ramjet and a scramjet, are used in the air breathing propulsion phase. The Generic Hypersonic Aerodynamic Model Example aerodynamic model of a hypersonic air breathing single-stage-to-orbit vehicle was obtained and implemented. Preliminary results pertaining to the effects of variations in acceleration constraints, available thrust level and fuel specific impulse on the shape of the minimum-fuel ascent trajectories were obtained. The results show that, if the air breathing engines are sized for acceleration to orbital velocity, it is the acceleration constraint rather than the dynamic pressure constraint that is active during ascent.

Adjacency Matrix-Based Transmit Power Allocation Strategies in Wireless Sensor Networks

PubMed Central

Consolini, Luca; Medagliani, Paolo; Ferrari, Gianluigi

2009-01-01

In this paper, we present an innovative transmit power control scheme, based on optimization theory, for wireless sensor networks (WSNs) which use carrier sense multiple access (CSMA) with collision avoidance (CA) as medium access control (MAC) protocol. In particular, we focus on schemes where several remote nodes send data directly to a common access point (AP). Under the assumption of finite overall network transmit power and low traffic load, we derive the optimal transmit power allocation strategy that minimizes the packet error rate (PER) at the AP. This approach is based on modeling the CSMA/CA MAC protocol through a finite state machine and takes into account the network adjacency matrix, depending on the transmit power distribution and determining the network connectivity. It will be then shown that the transmit power allocation problem reduces to a convex constrained minimization problem. Our results show that, under the assumption of low traffic load, the power allocation strategy, which guarantees minimal delay, requires the maximization of network connectivity, which can be equivalently interpreted as the maximization of the number of non-zero entries of the adjacency matrix. The obtained theoretical results are confirmed by simulations for unslotted Zigbee WSNs. PMID:22346705

Cryogenic Tank Structure Sizing With Structural Optimization Method

NASA Technical Reports Server (NTRS)

Wang, J. T.; Johnson, T. F.; Sleight, D. W.; Saether, E.

2001-01-01

Structural optimization methods in MSC /NASTRAN are used to size substructures and to reduce the weight of a composite sandwich cryogenic tank for future launch vehicles. Because the feasible design space of this problem is non-convex, many local minima are found. This non-convex problem is investigated in detail by conducting a series of analyses along a design line connecting two feasible designs. Strain constraint violations occur for some design points along the design line. Since MSC/NASTRAN uses gradient-based optimization procedures. it does not guarantee that the lowest weight design can be found. In this study, a simple procedure is introduced to create a new starting point based on design variable values from previous optimization analyses. Optimization analysis using this new starting point can produce a lower weight design. Detailed inputs for setting up the MSC/NASTRAN optimization analysis and final tank design results are presented in this paper. Approaches for obtaining further weight reductions are also discussed.

Neural network for nonsmooth pseudoconvex optimization with general convex constraints.

PubMed

Bian, Wei; Ma, Litao; Qin, Sitian; Xue, Xiaoping

2018-05-01

In this paper, a one-layer recurrent neural network is proposed for solving a class of nonsmooth, pseudoconvex optimization problems with general convex constraints. Based on the smoothing method, we construct a new regularization function, which does not depend on any information of the feasible region. Thanks to the special structure of the regularization function, we prove the global existence, uniqueness and "slow solution" character of the state of the proposed neural network. Moreover, the state solution of the proposed network is proved to be convergent to the feasible region in finite time and to the optimal solution set of the related optimization problem subsequently. In particular, the convergence of the state to an exact optimal solution is also considered in this paper. Numerical examples with simulation results are given to show the efficiency and good characteristics of the proposed network. In addition, some preliminary theoretical analysis and application of the proposed network for a wider class of dynamic portfolio optimization are included. Copyright © 2018 Elsevier Ltd. All rights reserved.

Convex foundations for generalized MaxEnt models

NASA Astrophysics Data System (ADS)

Frongillo, Rafael; Reid, Mark D.

2014-12-01

We present an approach to maximum entropy models that highlights the convex geometry and duality of generalized exponential families (GEFs) and their connection to Bregman divergences. Using our framework, we are able to resolve a puzzling aspect of the bijection of Banerjee and coauthors between classical exponential families and what they call regular Bregman divergences. Their regularity condition rules out all but Bregman divergences generated from log-convex generators. We recover their bijection and show that a much broader class of divergences correspond to GEFs via two key observations: 1) Like classical exponential families, GEFs have a "cumulant" C whose subdifferential contains the mean: Eo˜pθ[φ(o)]∈∂C(θ) ; 2) Generalized relative entropy is a C-Bregman divergence between parameters: DF(pθ,pθ')= D C(θ,θ') , where DF becomes the KL divergence for F = -H. We also show that every incomplete market with cost function C can be expressed as a complete market, where the prices are constrained to be a GEF with cumulant C. This provides an entirely new interpretation of prediction markets, relating their design back to the principle of maximum entropy.

Building Energy Modeling and Control Methods for Optimization and Renewables Integration

NASA Astrophysics Data System (ADS)

Burger, Eric M.

This dissertation presents techniques for the numerical modeling and control of building systems, with an emphasis on thermostatically controlled loads. The primary objective of this work is to address technical challenges related to the management of energy use in commercial and residential buildings. This work is motivated by the need to enhance the performance of building systems and by the potential for aggregated loads to perform load following and regulation ancillary services, thereby enabling the further adoption of intermittent renewable energy generation technologies. To increase the generalizability of the techniques, an emphasis is placed on recursive and adaptive methods which minimize the need for customization to specific buildings and applications. The techniques presented in this dissertation can be divided into two general categories: modeling and control. Modeling techniques encompass the processing of data streams from sensors and the training of numerical models. These models enable us to predict the energy use of a building and of sub-systems, such as a heating, ventilation, and air conditioning (HVAC) unit. Specifically, we first present an ensemble learning method for the short-term forecasting of total electricity demand in buildings. As the deployment of intermittent renewable energy resources continues to rise, the generation of accurate building-level electricity demand forecasts will be valuable to both grid operators and building energy management systems. Second, we present a recursive parameter estimation technique for identifying a thermostatically controlled load (TCL) model that is non-linear in the parameters. For TCLs to perform demand response services in real-time markets, online methods for parameter estimation are needed. Third, we develop a piecewise linear thermal model of a residential building and train the model using data collected from a custom-built thermostat. This model is capable of approximating unmodeled dynamics within a building by learning from sensor data. Control techniques encompass the application of optimal control theory, model predictive control, and convex distributed optimization to TCLs. First, we present the alternative control trajectory (ACT) representation, a novel method for the approximate optimization of non-convex discrete systems. This approach enables the optimal control of a population of non-convex agents using distributed convex optimization techniques. Second, we present a distributed convex optimization algorithm for the control of a TCL population. Experimental results demonstrate the application of this algorithm to the problem of renewable energy generation following. This dissertation contributes to the development of intelligent energy management systems for buildings by presenting a suite of novel and adaptable modeling and control techniques. Applications focus on optimizing the performance of building operations and on facilitating the integration of renewable energy resources.

Shape complexes: the intersection of label orderings and star convexity constraints in continuous max-flow medical image segmentation

PubMed Central

Baxter, John S. H.; Inoue, Jiro; Drangova, Maria; Peters, Terry M.

2016-01-01

Abstract. Optimization-based segmentation approaches deriving from discrete graph-cuts and continuous max-flow have become increasingly nuanced, allowing for topological and geometric constraints on the resulting segmentation while retaining global optimality. However, these two considerations, topological and geometric, have yet to be combined in a unified manner. The concept of “shape complexes,” which combine geodesic star convexity with extendable continuous max-flow solvers, is presented. These shape complexes allow more complicated shapes to be created through the use of multiple labels and super-labels, with geodesic star convexity governed by a topological ordering. These problems can be optimized using extendable continuous max-flow solvers. Previous approaches required computationally expensive coordinate system warping, which are ill-defined and ambiguous in the general case. These shape complexes are demonstrated in a set of synthetic images as well as vessel segmentation in ultrasound, valve segmentation in ultrasound, and atrial wall segmentation from contrast-enhanced CT. Shape complexes represent an extendable tool alongside other continuous max-flow methods that may be suitable for a wide range of medical image segmentation problems. PMID:28018937

Laplace Inversion of Low-Resolution NMR Relaxometry Data Using Sparse Representation Methods

PubMed Central

Berman, Paula; Levi, Ofer; Parmet, Yisrael; Saunders, Michael; Wiesman, Zeev

2013-01-01

Low-resolution nuclear magnetic resonance (LR-NMR) relaxometry is a powerful tool that can be harnessed for characterizing constituents in complex materials. Conversion of the relaxation signal into a continuous distribution of relaxation components is an ill-posed inverse Laplace transform problem. The most common numerical method implemented today for dealing with this kind of problem is based on L2-norm regularization. However, sparse representation methods via L1 regularization and convex optimization are a relatively new approach for effective analysis and processing of digital images and signals. In this article, a numerical optimization method for analyzing LR-NMR data by including non-negativity constraints and L1 regularization and by applying a convex optimization solver PDCO, a primal-dual interior method for convex objectives, that allows general linear constraints to be treated as linear operators is presented. The integrated approach includes validation of analyses by simulations, testing repeatability of experiments, and validation of the model and its statistical assumptions. The proposed method provides better resolved and more accurate solutions when compared with those suggested by existing tools. © 2013 Wiley Periodicals, Inc. Concepts Magn Reson Part A 42A: 72–88, 2013. PMID:23847452

Laplace Inversion of Low-Resolution NMR Relaxometry Data Using Sparse Representation Methods.

PubMed

Berman, Paula; Levi, Ofer; Parmet, Yisrael; Saunders, Michael; Wiesman, Zeev

2013-05-01

Low-resolution nuclear magnetic resonance (LR-NMR) relaxometry is a powerful tool that can be harnessed for characterizing constituents in complex materials. Conversion of the relaxation signal into a continuous distribution of relaxation components is an ill-posed inverse Laplace transform problem. The most common numerical method implemented today for dealing with this kind of problem is based on L 2 -norm regularization. However, sparse representation methods via L 1 regularization and convex optimization are a relatively new approach for effective analysis and processing of digital images and signals. In this article, a numerical optimization method for analyzing LR-NMR data by including non-negativity constraints and L 1 regularization and by applying a convex optimization solver PDCO, a primal-dual interior method for convex objectives, that allows general linear constraints to be treated as linear operators is presented. The integrated approach includes validation of analyses by simulations, testing repeatability of experiments, and validation of the model and its statistical assumptions. The proposed method provides better resolved and more accurate solutions when compared with those suggested by existing tools. © 2013 Wiley Periodicals, Inc. Concepts Magn Reson Part A 42A: 72-88, 2013.

On the Convergence Analysis of the Optimized Gradient Method.

PubMed

Kim, Donghwan; Fessler, Jeffrey A

2017-01-01

This paper considers the problem of unconstrained minimization of smooth convex functions having Lipschitz continuous gradients with known Lipschitz constant. We recently proposed the optimized gradient method for this problem and showed that it has a worst-case convergence bound for the cost function decrease that is twice as small as that of Nesterov's fast gradient method, yet has a similarly efficient practical implementation. Drori showed recently that the optimized gradient method has optimal complexity for the cost function decrease over the general class of first-order methods. This optimality makes it important to study fully the convergence properties of the optimized gradient method. The previous worst-case convergence bound for the optimized gradient method was derived for only the last iterate of a secondary sequence. This paper provides an analytic convergence bound for the primary sequence generated by the optimized gradient method. We then discuss additional convergence properties of the optimized gradient method, including the interesting fact that the optimized gradient method has two types of worstcase functions: a piecewise affine-quadratic function and a quadratic function. These results help complete the theory of an optimal first-order method for smooth convex minimization.

On the Convergence Analysis of the Optimized Gradient Method

PubMed Central

Kim, Donghwan; Fessler, Jeffrey A.

2016-01-01

This paper considers the problem of unconstrained minimization of smooth convex functions having Lipschitz continuous gradients with known Lipschitz constant. We recently proposed the optimized gradient method for this problem and showed that it has a worst-case convergence bound for the cost function decrease that is twice as small as that of Nesterov’s fast gradient method, yet has a similarly efficient practical implementation. Drori showed recently that the optimized gradient method has optimal complexity for the cost function decrease over the general class of first-order methods. This optimality makes it important to study fully the convergence properties of the optimized gradient method. The previous worst-case convergence bound for the optimized gradient method was derived for only the last iterate of a secondary sequence. This paper provides an analytic convergence bound for the primary sequence generated by the optimized gradient method. We then discuss additional convergence properties of the optimized gradient method, including the interesting fact that the optimized gradient method has two types of worstcase functions: a piecewise affine-quadratic function and a quadratic function. These results help complete the theory of an optimal first-order method for smooth convex minimization. PMID:28461707

Robust model predictive control of nonlinear systems with unmodeled dynamics and bounded uncertainties based on neural networks.

PubMed

Yan, Zheng; Wang, Jun

2014-03-01

This paper presents a neural network approach to robust model predictive control (MPC) for constrained discrete-time nonlinear systems with unmodeled dynamics affected by bounded uncertainties. The exact nonlinear model of underlying process is not precisely known, but a partially known nominal model is available. This partially known nonlinear model is first decomposed to an affine term plus an unknown high-order term via Jacobian linearization. The linearization residue combined with unmodeled dynamics is then modeled using an extreme learning machine via supervised learning. The minimax methodology is exploited to deal with bounded uncertainties. The minimax optimization problem is reformulated as a convex minimization problem and is iteratively solved by a two-layer recurrent neural network. The proposed neurodynamic approach to nonlinear MPC improves the computational efficiency and sheds a light for real-time implementability of MPC technology. Simulation results are provided to substantiate the effectiveness and characteristics of the proposed approach.

Computing quantum discord is NP-complete

NASA Astrophysics Data System (ADS)

Huang, Yichen

2014-03-01

We study the computational complexity of quantum discord (a measure of quantum correlation beyond entanglement), and prove that computing quantum discord is NP-complete. Therefore, quantum discord is computationally intractable: the running time of any algorithm for computing quantum discord is believed to grow exponentially with the dimension of the Hilbert space so that computing quantum discord in a quantum system of moderate size is not possible in practice. As by-products, some entanglement measures (namely entanglement cost, entanglement of formation, relative entropy of entanglement, squashed entanglement, classical squashed entanglement, conditional entanglement of mutual information, and broadcast regularization of mutual information) and constrained Holevo capacity are NP-hard/NP-complete to compute. These complexity-theoretic results are directly applicable in common randomness distillation, quantum state merging, entanglement distillation, superdense coding, and quantum teleportation; they may offer significant insights into quantum information processing. Moreover, we prove the NP-completeness of two typical problems: linear optimization over classical states and detecting classical states in a convex set, providing evidence that working with classical states is generically computationally intractable.

A Polyhedral Outer-approximation, Dynamic-discretization optimization solver, 1.x

DOE Office of Scientific and Technical Information (OSTI.GOV)

Bent, Rusell; Nagarajan, Harsha; Sundar, Kaarthik

2017-09-25

In this software, we implement an adaptive, multivariate partitioning algorithm for solving mixed-integer nonlinear programs (MINLP) to global optimality. The algorithm combines ideas that exploit the structure of convex relaxations to MINLPs and bound tightening procedures

Cooperative Convex Optimization in Networked Systems: Augmented Lagrangian Algorithms With Directed Gossip Communication

NASA Astrophysics Data System (ADS)

Jakovetic, Dusan; Xavier, João; Moura, José M. F.

2011-08-01

We study distributed optimization in networked systems, where nodes cooperate to find the optimal quantity of common interest, x=x^\\star. The objective function of the corresponding optimization problem is the sum of private (known only by a node,) convex, nodes' objectives and each node imposes a private convex constraint on the allowed values of x. We solve this problem for generic connected network topologies with asymmetric random link failures with a novel distributed, decentralized algorithm. We refer to this algorithm as AL-G (augmented Lagrangian gossiping,) and to its variants as AL-MG (augmented Lagrangian multi neighbor gossiping) and AL-BG (augmented Lagrangian broadcast gossiping.) The AL-G algorithm is based on the augmented Lagrangian dual function. Dual variables are updated by the standard method of multipliers, at a slow time scale. To update the primal variables, we propose a novel, Gauss-Seidel type, randomized algorithm, at a fast time scale. AL-G uses unidirectional gossip communication, only between immediate neighbors in the network and is resilient to random link failures. For networks with reliable communication (i.e., no failures,) the simplified, AL-BG (augmented Lagrangian broadcast gossiping) algorithm reduces communication, computation and data storage cost. We prove convergence for all proposed algorithms and demonstrate by simulations the effectiveness on two applications: l_1-regularized logistic regression for classification and cooperative spectrum sensing for cognitive radio networks.

The Role of Hellinger Processes in Mathematical Finance

NASA Astrophysics Data System (ADS)

Choulli, T.; Hurd, T. R.

2001-09-01

This paper illustrates the natural role that Hellinger processes can play in solving problems from ¯nance. We propose an extension of the concept of Hellinger process applicable to entropy distance and f-divergence distances, where f is a convex logarithmic function or a convex power function with general order q, 0 6= q < 1. These concepts lead to a new approach to Merton's optimal portfolio problem and its dual in general L¶evy markets.

Convex Optimization over Classes of Multiparticle Entanglement

NASA Astrophysics Data System (ADS)

Shang, Jiangwei; Gühne, Otfried

2018-02-01

A well-known strategy to characterize multiparticle entanglement utilizes the notion of stochastic local operations and classical communication (SLOCC), but characterizing the resulting entanglement classes is difficult. Given a multiparticle quantum state, we first show that Gilbert's algorithm can be adapted to prove separability or membership in a certain entanglement class. We then present two algorithms for convex optimization over SLOCC classes. The first algorithm uses a simple gradient approach, while the other one employs the accelerated projected-gradient method. For demonstration, the algorithms are applied to the likelihood-ratio test using experimental data on bound entanglement of a noisy four-photon Smolin state [Phys. Rev. Lett. 105, 130501 (2010), 10.1103/PhysRevLett.105.130501].

Interactive Reference Point Procedure Based on the Conic Scalarizing Function

PubMed Central

2014-01-01

In multiobjective optimization methods, multiple conflicting objectives are typically converted into a single objective optimization problem with the help of scalarizing functions. The conic scalarizing function is a general characterization of Benson proper efficient solutions of non-convex multiobjective problems in terms of saddle points of scalar Lagrangian functions. This approach preserves convexity. The conic scalarizing function, as a part of a posteriori or a priori methods, has successfully been applied to several real-life problems. In this paper, we propose a conic scalarizing function based interactive reference point procedure where the decision maker actively takes part in the solution process and directs the search according to her or his preferences. An algorithmic framework for the interactive solution of multiple objective optimization problems is presented and is utilized for solving some illustrative examples. PMID:24723795

Semidefinite Relaxation-Based Optimization of Multiple-Input Wireless Power Transfer Systems

NASA Astrophysics Data System (ADS)

Lang, Hans-Dieter; Sarris, Costas D.

2017-11-01

An optimization procedure for multi-transmitter (MISO) wireless power transfer (WPT) systems based on tight semidefinite relaxation (SDR) is presented. This method ensures physical realizability of MISO WPT systems designed via convex optimization -- a robust, semi-analytical and intuitive route to optimizing such systems. To that end, the nonconvex constraints requiring that power is fed into rather than drawn from the system via all transmitter ports are incorporated in a convex semidefinite relaxation, which is efficiently and reliably solvable by dedicated algorithms. A test of the solution then confirms that this modified problem is equivalent (tight relaxation) to the original (nonconvex) one and that the true global optimum has been found. This is a clear advantage over global optimization methods (e.g. genetic algorithms), where convergence to the true global optimum cannot be ensured or tested. Discussions of numerical results yielded by both the closed-form expressions and the refined technique illustrate the importance and practicability of the new method. It, is shown that this technique offers a rigorous optimization framework for a broad range of current and emerging WPT applications.

Convexity Conditions and the Legendre-Fenchel Transform for the Product of Finitely Many Positive Definite Quadratic Forms

DOE Office of Scientific and Technical Information (OSTI.GOV)

Zhao Yunbin, E-mail: zhaoyy@maths.bham.ac.u

2010-12-15

While the product of finitely many convex functions has been investigated in the field of global optimization, some fundamental issues such as the convexity condition and the Legendre-Fenchel transform for the product function remain unresolved. Focusing on quadratic forms, this paper is aimed at addressing the question: When is the product of finitely many positive definite quadratic forms convex, and what is the Legendre-Fenchel transform for it? First, we show that the convexity of the product is determined intrinsically by the condition number of so-called 'scaled matrices' associated with quadratic forms involved. The main result claims that if the conditionmore » number of these scaled matrices are bounded above by an explicit constant (which depends only on the number of quadratic forms involved), then the product function is convex. Second, we prove that the Legendre-Fenchel transform for the product of positive definite quadratic forms can be expressed, and the computation of the transform amounts to finding the solution to a system of equations (or equally, finding a Brouwer's fixed point of a mapping) with a special structure. Thus, a broader question than the open 'Question 11' in Hiriart-Urruty (SIAM Rev. 49, 225-273, 2007) is addressed in this paper.« less

An Inequality Constrained Least-Squares Approach as an Alternative Estimation Procedure for Atmospheric Parameters from VLBI Observations

NASA Astrophysics Data System (ADS)

Halsig, Sebastian; Artz, Thomas; Iddink, Andreas; Nothnagel, Axel

2016-12-01

On its way through the atmosphere, radio signals are delayed and affected by bending and attenuation effects relative to a theoretical path in vacuum. In particular, the neutral part of the atmosphere contributes considerably to the error budget of space-geodetic observations. At the same time, space-geodetic techniques become more and more important in the understanding of the Earth's atmosphere, because atmospheric parameters can be linked to the water vapor content in the atmosphere. The tropospheric delay is usually taken into account by applying an adequate model for the hydrostatic component and by additionally estimating zenith wet delays for the highly variable wet component. Sometimes, the Ordinary Least Squares (OLS) approach leads to negative estimates, which would be equivalent to negative water vapor in the atmosphere and does, of course, not reflect meteorological and physical conditions in a plausible way. To cope with this phenomenon, we introduce an Inequality Constrained Least Squares (ICLS) method from the field of convex optimization and use inequality constraints to force the tropospheric parameters to be non-negative allowing for a more realistic tropospheric parameter estimation in a meteorological sense. Because deficiencies in the a priori hydrostatic modeling are almost fully compensated by the tropospheric estimates, the ICLS approach urgently requires suitable a priori hydrostatic delays. In this paper, we briefly describe the ICLS method and validate its impact with regard to station positions.

Constrained optimization via simulation models for new product innovation

NASA Astrophysics Data System (ADS)

Pujowidianto, Nugroho A.

2017-11-01

We consider the problem of constrained optimization where the decision makers aim to optimize the primary performance measure while constraining the secondary performance measures. This paper provides a brief overview of stochastically constrained optimization via discrete event simulation. Most review papers tend to be methodology-based. This review attempts to be problem-based as decision makers may have already decided on the problem formulation. We consider constrained optimization models as there are usually constraints on secondary performance measures as trade-off in new product development. It starts by laying out different possible methods and the reasons using constrained optimization via simulation models. It is then followed by the review of different simulation optimization approach to address constrained optimization depending on the number of decision variables, the type of constraints, and the risk preferences of the decision makers in handling uncertainties.

From nonlinear optimization to convex optimization through firefly algorithm and indirect approach with applications to CAD/CAM.

PubMed

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.

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

Primal-dual convex optimization in large deformation diffeomorphic metric mapping: LDDMM meets robust regularizers

NASA Astrophysics Data System (ADS)

Hernandez, Monica

2017-12-01

This paper proposes a method for primal-dual convex optimization in variational large deformation diffeomorphic metric mapping problems formulated with robust regularizers and robust image similarity metrics. The method is based on Chambolle and Pock primal-dual algorithm for solving general convex optimization problems. Diagonal preconditioning is used to ensure the convergence of the algorithm to the global minimum. We consider three robust regularizers liable to provide acceptable results in diffeomorphic registration: Huber, V-Huber and total generalized variation. The Huber norm is used in the image similarity term. The primal-dual equations are derived for the stationary and the non-stationary parameterizations of diffeomorphisms. The resulting algorithms have been implemented for running in the GPU using Cuda. For the most memory consuming methods, we have developed a multi-GPU implementation. The GPU implementations allowed us to perform an exhaustive evaluation study in NIREP and LPBA40 databases. The experiments showed that, for all the considered regularizers, the proposed method converges to diffeomorphic solutions while better preserving discontinuities at the boundaries of the objects compared to baseline diffeomorphic registration methods. In most cases, the evaluation showed a competitive performance for the robust regularizers, close to the performance of the baseline diffeomorphic registration methods.

Maximum Margin Clustering of Hyperspectral Data

NASA Astrophysics Data System (ADS)

Niazmardi, S.; Safari, A.; Homayouni, S.

2013-09-01

In recent decades, large margin methods such as Support Vector Machines (SVMs) are supposed to be the state-of-the-art of supervised learning methods for classification of hyperspectral data. However, the results of these algorithms mainly depend on the quality and quantity of available training data. To tackle down the problems associated with the training data, the researcher put effort into extending the capability of large margin algorithms for unsupervised learning. One of the recent proposed algorithms is Maximum Margin Clustering (MMC). The MMC is an unsupervised SVMs algorithm that simultaneously estimates both the labels and the hyperplane parameters. Nevertheless, the optimization of the MMC algorithm is a non-convex problem. Most of the existing MMC methods rely on the reformulating and the relaxing of the non-convex optimization problem as semi-definite programs (SDP), which are computationally very expensive and only can handle small data sets. Moreover, most of these algorithms are two-class classification, which cannot be used for classification of remotely sensed data. In this paper, a new MMC algorithm is used that solve the original non-convex problem using Alternative Optimization method. This algorithm is also extended for multi-class classification and its performance is evaluated. The results of the proposed algorithm show that the algorithm has acceptable results for hyperspectral data clustering.

[Design method of convex master gratings for replicating flat-field concave gratings].

PubMed

Zhou, Qian; Li, Li-Feng

2009-08-01

Flat-field concave diffraction grating is the key device of a portable grating spectrometer with the advantage of integrating dispersion, focusing and flat-field in a single device. It directly determines the quality of a spectrometer. The most important two performances determining the quality of the spectrometer are spectral image quality and diffraction efficiency. The diffraction efficiency of a grating depends mainly on its groove shape. But it has long been a problem to get a uniform predetermined groove shape across the whole concave grating area, because the incident angle of the ion beam is restricted by the curvature of the concave substrate, and this severely limits the diffraction efficiency and restricts the application of concave gratings. The authors present a two-step method for designing convex gratings, which are made holographically with two exposure point sources placed behind a plano-convex transparent glass substrate, to solve this problem. The convex gratings are intended to be used as the master gratings for making aberration-corrected flat-field concave gratings. To achieve high spectral image quality for the replicated concave gratings, the refraction effect at the planar back surface and the extra optical path lengths through the substrate thickness experienced by the two divergent recording beams are considered during optimization. This two-step method combines the optical-path-length function method and the ZEMAX software to complete the optimization with a high success rate and high efficiency. In the first step, the optical-path-length function method is used without considering the refraction effect to get an approximate optimization result. In the second step, the approximate result of the first step is used as the initial value for ZEMAX to complete the optimization including the refraction effect. An example of design problem was considered. The simulation results of ZEMAX proved that the spectral image quality of a replicated concave grating is comparable with that of a directly recorded concave grating.

Fast Algorithms for Designing Unimodular Waveform(s) With Good Correlation Properties

NASA Astrophysics Data System (ADS)

Li, Yongzhe; Vorobyov, Sergiy A.

2018-03-01

In this paper, we develop new fast and efficient algorithms for designing single/multiple unimodular waveforms/codes with good auto- and cross-correlation or weighted correlation properties, which are highly desired in radar and communication systems. The waveform design is based on the minimization of the integrated sidelobe level (ISL) and weighted ISL (WISL) of waveforms. As the corresponding optimization problems can quickly grow to large scale with increasing the code length and number of waveforms, the main issue turns to be the development of fast large-scale optimization techniques. The difficulty is also that the corresponding optimization problems are non-convex, but the required accuracy is high. Therefore, we formulate the ISL and WISL minimization problems as non-convex quartic optimization problems in frequency domain, and then simplify them into quadratic problems by utilizing the majorization-minimization technique, which is one of the basic techniques for addressing large-scale and/or non-convex optimization problems. While designing our fast algorithms, we find out and use inherent algebraic structures in the objective functions to rewrite them into quartic forms, and in the case of WISL minimization, to derive additionally an alternative quartic form which allows to apply the quartic-quadratic transformation. Our algorithms are applicable to large-scale unimodular waveform design problems as they are proved to have lower or comparable computational burden (analyzed theoretically) and faster convergence speed (confirmed by comprehensive simulations) than the state-of-the-art algorithms. In addition, the waveforms designed by our algorithms demonstrate better correlation properties compared to their counterparts.

ɛ-subgradient algorithms for bilevel convex optimization

NASA Astrophysics Data System (ADS)

Helou, Elias S.; Simões, Lucas E. A.

2017-05-01

This paper introduces and studies the convergence properties of a new class of explicit ɛ-subgradient methods for the task of minimizing a convex function over a set of minimizers of another convex minimization problem. The general algorithm specializes to some important cases, such as first-order methods applied to a varying objective function, which have computationally cheap iterations. We present numerical experimentation concerning certain applications where the theoretical framework encompasses efficient algorithmic techniques, enabling the use of the resulting methods to solve very large practical problems arising in tomographic image reconstruction. ES Helou was supported by FAPESP grants 2013/07375-0 and 2013/16508-3 and CNPq grant 311476/2014-7. LEA Simões was supported by FAPESP grants 2011/02219-4 and 2013/14615-7.

Convex Accelerated Maximum Entropy Reconstruction

PubMed Central

Worley, Bradley

2016-01-01

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. PMID:26894476

Efficient Convex Optimization for Energy-Based Acoustic Sensor Self-Localization and Source Localization in Sensor Networks.

PubMed

Yan, Yongsheng; Wang, Haiyan; Shen, Xiaohong; Leng, Bing; Li, Shuangquan

2018-05-21

The energy reading has been an efficient and attractive measure for collaborative acoustic source localization in practical application due to its cost saving in both energy and computation capability. The maximum likelihood problems by fusing received acoustic energy readings transmitted from local sensors are derived. Aiming to efficiently solve the nonconvex objective of the optimization problem, we present an approximate estimator of the original problem. Then, a direct norm relaxation and semidefinite relaxation, respectively, are utilized to derive the second-order cone programming, semidefinite programming or mixture of them for both cases of sensor self-location and source localization. Furthermore, by taking the colored energy reading noise into account, several minimax optimization problems are formulated, which are also relaxed via the direct norm relaxation and semidefinite relaxation respectively into convex optimization problems. Performance comparison with the existing acoustic energy-based source localization methods is given, where the results show the validity of our proposed methods.

Efficient Convex Optimization for Energy-Based Acoustic Sensor Self-Localization and Source Localization in Sensor Networks

PubMed Central

Yan, Yongsheng; Wang, Haiyan; Shen, Xiaohong; Leng, Bing; Li, Shuangquan

2018-01-01

The energy reading has been an efficient and attractive measure for collaborative acoustic source localization in practical application due to its cost saving in both energy and computation capability. The maximum likelihood problems by fusing received acoustic energy readings transmitted from local sensors are derived. Aiming to efficiently solve the nonconvex objective of the optimization problem, we present an approximate estimator of the original problem. Then, a direct norm relaxation and semidefinite relaxation, respectively, are utilized to derive the second-order cone programming, semidefinite programming or mixture of them for both cases of sensor self-location and source localization. Furthermore, by taking the colored energy reading noise into account, several minimax optimization problems are formulated, which are also relaxed via the direct norm relaxation and semidefinite relaxation respectively into convex optimization problems. Performance comparison with the existing acoustic energy-based source localization methods is given, where the results show the validity of our proposed methods. PMID:29883410

Image reconstruction and scan configurations enabled by optimization-based algorithms in multispectral CT

NASA Astrophysics Data System (ADS)

Chen, Buxin; Zhang, Zheng; Sidky, Emil Y.; Xia, Dan; Pan, Xiaochuan

2017-11-01

Optimization-based algorithms for image reconstruction in multispectral (or photon-counting) computed tomography (MCT) remains a topic of active research. The challenge of optimization-based image reconstruction in MCT stems from the inherently non-linear data model that can lead to a non-convex optimization program for which no mathematically exact solver seems to exist for achieving globally optimal solutions. In this work, based upon a non-linear data model, we design a non-convex optimization program, derive its first-order-optimality conditions, and propose an algorithm to solve the program for image reconstruction in MCT. In addition to consideration of image reconstruction for the standard scan configuration, the emphasis is on investigating the algorithm’s potential for enabling non-standard scan configurations with no or minimum hardware modification to existing CT systems, which has potential practical implications for lowered hardware cost, enhanced scanning flexibility, and reduced imaging dose/time in MCT. Numerical studies are carried out for verification of the algorithm and its implementation, and for a preliminary demonstration and characterization of the algorithm in reconstructing images and in enabling non-standard configurations with varying scanning angular range and/or x-ray illumination coverage in MCT.

Strengthening the SDP Relaxation of AC Power Flows with Convex Envelopes, Bound Tightening, and Valid Inequalities

DOE PAGES

Coffrin, Carleton James; Hijazi, Hassan L; Van Hentenryck, Pascal R

2016-12-01

Here this work revisits the Semidefine Programming (SDP) relaxation of the AC power flow equations in light of recent results illustrating the benefits of bounds propagation, valid inequalities, and the Convex Quadratic (QC) relaxation. By integrating all of these results into the SDP model a new hybrid relaxation is proposed, which combines the benefits from all of these recent works. This strengthened SDP formulation is evaluated on 71 AC Optimal Power Flow test cases from the NESTA archive and is shown to have an optimality gap of less than 1% on 63 cases. This new hybrid relaxation closes 50% ofmore » the open cases considered, leaving only 8 for future investigation.« less

A Path Algorithm for Constrained Estimation

PubMed Central

Zhou, Hua; Lange, Kenneth

2013-01-01

Many least-square problems involve affine equality and inequality constraints. Although there are a variety of methods for solving such problems, most statisticians find constrained estimation challenging. The current article proposes a new path-following algorithm for quadratic programming that replaces hard constraints by what are called exact penalties. Similar penalties arise in l1 regularization in model selection. In the regularization setting, penalties encapsulate prior knowledge, and penalized parameter estimates represent a trade-off between the observed data and the prior knowledge. Classical penalty methods of optimization, such as the quadratic penalty method, 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. The exact path-following method 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. Path following in Lasso penalized regression, in contrast, starts with a large value of the penalty constant and works its way downward. In both settings, inspection of the entire solution path is revealing. Just as with the Lasso and generalized Lasso, it is possible to plot the effective degrees of freedom along the solution path. For a strictly convex quadratic program, the exact penalty algorithm can be framed entirely in terms of the sweep operator of regression analysis. A few well-chosen examples illustrate the mechanics and potential of path following. This article has supplementary materials available online. PMID:24039382

Liquid phase heteroepitaxial growth on convex substrate using binary phase field crystal model

NASA Astrophysics Data System (ADS)

Lu, Yanli; Zhang, Tinghui; Chen, Zheng

2018-06-01

The liquid phase heteroepitaxial growth on convex substrate is investigated with the binary phase field crystal (PFC) model. The paper aims to focus on the transformation of the morphology of epitaxial films on convex substrate with two different radiuses of curvature (Ω) as well as influences of substrate vicinal angles on films growth. It is found that films growth experience different stages on convex substrate with different radiuses of curvature (Ω). For Ω = 512 Δx , the process of epitaxial film growth includes four stages: island coupled with layer-by-layer growth, layer-by-layer growth, island coupled with layer-by-layer growth, layer-by-layer growth. For Ω = 1024 Δx , film growth only experience islands growth and layer-by-layer growth. Also, substrate vicinal angle (π) is an important parameter for epitaxial film growth. We find the film can grow well when π = 2° for Ω = 512 Δx , while the optimized film can be obtained when π = 4° for Ω = 512 Δx .

Semilinear (topological) spaces and applications

NASA Technical Reports Server (NTRS)

Prakash, P.; Sertel, M. R.

1971-01-01

Semivector spaces are defined and some of their algebraic aspects are developed including some structure theory. These spaces are then topologized to obtain semilinear topological spaces for which a hierarchy of local convexity axioms is identified. A number of fixed point and minmax theorems for spaces with various local convexity properties are established. The spaces of concern arise naturally as various hyperspaces of linear and semilinear (topological) spaces. It is indicated briefly how all this can be applied in socio-economic analysis and optimization.

Nonparametric instrumental regression with non-convex constraints

NASA Astrophysics Data System (ADS)

Grasmair, M.; Scherzer, O.; Vanhems, A.

2013-03-01

This paper considers the nonparametric regression model with an additive error that is dependent on the explanatory variables. As is common in empirical studies in epidemiology and economics, it also supposes that valid instrumental variables are observed. A classical example in microeconomics considers the consumer demand function as a function of the price of goods and the income, both variables often considered as endogenous. In this framework, the economic theory also imposes shape restrictions on the demand function, such as integrability conditions. Motivated by this illustration in microeconomics, we study an estimator of a nonparametric constrained regression function using instrumental variables by means of Tikhonov regularization. We derive rates of convergence for the regularized model both in a deterministic and stochastic setting under the assumption that the true regression function satisfies a projected source condition including, because of the non-convexity of the imposed constraints, an additional smallness condition.

Optimal Path Determination for Flying Vehicle to Search an Object

NASA Astrophysics Data System (ADS)

Heru Tjahjana, R.; Heri Soelistyo U, R.; Ratnasari, L.; Irawanto, B.

2018-01-01

In this paper, a method to determine optimal path for flying vehicle to search an object is proposed. Background of the paper is controlling air vehicle to search an object. Optimal path determination is one of the most popular problem in optimization. This paper describe model of control design for a flying vehicle to search an object, and focus on the optimal path that used to search an object. In this paper, optimal control model is used to control flying vehicle to make the vehicle move in optimal path. If the vehicle move in optimal path, then the path to reach the searched object also optimal. The cost Functional is one of the most important things in optimal control design, in this paper the cost functional make the air vehicle can move as soon as possible to reach the object. The axis reference of flying vehicle uses N-E-D (North-East-Down) coordinate system. The result of this paper are the theorems which say that the cost functional make the control optimal and make the vehicle move in optimal path are proved analytically. The other result of this paper also shows the cost functional which used is convex. The convexity of the cost functional is use for guarantee the existence of optimal control. This paper also expose some simulations to show an optimal path for flying vehicle to search an object. The optimization method which used to find the optimal control and optimal path vehicle in this paper is Pontryagin Minimum Principle.

A Framework for Multifaceted Evaluation of Student Models

ERIC Educational Resources Information Center

Huang, Yun; González-Brenes, José P.; Kumar, Rohit; Brusilovsky, Peter

2015-01-01

Latent variable models, such as the popular Knowledge Tracing method, are often used to enable adaptive tutoring systems to personalize education. However, finding optimal model parameters is usually a difficult non-convex optimization problem when considering latent variable models. Prior work has reported that latent variable models obtained…

Designing optimal greenhouse gas observing networks that consider performance and cost

DOE PAGES

Lucas, D. D.; Yver Kwok, C.; Cameron-Smith, P.; ...

2015-06-16

Emission rates of greenhouse gases (GHGs) entering into the atmosphere can be inferred using mathematical inverse approaches that combine observations from a network of stations with forward atmospheric transport models. Some locations for collecting observations are better than others for constraining GHG emissions through the inversion, but the best locations for the inversion may be inaccessible or limited by economic and other non-scientific factors. We present a method to design an optimal GHG observing network in the presence of multiple objectives that may be in conflict with each other. As a demonstration, we use our method to design a prototypemore » network of six stations to monitor summertime emissions in California of the potent GHG 1,1,1,2-tetrafluoroethane (CH 2FCF 3, HFC-134a). We use a multiobjective genetic algorithm to evolve network configurations that seek to jointly maximize the scientific accuracy of the inferred HFC-134a emissions and minimize the associated costs of making the measurements. The genetic algorithm effectively determines a set of "optimal" observing networks for HFC-134a that satisfy both objectives (i.e., the Pareto frontier). The Pareto frontier is convex, and clearly shows the tradeoffs between performance and cost, and the diminishing returns in trading one for the other. Without difficulty, our method can be extended to design optimal networks to monitor two or more GHGs with different emissions patterns, or to incorporate other objectives and constraints that are important in the practical design of atmospheric monitoring networks.« less

The Iterative Reweighted Mixed-Norm Estimate for Spatio-Temporal MEG/EEG Source Reconstruction.

PubMed

Strohmeier, Daniel; Bekhti, Yousra; Haueisen, Jens; Gramfort, Alexandre

2016-10-01

Source imaging based on magnetoencephalography (MEG) and electroencephalography (EEG) allows for the non-invasive analysis of brain activity with high temporal and good spatial resolution. As the bioelectromagnetic inverse problem is ill-posed, constraints are required. For the analysis of evoked brain activity, spatial sparsity of the neuronal activation is a common assumption. It is often taken into account using convex constraints based on the l 1 -norm. The resulting source estimates are however biased in amplitude and often suboptimal in terms of source selection due to high correlations in the forward model. In this work, we demonstrate that an inverse solver based on a block-separable penalty with a Frobenius norm per block and a l 0.5 -quasinorm over blocks addresses both of these issues. For solving the resulting non-convex optimization problem, we propose the iterative reweighted Mixed Norm Estimate (irMxNE), an optimization scheme based on iterative reweighted convex surrogate optimization problems, which are solved efficiently using a block coordinate descent scheme and an active set strategy. We compare the proposed sparse imaging method to the dSPM and the RAP-MUSIC approach based on two MEG data sets. We provide empirical evidence based on simulations and analysis of MEG data that the proposed method improves on the standard Mixed Norm Estimate (MxNE) in terms of amplitude bias, support recovery, and stability.

Near-optimal alternative generation using modified hit-and-run sampling for non-linear, non-convex problems

NASA Astrophysics Data System (ADS)

Rosenberg, D. E.; Alafifi, A.

2016-12-01

Water resources systems analysis often focuses on finding optimal solutions. Yet an optimal solution is optimal only for the modelled issues and managers often seek near-optimal alternatives that address un-modelled objectives, preferences, limits, uncertainties, and other issues. Early on, Modelling to Generate Alternatives (MGA) formalized near-optimal as the region comprising the original problem constraints plus a new constraint that allowed performance within a specified tolerance of the optimal objective function value. MGA identified a few maximally-different alternatives from the near-optimal region. Subsequent work applied Markov Chain Monte Carlo (MCMC) sampling to generate a larger number of alternatives that span the near-optimal region of linear problems or select portions for non-linear problems. We extend the MCMC Hit-And-Run method to generate alternatives that span the full extent of the near-optimal region for non-linear, non-convex problems. First, start at a feasible hit point within the near-optimal region, then run a random distance in a random direction to a new hit point. Next, repeat until generating the desired number of alternatives. The key step at each iterate is to run a random distance along the line in the specified direction to a new hit point. If linear equity constraints exist, we construct an orthogonal basis and use a null space transformation to confine hits and runs to a lower-dimensional space. Linear inequity constraints define the convex bounds on the line that runs through the current hit point in the specified direction. We then use slice sampling to identify a new hit point along the line within bounds defined by the non-linear inequity constraints. This technique is computationally efficient compared to prior near-optimal alternative generation techniques such MGA, MCMC Metropolis-Hastings, evolutionary, or firefly algorithms because search at each iteration is confined to the hit line, the algorithm can move in one step to any point in the near-optimal region, and each iterate generates a new, feasible alternative. We use the method to generate alternatives that span the near-optimal regions of simple and more complicated water management problems and may be preferred to optimal solutions. We also discuss extensions to handle non-linear equity constraints.

Distributed Optimization Design of Continuous-Time Multiagent Systems With Unknown-Frequency Disturbances.

PubMed

Wang, Xinghu; Hong, Yiguang; Yi, Peng; Ji, Haibo; Kang, Yu

2017-05-24

In this paper, a distributed optimization problem is studied for continuous-time multiagent systems with unknown-frequency disturbances. A distributed gradient-based control is proposed for the agents to achieve the optimal consensus with estimating unknown frequencies and rejecting the bounded disturbance in the semi-global sense. Based on convex optimization analysis and adaptive internal model approach, the exact optimization solution can be obtained for the multiagent system disturbed by exogenous disturbances with uncertain parameters.

Error assessment of biogeochemical models by lower bound methods (NOMMA-1.0)

NASA Astrophysics Data System (ADS)

Sauerland, Volkmar; Löptien, Ulrike; Leonhard, Claudine; Oschlies, Andreas; Srivastav, Anand

2018-03-01

Biogeochemical models, capturing the major feedbacks of the pelagic ecosystem of the world ocean, are today often embedded into Earth system models which are increasingly used for decision making regarding climate policies. These models contain poorly constrained parameters (e.g., maximum phytoplankton growth rate), which are typically adjusted until the model shows reasonable behavior. Systematic approaches determine these parameters by minimizing the misfit between the model and observational data. In most common model approaches, however, the underlying functions mimicking the biogeochemical processes are nonlinear and non-convex. Thus, systematic optimization algorithms are likely to get trapped in local minima and might lead to non-optimal results. To judge the quality of an obtained parameter estimate, we propose determining a preferably large lower bound for the global optimum that is relatively easy to obtain and that will help to assess the quality of an optimum, generated by an optimization algorithm. Due to the unavoidable noise component in all observations, such a lower bound is typically larger than zero. We suggest deriving such lower bounds based on typical properties of biogeochemical models (e.g., a limited number of extremes and a bounded time derivative). We illustrate the applicability of the method with two real-world examples. The first example uses real-world observations of the Baltic Sea in a box model setup. The second example considers a three-dimensional coupled ocean circulation model in combination with satellite chlorophyll a.

DOE Office of Scientific and Technical Information (OSTI.GOV)

Lucas, D. D.; Yver Kwok, C.; Cameron-Smith, P.

Emission rates of greenhouse gases (GHGs) entering into the atmosphere can be inferred using mathematical inverse approaches that combine observations from a network of stations with forward atmospheric transport models. Some locations for collecting observations are better than others for constraining GHG emissions through the inversion, but the best locations for the inversion may be inaccessible or limited by economic and other non-scientific factors. We present a method to design an optimal GHG observing network in the presence of multiple objectives that may be in conflict with each other. As a demonstration, we use our method to design a prototypemore » network of six stations to monitor summertime emissions in California of the potent GHG 1,1,1,2-tetrafluoroethane (CH 2FCF 3, HFC-134a). We use a multiobjective genetic algorithm to evolve network configurations that seek to jointly maximize the scientific accuracy of the inferred HFC-134a emissions and minimize the associated costs of making the measurements. The genetic algorithm effectively determines a set of "optimal" observing networks for HFC-134a that satisfy both objectives (i.e., the Pareto frontier). The Pareto frontier is convex, and clearly shows the tradeoffs between performance and cost, and the diminishing returns in trading one for the other. Without difficulty, our method can be extended to design optimal networks to monitor two or more GHGs with different emissions patterns, or to incorporate other objectives and constraints that are important in the practical design of atmospheric monitoring networks.« less

Robust, Adaptive Radar Detection and Estimation

DTIC Science & Technology

2015-07-21

cost function is not a convex function in R, we apply a transformation variables i.e., let X = σ2R−1 and S′ = 1 σ2 S. Then, the revised cost function in...1 viv H i . We apply this inverse covariance matrix in computing the SINR as well as estimator variance. • Rank Constrained Maximum Likelihood: Our...even as almost all available training samples are corrupted. Probability of Detection vs. SNR We apply three test statistics, the normalized matched

A Subspace Semi-Definite programming-based Underestimation (SSDU) method for stochastic global optimization in protein docking*

PubMed Central

Nan, Feng; Moghadasi, Mohammad; Vakili, Pirooz; Vajda, Sandor; Kozakov, Dima; Ch. Paschalidis, Ioannis

2015-01-01

We propose a new stochastic global optimization method targeting protein docking problems. The method is based on finding a general convex polynomial underestimator to the binding energy function in a permissive subspace that possesses a funnel-like structure. We use Principal Component Analysis (PCA) to determine such permissive subspaces. The problem of finding the general convex polynomial underestimator is reduced into the problem of ensuring that a certain polynomial is a Sum-of-Squares (SOS), which can be done via semi-definite programming. The underestimator is then used to bias sampling of the energy function in order to recover a deep minimum. We show that the proposed method significantly improves the quality of docked conformations compared to existing methods. PMID:25914440

Joint reconstruction of multiview compressed images.

PubMed

Thirumalai, Vijayaraghavan; Frossard, Pascal

2013-05-01

Distributed representation of correlated multiview images is an important problem that arises in vision sensor networks. This paper concentrates on the joint reconstruction problem where the distributively compressed images are decoded together in order to take benefit from the image correlation. We consider a scenario where the images captured at different viewpoints are encoded independently using common coding solutions (e.g., JPEG) with a balanced rate distribution among different cameras. A central decoder first estimates the inter-view image correlation from the independently compressed data. The joint reconstruction is then cast as a constrained convex optimization problem that reconstructs total-variation (TV) smooth images, which comply with the estimated correlation model. At the same time, we add constraints that force the reconstructed images to be as close as possible to their compressed versions. We show through experiments that the proposed joint reconstruction scheme outperforms independent reconstruction in terms of image quality, for a given target bit rate. In addition, the decoding performance of our algorithm compares advantageously to state-of-the-art distributed coding schemes based on motion learning and on the DISCOVER algorithm.

Identification of spatially-localized initial conditions via sparse PCA

NASA Astrophysics Data System (ADS)

Dwivedi, Anubhav; Jovanovic, Mihailo

2017-11-01

Principal Component Analysis involves maximization of a quadratic form subject to a quadratic constraint on the initial flow perturbations and it is routinely used to identify the most energetic flow structures. For general flow configurations, principal components can be efficiently computed via power iteration of the forward and adjoint governing equations. However, the resulting flow structures typically have a large spatial support leading to a question of physical realizability. To obtain spatially-localized structures, we modify the quadratic constraint on the initial condition to include a convex combination with an additional regularization term which promotes sparsity in the physical domain. We formulate this constrained optimization problem as a nonlinear eigenvalue problem and employ an inverse power-iteration-based method to solve it. The resulting solution is guaranteed to converge to a nonlinear eigenvector which becomes increasingly localized as our emphasis on sparsity increases. We use several fluids examples to demonstrate that our method indeed identifies the most energetic initial perturbations that are spatially compact. This work was supported by Office of Naval Research through Grant Number N00014-15-1-2522.

Endmember extraction from hyperspectral image based on discrete firefly algorithm (EE-DFA)

NASA Astrophysics Data System (ADS)

Zhang, Chengye; Qin, Qiming; Zhang, Tianyuan; Sun, Yuanheng; Chen, Chao

2017-04-01

This study proposed a novel method to extract endmembers from hyperspectral image based on discrete firefly algorithm (EE-DFA). Endmembers are the input of many spectral unmixing algorithms. Hence, in this paper, endmember extraction from hyperspectral image is regarded as a combinational optimization problem to get best spectral unmixing results, which can be solved by the discrete firefly algorithm. Two series of experiments were conducted on the synthetic hyperspectral datasets with different SNR and the AVIRIS Cuprite dataset, respectively. The experimental results were compared with the endmembers extracted by four popular methods: the sequential maximum angle convex cone (SMACC), N-FINDR, Vertex Component Analysis (VCA), and Minimum Volume Constrained Nonnegative Matrix Factorization (MVC-NMF). What's more, the effect of the parameters in the proposed method was tested on both synthetic hyperspectral datasets and AVIRIS Cuprite dataset, and the recommended parameters setting was proposed. The results in this study demonstrated that the proposed EE-DFA method showed better performance than the existing popular methods. Moreover, EE-DFA is robust under different SNR conditions.

Permanent Magnet Ecr Plasma Source With Magnetic Field Optimization

DOEpatents

Doughty, Frank C.; Spencer, John E.

2000-12-19

In a plasma-producing device, an optimized magnet field for electron cyclotron resonance plasma generation is provided by a shaped pole piece. The shaped pole piece adjusts spacing between the magnet and the resonance zone, creates a convex or concave resonance zone, and decreases stray fields between the resonance zone and the workpiece. For a cylindrical permanent magnet, the pole piece includes a disk adjacent the magnet together with an annular cylindrical sidewall structure axially aligned with the magnet and extending from the base around the permanent magnet. The pole piece directs magnetic field lines into the resonance zone, moving the resonance zone further from the face of the magnet. Additional permanent magnets or magnet arrays may be utilized to control field contours on a local scale. Rather than a permeable material, the sidewall structure may be composed of an annular cylindrical magnetic material having a polarity opposite that of the permanent magnet, creating convex regions in the resonance zone. An annular disk-shaped recurve section at the end of the sidewall structure forms magnetic mirrors keeping the plasma off the pole piece. A recurve section composed of magnetic material having a radial polarity forms convex regions and/or magnetic mirrors within the resonance zone.

A compressed sensing based 3D resistivity inversion algorithm for hydrogeological applications

NASA Astrophysics Data System (ADS)

Ranjan, Shashi; Kambhammettu, B. V. N. P.; Peddinti, Srinivasa Rao; Adinarayana, J.

2018-04-01

Image reconstruction from discrete electrical responses pose a number of computational and mathematical challenges. Application of smoothness constrained regularized inversion from limited measurements may fail to detect resistivity anomalies and sharp interfaces separated by hydro stratigraphic units. Under favourable conditions, compressed sensing (CS) can be thought of an alternative to reconstruct the image features by finding sparse solutions to highly underdetermined linear systems. This paper deals with the development of a CS assisted, 3-D resistivity inversion algorithm for use with hydrogeologists and groundwater scientists. CS based l1-regularized least square algorithm was applied to solve the resistivity inversion problem. Sparseness in the model update vector is introduced through block oriented discrete cosine transformation, with recovery of the signal achieved through convex optimization. The equivalent quadratic program was solved using primal-dual interior point method. Applicability of the proposed algorithm was demonstrated using synthetic and field examples drawn from hydrogeology. The proposed algorithm has outperformed the conventional (smoothness constrained) least square method in recovering the model parameters with much fewer data, yet preserving the sharp resistivity fronts separated by geologic layers. Resistivity anomalies represented by discrete homogeneous blocks embedded in contrasting geologic layers were better imaged using the proposed algorithm. In comparison to conventional algorithm, CS has resulted in an efficient (an increase in R2 from 0.62 to 0.78; a decrease in RMSE from 125.14 Ω-m to 72.46 Ω-m), reliable, and fast converging (run time decreased by about 25%) solution.

Essays on the Economics of Climate Change, Biofuel and Food Prices

NASA Astrophysics Data System (ADS)

Seguin, Charles

Climate change is likely to be the most important global pollution problem that humanity has had to face so far. In this dissertation, I tackle issues directly and indirectly related to climate change, bringing my modest contribution to the body of human creativity trying to deal with climate change. First, I look at the impact of non-convex feedbacks on the optimal climate policy. Second, I try to derive the optimal biofuel policy acknowledging the potential negative impacts that biofuel production might have on food supply. Finally, I test empirically for the presence of loss aversion in food purchases, which might play a role in the consumer response to food price changes brought about by biofuel production. Non-convexities in feedback processes are increasingly found to be important in the climate system. To evaluate their impact on the optimal greenhouse gas (GHG) abate- ment policy, I introduce non-convex feedbacks in a stochastic pollution control model. I numerically calibrate the model to represent the mitigation of greenhouse gas (GHG) emissions contributing to global climate change. This approach makes two contributions to the literature. First, it develops a framework to tackle stochastic non-convex pollu- tion management problems. Second, it applies this framework to the problem of climate change. This approach is in contrast to most of the economic literature on climate change that focuses either on linear feedbacks or environmental thresholds. I find that non-convex feedbacks lead to a decision threshold in the optimal mitigation policy, and I characterize how this threshold depends on feedback parameters and stochasticity. There is great hope that biofuel can help reduce greenhouse gas emissions from fossil fuel. However, there are some concerns that biofuel would increase food prices. In an optimal control model, a co-author and I look at the optimal biofuel production when it competes for land with food production. In addition oil is not exhaustible and output is subject to climate change induced damages. We find that the competitive outcome does not necessarily yield an underproduction of biofuels, but when it does, second best policies like subsidies and mandates can improve welfare. In marketing, there has been extensive empirical research to ascertain whether there is evidence of loss aversion as predicted by several reference price preference theories. Most of that literature finds that there is indeed evidence of loss aversion for many different goods. I argue that it is possible that some of that evidence seemingly supporting loss aversion arises because price endogeneity is not properly taken into account. Using scanner data I study four product categories: bread, chicken, corn and tortilla chips, and pasta. Taking prices as exogenous, I find evidence of loss aversion for bread and corn and tortilla chips. However, when instrumenting prices, the "loss aversion evidence" disappears.

Living on the Edge: A Geometric Theory of Phase Transitions in Convex Optimization

DTIC Science & Technology

2013-03-24

framework for constructing a regularizer f that promotes a specified type of structure, as well as many additional examples. We say that the...Rd that promote the structures we expect to find in x0 8 D. AMELUNXEN, M. LOTZ, M. B. MCCOY, AND J. A. TROPP and y0. Then we can frame the convex...signal x0 is sparse in the standard basis, and the second signal U y0 is sparse in a known basis U . In this case, we can use `1 norms to promote

Convexity and Concavity Properties of the Optimal Value Function in Parametric Nonlinear Programming.

DTIC Science & Technology

1982-12-21

and W. T. ZIEMBA (1981). Intro- duction to concave and generalized concave functions. In Gener- alized Concavity in Optimization and Economics (S...Schaible and W. T. Ziemba , eds.), pp. 21-50. Academic Press, New York. BANK, B., J. GUDDAT, D. KLATTE, B. KUMMER, and K. TAMMER (1982). Non- Linear

Policy-Relevant Nonconvexities in the Production of Multiple Forest Benefits?

Treesearch

Stephen K. Swallow; Peter J. Parks; David N. Wear

1990-01-01

This paper challenges common assumptions about convexity in forest rotation models which optimize timber plus nontimber benefits. If a local optimum occurs earlier than the globally optimal age, policy based on marginal incentives may achieve suboptimal results. Policy-relevant nonconvexities are more likely if (i) nontimber benefits dominate for young stands while...

Adaptive convex combination approach for the identification of improper quaternion processes.

PubMed

Ujang, Bukhari Che; Jahanchahi, Cyrus; Took, Clive Cheong; Mandic, Danilo P

2014-01-01

Data-adaptive optimal modeling and identification of real-world vector sensor data is provided by combining the fractional tap-length (FT) approach with model order selection in the quaternion domain. To account rigorously for the generality of such processes, both second-order circular (proper) and noncircular (improper), the proposed approach in this paper combines the FT length optimization with both the strictly linear quaternion least mean square (QLMS) and widely linear QLMS (WL-QLMS). A collaborative approach based on QLMS and WL-QLMS is shown to both identify the type of processes (proper or improper) and to track their optimal parameters in real time. Analysis shows that monitoring the evolution of the convex mixing parameter within the collaborative approach allows us to track the improperness in real time. Further insight into the properties of those algorithms is provided by establishing a relationship between the steady-state error and optimal model order. The approach is supported by simulations on model order selection and identification of both strictly linear and widely linear quaternion-valued systems, such as those routinely used in renewable energy (wind) and human-centered computing (biomechanics).

Distortion outage minimization in Nakagami fading using limited feedback

NASA Astrophysics Data System (ADS)

Wang, Chih-Hong; Dey, Subhrakanti

2011-12-01

We focus on a decentralized estimation problem via a clustered wireless sensor network measuring a random Gaussian source where the clusterheads amplify and forward their received signals (from the intra-cluster sensors) over orthogonal independent stationary Nakagami fading channels to a remote fusion center that reconstructs an estimate of the original source. The objective of this paper is to design clusterhead transmit power allocation policies to minimize the distortion outage probability at the fusion center, subject to an expected sum transmit power constraint. In the case when full channel state information (CSI) is available at the clusterhead transmitters, the optimization problem can be shown to be convex and is solved exactly. When only rate-limited channel feedback is available, we design a number of computationally efficient sub-optimal power allocation algorithms to solve the associated non-convex optimization problem. We also derive an approximation for the diversity order of the distortion outage probability in the limit when the average transmission power goes to infinity. Numerical results illustrate that the sub-optimal power allocation algorithms perform very well and can close the outage probability gap between the constant power allocation (no CSI) and full CSI-based optimal power allocation with only 3-4 bits of channel feedback.

Efficient convex-elastic net algorithm to solve the Euclidean traveling salesman problem.

PubMed

Al-Mulhem, M; Al-Maghrabi, T

1998-01-01

This paper describes a hybrid algorithm that combines an adaptive-type neural network algorithm and a nondeterministic iterative algorithm to solve the Euclidean traveling salesman problem (E-TSP). It begins with a brief introduction to the TSP and the E-TSP. Then, it presents the proposed algorithm with its two major components: the convex-elastic net (CEN) algorithm and the nondeterministic iterative improvement (NII) algorithm. These two algorithms are combined into the efficient convex-elastic net (ECEN) algorithm. The CEN algorithm integrates the convex-hull property and elastic net algorithm to generate an initial tour for the E-TSP. The NII algorithm uses two rearrangement operators to improve the initial tour given by the CEN algorithm. The paper presents simulation results for two instances of E-TSP: randomly generated tours and tours for well-known problems in the literature. Experimental results are given to show that the proposed algorithm ran find the nearly optimal solution for the E-TSP that outperform many similar algorithms reported in the literature. The paper concludes with the advantages of the new algorithm and possible extensions.

A Target-Less Vision-Based Displacement Sensor Based on Image Convex Hull Optimization for Measuring the Dynamic Response of Building Structures.

PubMed

Choi, Insub; Kim, JunHee; Kim, Donghyun

2016-12-08

Existing vision-based displacement sensors (VDSs) extract displacement data through changes in the movement of a target that is identified within the image using natural or artificial structure markers. A target-less vision-based displacement sensor (hereafter called "TVDS") is proposed. It can extract displacement data without targets, which then serve as feature points in the image of the structure. The TVDS can extract and track the feature points without the target in the image through image convex hull optimization, which is done to adjust the threshold values and to optimize them so that they can have the same convex hull in every image frame and so that the center of the convex hull is the feature point. In addition, the pixel coordinates of the feature point can be converted to physical coordinates through a scaling factor map calculated based on the distance, angle, and focal length between the camera and target. The accuracy of the proposed scaling factor map was verified through an experiment in which the diameter of a circular marker was estimated. A white-noise excitation test was conducted, and the reliability of the displacement data obtained from the TVDS was analyzed by comparing the displacement data of the structure measured with a laser displacement sensor (LDS). The dynamic characteristics of the structure, such as the mode shape and natural frequency, were extracted using the obtained displacement data, and were compared with the numerical analysis results. TVDS yielded highly reliable displacement data and highly accurate dynamic characteristics, such as the natural frequency and mode shape of the structure. As the proposed TVDS can easily extract the displacement data even without artificial or natural markers, it has the advantage of extracting displacement data from any portion of the structure in the image.

Uniform magnetic fields in density-functional theory

NASA Astrophysics Data System (ADS)

Tellgren, Erik I.; Laestadius, Andre; Helgaker, Trygve; Kvaal, Simen; Teale, Andrew M.

2018-01-01

We construct a density-functional formalism adapted to uniform external magnetic fields that is intermediate between conventional density functional theory and Current-Density Functional Theory (CDFT). In the intermediate theory, which we term linear vector potential-DFT (LDFT), the basic variables are the density, the canonical momentum, and the paramagnetic contribution to the magnetic moment. Both a constrained-search formulation and a convex formulation in terms of Legendre-Fenchel transformations are constructed. Many theoretical issues in CDFT find simplified analogs in LDFT. We prove results concerning N-representability, Hohenberg-Kohn-like mappings, existence of minimizers in the constrained-search expression, and a restricted analog to gauge invariance. The issue of additivity of the energy over non-interacting subsystems, which is qualitatively different in LDFT and CDFT, is also discussed.

Uniform magnetic fields in density-functional theory.

PubMed

Tellgren, Erik I; Laestadius, Andre; Helgaker, Trygve; Kvaal, Simen; Teale, Andrew M

2018-01-14

We construct a density-functional formalism adapted to uniform external magnetic fields that is intermediate between conventional density functional theory and Current-Density Functional Theory (CDFT). In the intermediate theory, which we term linear vector potential-DFT (LDFT), the basic variables are the density, the canonical momentum, and the paramagnetic contribution to the magnetic moment. Both a constrained-search formulation and a convex formulation in terms of Legendre-Fenchel transformations are constructed. Many theoretical issues in CDFT find simplified analogs in LDFT. We prove results concerning N-representability, Hohenberg-Kohn-like mappings, existence of minimizers in the constrained-search expression, and a restricted analog to gauge invariance. The issue of additivity of the energy over non-interacting subsystems, which is qualitatively different in LDFT and CDFT, is also discussed.

Scalable analysis of nonlinear systems using convex optimization

NASA Astrophysics Data System (ADS)

Papachristodoulou, Antonis

In this thesis, we investigate how convex optimization can be used to analyze different classes of nonlinear systems at various scales algorithmically. The methodology is based on the construction of appropriate Lyapunov-type certificates using sum of squares techniques. After a brief introduction on the mathematical tools that we will be using, we turn our attention to robust stability and performance analysis of systems described by Ordinary Differential Equations. A general framework for constrained systems analysis is developed, under which stability of systems with polynomial, non-polynomial vector fields and switching systems, as well estimating the region of attraction and the L2 gain can be treated in a unified manner. We apply our results to examples from biology and aerospace. We then consider systems described by Functional Differential Equations (FDEs), i.e., time-delay systems. Their main characteristic is that they are infinite dimensional, which complicates their analysis. We first show how the complete Lyapunov-Krasovskii functional can be constructed algorithmically for linear time-delay systems. Then, we concentrate on delay-independent and delay-dependent stability analysis of nonlinear FDEs using sum of squares techniques. An example from ecology is given. The scalable stability analysis of congestion control algorithms for the Internet is investigated next. The models we use result in an arbitrary interconnection of FDE subsystems, for which we require that stability holds for arbitrary delays, network topologies and link capacities. Through a constructive proof, we develop a Lyapunov functional for FAST---a recently developed network congestion control scheme---so that the Lyapunov stability properties scale with the system size. We also show how other network congestion control schemes can be analyzed in the same way. Finally, we concentrate on systems described by Partial Differential Equations. We show that axially constant perturbations of the Navier-Stokes equations for Hagen-Poiseuille flow are globally stable, even though the background noise is amplified as R3 where R is the Reynolds number, giving a 'robust yet fragile' interpretation. We also propose a sum of squares methodology for the analysis of systems described by parabolic PDEs. We conclude this work with an account for future research.

Comparative analysis of Pareto surfaces in multi-criteria IMRT planning

NASA Astrophysics Data System (ADS)

Teichert, K.; Süss, P.; Serna, J. I.; Monz, M.; Küfer, K. H.; Thieke, C.

2011-06-01

In the multi-criteria optimization approach to IMRT planning, a given dose distribution is evaluated by a number of convex objective functions that measure tumor coverage and sparing of the different organs at risk. Within this context optimizing the intensity profiles for any fixed set of beams yields a convex Pareto set in the objective space. However, if the number of beam directions and irradiation angles are included as free parameters in the formulation of the optimization problem, the resulting Pareto set becomes more intricate. In this work, a method is presented that allows for the comparison of two convex Pareto sets emerging from two distinct beam configuration choices. For the two competing beam settings, the non-dominated and the dominated points of the corresponding Pareto sets are identified and the distance between the two sets in the objective space is calculated and subsequently plotted. The obtained information enables the planner to decide if, for a given compromise, the current beam setup is optimal. He may then re-adjust his choice accordingly during navigation. The method is applied to an artificial case and two clinical head neck cases. In all cases no configuration is dominating its competitor over the whole Pareto set. For example, in one of the head neck cases a seven-beam configuration turns out to be superior to a nine-beam configuration if the highest priority is the sparing of the spinal cord. The presented method of comparing Pareto sets is not restricted to comparing different beam angle configurations, but will allow for more comprehensive comparisons of competing treatment techniques (e.g. photons versus protons) than with the classical method of comparing single treatment plans.

Numerical Optimization of converging diverging miniature cavitating nozzles

NASA Astrophysics Data System (ADS)

Chavan, Kanchan; Bhingole, B.; Raut, J.; Pandit, A. B.

2015-12-01

The work focuses on the numerical optimization of converging diverging cavitating nozzles through nozzle dimensions and wall shape. The objective is to develop design rules for the geometry of cavitating nozzles for desired end-use. Two main aspects of nozzle design which affects the cavitation have been studied i.e. end dimensions of the geometry (i.e. angle and/or curvature of the inlet, outlet and the throat and the lengths of the converging and diverging sections) and wall curvatures(concave or convex). Angle of convergence at the inlet was found to control the cavity growth whereas angle of divergence of the exit controls the collapse of cavity. CFD simulations were carried out for the straight line converging and diverging sections by varying converging and diverging angles to study its effect on the collapse pressure generated by the cavity. Optimized geometry configurations were obtained on the basis of maximum Cavitational Efficacy Ratio (CER)i.e. cavity collapse pressure generated for a given permanent pressure drop across the system. With increasing capabilities in machining and fabrication, it is possible to exploit the effect of wall curvature to create nozzles with further increase in the CER. Effect of wall curvature has been studied for the straight, concave and convex shapes. Curvature has been varied and effect of concave and convex wall curvatures vis-à-vis straight walls studied for fixed converging and diverging angles.It is concluded that concave converging-diverging nozzles with converging angle of 20° and diverging angle of 5° with the radius of curvature 0.03 m and 0.1530 m respectively gives maximum CER. Preliminary experiments using optimized geometry are indicating similar trends and are currently being carried out. Refinements of the CFD technique using two phase flow simulations are planned.

Smooth Constrained Heuristic Optimization of a Combinatorial Chemical Space

DTIC Science & Technology

2015-05-01

ARL-TR-7294•MAY 2015 US Army Research Laboratory Smooth ConstrainedHeuristic Optimization of a Combinatorial Chemical Space by Berend Christopher...7294•MAY 2015 US Army Research Laboratory Smooth ConstrainedHeuristic Optimization of a Combinatorial Chemical Space by Berend Christopher...

Non-Convex Sparse and Low-Rank Based Robust Subspace Segmentation for Data Mining.

PubMed

Cheng, Wenlong; Zhao, Mingbo; Xiong, Naixue; Chui, Kwok Tai

2017-07-15

Parsimony, including sparsity and low-rank, has shown great importance for data mining in social networks, particularly in tasks such as segmentation and recognition. Traditionally, such modeling approaches rely on an iterative algorithm that minimizes an objective function with convex l ₁-norm or nuclear norm constraints. However, the obtained results by convex optimization are usually suboptimal to solutions of original sparse or low-rank problems. In this paper, a novel robust subspace segmentation algorithm has been proposed by integrating l p -norm and Schatten p -norm constraints. Our so-obtained affinity graph can better capture local geometrical structure and the global information of the data. As a consequence, our algorithm is more generative, discriminative and robust. An efficient linearized alternating direction method is derived to realize our model. Extensive segmentation experiments are conducted on public datasets. The proposed algorithm is revealed to be more effective and robust compared to five existing algorithms.

Efficient globally optimal segmentation of cells in fluorescence microscopy images using level sets and convex energy functionals.

PubMed

Bergeest, Jan-Philip; Rohr, Karl

2012-10-01

In high-throughput applications, accurate and efficient segmentation of cells in fluorescence microscopy images is of central importance for the quantification of protein expression and the understanding of cell function. We propose an approach for segmenting cell nuclei which is based on active contours using level sets and convex energy functionals. Compared to previous work, our approach determines the global solution. Thus, the approach does not suffer from local minima and the segmentation result does not depend on the initialization. We consider three different well-known energy functionals for active contour-based segmentation and introduce convex formulations of these functionals. We also suggest a numeric approach for efficiently computing the solution. The performance of our approach has been evaluated using fluorescence microscopy images from different experiments comprising different cell types. We have also performed a quantitative comparison with previous segmentation approaches. Copyright © 2012 Elsevier B.V. All rights reserved.

Explicit optimization of plan quality measures in intensity-modulated radiation therapy treatment planning.

PubMed

Engberg, Lovisa; Forsgren, Anders; Eriksson, Kjell; Hårdemark, Björn

2017-06-01

To formulate convex planning objectives of treatment plan multicriteria optimization with explicit relationships to the dose-volume histogram (DVH) statistics used in plan quality evaluation. Conventional planning objectives are designed to minimize the violation of DVH statistics thresholds using penalty functions. Although successful in guiding the DVH curve towards these thresholds, conventional planning objectives offer limited control of the individual points on the DVH curve (doses-at-volume) used to evaluate plan quality. In this study, we abandon the usual penalty-function framework and propose planning objectives that more closely relate to DVH statistics. The proposed planning objectives are based on mean-tail-dose, resulting in convex optimization. We also demonstrate how to adapt a standard optimization method to the proposed formulation in order to obtain a substantial reduction in computational cost. We investigated the potential of the proposed planning objectives as tools for optimizing DVH statistics through juxtaposition with the conventional planning objectives on two patient cases. Sets of treatment plans with differently balanced planning objectives were generated using either the proposed or the conventional approach. Dominance in the sense of better distributed doses-at-volume was observed in plans optimized within the proposed framework. The initial computational study indicates that the DVH statistics are better optimized and more efficiently balanced using the proposed planning objectives than using the conventional approach. © 2017 American Association of Physicists in Medicine.

Development of Analysis Tools for Certification of Flight Control Laws

DTIC Science & Technology

2009-03-31

In Proc. Conf. on Decision and Control, pages 881-886, Bahamas, 2004. [7] G. Chesi, A. Garulli, A. Tesi , and A. Vicino. LMI-based computation of...Minneapolis, MN, 2006, pp. 117-122. [10] G. Chesi, A. Garulli, A. Tesi . and A. Vicino, "LMI-based computation of optimal quadratic Lyapunov functions...Convex Optimization. Cambridge Univ. Press. Chesi, G., A. Garulli, A. Tesi and A. Vicino (2005). LMI-based computation of optimal quadratic Lyapunov

Final Technical Report: Sparse Grid Scenario Generation and Interior Algorithms for Stochastic Optimization in a Parallel Computing Environment

DOE Office of Scientific and Technical Information (OSTI.GOV)

Mehrotra, Sanjay

2016-09-07

The support from this grant resulted in seven published papers and a technical report. Two papers are published in SIAM J. on Optimization [87, 88]; two papers are published in IEEE Transactions on Power Systems [77, 78]; one paper is published in Smart Grid [79]; one paper is published in Computational Optimization and Applications [44] and one in INFORMS J. on Computing [67]). The works in [44, 67, 87, 88] were funded primarily by this DOE grant. The applied papers in [77, 78, 79] were also supported through a subcontract from the Argonne National Lab. We start by presenting ourmore » main research results on the scenario generation problem in Sections 1–2. We present our algorithmic results on interior point methods for convex optimization problems in Section 3. We describe a new ‘central’ cutting surface algorithm developed for solving large scale convex programming problems (as is the case with our proposed research) with semi-infinite number of constraints in Section 4. In Sections 5–6 we present our work on two application problems of interest to DOE.« less

L1-norm kernel discriminant analysis via Bayes error bound optimization for robust feature extraction.

PubMed

Zheng, Wenming; Lin, Zhouchen; Wang, Haixian

2014-04-01

A novel discriminant analysis criterion is derived in this paper under the theoretical framework of Bayes optimality. In contrast to the conventional Fisher's discriminant criterion, the major novelty of the proposed one is the use of L1 norm rather than L2 norm, which makes it less sensitive to the outliers. With the L1-norm discriminant criterion, we propose a new linear discriminant analysis (L1-LDA) method for linear feature extraction problem. To solve the L1-LDA optimization problem, we propose an efficient iterative algorithm, in which a novel surrogate convex function is introduced such that the optimization problem in each iteration is to simply solve a convex programming problem and a close-form solution is guaranteed to this problem. Moreover, we also generalize the L1-LDA method to deal with the nonlinear robust feature extraction problems via the use of kernel trick, and hereafter proposed the L1-norm kernel discriminant analysis (L1-KDA) method. Extensive experiments on simulated and real data sets are conducted to evaluate the effectiveness of the proposed method in comparing with the state-of-the-art methods.

DOE Office of Scientific and Technical Information (OSTI.GOV)

Azunre, P.

Here in this paper, two novel techniques for bounding the solutions of parametric weakly coupled second-order semilinear parabolic partial differential equations are developed. The first provides a theorem to construct interval bounds, while the second provides a theorem to construct lower bounds convex and upper bounds concave in the parameter. The convex/concave bounds can be significantly tighter than the interval bounds because of the wrapping effect suffered by interval analysis in dynamical systems. Both types of bounds are computationally cheap to construct, requiring solving auxiliary systems twice and four times larger than the original system, respectively. An illustrative numerical examplemore » of bound construction and use for deterministic global optimization within a simple serial branch-and-bound algorithm, implemented numerically using interval arithmetic and a generalization of McCormick's relaxation technique, is presented. Finally, problems within the important class of reaction-diffusion systems may be optimized with these tools.« less

Fractional Programming for Communication Systems—Part I: Power Control and Beamforming

NASA Astrophysics Data System (ADS)

Shen, Kaiming; Yu, Wei

2018-05-01

This two-part paper explores the use of FP in the design and optimization of communication systems. Part I of this paper focuses on FP theory and on solving continuous problems. The main theoretical contribution is a novel quadratic transform technique for tackling the multiple-ratio concave-convex FP problem--in contrast to conventional FP techniques that mostly can only deal with the single-ratio or the max-min-ratio case. Multiple-ratio FP problems are important for the optimization of communication networks, because system-level design often involves multiple signal-to-interference-plus-noise ratio terms. This paper considers the applications of FP to solving continuous problems in communication system design, particularly for power control, beamforming, and energy efficiency maximization. These application cases illustrate that the proposed quadratic transform can greatly facilitate the optimization involving ratios by recasting the original nonconvex problem as a sequence of convex problems. This FP-based problem reformulation gives rise to an efficient iterative optimization algorithm with provable convergence to a stationary point. The paper further demonstrates close connections between the proposed FP approach and other well-known algorithms in the literature, such as the fixed-point iteration and the weighted minimum mean-square-error beamforming. The optimization of discrete problems is discussed in Part II of this paper.

Beam aperture modifier design with acoustic metasurfaces

NASA Astrophysics Data System (ADS)

Tang, Weipeng; Ren, Chunyu

2017-10-01

In this paper, we present a design concept of acoustic beam aperture modifier using two metasurface-based planar lenses. By appropriately designing the phase gradient profile along the metasurface, we obtain a class of acoustic convex lenses and concave lenses, which can focus the incoming plane waves and collimate the converging waves, respectively. On the basis of the high converging and diverging capability of these lenses, two kinds of lens combination scheme, including the convex-concave type and convex-convex type, are proposed to tune up the incoming beam aperture as needed. To be specific, the aperture of the acoustic beam can be shrunk or expanded through adjusting the phase gradient of the pair of lenses and the spacing between them. These lenses and the corresponding aperture modifiers are constructed by the stacking ultrathin labyrinthine structures, which are obtained by the geometry optimization procedure and exhibit high transmission coefficient and a full range of phase shift. The simulation results demonstrate the effectiveness of our proposed beam aperture modifiers. Due to the flexibility in aperture controlling and the simplicity in fabrication, the proposed modifiers have promising potential in applications, such as acoustic imaging, nondestructive evaluation, and communication.

Low-rank structure learning via nonconvex heuristic recovery.

PubMed

Deng, Yue; Dai, Qionghai; Liu, Risheng; Zhang, Zengke; Hu, Sanqing

2013-03-01

In this paper, we propose a nonconvex framework to learn the essential low-rank structure from corrupted data. Different from traditional approaches, which directly utilizes convex norms to measure the sparseness, our method introduces more reasonable nonconvex measurements to enhance the sparsity in both the intrinsic low-rank structure and the sparse corruptions. We will, respectively, introduce how to combine the widely used ℓp norm (0 < p < 1) and log-sum term into the framework of low-rank structure learning. Although the proposed optimization is no longer convex, it still can be effectively solved by a majorization-minimization (MM)-type algorithm, with which the nonconvex objective function is iteratively replaced by its convex surrogate and the nonconvex problem finally falls into the general framework of reweighed approaches. We prove that the MM-type algorithm can converge to a stationary point after successive iterations. The proposed model is applied to solve two typical problems: robust principal component analysis and low-rank representation. Experimental results on low-rank structure learning demonstrate that our nonconvex heuristic methods, especially the log-sum heuristic recovery algorithm, generally perform much better than the convex-norm-based method (0 < p < 1) for both data with higher rank and with denser corruptions.

Estimation of Saxophone Control Parameters by Convex Optimization.

PubMed

Wang, Cheng-I; Smyth, Tamara; Lipton, Zachary C

2014-12-01

In this work, an approach to jointly estimating the tone hole configuration (fingering) and reed model parameters of a saxophone is presented. The problem isn't one of merely estimating pitch as one applied fingering can be used to produce several different pitches by bugling or overblowing. Nor can a fingering be estimated solely by the spectral envelope of the produced sound (as it might for estimation of vocal tract shape in speech) since one fingering can produce markedly different spectral envelopes depending on the player's embouchure and control of the reed. The problem is therefore addressed by jointly estimating both the reed (source) parameters and the fingering (filter) of a saxophone model using convex optimization and 1) a bank of filter frequency responses derived from measurement of the saxophone configured with all possible fingerings and 2) sample recordings of notes produced using all possible fingerings, played with different overblowing, dynamics and timbre. The saxophone model couples one of several possible frequency response pairs (corresponding to the applied fingering), and a quasi-static reed model generating input pressure at the mouthpiece, with control parameters being blowing pressure and reed stiffness. Applied fingering and reed parameters are estimated for a given recording by formalizing a minimization problem, where the cost function is the error between the recording and the synthesized sound produced by the model having incremental parameter values for blowing pressure and reed stiffness. The minimization problem is nonlinear and not differentiable and is made solvable using convex optimization. The performance of the fingering identification is evaluated with better accuracy than previous reported value.

Hyperopt: a Python library for model selection and hyperparameter optimization

NASA Astrophysics Data System (ADS)

Bergstra, James; Komer, Brent; Eliasmith, Chris; Yamins, Dan; Cox, David D.

2015-01-01

Sequential model-based optimization (also known as Bayesian optimization) is one of the most efficient methods (per function evaluation) of function minimization. This efficiency makes it appropriate for optimizing the hyperparameters of machine learning algorithms that are slow to train. The Hyperopt library provides algorithms and parallelization infrastructure for performing hyperparameter optimization (model selection) in Python. This paper presents an introductory tutorial on the usage of the Hyperopt library, including the description of search spaces, minimization (in serial and parallel), and the analysis of the results collected in the course of minimization. This paper also gives an overview of Hyperopt-Sklearn, a software project that provides automatic algorithm configuration of the Scikit-learn machine learning library. Following Auto-Weka, we take the view that the choice of classifier and even the choice of preprocessing module can be taken together to represent a single large hyperparameter optimization problem. We use Hyperopt to define a search space that encompasses many standard components (e.g. SVM, RF, KNN, PCA, TFIDF) and common patterns of composing them together. We demonstrate, using search algorithms in Hyperopt and standard benchmarking data sets (MNIST, 20-newsgroups, convex shapes), that searching this space is practical and effective. In particular, we improve on best-known scores for the model space for both MNIST and convex shapes. The paper closes with some discussion of ongoing and future work.

Efficient 3D multi-region prostate MRI segmentation using dual optimization.

PubMed

Qiu, Wu; Yuan, Jing; Ukwatta, Eranga; Sun, Yue; Rajchl, Martin; Fenster, Aaron

2013-01-01

Efficient and accurate extraction of the prostate, in particular its clinically meaningful sub-regions from 3D MR images, is of great interest in image-guided prostate interventions and diagnosis of prostate cancer. In this work, we propose a novel multi-region segmentation approach to simultaneously locating the boundaries of the prostate and its two major sub-regions: the central gland and the peripheral zone. The proposed method utilizes the prior knowledge of the spatial region consistency and employs a customized prostate appearance model to simultaneously segment multiple clinically meaningful regions. We solve the resulted challenging combinatorial optimization problem by means of convex relaxation, for which we introduce a novel spatially continuous flow-maximization model and demonstrate its duality to the investigated convex relaxed optimization problem with the region consistency constraint. Moreover, the proposed continuous max-flow model naturally leads to a new and efficient continuous max-flow based algorithm, which enjoys great advantages in numerics and can be readily implemented on GPUs. Experiments using 15 T2-weighted 3D prostate MR images, by inter- and intra-operator variability, demonstrate the promising performance of the proposed approach.

Algorithms for Maneuvering Spacecraft Around Small Bodies

NASA Technical Reports Server (NTRS)

Acikmese, A. Bechet; Bayard, David

2006-01-01

A document describes mathematical derivations and applications of autonomous guidance algorithms for maneuvering spacecraft in the vicinities of small astronomical bodies like comets or asteroids. These algorithms compute fuel- or energy-optimal trajectories for typical maneuvers by solving the associated optimal-control problems with relevant control and state constraints. In the derivations, these problems are converted from their original continuous (infinite-dimensional) forms to finite-dimensional forms through (1) discretization of the time axis and (2) spectral discretization of control inputs via a finite number of Chebyshev basis functions. In these doubly discretized problems, the Chebyshev coefficients are the variables. These problems are, variously, either convex programming problems or programming problems that can be convexified. The resulting discrete problems are convex parameter-optimization problems; this is desirable because one can take advantage of very efficient and robust algorithms that have been developed previously and are well established for solving such problems. These algorithms are fast, do not require initial guesses, and always converge to global optima. Following the derivations, the algorithms are demonstrated by applying them to numerical examples of flyby, descent-to-hover, and ascent-from-hover maneuvers.

Virtual sensors for active noise control in acoustic-structural coupled enclosures using structural sensing: robust virtual sensor design.

PubMed

Halim, Dunant; Cheng, Li; Su, Zhongqing

2011-03-01

The work was aimed to develop a robust virtual sensing design methodology for sensing and active control applications of vibro-acoustic systems. The proposed virtual sensor was designed to estimate a broadband acoustic interior sound pressure using structural sensors, with robustness against certain dynamic uncertainties occurring in an acoustic-structural coupled enclosure. A convex combination of Kalman sub-filters was used during the design, accommodating different sets of perturbed dynamic model of the vibro-acoustic enclosure. A minimax optimization problem was set up to determine an optimal convex combination of Kalman sub-filters, ensuring an optimal worst-case virtual sensing performance. The virtual sensing and active noise control performance was numerically investigated on a rectangular panel-cavity system. It was demonstrated that the proposed virtual sensor could accurately estimate the interior sound pressure, particularly the one dominated by cavity-controlled modes, by using a structural sensor. With such a virtual sensing technique, effective active noise control performance was also obtained even for the worst-case dynamics. © 2011 Acoustical Society of America

Estimation of positive semidefinite correlation matrices by using convex quadratic semidefinite programming.

PubMed

Fushiki, Tadayoshi

2009-07-01

The correlation matrix is a fundamental statistic that is used in many fields. For example, GroupLens, a collaborative filtering system, uses the correlation between users for predictive purposes. Since the correlation is a natural similarity measure between users, the correlation matrix may be used in the Gram matrix in kernel methods. However, the estimated correlation matrix sometimes has a serious defect: although the correlation matrix is originally positive semidefinite, the estimated one may not be positive semidefinite when not all ratings are observed. To obtain a positive semidefinite correlation matrix, the nearest correlation matrix problem has recently been studied in the fields of numerical analysis and optimization. However, statistical properties are not explicitly used in such studies. To obtain a positive semidefinite correlation matrix, we assume the approximate model. By using the model, an estimate is obtained as the optimal point of an optimization problem formulated with information on the variances of the estimated correlation coefficients. The problem is solved by a convex quadratic semidefinite program. A penalized likelihood approach is also examined. The MovieLens data set is used to test our approach.

MO-FG-CAMPUS-TeP2-01: A Graph Form ADMM Algorithm for Constrained Quadratic Radiation Treatment Planning

DOE Office of Scientific and Technical Information (OSTI.GOV)

Liu, X; Belcher, AH; Wiersma, R

Purpose: In radiation therapy optimization the constraints can be either hard constraints which must be satisfied or soft constraints which are included but do not need to be satisfied exactly. Currently the voxel dose constraints are viewed as soft constraints and included as a part of the objective function and approximated as an unconstrained problem. However in some treatment planning cases the constraints should be specified as hard constraints and solved by constrained optimization. The goal of this work is to present a computation efficiency graph form alternating direction method of multipliers (ADMM) algorithm for constrained quadratic treatment planning optimizationmore » and compare it with several commonly used algorithms/toolbox. Method: ADMM can be viewed as an attempt to blend the benefits of dual decomposition and augmented Lagrangian methods for constrained optimization. Various proximal operators were first constructed as applicable to quadratic IMRT constrained optimization and the problem was formulated in a graph form of ADMM. A pre-iteration operation for the projection of a point to a graph was also proposed to further accelerate the computation. Result: The graph form ADMM algorithm was tested by the Common Optimization for Radiation Therapy (CORT) dataset including TG119, prostate, liver, and head & neck cases. Both unconstrained and constrained optimization problems were formulated for comparison purposes. All optimizations were solved by LBFGS, IPOPT, Matlab built-in toolbox, CVX (implementing SeDuMi) and Mosek solvers. For unconstrained optimization, it was found that LBFGS performs the best, and it was 3–5 times faster than graph form ADMM. However, for constrained optimization, graph form ADMM was 8 – 100 times faster than the other solvers. Conclusion: A graph form ADMM can be applied to constrained quadratic IMRT optimization. It is more computationally efficient than several other commercial and noncommercial optimizers and it also used significantly less computer memory.« less

Improved image decompression for reduced transform coding artifacts

NASA Technical Reports Server (NTRS)

Orourke, Thomas P.; Stevenson, Robert L.

1994-01-01

The perceived quality of images reconstructed from low bit rate compression is severely degraded by the appearance of transform coding artifacts. This paper proposes a method for producing higher quality reconstructed images based on a stochastic model for the image data. Quantization (scalar or vector) partitions the transform coefficient space and maps all points in a partition cell to a representative reconstruction point, usually taken as the centroid of the cell. The proposed image estimation technique selects the reconstruction point within the quantization partition cell which results in a reconstructed image which best fits a non-Gaussian Markov random field (MRF) image model. This approach results in a convex constrained optimization problem which can be solved iteratively. At each iteration, the gradient projection method is used to update the estimate based on the image model. In the transform domain, the resulting coefficient reconstruction points are projected to the particular quantization partition cells defined by the compressed image. Experimental results will be shown for images compressed using scalar quantization of block DCT and using vector quantization of subband wavelet transform. The proposed image decompression provides a reconstructed image with reduced visibility of transform coding artifacts and superior perceived quality.

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.

A Duality Theory for Non-convex Problems in the Calculus of Variations

NASA Astrophysics Data System (ADS)

Bouchitté, Guy; Fragalà, Ilaria

2018-07-01

We present a new duality theory for non-convex variational problems, under possibly mixed Dirichlet and Neumann boundary conditions. The dual problem reads nicely as a linear programming problem, and our main result states that there is no duality gap. Further, we provide necessary and sufficient optimality conditions, and we show that our duality principle can be reformulated as a min-max result which is quite useful for numerical implementations. As an example, we illustrate the application of our method to a celebrated free boundary problem. The results were announced in Bouchitté and Fragalà (C R Math Acad Sci Paris 353(4):375-379, 2015).

DOE Office of Scientific and Technical Information (OSTI.GOV)

Zhang, Xiaohu; Shi, Di; Wang, Zhiwei

Shunt FACTS devices, such as, a Static Var Compensator (SVC), are capable of providing local reactive power compensation. They are widely used in the network to reduce the real power loss and improve the voltage profile. This paper proposes a planning model based on mixed integer conic programming (MICP) to optimally allocate SVCs in the transmission network considering load uncertainty. The load uncertainties are represented by a number of scenarios. Reformulation and linearization techniques are utilized to transform the original non-convex model into a convex second order cone programming (SOCP) model. Numerical case studies based on the IEEE 30-bus systemmore » demonstrate the effectiveness of the proposed planning model.« less

A Duality Theory for Non-convex Problems in the Calculus of Variations

NASA Astrophysics Data System (ADS)

Bouchitté, Guy; Fragalà, Ilaria

2018-02-01

We present a new duality theory for non-convex variational problems, under possibly mixed Dirichlet and Neumann boundary conditions. The dual problem reads nicely as a linear programming problem, and our main result states that there is no duality gap. Further, we provide necessary and sufficient optimality conditions, and we show that our duality principle can be reformulated as a min-max result which is quite useful for numerical implementations. As an example, we illustrate the application of our method to a celebrated free boundary problem. The results were announced in Bouchitté and Fragalà (C R Math Acad Sci Paris 353(4):375-379, 2015).

Modeling IrisCode and its variants as convex polyhedral cones and its security implications.

PubMed

Kong, Adams Wai-Kin

2013-03-01

IrisCode, developed by Daugman, in 1993, is the most influential iris recognition algorithm. A thorough understanding of IrisCode is essential, because over 100 million persons have been enrolled by this algorithm and many biometric personal identification and template protection methods have been developed based on IrisCode. This paper indicates that a template produced by IrisCode or its variants is a convex polyhedral cone in a hyperspace. Its central ray, being a rough representation of the original biometric signal, can be computed by a simple algorithm, which can often be implemented in one Matlab command line. The central ray is an expected ray and also an optimal ray of an objective function on a group of distributions. This algorithm is derived from geometric properties of a convex polyhedral cone but does not rely on any prior knowledge (e.g., iris images). The experimental results show that biometric templates, including iris and palmprint templates, produced by different recognition methods can be matched through the central rays in their convex polyhedral cones and that templates protected by a method extended from IrisCode can be broken into. These experimental results indicate that, without a thorough security analysis, convex polyhedral cone templates cannot be assumed secure. Additionally, the simplicity of the algorithm implies that even junior hackers without knowledge of advanced image processing and biometric databases can still break into protected templates and reveal relationships among templates produced by different recognition methods.

The design of multirate digital control systems

NASA Technical Reports Server (NTRS)

Berg, M. C.

1986-01-01

The successive loop closures synthesis method is the only method for multirate (MR) synthesis in common use. A new method for MR synthesis is introduced which requires a gradient-search solution to a constrained optimization problem. Some advantages of this method are that the control laws for all control loops are synthesized simultaneously, taking full advantage of all cross-coupling effects, and that simple, low-order compensator structures are easily accomodated. The algorithm and associated computer program for solving the constrained optimization problem are described. The successive loop closures , optimal control, and constrained optimization synthesis methods are applied to two example design problems. A series of compensator pairs are synthesized for each example problem. The succesive loop closure, optimal control, and constrained optimization synthesis methods are compared, in the context of the two design problems.

Hodograph analysis in aircraft trajectory optimization

NASA Technical Reports Server (NTRS)

Cliff, Eugene M.; Seywald, Hans; Bless, Robert R.

1993-01-01

An account is given of key geometrical concepts involved in the use of a hodograph as an optimal control theory resource which furnishes a framework for geometrical interpretation of the minimum principle. Attention is given to the effects of different convexity properties on the hodograph, which bear on the existence of solutions and such types of controls as chattering controls, 'bang-bang' control, and/or singular control. Illustrative aircraft trajectory optimization problems are examined in view of this use of the hodograph.

CALIBRATING NON-CONVEX PENALIZED REGRESSION IN ULTRA-HIGH DIMENSION.

PubMed

Wang, Lan; Kim, Yongdai; Li, Runze

2013-10-01

We investigate high-dimensional non-convex penalized regression, where the number of covariates may grow at an exponential rate. Although recent asymptotic theory established that there exists a local minimum possessing the oracle property under general conditions, it is still largely an open problem how to identify the oracle estimator among potentially multiple local minima. There are two main obstacles: (1) due to the presence of multiple minima, the solution path is nonunique and is not guaranteed to contain the oracle estimator; (2) even if a solution path is known to contain the oracle estimator, the optimal tuning parameter depends on many unknown factors and is hard to estimate. To address these two challenging issues, we first prove that an easy-to-calculate calibrated CCCP algorithm produces a consistent solution path which contains the oracle estimator with probability approaching one. Furthermore, we propose a high-dimensional BIC criterion and show that it can be applied to the solution path to select the optimal tuning parameter which asymptotically identifies the oracle estimator. The theory for a general class of non-convex penalties in the ultra-high dimensional setup is established when the random errors follow the sub-Gaussian distribution. Monte Carlo studies confirm that the calibrated CCCP algorithm combined with the proposed high-dimensional BIC has desirable performance in identifying the underlying sparsity pattern for high-dimensional data analysis.

CALIBRATING NON-CONVEX PENALIZED REGRESSION IN ULTRA-HIGH DIMENSION

PubMed Central

Wang, Lan; Kim, Yongdai; Li, Runze

2014-01-01

We investigate high-dimensional non-convex penalized regression, where the number of covariates may grow at an exponential rate. Although recent asymptotic theory established that there exists a local minimum possessing the oracle property under general conditions, it is still largely an open problem how to identify the oracle estimator among potentially multiple local minima. There are two main obstacles: (1) due to the presence of multiple minima, the solution path is nonunique and is not guaranteed to contain the oracle estimator; (2) even if a solution path is known to contain the oracle estimator, the optimal tuning parameter depends on many unknown factors and is hard to estimate. To address these two challenging issues, we first prove that an easy-to-calculate calibrated CCCP algorithm produces a consistent solution path which contains the oracle estimator with probability approaching one. Furthermore, we propose a high-dimensional BIC criterion and show that it can be applied to the solution path to select the optimal tuning parameter which asymptotically identifies the oracle estimator. The theory for a general class of non-convex penalties in the ultra-high dimensional setup is established when the random errors follow the sub-Gaussian distribution. Monte Carlo studies confirm that the calibrated CCCP algorithm combined with the proposed high-dimensional BIC has desirable performance in identifying the underlying sparsity pattern for high-dimensional data analysis. PMID:24948843

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.

A robust optimization methodology for preliminary aircraft design

NASA Astrophysics Data System (ADS)

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.

Spectral CT metal artifact reduction with an optimization-based reconstruction algorithm

NASA Astrophysics Data System (ADS)

Gilat Schmidt, Taly; Barber, Rina F.; Sidky, Emil Y.

2017-03-01

Metal objects cause artifacts in computed tomography (CT) images. This work investigated the feasibility of a spectral CT method to reduce metal artifacts. Spectral CT acquisition combined with optimization-based reconstruction is proposed to reduce artifacts by modeling the physical effects that cause metal artifacts and by providing the flexibility to selectively remove corrupted spectral measurements in the spectral-sinogram space. The proposed Constrained `One-Step' Spectral CT Image Reconstruction (cOSSCIR) algorithm directly estimates the basis material maps while enforcing convex constraints. The incorporation of constraints on the reconstructed basis material maps is expected to mitigate undersampling effects that occur when corrupted data is excluded from reconstruction. The feasibility of the cOSSCIR algorithm to reduce metal artifacts was investigated through simulations of a pelvis phantom. The cOSSCIR algorithm was investigated with and without the use of a third basis material representing metal. The effects of excluding data corrupted by metal were also investigated. The results demonstrated that the proposed cOSSCIR algorithm reduced metal artifacts and improved CT number accuracy. For example, CT number error in a bright shading artifact region was reduced from 403 HU in the reference filtered backprojection reconstruction to 33 HU using the proposed algorithm in simulation. In the dark shading regions, the error was reduced from 1141 HU to 25 HU. Of the investigated approaches, decomposing the data into three basis material maps and excluding the corrupted data demonstrated the greatest reduction in metal artifacts.

Human performance on visually presented Traveling Salesman problems.

PubMed

Vickers, D; Butavicius, M; Lee, M; Medvedev, A

2001-01-01

Little research has been carried out on human performance in optimization problems, such as the Traveling Salesman problem (TSP). Studies by Polivanova (1974, Voprosy Psikhologii, 4, 41-51) and by MacGregor and Ormerod (1996, Perception & Psychophysics, 58, 527-539) suggest that: (1) the complexity of solutions to visually presented TSPs depends on the number of points on the convex hull; and (2) the perception of optimal structure is an innate tendency of the visual system, not subject to individual differences. Results are reported from two experiments. In the first, measures of the total length and completion speed of pathways, and a measure of path uncertainty were compared with optimal solutions produced by an elastic net algorithm and by several heuristic methods. Performance was also compared under instructions to draw the shortest or the most attractive pathway. In the second, various measures of performance were compared with scores on Raven's advanced progressive matrices (APM). The number of points on the convex hull did not determine the relative optimality of solutions, although both this factor and the total number of points influenced solution speed and path uncertainty. Subjects' solutions showed appreciable individual differences, which had a strong correlation with APM scores. The relation between perceptual organization and the process of solving visually presented TSPs is briefly discussed, as is the potential of optimization for providing a conceptual framework for the study of intelligence.

Eliciting Naturalistic Cortical Responses with a Sensory Prosthesis via Optimized Microstimulation

DTIC Science & Technology

2016-08-12

error and correlation as metrics amenable to highly efficient convex optimization. This study concentrates on characterizing the neural responses to both...spiking signal. For LFP, distance measures such as the traditional mean-squared error and cross- correlation can be used, whereas distances between spike...with parameters that describe their associated temporal dynamics and relations to the observed output. A description of the model follows, but we

Convex Hull Aided Registration Method (CHARM).

PubMed

Fan, Jingfan; Yang, Jian; Zhao, Yitian; Ai, Danni; Liu, Yonghuai; Wang, Ge; Wang, Yongtian

2017-09-01

Non-rigid registration finds many applications such as photogrammetry, motion tracking, model retrieval, and object recognition. In this paper we propose a novel convex hull aided registration method (CHARM) to match two point sets subject to a non-rigid transformation. First, two convex hulls are extracted from the source and target respectively. Then, all points of the point sets are projected onto the reference plane through each triangular facet of the hulls. From these projections, invariant features are extracted and matched optimally. The matched feature point pairs are mapped back onto the triangular facets of the convex hulls to remove outliers that are outside any relevant triangular facet. The rigid transformation from the source to the target is robustly estimated by the random sample consensus (RANSAC) scheme through minimizing the distance between the matched feature point pairs. Finally, these feature points are utilized as the control points to achieve non-rigid deformation in the form of thin-plate spline of the entire source point set towards the target one. The experimental results based on both synthetic and real data show that the proposed algorithm outperforms several state-of-the-art ones with respect to sampling, rotational angle, and data noise. In addition, the proposed CHARM algorithm also shows higher computational efficiency compared to these methods.

Scalable Metropolis Monte Carlo for simulation of hard shapes

NASA Astrophysics Data System (ADS)

Anderson, Joshua A.; Eric Irrgang, M.; Glotzer, Sharon C.

2016-07-01

We design and implement a scalable hard particle Monte Carlo simulation toolkit (HPMC), and release it open source as part of HOOMD-blue. HPMC runs in parallel on many CPUs and many GPUs using domain decomposition. We employ BVH trees instead of cell lists on the CPU for fast performance, especially with large particle size disparity, and optimize inner loops with SIMD vector intrinsics on the CPU. Our GPU kernel proposes many trial moves in parallel on a checkerboard and uses a block-level queue to redistribute work among threads and avoid divergence. HPMC supports a wide variety of shape classes, including spheres/disks, unions of spheres, convex polygons, convex spheropolygons, concave polygons, ellipsoids/ellipses, convex polyhedra, convex spheropolyhedra, spheres cut by planes, and concave polyhedra. NVT and NPT ensembles can be run in 2D or 3D triclinic boxes. Additional integration schemes permit Frenkel-Ladd free energy computations and implicit depletant simulations. In a benchmark system of a fluid of 4096 pentagons, HPMC performs 10 million sweeps in 10 min on 96 CPU cores on XSEDE Comet. The same simulation would take 7.6 h in serial. HPMC also scales to large system sizes, and the same benchmark with 16.8 million particles runs in 1.4 h on 2048 GPUs on OLCF Titan.

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

NASA Astrophysics Data System (ADS)

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.

A Fourier dimensionality reduction model for big data interferometric imaging

NASA Astrophysics Data System (ADS)

Vijay Kartik, S.; Carrillo, Rafael E.; Thiran, Jean-Philippe; Wiaux, Yves

2017-06-01

Data dimensionality reduction in radio interferometry can provide savings of computational resources for image reconstruction through reduced memory footprints and lighter computations per iteration, which is important for the scalability of imaging methods to the big data setting of the next-generation telescopes. This article sheds new light on dimensionality reduction from the perspective of the compressed sensing theory and studies its interplay with imaging algorithms designed in the context of convex optimization. We propose a post-gridding linear data embedding to the space spanned by the left singular vectors of the measurement operator, providing a dimensionality reduction below image size. This embedding preserves the null space of the measurement operator and hence its sampling properties are also preserved in light of the compressed sensing theory. We show that this can be approximated by first computing the dirty image and then applying a weighted subsampled discrete Fourier transform to obtain the final reduced data vector. This Fourier dimensionality reduction model ensures a fast implementation of the full measurement operator, essential for any iterative image reconstruction method. The proposed reduction also preserves the independent and identically distributed Gaussian properties of the original measurement noise. For convex optimization-based imaging algorithms, this is key to justify the use of the standard ℓ2-norm as the data fidelity term. Our simulations confirm that this dimensionality reduction approach can be leveraged by convex optimization algorithms with no loss in imaging quality relative to reconstructing the image from the complete visibility data set. Reconstruction results in simulation settings with no direction dependent effects or calibration errors show promising performance of the proposed dimensionality reduction. Further tests on real data are planned as an extension of the current work. matlab code implementing the proposed reduction method is available on GitHub.

A formulation of a matrix sparsity approach for the quantum ordered search algorithm

NASA Astrophysics Data System (ADS)

Parmar, Jupinder; Rahman, Saarim; Thiara, Jaskaran

One specific subset of quantum algorithms is Grovers Ordered Search Problem (OSP), the quantum counterpart of the classical binary search algorithm, which utilizes oracle functions to produce a specified value within an ordered database. Classically, the optimal algorithm is known to have a log2N complexity; however, Grovers algorithm has been found to have an optimal complexity between the lower bound of ((lnN-1)/π≈0.221log2N) and the upper bound of 0.433log2N. We sought to lower the known upper bound of the OSP. With Farhi et al. MITCTP 2815 (1999), arXiv:quant-ph/9901059], we see that the OSP can be resolved into a translational invariant algorithm to create quantum query algorithm restraints. With these restraints, one can find Laurent polynomials for various k — queries — and N — database sizes — thus finding larger recursive sets to solve the OSP and effectively reducing the upper bound. These polynomials are found to be convex functions, allowing one to make use of convex optimization to find an improvement on the known bounds. According to Childs et al. [Phys. Rev. A 75 (2007) 032335], semidefinite programming, a subset of convex optimization, can solve the particular problem represented by the constraints. We were able to implement a program abiding to their formulation of a semidefinite program (SDP), leading us to find that it takes an immense amount of storage and time to compute. To combat this setback, we then formulated an approach to improve results of the SDP using matrix sparsity. Through the development of this approach, along with an implementation of a rudimentary solver, we demonstrate how matrix sparsity reduces the amount of time and storage required to compute the SDP — overall ensuring further improvements will likely be made to reach the theorized lower bound.

Footstep Planning on Uneven Terrain with Mixed-Integer Convex Optimization

DTIC Science & Technology

2014-08-01

ORGANIZATION NAME(S) AND ADDRESS(ES) Massachusetts Institute of Technology,Computer Science and Artificial Intellegence Laboratory,Cambridge,MA,02139...the MIT Energy Initiative, MIT CSAIL, and the DARPA Robotics Challenge. 1Robin Deits is with the Computer Science and Artificial Intelligence Laboratory

Magnetic MIMO Signal Processing and Optimization for Wireless Power Transfer

NASA Astrophysics Data System (ADS)

Yang, Gang; Moghadam, Mohammad R. Vedady; Zhang, Rui

2017-06-01

In magnetic resonant coupling (MRC) enabled multiple-input multiple-output (MIMO) wireless power transfer (WPT) systems, multiple transmitters (TXs) each with one single coil are used to enhance the efficiency of simultaneous power transfer to multiple single-coil receivers (RXs) by constructively combining their induced magnetic fields at the RXs, a technique termed "magnetic beamforming". In this paper, we study the optimal magnetic beamforming design in a multi-user MIMO MRC-WPT system. We introduce the multi-user power region that constitutes all the achievable power tuples for all RXs, subject to the given total power constraint over all TXs as well as their individual peak voltage and current constraints. We characterize each boundary point of the power region by maximizing the sum-power deliverable to all RXs subject to their minimum harvested power constraints. For the special case without the TX peak voltage and current constraints, we derive the optimal TX current allocation for the single-RX setup in closed-form as well as that for the multi-RX setup. In general, the problem is a non-convex quadratically constrained quadratic programming (QCQP), which is difficult to solve. For the case of one single RX, we show that the semidefinite relaxation (SDR) of the problem is tight. For the general case with multiple RXs, based on SDR we obtain two approximate solutions by applying time-sharing and randomization, respectively. Moreover, for practical implementation of magnetic beamforming, we propose a novel signal processing method to estimate the magnetic MIMO channel due to the mutual inductances between TXs and RXs. Numerical results show that our proposed magnetic channel estimation and adaptive beamforming schemes are practically effective, and can significantly improve the power transfer efficiency and multi-user performance trade-off in MIMO MRC-WPT systems.

Graph Matching: Relax at Your Own Risk.

PubMed

Lyzinski, Vince; Fishkind, Donniell E; Fiori, Marcelo; Vogelstein, Joshua T; Priebe, Carey E; Sapiro, Guillermo

2016-01-01

Graph matching-aligning a pair of graphs to minimize their edge disagreements-has received wide-spread attention from both theoretical and applied communities over the past several decades, including combinatorics, computer vision, and connectomics. Its attention can be partially attributed to its computational difficulty. Although many heuristics have previously been proposed in the literature to approximately solve graph matching, very few have any theoretical support for their performance. A common technique is to relax the discrete problem to a continuous problem, therefore enabling practitioners to bring gradient-descent-type algorithms to bear. We prove that an indefinite relaxation (when solved exactly) almost always discovers the optimal permutation, while a common convex relaxation almost always fails to discover the optimal permutation. These theoretical results suggest that initializing the indefinite algorithm with the convex optimum might yield improved practical performance. Indeed, experimental results illuminate and corroborate these theoretical findings, demonstrating that excellent results are achieved in both benchmark and real data problems by amalgamating the two approaches.

Cygnus A super-resolved via convex optimization from VLA data

NASA Astrophysics Data System (ADS)

Dabbech, A.; Onose, A.; Abdulaziz, A.; Perley, R. A.; Smirnov, O. M.; Wiaux, Y.

2018-05-01

We leverage the Sparsity Averaging Re-weighted Analysis approach for interferometric imaging, that is based on convex optimization, for the super-resolution of Cyg A from observations at the frequencies 8.422 and 6.678 GHz with the Karl G. Jansky Very Large Array (VLA). The associated average sparsity and positivity priors enable image reconstruction beyond instrumental resolution. An adaptive Preconditioned primal-dual algorithmic structure is developed for imaging in the presence of unknown noise levels and calibration errors. We demonstrate the superior performance of the algorithm with respect to the conventional CLEAN-based methods, reflected in super-resolved images with high fidelity. The high-resolution features of the recovered images are validated by referring to maps of Cyg A at higher frequencies, more precisely 17.324 and 14.252 GHz. We also confirm the recent discovery of a radio transient in Cyg A, revealed in the recovered images of the investigated data sets. Our MATLAB code is available online on GitHub.

Detection of faults in rotating machinery using periodic time-frequency sparsity

NASA Astrophysics Data System (ADS)

Ding, Yin; He, Wangpeng; Chen, Binqiang; Zi, Yanyang; Selesnick, Ivan W.

2016-11-01

This paper addresses the problem of extracting periodic oscillatory features in vibration signals for detecting faults in rotating machinery. To extract the feature, we propose an approach in the short-time Fourier transform (STFT) domain where the periodic oscillatory feature manifests itself as a relatively sparse grid. To estimate the sparse grid, we formulate an optimization problem using customized binary weights in the regularizer, where the weights are formulated to promote periodicity. In order to solve the proposed optimization problem, we develop an algorithm called augmented Lagrangian majorization-minimization algorithm, which combines the split augmented Lagrangian shrinkage algorithm (SALSA) with majorization-minimization (MM), and is guaranteed to converge for both convex and non-convex formulation. As examples, the proposed approach is applied to simulated data, and used as a tool for diagnosing faults in bearings and gearboxes for real data, and compared to some state-of-the-art methods. The results show that the proposed approach can effectively detect and extract the periodical oscillatory features.

Bounding the solutions of parametric weakly coupled second-order semilinear parabolic partial differential equations

DOE PAGES

Azunre, P.

2016-09-21

Here in this paper, two novel techniques for bounding the solutions of parametric weakly coupled second-order semilinear parabolic partial differential equations are developed. The first provides a theorem to construct interval bounds, while the second provides a theorem to construct lower bounds convex and upper bounds concave in the parameter. The convex/concave bounds can be significantly tighter than the interval bounds because of the wrapping effect suffered by interval analysis in dynamical systems. Both types of bounds are computationally cheap to construct, requiring solving auxiliary systems twice and four times larger than the original system, respectively. An illustrative numerical examplemore » of bound construction and use for deterministic global optimization within a simple serial branch-and-bound algorithm, implemented numerically using interval arithmetic and a generalization of McCormick's relaxation technique, is presented. Finally, problems within the important class of reaction-diffusion systems may be optimized with these tools.« less

Efficient Transition State Optimization of Periodic Structures through Automated Relaxed Potential Energy Surface Scans.

PubMed

Plessow, Philipp N

2018-02-13

This work explores how constrained linear combinations of bond lengths can be used to optimize transition states in periodic structures. Scanning of constrained coordinates is a standard approach for molecular codes with localized basis functions, where a full set of internal coordinates is used for optimization. Common plane wave-codes for periodic boundary conditions almost exlusively rely on Cartesian coordinates. An implementation of constrained linear combinations of bond lengths with Cartesian coordinates is described. Along with an optimization of the value of the constrained coordinate toward the transition states, this allows transition optimization within a single calculation. The approach is suitable for transition states that can be well described in terms of broken and formed bonds. In particular, the implementation is shown to be effective and efficient in the optimization of transition states in zeolite-catalyzed reactions, which have high relevance in industrial processes.

Neural network for solving convex quadratic bilevel programming problems.

PubMed

He, Xing; Li, Chuandong; Huang, Tingwen; Li, Chaojie

2014-03-01

In this paper, using the idea of successive approximation, we propose a neural network to solve convex quadratic bilevel programming problems (CQBPPs), which is modeled by a nonautonomous differential inclusion. Different from the existing neural network for CQBPP, the model has the least number of state variables and simple structure. Based on the theory of nonsmooth analysis, differential inclusions and Lyapunov-like method, the limit equilibrium points sequence of the proposed neural networks can approximately converge to an optimal solution of CQBPP under certain conditions. Finally, simulation results on two numerical examples and the portfolio selection problem show the effectiveness and performance of the proposed neural network. Copyright © 2013 Elsevier Ltd. All rights reserved.

Method and system for diagnostics of apparatus

NASA Technical Reports Server (NTRS)

Gorinevsky, Dimitry (Inventor)

2012-01-01

Proposed is a method, implemented in software, for estimating fault state of an apparatus outfitted with sensors. At each execution period the method processes sensor data from the apparatus to obtain a set of parity parameters, which are further used for estimating fault state. The estimation method formulates a convex optimization problem for each fault hypothesis and employs a convex solver to compute fault parameter estimates and fault likelihoods for each fault hypothesis. The highest likelihoods and corresponding parameter estimates are transmitted to a display device or an automated decision and control system. The obtained accurate estimate of fault state can be used to improve safety, performance, or maintenance processes for the apparatus.

Optimizer convergence and local minima errors and their clinical importance

NASA Astrophysics Data System (ADS)

Jeraj, Robert; Wu, Chuan; Mackie, Thomas R.

2003-09-01

Two of the errors common in the inverse treatment planning optimization have been investigated. The first error is the optimizer convergence error, which appears because of non-perfect convergence to the global or local solution, usually caused by a non-zero stopping criterion. The second error is the local minima error, which occurs when the objective function is not convex and/or the feasible solution space is not convex. The magnitude of the errors, their relative importance in comparison to other errors as well as their clinical significance in terms of tumour control probability (TCP) and normal tissue complication probability (NTCP) were investigated. Two inherently different optimizers, a stochastic simulated annealing and deterministic gradient method were compared on a clinical example. It was found that for typical optimization the optimizer convergence errors are rather small, especially compared to other convergence errors, e.g., convergence errors due to inaccuracy of the current dose calculation algorithms. This indicates that stopping criteria could often be relaxed leading into optimization speed-ups. The local minima errors were also found to be relatively small and typically in the range of the dose calculation convergence errors. Even for the cases where significantly higher objective function scores were obtained the local minima errors were not significantly higher. Clinical evaluation of the optimizer convergence error showed good correlation between the convergence of the clinical TCP or NTCP measures and convergence of the physical dose distribution. On the other hand, the local minima errors resulted in significantly different TCP or NTCP values (up to a factor of 2) indicating clinical importance of the local minima produced by physical optimization.

Optimizer convergence and local minima errors and their clinical importance.

PubMed

Jeraj, Robert; Wu, Chuan; Mackie, Thomas R

2003-09-07

Two of the errors common in the inverse treatment planning optimization have been investigated. The first error is the optimizer convergence error, which appears because of non-perfect convergence to the global or local solution, usually caused by a non-zero stopping criterion. The second error is the local minima error, which occurs when the objective function is not convex and/or the feasible solution space is not convex. The magnitude of the errors, their relative importance in comparison to other errors as well as their clinical significance in terms of tumour control probability (TCP) and normal tissue complication probability (NTCP) were investigated. Two inherently different optimizers, a stochastic simulated annealing and deterministic gradient method were compared on a clinical example. It was found that for typical optimization the optimizer convergence errors are rather small, especially compared to other convergence errors, e.g., convergence errors due to inaccuracy of the current dose calculation algorithms. This indicates that stopping criteria could often be relaxed leading into optimization speed-ups. The local minima errors were also found to be relatively small and typically in the range of the dose calculation convergence errors. Even for the cases where significantly higher objective function scores were obtained the local minima errors were not significantly higher. Clinical evaluation of the optimizer convergence error showed good correlation between the convergence of the clinical TCP or NTCP measures and convergence of the physical dose distribution. On the other hand, the local minima errors resulted in significantly different TCP or NTCP values (up to a factor of 2) indicating clinical importance of the local minima produced by physical optimization.

Coordinated control of active and reactive power of distribution network with distributed PV cluster via model predictive control

NASA Astrophysics Data System (ADS)

Ji, Yu; Sheng, Wanxing; Jin, Wei; Wu, Ming; Liu, Haitao; Chen, Feng

2018-02-01

A coordinated optimal control method of active and reactive power of distribution network with distributed PV cluster based on model predictive control is proposed in this paper. The method divides the control process into long-time scale optimal control and short-time scale optimal control with multi-step optimization. The models are transformed into a second-order cone programming problem due to the non-convex and nonlinear of the optimal models which are hard to be solved. An improved IEEE 33-bus distribution network system is used to analyse the feasibility and the effectiveness of the proposed control method

Distributed Optimization for a Class of Nonlinear Multiagent Systems With Disturbance Rejection.

PubMed

Wang, Xinghu; Hong, Yiguang; Ji, Haibo

2016-07-01

The paper studies the distributed optimization problem for a class of nonlinear multiagent systems in the presence of external disturbances. To solve the problem, we need to achieve the optimal multiagent consensus based on local cost function information and neighboring information and meanwhile to reject local disturbance signals modeled by an exogenous system. With convex analysis and the internal model approach, we propose a distributed optimization controller for heterogeneous and nonlinear agents in the form of continuous-time minimum-phase systems with unity relative degree. We prove that the proposed design can solve the exact optimization problem with rejecting disturbances.

An optimal algorithm for reconstructing images from binary measurements

NASA Astrophysics Data System (ADS)

Yang, Feng; Lu, Yue M.; Sbaiz, Luciano; Vetterli, Martin

2010-01-01

We have studied a camera with a very large number of binary pixels referred to as the gigavision camera [1] or the gigapixel digital film camera [2, 3]. Potential advantages of this new camera design include improved dynamic range, thanks to its logarithmic sensor response curve, and reduced exposure time in low light conditions, due to its highly sensitive photon detection mechanism. We use maximum likelihood estimator (MLE) to reconstruct a high quality conventional image from the binary sensor measurements of the gigavision camera. We prove that when the threshold T is "1", the negative loglikelihood function is a convex function. Therefore, optimal solution can be achieved using convex optimization. Base on filter bank techniques, fast algorithms are given for computing the gradient and the multiplication of a vector and Hessian matrix of the negative log-likelihood function. We show that with a minor change, our algorithm also works for estimating conventional images from multiple binary images. Numerical experiments with synthetic 1-D signals and images verify the effectiveness and quality of the proposed algorithm. Experimental results also show that estimation performance can be improved by increasing the oversampling factor or the number of binary images.

Novel inter-crystal scattering event identification method for PET detectors

NASA Astrophysics Data System (ADS)

Lee, Min Sun; Kang, Seung Kwan; Lee, Jae Sung

2018-06-01

Here, we propose a novel method to identify inter-crystal scattering (ICS) events from a PET detector that is even applicable to light-sharing designs. In the proposed method, the detector observation was considered as a linear problem and ICS events were identified by solving this problem. Two ICS identification methods were suggested for solving the linear problem, pseudoinverse matrix calculation and convex constrained optimization. The proposed method was evaluated based on simulation and experimental studies. For the simulation study, an 8  ×  8 photo sensor was coupled to 8  ×  8, 10  ×  10 and 12  ×  12 crystal arrays to simulate a one-to-one coupling and two light-sharing detectors, respectively. The identification rate, the rate that the identified ICS events correctly include the true first interaction position and the energy linearity were evaluated for the proposed ICS identification methods. For the experimental study, a digital silicon photomultiplier was coupled with 8  ×  8 and 10  ×  10 arrays of 3  ×  3  ×  20 mm3 LGSO crystals to construct the one-to-one coupling and light-sharing detectors, respectively. Intrinsic spatial resolutions were measured for two detector types. The proposed ICS identification methods were implemented, and intrinsic resolutions were compared with and without ICS recovery. As a result, the simulation study showed that the proposed convex optimization method yielded robust energy estimation and high ICS identification rates of 0.93 and 0.87 for the one-to-one and light-sharing detectors, respectively. The experimental study showed a resolution improvement after recovering the identified ICS events into the first interaction position. The average intrinsic spatial resolutions for the one-to-one and light-sharing detector were 1.95 and 2.25 mm in the FWHM without ICS recovery, respectively. These values improved to 1.72 and 1.83 mm after ICS recovery, respectively. In conclusion, our proposed method showed good ICS identification in both one-to-one coupling and light-sharing detectors. We experimentally validated that the ICS recovery based on the proposed identification method led to an improved resolution.

Minimal complexity control law synthesis

NASA Technical Reports Server (NTRS)

Bernstein, Dennis S.; Haddad, Wassim M.; Nett, Carl N.

1989-01-01

A paradigm for control law design for modern engineering systems is proposed: Minimize control law complexity subject to the achievement of a specified accuracy in the face of a specified level of uncertainty. Correspondingly, the overall goal is to make progress towards the development of a control law design methodology which supports this paradigm. Researchers achieve this goal by developing a general theory of optimal constrained-structure dynamic output feedback compensation, where here constrained-structure means that the dynamic-structure (e.g., dynamic order, pole locations, zero locations, etc.) of the output feedback compensation is constrained in some way. By applying this theory in an innovative fashion, where here the indicated iteration occurs over the choice of the compensator dynamic-structure, the paradigm stated above can, in principle, be realized. The optimal constrained-structure dynamic output feedback problem is formulated in general terms. An elegant method for reducing optimal constrained-structure dynamic output feedback problems to optimal static output feedback problems is then developed. This reduction procedure makes use of star products, linear fractional transformations, and linear fractional decompositions, and yields as a byproduct a complete characterization of the class of optimal constrained-structure dynamic output feedback problems which can be reduced to optimal static output feedback problems. Issues such as operational/physical constraints, operating-point variations, and processor throughput/memory limitations are considered, and it is shown how anti-windup/bumpless transfer, gain-scheduling, and digital processor implementation can be facilitated by constraining the controller dynamic-structure in an appropriate fashion.

Blind Compressed Image Watermarking for Noisy Communication Channels

DTIC Science & Technology

2015-10-26

Lenna test image [11] for our simulations, and gradient projection for sparse recon- struction (GPSR) [12] to solve the convex optimization prob- lem...E. Candes, J. Romberg , and T. Tao, “Robust uncertainty prin- ciples: exact signal reconstruction from highly incomplete fre- quency information,” IEEE...Images - Requirements and Guidelines,” ITU-T Recommen- dation T.81, 1992. [6] M. Gkizeli, D. Pados, and M. Medley, “Optimal signature de - sign for

Computing an upper bound on contact stress with surrogate duality

NASA Astrophysics Data System (ADS)

Xuan, Zhaocheng; Papadopoulos, Panayiotis

2016-07-01

We present a method for computing an upper bound on the contact stress of elastic bodies. The continuum model of elastic bodies with contact is first modeled as a constrained optimization problem by using finite elements. An explicit formulation of the total contact force, a fraction function with the numerator as a linear function and the denominator as a quadratic convex function, is derived with only the normalized nodal contact forces as the constrained variables in a standard simplex. Then two bounds are obtained for the sum of the nodal contact forces. The first is an explicit formulation of matrices of the finite element model, derived by maximizing the fraction function under the constraint that the sum of the normalized nodal contact forces is one. The second bound is solved by first maximizing the fraction function subject to the standard simplex and then using Dinkelbach's algorithm for fractional programming to find the maximum—since the fraction function is pseudo concave in a neighborhood of the solution. These two bounds are solved with the problem dimensions being only the number of contact nodes or node pairs, which are much smaller than the dimension for the original problem, namely, the number of degrees of freedom. Next, a scheme for constructing an upper bound on the contact stress is proposed that uses the bounds on the sum of the nodal contact forces obtained on a fine finite element mesh and the nodal contact forces obtained on a coarse finite element mesh, which are problems that can be solved at a lower computational cost. Finally, the proposed method is verified through some examples concerning both frictionless and frictional contact to demonstrate the method's feasibility, efficiency, and robustness.

Publications | Grid Modernization | NREL

Science.gov Websites

Photovoltaics: Trajectories and Challenges Cover of Efficient Relaxations for Joint Chance Constrained AC Optimal Power Flow publication Efficient Relaxations for Joint Chance Constrained AC Optimal Power Flow

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

NASA Astrophysics Data System (ADS)

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.

Ion beam figuring of Φ520mm convex hyperbolic secondary mirror

NASA Astrophysics Data System (ADS)

Meng, Xiaohui; Wang, Yonggang; Li, Ang; Li, Wenqing

2016-10-01

The convex hyperbolic secondary mirror is a Φ520-mm Zerodur lightweight hyperbolic convex mirror. Typically conventional methods like CCOS, stressed-lap polishing are used to manufacture this secondary mirror. Nevertheless, the required surface accuracy cannot be achieved through the use of conventional polishing methods because of the unpredictable behavior of the polishing tools, which leads to an unstable removal rate. Ion beam figuring is an optical fabrication method that provides highly controlled error of previously polished surfaces using a directed, inert and neutralized ion beam to physically sputter material from the optic surface. Several iterations with different ion beam size are selected and optimized to fit different stages of surface figure error and spatial frequency components. Before ion beam figuring, surface figure error of the secondary mirror is 2.5λ p-v, 0.23λ rms, and is improved to 0.12λ p-v, 0.014λ rms in several process iterations. The demonstration clearly shows that ion beam figuring can not only be used to the final correction of aspheric, but also be suitable for polishing the coarse surface of large, complex mirror.

A Fuzzy Approach of the Competition on the Air Transport Market

NASA Technical Reports Server (NTRS)

Charfeddine, Souhir; DeColigny, Marc; Camino, Felix Mora; Cosenza, Carlos Alberto Nunes

2003-01-01

The aim of this communication is to study with a new scope the conditions of the equilibrium in an air transport market where two competitive airlines are operating. Each airline is supposed to adopt a strategy maximizing its profit while its estimation of the demand has a fuzzy nature. This leads each company to optimize a program of its proposed services (frequency of the flights and ticket prices) characterized by some fuzzy parameters. The case of monopoly is being taken as a benchmark. Classical convex optimization can be used to solve this decision problem. This approach provides the airline with a new decision tool where uncertainty can be taken into account explicitly. The confrontation of the strategies of the companies, in the ease of duopoly, leads to the definition of a fuzzy equilibrium. This concept of fuzzy equilibrium is more general and can be applied to several other domains. The formulation of the optimization problem and the methodological consideration adopted for its resolution are presented in their general theoretical aspect. In the case of air transportation, where the conditions of management of operations are critical, this approach should offer to the manager elements needed to the consolidation of its decisions depending on the circumstances (ordinary, exceptional events,..) and to be prepared to face all possibilities. Keywords: air transportation, competition equilibrium, convex optimization , fuzzy modeling,

L2CXCV: A Fortran 77 package for least squares convex/concave data smoothing

NASA Astrophysics Data System (ADS)

Demetriou, I. C.

2006-04-01

Fortran 77 software is given for least squares smoothing to data values contaminated by random errors subject to one sign change in the second divided differences of the smoothed values, where the location of the sign change is also unknown of the optimization problem. A highly useful description of the constraints is that they follow from the assumption of initially increasing and subsequently decreasing rates of change, or vice versa, of the process considered. The underlying algorithm partitions the data into two disjoint sets of adjacent data and calculates the required fit by solving a strictly convex quadratic programming problem for each set. The piecewise linear interpolant to the fit is convex on the first set and concave on the other one. The partition into suitable sets is achieved by a finite iterative algorithm, which is made quite efficient because of the interactions of the quadratic programming problems on consecutive data. The algorithm obtains the solution by employing no more quadratic programming calculations over subranges of data than twice the number of the divided differences constraints. The quadratic programming technique makes use of active sets and takes advantage of a B-spline representation of the smoothed values that allows some efficient updating procedures. The entire code required to implement the method is 2920 Fortran lines. The package has been tested on a variety of data sets and it has performed very efficiently, terminating in an overall number of active set changes over subranges of data that is only proportional to the number of data. The results suggest that the package can be used for very large numbers of data values. Some examples with output are provided to help new users and exhibit certain features of the software. Important applications of the smoothing technique may be found in calculating a sigmoid approximation, which is a common topic in various contexts in applications in disciplines like physics, economics, biology and engineering. Distribution material that includes single and double precision versions of the code, driver programs, technical details of the implementation of the software package and test examples that demonstrate the use of the software is available in an accompanying ASCII file. Program summaryTitle of program:L2CXCV Catalogue identifier:ADXM_v1_0 Program summary URL:http://cpc.cs.qub.ac.uk/summaries/ADXM_v1_0 Program obtainable from: CPC Program Library, Queen's University of Belfast, N. Ireland Computer:PC Intel Pentium, Sun Sparc Ultra 5, Hewlett-Packard HP UX 11.0 Operating system:WINDOWS 98, 2000, Unix/Solaris 7, Unix/HP UX 11.0 Programming language used:FORTRAN 77 Memory required to execute with typical data:O(n), where n is the number of data No. of bits in a byte:8 No. of lines in distributed program, including test data, etc.:29 349 No. of bytes in distributed program, including test data, etc.:1 276 663 No. of processors used:1 Has the code been vectorized or parallelized?:no Distribution format:default tar.gz Separate documentation available:Yes Nature of physical problem:Analysis of processes that show initially increasing and then decreasing rates of change (sigmoid shape), as, for example, in heat curves, reactor stability conditions, evolution curves, photoemission yields, growth models, utility functions, etc. Identifying an unknown convex/concave (sigmoid) function from some measurements of its values that contain random errors. Also, identifying the inflection point of this sigmoid function. Method of solution:Univariate data smoothing by minimizing the sum of the squares of the residuals (least squares approximation) subject to the condition that the second order divided differences of the smoothed values change sign at most once. Ideally, this is the number of sign changes in the second derivative of the underlying function. The remarkable property of the smoothed values is that they consist of one separate section of optimal components that give nonnegative second divided differences (convexity) and one separate section of optimal components that give nonpositive second divided differences (concavity). The solution process finds the joint (that is the inflection point estimate of the underlying function) of the sections automatically. The underlying method is iterative, each iteration solving a structured strictly convex quadratic programming problem in order to obtain a convex or a concave section over a subrange of data. Restrictions on the complexity of the problem:Number of data, n, is not limited in the software package, but is limited to 2000 in the main driver. The total work of the method requires 2n-2 structured quadratic programming calculations over subranges of data, which in practice does not exceed the amount of O(n) computer operations. Typical running times:CPU time on a PC with an Intel 733 MHz processor operating in Windows 98: About 2 s to smooth n=1000 noisy measurements that follow the shape of the sine function over one period. Summary:L2CXCV is a package of Fortran 77 subroutines for least squares smoothing to n univariate data values contaminated by random errors subject to one sign change in the second divided differences of the smoothed values, where the location of the sign change is unknown. The piecewise linear interpolant to the smoothed values gives a convex/concave fit to the data. The underlying algorithm is based on the property that in this best convex/concave fit, the convex and the concave section are both optimal and separate. The algorithm is iterative, each iteration solving a strictly convex quadratic programming problem for the best convex fit to the first k data, starting from the best convex fit to the first k-1 data. By reversing the order and sign of the data, the algorithm obtains the best concave fit to the last n-k data. Then it chooses that k as the optimal position of the required sign change (which defines the inflection point of the fit), if the convex and the concave components to the first k and the last n-k data, respectively, form a convex/concave vector that gives the least sum of squares of residuals. In effect the algorithm requires at most 2n-2 quadratic programming calculations over subranges of data. The package employs a technique for quadratic programming, which takes advantage of a B-spline representation of the smoothed values and makes use of some efficient O(k) updating procedures, where k is the number of data of a subrange. The package has been tested on a variety of data sets and it has performed very efficiently, terminating in an overall number of active set changes that is about n, thus exhibiting quadratic performance in n. The Fortran codes have been designed to minimize the use of computing resources. Attention has been given to computer rounding errors details, which are essential to the robustness of the software package. Numerical examples with output are provided to help the use of the software and exhibit certain features of the method. Distribution material that includes driver programs, technical details of the installation of the package and test examples that demonstrate the use of the software is available in an ASCII file that accompanies this work.

Adaptive Constrained Optimal Control Design for Data-Based Nonlinear Discrete-Time Systems With Critic-Only Structure.

PubMed

Luo, Biao; Liu, Derong; Wu, Huai-Ning

2018-06-01

Reinforcement learning has proved to be a powerful tool to solve optimal control problems over the past few years. However, the data-based constrained optimal control problem of nonaffine nonlinear discrete-time systems has rarely been studied yet. To solve this problem, an adaptive optimal control approach is developed by using the value iteration-based Q-learning (VIQL) with the critic-only structure. Most of the existing constrained control methods require the use of a certain performance index and only suit for linear or affine nonlinear systems, which is unreasonable in practice. To overcome this problem, the system transformation is first introduced with the general performance index. Then, the constrained optimal control problem is converted to an unconstrained optimal control problem. By introducing the action-state value function, i.e., Q-function, the VIQL algorithm is proposed to learn the optimal Q-function of the data-based unconstrained optimal control problem. The convergence results of the VIQL algorithm are established with an easy-to-realize initial condition . To implement the VIQL algorithm, the critic-only structure is developed, where only one neural network is required to approximate the Q-function. The converged Q-function obtained from the critic-only VIQL method is employed to design the adaptive constrained optimal controller based on the gradient descent scheme. Finally, the effectiveness of the developed adaptive control method is tested on three examples with computer simulation.

Numerical study of a matrix-free trust-region SQP method for equality constrained optimization.

DOE Office of Scientific and Technical Information (OSTI.GOV)

Heinkenschloss, Matthias; Ridzal, Denis; Aguilo, Miguel Antonio

2011-12-01

This is a companion publication to the paper 'A Matrix-Free Trust-Region SQP Algorithm for Equality Constrained Optimization' [11]. In [11], we develop and analyze a trust-region sequential quadratic programming (SQP) method that supports the matrix-free (iterative, in-exact) solution of linear systems. In this report, we document the numerical behavior of the algorithm applied to a variety of equality constrained optimization problems, with constraints given by partial differential equations (PDEs).

Cyclical parthenogenesis algorithm for layout optimization of truss structures with frequency constraints

NASA Astrophysics Data System (ADS)

Kaveh, A.; Zolghadr, A.

2017-08-01

Structural optimization with frequency constraints is seen as a challenging problem because it is associated with highly nonlinear, discontinuous and non-convex search spaces consisting of several local optima. Therefore, competent optimization algorithms are essential for addressing these problems. In this article, a newly developed metaheuristic method called the cyclical parthenogenesis algorithm (CPA) is used for layout optimization of truss structures subjected to frequency constraints. CPA is a nature-inspired, population-based metaheuristic algorithm, which imitates the reproductive and social behaviour of some animal species such as aphids, which alternate between sexual and asexual reproduction. The efficiency of the CPA is validated using four numerical examples.

Optimal Full Information Synthesis for Flexible Structures Implemented on Cray Supercomputers

NASA Technical Reports Server (NTRS)

Lind, Rick; Balas, Gary J.

1995-01-01

This paper considers an algorithm for synthesis of optimal controllers for full information feedback. The synthesis procedure reduces to a single linear matrix inequality which may be solved via established convex optimization algorithms. The computational cost of the optimization is investigated. It is demonstrated the problem dimension and corresponding matrices can become large for practical engineering problems. This algorithm represents a process that is impractical for standard workstations for large order systems. A flexible structure is presented as a design example. Control synthesis requires several days on a workstation but may be solved in a reasonable amount of time using a Cray supercomputer.

Real-time terminal area trajectory planning for runway independent aircraft

NASA Astrophysics Data System (ADS)

Xue, Min

The increasing demand for commercial air transportation results in delays due to traffic queues that form bottlenecks along final approach and departure corridors. In urban areas, it is often infeasible to build new runways, and regardless of automation upgrades traffic must remain separated to avoid the wakes of previous aircraft. Vertical or short takeoff and landing aircraft as Runway Independent Aircraft (RIA) can increase passenger throughput at major urban airports via the use of vertiports or stub runways. The concept of simultaneous non-interfering (SNI) operations has been proposed to reduce traffic delays by creating approach and departure corridors that do not intersect existing fixed-wing routes. However, SNI trajectories open new routes that may overfly noise-sensitive areas, and RIA may generate more noise than traditional jet aircraft, particularly on approach. In this dissertation, we develop efficient SNI noise abatement procedures applicable to RIA. First, we introduce a methodology based on modified approximated cell-decomposition and Dijkstra's search algorithm to optimize longitudinal plane (2-D) RIA trajectories over a cost function that minimizes noise, time, and fuel use. Then, we extend the trajectory optimization model to 3-D with a k-ary tree as the discrete search space. We incorporate geography information system (GIS) data, specifically population, into our objective function, and focus on a practical case study: the design of SNI RIA approach procedures to Baltimore-Washington International airport. Because solutions were represented as trim state sequences, we incorporated smooth transition between segments to enable more realistic cost estimates. Due to the significant computational complexity, we investigated alternative more efficient optimization techniques applicable to our nonlinear, non-convex, heavily constrained, and discontinuous objective function. Comparing genetic algorithm (GA) and adaptive simulated annealing (ASA) with our original Dijkstra's algorithm, ASA is identified as the most efficient algorithm for terminal area trajectory optimization. The effects of design parameter discretization are analyzed, with results indicating a SNI procedure with 3-4 segments effectively balances simplicity with cost minimization. Finally, pilot control commands were implemented and generated via optimization-base inverse simulation to validate execution of the optimal approach trajectories.

A new convexity measure for polygons.

PubMed

Zunic, Jovisa; Rosin, Paul L

2004-07-01

Abstract-Convexity estimators are commonly used in the analysis of shape. In this paper, we define and evaluate a new convexity measure for planar regions bounded by polygons. The new convexity measure can be understood as a "boundary-based" measure and in accordance with this it is more sensitive to measured boundary defects than the so called "area-based" convexity measures. When compared with the convexity measure defined as the ratio between the Euclidean perimeter of the convex hull of the measured shape and the Euclidean perimeter of the measured shape then the new convexity measure also shows some advantages-particularly for shapes with holes. The new convexity measure has the following desirable properties: 1) the estimated convexity is always a number from (0, 1], 2) the estimated convexity is 1 if and only if the measured shape is convex, 3) there are shapes whose estimated convexity is arbitrarily close to 0, 4) the new convexity measure is invariant under similarity transformations, and 5) there is a simple and fast procedure for computing the new convexity measure.

New convergence results for the scaled gradient projection method

NASA Astrophysics Data System (ADS)

Bonettini, S.; Prato, M.

2015-09-01

The aim of this paper is to deepen the convergence analysis of the scaled gradient projection (SGP) method, proposed by Bonettini et al in a recent paper for constrained smooth optimization. The main feature of SGP is the presence of a variable scaling matrix multiplying the gradient, which may change at each iteration. In the last few years, extensive numerical experimentation showed that SGP equipped with a suitable choice of the scaling matrix is a very effective tool for solving large scale variational problems arising in image and signal processing. In spite of the very reliable numerical results observed, only a weak convergence theorem is provided establishing that any limit point of the sequence generated by SGP is stationary. Here, under the only assumption that the objective function is convex and that a solution exists, we prove that the sequence generated by SGP converges to a minimum point, if the scaling matrices sequence satisfies a simple and implementable condition. Moreover, assuming that the gradient of the objective function is Lipschitz continuous, we are also able to prove the {O}(1/k) convergence rate with respect to the objective function values. Finally, we present the results of a numerical experience on some relevant image restoration problems, showing that the proposed scaling matrix selection rule performs well also from the computational point of view.

Effective Teaching of Economics: A Constrained Optimization Problem?

ERIC Educational Resources Information Center

Hultberg, Patrik T.; Calonge, David Santandreu

2017-01-01

One of the fundamental tenets of economics is that decisions are often the result of optimization problems subject to resource constraints. Consumers optimize utility, subject to constraints imposed by prices and income. As economics faculty, instructors attempt to maximize student learning while being constrained by their own and students'…

Variable-Metric Algorithm For Constrained Optimization

NASA Technical Reports Server (NTRS)

Frick, James D.

1989-01-01

Variable Metric Algorithm for Constrained Optimization (VMACO) is nonlinear computer program developed to calculate least value of function of n variables subject to general constraints, both equality and inequality. First set of constraints equality and remaining constraints inequalities. Program utilizes iterative method in seeking optimal solution. Written in ANSI Standard FORTRAN 77.

Random search optimization based on genetic algorithm and discriminant function

NASA Technical Reports Server (NTRS)

Kiciman, M. O.; Akgul, M.; Erarslanoglu, G.

1990-01-01

The general problem of optimization with arbitrary merit and constraint functions, which could be convex, concave, monotonic, or non-monotonic, is treated using stochastic methods. To improve the efficiency of the random search methods, a genetic algorithm for the search phase and a discriminant function for the constraint-control phase were utilized. The validity of the technique is demonstrated by comparing the results to published test problem results. Numerical experimentation indicated that for cases where a quick near optimum solution is desired, a general, user-friendly optimization code can be developed without serious penalties in both total computer time and accuracy.

Prostate segmentation: an efficient convex optimization approach with axial symmetry using 3-D TRUS and MR images.

PubMed

Qiu, Wu; Yuan, Jing; Ukwatta, Eranga; Sun, Yue; Rajchl, Martin; Fenster, Aaron

2014-04-01

We propose a novel global optimization-based approach to segmentation of 3-D prostate transrectal ultrasound (TRUS) and T2 weighted magnetic resonance (MR) images, enforcing inherent axial symmetry of prostate shapes to simultaneously adjust a series of 2-D slice-wise segmentations in a "global" 3-D sense. We show that the introduced challenging combinatorial optimization problem can be solved globally and exactly by means of convex relaxation. In this regard, we propose a novel coherent continuous max-flow model (CCMFM), which derives a new and efficient duality-based algorithm, leading to a GPU-based implementation to achieve high computational speeds. Experiments with 25 3-D TRUS images and 30 3-D T2w MR images from our dataset, and 50 3-D T2w MR images from a public dataset, demonstrate that the proposed approach can segment a 3-D prostate TRUS/MR image within 5-6 s including 4-5 s for initialization, yielding a mean Dice similarity coefficient of 93.2%±2.0% for 3-D TRUS images and 88.5%±3.5% for 3-D MR images. The proposed method also yields relatively low intra- and inter-observer variability introduced by user manual initialization, suggesting a high reproducibility, independent of observers.

3D prostate TRUS segmentation using globally optimized volume-preserving prior.

PubMed

Qiu, Wu; Rajchl, Martin; Guo, Fumin; Sun, Yue; Ukwatta, Eranga; Fenster, Aaron; Yuan, Jing

2014-01-01

An efficient and accurate segmentation of 3D transrectal ultrasound (TRUS) images plays an important role in the planning and treatment of the practical 3D TRUS guided prostate biopsy. However, a meaningful segmentation of 3D TRUS images tends to suffer from US speckles, shadowing and missing edges etc, which make it a challenging task to delineate the correct prostate boundaries. In this paper, we propose a novel convex optimization based approach to extracting the prostate surface from the given 3D TRUS image, while preserving a new global volume-size prior. We, especially, study the proposed combinatorial optimization problem by convex relaxation and introduce its dual continuous max-flow formulation with the new bounded flow conservation constraint, which results in an efficient numerical solver implemented on GPUs. Experimental results using 12 patient 3D TRUS images show that the proposed approach while preserving the volume-size prior yielded a mean DSC of 89.5% +/- 2.4%, a MAD of 1.4 +/- 0.6 mm, a MAXD of 5.2 +/- 3.2 mm, and a VD of 7.5% +/- 6.2% in - 1 minute, deomonstrating the advantages of both accuracy and efficiency. In addition, the low standard deviation of the segmentation accuracy shows a good reliability of the proposed approach.

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

Sparse generalized linear model with L0 approximation for feature selection and prediction with big omics data.

PubMed

Liu, Zhenqiu; Sun, Fengzhu; McGovern, Dermot P

2017-01-01

Feature selection and prediction are the most important tasks for big data mining. The common strategies for feature selection in big data mining are L 1 , SCAD and MC+. However, none of the existing algorithms optimizes L 0 , which penalizes the number of nonzero features directly. In this paper, we develop a novel sparse generalized linear model (GLM) with L 0 approximation for feature selection and prediction with big omics data. The proposed approach approximate the L 0 optimization directly. Even though the original L 0 problem is non-convex, the problem is approximated by sequential convex optimizations with the proposed algorithm. The proposed method is easy to implement with only several lines of code. Novel adaptive ridge algorithms ( L 0 ADRIDGE) for L 0 penalized GLM with ultra high dimensional big data are developed. The proposed approach outperforms the other cutting edge regularization methods including SCAD and MC+ in simulations. When it is applied to integrated analysis of mRNA, microRNA, and methylation data from TCGA ovarian cancer, multilevel gene signatures associated with suboptimal debulking are identified simultaneously. The biological significance and potential clinical importance of those genes are further explored. The developed Software L 0 ADRIDGE in MATLAB is available at https://github.com/liuzqx/L0adridge.

Random Predictor Models for Rigorous Uncertainty Quantification: Part 2

NASA Technical Reports Server (NTRS)

Crespo, Luis G.; Kenny, Sean P.; Giesy, Daniel P.

2015-01-01

This and a companion paper propose techniques for constructing parametric mathematical models describing key features of the distribution of an output variable given input-output data. By contrast to standard models, which yield a single output value at each value of the input, Random Predictors Models (RPMs) yield a random variable at each value of the input. Optimization-based strategies for calculating RPMs having a polynomial dependency on the input and a linear dependency on the parameters are proposed. These formulations yield RPMs having various levels of fidelity in which the mean, the variance, and the range of the model's parameter, thus of the output, are prescribed. As such they encompass all RPMs conforming to these prescriptions. The RPMs are optimal in the sense that they yield the tightest predictions for which all (or, depending on the formulation, most) of the observations are less than a fixed number of standard deviations from the mean prediction. When the data satisfies mild stochastic assumptions, and the optimization problem(s) used to calculate the RPM is convex (or, when its solution coincides with the solution to an auxiliary convex problem), the model's reliability, which is the probability that a future observation would be within the predicted ranges, is bounded rigorously.

Random Predictor Models for Rigorous Uncertainty Quantification: Part 1

NASA Technical Reports Server (NTRS)

Crespo, Luis G.; Kenny, Sean P.; Giesy, Daniel P.

2015-01-01

This and a companion paper propose techniques for constructing parametric mathematical models describing key features of the distribution of an output variable given input-output data. By contrast to standard models, which yield a single output value at each value of the input, Random Predictors Models (RPMs) yield a random variable at each value of the input. Optimization-based strategies for calculating RPMs having a polynomial dependency on the input and a linear dependency on the parameters are proposed. These formulations yield RPMs having various levels of fidelity in which the mean and the variance of the model's parameters, thus of the predicted output, are prescribed. As such they encompass all RPMs conforming to these prescriptions. The RPMs are optimal in the sense that they yield the tightest predictions for which all (or, depending on the formulation, most) of the observations are less than a fixed number of standard deviations from the mean prediction. When the data satisfies mild stochastic assumptions, and the optimization problem(s) used to calculate the RPM is convex (or, when its solution coincides with the solution to an auxiliary convex problem), the model's reliability, which is the probability that a future observation would be within the predicted ranges, can be bounded tightly and rigorously.

3D prostate MR-TRUS non-rigid registration using dual optimization with volume-preserving constraint

NASA Astrophysics Data System (ADS)

Qiu, Wu; Yuan, Jing; Fenster, Aaron

2016-03-01

We introduce an efficient and novel convex optimization-based approach to the challenging non-rigid registration of 3D prostate magnetic resonance (MR) and transrectal ultrasound (TRUS) images, which incorporates a new volume preserving constraint to essentially improve the accuracy of targeting suspicious regions during the 3D TRUS guided prostate biopsy. Especially, we propose a fast sequential convex optimization scheme to efficiently minimize the employed highly nonlinear image fidelity function using the robust multi-channel modality independent neighborhood descriptor (MIND) across the two modalities of MR and TRUS. The registration accuracy was evaluated using 10 patient images by calculating the target registration error (TRE) using manually identified corresponding intrinsic fiducials in the whole prostate gland. We also compared the MR and TRUS manually segmented prostate surfaces in the registered images in terms of the Dice similarity coefficient (DSC), mean absolute surface distance (MAD), and maximum absolute surface distance (MAXD). Experimental results showed that the proposed method with the introduced volume-preserving prior significantly improves the registration accuracy comparing to the method without the volume-preserving constraint, by yielding an overall mean TRE of 2:0+/-0:7 mm, and an average DSC of 86:5+/-3:5%, MAD of 1:4+/-0:6 mm and MAXD of 6:5+/-3:5 mm.

Behavior of Machine Learning Algorithms in Adversarial Environments

DTIC Science & Technology

2010-11-23

handwriting recog- nition [cf., Plamondon and Srihari, 2000], they also have potentially far-reaching utility for many applications in security, networking...cost of the largest ℓp cost ball that fits entirely within their convex hull; let’s say this cost is C† ≤ C+0 . To achieve ǫ-multiplicative optimality...optimal on Fconvex,’+’ for ℓ2 costs. The proof of this result is in Appendix C.4. This result says that there is no algorithm can generally achieve ǫ

Optical performance of random anti-reflection structured surfaces (rARSS) on spherical lenses

NASA Astrophysics Data System (ADS)

Taylor, Courtney D.

Random anti-reflection structured surfaces (rARSS) have been reported to improve transmittance of optical-grade fused silica planar substrates to values greater than 99%. These textures are fabricated directly on the substrates using reactive-ion/inductively-coupled plasma etching (RIE/ICP) techniques, and often result in transmitted spectra with no measurable interference effects (fringes) for a wide range of wavelengths. The RIE/ICP processes used in the fabrication process to etch the rARSS is anisotropic and thus well suited for planar components. The improvement in spectral transmission has been found to be independent of optical incidence angles for values from 0° to +/-30°. Qualifying and quantifying the rARSS performance on curved substrates, such as convex lenses, is required to optimize the fabrication of the desired AR effect on optical-power elements. In this work, rARSS was fabricated on fused silica plano-convex (PCX) and plano-concave (PCV) lenses using a planar-substrate optimized RIE process to maximize optical transmission in the range from 500 to 1100 nm. An additional set of lenses were etched in a non-optimized ICP process to provide additional comparisons. Results are presented from optical transmission and beam propagation tests (optimized lenses only) of rARSS lenses for both TE and TM incident polarizations at a wavelength of 633 nm and over a 70° full field of view in both singlet and doublet configurations. These results suggest optimization of the fabrication process is not required, mainly due to the wide angle-of-incidence AR tolerance performance of the rARSS lenses. Non-optimized recipe lenses showed low transmission enhancement, and confirmed the need to optimized etch recipes prior to process transfer of PCX/PCV lenses. Beam propagation tests indicated no major beam degradation through the optimized lens elements. Scanning electron microscopy (SEM) images confirmed different structure between optimized and non-optimized samples. SEM images also indicated isotropically-oriented surface structures on both types of lenses.

Image processing and reconstruction

DOE Office of Scientific and Technical Information (OSTI.GOV)

Chartrand, Rick

2012-06-15

This talk will examine some mathematical methods for image processing and the solution of underdetermined, linear inverse problems. The talk will have a tutorial flavor, mostly accessible to undergraduates, while still presenting research results. The primary approach is the use of optimization problems. We will find that relaxing the usual assumption of convexity will give us much better results.

A convex optimization method for self-organization in dynamic (FSO/RF) wireless networks

NASA Astrophysics Data System (ADS)

Llorca, Jaime; Davis, Christopher C.; Milner, Stuart D.

2008-08-01

Next generation communication networks are becoming increasingly complex systems. Previously, we presented a novel physics-based approach to model dynamic wireless networks as physical systems which react to local forces exerted on network nodes. We showed that under clear atmospheric conditions the network communication energy can be modeled as the potential energy of an analogous spring system and presented a distributed mobility control algorithm where nodes react to local forces driving the network to energy minimizing configurations. This paper extends our previous work by including the effects of atmospheric attenuation and transmitted power constraints in the optimization problem. We show how our new formulation still results in a convex energy minimization problem. Accordingly, an updated force-driven mobility control algorithm is presented. Forces on mobile backbone nodes are computed as the negative gradient of the new energy function. Results show how in the presence of atmospheric obscuration stronger forces are exerted on network nodes that make them move closer to each other, avoiding loss of connectivity. We show results in terms of network coverage and backbone connectivity and compare the developed algorithms for different scenarios.

Equivalent Relaxations of Optimal Power Flow

DOE Office of Scientific and Technical Information (OSTI.GOV)

Bose, S; Low, SH; Teeraratkul, T

2015-03-01

Several convex relaxations of the optimal power flow (OPF) problem have recently been developed using both bus injection models and branch flow models. In this paper, we prove relations among three convex relaxations: a semidefinite relaxation that computes a full matrix, a chordal relaxation based on a chordal extension of the network graph, and a second-order cone relaxation that computes the smallest partial matrix. We prove a bijection between the feasible sets of the OPF in the bus injection model and the branch flow model, establishing the equivalence of these two models and their second-order cone relaxations. Our results implymore » that, for radial networks, all these relaxations are equivalent and one should always solve the second-order cone relaxation. For mesh networks, the semidefinite relaxation and the chordal relaxation are equally tight and both are strictly tighter than the second-order cone relaxation. Therefore, for mesh networks, one should either solve the chordal relaxation or the SOCP relaxation, trading off tightness and the required computational effort. Simulations are used to illustrate these results.« less

DOE Office of Scientific and Technical Information (OSTI.GOV)

Klima, Matej; Kucharik, MIlan; Shashkov, Mikhail Jurievich

We analyze several new and existing approaches for limiting tensor quantities in the context of deviatoric stress remapping in an ALE numerical simulation of elastic flow. Remapping and limiting of the tensor component-by-component is shown to violate radial symmetry of derived variables such as elastic energy or force. Therefore, we have extended the symmetry-preserving Vector Image Polygon algorithm, originally designed for limiting vector variables. This limiter constrains the vector (in our case a vector of independent tensor components) within the convex hull formed by the vectors from surrounding cells – an equivalent of the discrete maximum principle in scalar variables.more » We compare this method with a limiter designed specifically for deviatoric stress limiting which aims to constrain the J 2 invariant that is proportional to the specific elastic energy and scale the tensor accordingly. We also propose a method which involves remapping and limiting the J 2 invariant independently using known scalar techniques. The deviatoric stress tensor is then scaled to match this remapped invariant, which guarantees conservation in terms of elastic energy.« less

Constrained Multiobjective Biogeography Optimization Algorithm

PubMed Central

Mo, Hongwei; Xu, Zhidan; Xu, Lifang; Wu, Zhou; Ma, Haiping

2014-01-01

Multiobjective optimization involves minimizing or maximizing multiple objective functions subject to a set of constraints. In this study, a novel constrained multiobjective biogeography optimization algorithm (CMBOA) is proposed. It is the first biogeography optimization algorithm for constrained multiobjective optimization. In CMBOA, a disturbance migration operator is designed to generate diverse feasible individuals in order to promote the diversity of individuals on Pareto front. Infeasible individuals nearby feasible region are evolved to feasibility by recombining with their nearest nondominated feasible individuals. The convergence of CMBOA is proved by using probability theory. The performance of CMBOA is evaluated on a set of 6 benchmark problems and experimental results show that the CMBOA performs better than or similar to the classical NSGA-II and IS-MOEA. PMID:25006591

Bilinear Inverse Problems: Theory, Algorithms, and Applications

NASA Astrophysics Data System (ADS)

Ling, Shuyang

We will discuss how several important real-world signal processing problems, such as self-calibration and blind deconvolution, can be modeled as bilinear inverse problems and solved by convex and nonconvex optimization approaches. In Chapter 2, we bring together three seemingly unrelated concepts, self-calibration, compressive sensing and biconvex optimization. We show how several self-calibration problems can be treated efficiently within the framework of biconvex compressive sensing via a new method called SparseLift. More specifically, we consider a linear system of equations y = DAx, where the diagonal matrix D (which models the calibration error) is unknown and x is an unknown sparse signal. By "lifting" this biconvex inverse problem and exploiting sparsity in this model, we derive explicit theoretical guarantees under which both x and D can be recovered exactly, robustly, and numerically efficiently. In Chapter 3, we study the question of the joint blind deconvolution and blind demixing, i.e., extracting a sequence of functions [special characters omitted] from observing only the sum of their convolutions [special characters omitted]. In particular, for the special case s = 1, it becomes the well-known blind deconvolution problem. We present a non-convex algorithm which guarantees exact recovery under conditions that are competitive with convex optimization methods, with the additional advantage of being computationally much more efficient. We discuss several applications of the proposed framework in image processing and wireless communications in connection with the Internet-of-Things. In Chapter 4, we consider three different self-calibration models of practical relevance. We show how their corresponding bilinear inverse problems can be solved by both the simple linear least squares approach and the SVD-based approach. As a consequence, the proposed algorithms are numerically extremely efficient, thus allowing for real-time deployment. Explicit theoretical guarantees and stability theory are derived and the number of sampling complexity is nearly optimal (up to a poly-log factor). Applications in imaging sciences and signal processing are discussed and numerical simulations are presented to demonstrate the effectiveness and efficiency of our approach.

Order-Constrained Solutions in K-Means Clustering: Even Better than Being Globally Optimal

ERIC Educational Resources Information Center

Steinley, Douglas; Hubert, Lawrence

2008-01-01

This paper proposes an order-constrained K-means cluster analysis strategy, and implements that strategy through an auxiliary quadratic assignment optimization heuristic that identifies an initial object order. A subsequent dynamic programming recursion is applied to optimally subdivide the object set subject to the order constraint. We show that…

TU-G-BRB-03: Iterative Optimization of Normalized Transmission Maps for IMRT Using Arbitrary Beam Profiles.

PubMed

Choi, K; Suh, T; Xing, L

2012-06-01

Newly available flattening filter free (FFF) beam increases the dose rate by 3∼6 times at the central axis. In reality, even flattening filtered beam is not perfectly flat. In addition, the beam profiles across different fields may not have the same amplitude. The existing inverse planning formalism based on the total-variation of intensity (or fluence) map cannot consider these properties of beam profiles. The purpose of this work is to develop a novel dose optimization scheme with incorporation of the inherent beam profiles to maximally utilize the efficacy of arbitrary beam profiles while preserving the convexity of the optimization problem. To increase the accuracy of the problem formalism, we decompose the fluence map as an elementwise multiplication of the inherent beam profile and a normalized transmission map (NTM). Instead of attempting to optimize the fluence maps directly, we optimize the NTMs and beam profiles separately. A least-squares problem constrained by total-variation of NTMs is developed to derive the optimal fluence maps that balances the dose conformality and FFF beam delivery efficiency. With the resultant NTMs, we find beam profiles to renormalized NTMs. The proposed method iteratively optimizes and renormalizes NTMs in a closed loop manner. The advantage of the proposed method is demonstrated by using a head-neck case with flat beam profiles and a prostate case with non-flat beam profiles. The obtained NTMs achieve more conformal dose distribution while preserving piecewise constancy compared to the existing solution. The proposed formalism has two major advantages over the conventional inverse planning schemes: (1) it provides a unified framework for inverse planning with beams of arbitrary fluence profiles, including treatment with beams of mixed fluence profiles; (2) the use of total-variation constraints on NTMs allows us to optimally balance the dose confromality and deliverability for a given beam configuration. This project was supported in part by grants from the National Science Foundation (0854492), National Cancer Institute (1R01 CA104205), and Leading Foreign Research Institute Recruitment Program by the Korean Ministry of Education, Science and Technology (K20901000001-09E0100-00110). To the authors' best knowledgement, there is no conflict interest. © 2012 American Association of Physicists in Medicine.

Fast Gaussian kernel learning for classification tasks based on specially structured global optimization.

PubMed

Zhong, Shangping; Chen, Tianshun; He, Fengying; Niu, Yuzhen

2014-09-01

For a practical pattern classification task solved by kernel methods, the computing time is mainly spent on kernel learning (or training). However, the current kernel learning approaches are based on local optimization techniques, and hard to have good time performances, especially for large datasets. Thus the existing algorithms cannot be easily extended to large-scale tasks. In this paper, we present a fast Gaussian kernel learning method by solving a specially structured global optimization (SSGO) problem. We optimize the Gaussian kernel function by using the formulated kernel target alignment criterion, which is a difference of increasing (d.i.) functions. Through using a power-transformation based convexification method, the objective criterion can be represented as a difference of convex (d.c.) functions with a fixed power-transformation parameter. And the objective programming problem can then be converted to a SSGO problem: globally minimizing a concave function over a convex set. The SSGO problem is classical and has good solvability. Thus, to find the global optimal solution efficiently, we can adopt the improved Hoffman's outer approximation method, which need not repeat the searching procedure with different starting points to locate the best local minimum. Also, the proposed method can be proven to converge to the global solution for any classification task. We evaluate the proposed method on twenty benchmark datasets, and compare it with four other Gaussian kernel learning methods. Experimental results show that the proposed method stably achieves both good time-efficiency performance and good classification performance. Copyright © 2014 Elsevier Ltd. All rights reserved.

Taming the Wild: A Unified Analysis of Hogwild!-Style Algorithms.

PubMed

De Sa, Christopher; Zhang, Ce; Olukotun, Kunle; Ré, Christopher

2015-12-01

Stochastic gradient descent (SGD) is a ubiquitous algorithm for a variety of machine learning problems. Researchers and industry have developed several techniques to optimize SGD's runtime performance, including asynchronous execution and reduced precision. Our main result is a martingale-based analysis that enables us to capture the rich noise models that may arise from such techniques. Specifically, we use our new analysis in three ways: (1) we derive convergence rates for the convex case (Hogwild!) with relaxed assumptions on the sparsity of the problem; (2) we analyze asynchronous SGD algorithms for non-convex matrix problems including matrix completion; and (3) we design and analyze an asynchronous SGD algorithm, called Buckwild!, that uses lower-precision arithmetic. We show experimentally that our algorithms run efficiently for a variety of problems on modern hardware.

Reduced rank regression via adaptive nuclear norm penalization

PubMed Central

Chen, Kun; Dong, Hongbo; Chan, Kung-Sik

2014-01-01

Summary We propose an adaptive nuclear norm penalization approach for low-rank matrix approximation, and use it to develop a new reduced rank estimation method for high-dimensional multivariate regression. The adaptive nuclear norm is defined as the weighted sum of the singular values of the matrix, and it is generally non-convex under the natural restriction that the weight decreases with the singular value. However, we show that the proposed non-convex penalized regression method has a global optimal solution obtained from an adaptively soft-thresholded singular value decomposition. The method is computationally efficient, and the resulting solution path is continuous. The rank consistency of and prediction/estimation performance bounds for the estimator are established for a high-dimensional asymptotic regime. Simulation studies and an application in genetics demonstrate its efficacy. PMID:25045172

Distributed Optimization of Multi-Agent Systems: Framework, Local Optimizer, and Applications

NASA Astrophysics Data System (ADS)

Zu, Yue

Convex optimization problem can be solved in a centralized or distributed manner. Compared with centralized methods based on single-agent system, distributed algorithms rely on multi-agent systems with information exchanging among connected neighbors, which leads to great improvement on the system fault tolerance. Thus, a task within multi-agent system can be completed with presence of partial agent failures. By problem decomposition, a large-scale problem can be divided into a set of small-scale sub-problems that can be solved in sequence/parallel. Hence, the computational complexity is greatly reduced by distributed algorithm in multi-agent system. Moreover, distributed algorithm allows data collected and stored in a distributed fashion, which successfully overcomes the drawbacks of using multicast due to the bandwidth limitation. Distributed algorithm has been applied in solving a variety of real-world problems. Our research focuses on the framework and local optimizer design in practical engineering applications. In the first one, we propose a multi-sensor and multi-agent scheme for spatial motion estimation of a rigid body. Estimation performance is improved in terms of accuracy and convergence speed. Second, we develop a cyber-physical system and implement distributed computation devices to optimize the in-building evacuation path when hazard occurs. The proposed Bellman-Ford Dual-Subgradient path planning method relieves the congestion in corridor and the exit areas. At last, highway traffic flow is managed by adjusting speed limits to minimize the fuel consumption and travel time in the third project. Optimal control strategy is designed through both centralized and distributed algorithm based on convex problem formulation. Moreover, a hybrid control scheme is presented for highway network travel time minimization. Compared with no controlled case or conventional highway traffic control strategy, the proposed hybrid control strategy greatly reduces total travel time on test highway network.

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

NASA Astrophysics Data System (ADS)

Wright, Robert; Abraham, Edo; Parpas, Panos; Stoianov, Ivan

2015-12-01

The operation of water distribution networks (WDN) with a dynamic topology is a recently pioneered approach for the advanced management of District Metered Areas (DMAs) that integrates novel developments in hydraulic modeling, monitoring, optimization, and control. A common practice for leakage management is the sectorization of WDNs into small zones, called DMAs, by permanently closing isolation valves. This facilitates water companies to identify bursts and estimate leakage levels by measuring the inlet flow for each DMA. However, by permanently closing valves, a number of problems have been created including reduced resilience to failure and suboptimal pressure management. By introducing a dynamic topology to these zones, these disadvantages can be eliminated while still retaining the DMA structure for leakage monitoring. In this paper, a novel optimization method based on sequential convex programming (SCP) is outlined for the control of a dynamic topology with the objective of reducing average zone pressure (AZP). A key attribute for control optimization is reliable convergence. To achieve this, the SCP method we propose guarantees that each optimization step is strictly feasible, resulting in improved convergence properties. By using a null space algorithm for hydraulic analyses, the computations required are also significantly reduced. The optimized control is actuated on a real WDN operated with a dynamic topology. This unique experimental program incorporates a number of technologies set up with the objective of investigating pioneering developments in WDN management. Preliminary results indicate AZP reductions for a dynamic topology of up to 6.5% over optimally controlled fixed topology DMAs. This article was corrected on 12 JAN 2016. See the end of the full text for details.

Constrained growth flips the direction of optimal phenological responses among annual plants.

PubMed

Lindh, Magnus; Johansson, Jacob; Bolmgren, Kjell; Lundström, Niklas L P; Brännström, Åke; Jonzén, Niclas

2016-03-01

Phenological changes among plants due to climate change are well documented, but often hard to interpret. In order to assess the adaptive value of observed changes, we study how annual plants with and without growth constraints should optimize their flowering time when productivity and season length changes. We consider growth constraints that depend on the plant's vegetative mass: self-shading, costs for nonphotosynthetic structural tissue and sibling competition. We derive the optimal flowering time from a dynamic energy allocation model using optimal control theory. We prove that an immediate switch (bang-bang control) from vegetative to reproductive growth is optimal with constrained growth and constant mortality. Increasing mean productivity, while keeping season length constant and growth unconstrained, delayed the optimal flowering time. When growth was constrained and productivity was relatively high, the optimal flowering time advanced instead. When the growth season was extended equally at both ends, the optimal flowering time was advanced under constrained growth and delayed under unconstrained growth. Our results suggests that growth constraints are key factors to consider when interpreting phenological flowering responses. It can help to explain phenological patterns along productivity gradients, and links empirical observations made on calendar scales with life-history theory. © 2015 The Authors. New Phytologist © 2015 New Phytologist Trust.

Optimization of Wireless Power Transfer Systems Enhanced by Passive Elements and Metasurfaces

NASA Astrophysics Data System (ADS)

Lang, Hans-Dieter; Sarris, Costas D.

2017-10-01

This paper presents a rigorous optimization technique for wireless power transfer (WPT) systems enhanced by passive elements, ranging from simple reflectors and intermedi- ate relays all the way to general electromagnetic guiding and focusing structures, such as metasurfaces and metamaterials. At its core is a convex semidefinite relaxation formulation of the otherwise nonconvex optimization problem, of which tightness and optimality can be confirmed by a simple test of its solutions. The resulting method is rigorous, versatile, and general -- it does not rely on any assumptions. As shown in various examples, it is able to efficiently and reliably optimize such WPT systems in order to find their physical limitations on performance, optimal operating parameters and inspect their working principles, even for a large number of active transmitters and passive elements.

A recurrent neural network for nonlinear optimization with a continuously differentiable objective function and bound constraints.

PubMed

Liang, X B; Wang, J

2000-01-01

This paper presents a continuous-time recurrent neural-network model for nonlinear optimization with any continuously differentiable objective function and bound constraints. Quadratic optimization with bound constraints is a special problem which can be solved by the recurrent neural network. The proposed recurrent neural network has the following characteristics. 1) It is regular in the sense that any optimum of the objective function with bound constraints is also an equilibrium point of the neural network. If the objective function to be minimized is convex, then the recurrent neural network is complete in the sense that the set of optima of the function with bound constraints coincides with the set of equilibria of the neural network. 2) The recurrent neural network is primal and quasiconvergent in the sense that its trajectory cannot escape from the feasible region and will converge to the set of equilibria of the neural network for any initial point in the feasible bound region. 3) The recurrent neural network has an attractivity property in the sense that its trajectory will eventually converge to the feasible region for any initial states even at outside of the bounded feasible region. 4) For minimizing any strictly convex quadratic objective function subject to bound constraints, the recurrent neural network is globally exponentially stable for almost any positive network parameters. Simulation results are given to demonstrate the convergence and performance of the proposed recurrent neural network for nonlinear optimization with bound constraints.

COPS: Large-scale nonlinearly constrained optimization problems

DOE Office of Scientific and Technical Information (OSTI.GOV)

Bondarenko, A.S.; Bortz, D.M.; More, J.J.

2000-02-10

The authors have started the development of COPS, a collection of large-scale nonlinearly Constrained Optimization Problems. The primary purpose of this collection is to provide difficult test cases for optimization software. Problems in the current version of the collection come from fluid dynamics, population dynamics, optimal design, and optimal control. For each problem they provide a short description of the problem, notes on the formulation of the problem, and results of computational experiments with general optimization solvers. They currently have results for DONLP2, LANCELOT, MINOS, SNOPT, and LOQO.

Profile convexities in bedrock and alluvial streams

NASA Astrophysics Data System (ADS)

Phillips, Jonathan D.; Lutz, J. David

2008-12-01

Longitudinal profiles of bedrock streams in central Kentucky, and of coastal plain streams in southeast Texas, were analyzed to determine the extent to which they exhibit smoothly concave profiles and to relate profile convexities to environmental controls. None of the Kentucky streams have smoothly concave profiles. Because all observed knickpoints are associated with vertical joints, if they are migrating it either occurs rapidly between vertical joints, or migrating knickpoints become stalled at structural features. These streams have been adjusting to downcutting of the Kentucky River for at least 1.3 Ma, suggesting that the time required to produce a concave profile is long compared to the typical timescale of environmental change. A graded concave longitudinal profile is not a reasonable prediction or benchmark condition for these streams. The characteristic profile forms of the Kentucky River gorge area are contingent on a particular combination of lithology, structure, hydrologic regime, and geomorphic history, and therefore do not represent any general type of equilibrium state. Few stream profiles in SE Texas conform to the ideal of the smoothly, strongly concave profile. Major convexities are caused by inherited topography, geologic controls, recent and contemporary geomorphic processes, and anthropic effects. Both the legacy of Quaternary environmental change and ongoing changes make it unlikely that consistent boundary conditions will exist for long. Further, the few exceptions within the study area-i.e., strongly and smoothly concave longitudinal profiles-suggest that ample time has occurred for strongly concave profiles to develop and that such profiles do not necessarily represent any mutual adjustments between slope, transport capacity, and sediment supply. The simplest explanation of any tendency toward concavity is related to basic constraints on channel steepness associated with geomechanical stability and minimum slopes necessary to convey flow. This constrained gradient concept (CGC) can explain the general tendency toward concavity in channels of sufficient size, with minimal lithological constraints and with sufficient time for adjustment. Unlike grade- or equilibrium-based theories, the CGC results in interpretations of convex or low-concavity profiles or reaches in terms of local environmental constraints and geomorphic histories rather than as "disequilibrium" features.

High-dimensional statistical inference: From vector to matrix

NASA Astrophysics Data System (ADS)

Zhang, Anru

Statistical inference for sparse signals or low-rank matrices in high-dimensional settings is of significant interest in a range of contemporary applications. It has attracted significant recent attention in many fields including statistics, applied mathematics and electrical engineering. In this thesis, we consider several problems in including sparse signal recovery (compressed sensing under restricted isometry) and low-rank matrix recovery (matrix recovery via rank-one projections and structured matrix completion). The first part of the thesis discusses compressed sensing and affine rank minimization in both noiseless and noisy cases and establishes sharp restricted isometry conditions for sparse signal and low-rank matrix recovery. The analysis relies on a key technical tool which represents points in a polytope by convex combinations of sparse vectors. The technique is elementary while leads to sharp results. It is shown that, in compressed sensing, delta kA < 1/3, deltak A+ thetak,kA < 1, or deltatkA < √( t - 1)/t for any given constant t ≥ 4/3 guarantee the exact recovery of all k sparse signals in the noiseless case through the constrained ℓ1 minimization, and similarly in affine rank minimization delta rM < 1/3, deltar M + thetar, rM < 1, or deltatrM< √( t - 1)/t ensure the exact reconstruction of all matrices with rank at most r in the noiseless case via the constrained nuclear norm minimization. Moreover, for any epsilon > 0, delta kA < 1/3 + epsilon, deltak A + thetak,kA < 1 + epsilon, or deltatkA< √(t - 1) / t + epsilon are not sufficient to guarantee the exact recovery of all k-sparse signals for large k. Similar result also holds for matrix recovery. In addition, the conditions delta kA<1/3, deltak A+ thetak,kA<1, delta tkA < √(t - 1)/t and deltarM<1/3, delta rM+ thetar,rM<1, delta trM< √(t - 1)/ t are also shown to be sufficient respectively for stable recovery of approximately sparse signals and low-rank matrices in the noisy case. For the second part of the thesis, we introduce a rank-one projection model for low-rank matrix recovery and propose a constrained nuclear norm minimization method for stable recovery of low-rank matrices in the noisy case. The procedure is adaptive to the rank and robust against small perturbations. Both upper and lower bounds for the estimation accuracy under the Frobenius norm loss are obtained. The proposed estimator is shown to be rate-optimal under certain conditions. The estimator is easy to implement via convex programming and performs well numerically. The techniques and main results developed in the chapter also have implications to other related statistical problems. An application to estimation of spiked covariance matrices from one-dimensional random projections is considered. The results demonstrate that it is still possible to accurately estimate the covariance matrix of a high-dimensional distribution based only on one-dimensional projections. For the third part of the thesis, we consider another setting of low-rank matrix completion. Current literature on matrix completion focuses primarily on independent sampling models under which the individual observed entries are sampled independently. Motivated by applications in genomic data integration, we propose a new framework of structured matrix completion (SMC) to treat structured missingness by design. Specifically, our proposed method aims at efficient matrix recovery when a subset of the rows and columns of an approximately low-rank matrix are observed. We provide theoretical justification for the proposed SMC method and derive lower bound for the estimation errors, which together establish the optimal rate of recovery over certain classes of approximately low-rank matrices. Simulation studies show that the method performs well in finite sample under a variety of configurations. The method is applied to integrate several ovarian cancer genomic studies with different extent of genomic measurements, which enables us to construct more accurate prediction rules for ovarian cancer survival.

Social Emotional Optimization Algorithm for Nonlinear Constrained Optimization Problems

NASA Astrophysics Data System (ADS)

Xu, Yuechun; Cui, Zhihua; Zeng, Jianchao

Nonlinear programming problem is one important branch in operational research, and has been successfully applied to various real-life problems. In this paper, a new approach called Social emotional optimization algorithm (SEOA) is used to solve this problem which is a new swarm intelligent technique by simulating the human behavior guided by emotion. Simulation results show that the social emotional optimization algorithm proposed in this paper is effective and efficiency for the nonlinear constrained programming problems.

Efficient methods for overlapping group lasso.

PubMed

Yuan, Lei; Liu, Jun; Ye, Jieping

2013-09-01

The group Lasso is an extension of the Lasso for feature selection on (predefined) nonoverlapping groups of features. The nonoverlapping group structure limits its applicability in practice. There have been several recent attempts to study a more general formulation where groups of features are given, potentially with overlaps between the groups. The resulting optimization is, however, much more challenging to solve due to the group overlaps. In this paper, we consider the efficient optimization of the overlapping group Lasso penalized problem. We reveal several key properties of the proximal operator associated with the overlapping group Lasso, and compute the proximal operator by solving the smooth and convex dual problem, which allows the use of the gradient descent type of algorithms for the optimization. Our methods and theoretical results are then generalized to tackle the general overlapping group Lasso formulation based on the l(q) norm. We further extend our algorithm to solve a nonconvex overlapping group Lasso formulation based on the capped norm regularization, which reduces the estimation bias introduced by the convex penalty. We have performed empirical evaluations using both a synthetic and the breast cancer gene expression dataset, which consists of 8,141 genes organized into (overlapping) gene sets. Experimental results show that the proposed algorithm is more efficient than existing state-of-the-art algorithms. Results also demonstrate the effectiveness of the nonconvex formulation for overlapping group Lasso.

Walking, running, and resting under time, distance, and average speed constraints: optimality of walk-run-rest mixtures.

PubMed

Long, Leroy L; Srinivasan, Manoj

2013-04-06

On a treadmill, humans switch from walking to running beyond a characteristic transition speed. Here, we study human choice between walking and running in a more ecological (non-treadmill) setting. We asked subjects to travel a given distance overground in a given allowed time duration. During this task, the subjects carried, and could look at, a stopwatch that counted down to zero. As expected, if the total time available were large, humans walk the whole distance. If the time available were small, humans mostly run. For an intermediate total time, humans often use a mixture of walking at a slow speed and running at a higher speed. With analytical and computational optimization, we show that using a walk-run mixture at intermediate speeds and a walk-rest mixture at the lowest average speeds is predicted by metabolic energy minimization, even with costs for transients-a consequence of non-convex energy curves. Thus, sometimes, steady locomotion may not be energy optimal, and not preferred, even in the absence of fatigue. Assuming similar non-convex energy curves, we conjecture that similar walk-run mixtures may be energetically beneficial to children following a parent and animals on long leashes. Humans and other animals might also benefit energetically from alternating between moving forward and standing still on a slow and sufficiently long treadmill.

Walking, running, and resting under time, distance, and average speed constraints: optimality of walk–run–rest mixtures

PubMed Central

Long, Leroy L.; Srinivasan, Manoj

2013-01-01

On a treadmill, humans switch from walking to running beyond a characteristic transition speed. Here, we study human choice between walking and running in a more ecological (non-treadmill) setting. We asked subjects to travel a given distance overground in a given allowed time duration. During this task, the subjects carried, and could look at, a stopwatch that counted down to zero. As expected, if the total time available were large, humans walk the whole distance. If the time available were small, humans mostly run. For an intermediate total time, humans often use a mixture of walking at a slow speed and running at a higher speed. With analytical and computational optimization, we show that using a walk–run mixture at intermediate speeds and a walk–rest mixture at the lowest average speeds is predicted by metabolic energy minimization, even with costs for transients—a consequence of non-convex energy curves. Thus, sometimes, steady locomotion may not be energy optimal, and not preferred, even in the absence of fatigue. Assuming similar non-convex energy curves, we conjecture that similar walk–run mixtures may be energetically beneficial to children following a parent and animals on long leashes. Humans and other animals might also benefit energetically from alternating between moving forward and standing still on a slow and sufficiently long treadmill. PMID:23365192

Integration of mechanism and control for large-angle slew maneuvers of flexible structures

NASA Technical Reports Server (NTRS)

Chew, Meng-Sang

1991-01-01

A rolling contact noncircular gear system is applied to assist a desired controller in the slewing of a flexible space structure. The varying gear ratio in cooperation with the controller results in lower feedback gains at the controller, as well as considerably reducing flexural vibrations of the space structure. The noncircular gears consist of a pair of convex noncircular cylinders with specially designed profiles that are synthesized in conjunction with the optimal controller gains for minimizing the flexural vibrations of flexible structure during a slew maneuver. Convexity of the cylindrical profiles for this noncircular gear device must be ensured to maintain rolling contact between the two cylinders. Simulations of slewing control tasks for two kinds of flexible space structures, such as a planar flexible beam and the planar articulated flexible beams, are presented.

Solution for a bipartite Euclidean traveling-salesman problem in one dimension

NASA Astrophysics Data System (ADS)

Caracciolo, Sergio; Di Gioacchino, Andrea; Gherardi, Marco; Malatesta, Enrico M.

2018-05-01

The traveling-salesman problem is one of the most studied combinatorial optimization problems, because of the simplicity in its statement and the difficulty in its solution. We characterize the optimal cycle for every convex and increasing cost function when the points are thrown independently and with an identical probability distribution in a compact interval. We compute the average optimal cost for every number of points when the distance function is the square of the Euclidean distance. We also show that the average optimal cost is not a self-averaging quantity by explicitly computing the variance of its distribution in the thermodynamic limit. Moreover, we prove that the cost of the optimal cycle is not smaller than twice the cost of the optimal assignment of the same set of points. Interestingly, this bound is saturated in the thermodynamic limit.

Solution for a bipartite Euclidean traveling-salesman problem in one dimension.

PubMed

Caracciolo, Sergio; Di Gioacchino, Andrea; Gherardi, Marco; Malatesta, Enrico M

2018-05-01

The traveling-salesman problem is one of the most studied combinatorial optimization problems, because of the simplicity in its statement and the difficulty in its solution. We characterize the optimal cycle for every convex and increasing cost function when the points are thrown independently and with an identical probability distribution in a compact interval. We compute the average optimal cost for every number of points when the distance function is the square of the Euclidean distance. We also show that the average optimal cost is not a self-averaging quantity by explicitly computing the variance of its distribution in the thermodynamic limit. Moreover, we prove that the cost of the optimal cycle is not smaller than twice the cost of the optimal assignment of the same set of points. Interestingly, this bound is saturated in the thermodynamic limit.

Mathematical Optimization Techniques

NASA Technical Reports Server (NTRS)

Bellman, R. (Editor)

1963-01-01

The papers collected in this volume were presented at the Symposium on Mathematical Optimization Techniques held in the Santa Monica Civic Auditorium, Santa Monica, California, on October 18-20, 1960. The objective of the symposium was to bring together, for the purpose of mutual education, mathematicians, scientists, and engineers interested in modern optimization techniques. Some 250 persons attended. The techniques discussed included recent developments in linear, integer, convex, and dynamic programming as well as the variational processes surrounding optimal guidance, flight trajectories, statistical decisions, structural configurations, and adaptive control systems. The symposium was sponsored jointly by the University of California, with assistance from the National Science Foundation, the Office of Naval Research, the National Aeronautics and Space Administration, and The RAND Corporation, through Air Force Project RAND.

Robust Control of Uncertain Systems via Dissipative LQG-Type Controllers

NASA Technical Reports Server (NTRS)

Joshi, Suresh M.

2000-01-01

Optimal controller design is addressed for a class of linear, time-invariant systems which are dissipative with respect to a quadratic power function. The system matrices are assumed to be affine functions of uncertain parameters confined to a convex polytopic region in the parameter space. For such systems, a method is developed for designing a controller which is dissipative with respect to a given power function, and is simultaneously optimal in the linear-quadratic-Gaussian (LQG) sense. The resulting controller provides robust stability as well as optimal performance. Three important special cases, namely, passive, norm-bounded, and sector-bounded controllers, which are also LQG-optimal, are presented. The results give new methods for robust controller design in the presence of parametric uncertainties.

Laser micromilling of convex microfluidic channels onto glassy carbon for glass molding dies

NASA Astrophysics Data System (ADS)

Tseng, Shih-Feng; Chen, Ming-Fei; Hsiao, Wen-Tse; Huang, Chien-Yao; Yang, Chung-Heng; Chen, Yu-Sheng

2014-06-01

This study reports the fabrication of convex microfluidic channels on glassy carbon using an ultraviolet laser processing system to produce glass molding dies. The laser processing parameters, including various laser fluences and scanning speeds of galvanometers, were adjusted to mill a convex microchannel on a glassy carbon substrate to identify the effects of material removal. The machined glassy carbon substrate was then applied as a glass molding die to fabricate a glass-based microfluidic biochip. The surface morphology, milled width and depth, and surface roughness of the microchannel die after laser micromilling were examined using a three-dimensional confocal laser scanning microscope. This study also investigates the transcription rate of microchannels after the glass molding process. To produce a 180 μm high microchannel on the GC substrate, the optimal number of milled cycles, laser fluence, and scanning speed were 25, 4.9 J/cm2, and 200 mm/s, respectively. The width, height, and surface roughness of milled convex microchannels were 119.6±0.217 μm, 180.26±0.01 μm, and 0.672±0.08 μm, respectively. These measured values were close to the predicted values and suitable for a glass molding die. After the glass molding process, a typical glass-based microchannel chip was formed at a molding temperature of 660 °C and the molding force of 0.45 kN. The transcription rates of the microchannel width and depth were 100% and 99.6%, respectively. Thus, the proposed approach is suitable for performing in chemical, biochemical, or medical reactions.

Designing Robust and Resilient Tactical MANETs

DTIC Science & Technology

2014-09-25

Bounds on the Throughput Efficiency of Greedy Maximal Scheduling in Wireless Networks , IEEE/ACM Transactions on Networking , (06 2011): 0. doi: N... Wireless Sensor Networks and Effects of Long Range Dependant Data, Special IWSM Issue of Sequential Analysis, (11 2012): 0. doi: A. D. Dominguez...Bushnell, R. Poovendran. A Convex Optimization Approach for Clone Detection in Wireless Sensor Networks , Pervasive and Mobile Computing, (01 2012

EEG Dynamics Reflect the Distinct Cognitive Process of Optic Problem Solving

PubMed Central

She, Hsiao-Ching; Jung, Tzyy-Ping; Chou, Wen-Chi; Huang, Li-Yu; Wang, Chia-Yu; Lin, Guan-Yu

2012-01-01

This study explores the changes in electroencephalographic (EEG) activity associated with the performance of solving an optics maze problem. College students (N = 37) were instructed to construct three solutions to the optical maze in a Web-based learning environment, which required some knowledge of physics. The subjects put forth their best effort to minimize the number of convexes and mirrors needed to guide the image of an object from the entrance to the exit of the maze. This study examines EEG changes in different frequency bands accompanying varying demands on the cognitive process of providing solutions. Results showed that the mean power of θ, α1, α2, and β1 significantly increased as the number of convexes and mirrors used by the students decreased from solution 1 to 3. Moreover, the mean power of θ and α1 significantly increased when the participants constructed their personal optimal solution (the least total number of mirrors and lens used by students) compared to their non-personal optimal solution. In conclusion, the spectral power of frontal, frontal midline and posterior theta, posterior alpha, and temporal beta increased predominantly as the task demands and task performance increased. PMID:22815800

Graph Design via Convex Optimization: Online and Distributed Perspectives

NASA Astrophysics Data System (ADS)

Meng, De

Network and graph have long been natural abstraction of relations in a variety of applications, e.g. transportation, power system, social network, communication, electrical circuit, etc. As a large number of computation and optimization problems are naturally defined on graphs, graph structures not only enable important properties of these problems, but also leads to highly efficient distributed and online algorithms. For example, graph separability enables the parallelism for computation and operation as well as limits the size of local problems. More interestingly, graphs can be defined and constructed in order to take best advantage of those problem properties. This dissertation focuses on graph structure and design in newly proposed optimization problems, which establish a bridge between graph properties and optimization problem properties. We first study a new optimization problem called Geodesic Distance Maximization Problem (GDMP). Given a graph with fixed edge weights, finding the shortest path, also known as the geodesic, between two nodes is a well-studied network flow problem. We introduce the Geodesic Distance Maximization Problem (GDMP): the problem of finding the edge weights that maximize the length of the geodesic subject to convex constraints on the weights. We show that GDMP is a convex optimization problem for a wide class of flow costs, and provide a physical interpretation using the dual. We present applications of the GDMP in various fields, including optical lens design, network interdiction, and resource allocation in the control of forest fires. We develop an Alternating Direction Method of Multipliers (ADMM) by exploiting specific problem structures to solve large-scale GDMP, and demonstrate its effectiveness in numerical examples. We then turn our attention to distributed optimization on graph with only local communication. Distributed optimization arises in a variety of applications, e.g. distributed tracking and localization, estimation problems in sensor networks, multi-agent coordination. Distributed optimization aims to optimize a global objective function formed by summation of coupled local functions over a graph via only local communication and computation. We developed a weighted proximal ADMM for distributed optimization using graph structure. This fully distributed, single-loop algorithm allows simultaneous updates and can be viewed as a generalization of existing algorithms. More importantly, we achieve faster convergence by jointly designing graph weights and algorithm parameters. Finally, we propose a new problem on networks called Online Network Formation Problem: starting with a base graph and a set of candidate edges, at each round of the game, player one first chooses a candidate edge and reveals it to player two, then player two decides whether to accept it; player two can only accept limited number of edges and make online decisions with the goal to achieve the best properties of the synthesized network. The network properties considered include the number of spanning trees, algebraic connectivity and total effective resistance. These network formation games arise in a variety of cooperative multiagent systems. We propose a primal-dual algorithm framework for the general online network formation game, and analyze the algorithm performance by the competitive ratio and regret.

Rapid optimization of tension distribution for cable-driven parallel manipulators with redundant cables

NASA Astrophysics Data System (ADS)

Ouyang, Bo; Shang, Weiwei

2016-03-01

The solution of tension distributions is infinite for cable-driven parallel manipulators(CDPMs) with redundant cables. A rapid optimization method for determining the optimal tension distribution is presented. The new optimization method is primarily based on the geometry properties of a polyhedron and convex analysis. The computational efficiency of the optimization method is improved by the designed projection algorithm, and a fast algorithm is proposed to determine which two of the lines are intersected at the optimal point. Moreover, a method for avoiding the operating point on the lower tension limit is developed. Simulation experiments are implemented on a six degree-of-freedom(6-DOF) CDPM with eight cables, and the results indicate that the new method is one order of magnitude faster than the standard simplex method. The optimal distribution of tension distribution is thus rapidly established on real-time by the proposed method.

Homotopy approach to optimal, linear quadratic, fixed architecture compensation

NASA Technical Reports Server (NTRS)

Mercadal, Mathieu

1991-01-01

Optimal linear quadratic Gaussian compensators with constrained architecture are a sensible way to generate good multivariable feedback systems meeting strict implementation requirements. The optimality conditions obtained from the constrained linear quadratic Gaussian are a set of highly coupled matrix equations that cannot be solved algebraically except when the compensator is centralized and full order. An alternative to the use of general parameter optimization methods for solving the problem is to use homotopy. The benefit of the method is that it uses the solution to a simplified problem as a starting point and the final solution is then obtained by solving a simple differential equation. This paper investigates the convergence properties and the limitation of such an approach and sheds some light on the nature and the number of solutions of the constrained linear quadratic Gaussian problem. It also demonstrates the usefulness of homotopy on an example of an optimal decentralized compensator.

Multi Objective Controller Design for Linear System via Optimal Interpolation

NASA Technical Reports Server (NTRS)

Ozbay, Hitay

1996-01-01

We propose a methodology for the design of a controller which satisfies a set of closed-loop objectives simultaneously. The set of objectives consists of: (1) pole placement, (2) decoupled command tracking of step inputs at steady-state, and (3) minimization of step response transients with respect to envelope specifications. We first obtain a characterization of all controllers placing the closed-loop poles in a prescribed region of the complex plane. In this characterization, the free parameter matrix Q(s) is to be determined to attain objectives (2) and (3). Objective (2) is expressed as determining a Pareto optimal solution to a vector valued optimization problem. The solution of this problem is obtained by transforming it to a scalar convex optimization problem. This solution determines Q(O) and the remaining freedom in choosing Q(s) is used to satisfy objective (3). We write Q(s) = (l/v(s))bar-Q(s) for a prescribed polynomial v(s). Bar-Q(s) is a polynomial matrix which is arbitrary except that Q(O) and the order of bar-Q(s) are fixed. Obeying these constraints bar-Q(s) is now to be 'shaped' to minimize the step response characteristics of specific input/output pairs according to the maximum envelope violations. This problem is expressed as a vector valued optimization problem using the concept of Pareto optimality. We then investigate a scalar optimization problem associated with this vector valued problem and show that it is convex. The organization of the report is as follows. The next section includes some definitions and preliminary lemmas. We then give the problem statement which is followed by a section including a detailed development of the design procedure. We then consider an aircraft control example. The last section gives some concluding remarks. The Appendix includes the proofs of technical lemmas, printouts of computer programs, and figures.

Dipole sources of the human alpha rhythm.

PubMed

Rodin, E A; Rodin, M J

1995-01-01

Dipole sources were investigated in 22 normal subjects with a variety of strategies available through the BESA program. When all the data were summed one regional source, located near the midline in the basal portions of the occipital lobe, explained 92% of the variance. Two regional sources, initially constrained for symmetry but subsequently freed from constraint placed them also in the occipital regions near the midline and reduced the residual variance to 4%. Pooled data obscure, however, the marked individual differences especially in regard to lateralization. In the individual case the major source was also always in one occipital area but its location, especially the degree of separation from the midline depended upon alpha distribution and the strategy used in the workup of the data. The orientation of the major components of the regional sources was usually in the posterior-anterior direction, fairly parallel to the midline and while the other one pointed to the upper convexity. Because of the considerable variability of the alpha rhythm in given subjects and even within the same individual a model which requires symmetry constraints is not optimal for all instances, even when constraints are lifted thereafter. The study demonstrated the feasibility of distinguishing predominantly mesial sources from those which are bihemipheric with more lateral origins but several different models may have to be used to reach the most realistic conclusions.

Shape and Spatially-Varying Reflectance Estimation from Virtual Exemplars.

PubMed

Hui, Zhuo; Sankaranarayanan, Aswin C

2017-10-01

This paper addresses the problem of estimating the shape of objects that exhibit spatially-varying reflectance. We assume that multiple images of the object are obtained under a fixed view-point and varying illumination, i.e., the setting of photometric stereo. At the core of our techniques is the assumption that the BRDF at each pixel lies in the non-negative span of a known BRDF dictionary. This assumption enables a per-pixel surface normal and BRDF estimation framework that is computationally tractable and requires no initialization in spite of the underlying problem being non-convex. Our estimation framework first solves for the surface normal at each pixel using a variant of example-based photometric stereo. We design an efficient multi-scale search strategy for estimating the surface normal and subsequently, refine this estimate using a gradient descent procedure. Given the surface normal estimate, we solve for the spatially-varying BRDF by constraining the BRDF at each pixel to be in the span of the BRDF dictionary; here, we use additional priors to further regularize the solution. A hallmark of our approach is that it does not require iterative optimization techniques nor the need for careful initialization, both of which are endemic to most state-of-the-art techniques. We showcase the performance of our technique on a wide range of simulated and real scenes where we outperform competing methods.

Bounding uncertainty in volumetric geometric models for terrestrial lidar observations of ecosystems.

PubMed

Paynter, Ian; Genest, Daniel; Peri, Francesco; Schaaf, Crystal

2018-04-06

Volumetric models with known biases are shown to provide bounds for the uncertainty in estimations of volume for ecologically interesting objects, observed with a terrestrial laser scanner (TLS) instrument. Bounding cuboids, three-dimensional convex hull polygons, voxels, the Outer Hull Model and Square Based Columns (SBCs) are considered for their ability to estimate the volume of temperate and tropical trees, as well as geomorphological features such as bluffs and saltmarsh creeks. For temperate trees, supplementary geometric models are evaluated for their ability to bound the uncertainty in cylinder-based reconstructions, finding that coarser volumetric methods do not currently constrain volume meaningfully, but may be helpful with further refinement, or in hybridized models. Three-dimensional convex hull polygons consistently overestimate object volume, and SBCs consistently underestimate volume. Voxel estimations vary in their bias, due to the point density of the TLS data, and occlusion, particularly in trees. The response of the models to parametrization is analysed, observing unexpected trends in the SBC estimates for the drumlin dataset. Establishing that this result is due to the resolution of the TLS observations being insufficient to support the resolution of the geometric model, it is suggested that geometric models with predictable outcomes can also highlight data quality issues when they produce illogical results.

Bounding uncertainty in volumetric geometric models for terrestrial lidar observations of ecosystems

PubMed Central

Genest, Daniel; Peri, Francesco; Schaaf, Crystal

2018-01-01

Volumetric models with known biases are shown to provide bounds for the uncertainty in estimations of volume for ecologically interesting objects, observed with a terrestrial laser scanner (TLS) instrument. Bounding cuboids, three-dimensional convex hull polygons, voxels, the Outer Hull Model and Square Based Columns (SBCs) are considered for their ability to estimate the volume of temperate and tropical trees, as well as geomorphological features such as bluffs and saltmarsh creeks. For temperate trees, supplementary geometric models are evaluated for their ability to bound the uncertainty in cylinder-based reconstructions, finding that coarser volumetric methods do not currently constrain volume meaningfully, but may be helpful with further refinement, or in hybridized models. Three-dimensional convex hull polygons consistently overestimate object volume, and SBCs consistently underestimate volume. Voxel estimations vary in their bias, due to the point density of the TLS data, and occlusion, particularly in trees. The response of the models to parametrization is analysed, observing unexpected trends in the SBC estimates for the drumlin dataset. Establishing that this result is due to the resolution of the TLS observations being insufficient to support the resolution of the geometric model, it is suggested that geometric models with predictable outcomes can also highlight data quality issues when they produce illogical results. PMID:29503722

Probing the interactions of phenol with oxygenated functional groups on curved fullerene-like sheets in activated carbon.

PubMed

Yin, Chun-Yang; Ng, Man-Fai; Goh, Bee-Min; Saunders, Martin; Hill, Nick; Jiang, Zhong-Tao; Balach, Juan; El-Harbawi, Mohanad

2016-02-07

The mechanism(s) of interactions of phenol with oxygenated functional groups (OH, COO and COOH) in nanopores of activated carbon (AC) is a contentious issue among researchers. This mechanism is of particular interest because a better understanding of the role of such groups in nanopores would essentially translate to advances in AC production and use, especially in regard to the treatment of organic-based wastewaters. We therefore attempt to shed more light on the subject by employing density functional theory (DFT) calculations in which fullerene-like models integrating convex or concave structure, which simulate the eclectic porous structures on AC surface, are adopted. TEM analysis, EDS mapping and Boehm titration are also conducted on actual phenol-adsorbed AC. Our results suggest the widely-reported phenomenon of decreased phenol uptake on AC due to increased concentration of oxygenated functional groups is possibly attributed to the increased presence of the latter on the convex side of the curved carbon sheets. Such a system effectively inhibits phenol from getting direct contact with the carbon sheet, thus constraining any available π-π interaction, while the effect of groups acting on the concave part of the curved sheet does not impart the same detriment.

Optimization in Radiation Therapy: Applications in Brachytherapy and Intensity Modulated Radiation Therapy

NASA Astrophysics Data System (ADS)

McGeachy, Philip David

Over 50% of cancer patients require radiation therapy (RT). RT is an optimization problem requiring maximization of the radiation damage to the tumor while minimizing the harm to the healthy tissues. This dissertation focuses on two main RT optimization problems: 1) brachytherapy and 2) intensity modulated radiation therapy (IMRT). The brachytherapy research involved solving a non-convex optimization problem by creating an open-source genetic algorithm optimizer to determine the optimal radioactive seed distribution for a given set of patient volumes and constraints, both dosimetric- and implant-based. The optimizer was tested for a set of 45 prostate brachytherapy patients. While all solutions met the clinical standards, they also benchmarked favorably with those generated by a standard commercial solver. Compared to its compatriot, the salient features of the generated solutions were: slightly reduced prostate coverage, lower dose to the urethra and rectum, and a smaller number of needles required for an implant. Historically, IMRT requires modulation of fluence while keeping the photon beam energy fixed. The IMRT-related investigation in this thesis aimed at broadening the solution space by varying photon energy. The problem therefore involved simultaneous optimization of photon beamlet energy and fluence, denoted by XMRT. Formulating the problem as convex, linear programming was applied to obtain solutions for optimal energy-dependent fluences, while achieving all clinical objectives and constraints imposed. Dosimetric advantages of XMRT over single-energy IMRT in the improved sparing of organs at risk (OARs) was demonstrated in simplified phantom studies. The XMRT algorithm was improved to include clinical dose-volume constraints and clinical studies for prostate and head and neck cancer patients were investigated. Compared to IMRT, XMRT provided improved dosimetric benefit in the prostate case, particularly within intermediate- to low-dose regions (≤ 40 Gy) for OARs. For head and neck cases, XMRT solutions showed no significant disadvantage or advantage over IMRT. The deliverability concerns for the fluence maps generated from XMRT were addressed by incorporating smoothing constraints during the optimization and through successful generation of treatment machine files. Further research is needed to explore the full potential of the XMRT approach to RT.

Finite-time convergent recurrent neural network with a hard-limiting activation function for constrained optimization with piecewise-linear objective functions.

PubMed

Liu, Qingshan; Wang, Jun

2011-04-01

This paper presents a one-layer recurrent neural network for solving a class of constrained nonsmooth optimization problems with piecewise-linear objective functions. The proposed neural network is guaranteed to be globally convergent in finite time to the optimal solutions under a mild condition on a derived lower bound of a single gain parameter in the model. The number of neurons in the neural network is the same as the number of decision variables of the optimization problem. Compared with existing neural networks for optimization, the proposed neural network has a couple of salient features such as finite-time convergence and a low model complexity. Specific models for two important special cases, namely, linear programming and nonsmooth optimization, are also presented. In addition, applications to the shortest path problem and constrained least absolute deviation problem are discussed with simulation results to demonstrate the effectiveness and characteristics of the proposed neural network.

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.

Measuring short-term post-fire forest recovery across a burn severity gradient in a mixed pine-oak forest using multi-sensor remote sensing techniques

DOE PAGES

Meng, Ran; Wu, Jin; Zhao, Feng; ...

2018-06-01

Understanding post-fire forest recovery is pivotal to the study of forest dynamics and global carbon cycle. Field-based studies indicated a convex response of forest recovery rate to burn severity at the individual tree level, related with fire-induced tree mortality; however, these findings were constrained in spatial/temporal extents, while not detectable by traditional optical remote sensing studies, largely attributing to the contaminated effect from understory recovery. For this work, we examined whether the combined use of multi-sensor remote sensing techniques (i.e., 1m simultaneous airborne imaging spectroscopy and LiDAR and 2m satellite multi-spectral imagery) to separate canopy recovery from understory recovery wouldmore » enable to quantify post-fire forest recovery rate spanning a large gradient in burn severity over large-scales. Our study was conducted in a mixed pine-oak forest in Long Island, NY, three years after a top-killing fire. Our studies remotely detected an initial increase and then decline of forest recovery rate to burn severity across the burned area, with a maximum canopy area-based recovery rate of 10% per year at moderate forest burn severity class. More intriguingly, such remotely detected convex relationships also held at species level, with pine trees being more resilient to high burn severity and having a higher maximum recovery rate (12% per year) than oak trees (4% per year). These results are one of the first quantitative evidences showing the effects of fire adaptive strategies on post-fire forest recovery, derived from relatively large spatial-temporal domains. Our study thus provides the methodological advance to link multi-sensor remote sensing techniques to monitor forest dynamics in a spatially explicit manner over large-scales, with important implications for fire-related forest management, and for constraining/benchmarking fire effect schemes in ecological process models.« less

Measuring short-term post-fire forest recovery across a burn severity gradient in a mixed pine-oak forest using multi-sensor remote sensing techniques

DOE Office of Scientific and Technical Information (OSTI.GOV)

Meng, Ran; Wu, Jin; Zhao, Feng

Understanding post-fire forest recovery is pivotal to the study of forest dynamics and global carbon cycle. Field-based studies indicated a convex response of forest recovery rate to burn severity at the individual tree level, related with fire-induced tree mortality; however, these findings were constrained in spatial/temporal extents, while not detectable by traditional optical remote sensing studies, largely attributing to the contaminated effect from understory recovery. For this work, we examined whether the combined use of multi-sensor remote sensing techniques (i.e., 1m simultaneous airborne imaging spectroscopy and LiDAR and 2m satellite multi-spectral imagery) to separate canopy recovery from understory recovery wouldmore » enable to quantify post-fire forest recovery rate spanning a large gradient in burn severity over large-scales. Our study was conducted in a mixed pine-oak forest in Long Island, NY, three years after a top-killing fire. Our studies remotely detected an initial increase and then decline of forest recovery rate to burn severity across the burned area, with a maximum canopy area-based recovery rate of 10% per year at moderate forest burn severity class. More intriguingly, such remotely detected convex relationships also held at species level, with pine trees being more resilient to high burn severity and having a higher maximum recovery rate (12% per year) than oak trees (4% per year). These results are one of the first quantitative evidences showing the effects of fire adaptive strategies on post-fire forest recovery, derived from relatively large spatial-temporal domains. Our study thus provides the methodological advance to link multi-sensor remote sensing techniques to monitor forest dynamics in a spatially explicit manner over large-scales, with important implications for fire-related forest management, and for constraining/benchmarking fire effect schemes in ecological process models.« less

New displacement-based methods for optimal truss topology design

NASA Technical Reports Server (NTRS)

Bendsoe, Martin P.; Ben-Tal, Aharon; Haftka, Raphael T.

1991-01-01

Two alternate methods for maximum stiffness truss topology design are presented. The ground structure approach is used, and the problem is formulated in terms of displacements and bar areas. This large, nonconvex optimization problem can be solved by a simultaneous analysis and design approach. Alternatively, an equivalent, unconstrained, and convex problem in the displacements only can be formulated, and this problem can be solved by a nonsmooth, steepest descent algorithm. In both methods, the explicit solving of the equilibrium equations and the assembly of the global stiffness matrix are circumvented. A large number of examples have been studied, showing the attractive features of topology design as well as exposing interesting features of optimal topologies.

A note on resource allocation scheduling with group technology and learning effects on a single machine

NASA Astrophysics Data System (ADS)

Lu, Yuan-Yuan; Wang, Ji-Bo; Ji, Ping; He, Hongyu

2017-09-01

In this article, single-machine group scheduling with learning effects and convex resource allocation is studied. The goal is to find the optimal job schedule, the optimal group schedule, and resource allocations of jobs and groups. For the problem of minimizing the makespan subject to limited resource availability, it is proved that the problem can be solved in polynomial time under the condition that the setup times of groups are independent. For the general setup times of groups, a heuristic algorithm and a branch-and-bound algorithm are proposed, respectively. Computational experiments show that the performance of the heuristic algorithm is fairly accurate in obtaining near-optimal solutions.

A Brief Survey of Modern Optimization for Statisticians

PubMed Central

Lange, Kenneth; Chi, Eric C.; Zhou, Hua

2014-01-01

Modern computational statistics is turning more and more to high-dimensional optimization to handle the deluge of big data. Once a model is formulated, its parameters can be estimated by optimization. Because model parsimony is important, models routinely include nondifferentiable penalty terms such as the lasso. This sober reality complicates minimization and maximization. Our broad survey stresses a few important principles in algorithm design. Rather than view these principles in isolation, it is more productive to mix and match them. A few well chosen examples illustrate this point. Algorithm derivation is also emphasized, and theory is downplayed, particularly the abstractions of the convex calculus. Thus, our survey should be useful and accessible to a broad audience. PMID:25242858

Wind Farm Turbine Type and Placement Optimization

NASA Astrophysics Data System (ADS)

Graf, Peter; Dykes, Katherine; Scott, George; Fields, Jason; Lunacek, Monte; Quick, Julian; Rethore, Pierre-Elouan

2016-09-01

The layout of turbines in a wind farm is already a challenging nonlinear, nonconvex, nonlinearly constrained continuous global optimization problem. Here we begin to address the next generation of wind farm optimization problems by adding the complexity that there is more than one turbine type to choose from. The optimization becomes a nonlinear constrained mixed integer problem, which is a very difficult class of problems to solve. This document briefly summarizes the algorithm and code we have developed, the code validation steps we have performed, and the initial results for multi-turbine type and placement optimization (TTP_OPT) we have run.

Wind farm turbine type and placement optimization

DOE PAGES

Graf, Peter; Dykes, Katherine; Scott, George; ...

2016-10-03

The layout of turbines in a wind farm is already a challenging nonlinear, nonconvex, nonlinearly constrained continuous global optimization problem. Here we begin to address the next generation of wind farm optimization problems by adding the complexity that there is more than one turbine type to choose from. The optimization becomes a nonlinear constrained mixed integer problem, which is a very difficult class of problems to solve. Furthermore, this document briefly summarizes the algorithm and code we have developed, the code validation steps we have performed, and the initial results for multi-turbine type and placement optimization (TTP_OPT) we have run.

Use of constrained optimization in the conceptual design of a medium-range subsonic transport

NASA Technical Reports Server (NTRS)

Sliwa, S. M.

1980-01-01

Constrained parameter optimization was used to perform the optimal conceptual design of a medium range transport configuration. The impact of choosing a given performance index was studied, and the required income for a 15 percent return on investment was proposed as a figure of merit. A number of design constants and constraint functions were systematically varied to document the sensitivities of the optimal design to a variety of economic and technological assumptions. A comparison was made for each of the parameter variations between the baseline configuration and the optimally redesigned configuration.

Fabrication of complex free-standing nanostructures with concave and convex curvature via the layer-by-layer approach.

PubMed

Raoufi, Mohammad; Schönherr, Holger

2014-02-18

We report on the fabrication of unprecedented free-standing complex polymeric nanoobjects, which possess both concave and convex curvatures, by exploiting the layer-by-layer (LBL) deposition of polyelectrolytes. In a combined top-down/bottom-up replication approach pore diameter-modulated anodic aluminum oxide (AAO) templates, fabricated by temperature modulation hard anodization (TMHA), were replicated with multilayers of poly(styrene sulfonate) (PSS) and poly(allylamine hydrochloride) (PAH) to yield open nanotubes with diameters in the wide and narrow segments of 210 and 150 nm, respectively. To obtain stable pore diameter-modulated nanopores, which possess segment lengths between 1 and 5 μm and 5 and 10 μm in the narrow and wide pore portion, respectively, conventional hard anodization of aluminum was followed by a subsequent temperature-modulated anodization. After removing the backside aluminum electrode, silanizing the aluminum oxide, and passivating the exposed membrane surface with a thin layer of gold, PSS and PAH were deposited alternatingly to yield LBL multilayers. For optimized LBL multilayer thicknesses and compactness, established in separate experiments on silicon substrates and nanoporous AAO with straight pores, free-standing polymeric nanoobjects with concave and convex curvatures, were obtained. These were stable for wall thickness to pore diameter ratios of ≥0.08.

Antireflective surface with a step in the taper: Numerical optimization and large-area fabrication

NASA Astrophysics Data System (ADS)

Shinotsuka, Kei; Hongo, Koki; Dai, Kotaro; Hirama, Satoru; Hatta, Yoshihisa

2017-02-01

In this study, we developed a practical method to improve the optical performance of subwavelength antireflective two-dimensional (2D) gratings. A numerical simulation of both convex and concave paraboloids suggested that surface reflectivity drastically decreases when a step is introduced in the taper. The optimum height and depth of a step provided average reflectances of 0.098% for convex protrusions and 0.040% for concave protrusions in the visible range. Furthermore, a stepped paraboloid was experimentally fabricated by dry etching of a Si substrate with SiO2 particle monolayer mask. A cyclo-olefin polymer (COP) reverse replica (concave) imprinted by the Si mold exhibited a measured reflectance of 0.077% on average in the visible range. It was also demonstrated that the antireflective structure was fabricated on the whole surface of a 6 in. Si wafer, which is a sufficient size for industrial utilization.

Origami silicon optoelectronics for hemispherical electronic eye systems.

PubMed

Zhang, Kan; Jung, Yei Hwan; Mikael, Solomon; Seo, Jung-Hun; Kim, Munho; Mi, Hongyi; Zhou, Han; Xia, Zhenyang; Zhou, Weidong; Gong, Shaoqin; Ma, Zhenqiang

2017-11-24

Digital image sensors in hemispherical geometries offer unique imaging advantages over their planar counterparts, such as wide field of view and low aberrations. Deforming miniature semiconductor-based sensors with high-spatial resolution into such format is challenging. Here we report a simple origami approach for fabricating single-crystalline silicon-based focal plane arrays and artificial compound eyes that have hemisphere-like structures. Convex isogonal polyhedral concepts allow certain combinations of polygons to fold into spherical formats. Using each polygon block as a sensor pixel, the silicon-based devices are shaped into maps of truncated icosahedron and fabricated on flexible sheets and further folded either into a concave or convex hemisphere. These two electronic eye prototypes represent simple and low-cost methods as well as flexible optimization parameters in terms of pixel density and design. Results demonstrated in this work combined with miniature size and simplicity of the design establish practical technology for integration with conventional electronic devices.

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

PubMed

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.

Resource allocation for error resilient video coding over AWGN using optimization approach.

PubMed

An, Cheolhong; Nguyen, Truong Q

2008-12-01

The number of slices for error resilient video coding is jointly optimized with 802.11a-like media access control and the physical layers with automatic repeat request and rate compatible punctured convolutional code over additive white gaussian noise channel as well as channel times allocation for time division multiple access. For error resilient video coding, the relation between the number of slices and coding efficiency is analyzed and formulated as a mathematical model. It is applied for the joint optimization problem, and the problem is solved by a convex optimization method such as the primal-dual decomposition method. We compare the performance of a video communication system which uses the optimal number of slices with one that codes a picture as one slice. From numerical examples, end-to-end distortion of utility functions can be significantly reduced with the optimal slices of a picture especially at low signal-to-noise ratio.

Joint Optimization of Receiver Placement and Illuminator Selection for a Multiband Passive Radar Network.

PubMed

Xie, Rui; Wan, Xianrong; Hong, Sheng; Yi, Jianxin

2017-06-14

The performance of a passive radar network can be greatly improved by an optimal radar network structure. Generally, radar network structure optimization consists of two aspects, namely the placement of receivers in suitable places and selection of appropriate illuminators. The present study investigates issues concerning the joint optimization of receiver placement and illuminator selection for a passive radar network. Firstly, the required radar cross section (RCS) for target detection is chosen as the performance metric, and the joint optimization model boils down to the partition p -center problem (PPCP). The PPCP is then solved by a proposed bisection algorithm. The key of the bisection algorithm lies in solving the partition set covering problem (PSCP), which can be solved by a hybrid algorithm developed by coupling the convex optimization with the greedy dropping algorithm. In the end, the performance of the proposed algorithm is validated via numerical simulations.

Intelligent Distributed Systems

DTIC Science & Technology

2015-10-23

periodic gossiping algorithms by using convex combination rules rather than standard averaging rules. On a ring graph, we have discovered how to sequence...the gossips within a period to achieve the best possible convergence rate and we have related this optimal value to the classic edge coloring problem...consensus. There are three different approaches to distributed averaging: linear iterations, gossiping , and dou- ble linear iterations which are also known as

A Block Coordinate Descent Method for Multi-Convex Optimization with Applications to Nonnegative Tensor Factorization and Completion

DTIC Science & Technology

2012-08-01

model appears in cosmic microwave background analysis [10] which solves min A,Y λ 2 trace ( (ABY − X)>C−1(ABY − X) ) + r(Y), subject to A ∈ D (1.5...and “×n” represent outer product and tensor-matrix multiplication, respectively. (The necessary background of tensor is reviewed in Sec. 3) Most

Generalized bipartite quantum state discrimination problems with sequential measurements

NASA Astrophysics Data System (ADS)

Nakahira, Kenji; Kato, Kentaro; Usuda, Tsuyoshi Sasaki

2018-02-01

We investigate an optimization problem of finding quantum sequential measurements, which forms a wide class of state discrimination problems with the restriction that only local operations and one-way classical communication are allowed. Sequential measurements from Alice to Bob on a bipartite system are considered. Using the fact that the optimization problem can be formulated as a problem with only Alice's measurement and is convex programming, we derive its dual problem and necessary and sufficient conditions for an optimal solution. Our results are applicable to various practical optimization criteria, including the Bayes criterion, the Neyman-Pearson criterion, and the minimax criterion. In the setting of the problem of finding an optimal global measurement, its dual problem and necessary and sufficient conditions for an optimal solution have been widely used to obtain analytical and numerical expressions for optimal solutions. Similarly, our results are useful to obtain analytical and numerical expressions for optimal sequential measurements. Examples in which our results can be used to obtain an analytical expression for an optimal sequential measurement are provided.

DOE Office of Scientific and Technical Information (OSTI.GOV)

Graf, Peter; Dykes, Katherine; Scott, George

The layout of turbines in a wind farm is already a challenging nonlinear, nonconvex, nonlinearly constrained continuous global optimization problem. Here we begin to address the next generation of wind farm optimization problems by adding the complexity that there is more than one turbine type to choose from. The optimization becomes a nonlinear constrained mixed integer problem, which is a very difficult class of problems to solve. Furthermore, this document briefly summarizes the algorithm and code we have developed, the code validation steps we have performed, and the initial results for multi-turbine type and placement optimization (TTP_OPT) we have run.

Estimating 3D positions and velocities of projectiles from monocular views.

PubMed

Ribnick, Evan; Atev, Stefan; Papanikolopoulos, Nikolaos P

2009-05-01

In this paper, we consider the problem of localizing a projectile in 3D based on its apparent motion in a stationary monocular view. A thorough theoretical analysis is developed, from which we establish the minimum conditions for the existence of a unique solution. The theoretical results obtained have important implications for applications involving projectile motion. A robust, nonlinear optimization-based formulation is proposed, and the use of a local optimization method is justified by detailed examination of the local convexity structure of the cost function. The potential of this approach is validated by experimental results.

Thermal lens effect for optimizing a passively Q-switched 1064 nm laser

NASA Astrophysics Data System (ADS)

Xing, Enbo; Rong, Jiamin; Khew, Si Ying; Tong, Cunzhu; Hong, Minghui

2018-06-01

We demonstrate the improvement of pulse characteristics of a passively Q-switched laser by utilizing the thermal lens effect of a saturable absorber (SA) inside the cavity. The experimental results show that the SA should be considered as a convex lens inside the cavity, whose position strongly improves output performance. A fourfold enhancement of the average output power is obtained, and the peak energy increases from 8.2 to 25 µJ. Theoretically, we calculate the thermal lens effect of the SA and the optimal position inside the cavity, which agree with the experimental results.

Variational Quantum Tomography with Incomplete Information by Means of Semidefinite Programs

NASA Astrophysics Data System (ADS)

Maciel, Thiago O.; Cesário, André T.; Vianna, Reinaldo O.

We introduce a new method to reconstruct unknown quantum states out of incomplete and noisy information. The method is a linear convex optimization problem, therefore with a unique minimum, which can be efficiently solved with Semidefinite Programs. Numerical simulations indicate that the estimated state does not overestimate purity, and neither the expectation value of optimal entanglement witnesses. The convergence properties of the method are similar to compressed sensing approaches, in the sense that, in order to reconstruct low rank states, it needs just a fraction of the effort corresponding to an informationally complete measurement.

Feedback-Based Projected-Gradient Method for Real-Time Optimization of Aggregations of Energy Resources

DOE Office of Scientific and Technical Information (OSTI.GOV)

Dall-Anese, Emiliano; Bernstein, Andrey; Simonetto, Andrea

This paper develops an online optimization method to maximize operational objectives of distribution-level distributed energy resources (DERs), while adjusting the aggregate power generated (or consumed) in response to services requested by grid operators. The design of the online algorithm is based on a projected-gradient method, suitably modified to accommodate appropriate measurements from the distribution network and the DERs. By virtue of this approach, the resultant algorithm can cope with inaccuracies in the representation of the AC power flows, it avoids pervasive metering to gather the state of noncontrollable resources, and it naturally lends itself to a distributed implementation. Optimality claimsmore » are established in terms of tracking of the solution of a well-posed time-varying convex optimization problem.« less

Comparing a Coevolutionary Genetic Algorithm for Multiobjective Optimization

NASA Technical Reports Server (NTRS)

Lohn, Jason D.; Kraus, William F.; Haith, Gary L.; Clancy, Daniel (Technical Monitor)

2002-01-01

We present results from a study comparing a recently developed coevolutionary genetic algorithm (CGA) against a set of evolutionary algorithms using a suite of multiobjective optimization benchmarks. The CGA embodies competitive coevolution and employs a simple, straightforward target population representation and fitness calculation based on developmental theory of learning. Because of these properties, setting up the additional population is trivial making implementation no more difficult than using a standard GA. Empirical results using a suite of two-objective test functions indicate that this CGA performs well at finding solutions on convex, nonconvex, discrete, and deceptive Pareto-optimal fronts, while giving respectable results on a nonuniform optimization. On a multimodal Pareto front, the CGA finds a solution that dominates solutions produced by eight other algorithms, yet the CGA has poor coverage across the Pareto front.

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.

A novel baseline correction method using convex optimization framework in laser-induced breakdown spectroscopy quantitative analysis

NASA Astrophysics Data System (ADS)

Yi, Cancan; Lv, Yong; Xiao, Han; Ke, Ke; Yu, Xun

2017-12-01

For laser-induced breakdown spectroscopy (LIBS) quantitative analysis technique, baseline correction is an essential part for the LIBS data preprocessing. As the widely existing cases, the phenomenon of baseline drift is generated by the fluctuation of laser energy, inhomogeneity of sample surfaces and the background noise, which has aroused the interest of many researchers. Most of the prevalent algorithms usually need to preset some key parameters, such as the suitable spline function and the fitting order, thus do not have adaptability. Based on the characteristics of LIBS, such as the sparsity of spectral peaks and the low-pass filtered feature of baseline, a novel baseline correction and spectral data denoising method is studied in this paper. The improved technology utilizes convex optimization scheme to form a non-parametric baseline correction model. Meanwhile, asymmetric punish function is conducted to enhance signal-noise ratio (SNR) of the LIBS signal and improve reconstruction precision. Furthermore, an efficient iterative algorithm is applied to the optimization process, so as to ensure the convergence of this algorithm. To validate the proposed method, the concentration analysis of Chromium (Cr),Manganese (Mn) and Nickel (Ni) contained in 23 certified high alloy steel samples is assessed by using quantitative models with Partial Least Squares (PLS) and Support Vector Machine (SVM). Because there is no prior knowledge of sample composition and mathematical hypothesis, compared with other methods, the method proposed in this paper has better accuracy in quantitative analysis, and fully reflects its adaptive ability.

Processing convexity and concavity along a 2-D contour: figure-ground, structural shape, and attention.

PubMed

Bertamini, Marco; Wagemans, Johan

2013-04-01

Interest in convexity has a long history in vision science. For smooth contours in an image, it is possible to code regions of positive (convex) and negative (concave) curvature, and this provides useful information about solid shape. We review a large body of evidence on the role of this information in perception of shape and in attention. This includes evidence from behavioral, neurophysiological, imaging, and developmental studies. A review is necessary to analyze the evidence on how convexity affects (1) separation between figure and ground, (2) part structure, and (3) attention allocation. Despite some broad agreement on the importance of convexity in these areas, there is a lack of consensus on the interpretation of specific claims--for example, on the contribution of convexity to metric depth and on the automatic directing of attention to convexities or to concavities. The focus is on convexity and concavity along a 2-D contour, not convexity and concavity in 3-D, but the important link between the two is discussed. We conclude that there is good evidence for the role of convexity information in figure-ground organization and in parsing, but other, more specific claims are not (yet) well supported.

Monotonicity preserving splines using rational cubic Timmer interpolation

NASA Astrophysics Data System (ADS)

Zakaria, Wan Zafira Ezza Wan; Alimin, Nur Safiyah; Ali, Jamaludin Md

2017-08-01

In scientific application and Computer Aided Design (CAD), users usually need to generate a spline passing through a given set of data, which preserves certain shape properties of the data such as positivity, monotonicity or convexity. The required curve has to be a smooth shape-preserving interpolant. In this paper a rational cubic spline in Timmer representation is developed to generate interpolant that preserves monotonicity with visually pleasing curve. To control the shape of the interpolant three parameters are introduced. The shape parameters in the description of the rational cubic interpolant are subjected to monotonicity constrained. The necessary and sufficient conditions of the rational cubic interpolant are derived and visually the proposed rational cubic Timmer interpolant gives very pleasing results.

Mathematical analysis on the cosets of subgroup in the group of E-convex sets

NASA Astrophysics Data System (ADS)

Abbas, Nada Mohammed; Ajeena, Ruma Kareem K.

2018-05-01

In this work, analyzing the cosets of the subgroup in the group of L – convex sets is presented as a new and powerful tool in the topics of the convex analysis and abstract algebra. On L – convex sets, the properties of these cosets are proved mathematically. Most important theorem on a finite group of L – convex sets theory which is the Lagrange’s Theorem has been proved. As well as, the mathematical proof of the quotient group of L – convex sets is presented.

Identification of optimal feedback control rules from micro-quadrotor and insect flight trajectories.

PubMed

Faruque, Imraan A; Muijres, Florian T; Macfarlane, Kenneth M; Kehlenbeck, Andrew; Humbert, J Sean

2018-06-01

This paper presents "optimal identification," a framework for using experimental data to identify the optimality conditions associated with the feedback control law implemented in the measurements. The technique compares closed loop trajectory measurements against a reduced order model of the open loop dynamics, and uses linear matrix inequalities to solve an inverse optimal control problem as a convex optimization that estimates the controller optimality conditions. In this study, the optimal identification technique is applied to two examples, that of a millimeter-scale micro-quadrotor with an engineered controller on board, and the example of a population of freely flying Drosophila hydei maneuvering about forward flight. The micro-quadrotor results show that the performance indices used to design an optimal flight control law for a micro-quadrotor may be recovered from the closed loop simulated flight trajectories, and the Drosophila results indicate that the combined effect of the insect longitudinal flight control sensing and feedback acts principally to regulate pitch rate.

Stress-Constrained Structural Topology Optimization with Design-Dependent Loads

NASA Astrophysics Data System (ADS)

Lee, Edmund

Topology optimization is commonly used to distribute a given amount of material to obtain the stiffest structure, with predefined fixed loads. The present work investigates the result of applying stress constraints to topology optimization, for problems with design-depending loading, such as self-weight and pressure. In order to apply pressure loading, a material boundary identification scheme is proposed, iteratively connecting points of equal density. In previous research, design-dependent loading problems have been limited to compliance minimization. The present study employs a more practical approach by minimizing mass subject to failure constraints, and uses a stress relaxation technique to avoid stress constraint singularities. The results show that these design dependent loading problems may converge to a local minimum when stress constraints are enforced. Comparisons between compliance minimization solutions and stress-constrained solutions are also given. The resulting topologies of these two solutions are usually vastly different, demonstrating the need for stress-constrained topology optimization.

CONORBIT: constrained optimization by radial basis function interpolation in trust regions

DOE PAGES

Regis, Rommel G.; Wild, Stefan M.

2016-09-26

Here, this paper presents CONORBIT (CONstrained Optimization by Radial Basis function Interpolation in Trust regions), a derivative-free algorithm for constrained black-box optimization where the objective and constraint functions are computationally expensive. CONORBIT employs a trust-region framework that uses interpolating radial basis function (RBF) models for the objective and constraint functions, and is an extension of the ORBIT algorithm. It uses a small margin for the RBF constraint models to facilitate the generation of feasible iterates, and extensive numerical tests confirm that such a margin is helpful in improving performance. CONORBIT is compared with other algorithms on 27 test problems, amore » chemical process optimization problem, and an automotive application. Numerical results show that CONORBIT performs better than COBYLA, a sequential penalty derivative-free method, an augmented Lagrangian method, a direct search method, and another RBF-based algorithm on the test problems and on the automotive application.« less

Structural optimization: Status and promise

NASA Astrophysics Data System (ADS)

Kamat, Manohar P.

Chapters contained in this book include fundamental concepts of optimum design, mathematical programming methods for constrained optimization, function approximations, approximate reanalysis methods, dual mathematical programming methods for constrained optimization, a generalized optimality criteria method, and a tutorial and survey of multicriteria optimization in engineering. Also included are chapters on the compromise decision support problem and the adaptive linear programming algorithm, sensitivity analyses of discrete and distributed systems, the design sensitivity analysis of nonlinear structures, optimization by decomposition, mixed elements in shape sensitivity analysis of structures based on local criteria, and optimization of stiffened cylindrical shells subjected to destabilizing loads. Other chapters are on applications to fixed-wing aircraft and spacecraft, integrated optimum structural and control design, modeling concurrency in the design of composite structures, and tools for structural optimization. (No individual items are abstracted in this volume)

Compensation of modal dispersion in multimode fiber systems using adaptive optics via convex optimization

NASA Astrophysics Data System (ADS)

Panicker, Rahul Alex

Multimode fibers (MMF) are widely deployed in local-, campus-, and storage-area-networks. Achievable data rates and transmission distances are, however, limited by the phenomenon of modal dispersion. We propose a system to compensate for modal dispersion using adaptive optics. This leads to a 10- to 100-fold improvement in performance over current standards. We propose a provably optimal technique for minimizing inter-symbol interference (ISI) in MMF systems using adaptive optics via convex optimization. We use a spatial light modulator (SLM) to shape the spatial profile of light launched into an MMF. We derive an expression for the system impulse response in terms of the SLM reflectance and the field patterns of the MMF principal modes. Finding optimal SLM settings to minimize ISI, subject to physical constraints, is posed as an optimization problem. We observe that our problem can be cast as a second-order cone program, which is a convex optimization problem. Its global solution can, therefore, be found with minimal computational complexity. Simulations show that this technique opens up an eye pattern originally closed due to ISI. We then propose fast, low-complexity adaptive algorithms for optimizing the SLM settings. We show that some of these converge to the global optimum in the absence of noise. We also propose modified versions of these algorithms to improve resilience to noise and speed of convergence. Next, we experimentally compare the proposed adaptive algorithms in 50-mum graded-index (GRIN) MMFs using a liquid-crystal SLM. We show that continuous-phase sequential coordinate ascent (CPSCA) gives better bit-error-ratio performance than 2- or 4-phase sequential coordinate ascent, in concordance with simulations. We evaluate the bandwidth characteristics of CPSCA, and show that a single SLM is able to simultaneously compensate over up to 9 wavelength-division-multiplexed (WDM) 10-Gb/s channels, spaced by 50 GHz, over a total bandwidth of 450 GHz. We also show that CPSCA is able to compensate for modal dispersion over up to 2.2 km, even in the presence of mid-span connector offsets up to 4 mum (simulated in experiment by offset splices). A known non-adaptive launching technique using a fusion-spliced single-mode-to-multimode patchcord is shown to fail under these conditions. Finally, we demonstrate 10 x 10 Gb/s dense WDM transmission over 2.2 km of 50-mum GRIN MMF. We combine transmitter-based adaptive optics and receiver-based single-mode filtering, and control the launched field pattern for ten 10-Gb/s non-return-to-zero channels, wavelength-division multiplexed on a 200-GHz grid in the C band. We achieve error-free transmission through 2.2 km of 50-mum GRIN MMF for launch offsets up to 10 mum and for worst-case launched polarization. We employ a ten-channel transceiver based on parallel integration of electronics and photonics.

The Modified HZ Conjugate Gradient Algorithm for Large-Scale Nonsmooth Optimization.

PubMed

Yuan, Gonglin; Sheng, Zhou; Liu, Wenjie

2016-01-01

In this paper, the Hager and Zhang (HZ) conjugate gradient (CG) method and the modified HZ (MHZ) CG method are presented for large-scale nonsmooth convex minimization. Under some mild conditions, convergent results of the proposed methods are established. Numerical results show that the presented methods can be better efficiency for large-scale nonsmooth problems, and several problems are tested (with the maximum dimensions to 100,000 variables).

On Data Transfers Over Wide-Area Dedicated Connections

DOE Office of Scientific and Technical Information (OSTI.GOV)

Rao, Nageswara S.; Liu, Qiang

Dedicated wide-area network connections are employed in big data and high-performance computing scenarios, since the absence of cross-traffic promises to make it easier to analyze and optimize data transfers over them. However, nonlinear transport dynamics and end-system complexity due to multi-core hosts and distributed file systems make these tasks surprisingly challenging. We present an overview of methods to analyze memory and disk file transfers using extensive measurements over 10 Gbps physical and emulated connections with 0–366 ms round trip times (RTTs). For memory transfers, we derive performance profiles of TCP and UDT throughput as a function of RTT, which showmore » concave regions in contrast to entirely convex regions predicted by previous models. These highly desirable concave regions can be expanded by utilizing large buffers and more parallel flows. We also present Poincar´e maps and Lyapunov exponents of TCP and UDT throughputtraces that indicate complex throughput dynamics. For disk file transfers, we show that throughput can be optimized using a combination of parallel I/O and network threads under direct I/O mode. Our initial throughput measurements of Lustre filesystems mounted over long-haul connections using LNet routers show convex profiles indicative of I/O limits.« less

Chromatically corrected virtual image visual display. [reducing eye strain in flight simulators

NASA Technical Reports Server (NTRS)

Kahlbaum, W. M., Jr. (Inventor)

1980-01-01

An in-line, three element, large diameter, optical display lens is disclosed which has a front convex-convex element, a central convex-concave element, and a rear convex-convex element. The lens, used in flight simulators, magnifies an image presented on a television monitor and, by causing light rays leaving the lens to be in essentially parallel paths, reduces eye strain of the simulator operator.

DOE Office of Scientific and Technical Information (OSTI.GOV)

Chiribella, G.; D'Ariano, G. M.; Perinotti, P.

We investigate the problem of cloning a set of states that is invariant under the action of an irreducible group representation. We then characterize the cloners that are extremal in the convex set of group covariant cloning machines, among which one can restrict the search for optimal cloners. For a set of states that is invariant under the discrete Weyl-Heisenberg group, we show that all extremal cloners can be unitarily realized using the so-called double-Bell states, whence providing a general proof of the popular ansatz used in the literature for finding optimal cloners in a variety of settings. Our resultmore » can also be generalized to continuous-variable optimal cloning in infinite dimensions, where the covariance group is the customary Weyl-Heisenberg group of displacement000.« less

Optimal bounds and extremal trajectories for time averages in nonlinear dynamical systems

NASA Astrophysics Data System (ADS)

Tobasco, Ian; Goluskin, David; Doering, Charles R.

2018-02-01

For any quantity of interest in a system governed by ordinary differential equations, it is natural to seek the largest (or smallest) long-time average among solution trajectories, as well as the extremal trajectories themselves. Upper bounds on time averages can be proved a priori using auxiliary functions, the optimal choice of which is a convex optimization problem. We prove that the problems of finding maximal trajectories and minimal auxiliary functions are strongly dual. Thus, auxiliary functions provide arbitrarily sharp upper bounds on time averages. Moreover, any nearly minimal auxiliary function provides phase space volumes in which all nearly maximal trajectories are guaranteed to lie. For polynomial equations, auxiliary functions can be constructed by semidefinite programming, which we illustrate using the Lorenz system.

Scoliosis convexity and organ anatomy are related.

PubMed

Schlösser, Tom P C; Semple, Tom; Carr, Siobhán B; Padley, Simon; Loebinger, Michael R; Hogg, Claire; Castelein, René M

2017-06-01

Primary ciliary dyskinesia (PCD) is a respiratory syndrome in which 'random' organ orientation can occur; with approximately 46% of patients developing situs inversus totalis at organogenesis. The aim of this study was to explore the relationship between organ anatomy and curve convexity by studying the prevalence and convexity of idiopathic scoliosis in PCD patients with and without situs inversus. Chest radiographs of PCD patients were systematically screened for existence of significant lateral spinal deviation using the Cobb angle. Positive values represented right-sided convexity. Curve convexity and Cobb angles were compared between PCD patients with situs inversus and normal anatomy. A total of 198 PCD patients were screened. The prevalence of scoliosis (Cobb >10°) and significant spinal asymmetry (Cobb 5-10°) was 8 and 23%, respectively. Curve convexity and Cobb angle were significantly different within both groups between situs inversus patients and patients with normal anatomy (P ≤ 0.009). Moreover, curve convexity correlated significantly with organ orientation (P < 0.001; ϕ = 0.882): In 16 PCD patients with scoliosis (8 situs inversus and 8 normal anatomy), except for one case, matching of curve convexity and orientation of organ anatomy was observed: convexity of the curve was opposite to organ orientation. This study supports our hypothesis on the correlation between organ anatomy and curve convexity in scoliosis: the convexity of the thoracic curve is predominantly to the right in PCD patients that were 'randomized' to normal organ anatomy and to the left in patients with situs inversus totalis.

High resolution near on-axis digital holography using constrained optimization approach with faster convergence

NASA Astrophysics Data System (ADS)

Pandiyan, Vimal Prabhu; Khare, Kedar; John, Renu

2017-09-01

A constrained optimization approach with faster convergence is proposed to recover the complex object field from a near on-axis digital holography (DH). We subtract the DC from the hologram after recording the object beam and reference beam intensities separately. The DC-subtracted hologram is used to recover the complex object information using a constrained optimization approach with faster convergence. The recovered complex object field is back propagated to the image plane using the Fresnel back-propagation method. The results reported in this approach provide high-resolution images compared with the conventional Fourier filtering approach and is 25% faster than the previously reported constrained optimization approach due to the subtraction of two DC terms in the cost function. We report this approach in DH and digital holographic microscopy using the U.S. Air Force resolution target as the object to retrieve the high-resolution image without DC and twin image interference. We also demonstrate the high potential of this technique in transparent microelectrode patterned on indium tin oxide-coated glass, by reconstructing a high-resolution quantitative phase microscope image. We also demonstrate this technique by imaging yeast cells.

Use of Convexity in Ostomy Care

PubMed Central

Salvadalena, Ginger; Pridham, Sue; Droste, Werner; McNichol, Laurie; Gray, Mikel

2017-01-01

Ostomy skin barriers that incorporate a convexity feature have been available in the marketplace for decades, but limited resources are available to guide clinicians in selection and use of convex products. Given the widespread use of convexity, and the need to provide practical guidelines for appropriate use of pouching systems with convex features, an international consensus panel was convened to provide consensus-based guidance for this aspect of ostomy practice. Panelists were provided with a summary of relevant literature in advance of the meeting; these articles were used to generate and reach consensus on 26 statements during a 1-day meeting. Consensus was achieved when 80% of panelists agreed on a statement using an anonymous electronic response system. The 26 statements provide guidance for convex product characteristics, patient assessment, convexity use, and outcomes. PMID:28002174

Partial differential equations constrained combinatorial optimization on an adiabatic quantum computer

NASA Astrophysics Data System (ADS)

Chandra, Rishabh

Partial differential equation-constrained combinatorial optimization (PDECCO) problems are a mixture of continuous and discrete optimization problems. PDECCO problems have discrete controls, but since the partial differential equations (PDE) are continuous, the optimization space is continuous as well. Such problems have several applications, such as gas/water network optimization, traffic optimization, micro-chip cooling optimization, etc. Currently, no efficient classical algorithm which guarantees a global minimum for PDECCO problems exists. A new mapping has been developed that transforms PDECCO problem, which only have linear PDEs as constraints, into quadratic unconstrained binary optimization (QUBO) problems that can be solved using an adiabatic quantum optimizer (AQO). The mapping is efficient, it scales polynomially with the size of the PDECCO problem, requires only one PDE solve to form the QUBO problem, and if the QUBO problem is solved correctly and efficiently on an AQO, guarantees a global optimal solution for the original PDECCO problem.

Optimal synchronization in space

NASA Astrophysics Data System (ADS)

Brede, Markus

2010-02-01

In this Rapid Communication we investigate spatially constrained networks that realize optimal synchronization properties. After arguing that spatial constraints can be imposed by limiting the amount of “wire” available to connect nodes distributed in space, we use numerical optimization methods to construct networks that realize different trade offs between optimal synchronization and spatial constraints. Over a large range of parameters such optimal networks are found to have a link length distribution characterized by power-law tails P(l)∝l-α , with exponents α increasing as the networks become more constrained in space. It is also shown that the optimal networks, which constitute a particular type of small world network, are characterized by the presence of nodes of distinctly larger than average degree around which long-distance links are centered.

A feasible DY conjugate gradient method for linear equality constraints

NASA Astrophysics Data System (ADS)

LI, Can

2017-09-01

In this paper, we propose a feasible conjugate gradient method for solving linear equality constrained optimization problem. The method is an extension of the Dai-Yuan conjugate gradient method proposed by Dai and Yuan to linear equality constrained optimization problem. It can be applied to solve large linear equality constrained problem due to lower storage requirement. An attractive property of the method is that the generated direction is always feasible and descent direction. Under mild conditions, the global convergence of the proposed method with exact line search is established. Numerical experiments are also given which show the efficiency of the method.

Trajectory optimization and guidance law development for national aerospace plane applications

NASA Technical Reports Server (NTRS)

Calise, A. J.; Flandro, G. A.; Corban, J. E.

1988-01-01

The work completed to date is comprised of the following: a simple vehicle model representative of the aerospace plane concept in the hypersonic flight regime, fuel-optimal climb profiles for the unconstrained and dynamic pressure constrained cases generated using a reduced order dynamic model, an analytic switching condition for transition to rocket powered flight as orbital velocity is approached, simple feedback guidance laws for both the unconstrained and dynamic pressure constrained cases derived via singular perturbation theory and a nonlinear transformation technique, and numerical simulation results for ascent to orbit in the dynamic pressure constrained case.

The effects of a convex rear-view mirror on ocular accommodative responses.

PubMed

Nagata, Tatsuo; Iwasaki, Tsuneto; Kondo, Hiroyuki; Tawara, Akihiko

2013-11-01

Convex mirrors are universally used as rear-view mirrors in automobiles. However, the ocular accommodative responses during the use of these mirrors have not yet been examined. This study investigated the effects of a convex mirror on the ocular accommodative systems. Seven young adults with normal visual functions were ordered to binocularly watch an object in a convex or plane mirror. The accommodative responses were measured with an infrared optometer. The average of the accommodation of all subjects while viewing the object in the convex mirror were significantly nearer than in the plane mirror, although all subjects perceived the position of the object in the convex mirror as being farther away. Moreover, the fluctuations of accommodation were significantly larger for the convex mirror. The convex mirror caused the 'false recognition of distance', which induced the large accommodative fluctuations and blurred vision. Manufactures should consider the ocular accommodative responses as a new indicator for increasing automotive safety. Copyright © 2013 Elsevier Ltd and The Ergonomics Society. All rights reserved.

Robust Constrained Optimization Approach to Control Design for International Space Station Centrifuge Rotor Auto Balancing Control System

NASA Technical Reports Server (NTRS)

Postma, Barry Dirk

2005-01-01

This thesis discusses application of a robust constrained optimization approach to control design to develop an Auto Balancing Controller (ABC) for a centrifuge rotor to be implemented on the International Space Station. The design goal is to minimize a performance objective of the system, while guaranteeing stability and proper performance for a range of uncertain plants. The Performance objective is to minimize the translational response of the centrifuge rotor due to a fixed worst-case rotor imbalance. The robustness constraints are posed with respect to parametric uncertainty in the plant. The proposed approach to control design allows for both of these objectives to be handled within the framework of constrained optimization. The resulting controller achieves acceptable performance and robustness characteristics.

Generalized Differential Calculus and Applications to Optimization

NASA Astrophysics Data System (ADS)

Rector, Robert Blake Hayden

This thesis contains contributions in three areas: the theory of generalized calculus, numerical algorithms for operations research, and applications of optimization to problems in modern electric power systems. A geometric approach is used to advance the theory and tools used for studying generalized notions of derivatives for nonsmooth functions. These advances specifically pertain to methods for calculating subdifferentials and to expanding our understanding of a certain notion of derivative of set-valued maps, called the coderivative, in infinite dimensions. A strong understanding of the subdifferential is essential for numerical optimization algorithms, which are developed and applied to nonsmooth problems in operations research, including non-convex problems. Finally, an optimization framework is applied to solve a problem in electric power systems involving a smart solar inverter and battery storage system providing energy and ancillary services to the grid.

Statistical Optimality in Multipartite Ranking and Ordinal Regression.

PubMed

Uematsu, Kazuki; Lee, Yoonkyung

2015-05-01

Statistical optimality in multipartite ranking is investigated as an extension of bipartite ranking. We consider the optimality of ranking algorithms through minimization of the theoretical risk which combines pairwise ranking errors of ordinal categories with differential ranking costs. The extension shows that for a certain class of convex loss functions including exponential loss, the optimal ranking function can be represented as a ratio of weighted conditional probability of upper categories to lower categories, where the weights are given by the misranking costs. This result also bridges traditional ranking methods such as proportional odds model in statistics with various ranking algorithms in machine learning. Further, the analysis of multipartite ranking with different costs provides a new perspective on non-smooth list-wise ranking measures such as the discounted cumulative gain and preference learning. We illustrate our findings with simulation study and real data analysis.

Quadratic constrained mixed discrete optimization with an adiabatic quantum optimizer

NASA Astrophysics Data System (ADS)

Chandra, Rishabh; Jacobson, N. Tobias; Moussa, Jonathan E.; Frankel, Steven H.; Kais, Sabre

2014-07-01

We extend the family of problems that may be implemented on an adiabatic quantum optimizer (AQO). When a quadratic optimization problem has at least one set of discrete controls and the constraints are linear, we call this a quadratic constrained mixed discrete optimization (QCMDO) problem. QCMDO problems are NP-hard, and no efficient classical algorithm for their solution is known. Included in the class of QCMDO problems are combinatorial optimization problems constrained by a linear partial differential equation (PDE) or system of linear PDEs. An essential complication commonly encountered in solving this type of problem is that the linear constraint may introduce many intermediate continuous variables into the optimization while the computational cost grows exponentially with problem size. We resolve this difficulty by developing a constructive mapping from QCMDO to quadratic unconstrained binary optimization (QUBO) such that the size of the QUBO problem depends only on the number of discrete control variables. With a suitable embedding, taking into account the physical constraints of the realizable coupling graph, the resulting QUBO problem can be implemented on an existing AQO. The mapping itself is efficient, scaling cubically with the number of continuous variables in the general case and linearly in the PDE case if an efficient preconditioner is available.

Revisiting separation properties of convex fuzzy sets

USDA-ARS?s Scientific Manuscript database

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...

Use of Convexity in Ostomy Care: Results of an International Consensus Meeting.

PubMed

Hoeflok, Jo; Salvadalena, Ginger; Pridham, Sue; Droste, Werner; McNichol, Laurie; Gray, Mikel

Ostomy skin barriers that incorporate a convexity feature have been available in the marketplace for decades, but limited resources are available to guide clinicians in selection and use of convex products. Given the widespread use of convexity, and the need to provide practical guidelines for appropriate use of pouching systems with convex features, an international consensus panel was convened to provide consensus-based guidance for this aspect of ostomy practice. Panelists were provided with a summary of relevant literature in advance of the meeting; these articles were used to generate and reach consensus on 26 statements during a 1-day meeting. Consensus was achieved when 80% of panelists agreed on a statement using an anonymous electronic response system. The 26 statements provide guidance for convex product characteristics, patient assessment, convexity use, and outcomes.

DOE Office of Scientific and Technical Information (OSTI.GOV)

Coffrin, Carleton James; Hijazi, Hassan L; Van Hentenryck, Pascal R

Here this work revisits the Semidefine Programming (SDP) relaxation of the AC power flow equations in light of recent results illustrating the benefits of bounds propagation, valid inequalities, and the Convex Quadratic (QC) relaxation. By integrating all of these results into the SDP model a new hybrid relaxation is proposed, which combines the benefits from all of these recent works. This strengthened SDP formulation is evaluated on 71 AC Optimal Power Flow test cases from the NESTA archive and is shown to have an optimality gap of less than 1% on 63 cases. This new hybrid relaxation closes 50% ofmore » the open cases considered, leaving only 8 for future investigation.« less

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

DOE Office of Scientific and Technical Information (OSTI.GOV)

Wang, Li; Gao, Yaozong; Shi, Feng

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 segmentmore » CBCT images, the authors propose a new method for fully automated CBCT segmentation by using patch-based sparse representation to (1) segment bony structures from the soft tissues and (2) further separate the mandible from the maxilla. Specifically, a region-specific registration strategy is first proposed to warp all the atlases to the current testing subject and then a sparse-based label propagation strategy is employed to estimate a patient-specific atlas from all aligned atlases. Finally, the patient-specific atlas is integrated into amaximum a posteriori probability-based convex segmentation framework for accurate segmentation. Results: The proposed method has been evaluated on a dataset with 15 CBCT images. The effectiveness of the proposed region-specific registration strategy and patient-specific atlas has been validated by comparing with the traditional registration strategy and population-based atlas. The experimental results show that the proposed method achieves the best segmentation accuracy by comparison with other state-of-the-art segmentation methods. Conclusions: The authors have proposed a new CBCT segmentation method by using patch-based sparse representation and convex optimization, which can achieve considerably accurate segmentation results in CBCT segmentation based on 15 patients.« less

Detection of Convexity and Concavity in Context

ERIC Educational Resources Information Center

Bertamini, Marco

2008-01-01

Sensitivity to shape changes was measured, in particular detection of convexity and concavity changes. The available data are contradictory. The author used a change detection task and simple polygons to systematically manipulate convexity/concavity. Performance was high for detecting a change of sign (a new concave vertex along a convex contour…

Critical transition in the constrained traveling salesman problem.

PubMed

Andrecut, M; Ali, M K

2001-04-01

We investigate the finite size scaling of the mean optimal tour length as a function of density of obstacles in a constrained variant of the traveling salesman problem (TSP). The computational experience pointed out a critical transition (at rho(c) approximately 85%) in the dependence between the excess of the mean optimal tour length over the Held-Karp lower bound and the density of obstacles.

A "Reverse-Schur" Approach to Optimization With Linear PDE Constraints: Application to Biomolecule Analysis and Design.

PubMed

Bardhan, Jaydeep P; Altman, Michael D; Tidor, B; White, Jacob K

2009-01-01

We present a partial-differential-equation (PDE)-constrained approach for optimizing a molecule's electrostatic interactions with a target molecule. The approach, which we call reverse-Schur co-optimization, can be more than two orders of magnitude faster than the traditional approach to electrostatic optimization. The efficiency of the co-optimization approach may enhance the value of electrostatic optimization for ligand-design efforts-in such projects, it is often desirable to screen many candidate ligands for their viability, and the optimization of electrostatic interactions can improve ligand binding affinity and specificity. The theoretical basis for electrostatic optimization derives from linear-response theory, most commonly continuum models, and simple assumptions about molecular binding processes. Although the theory has been used successfully to study a wide variety of molecular binding events, its implications have not yet been fully explored, in part due to the computational expense associated with the optimization. The co-optimization algorithm achieves improved performance by solving the optimization and electrostatic simulation problems simultaneously, and is applicable to both unconstrained and constrained optimization problems. Reverse-Schur co-optimization resembles other well-known techniques for solving optimization problems with PDE constraints. Model problems as well as realistic examples validate the reverse-Schur method, and demonstrate that our technique and alternative PDE-constrained methods scale very favorably compared to the standard approach. Regularization, which ordinarily requires an explicit representation of the objective function, can be included using an approximate Hessian calculated using the new BIBEE/P (boundary-integral-based electrostatics estimation by preconditioning) method.

A “Reverse-Schur” Approach to Optimization With Linear PDE Constraints: Application to Biomolecule Analysis and Design

PubMed Central

Bardhan, Jaydeep P.; Altman, Michael D.

2009-01-01

We present a partial-differential-equation (PDE)-constrained approach for optimizing a molecule’s electrostatic interactions with a target molecule. The approach, which we call reverse-Schur co-optimization, can be more than two orders of magnitude faster than the traditional approach to electrostatic optimization. The efficiency of the co-optimization approach may enhance the value of electrostatic optimization for ligand-design efforts–in such projects, it is often desirable to screen many candidate ligands for their viability, and the optimization of electrostatic interactions can improve ligand binding affinity and specificity. The theoretical basis for electrostatic optimization derives from linear-response theory, most commonly continuum models, and simple assumptions about molecular binding processes. Although the theory has been used successfully to study a wide variety of molecular binding events, its implications have not yet been fully explored, in part due to the computational expense associated with the optimization. The co-optimization algorithm achieves improved performance by solving the optimization and electrostatic simulation problems simultaneously, and is applicable to both unconstrained and constrained optimization problems. Reverse-Schur co-optimization resembles other well-known techniques for solving optimization problems with PDE constraints. Model problems as well as realistic examples validate the reverse-Schur method, and demonstrate that our technique and alternative PDE-constrained methods scale very favorably compared to the standard approach. Regularization, which ordinarily requires an explicit representation of the objective function, can be included using an approximate Hessian calculated using the new BIBEE/P (boundary-integral-based electrostatics estimation by preconditioning) method. PMID:23055839

Airfoil

DOEpatents

Ristau, Neil; Siden, Gunnar Leif

2015-07-21

An airfoil includes a leading edge, a trailing edge downstream from the leading edge, a pressure surface between the leading and trailing edges, and a suction surface between the leading and trailing edges and opposite the pressure surface. A first convex section on the suction surface decreases in curvature downstream from the leading edge, and a throat on the suction surface is downstream from the first convex section. A second convex section is on the suction surface downstream from the throat, and a first convex segment of the second convex section increases in curvature.

CLFs-based optimization control for a class of constrained visual servoing systems.

PubMed

Song, Xiulan; Miaomiao, Fu

2017-03-01

In this paper, we use the control Lyapunov function (CLF) technique to present an optimized visual servo control method for constrained eye-in-hand robot visual servoing systems. With the knowledge of camera intrinsic parameters and depth of target changes, visual servo control laws (i.e. translation speed) with adjustable parameters are derived by image point features and some known CLF of the visual servoing system. The Fibonacci method is employed to online compute the optimal value of those adjustable parameters, which yields an optimized control law to satisfy constraints of the visual servoing system. The Lyapunov's theorem and the properties of CLF are used to establish stability of the constrained visual servoing system in the closed-loop with the optimized control law. One merit of the presented method is that there is no requirement of online calculating the pseudo-inverse of the image Jacobian's matrix and the homography matrix. Simulation and experimental results illustrated the effectiveness of the method proposed here. Copyright © 2016 ISA. Published by Elsevier Ltd. All rights reserved.

An historical survey of computational methods in optimal control.

NASA Technical Reports Server (NTRS)

Polak, E.

1973-01-01

Review of some of the salient theoretical developments in the specific area of optimal control algorithms. The first algorithms for optimal control were aimed at unconstrained problems and were derived by using first- and second-variation methods of the calculus of variations. These methods have subsequently been recognized as gradient, Newton-Raphson, or Gauss-Newton methods in function space. A much more recent addition to the arsenal of unconstrained optimal control algorithms are several variations of conjugate-gradient methods. At first, constrained optimal control problems could only be solved by exterior penalty function methods. Later algorithms specifically designed for constrained problems have appeared. Among these are methods for solving the unconstrained linear quadratic regulator problem, as well as certain constrained minimum-time and minimum-energy problems. Differential-dynamic programming was developed from dynamic programming considerations. The conditional-gradient method, the gradient-projection method, and a couple of feasible directions methods were obtained as extensions or adaptations of related algorithms for finite-dimensional problems. Finally, the so-called epsilon-methods combine the Ritz method with penalty function techniques.

SkyFACT: high-dimensional modeling of gamma-ray emission with adaptive templates and penalized likelihoods

NASA Astrophysics Data System (ADS)

Storm, Emma; Weniger, Christoph; Calore, Francesca

2017-08-01

We present SkyFACT (Sky Factorization with Adaptive Constrained Templates), a new approach for studying, modeling and decomposing diffuse gamma-ray emission. Like most previous analyses, the approach relies on predictions from cosmic-ray propagation codes like GALPROP and DRAGON. However, in contrast to previous approaches, we account for the fact that models are not perfect and allow for a very large number (gtrsim 105) of nuisance parameters to parameterize these imperfections. We combine methods of image reconstruction and adaptive spatio-spectral template regression in one coherent hybrid approach. To this end, we use penalized Poisson likelihood regression, with regularization functions that are motivated by the maximum entropy method. We introduce methods to efficiently handle the high dimensionality of the convex optimization problem as well as the associated semi-sparse covariance matrix, using the L-BFGS-B algorithm and Cholesky factorization. We test the method both on synthetic data as well as on gamma-ray emission from the inner Galaxy, |l|<90o and |b|<20o, as observed by the Fermi Large Area Telescope. We finally define a simple reference model that removes most of the residual emission from the inner Galaxy, based on conventional diffuse emission components as well as components for the Fermi bubbles, the Fermi Galactic center excess, and extended sources along the Galactic disk. Variants of this reference model can serve as basis for future studies of diffuse emission in and outside the Galactic disk.

Recovery of Sparse Positive Signals on the Sphere from Low Resolution Measurements

NASA Astrophysics Data System (ADS)

Bendory, Tamir; Eldar, Yonina C.

2015-12-01

This letter considers the problem of recovering a positive stream of Diracs on a sphere from its projection onto the space of low-degree spherical harmonics, namely, from its low-resolution version. We suggest recovering the Diracs via a tractable convex optimization problem. The resulting recovery error is proportional to the noise level and depends on the density of the Diracs. We validate the theory by numerical experiments.

Portfolios with nonlinear constraints and spin glasses

NASA Astrophysics Data System (ADS)

Gábor, Adrienn; Kondor, I.

1999-12-01

In a recent paper Galluccio, Bouchaud and Potters demonstrated that a certain portfolio problem with a nonlinear constraint maps exactly onto finding the ground states of a long-range spin glass, with the concomitant nonuniqueness and instability of the optimal portfolios. Here we put forward geometric arguments that lead to qualitatively similar conclusions, without recourse to the methods of spin glass theory, and give two more examples of portfolio problems with convex nonlinear constraints.

Using Fisher Information Criteria for Chemical Sensor Selection via Convex Optimization Methods

DTIC Science & Technology

2016-11-16

determinant of the inverse Fisher information matrix which is proportional to the global error volume. If a practitioner has a suitable...pro- ceeds from the determinant of the inverse Fisher information matrix which is proportional to the global error volume. If a practitioner has a...design of statistical estimators (i.e. sensors) as their respective inverses act as lower bounds to the (co)variances of the subject estimator, a property

Energy efficient LED layout optimization for near-uniform illumination

NASA Astrophysics Data System (ADS)

Ali, Ramy E.; Elgala, Hany

2016-09-01

In this paper, we consider the problem of designing energy efficient light emitting diodes (LEDs) layout while satisfying the illumination constraints. Towards this objective, we present a simple approach to the illumination design problem based on the concept of the virtual LED. We formulate a constrained optimization problem for minimizing the power consumption while maintaining a near-uniform illumination throughout the room. By solving the resulting constrained linear program, we obtain the number of required LEDs and the optimal output luminous intensities that achieve the desired illumination constraints.

Constrained optimization of sequentially generated entangled multiqubit states

NASA Astrophysics Data System (ADS)

Saberi, Hamed; Weichselbaum, Andreas; Lamata, Lucas; Pérez-García, David; von Delft, Jan; Solano, Enrique

2009-08-01

We demonstrate how the matrix-product state formalism provides a flexible structure to solve the constrained optimization problem associated with the sequential generation of entangled multiqubit states under experimental restrictions. We consider a realistic scenario in which an ancillary system with a limited number of levels performs restricted sequential interactions with qubits in a row. The proposed method relies on a suitable local optimization procedure, yielding an efficient recipe for the realistic and approximate sequential generation of any entangled multiqubit state. We give paradigmatic examples that may be of interest for theoretical and experimental developments.

Solution of nonlinear multivariable constrained systems using a gradient projection digital algorithm that is insensitive to the initial state

NASA Technical Reports Server (NTRS)

Hargrove, A.

1982-01-01

Optimal digital control of nonlinear multivariable constrained systems was studied. The optimal controller in the form of an algorithm was improved and refined by reducing running time and storage requirements. A particularly difficult system of nine nonlinear state variable equations was chosen as a test problem for analyzing and improving the controller. Lengthy analysis, modeling, computing and optimization were accomplished. A remote interactive teletype terminal was installed. Analysis requiring computer usage of short duration was accomplished using Tuskegee's VAX 11/750 system.

Hermite-Hadamard type inequality for φ{sub h}-convex stochastic processes

DOE Office of Scientific and Technical Information (OSTI.GOV)

Sarıkaya, Mehmet Zeki, E-mail: sarikayamz@gmail.com; Kiriş, Mehmet Eyüp, E-mail: kiris@aku.edu.tr; Çelik, Nuri, E-mail: ncelik@bartin.edu.tr

2016-04-18

The main aim of the present paper is to introduce φ{sub h}-convex stochastic processes and we investigate main properties of these mappings. Moreover, we prove the Hadamard-type inequalities for φ{sub h}-convex stochastic processes. We also give some new general inequalities for φ{sub h}-convex stochastic processes.

Speedup of lexicographic optimization by superiorization and its applications to cancer radiotherapy treatment

NASA Astrophysics Data System (ADS)

Bonacker, Esther; Gibali, Aviv; Küfer, Karl-Heinz; Süss, Philipp

2017-04-01

Multicriteria optimization problems occur in many real life applications, for example in cancer radiotherapy treatment and in particular in intensity modulated radiation therapy (IMRT). In this work we focus on optimization problems with multiple objectives that are ranked according to their importance. We solve these problems numerically by combining lexicographic optimization with our recently proposed level set scheme, which yields a sequence of auxiliary convex feasibility problems; solved here via projection methods. The projection enables us to combine the newly introduced superiorization methodology with multicriteria optimization methods to speed up computation while guaranteeing convergence of the optimization. We demonstrate our scheme with a simple 2D academic example (used in the literature) and also present results from calculations on four real head neck cases in IMRT (Radiation Oncology of the Ludwig-Maximilians University, Munich, Germany) for two different choices of superiorization parameter sets suited to yield fast convergence for each case individually or robust behavior for all four cases.

Modified Backtracking Search Optimization Algorithm Inspired by Simulated Annealing for Constrained Engineering Optimization Problems

PubMed Central

Wang, Hailong; Sun, Yuqiu; Su, Qinghua; Xia, Xuewen

2018-01-01

The backtracking search optimization algorithm (BSA) is a population-based evolutionary algorithm for numerical optimization problems. BSA has a powerful global exploration capacity while its local exploitation capability is relatively poor. This affects the convergence speed of the algorithm. In this paper, we propose a modified BSA inspired by simulated annealing (BSAISA) to overcome the deficiency of BSA. In the BSAISA, the amplitude control factor (F) is modified based on the Metropolis criterion in simulated annealing. The redesigned F could be adaptively decreased as the number of iterations increases and it does not introduce extra parameters. A self-adaptive ε-constrained method is used to handle the strict constraints. We compared the performance of the proposed BSAISA with BSA and other well-known algorithms when solving thirteen constrained benchmarks and five engineering design problems. The simulation results demonstrated that BSAISA is more effective than BSA and more competitive with other well-known algorithms in terms of convergence speed. PMID:29666635

Management of Occupational Exposure to Engineered Nanoparticles Through a Chance-Constrained Nonlinear Programming Approach

PubMed Central

Chen, Zhi; Yuan, Yuan; Zhang, Shu-Shen; Chen, Yu; Yang, Feng-Lin

2013-01-01

Critical environmental and human health concerns are associated with the rapidly growing fields of nanotechnology and manufactured nanomaterials (MNMs). The main risk arises from occupational exposure via chronic inhalation of nanoparticles. This research presents a chance-constrained nonlinear programming (CCNLP) optimization approach, which is developed to maximize the nanaomaterial production and minimize the risks of workplace exposure to MNMs. The CCNLP method integrates nonlinear programming (NLP) and chance-constrained programming (CCP), and handles uncertainties associated with both the nanomaterial production and workplace exposure control. The CCNLP method was examined through a single-walled carbon nanotube (SWNT) manufacturing process. The study results provide optimal production strategies and alternatives. It reveal that a high control measure guarantees that environmental health and safety (EHS) standards regulations are met, while a lower control level leads to increased risk of violating EHS regulations. The CCNLP optimization approach is a decision support tool for the optimization of the increasing MNMS manufacturing with workplace safety constraints under uncertainties. PMID:23531490

A New Continuous-Time Equality-Constrained Optimization to Avoid Singularity.

PubMed

Quan, Quan; Cai, Kai-Yuan

2016-02-01

In equality-constrained optimization, a standard regularity assumption is often associated with feasible point methods, namely, that the gradients of constraints are linearly independent. In practice, the regularity assumption may be violated. In order to avoid such a singularity, a new projection matrix is proposed based on which a feasible point method to continuous-time, equality-constrained optimization is developed. First, the equality constraint is transformed into a continuous-time dynamical system with solutions that always satisfy the equality constraint. Second, a new projection matrix without singularity is proposed to realize the transformation. An update (or say a controller) is subsequently designed to decrease the objective function along the solutions of the transformed continuous-time dynamical system. The invariance principle is then applied to analyze the behavior of the solution. Furthermore, the proposed method is modified to address cases in which solutions do not satisfy the equality constraint. Finally, the proposed optimization approach is applied to three examples to demonstrate its effectiveness.

Management of occupational exposure to engineered nanoparticles through a chance-constrained nonlinear programming approach.

PubMed

Chen, Zhi; Yuan, Yuan; Zhang, Shu-Shen; Chen, Yu; Yang, Feng-Lin

2013-03-26

Critical environmental and human health concerns are associated with the rapidly growing fields of nanotechnology and manufactured nanomaterials (MNMs). The main risk arises from occupational exposure via chronic inhalation of nanoparticles. This research presents a chance-constrained nonlinear programming (CCNLP) optimization approach, which is developed to maximize the nanaomaterial production and minimize the risks of workplace exposure to MNMs. The CCNLP method integrates nonlinear programming (NLP) and chance-constrained programming (CCP), and handles uncertainties associated with both the nanomaterial production and workplace exposure control. The CCNLP method was examined through a single-walled carbon nanotube (SWNT) manufacturing process. The study results provide optimal production strategies and alternatives. It reveal that a high control measure guarantees that environmental health and safety (EHS) standards regulations are met, while a lower control level leads to increased risk of violating EHS regulations. The CCNLP optimization approach is a decision support tool for the optimization of the increasing MNMS manufacturing with workplace safety constraints under uncertainties.

Constrained multi-objective optimization of storage ring lattices

NASA Astrophysics Data System (ADS)

Husain, Riyasat; Ghodke, A. D.

2018-03-01

The storage ring lattice optimization is a class of constrained multi-objective optimization problem, where in addition to low beam emittance, a large dynamic aperture for good injection efficiency and improved beam lifetime are also desirable. The convergence and computation times are of great concern for the optimization algorithms, as various objectives are to be optimized and a number of accelerator parameters to be varied over a large span with several constraints. In this paper, a study of storage ring lattice optimization using differential evolution is presented. The optimization results are compared with two most widely used optimization techniques in accelerators-genetic algorithm and particle swarm optimization. It is found that the differential evolution produces a better Pareto optimal front in reasonable computation time between two conflicting objectives-beam emittance and dispersion function in the straight section. The differential evolution was used, extensively, for the optimization of linear and nonlinear lattices of Indus-2 for exploring various operational modes within the magnet power supply capabilities.

Spectrum synthesis for a spectrally tunable light source based on a DMD-convex grating Offner configuration

NASA Astrophysics Data System (ADS)

Ma, Suodong; Pan, Qiao; Shen, Weimin

2016-09-01

As one kind of light source simulation devices, spectrally tunable light sources are able to generate specific spectral shape and radiant intensity outputs according to different application requirements, which have urgent demands in many fields of the national economy and the national defense industry. Compared with the LED-type spectrally tunable light source, the one based on a DMD-convex grating Offner configuration has advantages of high spectral resolution, strong digital controllability, high spectrum synthesis accuracy, etc. As a key link of the above type light source to achieve target spectrum outputs, spectrum synthesis algorithm based on spectrum matching is therefore very important. An improved spectrum synthesis algorithm based on linear least square initialization and Levenberg-Marquardt iterative optimization is proposed in this paper on the basis of in-depth study of the spectrum matching principle. The effectiveness of the proposed method is verified by a series of simulations and experimental works.

Beyond union of subspaces: Subspace pursuit on Grassmann manifold for data representation

DOE PAGES

Shen, Xinyue; Krim, Hamid; Gu, Yuantao

2016-03-01

Discovering the underlying structure of a high-dimensional signal or big data has always been a challenging topic, and has become harder to tackle especially when the observations are exposed to arbitrary sparse perturbations. Here in this paper, built on the model of a union of subspaces (UoS) with sparse outliers and inspired by a basis pursuit strategy, we exploit the fundamental structure of a Grassmann manifold, and propose a new technique of pursuing the subspaces systematically by solving a non-convex optimization problem using the alternating direction method of multipliers. This problem as noted is further complicated by non-convex constraints onmore » the Grassmann manifold, as well as the bilinearity in the penalty caused by the subspace bases and coefficients. Nevertheless, numerical experiments verify that the proposed algorithm, which provides elegant solutions to the sub-problems in each step, is able to de-couple the subspaces and pursue each of them under time-efficient parallel computation.« less

Thermally-Constrained Fuel-Optimal ISS Maneuvers

NASA Technical Reports Server (NTRS)

Bhatt, Sagar; Svecz, Andrew; Alaniz, Abran; Jang, Jiann-Woei; Nguyen, Louis; Spanos, Pol

2015-01-01

Optimal Propellant Maneuvers (OPMs) are now being used to rotate the International Space Station (ISS) and have saved hundreds of kilograms of propellant over the last two years. The savings are achieved by commanding the ISS to follow a pre-planned attitude trajectory optimized to take advantage of environmental torques. The trajectory is obtained by solving an optimal control problem. Prior to use on orbit, OPM trajectories are screened to ensure a static sun vector (SSV) does not occur during the maneuver. The SSV is an indicator that the ISS hardware temperatures may exceed thermal limits, causing damage to the components. In this paper, thermally-constrained fuel-optimal trajectories are presented that avoid an SSV and can be used throughout the year while still reducing propellant consumption significantly.

Stability-Constrained Aerodynamic Shape Optimization with Applications to Flying Wings

NASA Astrophysics Data System (ADS)

Mader, Charles Alexander

A set of techniques is developed that allows the incorporation of flight dynamics metrics as an additional discipline in a high-fidelity aerodynamic optimization. Specifically, techniques for including static stability constraints and handling qualities constraints in a high-fidelity aerodynamic optimization are demonstrated. These constraints are developed from stability derivative information calculated using high-fidelity computational fluid dynamics (CFD). Two techniques are explored for computing the stability derivatives from CFD. One technique uses an automatic differentiation adjoint technique (ADjoint) to efficiently and accurately compute a full set of static and dynamic stability derivatives from a single steady solution. The other technique uses a linear regression method to compute the stability derivatives from a quasi-unsteady time-spectral CFD solution, allowing for the computation of static, dynamic and transient stability derivatives. Based on the characteristics of the two methods, the time-spectral technique is selected for further development, incorporated into an optimization framework, and used to conduct stability-constrained aerodynamic optimization. This stability-constrained optimization framework is then used to conduct an optimization study of a flying wing configuration. This study shows that stability constraints have a significant impact on the optimal design of flying wings and that, while static stability constraints can often be satisfied by modifying the airfoil profiles of the wing, dynamic stability constraints can require a significant change in the planform of the aircraft in order for the constraints to be satisfied.

Decomposition method for zonal resource allocation problems in telecommunication networks

NASA Astrophysics Data System (ADS)

Konnov, I. V.; Kashuba, A. Yu

2016-11-01

We consider problems of optimal resource allocation in telecommunication networks. We first give an optimization formulation for the case where the network manager aims to distribute some homogeneous resource (bandwidth) among users of one region with quadratic charge and fee functions and present simple and efficient solution methods. Next, we consider a more general problem for a provider of a wireless communication network divided into zones (clusters) with common capacity constraints. We obtain a convex quadratic optimization problem involving capacity and balance constraints. By using the dual Lagrangian method with respect to the capacity constraint, we suggest to reduce the initial problem to a single-dimensional optimization problem, but calculation of the cost function value leads to independent solution of zonal problems, which coincide with the above single region problem. Some results of computational experiments confirm the applicability of the new methods.

Dynamic ADMM for Real-Time Optimal Power Flow

DOE Office of Scientific and Technical Information (OSTI.GOV)

Dall-Anese, Emiliano; Zhang, Yijian; Hong, Mingyi

This paper considers distribution networks featuring distributed energy resources (DERs), and develops a dynamic optimization method to maximize given operational objectives in real time while adhering to relevant network constraints. The design of the dynamic algorithm is based on suitable linearization of the AC power flow equations, and it leverages the so-called alternating direction method of multipliers (ADMM). The steps of the ADMM, however, are suitably modified to accommodate appropriate measurements from the distribution network and the DERs. With the aid of these measurements, the resultant algorithm can enforce given operational constraints in spite of inaccuracies in the representation ofmore » the AC power flows, and it avoids ubiquitous metering to gather the state of noncontrollable resources. Optimality and convergence of the proposed algorithm are established in terms of tracking of the solution of a convex surrogate of the AC optimal power flow problem.« less

Dynamic ADMM for Real-Time Optimal Power Flow: Preprint

DOE Office of Scientific and Technical Information (OSTI.GOV)

Dall-Anese, Emiliano; Zhang, Yijian; Hong, Mingyi

This paper considers distribution networks featuring distributed energy resources (DERs), and develops a dynamic optimization method to maximize given operational objectives in real time while adhering to relevant network constraints. The design of the dynamic algorithm is based on suitable linearizations of the AC power flow equations, and it leverages the so-called alternating direction method of multipliers (ADMM). The steps of the ADMM, however, are suitably modified to accommodate appropriate measurements from the distribution network and the DERs. With the aid of these measurements, the resultant algorithm can enforce given operational constraints in spite of inaccuracies in the representation ofmore » the AC power flows, and it avoids ubiquitous metering to gather the state of non-controllable resources. Optimality and convergence of the propose algorithm are established in terms of tracking of the solution of a convex surrogate of the AC optimal power flow problem.« less

Optimal Resource Allocation for NOMA-TDMA Scheme with α-Fairness in Industrial Internet of Things.

PubMed

Sun, Yanjing; Guo, Yiyu; Li, Song; Wu, Dapeng; Wang, Bin

2018-05-15

In this paper, a joint non-orthogonal multiple access and time division multiple access (NOMA-TDMA) scheme is proposed in Industrial Internet of Things (IIoT), which allowed multiple sensors to transmit in the same time-frequency resource block using NOMA. The user scheduling, time slot allocation, and power control are jointly optimized in order to maximize the system α -fair utility under transmit power constraint and minimum rate constraint. The optimization problem is nonconvex because of the fractional objective function and the nonconvex constraints. To deal with the original problem, we firstly convert the objective function in the optimization problem into a difference of two convex functions (D.C.) form, and then propose a NOMA-TDMA-DC algorithm to exploit the global optimum. Numerical results show that the NOMA-TDMA scheme significantly outperforms the traditional orthogonal multiple access scheme in terms of both spectral efficiency and user fairness.

The role of convexity in perception of symmetry and in visual short-term memory.

PubMed

Bertamini, Marco; Helmy, Mai Salah; Hulleman, Johan

2013-01-01

Visual perception of shape is affected by coding of local convexities and concavities. For instance, a recent study reported that deviations from symmetry carried by convexities were easier to detect than deviations carried by concavities. We removed some confounds and extended this work from a detection of reflection of a contour (i.e., bilateral symmetry), to a detection of repetition of a contour (i.e., translational symmetry). We tested whether any convexity advantage is specific to bilateral symmetry in a two-interval (Experiment 1) and a single-interval (Experiment 2) detection task. In both, we found a convexity advantage only for repetition. When we removed the need to choose which region of the contour to monitor (Experiment 3) the effect disappeared. In a second series of studies, we again used shapes with multiple convex or concave features. Participants performed a change detection task in which only one of the features could change. We did not find any evidence that convexities are special in visual short-term memory, when the to-be-remembered features only changed shape (Experiment 4), when they changed shape and changed from concave to convex and vice versa (Experiment 5), or when these conditions were mixed (Experiment 6). We did find a small advantage for coding convexity as well as concavity over an isolated (and thus ambiguous) contour. The latter is consistent with the known effect of closure on processing of shape. We conclude that convexity plays a role in many perceptual tasks but that it does not have a basic encoding advantage over concavity.

A Survey of Mathematical Programming in the Soviet Union (Bibliography),

DTIC Science & Technology

1982-01-01

ASTAFYEV, N. N., "METHOD OF LINEARIZATION IN CONVEX PROGRAMMING", TR4- Y ZIMN SHKOLY PO MAT PROGRAMMIR I XMEZHN VOPR DROGOBYCH, 72, VOL. 3, 54-73 2...AKADEMIYA KOMMUNLN’NOGO KHOZYAYSTVA (MOSCOW), 72, NO. 93, 70-77 19. GIMELFARB , G, V. MARCHENKO, V. RYBAK, "AUTOMATIC IDENTIFICATION OF IDENTICAL POINTS...DYNAMIC PROGRAMMING (CONTINUED) 25. KOLOSOV, G. Y , "ON ANALYTICAL SOLUTION OF DESIGN PROBLEMS FOR DISTRIBUTED OPTIMAL CONTROL SYSTEMS SUBJECTED TO RANDOM

Interval Predictor Models with a Formal Characterization of Uncertainty and Reliability

NASA Technical Reports Server (NTRS)

Crespo, Luis G.; Giesy, Daniel P.; Kenny, Sean P.

2014-01-01

This paper develops techniques for constructing empirical predictor models based on observations. By contrast to standard models, which yield a single predicted output at each value of the model's inputs, Interval Predictors Models (IPM) yield an interval into which the unobserved output is predicted to fall. The IPMs proposed prescribe the output as an interval valued function of the model's inputs, render a formal description of both the uncertainty in the model's parameters and of the spread in the predicted output. Uncertainty is prescribed as a hyper-rectangular set in the space of model's parameters. The propagation of this set through the empirical model yields a range of outputs of minimal spread containing all (or, depending on the formulation, most) of the observations. Optimization-based strategies for calculating IPMs and eliminating the effects of outliers are proposed. Outliers are identified by evaluating the extent by which they degrade the tightness of the prediction. This evaluation can be carried out while the IPM is calculated. When the data satisfies mild stochastic assumptions, and the optimization program used for calculating the IPM is convex (or, when its solution coincides with the solution to an auxiliary convex program), the model's reliability (that is, the probability that a future observation would be within the predicted range of outputs) can be bounded rigorously by a non-asymptotic formula.

Design and simulation of MEMS-actuated adjustable optical wedge for laser beam scanners

NASA Astrophysics Data System (ADS)

Bahgat, Ahmed S.; Zaki, Ahmed H.; Abdo Mohamed, Mohamed; El Sherif, Ashraf Fathy

2018-01-01

This paper introduces both optical and mechanical design and simulation of large static deflection MOEMS actuator. The designed device is in the form of an adjustable optical wedge (AOW) laser scanner. The AOW is formed of 1.5-mm-diameter plano-convex lens separated by air gap from plano-concave fixed lens. The convex lens is actuated by staggered vertical comb drive and suspended by rectangular cross-section torsion beam. An optical analysis and simulation of air separated AOW as well as detailed design, analysis, and static simulation of comb -drive are introduced. The dynamic step response of the full system is also introduced. The analytical solution showed a good agreement with the simulation results. A general global minimum optimization algorithm is applied to the comb-drive design to minimize driving voltage. A maximum comb-drive mechanical deflection angle of 12 deg in each direction was obtained under DC actuation voltage of 32 V with a settling time of 90 ms, leading to 1-mm one-dimensional (1-D) steering of laser beam with continuous optical scan angle of 5 deg in each direction. This optimization process provided a design of larger deflection actuator with smaller driving voltage compared with other conventional devices. This enhancement could lead to better performance of MOEMS-based laser beam scanners for imaging and low-speed applications.

Resource allocation in shared spectrum access communications for operators with diverse service requirements

NASA Astrophysics Data System (ADS)

Kibria, Mirza Golam; Villardi, Gabriel Porto; Ishizu, Kentaro; Kojima, Fumihide; Yano, Hiroyuki

2016-12-01

In this paper, we study inter-operator spectrum sharing and intra-operator resource allocation in shared spectrum access communication systems and propose efficient dynamic solutions to address both inter-operator and intra-operator resource allocation optimization problems. For inter-operator spectrum sharing, we present two competent approaches, namely the subcarrier gain-based sharing and fragmentation-based sharing, which carry out fair and flexible allocation of the available shareable spectrum among the operators subject to certain well-defined sharing rules, traffic demands, and channel propagation characteristics. The subcarrier gain-based spectrum sharing scheme has been found to be more efficient in terms of achieved throughput. However, the fragmentation-based sharing is more attractive in terms of computational complexity. For intra-operator resource allocation, we consider resource allocation problem with users' dissimilar service requirements, where the operator supports users with delay constraint and non-delay constraint service requirements, simultaneously. This optimization problem is a mixed-integer non-linear programming problem and non-convex, which is computationally very expensive, and the complexity grows exponentially with the number of integer variables. We propose less-complex and efficient suboptimal solution based on formulating exact linearization, linear approximation, and convexification techniques for the non-linear and/or non-convex objective functions and constraints. Extensive simulation performance analysis has been carried out that validates the efficiency of the proposed solution.

The perception of minimal structures: performance on open and closed versions of visually presented Euclidean travelling salesperson problems.

PubMed

Vickers, Douglas; Bovet, Pierre; Lee, Michael D; Hughes, Peter

2003-01-01

The planar Euclidean version of the travelling salesperson problem (TSP) requires finding a tour of minimal length through a two-dimensional set of nodes. Despite the computational intractability of the TSP, people can produce rapid, near-optimal solutions to visually presented versions of such problems. To explain this, MacGregor et al (1999, Perception 28 1417-1428) have suggested that people use a global-to-local process, based on a perceptual tendency to organise stimuli into convex figures. We review the evidence for this idea and propose an alternative, local-to-global hypothesis, based on the detection of least distances between the nodes in an array. We present the results of an experiment in which we examined the relationships between three objective measures and performance measures of optimality and response uncertainty in tasks requiring participants to construct a closed tour or an open path. The data are not well accounted for by a process based on the convex hull. In contrast, results are generally consistent with a locally focused process based initially on the detection of nearest-neighbour clusters. Individual differences are interpreted in terms of a hierarchical process of constructing solutions, and the findings are related to a more general analysis of the role of nearest neighbours in the perception of structure and motion.

A one-layer recurrent neural network for constrained pseudoconvex optimization and its application for dynamic portfolio optimization.

PubMed

Liu, Qingshan; Guo, Zhishan; Wang, Jun

2012-02-01

In this paper, a one-layer recurrent neural network is proposed for solving pseudoconvex optimization problems subject to linear equality and bound constraints. Compared with the existing neural networks for optimization (e.g., the projection neural networks), the proposed neural network is capable of solving more general pseudoconvex optimization problems with equality and bound constraints. Moreover, it is capable of solving constrained fractional programming problems as a special case. The convergence of the state variables of the proposed neural network to achieve solution optimality is guaranteed as long as the designed parameters in the model are larger than the derived lower bounds. Numerical examples with simulation results illustrate the effectiveness and characteristics of the proposed neural network. In addition, an application for dynamic portfolio optimization is discussed. Copyright © 2011 Elsevier Ltd. All rights reserved.

Generalized Bregman distances and convergence rates for non-convex regularization methods

NASA Astrophysics Data System (ADS)

Grasmair, Markus

2010-11-01

We generalize the notion of Bregman distance using concepts from abstract convexity in order to derive convergence rates for Tikhonov regularization with non-convex regularization terms. In particular, we study the non-convex regularization of linear operator equations on Hilbert spaces, showing that the conditions required for the application of the convergence rates results are strongly related to the standard range conditions from the convex case. Moreover, we consider the setting of sparse regularization, where we show that a rate of order δ1/p holds, if the regularization term has a slightly faster growth at zero than |t|p.

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.

Necessary conditions for the optimality of variable rate residual vector quantizers

NASA Technical Reports Server (NTRS)

Kossentini, Faouzi; Smith, Mark J. T.; Barnes, Christopher F.

1993-01-01

Residual vector quantization (RVQ), or multistage VQ, as it is also called, has recently been shown to be a competitive technique for data compression. The competitive performance of RVQ reported in results from the joint optimization of variable rate encoding and RVQ direct-sum code books. In this paper, necessary conditions for the optimality of variable rate RVQ's are derived, and an iterative descent algorithm based on a Lagrangian formulation is introduced for designing RVQ's having minimum average distortion subject to an entropy constraint. Simulation results for these entropy-constrained RVQ's (EC-RVQ's) are presented for memory less Gaussian, Laplacian, and uniform sources. A Gauss-Markov source is also considered. The performance is superior to that of entropy-constrained scalar quantizers (EC-SQ's) and practical entropy-constrained vector quantizers (EC-VQ's), and is competitive with that of some of the best source coding techniques that have appeared in the literature.

Energetic Materials Optimization via Constrained Search

DTIC Science & Technology

2015-06-01

steps. 3. Optimization Methodology Our optimization problem is formulated as a constrained maximization: max x∈CCS P (x) s.t. : TED ( x )− 9.75 ≥ 0 SV (x)− 9...0 5− SA(x) ≥ 0, (1) where TED ( x ) is the total energy of detonation (TED) of compound x from the chosen chemical subspace (CCS) of chemical compound...max problem, max x∈CCS min λ∈R3+ P (x)− λTC(x), (2) where C(x) is the vector of constraint violations, i.e., η(9.75 − TED ( x )), η(9 − SV (x)), η(SA(x

Spatiotemporal requirements of the Hainan gibbon: Does home range constrain recovery of the world's rarest ape?

PubMed

Bryant, Jessica V; Zeng, Xingyuan; Hong, Xiaojiang; Chatterjee, Helen J; Turvey, Samuel T

2017-03-01

Conservation management requires an evidence-based approach, as uninformed decisions can signify the difference between species recovery and loss. The Hainan gibbon, the world's rarest ape, reportedly exploits the largest home range of any gibbon species, with these apparently large spatial requirements potentially limiting population recovery. However, previous home range assessments rarely reported survey methods, effort, or analytical approaches, hindering critical evaluation of estimate reliability. For extremely rare species where data collection is challenging, it also is unclear what impact such limitations have on estimating home range requirements. We re-evaluated Hainan gibbon spatial ecology using 75 hr of observations from 35 contact days over 93 field-days across dry (November 2010-February 2011) and wet (June 2011-September 2011) seasons. We calculated home range area for three social groups (N = 21 individuals) across the sampling period, seasonal estimates for one group (based on 24 days of observation; 12 days per season), and between-group home range overlap using multiple approaches (Minimum Convex Polygon, Kernel Density Estimation, Local Convex Hull, Brownian Bridge Movement Model), and assessed estimate reliability and representativeness using three approaches (Incremental Area Analysis, spatial concordance, and exclusion of expected holes). We estimated a yearly home range of 1-2 km 2 , with 1.49 km 2 closest to the median of all estimates. Although Hainan gibbon spatial requirements are relatively large for gibbons, our new estimates are smaller than previous estimates used to explain the species' limited recovery, suggesting that habitat availability may be less important in limiting population growth. We argue that other ecological, genetic, and/or anthropogenic factors are more likely to constrain Hainan gibbon recovery, and conservation attention should focus on elucidating and managing these factors. Re-evaluation reveals Hainan gibbon home range as c. 1-2 km 2 . Hainan gibbon home range is, therefore, similar to other Nomascus gibbons. Limited data for extremely rare species does not necessarily prevent derivation of robust home range estimates. © 2016 Wiley Periodicals, Inc.

First Evaluation of the New Thin Convex Probe Endobronchial Ultrasound Scope: A Human Ex Vivo Lung Study.

PubMed

Patel, Priya; Wada, Hironobu; Hu, Hsin-Pei; Hirohashi, Kentaro; Kato, Tatsuya; Ujiie, Hideki; Ahn, Jin Young; Lee, Daiyoon; Geddie, William; Yasufuku, Kazuhiro

2017-04-01

Endobronchial ultrasonography (EBUS)-guided transbronchial needle aspiration allows for sampling of mediastinal lymph nodes. The external diameter, rigidity, and angulation of the convex probe EBUS renders limited accessibility. This study compares the accessibility and transbronchial needle aspiration capability of the prototype thin convex probe EBUS against the convex probe EBUS in human ex vivo lungs rejected for transplant. The prototype thin convex probe EBUS (BF-Y0055; Olympus, Tokyo, Japan) with a thinner tip (5.9 mm), greater upward angle (170 degrees), and decreased forward oblique direction of view (20 degrees) was compared with the current convex probe EBUS (6.9-mm tip, 120 degrees, and 35 degrees, respectively). Accessibility and transbronchial needle aspiration capability was assessed in ex vivo human lungs declined for lung transplant. The distance of maximum reach and sustainable endoscopic limit were measured. Transbronchial needle aspiration capability was assessed using the prototype 25G aspiration needle in segmental lymph nodes. In all evaluated lungs (n = 5), the thin convex probe EBUS demonstrated greater reach and a higher success rate, averaging 22.1 mm greater maximum reach and 10.3 mm further endoscopic visibility range than convex probe EBUS, and could assess selectively almost all segmental bronchi (98% right, 91% left), demonstrating nearly twice the accessibility as the convex probe EBUS (48% right, 47% left). The prototype successfully enabled cytologic assessment of subsegmental lymph nodes with adequate quality using the dedicated 25G aspiration needle. Thin convex probe EBUS has greater accessibility to peripheral airways in human lungs and is capable of sampling segmental lymph nodes using the aspiration needle. That will allow for more precise assessment of N1 nodes and, possibly, intrapulmonary lesions normally inaccessible to the conventional convex probe EBUS. Copyright © 2017 The Society of Thoracic Surgeons. Published by Elsevier Inc. All rights reserved.

A Modified Artificial Bee Colony Algorithm Application for Economic Environmental Dispatch

NASA Astrophysics Data System (ADS)

Tarafdar Hagh, M.; Baghban Orandi, Omid

2018-03-01

In conventional fossil-fuel power systems, the economic environmental dispatch (EED) problem is a major problem that optimally determines the output power of generating units in a way that cost of total production and emission level be minimized simultaneously, and at the same time all the constraints of units and system are satisfied properly. To solve EED problem which is a non-convex optimization problem, a modified artificial bee colony (MABC) algorithm is proposed in this paper. This algorithm by implementing weighted sum method is applied on two test systems, and eventually, obtained results are compared with other reported results. Comparison of results confirms superiority and efficiency of proposed method clearly.

On the convergence of a linesearch based proximal-gradient method for nonconvex optimization

NASA Astrophysics Data System (ADS)

Bonettini, S.; Loris, I.; Porta, F.; Prato, M.; Rebegoldi, S.

2017-05-01

We consider a variable metric linesearch based proximal gradient method for the minimization of the sum of a smooth, possibly nonconvex function plus a convex, possibly nonsmooth term. We prove convergence of this iterative algorithm to a critical point if the objective function satisfies the Kurdyka-Łojasiewicz property at each point of its domain, under the assumption that a limit point exists. The proposed method is applied to a wide collection of image processing problems and our numerical tests show that our algorithm results to be flexible, robust and competitive when compared to recently proposed approaches able to address the optimization problems arising in the considered applications.

ANOTHER LOOK AT THE FAST ITERATIVE SHRINKAGE/THRESHOLDING ALGORITHM (FISTA)*

PubMed Central

Kim, Donghwan; Fessler, Jeffrey A.

2017-01-01

This paper provides a new way of developing the “Fast Iterative Shrinkage/Thresholding Algorithm (FISTA)” [3] that is widely used for minimizing composite convex functions with a nonsmooth term such as the ℓ1 regularizer. In particular, this paper shows that FISTA corresponds to an optimized approach to accelerating the proximal gradient method with respect to a worst-case bound of the cost function. This paper then proposes a new algorithm that is derived by instead optimizing the step coefficients of the proximal gradient method with respect to a worst-case bound of the composite gradient mapping. The proof is based on the worst-case analysis called Performance Estimation Problem in [11]. PMID:29805242

Combining feature extraction and classification for fNIRS BCIs by regularized least squares optimization.

PubMed

Heger, Dominic; Herff, Christian; Schultz, Tanja

2014-01-01

In this paper, we show that multiple operations of the typical pattern recognition chain of an fNIRS-based BCI, including feature extraction and classification, can be unified by solving a convex optimization problem. We formulate a regularized least squares problem that learns a single affine transformation of raw HbO(2) and HbR signals. We show that this transformation can achieve competitive results in an fNIRS BCI classification task, as it significantly improves recognition of different levels of workload over previously published results on a publicly available n-back data set. Furthermore, we visualize the learned models and analyze their spatio-temporal characteristics.

Convex composite wavelet frame and total variation-based image deblurring using nonconvex penalty functions

NASA Astrophysics Data System (ADS)

Shen, Zhengwei; Cheng, Lishuang

2017-09-01

Total variation (TV)-based image deblurring method can bring on staircase artifacts in the homogenous region of the latent images recovered from the degraded images while a wavelet/frame-based image deblurring method will lead to spurious noise spikes and pseudo-Gibbs artifacts in the vicinity of discontinuities of the latent images. To suppress these artifacts efficiently, we propose a nonconvex composite wavelet/frame and TV-based image deblurring model. In this model, the wavelet/frame and the TV-based methods may complement each other, which are verified by theoretical analysis and experimental results. To further improve the quality of the latent images, nonconvex penalty function is used to be the regularization terms of the model, which may induce a stronger sparse solution and will more accurately estimate the relative large gradient or wavelet/frame coefficients of the latent images. In addition, by choosing a suitable parameter to the nonconvex penalty function, the subproblem that splits by the alternative direction method of multipliers algorithm from the proposed model can be guaranteed to be a convex optimization problem; hence, each subproblem can converge to a global optimum. The mean doubly augmented Lagrangian and the isotropic split Bregman algorithms are used to solve these convex subproblems where the designed proximal operator is used to reduce the computational complexity of the algorithms. Extensive numerical experiments indicate that the proposed model and algorithms are comparable to other state-of-the-art model and methods.

An objective function exploiting suboptimal solutions in metabolic networks

PubMed Central

2013-01-01

Background Flux Balance Analysis is a theoretically elegant, computationally efficient, genome-scale approach to predicting biochemical reaction fluxes. Yet FBA models exhibit persistent mathematical degeneracy that generally limits their predictive power. Results We propose a novel objective function for cellular metabolism that accounts for and exploits degeneracy in the metabolic network to improve flux predictions. In our model, regulation drives metabolism toward a region of flux space that allows nearly optimal growth. Metabolic mutants deviate minimally from this region, a function represented mathematically as a convex cone. Near-optimal flux configurations within this region are considered equally plausible and not subject to further optimizing regulation. Consistent with relaxed regulation near optimality, we find that the size of the near-optimal region predicts flux variability under experimental perturbation. Conclusion Accounting for suboptimal solutions can improve the predictive power of metabolic FBA models. Because fluctuations of enzyme and metabolite levels are inevitable, tolerance for suboptimality may support a functionally robust metabolic network. PMID:24088221

Optimal exponential synchronization of general chaotic delayed neural networks: an LMI approach.

PubMed

Liu, Meiqin

2009-09-01

This paper investigates the optimal exponential synchronization problem of general chaotic neural networks with or without time delays by virtue of Lyapunov-Krasovskii stability theory and the linear matrix inequality (LMI) technique. This general model, which is the interconnection of a linear delayed dynamic system and a bounded static nonlinear operator, covers several well-known neural networks, such as Hopfield neural networks, cellular neural networks (CNNs), bidirectional associative memory (BAM) networks, and recurrent multilayer perceptrons (RMLPs) with or without delays. Using the drive-response concept, time-delay feedback controllers are designed to synchronize two identical chaotic neural networks as quickly as possible. The control design equations are shown to be a generalized eigenvalue problem (GEVP) which can be easily solved by various convex optimization algorithms to determine the optimal control law and the optimal exponential synchronization rate. Detailed comparisons with existing results are made and numerical simulations are carried out to demonstrate the effectiveness of the established synchronization laws.

JuPOETs: a constrained multiobjective optimization approach to estimate biochemical model ensembles in the Julia programming language.

PubMed

Bassen, David M; Vilkhovoy, Michael; Minot, Mason; Butcher, Jonathan T; Varner, Jeffrey D

2017-01-25

Ensemble modeling is a promising approach for obtaining robust predictions and coarse grained population behavior in deterministic mathematical models. Ensemble approaches address model uncertainty by using parameter or model families instead of single best-fit parameters or fixed model structures. Parameter ensembles can be selected based upon simulation error, along with other criteria such as diversity or steady-state performance. Simulations using parameter ensembles can estimate confidence intervals on model variables, and robustly constrain model predictions, despite having many poorly constrained parameters. In this software note, we present a multiobjective based technique to estimate parameter or models ensembles, the Pareto Optimal Ensemble Technique in the Julia programming language (JuPOETs). JuPOETs integrates simulated annealing with Pareto optimality to estimate ensembles on or near the optimal tradeoff surface between competing training objectives. We demonstrate JuPOETs on a suite of multiobjective problems, including test functions with parameter bounds and system constraints as well as for the identification of a proof-of-concept biochemical model with four conflicting training objectives. JuPOETs identified optimal or near optimal solutions approximately six-fold faster than a corresponding implementation in Octave for the suite of test functions. For the proof-of-concept biochemical model, JuPOETs produced an ensemble of parameters that gave both the mean of the training data for conflicting data sets, while simultaneously estimating parameter sets that performed well on each of the individual objective functions. JuPOETs is a promising approach for the estimation of parameter and model ensembles using multiobjective optimization. JuPOETs can be adapted to solve many problem types, including mixed binary and continuous variable types, bilevel optimization problems and constrained problems without altering the base algorithm. JuPOETs is open source, available under an MIT license, and can be installed using the Julia package manager from the JuPOETs GitHub repository.

Radius of convexity of a certain class of close-to-convex functions

NASA Astrophysics Data System (ADS)

Yahya, Abdullah; Soh, Shaharuddin Cik

2017-11-01

In the present paper, we consider and investigate a certain class of close-to-convex functions that defined in the unit disk, U = {z : |z| < 1}, which denotes as Re { ei αz/f '(z ) f (z )-f (-z ) } >δ where |α| < π, cos (α) > δ and 0 δ <1. Furthermore, we obtain preliminary result for bound f'(z) and determine result for radius of convexity.

Convex Graph Invariants

DTIC Science & Technology

2010-12-02

Motzkin, T. and Straus, E. (1965). Maxima for graphs and a new proof of a theorem of Turan . Canad. J. Math. 17 533–540. [33] Rendl, F. and Sotirov, R...Convex Graph Invariants Venkat Chandrasekaran, Pablo A . Parrilo, and Alan S. Willsky ∗ Laboratory for Information and Decision Systems Department of...this paper we study convex graph invariants, which are graph invariants that are convex functions of the adjacency matrix of a graph. Some examples

Allometric relationships between traveltime channel networks, convex hulls, and convexity measures

NASA Astrophysics Data System (ADS)

Tay, Lea Tien; Sagar, B. S. Daya; Chuah, Hean Teik

2006-06-01

The channel network (S) is a nonconvex set, while its basin [C(S)] is convex. We remove open-end points of the channel connectivity network iteratively to generate a traveltime sequence of networks (Sn). The convex hulls of these traveltime networks provide an interesting topological quantity, which has not been noted thus far. We compute lengths of shrinking traveltime networks L(Sn) and areas of corresponding convex hulls C(Sn), the ratios of which provide convexity measures CM(Sn) of traveltime networks. A statistically significant scaling relationship is found for a model network in the form L(Sn) ˜ A[C(Sn)]0.57. From the plots of the lengths of these traveltime networks and the areas of their corresponding convex hulls as functions of convexity measures, new power law relations are derived. Such relations for a model network are CM(Sn) ˜ ? and CM(Sn) ˜ ?. In addition to the model study, these relations for networks derived from seven subbasins of Cameron Highlands region of Peninsular Malaysia are provided. Further studies are needed on a large number of channel networks of distinct sizes and topologies to understand the relationships of these new exponents with other scaling exponents that define the scaling structure of river networks.

Time-frequency filtering and synthesis from convex projections

NASA Astrophysics Data System (ADS)

White, Langford B.

1990-11-01

This paper describes the application of the theory of projections onto convex sets to time-frequency filtering and synthesis problems. We show that the class of Wigner-Ville Distributions (WVD) of L2 signals form the boundary of a closed convex subset of L2(R2). This result is obtained by considering the convex set of states on the Heisenberg group of which the ambiguity functions form the extreme points. The form of the projection onto the set of WVDs is deduced. Various linear and non-linear filtering operations are incorporated by formulation as convex projections. An example algorithm for simultaneous time-frequency filtering and synthesis is suggested.

Proportional Topology Optimization: A New Non-Sensitivity Method for Solving Stress Constrained and Minimum Compliance Problems and Its Implementation in MATLAB

PubMed Central

Biyikli, Emre; To, Albert C.

2015-01-01

A new topology optimization method called the Proportional Topology Optimization (PTO) is presented. As a non-sensitivity method, PTO is simple to understand, easy to implement, and is also efficient and accurate at the same time. It is implemented into two MATLAB programs to solve the stress constrained and minimum compliance problems. Descriptions of the algorithm and computer programs are provided in detail. The method is applied to solve three numerical examples for both types of problems. The method shows comparable efficiency and accuracy with an existing optimality criteria method which computes sensitivities. Also, the PTO stress constrained algorithm and minimum compliance algorithm are compared by feeding output from one algorithm to the other in an alternative manner, where the former yields lower maximum stress and volume fraction but higher compliance compared to the latter. Advantages and disadvantages of the proposed method and future works are discussed. The computer programs are self-contained and publicly shared in the website www.ptomethod.org. PMID:26678849

Firefly algorithm for cardinality constrained mean-variance portfolio optimization problem with entropy diversity constraint.

PubMed

Bacanin, Nebojsa; Tuba, Milan

2014-01-01

Portfolio optimization (selection) problem is an important and hard optimization problem that, with the addition of necessary realistic constraints, becomes computationally intractable. Nature-inspired metaheuristics are appropriate for solving such problems; however, literature review shows that there are very few applications of nature-inspired metaheuristics to portfolio optimization problem. This is especially true for swarm intelligence algorithms which represent the newer branch of nature-inspired algorithms. No application of any swarm intelligence metaheuristics to cardinality constrained mean-variance (CCMV) portfolio problem with entropy constraint was found in the literature. This paper introduces modified firefly algorithm (FA) for the CCMV portfolio model with entropy constraint. Firefly algorithm is one of the latest, very successful swarm intelligence algorithm; however, it exhibits some deficiencies when applied to constrained problems. To overcome lack of exploration power during early iterations, we modified the algorithm and tested it on standard portfolio benchmark data sets used in the literature. Our proposed modified firefly algorithm proved to be better than other state-of-the-art algorithms, while introduction of entropy diversity constraint further improved results.

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

Convergence of neural networks for programming problems via a nonsmooth Lojasiewicz inequality.

PubMed

Forti, Mauro; Nistri, Paolo; Quincampoix, Marc

2006-11-01

This paper considers a class of neural networks (NNs) for solving linear programming (LP) problems, convex quadratic programming (QP) problems, and nonconvex QP problems where an indefinite quadratic objective function is subject to a set of affine constraints. The NNs are characterized by constraint neurons modeled by ideal diodes with vertical segments in their characteristic, which enable to implement an exact penalty method. A new method is exploited to address convergence of trajectories, which is based on a nonsmooth Lojasiewicz inequality for the generalized gradient vector field describing the NN dynamics. The method permits to prove that each forward trajectory of the NN has finite length, and as a consequence it converges toward a singleton. Furthermore, by means of a quantitative evaluation of the Lojasiewicz exponent at the equilibrium points, the following results on convergence rate of trajectories are established: (1) for nonconvex QP problems, each trajectory is either exponentially convergent, or convergent in finite time, toward a singleton belonging to the set of constrained critical points; (2) for convex QP problems, the same result as in (1) holds; moreover, the singleton belongs to the set of global minimizers; and (3) for LP problems, each trajectory converges in finite time to a singleton belonging to the set of global minimizers. These results, which improve previous results obtained via the Lyapunov approach, are true independently of the nature of the set of equilibrium points, and in particular they hold even when the NN possesses infinitely many nonisolated equilibrium points.

Multi-Constraint Multi-Variable Optimization of Source-Driven Nuclear Systems

NASA Astrophysics Data System (ADS)

Watkins, Edward Francis

1995-01-01

A novel approach to the search for optimal designs of source-driven nuclear systems is investigated. Such systems include radiation shields, fusion reactor blankets and various neutron spectrum-shaping assemblies. The novel approach involves the replacement of the steepest-descents optimization algorithm incorporated in the code SWAN by a significantly more general and efficient sequential quadratic programming optimization algorithm provided by the code NPSOL. The resulting SWAN/NPSOL code system can be applied to more general, multi-variable, multi-constraint shield optimization problems. The constraints it accounts for may include simple bounds on variables, linear constraints, and smooth nonlinear constraints. It may also be applied to unconstrained, bound-constrained and linearly constrained optimization. The shield optimization capabilities of the SWAN/NPSOL code system is tested and verified in a variety of optimization problems: dose minimization at constant cost, cost minimization at constant dose, and multiple-nonlinear constraint optimization. The replacement of the optimization part of SWAN with NPSOL is found feasible and leads to a very substantial improvement in the complexity of optimization problems which can be efficiently handled.

Digital transceiver design for two-way AF-MIMO relay systems with imperfect CSI

NASA Astrophysics Data System (ADS)

Hu, Chia-Chang; Chou, Yu-Fei; Chen, Kui-He

2013-09-01

In the paper, combined optimization of the terminal precoders/equalizers and single-relay precoder is proposed for an amplify-and-forward (AF) multiple-input multiple-output (MIMO) two-way single-relay system with correlated channel uncertainties. Both terminal transceivers and relay precoding matrix are designed based on the minimum mean square error (MMSE) criterion when terminals are unable to erase completely self-interference due to imperfect correlated channel state information (CSI). This robust joint optimization problem of beamforming and precoding matrices under power constraints belongs to neither concave nor convex so that a nonlinear matrix-form conjugate gradient (MCG) algorithm is applied to explore local optimal solutions. Simulation results show that the robust transceiver design is able to overcome effectively the loss of bit-error-rate (BER) due to inclusion of correlated channel uncertainties and residual self-interference.

Photovoltaic Inverter Controllers Seeking AC Optimal Power Flow Solutions

DOE Office of Scientific and Technical Information (OSTI.GOV)

Dall'Anese, Emiliano; Dhople, Sairaj V.; Giannakis, Georgios B.

This paper considers future distribution networks featuring inverter-interfaced photovoltaic (PV) systems, and addresses the synthesis of feedback controllers that seek real- and reactive-power inverter setpoints corresponding to AC optimal power flow (OPF) solutions. The objective is to bridge the temporal gap between long-term system optimization and real-time inverter control, and enable seamless PV-owner participation without compromising system efficiency and stability. The design of the controllers is grounded on a dual ..epsilon..-subgradient method, while semidefinite programming relaxations are advocated to bypass the non-convexity of AC OPF formulations. Global convergence of inverter output powers is analytically established for diminishing stepsize rules formore » cases where: i) computational limits dictate asynchronous updates of the controller signals, and ii) inverter reference inputs may be updated at a faster rate than the power-output settling time.« less

Determining optimal selling price and lot size with process reliability and partial backlogging considerations

NASA Astrophysics Data System (ADS)

Hsieh, Tsu-Pang; Cheng, Mei-Chuan; Dye, Chung-Yuan; Ouyang, Liang-Yuh

2011-01-01

In this article, we extend the classical economic production quantity (EPQ) model by proposing imperfect production processes and quality-dependent unit production cost. The demand rate is described by any convex decreasing function of the selling price. In addition, we allow for shortages and a time-proportional backlogging rate. For any given selling price, we first prove that the optimal production schedule not only exists but also is unique. Next, we show that the total profit per unit time is a concave function of price when the production schedule is given. We then provide a simple algorithm to find the optimal selling price and production schedule for the proposed model. Finally, we use a couple of numerical examples to illustrate the algorithm and conclude this article with suggestions for possible future research.

Optimal Guaranteed Cost Sliding Mode Control for Constrained-Input Nonlinear Systems With Matched and Unmatched Disturbances.

PubMed

Zhang, Huaguang; Qu, Qiuxia; Xiao, Geyang; Cui, Yang

2018-06-01

Based on integral sliding mode and approximate dynamic programming (ADP) theory, a novel optimal guaranteed cost sliding mode control is designed for constrained-input nonlinear systems with matched and unmatched disturbances. When the system moves on the sliding surface, the optimal guaranteed cost control problem of sliding mode dynamics is transformed into the optimal control problem of a reformulated auxiliary system with a modified cost function. The ADP algorithm based on single critic neural network (NN) is applied to obtain the approximate optimal control law for the auxiliary system. Lyapunov techniques are used to demonstrate the convergence of the NN weight errors. In addition, the derived approximate optimal control is verified to guarantee the sliding mode dynamics system to be stable in the sense of uniform ultimate boundedness. Some simulation results are presented to verify the feasibility of the proposed control scheme.

Computational Role of Tunneling in a Programmable Quantum Annealer

NASA Technical Reports Server (NTRS)

Boixo, Sergio; Smelyanskiy, Vadim; Shabani, Alireza; Isakov, Sergei V.; Dykman, Mark; Amin, Mohammad; Mohseni, Masoud; Denchev, Vasil S.; Neven, Hartmut

2016-01-01

Quantum tunneling is a phenomenon in which a quantum state tunnels through energy barriers above the energy of the state itself. Tunneling has been hypothesized as an advantageous physical resource for optimization. Here we present the first experimental evidence of a computational role of multiqubit quantum tunneling in the evolution of a programmable quantum annealer. We developed a theoretical model based on a NIBA Quantum Master Equation to describe the multi-qubit dissipative cotunneling effects under the complex noise characteristics of such quantum devices.We start by considering a computational primitive, the simplest non-convex optimization problem consisting of just one global and one local minimum. The quantum evolutions enable tunneling to the global minimum while the corresponding classical paths are trapped in a false minimum. In our study the non-convex potentials are realized by frustrated networks of qubit clusters with strong intra-cluster coupling. We show that the collective effect of the quantum environment is suppressed in the critical phase during the evolution where quantum tunneling decides the right path to solution. In a later stage dissipation facilitates the multiqubit cotunneling leading to the solution state. The predictions of the model accurately describe the experimental data from the D-WaveII quantum annealer at NASA Ames. In our computational primitive the temperature dependence of the probability of success in the quantum model is opposite to that of the classical paths with thermal hopping. Specially, we provide an analysis of an optimization problem with sixteen qubits,demonstrating eight qubit cotunneling that increases success probabilities. Furthermore, we report results for larger problems with up to 200 qubits that contain the primitive as subproblems.

Advanced method optimization for volatile aroma profiling of beer using two-dimensional gas chromatography time-of-flight mass spectrometry.

PubMed

Stefanuto, Pierre-Hugues; Perrault, Katelynn A; Dubois, Lena M; L'Homme, Benjamin; Allen, Catherine; Loughnane, Caitriona; Ochiai, Nobuo; Focant, Jean-François

2017-07-21

The complex mixture of volatile organic compounds (VOCs) present in the headspace of Trappist and craft beers was studied to illustrate the efficiency of thermal desorption (TD) comprehensive two-dimensional gas chromatography time-of-flight mass spectrometry (GC×GC-TOFMS) for highlighting subtle differences between highly complex mixtures of VOCs. Headspace solid-phase microextraction (HS-SPME), multiple (and classical) stir bar sorptive extraction (mSBSE), static headspace (SHS), and dynamic headspace (DHS) were compared for the extraction of a set of 21 representative flavor compounds of beer aroma. A Box-Behnken surface response methodology experimental design optimization (DOE) was used for convex hull calculation (Delaunay's triangulation algorithms) of peak dispersion in the chromatographic space. The predicted value of 0.5 for the ratio between the convex hull and the available space was 10% higher than the experimental value, demonstrating the usefulness of the approach to improve optimization of the GC×GC separation. Chemical variations amongst aligned chromatograms were studied by means of Fisher Ratio (FR) determination and F-distribution threshold filtration at different significance levels (α=0.05 and 0.01) and based on z-score normalized area for data reduction. Statistically significant compounds were highlighted following principal component analysis (PCA) and hierarchical cluster analysis (HCA). The dendrogram structure not only provided clear visual information about similarities between products but also permitted direct identification of the chemicals and their relative weight in clustering. The effective coupling of DHS-TD-GC×GC-TOFMS with PCA and HCA was able to highlight the differences and common typical VOC patterns among 24 samples of different Trappist and selected Canadian craft beers. Copyright © 2017 Elsevier B.V. All rights reserved.

Application of identifying transmission spheres for spherical surface testing

NASA Astrophysics Data System (ADS)

Han, Christopher B.; Ye, Xin; Li, Xueyuan; Wang, Quanzhao; Tang, Shouhong; Han, Sen

2017-06-01

We developed a new application on Microsoft Foundation Classes (MFC) to identify correct transmission spheres (TS) for Spherical Surface Testing (SST). Spherical surfaces are important optical surfaces, and the wide application and high production rate of spherical surfaces necessitates an accurate and highly reliable measuring device. A Fizeau Interferometer is an appropriate tool for SST due to its subnanometer accuracy. It measures the contour of a spherical surface using a common path, which is insensitive to the surrounding circumstances. The Fizeau Interferometer transmits a wide laser beam, creating interference fringes from re-converging light from the transmission sphere and the test surface. To make a successful measurement, the application calculates and determines the appropriate transmission sphere for the test surface. There are 3 main inputs from the test surfaces that are utilized to determine the optimal sizes and F-numbers of the transmission spheres: (1) the curvatures (concave or convex), (2) the Radii of Curvature (ROC), and (3) the aperture sizes. The application will firstly calculate the F-numbers (i.e. ROC divided by aperture) of the test surface, secondly determine the correct aperture size of a convex surface, thirdly verify that the ROC of the test surface must be shorter than the reference surface's ROC of the transmission sphere, and lastly calculate the percentage of area that the test surface will be measured. However, the amount of interferometers and transmission spheres should be optimized when measuring large spherical surfaces to avoid requiring a large amount of interferometers and transmission spheres for each test surface. Current measuring practices involve tedious and potentially inaccurate calculations. This smart application eliminates human calculation errors, optimizes the selection of transmission spheres (including the least number required) and interferometer sizes, and increases efficiency.

CPU timing routines for a CONVEX C220 computer system

NASA Technical Reports Server (NTRS)

Bynum, Mary Ann

1989-01-01

The timing routines available on the CONVEX C220 computer system in the Structural Mechanics Division (SMD) at NASA Langley Research Center are examined. The function of the timing routines, the use of the timing routines in sequential, parallel, and vector code, and the interpretation of the results from the timing routines with respect to the CONVEX model of computing are described. The timing routines available on the SMD CONVEX fall into two groups. The first group includes standard timing routines generally available with UNIX 4.3 BSD operating systems, while the second group includes routines unique to the SMD CONVEX. The standard timing routines described in this report are /bin/csh time,/bin/time, etime, and ctime. The routines unique to the SMD CONVEX are getinfo, second, cputime, toc, and a parallel profiling package made up of palprof, palinit, and palsum.

Rainbow peacock spiders inspire miniature super-iridescent optics.

PubMed

Hsiung, Bor-Kai; Siddique, Radwanul Hasan; Stavenga, Doekele G; Otto, Jürgen C; Allen, Michael C; Liu, Ying; Lu, Yong-Feng; Deheyn, Dimitri D; Shawkey, Matthew D; Blackledge, Todd A

2017-12-22

Colour produced by wavelength-dependent light scattering is a key component of visual communication in nature and acts particularly strongly in visual signalling by structurally-coloured animals during courtship. Two miniature peacock spiders (Maratus robinsoni and M. chrysomelas) court females using tiny structured scales (~ 40 × 10 μm 2 ) that reflect the full visual spectrum. Using TEM and optical modelling, we show that the spiders' scales have 2D nanogratings on microscale 3D convex surfaces with at least twice the resolving power of a conventional 2D diffraction grating of the same period. Whereas the long optical path lengths required for light-dispersive components to resolve individual wavelengths constrain current spectrometers to bulky sizes, our nano-3D printed prototypes demonstrate that the design principle of the peacock spiders' scales could inspire novel, miniature light-dispersive components.

A new scheme for stigmatic x-ray imaging with large magnification.

PubMed

Bitter, M; Hill, K W; Delgado-Aparicio, L F; Pablant, N A; Scott, S; Jones, F; Beiersdorfer, P; Wang, E; del Rio, M Sanchez; Caughey, T A; Brunner, J

2012-10-01

This paper describes a new x-ray scheme for stigmatic imaging. The scheme consists of one convex spherically bent crystal and one concave spherically bent crystal. The radii of curvature and Bragg reflecting lattice planes of the two crystals are properly matched to eliminate the astigmatism, so that the conditions for stigmatic imaging are met for a particular wavelength. The magnification is adjustable and solely a function of the two Bragg angles or angles of incidence. Although the choice of Bragg angles is constrained by the availability of crystals, this is not a severe limitation for the imaging of plasmas, since a particular wavelength can be selected from the bremsstrahlung continuum. The working principle of this imaging scheme has been verified with visible light. Further tests with x rays are planned for the near future.

IFIP Conference on System Modeling and Optimization (10th). Held at New York City, New York on 31 August-4 September 1981.

DTIC Science & Technology

1982-01-15

Systems U. HEILEVANN, Cyclical Taxonomy and Large Econometic Models D. HINRICHSEN, U. KRAUSE , Triangulation of Convex Polyhedra with an Application to...Classification of Economic Fluctua- tions, "Explorations in Economic Research", vol.2 (1975), pp. 167-2o2. -196- D. Hinrich3en and U. Krause Department...d’opti- misation de structures, Those de doctuer ingenieur, Universit6 de Paris VI, 1976. -211- - *. ____________________ -__-____- Wolfgang Nooss

Development and Application of Optimization Techniques for Composite Laminates.

DTIC Science & Technology

1983-09-01

Institute of Technolgy Air University in Partial Fulfillment of the Requirements for the Degree of Master of Science by Gerald V. Flanagan, S.B. Lt. USAF...global minima [9]. An informal definition of convexity is that any two points in the space can be connected by a straight line which does not pass out of...question. A quick look at gradient information suggests that too few angles (2 for example) will make the laminate sensitive to small changes in

Robust model predictive control for satellite formation keeping with eccentricity/inclination vector separation

NASA Astrophysics Data System (ADS)

Lim, Yeerang; Jung, Youeyun; Bang, Hyochoong

2018-05-01

This study presents model predictive formation control based on an eccentricity/inclination vector separation strategy. Alternative collision avoidance can be accomplished by using eccentricity/inclination vectors and adding a simple goal function term for optimization process. Real-time control is also achievable with model predictive controller based on convex formulation. Constraint-tightening approach is address as well improve robustness of the controller, and simulation results are presented to verify performance enhancement for the proposed approach.

A second order derivative scheme based on Bregman algorithm class

NASA Astrophysics Data System (ADS)

Campagna, Rosanna; Crisci, Serena; Cuomo, Salvatore; Galletti, Ardelio; Marcellino, Livia

2016-10-01

The algorithms based on the Bregman iterative regularization are known for efficiently solving convex constraint optimization problems. In this paper, we introduce a second order derivative scheme for the class of Bregman algorithms. Its properties of convergence and stability are investigated by means of numerical evidences. Moreover, we apply the proposed scheme to an isotropic Total Variation (TV) problem arising out of the Magnetic Resonance Image (MRI) denoising. Experimental results confirm that our algorithm has good performance in terms of denoising quality, effectiveness and robustness.

Joint segmentation of lumen and outer wall from femoral artery MR images: Towards 3D imaging measurements of peripheral arterial disease.

PubMed

Ukwatta, Eranga; Yuan, Jing; Qiu, Wu; Rajchl, Martin; Chiu, Bernard; Fenster, Aaron

2015-12-01

Three-dimensional (3D) measurements of peripheral arterial disease (PAD) plaque burden extracted from fast black-blood magnetic resonance (MR) images have shown to be more predictive of clinical outcomes than PAD stenosis measurements. To this end, accurate segmentation of the femoral artery lumen and outer wall is required for generating volumetric measurements of PAD plaque burden. Here, we propose a semi-automated algorithm to jointly segment the femoral artery lumen and outer wall surfaces from 3D black-blood MR images, which are reoriented and reconstructed along the medial axis of the femoral artery to obtain improved spatial coherence between slices of the long, thin femoral artery and to reduce computation time. The developed segmentation algorithm enforces two priors in a global optimization manner: the spatial consistency between the adjacent 2D slices and the anatomical region order between the femoral artery lumen and outer wall surfaces. The formulated combinatorial optimization problem for segmentation is solved globally and exactly by means of convex relaxation using a coupled continuous max-flow (CCMF) model, which is a dual formulation to the convex relaxed optimization problem. In addition, the CCMF model directly derives an efficient duality-based algorithm based on the modern multiplier augmented optimization scheme, which has been implemented on a GPU for fast computation. The computed segmentations from the developed algorithm were compared to manual delineations from experts using 20 black-blood MR images. The developed algorithm yielded both high accuracy (Dice similarity coefficients ≥ 87% for both the lumen and outer wall surfaces) and high reproducibility (intra-class correlation coefficient of 0.95 for generating vessel wall area), while outperforming the state-of-the-art method in terms of computational time by a factor of ≈ 20. Copyright © 2015 Elsevier B.V. All rights reserved.

Signal processing using sparse derivatives with applications to chromatograms and ECG

NASA Astrophysics Data System (ADS)

Ning, Xiaoran

In this thesis, we investigate the sparsity exist in the derivative domain. Particularly, we focus on the type of signals which posses up to Mth (M > 0) order sparse derivatives. Efforts are put on formulating proper penalty functions and optimization problems to capture properties related to sparse derivatives, searching for fast, computationally efficient solvers. Also the effectiveness of these algorithms are applied to two real world applications. In the first application, we provide an algorithm which jointly addresses the problems of chromatogram baseline correction and noise reduction. The series of chromatogram peaks are modeled as sparse with sparse derivatives, and the baseline is modeled as a low-pass signal. A convex optimization problem is formulated so as to encapsulate these non-parametric models. To account for the positivity of chromatogram peaks, an asymmetric penalty function is also utilized with symmetric penalty functions. A robust, computationally efficient, iterative algorithm is developed that is guaranteed to converge to the unique optimal solution. The approach, termed Baseline Estimation And Denoising with Sparsity (BEADS), is evaluated and compared with two state-of-the-art methods using both simulated and real chromatogram data. Promising result is obtained. In the second application, a novel Electrocardiography (ECG) enhancement algorithm is designed also based on sparse derivatives. In the real medical environment, ECG signals are often contaminated by various kinds of noise or artifacts, for example, morphological changes due to motion artifact, non-stationary noise due to muscular contraction (EMG), etc. Some of these contaminations severely affect the usefulness of ECG signals, especially when computer aided algorithms are utilized. By solving the proposed convex l1 optimization problem, artifacts are reduced by modeling the clean ECG signal as a sum of two signals whose second and third-order derivatives (differences) are sparse respectively. At the end, the algorithm is applied to a QRS detection system and validated using the MIT-BIH Arrhythmia database (109452 anotations), resulting a sensitivity of Se = 99.87%$ and a positive prediction of +P = 99.88%.

Toward Overcoming the Local Minimum Trap in MFBD

DTIC Science & Technology

2015-07-14

the first two years of this grant: • A. Cornelio, E. Loli -Piccolomini, and J. G. Nagy. Constrained Variable Projection Method for Blind Deconvolution...Cornelio, E. Loli -Piccolomini, and J. G. Nagy. Constrained Numerical Optimization Meth- ods for Blind Deconvolution, Numerical Algorithms, volume 65, issue 1...Publications (published) during reporting period: A. Cornelio, E. Loli Piccolomini, and J. G. Nagy. Constrained Variable Projection Method for Blind

A greedy algorithm for species selection in dimension reduction of combustion chemistry

NASA Astrophysics Data System (ADS)

Hiremath, Varun; Ren, Zhuyin; Pope, Stephen B.

2010-09-01

Computational calculations of combustion problems involving large numbers of species and reactions with a detailed description of the chemistry can be very expensive. Numerous dimension reduction techniques have been developed in the past to reduce the computational cost. In this paper, we consider the rate controlled constrained-equilibrium (RCCE) dimension reduction method, in which a set of constrained species is specified. For a given number of constrained species, the 'optimal' set of constrained species is that which minimizes the dimension reduction error. The direct determination of the optimal set is computationally infeasible, and instead we present a greedy algorithm which aims at determining a 'good' set of constrained species; that is, one leading to near-minimal dimension reduction error. The partially-stirred reactor (PaSR) involving methane premixed combustion with chemistry described by the GRI-Mech 1.2 mechanism containing 31 species is used to test the algorithm. Results on dimension reduction errors for different sets of constrained species are presented to assess the effectiveness of the greedy algorithm. It is shown that the first four constrained species selected using the proposed greedy algorithm produce lower dimension reduction error than constraints on the major species: CH4, O2, CO2 and H2O. It is also shown that the first ten constrained species selected using the proposed greedy algorithm produce a non-increasing dimension reduction error with every additional constrained species; and produce the lowest dimension reduction error in many cases tested over a wide range of equivalence ratios, pressures and initial temperatures.

Usefulness of the convexity apparent hyperperfusion sign in 123I-iodoamphetamine brain perfusion SPECT for the diagnosis of idiopathic normal pressure hydrocephalus.

PubMed

Ohmichi, Takuma; Kondo, Masaki; Itsukage, Masahiro; Koizumi, Hidetaka; Matsushima, Shigenori; Kuriyama, Nagato; Ishii, Kazunari; Mori, Etsuro; Yamada, Kei; Mizuno, Toshiki; Tokuda, Takahiko

2018-03-16

OBJECTIVE The gold standard for the diagnosis of idiopathic normal pressure hydrocephalus (iNPH) is the CSF removal test. For elderly patients, however, a less invasive diagnostic method is required. On MRI, high-convexity tightness was reported to be an important finding for the diagnosis of iNPH. On SPECT, patients with iNPH often show hyperperfusion of the high-convexity area. The authors tested 2 hypotheses regarding the SPECT finding: 1) it is relative hyperperfusion reflecting the increased gray matter density of the convexity, and 2) it is useful for the diagnosis of iNPH. The authors termed the SPECT finding the convexity apparent hyperperfusion (CAPPAH) sign. METHODS Two clinical studies were conducted. In study 1, SPECT was performed for 20 patients suspected of having iNPH, and regional cerebral blood flow (rCBF) of the high-convexity area was examined using quantitative analysis. Clinical differences between patients with the CAPPAH sign (CAP) and those without it (NCAP) were also compared. In study 2, the CAPPAH sign was retrospectively assessed in 30 patients with iNPH and 19 healthy controls using SPECT images and 3D stereotactic surface projection. RESULTS In study 1, rCBF of the high-convexity area of the CAP group was calculated as 35.2-43.7 ml/min/100 g, which is not higher than normal values of rCBF determined by SPECT. The NCAP group showed lower cognitive function and weaker responses to the removal of CSF than the CAP group. In study 2, the CAPPAH sign was positive only in patients with iNPH (24/30) and not in controls (sensitivity 80%, specificity 100%). The coincidence rate between tight high convexity on MRI and the CAPPAH sign was very high (28/30). CONCLUSIONS Patients with iNPH showed hyperperfusion of the high-convexity area on SPECT; however, the presence of the CAPPAH sign did not indicate real hyperperfusion of rCBF in the high-convexity area. The authors speculated that patients with iNPH without the CAPPAH sign, despite showing tight high convexity on MRI, might have comorbidities such as Alzheimer's disease.

Estimating contrast transfer function and associated parameters by constrained non-linear optimization.

PubMed

Yang, C; Jiang, W; Chen, D-H; Adiga, U; Ng, E G; Chiu, W

2009-03-01

The three-dimensional reconstruction of macromolecules from two-dimensional single-particle electron images requires determination and correction of the contrast transfer function (CTF) and envelope function. A computational algorithm based on constrained non-linear optimization is developed to estimate the essential parameters in the CTF and envelope function model simultaneously and automatically. The application of this estimation method is demonstrated with focal series images of amorphous carbon film as well as images of ice-embedded icosahedral virus particles suspended across holes.

Domain decomposition in time for PDE-constrained optimization

DOE PAGES

Barker, Andrew T.; Stoll, Martin

2015-08-28

Here, PDE-constrained optimization problems have a wide range of applications, but they lead to very large and ill-conditioned linear systems, especially if the problems are time dependent. In this paper we outline an approach for dealing with such problems by decomposing them in time and applying an additive Schwarz preconditioner in time, so that we can take advantage of parallel computers to deal with the very large linear systems. We then illustrate the performance of our method on a variety of problems.

Multi-objective optimal dispatch of distributed energy resources

NASA Astrophysics Data System (ADS)

Longe, Ayomide

This thesis is composed of two papers which investigate the optimal dispatch for distributed energy resources. In the first paper, an economic dispatch problem for a community microgrid is studied. In this microgrid, each agent pursues an economic dispatch for its personal resources. In addition, each agent is capable of trading electricity with other agents through a local energy market. In this paper, a simple market structure is introduced as a framework for energy trades in a small community microgrid such as the Solar Village. It was found that both sellers and buyers benefited by participating in this market. In the second paper, Semidefinite Programming (SDP) for convex relaxation of power flow equations is used for optimal active and reactive dispatch for Distributed Energy Resources (DER). Various objective functions including voltage regulation, reduced transmission line power losses, and minimized reactive power charges for a microgrid are introduced. Combinations of these goals are attained by solving a multiobjective optimization for the proposed ORPD problem. Also, both centralized and distributed versions of this optimal dispatch are investigated. It was found that SDP made the optimal dispatch faster and distributed solution allowed for scalability.

Comments on "The multisynapse neural network and its application to fuzzy clustering".

PubMed

Yu, Jian; Hao, Pengwei

2005-05-01

In the above-mentioned paper, Wei and Fahn proposed a neural architecture, the multisynapse neural network, to solve constrained optimization problems including high-order, logarithmic, and sinusoidal forms, etc. As one of its main applications, a fuzzy bidirectional associative clustering network (FBACN) was proposed for fuzzy-partition clustering according to the objective-functional method. The connection between the objective-functional-based fuzzy c-partition algorithms and FBACN is the Lagrange multiplier approach. Unfortunately, the Lagrange multiplier approach was incorrectly applied so that FBACN does not equivalently minimize its corresponding constrained objective-function. Additionally, Wei and Fahn adopted traditional definition of fuzzy c-partition, which is not satisfied by FBACN. Therefore, FBACN can not solve constrained optimization problems, either.

SU-F-T-340: Direct Editing of Dose Volume Histograms: Algorithms and a Unified Convex Formulation for Treatment Planning with Dose Constraints

DOE Office of Scientific and Technical Information (OSTI.GOV)

Ungun, B; Stanford University School of Medicine, Stanford, CA; Fu, A

2016-06-15

Purpose: To develop a procedure for including dose constraints in convex programming-based approaches to treatment planning, and to support dynamic modification of such constraints during planning. Methods: We present a mathematical approach that allows mean dose, maximum dose, minimum dose and dose volume (i.e., percentile) constraints to be appended to any convex formulation of an inverse planning problem. The first three constraint types are convex and readily incorporated. Dose volume constraints are not convex, however, so we introduce a convex restriction that is related to CVaR-based approaches previously proposed in the literature. To compensate for the conservatism of this restriction,more » we propose a new two-pass algorithm that solves the restricted problem on a first pass and uses this solution to form exact constraints on a second pass. In another variant, we introduce slack variables for each dose constraint to prevent the problem from becoming infeasible when the user specifies an incompatible set of constraints. We implement the proposed methods in Python using the convex programming package cvxpy in conjunction with the open source convex solvers SCS and ECOS. Results: We show, for several cases taken from the clinic, that our proposed method meets specified constraints (often with margin) when they are feasible. Constraints are met exactly when we use the two-pass method, and infeasible constraints are replaced with the nearest feasible constraint when slacks are used. Finally, we introduce ConRad, a Python-embedded free software package for convex radiation therapy planning. ConRad implements the methods described above and offers a simple interface for specifying prescriptions and dose constraints. Conclusion: This work demonstrates the feasibility of using modifiable dose constraints in a convex formulation, making it practical to guide the treatment planning process with interactively specified dose constraints. This work was supported by the Stanford BioX Graduate Fellowship and NIH Grant 5R01CA176553.« less

SkyFACT: high-dimensional modeling of gamma-ray emission with adaptive templates and penalized likelihoods

DOE Office of Scientific and Technical Information (OSTI.GOV)

Storm, Emma; Weniger, Christoph; Calore, Francesca, E-mail: e.m.storm@uva.nl, E-mail: c.weniger@uva.nl, E-mail: francesca.calore@lapth.cnrs.fr

We present SkyFACT (Sky Factorization with Adaptive Constrained Templates), a new approach for studying, modeling and decomposing diffuse gamma-ray emission. Like most previous analyses, the approach relies on predictions from cosmic-ray propagation codes like GALPROP and DRAGON. However, in contrast to previous approaches, we account for the fact that models are not perfect and allow for a very large number (∼> 10{sup 5}) of nuisance parameters to parameterize these imperfections. We combine methods of image reconstruction and adaptive spatio-spectral template regression in one coherent hybrid approach. To this end, we use penalized Poisson likelihood regression, with regularization functions that aremore » motivated by the maximum entropy method. We introduce methods to efficiently handle the high dimensionality of the convex optimization problem as well as the associated semi-sparse covariance matrix, using the L-BFGS-B algorithm and Cholesky factorization. We test the method both on synthetic data as well as on gamma-ray emission from the inner Galaxy, |ℓ|<90{sup o} and | b |<20{sup o}, as observed by the Fermi Large Area Telescope. We finally define a simple reference model that removes most of the residual emission from the inner Galaxy, based on conventional diffuse emission components as well as components for the Fermi bubbles, the Fermi Galactic center excess, and extended sources along the Galactic disk. Variants of this reference model can serve as basis for future studies of diffuse emission in and outside the Galactic disk.« less

Cutting planes for the multistage stochastic unit commitment problem

DOE PAGES

Jiang, Ruiwei; Guan, Yongpei; Watson, Jean -Paul

2016-04-20

As renewable energy penetration rates continue to increase in power systems worldwide, new challenges arise for system operators in both regulated and deregulated electricity markets to solve the security-constrained coal-fired unit commitment problem with intermittent generation (due to renewables) and uncertain load, in order to ensure system reliability and maintain cost effectiveness. In this paper, we study a security-constrained coal-fired stochastic unit commitment model, which we use to enhance the reliability unit commitment process for day-ahead power system operations. In our approach, we first develop a deterministic equivalent formulation for the problem, which leads to a large-scale mixed-integer linear program.more » Then, we verify that the turn on/off inequalities provide a convex hull representation of the minimum-up/down time polytope under the stochastic setting. Next, we develop several families of strong valid inequalities mainly through lifting schemes. In particular, by exploring sequence independent lifting and subadditive approximation lifting properties for the lifting schemes, we obtain strong valid inequalities for the ramping and general load balance polytopes. Lastly, branch-and-cut algorithms are developed to employ these valid inequalities as cutting planes to solve the problem. Our computational results verify the effectiveness of the proposed approach.« less

Cutting planes for the multistage stochastic unit commitment problem

DOE Office of Scientific and Technical Information (OSTI.GOV)

Jiang, Ruiwei; Guan, Yongpei; Watson, Jean -Paul

As renewable energy penetration rates continue to increase in power systems worldwide, new challenges arise for system operators in both regulated and deregulated electricity markets to solve the security-constrained coal-fired unit commitment problem with intermittent generation (due to renewables) and uncertain load, in order to ensure system reliability and maintain cost effectiveness. In this paper, we study a security-constrained coal-fired stochastic unit commitment model, which we use to enhance the reliability unit commitment process for day-ahead power system operations. In our approach, we first develop a deterministic equivalent formulation for the problem, which leads to a large-scale mixed-integer linear program.more » Then, we verify that the turn on/off inequalities provide a convex hull representation of the minimum-up/down time polytope under the stochastic setting. Next, we develop several families of strong valid inequalities mainly through lifting schemes. In particular, by exploring sequence independent lifting and subadditive approximation lifting properties for the lifting schemes, we obtain strong valid inequalities for the ramping and general load balance polytopes. Lastly, branch-and-cut algorithms are developed to employ these valid inequalities as cutting planes to solve the problem. Our computational results verify the effectiveness of the proposed approach.« less

A generalized fuzzy credibility-constrained linear fractional programming approach for optimal irrigation water allocation under uncertainty

NASA Astrophysics Data System (ADS)

Zhang, Chenglong; Guo, Ping

2017-10-01

The vague and fuzzy parametric information is a challenging issue in irrigation water management problems. In response to this problem, a generalized fuzzy credibility-constrained linear fractional programming (GFCCFP) model is developed for optimal irrigation water allocation under uncertainty. The model can be derived from integrating generalized fuzzy credibility-constrained programming (GFCCP) into a linear fractional programming (LFP) optimization framework. Therefore, it can solve ratio optimization problems associated with fuzzy parameters, and examine the variation of results under different credibility levels and weight coefficients of possibility and necessary. It has advantages in: (1) balancing the economic and resources objectives directly; (2) analyzing system efficiency; (3) generating more flexible decision solutions by giving different credibility levels and weight coefficients of possibility and (4) supporting in-depth analysis of the interrelationships among system efficiency, credibility level and weight coefficient. The model is applied to a case study of irrigation water allocation in the middle reaches of Heihe River Basin, northwest China. Therefore, optimal irrigation water allocation solutions from the GFCCFP model can be obtained. Moreover, factorial analysis on the two parameters (i.e. λ and γ) indicates that the weight coefficient is a main factor compared with credibility level for system efficiency. These results can be effective for support reasonable irrigation water resources management and agricultural production.

A 'range test' for determining scatterers with unknown physical properties

NASA Astrophysics Data System (ADS)

Potthast, Roland; Sylvester, John; Kusiak, Steven

2003-06-01

We describe a new scheme for determining the convex scattering support of an unknown scatterer when the physical properties of the scatterers are not known. The convex scattering support is a subset of the scatterer and provides information about its location and estimates for its shape. For convex polygonal scatterers the scattering support coincides with the scatterer and we obtain full shape reconstructions. The method will be formulated for the reconstruction of the scatterers from the far field pattern for one or a few incident waves. The method is non-iterative in nature and belongs to the type of recently derived generalized sampling schemes such as the 'no response test' of Luke-Potthast. The range test operates by testing whether it is possible to analytically continue a far field to the exterior of any test domain Omegatest. By intersecting the convex hulls of various test domains we can produce a minimal convex set, the convex scattering support of which must be contained in the convex hull of the support of any scatterer which produces that far field. The convex scattering support is calculated by testing the range of special integral operators for a sampling set of test domains. The numerical results can be used as an approximation for the support of the unknown scatterer. We prove convergence and regularity of the scheme and show numerical examples for sound-soft, sound-hard and medium scatterers. We can apply the range test to non-convex scatterers as well. We can conclude that an Omegatest which passes the range test has a non-empty intersection with the infinity-support (the complement of the unbounded component of the complement of the support) of the true scatterer, but cannot find a minimal set which must be contained therein.

Coordinated trajectory planning of dual-arm space robot using constrained particle swarm optimization

NASA Astrophysics Data System (ADS)

Wang, Mingming; Luo, Jianjun; Yuan, Jianping; Walter, Ulrich

2018-05-01

Application of the multi-arm space robot will be more effective than single arm especially when the target is tumbling. This paper investigates the application of particle swarm optimization (PSO) strategy to coordinated trajectory planning of the dual-arm space robot in free-floating mode. In order to overcome the dynamics singularities issue, the direct kinematics equations in conjunction with constrained PSO are employed for coordinated trajectory planning of dual-arm space robot. The joint trajectories are parametrized with Bézier curve to simplify the calculation. Constrained PSO scheme with adaptive inertia weight is implemented to find the optimal solution of joint trajectories while specific objectives and imposed constraints are satisfied. The proposed method is not sensitive to the singularity issue due to the application of forward kinematic equations. Simulation results are presented for coordinated trajectory planning of two kinematically redundant manipulators mounted on a free-floating spacecraft and demonstrate the effectiveness of the proposed method.

Deterministic Reconfigurable Control Design for the X-33 Vehicle

NASA Technical Reports Server (NTRS)

Wagner, Elaine A.; Burken, John J.; Hanson, Curtis E.; Wohletz, Jerry M.

1998-01-01

In the event of a control surface failure, the purpose of a reconfigurable control system is to redistribute the control effort among the remaining working surfaces such that satisfactory stability and performance are retained. Four reconfigurable control design methods were investigated for the X-33 vehicle: Redistributed Pseudo-Inverse, General Constrained Optimization, Automated Failure Dependent Gain Schedule, and an Off-line Nonlinear General Constrained Optimization. The Off-line Nonlinear General Constrained Optimization approach was chosen for implementation on the X-33. Two example failures are shown, a right outboard elevon jam at 25 deg. at a Mach 3 entry condition, and a left rudder jam at 30 degrees. Note however, that reconfigurable control laws have been designed for the entire flight envelope. Comparisons between responses with the nominal controller and reconfigurable controllers show the benefits of reconfiguration. Single jam aerosurface failures were considered, and failure detection and identification is considered accomplished in the actuator controller. The X-33 flight control system will incorporate reconfigurable flight control in the baseline system.

Vehicle routing problem with time windows using natural inspired algorithms

NASA Astrophysics Data System (ADS)

Pratiwi, A. B.; Pratama, A.; Sa’diyah, I.; Suprajitno, H.

2018-03-01

Process of distribution of goods needs a strategy to make the total cost spent for operational activities minimized. But there are several constrains have to be satisfied which are the capacity of the vehicles and the service time of the customers. This Vehicle Routing Problem with Time Windows (VRPTW) gives complex constrains problem. This paper proposes natural inspired algorithms for dealing with constrains of VRPTW which involves Bat Algorithm and Cat Swarm Optimization. Bat Algorithm is being hybrid with Simulated Annealing, the worst solution of Bat Algorithm is replaced by the solution from Simulated Annealing. Algorithm which is based on behavior of cats, Cat Swarm Optimization, is improved using Crow Search Algorithm to make simplier and faster convergence. From the computational result, these algorithms give good performances in finding the minimized total distance. Higher number of population causes better computational performance. The improved Cat Swarm Optimization with Crow Search gives better performance than the hybridization of Bat Algorithm and Simulated Annealing in dealing with big data.

Constrained optimization of image restoration filters

NASA Technical Reports Server (NTRS)

Riemer, T. E.; Mcgillem, C. D.

1973-01-01

A linear shift-invariant preprocessing technique is described which requires no specific knowledge of the image parameters and which is sufficiently general to allow the effective radius of the composite imaging system to be minimized while constraining other system parameters to remain within specified limits.

Duality of caustics in Minkowski billiards

NASA Astrophysics Data System (ADS)

Artstein-Avidan, S.; Florentin, D. I.; Ostrover, Y.; Rosen, D.

2018-04-01

In this paper we study convex caustics in Minkowski billiards. We show that for the Euclidean billiard dynamics in a planar smooth, centrally symmetric, strictly convex body K, for every convex caustic which K possesses, the ‘dual’ billiard dynamics in which the table is the Euclidean unit ball and the geometry that governs the motion is induced by the body K, possesses a dual convex caustic. Such a pair of caustics are dual in a strong sense, and in particular they have the same perimeter, Lazutkin parameter (both measured with respect to the corresponding geometries), and rotation number. We show moreover that for general Minkowski billiards this phenomenon fails, and one can construct a smooth caustic in a Minkowski billiard table which possesses no dual convex caustic.

Constrained minimization of smooth functions using a genetic algorithm

NASA Technical Reports Server (NTRS)

Moerder, Daniel D.; Pamadi, Bandu N.

1994-01-01

The use of genetic algorithms for minimization of differentiable functions that are subject to differentiable constraints is considered. A technique is demonstrated for converting the solution of the necessary conditions for a constrained minimum into an unconstrained function minimization. This technique is extended as a global constrained optimization algorithm. The theory is applied to calculating minimum-fuel ascent control settings for an energy state model of an aerospace plane.

Effective light absorption and its enhancement factor for silicon nanowire-based solar cell.

PubMed

Duan, Zhiqiang; Li, Meicheng; Mwenya, Trevor; Fu, Pengfei; Li, Yingfeng; Song, Dandan

2016-01-01

Although nanowire (NW) antireflection coating can enhance light trapping capability, which is generally used in crystal silicon (CS) based solar cells, whether it can improve light absorption in the CS body depends on the NW geometrical shape and their geometrical parameters. In order to conveniently compare with the bare silicon, two enhancement factors E(T) and E(A) are defined and introduced to quantitatively evaluate the efficient light trapping capability of NW antireflective layer and the effective light absorption capability of CS body. Five different shapes (cylindrical, truncated conical, convex conical, conical, and concave conical) of silicon NW arrays arranged in a square are studied, and the theoretical results indicate that excellent light trapping does not mean more light can be absorbed in the CS body. The convex conical NW has the best light trapping, but the concave conical NW has the best effective light absorption. Furthermore, if the cross section of silicon NW is changed into a square, both light trapping and effective light absorption are enhanced, and the Eiffel Tower shaped NW arrays have optimal effective light absorption.

Fabrication and evaluation of variable focus and large deformation plano-convex microlens based on non-ionic poly(vinyl chloride)/dibutyl adipate gels

NASA Astrophysics Data System (ADS)

Kim, Sang-Youn; Yeo, Myoung; Shin, Eun-Jae; Park, Won-Hyeong; Jang, Jong-Seok; Nam, Byeong-Uk; Bae, Jin Woo

2015-11-01

In this paper, we propose a variable focus microlens module based on a transparent, electroactive, and non-ionic PVC/DBA gel. A non-ionic PVC/DBA (nPVC) gel on an ITO glass was confined beneath a rigid annular electrode, and applied pressure squeezed a bulge of the nPVC gel into the annular electrode, resulting in a hemispherical plano-convex nPVC gel microlens. The proposed nPVC gel microlens was analyzed and optimized. When voltage is applied to the circular perimeter (the annular electrode) of this fabricated microlens, electrically induced creep deformation of the nPVC gel occurs, changing its optical focal length. The focal length remarkably increases from 3.8 mm up to 14.3 mm with increasing applied voltages from 300 V to 800 V. Due to its compact, transparent, and electroactive characteristics, the proposed nPVC gel microlens can be easily inserted into small consumer electronic devices, such as digital cameras, camcorders, cell phones, and other portable optical devices.

Exploring metabolic pathways in genome-scale networks via generating flux modes.

PubMed

Rezola, A; de Figueiredo, L F; Brock, M; Pey, J; Podhorski, A; Wittmann, C; Schuster, S; Bockmayr, A; Planes, F J

2011-02-15

The reconstruction of metabolic networks at the genome scale has allowed the analysis of metabolic pathways at an unprecedented level of complexity. Elementary flux modes (EFMs) are an appropriate concept for such analysis. However, their number grows in a combinatorial fashion as the size of the metabolic network increases, which renders the application of EFMs approach to large metabolic networks difficult. Novel methods are expected to deal with such complexity. In this article, we present a novel optimization-based method for determining a minimal generating set of EFMs, i.e. a convex basis. We show that a subset of elements of this convex basis can be effectively computed even in large metabolic networks. Our method was applied to examine the structure of pathways producing lysine in Escherichia coli. We obtained a more varied and informative set of pathways in comparison with existing methods. In addition, an alternative pathway to produce lysine was identified using a detour via propionyl-CoA, which shows the predictive power of our novel approach. The source code in C++ is available upon request.

Existence and Optimality Conditions for Risk-Averse PDE-Constrained Optimization

DOE Office of Scientific and Technical Information (OSTI.GOV)

Kouri, Drew Philip; Surowiec, Thomas M.

Uncertainty is ubiquitous in virtually all engineering applications, and, for such problems, it is inadequate to simulate the underlying physics without quantifying the uncertainty in unknown or random inputs, boundary and initial conditions, and modeling assumptions. Here in this paper, we introduce a general framework for analyzing risk-averse optimization problems constrained by partial differential equations (PDEs). In particular, we postulate conditions on the random variable objective function as well as the PDE solution that guarantee existence of minimizers. Furthermore, we derive optimality conditions and apply our results to the control of an environmental contaminant. Lastly, we introduce a new riskmore » measure, called the conditional entropic risk, that fuses desirable properties from both the conditional value-at-risk and the entropic risk measures.« less

Existence and Optimality Conditions for Risk-Averse PDE-Constrained Optimization

DOE PAGES

Kouri, Drew Philip; Surowiec, Thomas M.

2018-06-05

Uncertainty is ubiquitous in virtually all engineering applications, and, for such problems, it is inadequate to simulate the underlying physics without quantifying the uncertainty in unknown or random inputs, boundary and initial conditions, and modeling assumptions. Here in this paper, we introduce a general framework for analyzing risk-averse optimization problems constrained by partial differential equations (PDEs). In particular, we postulate conditions on the random variable objective function as well as the PDE solution that guarantee existence of minimizers. Furthermore, we derive optimality conditions and apply our results to the control of an environmental contaminant. Lastly, we introduce a new riskmore » measure, called the conditional entropic risk, that fuses desirable properties from both the conditional value-at-risk and the entropic risk measures.« less