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

Huang, Kuo -Ling; Mehrotra, Sanjay

We present a homogeneous algorithm equipped with a modified potential function for the monotone complementarity problem. We show that this potential function is reduced by at least a constant amount if a scaled Lipschitz condition (SLC) is satisfied. A practical algorithm based on this potential function is implemented in a software package named iOptimize. The implementation in iOptimize maintains global linear and polynomial time convergence properties, while achieving practical performance. It either successfully solves the problem, or concludes that the SLC is not satisfied. When compared with the mature software package MOSEK (barrier solver version 6.0.0.106), iOptimize solves convex quadraticmore » programming problems, convex quadratically constrained quadratic programming problems, and general convex programming problems in fewer iterations. Moreover, several problems for which MOSEK fails are solved to optimality. In addition, we also find that iOptimize detects infeasibility more reliably than the general nonlinear solvers Ipopt (version 3.9.2) and Knitro (version 8.0).« less

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.

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.

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.

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

NASA Astrophysics Data System (ADS)

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

2006-12-01

In inverse treatment planning for intensity-modulated radiation therapy (IMRT), beamlet intensity levels in fluence maps of high-energy photon beams are optimized. Treatment plan evaluation criteria are used as objective functions to steer the optimization process. Fluence map optimization can be considered a multi-objective optimization problem, for which a set of Pareto optimal solutions exists: the Pareto efficient frontier (PEF). In this paper, a constrained optimization method is pursued to iteratively estimate the PEF up to some predefined error. We use the property that the PEF is convex for a convex optimization problem to construct piecewise-linear upper and lower bounds to approximate the PEF from a small initial set of Pareto optimal plans. A derivative-free Sandwich algorithm is presented in which these bounds are used with three strategies to determine the location of the next Pareto optimal solution such that the uncertainty in the estimated PEF is maximally reduced. We show that an intelligent initial solution for a new Pareto optimal plan can be obtained by interpolation of fluence maps from neighbouring Pareto optimal plans. The method has been applied to a simplified clinical test case using two convex objective functions to map the trade-off between tumour dose heterogeneity and critical organ sparing. All three strategies produce representative estimates of the PEF. The new algorithm is particularly suitable for dynamic generation of Pareto optimal plans in interactive treatment planning.

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.

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.

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.

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].

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.

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

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

Preconditioned Alternating Projection Algorithms for Maximum a Posteriori ECT Reconstruction

PubMed Central

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

2012-01-01

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 constrain 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 preconditioned alternating projection algorithm. 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. PMID:23271835

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

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.

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.

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.

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.

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.

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

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.

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

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.

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.

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.

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.

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

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.

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.

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.

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.

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.

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.

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.

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.

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.

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.

Formulation of image fusion as a constrained least squares optimization problem

PubMed Central

Dwork, Nicholas; Lasry, Eric M.; Pauly, John M.; Balbás, Jorge

2017-01-01

Abstract. Fusing a lower resolution color image with a higher resolution monochrome image is a common practice in medical imaging. By incorporating spatial context and/or improving the signal-to-noise ratio, it provides clinicians with a single frame of the most complete information for diagnosis. In this paper, image fusion is formulated as a convex optimization problem that avoids image decomposition and permits operations at the pixel level. This results in a highly efficient and embarrassingly parallelizable algorithm based on widely available robust and simple numerical methods that realizes the fused image as the global minimizer of the convex optimization problem. PMID:28331885

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.

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.

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.

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.

Joint terminals and relay optimization for two-way power line information exchange systems with QoS constraints

NASA Astrophysics Data System (ADS)

Wu, Xiaolin; Rong, Yue

2015-12-01

The quality-of-service (QoS) criteria (measured in terms of the minimum capacity requirement in this paper) are very important to practical indoor power line communication (PLC) applications as they greatly affect the user experience. With a two-way multicarrier relay configuration, in this paper we investigate the joint terminals and relay power optimization for the indoor broadband PLC environment, where the relay node works in the amplify-and-forward (AF) mode. As the QoS-constrained power allocation problem is highly non-convex, the globally optimal solution is computationally intractable to obtain. To overcome this challenge, we propose an alternating optimization (AO) method to decompose this problem into three convex/quasi-convex sub-problems. Simulation results demonstrate the fast convergence of the proposed algorithm under practical PLC channel conditions. Compared with the conventional bidirectional direct transmission (BDT) system, the relay-assisted two-way information exchange (R2WX) scheme can meet the same QoS requirement with less total power consumption.

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

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.

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

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.

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.

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.

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.

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

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

The spectral positioning algorithm of new spectrum vehicle based on convex programming in wireless sensor network

NASA Astrophysics Data System (ADS)

Zhang, Yongjun; Lu, Zhixin

2017-10-01

Spectrum resources are very precious, so it is increasingly important to locate interference signals rapidly. Convex programming algorithms in wireless sensor networks are often used as localization algorithms. But in view of the traditional convex programming algorithm is too much overlap of wireless sensor nodes that bring low positioning accuracy, the paper proposed a new algorithm. Which is mainly based on the traditional convex programming algorithm, the spectrum car sends unmanned aerial vehicles (uses) that can be used to record data periodically along different trajectories. According to the probability density distribution, the positioning area is segmented to further reduce the location area. Because the algorithm only increases the communication process of the power value of the unknown node and the sensor node, the advantages of the convex programming algorithm are basically preserved to realize the simple and real-time performance. The experimental results show that the improved algorithm has a better positioning accuracy than the original convex programming algorithm.

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.

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.

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.

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

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.

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 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.

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.

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.

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.

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.

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

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.

A shifted hyperbolic augmented Lagrangian-based artificial fish two-swarm algorithm with guaranteed convergence for constrained global optimization

NASA Astrophysics Data System (ADS)

Rocha, Ana Maria A. C.; Costa, M. Fernanda P.; Fernandes, Edite M. G. P.

2016-12-01

This article presents a shifted hyperbolic penalty function and proposes an augmented Lagrangian-based algorithm for non-convex constrained global optimization problems. Convergence to an ?-global minimizer is proved. At each iteration k, the algorithm requires the ?-global minimization of a bound constrained optimization subproblem, where ?. The subproblems are solved by a stochastic population-based metaheuristic that relies on the artificial fish swarm paradigm and a two-swarm strategy. To enhance the speed of convergence, the algorithm invokes the Nelder-Mead local search with a dynamically defined probability. Numerical experiments with benchmark functions and engineering design problems are presented. The results show that the proposed shifted hyperbolic augmented Lagrangian compares favorably with other deterministic and stochastic penalty-based methods.

A fast optimization algorithm for multicriteria intensity modulated proton therapy planning.

PubMed

Chen, Wei; Craft, David; Madden, Thomas M; Zhang, Kewu; Kooy, Hanne M; Herman, Gabor T

2010-09-01

To describe a fast projection algorithm for optimizing intensity modulated proton therapy (IMPT) plans and to describe and demonstrate the use of this algorithm in multicriteria IMPT planning. The authors develop a projection-based solver for a class of convex optimization problems and apply it to IMPT treatment planning. The speed of the solver permits its use in multicriteria optimization, where several optimizations are performed which span the space of possible treatment plans. The authors describe a plan database generation procedure which is customized to the requirements of the solver. The optimality precision of the solver can be specified by the user. The authors apply the algorithm to three clinical cases: A pancreas case, an esophagus case, and a tumor along the rib cage case. Detailed analysis of the pancreas case shows that the algorithm is orders of magnitude faster than industry-standard general purpose algorithms (MOSEK'S interior point optimizer, primal simplex optimizer, and dual simplex optimizer). Additionally, the projection solver has almost no memory overhead. The speed and guaranteed accuracy of the algorithm make it suitable for use in multicriteria treatment planning, which requires the computation of several diverse treatment plans. Additionally, given the low memory overhead of the algorithm, the method can be extended to include multiple geometric instances and proton range possibilities, for robust optimization.

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.

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.

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.

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.

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

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.

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.

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.

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.

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

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.

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.

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.

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

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

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%.

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

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.

Robust Path Planning and Feedback Design Under Stochastic Uncertainty

NASA Technical Reports Server (NTRS)

Blackmore, Lars

2008-01-01

Autonomous vehicles require optimal path planning algorithms to achieve mission goals while avoiding obstacles and being robust to uncertainties. The uncertainties arise from exogenous disturbances, modeling errors, and sensor noise, which can be characterized via stochastic models. Previous work defined a notion of robustness in a stochastic setting by using the concept of chance constraints. This requires that mission constraint violation can occur with a probability less than a prescribed value.In this paper we describe a novel method for optimal chance constrained path planning with feedback design. The approach optimizes both the reference trajectory to be followed and the feedback controller used to reject uncertainty. Our method extends recent results in constrained control synthesis based on convex optimization to solve control problems with nonconvex constraints. This extension is essential for path planning problems, which inherently have nonconvex obstacle avoidance constraints. Unlike previous approaches to chance constrained path planning, the new approach optimizes the feedback gain as wellas the reference trajectory.The key idea is to couple a fast, nonconvex solver that does not take into account uncertainty, with existing robust approaches that apply only to convex feasible regions. By alternating between robust and nonrobust solutions, the new algorithm guarantees convergence to a global optimum. We apply the new method to an unmanned aircraft and show simulation results that demonstrate the efficacy of the approach.

A Fast Algorithm of Convex Hull Vertices Selection for Online Classification.

PubMed

Ding, Shuguang; Nie, Xiangli; Qiao, Hong; Zhang, Bo

2018-04-01

Reducing samples through convex hull vertices selection (CHVS) within each class is an important and effective method for online classification problems, since the classifier can be trained rapidly with the selected samples. However, the process of CHVS is NP-hard. In this paper, we propose a fast algorithm to select the convex hull vertices, based on the convex hull decomposition and the property of projection. In the proposed algorithm, the quadratic minimization problem of computing the distance between a point and a convex hull is converted into a linear equation problem with a low computational complexity. When the data dimension is high, an approximate, instead of exact, convex hull is allowed to be selected by setting an appropriate termination condition in order to delete more nonimportant samples. In addition, the impact of outliers is also considered, and the proposed algorithm is improved by deleting the outliers in the initial procedure. Furthermore, a dimension convention technique via the kernel trick is used to deal with nonlinearly separable problems. An upper bound is theoretically proved for the difference between the support vector machines based on the approximate convex hull vertices selected and all the training samples. Experimental results on both synthetic and real data sets show the effectiveness and validity of the proposed algorithm.

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.

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.

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.

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

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.

Recursive optimal pruning with applications to tree structured vector quantizers

NASA Technical Reports Server (NTRS)

Kiang, Shei-Zein; Baker, Richard L.; Sullivan, Gary J.; Chiu, Chung-Yen

1992-01-01

A pruning algorithm of Chou et al. (1989) for designing optimal tree structures identifies only those codebooks which lie on the convex hull of the original codebook's operational distortion rate function. The authors introduce a modified version of the original algorithm, which identifies a large number of codebooks having minimum average distortion, under the constraint that, in each step, only modes having no descendents are removed from the tree. All codebooks generated by the original algorithm are also generated by this algorithm. The new algorithm generates a much larger number of codebooks in the middle- and low-rate regions. The additional codebooks permit operation near the codebook's operational distortion rate function without time sharing by choosing from the increased number of available bit rates. Despite the statistical mismatch which occurs when coding data outside the training sequence, these pruned codebooks retain their performance advantage over full search vector quantizers (VQs) for a large range of rates.

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.

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.

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.

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.

Fast alternating projection methods for constrained tomographic reconstruction

PubMed Central

Liu, Li; Han, Yongxin

2017-01-01

The alternating projection algorithms are easy to implement and effective for large-scale complex optimization problems, such as constrained reconstruction of X-ray computed tomography (CT). A typical method is to use projection onto convex sets (POCS) for data fidelity, nonnegative constraints combined with total variation (TV) minimization (so called TV-POCS) for sparse-view CT reconstruction. However, this type of method relies on empirically selected parameters for satisfactory reconstruction and is generally slow and lack of convergence analysis. In this work, we use a convex feasibility set approach to address the problems associated with TV-POCS and propose a framework using full sequential alternating projections or POCS (FS-POCS) to find the solution in the intersection of convex constraints of bounded TV function, bounded data fidelity error and non-negativity. The rationale behind FS-POCS is that the mathematically optimal solution of the constrained objective function may not be the physically optimal solution. The breakdown of constrained reconstruction into an intersection of several feasible sets can lead to faster convergence and better quantification of reconstruction parameters in a physical meaningful way than that in an empirical way of trial-and-error. In addition, for large-scale optimization problems, first order methods are usually used. Not only is the condition for convergence of gradient-based methods derived, but also a primal-dual hybrid gradient (PDHG) method is used for fast convergence of bounded TV. The newly proposed FS-POCS is evaluated and compared with TV-POCS and another convex feasibility projection method (CPTV) using both digital phantom and pseudo-real CT data to show its superior performance on reconstruction speed, image quality and quantification. PMID:28253298

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

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.

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.

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.

A fast method to emulate an iterative POCS image reconstruction algorithm.

PubMed

Zeng, Gengsheng L

2017-10-01

Iterative image reconstruction algorithms are commonly used to optimize an objective function, especially when the objective function is nonquadratic. Generally speaking, the iterative algorithms are computationally inefficient. This paper presents a fast algorithm that has one backprojection and no forward projection. This paper derives a new method to solve an optimization problem. The nonquadratic constraint, for example, an edge-preserving denoising constraint is implemented as a nonlinear filter. The algorithm is derived based on the POCS (projections onto projections onto convex sets) approach. A windowed FBP (filtered backprojection) algorithm enforces the data fidelity. An iterative procedure, divided into segments, enforces edge-enhancement denoising. Each segment performs nonlinear filtering. The derived iterative algorithm is computationally efficient. It contains only one backprojection and no forward projection. Low-dose CT data are used for algorithm feasibility studies. The nonlinearity is implemented as an edge-enhancing noise-smoothing filter. The patient studies results demonstrate its effectiveness in processing low-dose x ray CT data. This fast algorithm can be used to replace many iterative algorithms. © 2017 American Association of Physicists in Medicine.

Global optimization methods for engineering design

NASA Technical Reports Server (NTRS)

Arora, Jasbir S.

1990-01-01

The problem is to find a global minimum for the Problem P. Necessary and sufficient conditions are available for local optimality. However, global solution can be assured only under the assumption of convexity of the problem. If the constraint set S is compact and the cost function is continuous on it, existence of a global minimum is guaranteed. However, in view of the fact that no global optimality conditions are available, a global solution can be found only by an exhaustive search to satisfy Inequality. The exhaustive search can be organized in such a way that the entire design space need not be searched for the solution. This way the computational burden is reduced somewhat. It is concluded that zooming algorithm for global optimizations appears to be a good alternative to stochastic methods. More testing is needed; a general, robust, and efficient local minimizer is required. IDESIGN was used in all numerical calculations which is based on a sequential quadratic programming algorithm, and since feasible set keeps on shrinking, a good algorithm to find an initial feasible point is required. Such algorithms need to be developed and evaluated.

FSMRank: feature selection algorithm for learning to rank.

PubMed

Lai, Han-Jiang; Pan, Yan; Tang, Yong; Yu, Rong

2013-06-01

In recent years, there has been growing interest in learning to rank. The introduction of feature selection into different learning problems has been proven effective. These facts motivate us to investigate the problem of feature selection for learning to rank. We propose a joint convex optimization formulation which minimizes ranking errors while simultaneously conducting feature selection. This optimization formulation provides a flexible framework in which we can easily incorporate various importance measures and similarity measures of the features. To solve this optimization problem, we use the Nesterov's approach to derive an accelerated gradient algorithm with a fast convergence rate O(1/T(2)). We further develop a generalization bound for the proposed optimization problem using the Rademacher complexities. Extensive experimental evaluations are conducted on the public LETOR benchmark datasets. The results demonstrate that the proposed method shows: 1) significant ranking performance gain compared to several feature selection baselines for ranking, and 2) very competitive performance compared to several state-of-the-art learning-to-rank algorithms.

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).

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.

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

Computing the Feasible Spaces of Optimal Power Flow Problems

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

Molzahn, Daniel K.

The solution to an optimal power flow (OPF) problem provides a minimum cost operating point for an electric power system. The performance of OPF solution techniques strongly depends on the problem’s feasible space. This paper presents an algorithm that is guaranteed to compute the entire feasible spaces of small OPF problems to within a specified discretization tolerance. Specifically, the feasible space is computed by discretizing certain of the OPF problem’s inequality constraints to obtain a set of power flow equations. All solutions to the power flow equations at each discretization point are obtained using the Numerical Polynomial Homotopy Continuation (NPHC)more » algorithm. To improve computational tractability, “bound tightening” and “grid pruning” algorithms use convex relaxations to preclude consideration of many discretization points that are infeasible for the OPF problem. Here, the proposed algorithm is used to generate the feasible spaces of two small test cases.« less

Computing the Feasible Spaces of Optimal Power Flow Problems

DOE PAGES

Molzahn, Daniel K.

2017-03-15

The solution to an optimal power flow (OPF) problem provides a minimum cost operating point for an electric power system. The performance of OPF solution techniques strongly depends on the problem’s feasible space. This paper presents an algorithm that is guaranteed to compute the entire feasible spaces of small OPF problems to within a specified discretization tolerance. Specifically, the feasible space is computed by discretizing certain of the OPF problem’s inequality constraints to obtain a set of power flow equations. All solutions to the power flow equations at each discretization point are obtained using the Numerical Polynomial Homotopy Continuation (NPHC)more » algorithm. To improve computational tractability, “bound tightening” and “grid pruning” algorithms use convex relaxations to preclude consideration of many discretization points that are infeasible for the OPF problem. Here, the proposed algorithm is used to generate the feasible spaces of two small test cases.« less

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

Preconditioning 2D Integer Data for Fast Convex Hull Computations.

PubMed

Cadenas, José Oswaldo; Megson, Graham M; Luengo Hendriks, Cris L

2016-01-01

In order to accelerate computing the convex hull on a set of n points, a heuristic procedure is often applied to reduce the number of points to a set of s points, s ≤ n, which also contains the same hull. We present an algorithm to precondition 2D data with integer coordinates bounded by a box of size p × q before building a 2D convex hull, with three distinct advantages. First, we prove that under the condition min(p, q) ≤ n the algorithm executes in time within O(n); second, no explicit sorting of data is required; and third, the reduced set of s points forms a simple polygonal chain and thus can be directly pipelined into an O(n) time convex hull algorithm. This paper empirically evaluates and quantifies the speed up gained by preconditioning a set of points by a method based on the proposed algorithm before using common convex hull algorithms to build the final hull. A speedup factor of at least four is consistently found from experiments on various datasets when the condition min(p, q) ≤ n holds; the smaller the ratio min(p, q)/n is in the dataset, the greater the speedup factor achieved.

Optimal GENCO bidding strategy

NASA Astrophysics Data System (ADS)

Gao, Feng

Electricity industries worldwide are undergoing a period of profound upheaval. The conventional vertically integrated mechanism is being replaced by a competitive market environment. Generation companies have incentives to apply novel technologies to lower production costs, for example: Combined Cycle units. Economic dispatch with Combined Cycle units becomes a non-convex optimization problem, which is difficult if not impossible to solve by conventional methods. Several techniques are proposed here: Mixed Integer Linear Programming, a hybrid method, as well as Evolutionary Algorithms. Evolutionary Algorithms share a common mechanism, stochastic searching per generation. The stochastic property makes evolutionary algorithms robust and adaptive enough to solve a non-convex optimization problem. This research implements GA, EP, and PS algorithms for economic dispatch with Combined Cycle units, and makes a comparison with classical Mixed Integer Linear Programming. The electricity market equilibrium model not only helps Independent System Operator/Regulator analyze market performance and market power, but also provides Market Participants the ability to build optimal bidding strategies based on Microeconomics analysis. Supply Function Equilibrium (SFE) is attractive compared to traditional models. This research identifies a proper SFE model, which can be applied to a multiple period situation. The equilibrium condition using discrete time optimal control is then developed for fuel resource constraints. Finally, the research discusses the issues of multiple equilibria and mixed strategies, which are caused by the transmission network. Additionally, an advantage of the proposed model for merchant transmission planning is discussed. A market simulator is a valuable training and evaluation tool to assist sellers, buyers, and regulators to understand market performance and make better decisions. A traditional optimization model may not be enough to consider the distributed, large-scale, and complex energy market. This research compares the performance and searching paths of different artificial life techniques such as Genetic Algorithm (GA), Evolutionary Programming (EP), and Particle Swarm (PS), and look for a proper method to emulate Generation Companies' (GENCOs) bidding strategies. After deregulation, GENCOs face risk and uncertainty associated with the fast-changing market environment. A profit-based bidding decision support system is critical for GENCOs to keep a competitive position in the new environment. Most past research do not pay special attention to the piecewise staircase characteristic of generator offer curves. This research proposes an optimal bidding strategy based on Parametric Linear Programming. The proposed algorithm is able to handle actual piecewise staircase energy offer curves. The proposed method is then extended to incorporate incomplete information based on Decision Analysis. Finally, the author develops an optimal bidding tool (GenBidding) and applies it to the RTS96 test system.

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.

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.

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.

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

Preconditioning 2D Integer Data for Fast Convex Hull Computations

PubMed Central

2016-01-01

In order to accelerate computing the convex hull on a set of n points, a heuristic procedure is often applied to reduce the number of points to a set of s points, s ≤ n, which also contains the same hull. We present an algorithm to precondition 2D data with integer coordinates bounded by a box of size p × q before building a 2D convex hull, with three distinct advantages. First, we prove that under the condition min(p, q) ≤ n the algorithm executes in time within O(n); second, no explicit sorting of data is required; and third, the reduced set of s points forms a simple polygonal chain and thus can be directly pipelined into an O(n) time convex hull algorithm. This paper empirically evaluates and quantifies the speed up gained by preconditioning a set of points by a method based on the proposed algorithm before using common convex hull algorithms to build the final hull. A speedup factor of at least four is consistently found from experiments on various datasets when the condition min(p, q) ≤ n holds; the smaller the ratio min(p, q)/n is in the dataset, the greater the speedup factor achieved. PMID:26938221

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.

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.

Morphological decomposition of 2-D binary shapes into convex polygons: a heuristic algorithm.

PubMed

Xu, J

2001-01-01

In many morphological shape decomposition algorithms, either a shape can only be decomposed into shape components of extremely simple forms or a time consuming search process is employed to determine a decomposition. In this paper, we present a morphological shape decomposition algorithm that decomposes a two-dimensional (2-D) binary shape into a collection of convex polygonal components. A single convex polygonal approximation for a given image is first identified. This first component is determined incrementally by selecting a sequence of basic shape primitives. These shape primitives are chosen based on shape information extracted from the given shape at different scale levels. Additional shape components are identified recursively from the difference image between the given image and the first component. Simple operations are used to repair certain concavities caused by the set difference operation. The resulting hierarchical structure provides descriptions for the given shape at different detail levels. The experiments show that the decomposition results produced by the algorithm seem to be in good agreement with the natural structures of the given shapes. The computational cost of the algorithm is significantly lower than that of an earlier search-based convex decomposition algorithm. Compared to nonconvex decomposition algorithms, our algorithm allows accurate approximations for the given shapes at low coding costs.

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

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

Lanczos eigensolution method for high-performance computers

NASA Technical Reports Server (NTRS)

Bostic, Susan W.

1991-01-01

The theory, computational analysis, and applications are presented of a Lanczos algorithm on high performance computers. The computationally intensive steps of the algorithm are identified as: the matrix factorization, the forward/backward equation solution, and the matrix vector multiples. These computational steps are optimized to exploit the vector and parallel capabilities of high performance computers. The savings in computational time from applying optimization techniques such as: variable band and sparse data storage and access, loop unrolling, use of local memory, and compiler directives are presented. Two large scale structural analysis applications are described: the buckling of a composite blade stiffened panel with a cutout, and the vibration analysis of a high speed civil transport. The sequential computational time for the panel problem executed on a CONVEX computer of 181.6 seconds was decreased to 14.1 seconds with the optimized vector algorithm. The best computational time of 23 seconds for the transport problem with 17,000 degs of freedom was on the the Cray-YMP using an average of 3.63 processors.

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.

GASPACHO: a generic automatic solver using proximal algorithms for convex huge optimization problems

NASA Astrophysics Data System (ADS)

Goossens, Bart; Luong, Hiêp; Philips, Wilfried

2017-08-01

Many inverse problems (e.g., demosaicking, deblurring, denoising, image fusion, HDR synthesis) share various similarities: degradation operators are often modeled by a specific data fitting function while image prior knowledge (e.g., sparsity) is incorporated by additional regularization terms. In this paper, we investigate automatic algorithmic techniques for evaluating proximal operators. These algorithmic techniques also enable efficient calculation of adjoints from linear operators in a general matrix-free setting. In particular, we study the simultaneous-direction method of multipliers (SDMM) and the parallel proximal algorithm (PPXA) solvers and show that the automatically derived implementations are well suited for both single-GPU and multi-GPU processing. We demonstrate this approach for an Electron Microscopy (EM) deconvolution problem.

Dikin-type algorithms for dextrous grasping force optimization

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

Buss, M.; Faybusovich, L.; Moore, J.B.

1998-08-01

One of the central issues in dextrous robotic hand grasping is to balance external forces acting on the object and at the same time achieve grasp stability and minimum grasping effort. A companion paper shows that the nonlinear friction-force limit constraints on grasping forces are equivalent to the positive definiteness of a certain matrix subject to linear constraints. Further, compensation of the external object force is also a linear constraint on this matrix. Consequently, the task of grasping force optimization can be formulated as a problem with semidefinite constraints. In this paper, two versions of strictly convex cost functions, onemore » of them self-concordant, are considered. These are twice-continuously differentiable functions that tend to infinity at the boundary of possible definiteness. For the general class of such cost functions, Dikin-type algorithms are presented. It is shown that the proposed algorithms guarantee convergence to the unique solution of the semidefinite programming problem associated with dextrous grasping force optimization. Numerical examples demonstrate the simplicity of implementation, the good numerical properties, and the optimality of the approach.« 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.

Sequential and parallel image restoration: neural network implementations.

PubMed

Figueiredo, M T; Leitao, J N

1994-01-01

Sequential and parallel image restoration algorithms and their implementations on neural networks are proposed. For images degraded by linear blur and contaminated by additive white Gaussian noise, maximum a posteriori (MAP) estimation and regularization theory lead to the same high dimension convex optimization problem. The commonly adopted strategy (in using neural networks for image restoration) is to map the objective function of the optimization problem into the energy of a predefined network, taking advantage of its energy minimization properties. Departing from this approach, we propose neural implementations of iterative minimization algorithms which are first proved to converge. The developed schemes are based on modified Hopfield (1985) networks of graded elements, with both sequential and parallel updating schedules. An algorithm supported on a fully standard Hopfield network (binary elements and zero autoconnections) is also considered. Robustness with respect to finite numerical precision is studied, and examples with real images are presented.

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).

A Real-Time Reaction Obstacle Avoidance Algorithm for Autonomous Underwater Vehicles in Unknown Environments

PubMed Central

Yan, Zheping; Li, Jiyun; Zhang, Gengshi; Wu, Yi

2018-01-01

A novel real-time reaction obstacle avoidance algorithm (RRA) is proposed for autonomous underwater vehicles (AUVs) that must adapt to unknown complex terrains, based on forward looking sonar (FLS). To accomplish this algorithm, obstacle avoidance rules are planned, and the RRA processes are split into five steps Introduction only lists 4 so AUVs can rapidly respond to various environment obstacles. The largest polar angle algorithm (LPAA) is designed to change detected obstacle’s irregular outline into a convex polygon, which simplifies the obstacle avoidance process. A solution is designed to solve the trapping problem existing in U-shape obstacle avoidance by an outline memory algorithm. Finally, simulations in three unknown obstacle scenes are carried out to demonstrate the performance of this algorithm, where the obtained obstacle avoidance trajectories are safety, smooth and near-optimal. PMID:29393915

A Real-Time Reaction Obstacle Avoidance Algorithm for Autonomous Underwater Vehicles in Unknown Environments.

PubMed

Yan, Zheping; Li, Jiyun; Zhang, Gengshi; Wu, Yi

2018-02-02

A novel real-time reaction obstacle avoidance algorithm (RRA) is proposed for autonomous underwater vehicles (AUVs) that must adapt to unknown complex terrains, based on forward looking sonar (FLS). To accomplish this algorithm, obstacle avoidance rules are planned, and the RRA processes are split into five steps Introduction only lists 4 so AUVs can rapidly respond to various environment obstacles. The largest polar angle algorithm (LPAA) is designed to change detected obstacle's irregular outline into a convex polygon, which simplifies the obstacle avoidance process. A solution is designed to solve the trapping problem existing in U-shape obstacle avoidance by an outline memory algorithm. Finally, simulations in three unknown obstacle scenes are carried out to demonstrate the performance of this algorithm, where the obtained obstacle avoidance trajectories are safety, smooth and near-optimal.

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.

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

Global optimization algorithm for heat exchanger networks

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

Quesada, I.; Grossmann, I.E.

This paper deals with the global optimization of heat exchanger networks with fixed topology. It is shown that if linear area cost functions are assumed, as well as arithmetic mean driving force temperature differences in networks with isothermal mixing, the corresponding nonlinear programming (NLP) optimization problem involves linear constraints and a sum of linear fractional functions in the objective which are nonconvex. A rigorous algorithm is proposed that is based on a convex NLP underestimator that involves linear and nonlinear estimators for fractional and bilinear terms which provide a tight lower bound to the global optimum. This NLP problem ismore » used within a spatial branch and bound method for which branching rules are given. Basic properties of the proposed method are presented, and its application is illustrated with several example problems. The results show that the proposed method only requires few nodes in the branch and bound search.« less

Automatic optimal filament segmentation with sub-pixel accuracy using generalized linear models and B-spline level-sets

PubMed Central

Xiao, Xun; Geyer, Veikko F.; Bowne-Anderson, Hugo; Howard, Jonathon; Sbalzarini, Ivo F.

2016-01-01

Biological filaments, such as actin filaments, microtubules, and cilia, are often imaged using different light-microscopy techniques. Reconstructing the filament curve from the acquired images constitutes the filament segmentation problem. Since filaments have lower dimensionality than the image itself, there is an inherent trade-off between tracing the filament with sub-pixel accuracy and avoiding noise artifacts. Here, we present a globally optimal filament segmentation method based on B-spline vector level-sets and a generalized linear model for the pixel intensity statistics. We show that the resulting optimization problem is convex and can hence be solved with global optimality. We introduce a simple and efficient algorithm to compute such optimal filament segmentations, and provide an open-source implementation as an ImageJ/Fiji plugin. We further derive an information-theoretic lower bound on the filament segmentation error, quantifying how well an algorithm could possibly do given the information in the image. We show that our algorithm asymptotically reaches this bound in the spline coefficients. We validate our method in comprehensive benchmarks, compare with other methods, and show applications from fluorescence, phase-contrast, and dark-field microscopy. PMID:27104582

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.

Optimization-based image reconstruction from sparse-view data in offset-detector CBCT

NASA Astrophysics Data System (ADS)

Bian, Junguo; Wang, Jiong; Han, Xiao; Sidky, Emil Y.; Shao, Lingxiong; Pan, Xiaochuan

2013-01-01

The field of view (FOV) of a cone-beam computed tomography (CBCT) unit in a single-photon emission computed tomography (SPECT)/CBCT system can be increased by offsetting the CBCT detector. Analytic-based algorithms have been developed for image reconstruction from data collected at a large number of densely sampled views in offset-detector CBCT. However, the radiation dose involved in a large number of projections can be of a health concern to the imaged subject. CBCT-imaging dose can be reduced by lowering the number of projections. As analytic-based algorithms are unlikely to reconstruct accurate images from sparse-view data, we investigate and characterize in the work optimization-based algorithms, including an adaptive steepest descent-weighted projection onto convex sets (ASD-WPOCS) algorithms, for image reconstruction from sparse-view data collected in offset-detector CBCT. Using simulated data and real data collected from a physical pelvis phantom and patient, we verify and characterize properties of the algorithms under study. Results of our study suggest that optimization-based algorithms such as ASD-WPOCS may be developed for yielding images of potential utility from a number of projections substantially smaller than those used currently in clinical SPECT/CBCT imaging, thus leading to a dose reduction in CBCT imaging.

Sparse Learning with Stochastic Composite Optimization.

PubMed

Zhang, Weizhong; Zhang, Lijun; Jin, Zhongming; Jin, Rong; Cai, Deng; Li, Xuelong; Liang, Ronghua; He, Xiaofei

2017-06-01

In this paper, we study Stochastic Composite Optimization (SCO) for sparse learning that aims to learn a sparse solution from a composite function. Most of the recent SCO algorithms have already reached the optimal expected convergence rate O(1/λT), but they often fail to deliver sparse solutions at the end either due to the limited sparsity regularization during stochastic optimization (SO) or due to the limitation in online-to-batch conversion. Even when the objective function is strongly convex, their high probability bounds can only attain O(√{log(1/δ)/T}) with δ is the failure probability, which is much worse than the expected convergence rate. To address these limitations, we propose a simple yet effective two-phase Stochastic Composite Optimization scheme by adding a novel powerful sparse online-to-batch conversion to the general Stochastic Optimization algorithms. We further develop three concrete algorithms, OptimalSL, LastSL and AverageSL, directly under our scheme to prove the effectiveness of the proposed scheme. Both the theoretical analysis and the experiment results show that our methods can really outperform the existing methods at the ability of sparse learning and at the meantime we can improve the high probability bound to approximately O(log(log(T)/δ)/λT).

Guidance and control of swarms of spacecraft

NASA Astrophysics Data System (ADS)

Morgan, Daniel James

There has been considerable interest in formation flying spacecraft due to their potential to perform certain tasks at a cheaper cost than monolithic spacecraft. Formation flying enables the use of smaller, cheaper spacecraft that distribute the risk of the mission. Recently, the ideas of formation flying have been extended to spacecraft swarms made up of hundreds to thousands of 100-gram-class spacecraft known as femtosatellites. The large number of spacecraft and limited capabilities of each individual spacecraft present a significant challenge in guidance, navigation, and control. This dissertation deals with the guidance and control algorithms required to enable the flight of spacecraft swarms. The algorithms developed in this dissertation are focused on achieving two main goals: swarm keeping and swarm reconfiguration. The objectives of swarm keeping are to maintain bounded relative distances between spacecraft, prevent collisions between spacecraft, and minimize the propellant used by each spacecraft. Swarm reconfiguration requires the transfer of the swarm to a specific shape. Like with swarm keeping, minimizing the propellant used and preventing collisions are the main objectives. Additionally, the algorithms required for swarm keeping and swarm reconfiguration should be decentralized with respect to communication and computation so that they can be implemented on femtosats, which have limited hardware capabilities. The algorithms developed in this dissertation are concerned with swarms located in low Earth orbit. In these orbits, Earth oblateness and atmospheric drag have a significant effect on the relative motion of the swarm. The complicated dynamic environment of low Earth orbits further complicates the swarm-keeping and swarm-reconfiguration problems. To better develop and test these algorithms, a nonlinear, relative dynamic model with J2 and drag perturbations is developed. This model is used throughout this dissertation to validate the algorithms using computer simulations. The swarm-keeping problem can be solved by placing the spacecraft on J2-invariant relative orbits, which prevent collisions and minimize the drift of the swarm over hundreds of orbits using a single burn. These orbits are achieved by energy matching the spacecraft to the reference orbit. Additionally, these conditions can be repeatedly applied to minimize the drift of the swarm when atmospheric drag has a large effect (orbits with an altitude under 500 km). The swarm reconfiguration is achieved using two steps: trajectory optimization and assignment. The trajectory optimization problem can be written as a nonlinear, optimal control problem. This optimal control problem is discretized, decoupled, and convexified so that the individual femtosats can efficiently solve the optimization. Sequential convex programming is used to generate the control sequences and trajectories required to safely and efficiently transfer a spacecraft from one position to another. The sequence of trajectories is shown to converge to a Karush-Kuhn-Tucker point of the nonconvex problem. In the case where many of the spacecraft are interchangeable, a variable-swarm, distributed auction algorithm is used to determine the assignment of spacecraft to target positions. This auction algorithm requires only local communication and all of the bidding parameters are stored locally. The assignment generated using this auction algorithm is shown to be near optimal and to converge in a finite number of bids. Additionally, the bidding process is used to modify the number of targets used in the assignment so that the reconfiguration can be achieved even when there is a disconnected communication network or a significant loss of agents. Once the assignment is achieved, the trajectory optimization can be run using the terminal positions determined by the auction algorithm. To implement these algorithms in real time a model predictive control formulation is used. Model predictive control uses a finite horizon to apply the most up-to-date control sequence while simultaneously calculating a new assignment and trajectory based on updated state information. Using a finite horizon allows collisions to only be considered between spacecraft that are near each other at the current time. This relaxes the all-to-all communication assumption so that only neighboring agents need to communicate. Experimental validation is done using the formation flying testbed. The swarm-reconfiguration algorithms are tested using multiple quadrotors. Experiments have been performed using sequential convex programming for offline trajectory planning, model predictive control and sequential convex programming for real-time trajectory generation, and the variable-swarm, distributed auction algorithm for optimal assignment. These experiments show that the swarm-reconfiguration algorithms can be implemented in real time using actual hardware. In general, this dissertation presents guidance and control algorithms that maintain and reconfigure swarms of spacecraft while maintaining the shape of the swarm, preventing collisions between the spacecraft, and minimizing the amount of propellant used.

CudaChain: an alternative algorithm for finding 2D convex hulls on the GPU.

PubMed

Mei, Gang

2016-01-01

This paper presents an alternative GPU-accelerated convex hull algorithm and a novel S orting-based P reprocessing A pproach (SPA) for planar point sets. The proposed convex hull algorithm termed as CudaChain consists of two stages: (1) two rounds of preprocessing performed on the GPU and (2) the finalization of calculating the expected convex hull on the CPU. Those interior points locating inside a quadrilateral formed by four extreme points are first discarded, and then the remaining points are distributed into several (typically four) sub regions. For each subset of points, they are first sorted in parallel; then the second round of discarding is performed using SPA; and finally a simple chain is formed for the current remaining points. A simple polygon can be easily generated by directly connecting all the chains in sub regions. The expected convex hull of the input points can be finally obtained by calculating the convex hull of the simple polygon. The library Thrust is utilized to realize the parallel sorting, reduction, and partitioning for better efficiency and simplicity. Experimental results show that: (1) SPA can very effectively detect and discard the interior points; and (2) CudaChain achieves 5×-6× speedups over the famous Qhull implementation for 20M points.

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.

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.

Rate Adaptive Based Resource Allocation with Proportional Fairness Constraints in OFDMA Systems

PubMed Central

Yin, Zhendong; Zhuang, Shufeng; Wu, Zhilu; Ma, Bo

2015-01-01

Orthogonal frequency division multiple access (OFDMA), which is widely used in the wireless sensor networks, allows different users to obtain different subcarriers according to their subchannel gains. Therefore, how to assign subcarriers and power to different users to achieve a high system sum rate is an important research area in OFDMA systems. In this paper, the focus of study is on the rate adaptive (RA) based resource allocation with proportional fairness constraints. Since the resource allocation is a NP-hard and non-convex optimization problem, a new efficient resource allocation algorithm ACO-SPA is proposed, which combines ant colony optimization (ACO) and suboptimal power allocation (SPA). To reduce the computational complexity, the optimization problem of resource allocation in OFDMA systems is separated into two steps. For the first one, the ant colony optimization algorithm is performed to solve the subcarrier allocation. Then, the suboptimal power allocation algorithm is developed with strict proportional fairness, and the algorithm is based on the principle that the sums of power and the reciprocal of channel-to-noise ratio for each user in different subchannels are equal. To support it, plenty of simulation results are presented. In contrast with root-finding and linear methods, the proposed method provides better performance in solving the proportional resource allocation problem in OFDMA systems. PMID:26426016

Graphical models for optimal power flow

DOE PAGES

Dvijotham, Krishnamurthy; Chertkov, Michael; Van Hentenryck, Pascal; ...

2016-09-13

Optimal power flow (OPF) is the central optimization problem in electric power grids. Although solved routinely in the course of power grid operations, it is known to be strongly NP-hard in general, and weakly NP-hard over tree networks. In this paper, we formulate the optimal power flow problem over tree networks as an inference problem over a tree-structured graphical model where the nodal variables are low-dimensional vectors. We adapt the standard dynamic programming algorithm for inference over a tree-structured graphical model to the OPF problem. Combining this with an interval discretization of the nodal variables, we develop an approximation algorithmmore » for the OPF problem. Further, we use techniques from constraint programming (CP) to perform interval computations and adaptive bound propagation to obtain practically efficient algorithms. Compared to previous algorithms that solve OPF with optimality guarantees using convex relaxations, our approach is able to work for arbitrary tree-structured distribution networks and handle mixed-integer optimization problems. Further, it can be implemented in a distributed message-passing fashion that is scalable and is suitable for “smart grid” applications like control of distributed energy resources. In conclusion, numerical evaluations on several benchmark networks show that practical OPF problems can be solved effectively using this approach.« less

A fast adaptive convex hull algorithm on two-dimensional processor arrays with a reconfigurable BUS system

NASA Technical Reports Server (NTRS)

Olariu, S.; Schwing, J.; Zhang, J.

1991-01-01

A bus system that can change dynamically to suit computational needs is referred to as reconfigurable. We present a fast adaptive convex hull algorithm on a two-dimensional processor array with a reconfigurable bus system (2-D PARBS, for short). Specifically, we show that computing the convex hull of a planar set of n points taken O(log n/log m) time on a 2-D PARBS of size mn x n with 3 less than or equal to m less than or equal to n. Our result implies that the convex hull of n points in the plane can be computed in O(1) time in a 2-D PARBS of size n(exp 1.5) x n.

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.

Bilevel thresholding of sliced image of sludge floc.

PubMed

Chu, C P; Lee, D J

2004-02-15

This work examined the feasibility of employing various thresholding algorithms to determining the optimal bilevel thresholding value for estimating the geometric parameters of sludge flocs from the microtome sliced images and from the confocal laser scanning microscope images. Morphological information extracted from images depends on the bilevel thresholding value. According to the evaluation on the luminescence-inverted images and fractal curves (quadric Koch curve and Sierpinski carpet), Otsu's method yields more stable performance than other histogram-based algorithms and is chosen to obtain the porosity. The maximum convex perimeter method, however, can probe the shapes and spatial distribution of the pores among the biomass granules in real sludge flocs. A combined algorithm is recommended for probing the sludge floc structure.

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

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.

RES: Regularized Stochastic BFGS Algorithm

NASA Astrophysics Data System (ADS)

Mokhtari, Aryan; Ribeiro, Alejandro

2014-12-01

RES, a regularized stochastic version of the Broyden-Fletcher-Goldfarb-Shanno (BFGS) quasi-Newton method is proposed to solve convex optimization problems with stochastic objectives. The use of stochastic gradient descent algorithms is widespread, but the number of iterations required to approximate optimal arguments can be prohibitive in high dimensional problems. Application of second order methods, on the other hand, is impracticable because computation of objective function Hessian inverses incurs excessive computational cost. BFGS modifies gradient descent by introducing a Hessian approximation matrix computed from finite gradient differences. RES utilizes stochastic gradients in lieu of deterministic gradients for both, the determination of descent directions and the approximation of the objective function's curvature. Since stochastic gradients can be computed at manageable computational cost RES is realizable and retains the convergence rate advantages of its deterministic counterparts. Convergence results show that lower and upper bounds on the Hessian egeinvalues of the sample functions are sufficient to guarantee convergence to optimal arguments. Numerical experiments showcase reductions in convergence time relative to stochastic gradient descent algorithms and non-regularized stochastic versions of BFGS. An application of RES to the implementation of support vector machines is developed.

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.

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.

An efficient self-organizing map designed by genetic algorithms for the traveling salesman problem.

PubMed

Jin, Hui-Dong; Leung, Kwong-Sak; Wong, Man-Leung; Xu, Z B

2003-01-01

As a typical combinatorial optimization problem, the traveling salesman problem (TSP) has attracted extensive research interest. In this paper, we develop a self-organizing map (SOM) with a novel learning rule. It is called the integrated SOM (ISOM) since its learning rule integrates the three learning mechanisms in the SOM literature. Within a single learning step, the excited neuron is first dragged toward the input city, then pushed to the convex hull of the TSP, and finally drawn toward the middle point of its two neighboring neurons. A genetic algorithm is successfully specified to determine the elaborate coordination among the three learning mechanisms as well as the suitable parameter setting. The evolved ISOM (eISOM) is examined on three sets of TSP to demonstrate its power and efficiency. The computation complexity of the eISOM is quadratic, which is comparable to other SOM-like neural networks. Moreover, the eISOM can generate more accurate solutions than several typical approaches for TSP including the SOM developed by Budinich, the expanding SOM, the convex elastic net, and the FLEXMAP algorithm. Though its solution accuracy is not yet comparable to some sophisticated heuristics, the eISOM is one of the most accurate neural networks for the TSP.

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.

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.

Experimental Design for Estimating Unknown Hydraulic Conductivity in a Confined Aquifer using a Genetic Algorithm and a Reduced Order Model

NASA Astrophysics Data System (ADS)

Ushijima, T.; Yeh, W.

2013-12-01

An optimal experimental design algorithm is developed to select locations for a network of observation wells that provides the maximum information about unknown hydraulic conductivity in a confined, anisotropic aquifer. The design employs a maximal information criterion that chooses, among competing designs, the design that maximizes the sum of squared sensitivities while conforming to specified design constraints. Because that the formulated problem is non-convex and contains integer variables (necessitating a combinatorial search), for a realistically-scaled model, the problem may be difficult, if not impossible, to solve through traditional mathematical programming techniques. Genetic Algorithms (GAs) are designed to search out the global optimum; however because a GA requires a large number of calls to a groundwater model, the formulated optimization problem may still be infeasible to solve. To overcome this, Proper Orthogonal Decomposition (POD) is applied to the groundwater model to reduce its dimension. The information matrix in the full model space can then be searched without solving the full model.

Automatic optimal filament segmentation with sub-pixel accuracy using generalized linear models and B-spline level-sets.

PubMed

Xiao, Xun; Geyer, Veikko F; Bowne-Anderson, Hugo; Howard, Jonathon; Sbalzarini, Ivo F

2016-08-01

Biological filaments, such as actin filaments, microtubules, and cilia, are often imaged using different light-microscopy techniques. Reconstructing the filament curve from the acquired images constitutes the filament segmentation problem. Since filaments have lower dimensionality than the image itself, there is an inherent trade-off between tracing the filament with sub-pixel accuracy and avoiding noise artifacts. Here, we present a globally optimal filament segmentation method based on B-spline vector level-sets and a generalized linear model for the pixel intensity statistics. We show that the resulting optimization problem is convex and can hence be solved with global optimality. We introduce a simple and efficient algorithm to compute such optimal filament segmentations, and provide an open-source implementation as an ImageJ/Fiji plugin. We further derive an information-theoretic lower bound on the filament segmentation error, quantifying how well an algorithm could possibly do given the information in the image. We show that our algorithm asymptotically reaches this bound in the spline coefficients. We validate our method in comprehensive benchmarks, compare with other methods, and show applications from fluorescence, phase-contrast, and dark-field microscopy. Copyright © 2016 The Authors. Published by Elsevier B.V. All rights reserved.

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.

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

Convex Clustering: An Attractive Alternative to Hierarchical Clustering

PubMed Central

Chen, Gary K.; Chi, Eric C.; Ranola, John Michael O.; Lange, Kenneth

2015-01-01

The primary goal in cluster analysis is to discover natural groupings of objects. The field of cluster analysis is crowded with diverse methods that make special assumptions about data and address different scientific aims. Despite its shortcomings in accuracy, hierarchical clustering is the dominant clustering method in bioinformatics. Biologists find the trees constructed by hierarchical clustering visually appealing and in tune with their evolutionary perspective. Hierarchical clustering operates on multiple scales simultaneously. This is essential, for instance, in transcriptome data, where one may be interested in making qualitative inferences about how lower-order relationships like gene modules lead to higher-order relationships like pathways or biological processes. The recently developed method of convex clustering preserves the visual appeal of hierarchical clustering while ameliorating its propensity to make false inferences in the presence of outliers and noise. The solution paths generated by convex clustering reveal relationships between clusters that are hidden by static methods such as k-means clustering. The current paper derives and tests a novel proximal distance algorithm for minimizing the objective function of convex clustering. The algorithm separates parameters, accommodates missing data, and supports prior information on relationships. Our program CONVEXCLUSTER incorporating the algorithm is implemented on ATI and nVidia graphics processing units (GPUs) for maximal speed. Several biological examples illustrate the strengths of convex clustering and the ability of the proximal distance algorithm to handle high-dimensional problems. CONVEXCLUSTER can be freely downloaded from the UCLA Human Genetics web site at http://www.genetics.ucla.edu/software/ PMID:25965340

Convex clustering: an attractive alternative to hierarchical clustering.

PubMed

Chen, Gary K; Chi, Eric C; Ranola, John Michael O; Lange, Kenneth

2015-05-01

The primary goal in cluster analysis is to discover natural groupings of objects. The field of cluster analysis is crowded with diverse methods that make special assumptions about data and address different scientific aims. Despite its shortcomings in accuracy, hierarchical clustering is the dominant clustering method in bioinformatics. Biologists find the trees constructed by hierarchical clustering visually appealing and in tune with their evolutionary perspective. Hierarchical clustering operates on multiple scales simultaneously. This is essential, for instance, in transcriptome data, where one may be interested in making qualitative inferences about how lower-order relationships like gene modules lead to higher-order relationships like pathways or biological processes. The recently developed method of convex clustering preserves the visual appeal of hierarchical clustering while ameliorating its propensity to make false inferences in the presence of outliers and noise. The solution paths generated by convex clustering reveal relationships between clusters that are hidden by static methods such as k-means clustering. The current paper derives and tests a novel proximal distance algorithm for minimizing the objective function of convex clustering. The algorithm separates parameters, accommodates missing data, and supports prior information on relationships. Our program CONVEXCLUSTER incorporating the algorithm is implemented on ATI and nVidia graphics processing units (GPUs) for maximal speed. Several biological examples illustrate the strengths of convex clustering and the ability of the proximal distance algorithm to handle high-dimensional problems. CONVEXCLUSTER can be freely downloaded from the UCLA Human Genetics web site at http://www.genetics.ucla.edu/software/.

Observability-Based Guidance and Sensor Placement

NASA Astrophysics Data System (ADS)

Hinson, Brian T.

Control system performance is highly dependent on the quality of sensor information available. In a growing number of applications, however, the control task must be accomplished with limited sensing capabilities. This thesis addresses these types of problems from a control-theoretic point-of-view, leveraging system nonlinearities to improve sensing performance. Using measures of observability as an information quality metric, guidance trajectories and sensor distributions are designed to improve the quality of sensor information. An observability-based sensor placement algorithm is developed to compute optimal sensor configurations for a general nonlinear system. The algorithm utilizes a simulation of the nonlinear system as the source of input data, and convex optimization provides a scalable solution method. The sensor placement algorithm is applied to a study of gyroscopic sensing in insect wings. The sensor placement algorithm reveals information-rich areas on flexible insect wings, and a comparison to biological data suggests that insect wings are capable of acting as gyroscopic sensors. An observability-based guidance framework is developed for robotic navigation with limited inertial sensing. Guidance trajectories and algorithms are developed for range-only and bearing-only navigation that improve navigation accuracy. Simulations and experiments with an underwater vehicle demonstrate that the observability measure allows tuning of the navigation uncertainty.

A vectorized Lanczos eigensolver for high-performance computers

NASA Technical Reports Server (NTRS)

Bostic, Susan W.

1990-01-01

The computational strategies used to implement a Lanczos-based-method eigensolver on the latest generation of supercomputers are described. Several examples of structural vibration and buckling problems are presented that show the effects of using optimization techniques to increase the vectorization of the computational steps. The data storage and access schemes and the tools and strategies that best exploit the computer resources are presented. The method is implemented on the Convex C220, the Cray 2, and the Cray Y-MP computers. Results show that very good computation rates are achieved for the most computationally intensive steps of the Lanczos algorithm and that the Lanczos algorithm is many times faster than other methods extensively used in the past.

Fast magnetic resonance imaging based on high degree total variation

NASA Astrophysics Data System (ADS)

Wang, Sujie; Lu, Liangliang; Zheng, Junbao; Jiang, Mingfeng

2018-04-01

In order to eliminating the artifacts and "staircase effect" of total variation in Compressive Sensing MRI, high degree total variation model is proposed for dynamic MRI reconstruction. the high degree total variation regularization term is used as a constraint to reconstruct the magnetic resonance image, and the iterative weighted MM algorithm is proposed to solve the convex optimization problem of the reconstructed MR image model, In addtion, one set of cardiac magnetic resonance data is used to verify the proposed algorithm for MRI. The results show that the high degree total variation method has a better reconstruction effect than the total variation and the total generalized variation, which can obtain higher reconstruction SNR and better structural similarity.

Numerical optimization in Hilbert space using inexact function and gradient evaluations

NASA Technical Reports Server (NTRS)

Carter, Richard G.

1989-01-01

Trust region algorithms provide a robust iterative technique for solving non-convex unstrained optimization problems, but in many instances it is prohibitively expensive to compute high accuracy function and gradient values for the method. Of particular interest are inverse and parameter estimation problems, since function and gradient evaluations involve numerically solving large systems of differential equations. A global convergence theory is presented for trust region algorithms in which neither function nor gradient values are known exactly. The theory is formulated in a Hilbert space setting so that it can be applied to variational problems as well as the finite dimensional problems normally seen in trust region literature. The conditions concerning allowable error are remarkably relaxed: relative errors in the gradient error condition is automatically satisfied if the error is orthogonal to the gradient approximation. A technique for estimating gradient error and improving the approximation is also presented.

Optimal block cosine transform image coding for noisy channels

NASA Technical Reports Server (NTRS)

Vaishampayan, V.; Farvardin, N.

1986-01-01

The two dimensional block transform coding scheme based on the discrete cosine transform was studied extensively for image coding applications. While this scheme has proven to be efficient in the absence of channel errors, its performance degrades rapidly over noisy channels. A method is presented for the joint source channel coding optimization of a scheme based on the 2-D block cosine transform when the output of the encoder is to be transmitted via a memoryless design of the quantizers used for encoding the transform coefficients. This algorithm produces a set of locally optimum quantizers and the corresponding binary code assignment for the assumed transform coefficient statistics. To determine the optimum bit assignment among the transform coefficients, an algorithm was used based on the steepest descent method, which under certain convexity conditions on the performance of the channel optimized quantizers, yields the optimal bit allocation. Comprehensive simulation results for the performance of this locally optimum system over noisy channels were obtained and appropriate comparisons against a reference system designed for no channel error were rendered.

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.

Distributed convex optimisation with event-triggered communication in networked systems

NASA Astrophysics Data System (ADS)

Liu, Jiayun; Chen, Weisheng

2016-12-01

This paper studies the distributed convex optimisation problem over directed networks. Motivated by practical considerations, we propose a novel distributed zero-gradient-sum optimisation algorithm with event-triggered communication. Therefore, communication and control updates just occur at discrete instants when some predefined condition satisfies. Thus, compared with the time-driven distributed optimisation algorithms, the proposed algorithm has the advantages of less energy consumption and less communication cost. Based on Lyapunov approaches, we show that the proposed algorithm makes the system states asymptotically converge to the solution of the problem exponentially fast and the Zeno behaviour is excluded. Finally, simulation example is given to illustrate the effectiveness of the proposed algorithm.

Algorithm for Overcoming the Curse of Dimensionality for Certain Non-convex Hamilton-Jacobi Equations, Projections and Differential Games

DTIC Science & Technology

2016-05-01

Algorithm for Overcoming the Curse of Dimensionality for Certain Non-convex Hamilton-Jacobi Equations, Projections and Differential Games Yat Tin...subproblems. Our approach is expected to have wide applications in continuous dynamic games , control theory problems, and elsewhere. Mathematics...differential dynamic games , control theory problems, and dynamical systems coming from the physical world, e.g. [11]. An important application is to

A Novel Sensor Selection and Power Allocation Algorithm for Multiple-Target Tracking in an LPI Radar Network

PubMed Central

She, Ji; Wang, Fei; Zhou, Jianjiang

2016-01-01

Radar networks are proven to have numerous advantages over traditional monostatic and bistatic radar. With recent developments, radar networks have become an attractive platform due to their low probability of intercept (LPI) performance for target tracking. In this paper, a joint sensor selection and power allocation algorithm for multiple-target tracking in a radar network based on LPI is proposed. It is found that this algorithm can minimize the total transmitted power of a radar network on the basis of a predetermined mutual information (MI) threshold between the target impulse response and the reflected signal. The MI is required by the radar network system to estimate target parameters, and it can be calculated predictively with the estimation of target state. The optimization problem of sensor selection and power allocation, which contains two variables, is non-convex and it can be solved by separating power allocation problem from sensor selection problem. To be specific, the optimization problem of power allocation can be solved by using the bisection method for each sensor selection scheme. Also, the optimization problem of sensor selection can be solved by a lower complexity algorithm based on the allocated powers. According to the simulation results, it can be found that the proposed algorithm can effectively reduce the total transmitted power of a radar network, which can be conducive to improving LPI performance. PMID:28009819

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.

Computation of nonparametric convex hazard estimators via profile methods.

PubMed

Jankowski, Hanna K; Wellner, Jon A

2009-05-01

This paper proposes a profile likelihood algorithm to compute the nonparametric maximum likelihood estimator of a convex hazard function. The maximisation is performed in two steps: First the support reduction algorithm is used to maximise the likelihood over all hazard functions with a given point of minimum (or antimode). Then it is shown that the profile (or partially maximised) likelihood is quasi-concave as a function of the antimode, so that a bisection algorithm can be applied to find the maximum of the profile likelihood, and hence also the global maximum. The new algorithm is illustrated using both artificial and real data, including lifetime data for Canadian males and females.

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.

Experimental design for estimating unknown groundwater pumping using genetic algorithm and reduced order model

NASA Astrophysics Data System (ADS)

Ushijima, Timothy T.; Yeh, William W.-G.

2013-10-01

An optimal experimental design algorithm is developed to select locations for a network of observation wells that provide maximum information about unknown groundwater pumping in a confined, anisotropic aquifer. The design uses a maximal information criterion that chooses, among competing designs, the design that maximizes the sum of squared sensitivities while conforming to specified design constraints. The formulated optimization problem is non-convex and contains integer variables necessitating a combinatorial search. Given a realistic large-scale model, the size of the combinatorial search required can make the problem difficult, if not impossible, to solve using traditional mathematical programming techniques. Genetic algorithms (GAs) can be used to perform the global search; however, because a GA requires a large number of calls to a groundwater model, the formulated optimization problem still may be infeasible to solve. As a result, proper orthogonal decomposition (POD) is applied to the groundwater model to reduce its dimensionality. Then, the information matrix in the full model space can be searched without solving the full model. Results from a small-scale test case show identical optimal solutions among the GA, integer programming, and exhaustive search methods. This demonstrates the GA's ability to determine the optimal solution. In addition, the results show that a GA with POD model reduction is several orders of magnitude faster in finding the optimal solution than a GA using the full model. The proposed experimental design algorithm is applied to a realistic, two-dimensional, large-scale groundwater problem. The GA converged to a solution for this large-scale problem.

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.

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

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.

Distributed Optimal Dispatch of Distributed Energy Resources Over Lossy Communication Networks

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

Wu, Junfeng; Yang, Tao; Wu, Di

In this paper, we consider the economic dispatch problem (EDP), where a cost function that is assumed to be strictly convex is assigned to each of distributed energy resources (DERs), over packet dropping networks. The goal of a standard EDP is to minimize the total generation cost while meeting total demand and satisfying individual generator output limit. We propose a distributed algorithm for solving the EDP over networks. The proposed algorithm is resilient against packet drops over communication links. Under the assumption that the underlying communication network is strongly connected with a positive probability and the packet drops are independentmore » and identically distributed (i.i.d.), we show that the proposed algorithm is able to solve the EDP. Numerical simulation results are used to validate and illustrate the main results of the paper.« less

Fast intersection detection algorithm for PC-based robot off-line programming

NASA Astrophysics Data System (ADS)

Fedrowitz, Christian H.

1994-11-01

This paper presents a method for fast and reliable collision detection in complex production cells. The algorithm is part of the PC-based robot off-line programming system of the University of Siegen (Ropsus). The method is based on a solid model which is managed by a simplified constructive solid geometry model (CSG-model). The collision detection problem is divided in two steps. In the first step the complexity of the problem is reduced in linear time. In the second step the remaining solids are tested for intersection. For this the Simplex algorithm, which is known from linear optimization, is used. It computes a point which is common to two convex polyhedra. The polyhedra intersect, if such a point exists. Regarding the simplified geometrical model of Ropsus the algorithm runs also in linear time. In conjunction with the first step a resultant collision detection algorithm is found which requires linear time in all. Moreover it computes the resultant intersection polyhedron using the dual transformation.

Inverse modeling of rainfall infiltration with a dual permeability approach using different matrix-fracture coupling variants.

NASA Astrophysics Data System (ADS)

Blöcher, Johanna; Kuraz, Michal

2017-04-01

In this contribution we propose implementations of the dual permeability model with different inter-domain exchange descriptions and metaheuristic optimization algorithms for parameter identification and mesh optimization. We compare variants of the coupling term with different numbers of parameters to test if a reduction of parameters is feasible. This can reduce parameter uncertainty in inverse modeling, but also allow for different conceptual models of the domain and matrix coupling. The different variants of the dual permeability model are implemented in the open-source objective library DRUtES written in FORTRAN 2003/2008 in 1D and 2D. For parameter identification we use adaptations of the particle swarm optimization (PSO) and Teaching-learning-based optimization (TLBO), which are population-based metaheuristics with different learning strategies. These are high-level stochastic-based search algorithms that don't require gradient information or a convex search space. Despite increasing computing power and parallel processing, an overly fine mesh is not feasible for parameter identification. This creates the need to find a mesh that optimizes both accuracy and simulation time. We use a bi-objective PSO algorithm to generate a Pareto front of optimal meshes to account for both objectives. The dual permeability model and the optimization algorithms were tested on virtual data and field TDR sensor readings. The TDR sensor readings showed a very steep increase during rapid rainfall events and a subsequent steep decrease. This was theorized to be an effect of artificial macroporous envelopes surrounding TDR sensors creating an anomalous region with distinct local soil hydraulic properties. One of our objectives is to test how well the dual permeability model can describe this infiltration behavior and what coupling term would be most suitable.

Randomized algorithms for high quality treatment planning in volumetric modulated arc therapy

NASA Astrophysics Data System (ADS)

Yang, Yu; Dong, Bin; Wen, Zaiwen

2017-02-01

In recent years, volumetric modulated arc therapy (VMAT) has been becoming a more and more important radiation technique widely used in clinical application for cancer treatment. One of the key problems in VMAT is treatment plan optimization, which is complicated due to the constraints imposed by the involved equipments. In this paper, we consider a model with four major constraints: the bound on the beam intensity, an upper bound on the rate of the change of the beam intensity, the moving speed of leaves of the multi-leaf collimator (MLC) and its directional-convexity. We solve the model by a two-stage algorithm: performing minimization with respect to the shapes of the aperture and the beam intensities alternatively. Specifically, the shapes of the aperture are obtained by a greedy algorithm whose performance is enhanced by random sampling in the leaf pairs with a decremental rate. The beam intensity is optimized using a gradient projection method with non-monotonic line search. We further improve the proposed algorithm by an incremental random importance sampling of the voxels to reduce the computational cost of the energy functional. Numerical simulations on two clinical cancer date sets demonstrate that our method is highly competitive to the state-of-the-art algorithms in terms of both computational time and quality of treatment planning.

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.

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

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

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

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 .

Lateral Penumbra Modelling Based Leaf End Shape Optimization for Multileaf Collimator in Radiotherapy.

PubMed

Zhou, Dong; Zhang, Hui; Ye, Peiqing

2016-01-01

Lateral penumbra of multileaf collimator plays an important role in radiotherapy treatment planning. Growing evidence has revealed that, for a single-focused multileaf collimator, lateral penumbra width is leaf position dependent and largely attributed to the leaf end shape. In our study, an analytical method for leaf end induced lateral penumbra modelling is formulated using Tangent Secant Theory. Compared with Monte Carlo simulation and ray tracing algorithm, our model serves well the purpose of cost-efficient penumbra evaluation. Leaf ends represented in parametric forms of circular arc, elliptical arc, Bézier curve, and B-spline are implemented. With biobjective function of penumbra mean and variance introduced, genetic algorithm is carried out for approximating the Pareto frontier. Results show that for circular arc leaf end objective function is convex and convergence to optimal solution is guaranteed using gradient based iterative method. It is found that optimal leaf end in the shape of Bézier curve achieves minimal standard deviation, while using B-spline minimum of penumbra mean is obtained. For treatment modalities in clinical application, optimized leaf ends are in close agreement with actual shapes. Taken together, the method that we propose can provide insight into leaf end shape design of multileaf collimator.

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.

Optimization of coronagraph design for segmented aperture telescopes

NASA Astrophysics Data System (ADS)

Jewell, Jeffrey; Ruane, Garreth; Shaklan, Stuart; Mawet, Dimitri; Redding, Dave

2017-09-01

The goal of directly imaging Earth-like planets in the habitable zone of other stars has motivated the design of coronagraphs for use with large segmented aperture space telescopes. In order to achieve an optimal trade-off between planet light throughput and diffracted starlight suppression, we consider coronagraphs comprised of a stage of phase control implemented with deformable mirrors (or other optical elements), pupil plane apodization masks (gray scale or complex valued), and focal plane masks (either amplitude only or complex-valued, including phase only such as the vector vortex coronagraph). The optimization of these optical elements, with the goal of achieving 10 or more orders of magnitude in the suppression of on-axis (starlight) diffracted light, represents a challenging non-convex optimization problem with a nonlinear dependence on control degrees of freedom. We develop a new algorithmic approach to the design optimization problem, which we call the "Auxiliary Field Optimization" (AFO) algorithm. The central idea of the algorithm is to embed the original optimization problem, for either phase or amplitude (apodization) in various planes of the coronagraph, into a problem containing additional degrees of freedom, specifically fictitious "auxiliary" electric fields which serve as targets to inform the variation of our phase or amplitude parameters leading to good feasible designs. We present the algorithm, discuss details of its numerical implementation, and prove convergence to local minima of the objective function (here taken to be the intensity of the on-axis source in a "dark hole" region in the science focal plane). Finally, we present results showing application of the algorithm to both unobscured off-axis and obscured on-axis segmented telescope aperture designs. The application of the AFO algorithm to the coronagraph design problem has produced solutions which are capable of directly imaging planets in the habitable zone, provided end-to-end telescope system stability requirements can be met. Ongoing work includes advances of the AFO algorithm reported here to design in additional robustness to a resolved star, and other phase or amplitude aberrations to be encountered in a real segmented aperture space telescope.

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

NASA Astrophysics Data System (ADS)

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

2016-03-01

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

Sparse Covariance Matrix Estimation by DCA-Based Algorithms.

PubMed

Phan, Duy Nhat; Le Thi, Hoai An; Dinh, Tao Pham

2017-11-01

This letter proposes a novel approach using the [Formula: see text]-norm regularization for the sparse covariance matrix estimation (SCME) problem. The objective function of SCME problem is composed of a nonconvex part and the [Formula: see text] term, which is discontinuous and difficult to tackle. Appropriate DC (difference of convex functions) approximations of [Formula: see text]-norm are used that result in approximation SCME problems that are still nonconvex. DC programming and DCA (DC algorithm), powerful tools in nonconvex programming framework, are investigated. Two DC formulations are proposed and corresponding DCA schemes developed. Two applications of the SCME problem that are considered are classification via sparse quadratic discriminant analysis and portfolio optimization. A careful empirical experiment is performed through simulated and real data sets to study the performance of the proposed algorithms. Numerical results showed their efficiency and their superiority compared with seven state-of-the-art methods.

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.

Superfast maximum-likelihood reconstruction for quantum tomography

NASA Astrophysics Data System (ADS)

Shang, Jiangwei; Zhang, Zhengyun; Ng, Hui Khoon

2017-06-01

Conventional methods for computing maximum-likelihood estimators (MLE) often converge slowly in practical situations, leading to a search for simplifying methods that rely on additional assumptions for their validity. In this work, we provide a fast and reliable algorithm for maximum-likelihood reconstruction that avoids this slow convergence. Our method utilizes the state-of-the-art convex optimization scheme, an accelerated projected-gradient method, that allows one to accommodate the quantum nature of the problem in a different way than in the standard methods. We demonstrate the power of our approach by comparing its performance with other algorithms for n -qubit state tomography. In particular, an eight-qubit situation that purportedly took weeks of computation time in 2005 can now be completed in under a minute for a single set of data, with far higher accuracy than previously possible. This refutes the common claim that MLE reconstruction is slow and reduces the need for alternative methods that often come with difficult-to-verify assumptions. In fact, recent methods assuming Gaussian statistics or relying on compressed sensing ideas are demonstrably inapplicable for the situation under consideration here. Our algorithm can be applied to general optimization problems over the quantum state space; the philosophy of projected gradients can further be utilized for optimization contexts with general constraints.

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.

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

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.

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

Retrospective Cost Adaptive Control with Concurrent Closed-Loop Identification

NASA Astrophysics Data System (ADS)

Sobolic, Frantisek M.

Retrospective cost adaptive control (RCAC) is a discrete-time direct adaptive control algorithm for stabilization, command following, and disturbance rejection. RCAC is known to work on systems given minimal modeling information which is the leading numerator coefficient and any nonminimum-phase (NMP) zeros of the plant transfer function. This information is normally needed a priori and is key in the development of the filter, also known as the target model, within the retrospective performance variable. A novel approach to alleviate the need for prior modeling of both the leading coefficient of the plant transfer function as well as any NMP zeros is developed. The extension to the RCAC algorithm is the use of concurrent optimization of both the target model and the controller coefficients. Concurrent optimization of the target model and controller coefficients is a quadratic optimization problem in the target model and controller coefficients separately. However, this optimization problem is not convex as a joint function of both variables, and therefore nonconvex optimization methods are needed. Finally, insights within RCAC that include intercalated injection between the controller numerator and the denominator, unveil the workings of RCAC fitting a specific closed-loop transfer function to the target model. We exploit this interpretation by investigating several closed-loop identification architectures in order to extract this information for use in the target model.

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.

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.

On The Behavior of Subgradient Projections Methods for Convex Feasibility Problems in Euclidean Spaces.

PubMed

Butnariu, Dan; Censor, Yair; Gurfil, Pini; Hadar, Ethan

2008-07-03

We study some methods of subgradient projections for solving a convex feasibility problem with general (not necessarily hyperplanes or half-spaces) convex sets in the inconsistent case and propose a strategy that controls the relaxation parameters in a specific self-adapting manner. This strategy leaves enough user-flexibility but gives a mathematical guarantee for the algorithm's behavior in the inconsistent case. We present numerical results of computational experiments that illustrate the computational advantage of the new method.

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.

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.

Stochastic search, optimization and regression with energy applications

NASA Astrophysics Data System (ADS)

Hannah, Lauren A.

Designing clean energy systems will be an important task over the next few decades. One of the major roadblocks is a lack of mathematical tools to economically evaluate those energy systems. However, solutions to these mathematical problems are also of interest to the operations research and statistical communities in general. This thesis studies three problems that are of interest to the energy community itself or provide support for solution methods: R&D portfolio optimization, nonparametric regression and stochastic search with an observable state variable. First, we consider the one stage R&D portfolio optimization problem to avoid the sequential decision process associated with the multi-stage. The one stage problem is still difficult because of a non-convex, combinatorial decision space and a non-convex objective function. We propose a heuristic solution method that uses marginal project values---which depend on the selected portfolio---to create a linear objective function. In conjunction with the 0-1 decision space, this new problem can be solved as a knapsack linear program. This method scales well to large decision spaces. We also propose an alternate, provably convergent algorithm that does not exploit problem structure. These methods are compared on a solid oxide fuel cell R&D portfolio problem. Next, we propose Dirichlet Process mixtures of Generalized Linear Models (DPGLM), a new method of nonparametric regression that accommodates continuous and categorical inputs, and responses that can be modeled by a generalized linear model. We prove conditions for the asymptotic unbiasedness of the DP-GLM regression mean function estimate. We also give examples for when those conditions hold, including models for compactly supported continuous distributions and a model with continuous covariates and categorical response. We empirically analyze the properties of the DP-GLM and why it provides better results than existing Dirichlet process mixture regression models. We evaluate DP-GLM on several data sets, comparing it to modern methods of nonparametric regression like CART, Bayesian trees and Gaussian processes. Compared to existing techniques, the DP-GLM provides a single model (and corresponding inference algorithms) that performs well in many regression settings. Finally, we study convex stochastic search problems where a noisy objective function value is observed after a decision is made. There are many stochastic search problems whose behavior depends on an exogenous state variable which affects the shape of the objective function. Currently, there is no general purpose algorithm to solve this class of problems. We use nonparametric density estimation to take observations from the joint state-outcome distribution and use them to infer the optimal decision for a given query state. We propose two solution methods that depend on the problem characteristics: function-based and gradient-based optimization. We examine two weighting schemes, kernel-based weights and Dirichlet process-based weights, for use with the solution methods. The weights and solution methods are tested on a synthetic multi-product newsvendor problem and the hour-ahead wind commitment problem. Our results show that in some cases Dirichlet process weights offer substantial benefits over kernel based weights and more generally that nonparametric estimation methods provide good solutions to otherwise intractable problems.

Problem Solving Techniques for the Design of Algorithms.

ERIC Educational Resources Information Center

Kant, Elaine; Newell, Allen

1984-01-01

Presents model of algorithm design (activity in software development) based on analysis of protocols of two subjects designing three convex hull algorithms. Automation methods, methods for studying algorithm design, role of discovery in problem solving, and comparison of different designs of case study according to model are highlighted.…

A Sparsity-Promoted Method Based on Majorization-Minimization for Weak Fault Feature Enhancement

PubMed Central

Hao, Yansong; Song, Liuyang; Tang, Gang; Yuan, Hongfang

2018-01-01

Fault transient impulses induced by faulty components in rotating machinery usually contain substantial interference. Fault features are comparatively weak in the initial fault stage, which renders fault diagnosis more difficult. In this case, a sparse representation method based on the Majorzation-Minimization (MM) algorithm is proposed to enhance weak fault features and extract the features from strong background noise. However, the traditional MM algorithm suffers from two issues, which are the choice of sparse basis and complicated calculations. To address these challenges, a modified MM algorithm is proposed in which a sparse optimization objective function is designed firstly. Inspired by the Basis Pursuit (BP) model, the optimization function integrates an impulsive feature-preserving factor and a penalty function factor. Second, a modified Majorization iterative method is applied to address the convex optimization problem of the designed function. A series of sparse coefficients can be achieved through iterating, which only contain transient components. It is noteworthy that there is no need to select the sparse basis in the proposed iterative method because it is fixed as a unit matrix. Then the reconstruction step is omitted, which can significantly increase detection efficiency. Eventually, envelope analysis of the sparse coefficients is performed to extract weak fault features. Simulated and experimental signals including bearings and gearboxes are employed to validate the effectiveness of the proposed method. In addition, comparisons are made to prove that the proposed method outperforms the traditional MM algorithm in terms of detection results and efficiency. PMID:29597280

A Sparsity-Promoted Method Based on Majorization-Minimization for Weak Fault Feature Enhancement.

PubMed

Ren, Bangyue; Hao, Yansong; Wang, Huaqing; Song, Liuyang; Tang, Gang; Yuan, Hongfang

2018-03-28

Fault transient impulses induced by faulty components in rotating machinery usually contain substantial interference. Fault features are comparatively weak in the initial fault stage, which renders fault diagnosis more difficult. In this case, a sparse representation method based on the Majorzation-Minimization (MM) algorithm is proposed to enhance weak fault features and extract the features from strong background noise. However, the traditional MM algorithm suffers from two issues, which are the choice of sparse basis and complicated calculations. To address these challenges, a modified MM algorithm is proposed in which a sparse optimization objective function is designed firstly. Inspired by the Basis Pursuit (BP) model, the optimization function integrates an impulsive feature-preserving factor and a penalty function factor. Second, a modified Majorization iterative method is applied to address the convex optimization problem of the designed function. A series of sparse coefficients can be achieved through iterating, which only contain transient components. It is noteworthy that there is no need to select the sparse basis in the proposed iterative method because it is fixed as a unit matrix. Then the reconstruction step is omitted, which can significantly increase detection efficiency. Eventually, envelope analysis of the sparse coefficients is performed to extract weak fault features. Simulated and experimental signals including bearings and gearboxes are employed to validate the effectiveness of the proposed method. In addition, comparisons are made to prove that the proposed method outperforms the traditional MM algorithm in terms of detection results and efficiency.

Filtered-x generalized mixed norm (FXGMN) algorithm for active noise control

NASA Astrophysics Data System (ADS)

Song, Pucha; Zhao, Haiquan

2018-07-01

The standard adaptive filtering algorithm with a single error norm exhibits slow convergence rate and poor noise reduction performance under specific environments. To overcome this drawback, a filtered-x generalized mixed norm (FXGMN) algorithm for active noise control (ANC) system is proposed. The FXGMN algorithm is developed by using a convex mixture of lp and lq norms as the cost function that it can be viewed as a generalized version of the most existing adaptive filtering algorithms, and it will reduce to a specific algorithm by choosing certain parameters. Especially, it can be used to solve the ANC under Gaussian and non-Gaussian noise environments (including impulsive noise with symmetric α -stable (SαS) distribution). To further enhance the algorithm performance, namely convergence speed and noise reduction performance, a convex combination of the FXGMN algorithm (C-FXGMN) is presented. Moreover, the computational complexity of the proposed algorithms is analyzed, and a stability condition for the proposed algorithms is provided. Simulation results show that the proposed FXGMN and C-FXGMN algorithms can achieve better convergence speed and higher noise reduction as compared to other existing algorithms under various noise input conditions, and the C-FXGMN algorithm outperforms the FXGMN.

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

Optimal perturbations for nonlinear systems using graph-based optimal transport

NASA Astrophysics Data System (ADS)

Grover, Piyush; Elamvazhuthi, Karthik

2018-06-01

We formulate and solve a class of finite-time transport and mixing problems in the set-oriented framework. The aim is to obtain optimal discrete-time perturbations in nonlinear dynamical systems to transport a specified initial measure on the phase space to a final measure in finite time. The measure is propagated under system dynamics in between the perturbations via the associated transfer operator. Each perturbation is described by a deterministic map in the measure space that implements a version of Monge-Kantorovich optimal transport with quadratic cost. Hence, the optimal solution minimizes a sum of quadratic costs on phase space transport due to the perturbations applied at specified times. The action of the transport map is approximated by a continuous pseudo-time flow on a graph, resulting in a tractable convex optimization problem. This problem is solved via state-of-the-art solvers to global optimality. We apply this algorithm to a problem of transport between measures supported on two disjoint almost-invariant sets in a chaotic fluid system, and to a finite-time optimal mixing problem by choosing the final measure to be uniform. In both cases, the optimal perturbations are found to exploit the phase space structures, such as lobe dynamics, leading to efficient global transport. As the time-horizon of the problem is increased, the optimal perturbations become increasingly localized. Hence, by combining the transfer operator approach with ideas from the theory of optimal mass transportation, we obtain a discrete-time graph-based algorithm for optimal transport and mixing in nonlinear systems.

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.

Regularized Embedded Multiple Kernel Dimensionality Reduction for Mine Signal Processing.

PubMed

Li, Shuang; Liu, Bing; Zhang, Chen

2016-01-01

Traditional multiple kernel dimensionality reduction models are generally based on graph embedding and manifold assumption. But such assumption might be invalid for some high-dimensional or sparse data due to the curse of dimensionality, which has a negative influence on the performance of multiple kernel learning. In addition, some models might be ill-posed if the rank of matrices in their objective functions was not high enough. To address these issues, we extend the traditional graph embedding framework and propose a novel regularized embedded multiple kernel dimensionality reduction method. Different from the conventional convex relaxation technique, the proposed algorithm directly takes advantage of a binary search and an alternative optimization scheme to obtain optimal solutions efficiently. The experimental results demonstrate the effectiveness of the proposed method for supervised, unsupervised, and semisupervised scenarios.

Optimization with Fuzzy Data via Evolutionary Algorithms

NASA Astrophysics Data System (ADS)

Kosiński, Witold

2010-09-01

Order fuzzy numbers (OFN) that make possible to deal with fuzzy inputs quantitatively, exactly in the same way as with real numbers, have been recently defined by the author and his 2 coworkers. The set of OFN forms a normed space and is a partially ordered ring. The case when the numbers are presented in the form of step functions, with finite resolution, simplifies all operations and the representation of defuzzification functionals. A general optimization problem with fuzzy data is formulated. Its fitness function attains fuzzy values. Since the adjoint space to the space of OFN is finite dimensional, a convex combination of all linear defuzzification functionals may be used to introduce a total order and a real-valued fitness function. Genetic operations on individuals representing fuzzy data are defined.

Tomographic image reconstruction using the cell broadband engine (CBE) general purpose hardware

NASA Astrophysics Data System (ADS)

Knaup, Michael; Steckmann, Sven; Bockenbach, Olivier; Kachelrieß, Marc

2007-02-01

Tomographic image reconstruction, such as the reconstruction of CT projection values, of tomosynthesis data, PET or SPECT events, is computational very demanding. In filtered backprojection as well as in iterative reconstruction schemes, the most time-consuming steps are forward- and backprojection which are often limited by the memory bandwidth. Recently, a novel general purpose architecture optimized for distributed computing became available: the Cell Broadband Engine (CBE). Its eight synergistic processing elements (SPEs) currently allow for a theoretical performance of 192 GFlops (3 GHz, 8 units, 4 floats per vector, 2 instructions, multiply and add, per clock). To maximize image reconstruction speed we modified our parallel-beam and perspective backprojection algorithms which are highly optimized for standard PCs, and optimized the code for the CBE processor. 1-3 In addition, we implemented an optimized perspective forwardprojection on the CBE which allows us to perform statistical image reconstructions like the ordered subset convex (OSC) algorithm. 4 Performance was measured using simulated data with 512 projections per rotation and 5122 detector elements. The data were backprojected into an image of 512 3 voxels using our PC-based approaches and the new CBE- based algorithms. Both the PC and the CBE timings were scaled to a 3 GHz clock frequency. On the CBE, we obtain total reconstruction times of 4.04 s for the parallel backprojection, 13.6 s for the perspective backprojection and 192 s for a complete OSC reconstruction, consisting of one initial Feldkamp reconstruction, followed by 4 OSC iterations.

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.

Real-Time Control of an Ensemble of Heterogeneous Resources

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

Bernstein, Andrey; Bouman, Niek J.; Le Boudec, Jean-Yves

This paper focuses on the problem of controlling an ensemble of heterogeneous resources connected to an electrical grid at the same point of common coupling (PCC). The controller receives an aggregate power setpoint for the ensemble in real time and tracks this setpoint by issuing individual optimal setpoints to the resources. The resources can have continuous or discrete nature (e.g., heating systems consisting of a finite number of heaters that each can be either switched on or off) and/or can be highly uncertain (e.g., photovoltaic (PV) systems or residential loads). A naive approach would lead to a stochastic mixed-integer optimizationmore » problem to be solved at the controller at each time step, which might be infeasible in real time. Instead, we allow the controller to solve a continuous convex optimization problem and compensate for the errors at the resource level by using a variant of the well-known error diffusion algorithm. We give conditions guaranteeing that our algorithm tracks the power setpoint at the PCC on average while issuing optimal setpoints to individual resources. We illustrate the approach numerically by controlling a collection of batteries, PV systems, and discrete loads.« less

Computation of the target state and feedback controls for time optimal consensus in multi-agent systems

NASA Astrophysics Data System (ADS)

Mulla, Ameer K.; Patil, Deepak U.; Chakraborty, Debraj

2018-02-01

N identical agents with bounded inputs aim to reach a common target state (consensus) in the minimum possible time. Algorithms for computing this time-optimal consensus point, the control law to be used by each agent and the time taken for the consensus to occur, are proposed. Two types of multi-agent systems are considered, namely (1) coupled single-integrator agents on a plane and, (2) double-integrator agents on a line. At the initial time instant, each agent is assumed to have access to the state information of all the other agents. An algorithm, using convexity of attainable sets and Helly's theorem, is proposed, to compute the final consensus target state and the minimum time to achieve this consensus. Further, parts of the computation are parallelised amongst the agents such that each agent has to perform computations of O(N2) run time complexity. Finally, local feedback time-optimal control laws are synthesised to drive each agent to the target point in minimum time. During this part of the operation, the controller for each agent uses measurements of only its own states and does not need to communicate with any neighbouring agents.

Robust Rate Maximization for Heterogeneous Wireless Networks under Channel Uncertainties

PubMed Central

Xu, Yongjun; Hu, Yuan; Li, Guoquan

2018-01-01

Heterogeneous wireless networks are a promising technology in next generation wireless communication networks, which has been shown to efficiently reduce the blind area of mobile communication and improve network coverage compared with the traditional wireless communication networks. In this paper, a robust power allocation problem for a two-tier heterogeneous wireless networks is formulated based on orthogonal frequency-division multiplexing technology. Under the consideration of imperfect channel state information (CSI), the robust sum-rate maximization problem is built while avoiding sever cross-tier interference to macrocell user and maintaining the minimum rate requirement of each femtocell user. To be practical, both of channel estimation errors from the femtocells to the macrocell and link uncertainties of each femtocell user are simultaneously considered in terms of outage probabilities of users. The optimization problem is analyzed under no CSI feedback with some cumulative distribution function and partial CSI with Gaussian distribution of channel estimation error. The robust optimization problem is converted into the convex optimization problem which is solved by using Lagrange dual theory and subgradient algorithm. Simulation results demonstrate the effectiveness of the proposed algorithm by the impact of channel uncertainties on the system performance. PMID:29466315

A Simple Label Switching Algorithm for Semisupervised Structural SVMs.

PubMed

Balamurugan, P; Shevade, Shirish; Sundararajan, S

2015-10-01

In structured output learning, obtaining labeled data for real-world applications is usually costly, while unlabeled examples are available in abundance. Semisupervised structured classification deals with a small number of labeled examples and a large number of unlabeled structured data. In this work, we consider semisupervised structural support vector machines with domain constraints. The optimization problem, which in general is not convex, contains the loss terms associated with the labeled and unlabeled examples, along with the domain constraints. We propose a simple optimization approach that alternates between solving a supervised learning problem and a constraint matching problem. Solving the constraint matching problem is difficult for structured prediction, and we propose an efficient and effective label switching method to solve it. The alternating optimization is carried out within a deterministic annealing framework, which helps in effective constraint matching and avoiding poor local minima, which are not very useful. The algorithm is simple and easy to implement. Further, it is suitable for any structured output learning problem where exact inference is available. Experiments on benchmark sequence labeling data sets and a natural language parsing data set show that the proposed approach, though simple, achieves comparable generalization performance.

Accelerated Microstructure Imaging via Convex Optimization (AMICO) from diffusion MRI data.

PubMed

Daducci, Alessandro; Canales-Rodríguez, Erick J; Zhang, Hui; Dyrby, Tim B; Alexander, Daniel C; Thiran, Jean-Philippe

2015-01-15

Microstructure imaging from diffusion magnetic resonance (MR) data represents an invaluable tool to study non-invasively the morphology of tissues and to provide a biological insight into their microstructural organization. In recent years, a variety of biophysical models have been proposed to associate particular patterns observed in the measured signal with specific microstructural properties of the neuronal tissue, such as axon diameter and fiber density. Despite very appealing results showing that the estimated microstructure indices agree very well with histological examinations, existing techniques require computationally very expensive non-linear procedures to fit the models to the data which, in practice, demand the use of powerful computer clusters for large-scale applications. In this work, we present a general framework for Accelerated Microstructure Imaging via Convex Optimization (AMICO) and show how to re-formulate this class of techniques as convenient linear systems which, then, can be efficiently solved using very fast algorithms. We demonstrate this linearization of the fitting problem for two specific models, i.e. ActiveAx and NODDI, providing a very attractive alternative for parameter estimation in those techniques; however, the AMICO framework is general and flexible enough to work also for the wider space of microstructure imaging methods. Results demonstrate that AMICO represents an effective means to accelerate the fit of existing techniques drastically (up to four orders of magnitude faster) while preserving accuracy and precision in the estimated model parameters (correlation above 0.9). We believe that the availability of such ultrafast algorithms will help to accelerate the spread of microstructure imaging to larger cohorts of patients and to study a wider spectrum of neurological disorders. Copyright © 2014 The Authors. Published by Elsevier Inc. All rights reserved.

Lateral Penumbra Modelling Based Leaf End Shape Optimization for Multileaf Collimator in Radiotherapy

PubMed Central

Zhou, Dong; Zhang, Hui; Ye, Peiqing

2016-01-01

Lateral penumbra of multileaf collimator plays an important role in radiotherapy treatment planning. Growing evidence has revealed that, for a single-focused multileaf collimator, lateral penumbra width is leaf position dependent and largely attributed to the leaf end shape. In our study, an analytical method for leaf end induced lateral penumbra modelling is formulated using Tangent Secant Theory. Compared with Monte Carlo simulation and ray tracing algorithm, our model serves well the purpose of cost-efficient penumbra evaluation. Leaf ends represented in parametric forms of circular arc, elliptical arc, Bézier curve, and B-spline are implemented. With biobjective function of penumbra mean and variance introduced, genetic algorithm is carried out for approximating the Pareto frontier. Results show that for circular arc leaf end objective function is convex and convergence to optimal solution is guaranteed using gradient based iterative method. It is found that optimal leaf end in the shape of Bézier curve achieves minimal standard deviation, while using B-spline minimum of penumbra mean is obtained. For treatment modalities in clinical application, optimized leaf ends are in close agreement with actual shapes. Taken together, the method that we propose can provide insight into leaf end shape design of multileaf collimator. PMID:27110274

Image interpolation via regularized local linear regression.

PubMed

Liu, Xianming; Zhao, Debin; Xiong, Ruiqin; Ma, Siwei; Gao, Wen; Sun, Huifang

2011-12-01

The linear regression model is a very attractive tool to design effective image interpolation schemes. Some regression-based image interpolation algorithms have been proposed in the literature, in which the objective functions are optimized by ordinary least squares (OLS). However, it is shown that interpolation with OLS may have some undesirable properties from a robustness point of view: even small amounts of outliers can dramatically affect the estimates. To address these issues, in this paper we propose a novel image interpolation algorithm based on regularized local linear regression (RLLR). Starting with the linear regression model where we replace the OLS error norm with the moving least squares (MLS) error norm leads to a robust estimator of local image structure. To keep the solution stable and avoid overfitting, we incorporate the l(2)-norm as the estimator complexity penalty. Moreover, motivated by recent progress on manifold-based semi-supervised learning, we explicitly consider the intrinsic manifold structure by making use of both measured and unmeasured data points. Specifically, our framework incorporates the geometric structure of the marginal probability distribution induced by unmeasured samples as an additional local smoothness preserving constraint. The optimal model parameters can be obtained with a closed-form solution by solving a convex optimization problem. Experimental results on benchmark test images demonstrate that the proposed method achieves very competitive performance with the state-of-the-art interpolation algorithms, especially in image edge structure preservation. © 2011 IEEE

Efficient algorithm for locating and sizing series compensation devices in large power transmission grids: I. Model implementation

NASA Astrophysics Data System (ADS)

Frolov, Vladimir; Backhaus, Scott; Chertkov, Misha

2014-10-01

We explore optimization methods for planning the placement, sizing and operations of flexible alternating current transmission system (FACTS) devices installed to relieve transmission grid congestion. We limit our selection of FACTS devices to series compensation (SC) devices that can be represented by modification of the inductance of transmission lines. Our master optimization problem minimizes the l1 norm of the inductance modification subject to the usual line thermal-limit constraints. We develop heuristics that reduce this non-convex optimization to a succession of linear programs (LP) that are accelerated further using cutting plane methods. The algorithm solves an instance of the MatPower Polish Grid model (3299 lines and 2746 nodes) in 40 seconds per iteration on a standard laptop—a speed that allows the sizing and placement of a family of SC devices to correct a large set of anticipated congestions. We observe that our algorithm finds feasible solutions that are always sparse, i.e., SC devices are placed on only a few lines. In a companion manuscript, we demonstrate our approach on realistically sized networks that suffer congestion from a range of causes, including generator retirement. In this manuscript, we focus on the development of our approach, investigate its structure on a small test system subject to congestion from uniform load growth, and demonstrate computational efficiency on a realistically sized network.

Efficient algorithm for locating and sizing series compensation devices in large power transmission grids: I. Model implementation

DOE PAGES

Frolov, Vladimir; Backhaus, Scott; Chertkov, Misha

2014-10-24

We explore optimization methods for planning the placement, sizing and operations of Flexible Alternating Current Transmission System (FACTS) devices installed to relieve transmission grid congestion. We limit our selection of FACTS devices to Series Compensation (SC) devices that can be represented by modification of the inductance of transmission lines. Our master optimization problem minimizes the l 1 norm of the inductance modification subject to the usual line thermal-limit constraints. We develop heuristics that reduce this non-convex optimization to a succession of Linear Programs (LP) which are accelerated further using cutting plane methods. The algorithm solves an instance of the MatPowermore » Polish Grid model (3299 lines and 2746 nodes) in 40 seconds per iteration on a standard laptop—a speed up that allows the sizing and placement of a family of SC devices to correct a large set of anticipated congestions. We observe that our algorithm finds feasible solutions that are always sparse, i.e., SC devices are placed on only a few lines. In a companion manuscript, we demonstrate our approach on realistically-sized networks that suffer congestion from a range of causes including generator retirement. In this manuscript, we focus on the development of our approach, investigate its structure on a small test system subject to congestion from uniform load growth, and demonstrate computational efficiency on a realistically-sized network.« less

Applied Distributed Model Predictive Control for Energy Efficient Buildings and Ramp Metering

NASA Astrophysics Data System (ADS)

Koehler, Sarah Muraoka

Industrial large-scale control problems present an interesting algorithmic design challenge. A number of controllers must cooperate in real-time on a network of embedded hardware with limited computing power in order to maximize system efficiency while respecting constraints and despite communication delays. Model predictive control (MPC) can automatically synthesize a centralized controller which optimizes an objective function subject to a system model, constraints, and predictions of disturbance. Unfortunately, the computations required by model predictive controllers for large-scale systems often limit its industrial implementation only to medium-scale slow processes. Distributed model predictive control (DMPC) enters the picture as a way to decentralize a large-scale model predictive control problem. The main idea of DMPC is to split the computations required by the MPC problem amongst distributed processors that can compute in parallel and communicate iteratively to find a solution. Some popularly proposed solutions are distributed optimization algorithms such as dual decomposition and the alternating direction method of multipliers (ADMM). However, these algorithms ignore two practical challenges: substantial communication delays present in control systems and also problem non-convexity. This thesis presents two novel and practically effective DMPC algorithms. The first DMPC algorithm is based on a primal-dual active-set method which achieves fast convergence, making it suitable for large-scale control applications which have a large communication delay across its communication network. In particular, this algorithm is suited for MPC problems with a quadratic cost, linear dynamics, forecasted demand, and box constraints. We measure the performance of this algorithm and show that it significantly outperforms both dual decomposition and ADMM in the presence of communication delay. The second DMPC algorithm is based on an inexact interior point method which is suited for nonlinear optimization problems. The parallel computation of the algorithm exploits iterative linear algebra methods for the main linear algebra computations in the algorithm. We show that the splitting of the algorithm is flexible and can thus be applied to various distributed platform configurations. The two proposed algorithms are applied to two main energy and transportation control problems. The first application is energy efficient building control. Buildings represent 40% of energy consumption in the United States. Thus, it is significant to improve the energy efficiency of buildings. The goal is to minimize energy consumption subject to the physics of the building (e.g. heat transfer laws), the constraints of the actuators as well as the desired operating constraints (thermal comfort of the occupants), and heat load on the system. In this thesis, we describe the control systems of forced air building systems in practice. We discuss the "Trim and Respond" algorithm which is a distributed control algorithm that is used in practice, and show that it performs similarly to a one-step explicit DMPC algorithm. Then, we apply the novel distributed primal-dual active-set method and provide extensive numerical results for the building MPC problem. The second main application is the control of ramp metering signals to optimize traffic flow through a freeway system. This application is particularly important since urban congestion has more than doubled in the past few decades. The ramp metering problem is to maximize freeway throughput subject to freeway dynamics (derived from mass conservation), actuation constraints, freeway capacity constraints, and predicted traffic demand. In this thesis, we develop a hybrid model predictive controller for ramp metering that is guaranteed to be persistently feasible and stable. This contrasts to previous work on MPC for ramp metering where such guarantees are absent. We apply a smoothing method to the hybrid model predictive controller and apply the inexact interior point method to this nonlinear non-convex ramp metering problem.

Convexity of Energy-Like Functions: Theoretical Results and Applications to Power System Operations

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

Dvijotham, Krishnamurthy; Low, Steven; Chertkov, Michael

2015-01-12

Power systems are undergoing unprecedented transformations with increased adoption of renewables and distributed generation, as well as the adoption of demand response programs. All of these changes, while making the grid more responsive and potentially more efficient, pose significant challenges for power systems operators. Conventional operational paradigms are no longer sufficient as the power system may no longer have big dispatchable generators with sufficient positive and negative reserves. This increases the need for tools and algorithms that can efficiently predict safe regions of operation of the power system. In this paper, we study energy functions as a tool to designmore » algorithms for various operational problems in power systems. These have a long history in power systems and have been primarily applied to transient stability problems. In this paper, we take a new look at power systems, focusing on an aspect that has previously received little attention: Convexity. We characterize the domain of voltage magnitudes and phases within which the energy function is convex in these variables. We show that this corresponds naturally with standard operational constraints imposed in power systems. We show that power of equations can be solved using this approach, as long as the solution lies within the convexity domain. We outline various desirable properties of solutions in the convexity domain and present simple numerical illustrations supporting our results.« less

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.

Sampling-Based Motion Planning Algorithms for Replanning and Spatial Load Balancing

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

Boardman, Beth Leigh

The common theme of this dissertation is sampling-based motion planning with the two key contributions being in the area of replanning and spatial load balancing for robotic systems. Here, we begin by recalling two sampling-based motion planners: the asymptotically optimal rapidly-exploring random tree (RRT*), and the asymptotically optimal probabilistic roadmap (PRM*). We also provide a brief background on collision cones and the Distributed Reactive Collision Avoidance (DRCA) algorithm. The next four chapters detail novel contributions for motion replanning in environments with unexpected static obstacles, for multi-agent collision avoidance, and spatial load balancing. First, we show improved performance of the RRT*more » when using the proposed Grandparent-Connection (GP) or Focused-Refinement (FR) algorithms. Next, the Goal Tree algorithm for replanning with unexpected static obstacles is detailed and proven to be asymptotically optimal. A multi-agent collision avoidance problem in obstacle environments is approached via the RRT*, leading to the novel Sampling-Based Collision Avoidance (SBCA) algorithm. The SBCA algorithm is proven to guarantee collision free trajectories for all of the agents, even when subject to uncertainties in the knowledge of the other agents’ positions and velocities. Given that a solution exists, we prove that livelocks and deadlock will lead to the cost to the goal being decreased. We introduce a new deconfliction maneuver that decreases the cost-to-come at each step. This new maneuver removes the possibility of livelocks and allows a result to be formed that proves convergence to the goal configurations. Finally, we present a limited range Graph-based Spatial Load Balancing (GSLB) algorithm which fairly divides a non-convex space among multiple agents that are subject to differential constraints and have a limited travel distance. The GSLB is proven to converge to a solution when maximizing the area covered by the agents. The analysis for each of the above mentioned algorithms is confirmed in simulations.« less

Some Tours Are More Equal than Others: The Convex-Hull Model Revisited with Lessons for Testing Models of the Traveling Salesperson Problem

ERIC Educational Resources Information Center

Tak, Susanne; Plaisier, Marco; van Rooij, Iris

2008-01-01

To explain human performance on the "Traveling Salesperson" problem (TSP), MacGregor, Ormerod, and Chronicle (2000) proposed that humans construct solutions according to the steps described by their convex-hull algorithm. Focusing on tour length as the dependent variable, and using only random or semirandom point sets, the authors…

Fast online deconvolution of calcium imaging data

PubMed Central

Zhou, Pengcheng; Paninski, Liam

2017-01-01

Fluorescent calcium indicators are a popular means for observing the spiking activity of large neuronal populations, but extracting the activity of each neuron from raw fluorescence calcium imaging data is a nontrivial problem. We present a fast online active set method to solve this sparse non-negative deconvolution problem. Importantly, the algorithm 3progresses through each time series sequentially from beginning to end, thus enabling real-time online estimation of neural activity during the imaging session. Our algorithm is a generalization of the pool adjacent violators algorithm (PAVA) for isotonic regression and inherits its linear-time computational complexity. We gain remarkable increases in processing speed: more than one order of magnitude compared to currently employed state of the art convex solvers relying on interior point methods. Unlike these approaches, our method can exploit warm starts; therefore optimizing model hyperparameters only requires a handful of passes through the data. A minor modification can further improve the quality of activity inference by imposing a constraint on the minimum spike size. The algorithm enables real-time simultaneous deconvolution of O(105) traces of whole-brain larval zebrafish imaging data on a laptop. PMID:28291787

Data Reduction Algorithm Using Nonnegative Matrix Factorization with Nonlinear Constraints

NASA Astrophysics Data System (ADS)

Sembiring, Pasukat

2017-12-01

Processing ofdata with very large dimensions has been a hot topic in recent decades. Various techniques have been proposed in order to execute the desired information or structure. Non- Negative Matrix Factorization (NMF) based on non-negatives data has become one of the popular methods for shrinking dimensions. The main strength of this method is non-negative object, the object model by a combination of some basic non-negative parts, so as to provide a physical interpretation of the object construction. The NMF is a dimension reduction method thathasbeen used widely for numerous applications including computer vision,text mining, pattern recognitions,and bioinformatics. Mathematical formulation for NMF did not appear as a convex optimization problem and various types of algorithms have been proposed to solve the problem. The Framework of Alternative Nonnegative Least Square(ANLS) are the coordinates of the block formulation approaches that have been proven reliable theoretically and empirically efficient. This paper proposes a new algorithm to solve NMF problem based on the framework of ANLS.This algorithm inherits the convergenceproperty of the ANLS framework to nonlinear constraints NMF formulations.

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.

Applying Workspace Limitations in a Velocity-Controlled Robotic Mechanism

NASA Technical Reports Server (NTRS)

Abdallah, Muhammad E. (Inventor); Hargrave, Brian (Inventor); Platt, Robert J., Jr. (Inventor)

2014-01-01

A robotic system includes a robotic mechanism responsive to velocity control signals, and a permissible workspace defined by a convex-polygon boundary. A host machine determines a position of a reference point on the mechanism with respect to the boundary, and includes an algorithm for enforcing the boundary by automatically shaping the velocity control signals as a function of the position, thereby providing smooth and unperturbed operation of the mechanism along the edges and corners of the boundary. The algorithm is suited for application with higher speeds and/or external forces. A host machine includes an algorithm for enforcing the boundary by shaping the velocity control signals as a function of the reference point position, and a hardware module for executing the algorithm. A method for enforcing the convex-polygon boundary is also provided that shapes a velocity control signal via a host machine as a function of the reference point position.

LP and NLP decomposition without a master problem

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

Fuller, D.; Lan, B.

We describe a new algorithm for decomposition of linear programs and a class of convex nonlinear programs, together with theoretical properties and some test results. Its most striking feature is the absence of a master problem; the subproblems pass primal and dual proposals directly to one another. The algorithm is defined for multi-stage LPs or NLPs, in which the constraints link the current stage`s variables to earlier stages` variables. This problem class is general enough to include many problem structures that do not immediately suggest stages, such as block diagonal problems. The basic algorithmis derived for two-stage problems and extendedmore » to more than two stages through nested decomposition. The main theoretical result assures convergence, to within any preset tolerance of the optimal value, in a finite number of iterations. This asymptotic convergence result contrasts with the results of limited tests on LPs, in which the optimal solution is apparently found exactly, i.e., to machine accuracy, in a small number of iterations. The tests further suggest that for LPs, the new algorithm is faster than the simplex method applied to the whole problem, as long as the stages are linked loosely; that the speedup over the simpex method improves as the number of stages increases; and that the algorithm is more reliable than nested Dantzig-Wolfe or Benders` methods in its improvement over the simplex method.« less

Distributed Nash Equilibrium Seeking for Generalized Convex Games with Shared Constraints

NASA Astrophysics Data System (ADS)

Sun, Chao; Hu, Guoqiang

2018-05-01

In this paper, we deal with the problem of finding a Nash equilibrium for a generalized convex game. Each player is associated with a convex cost function and multiple shared constraints. Supposing that each player can exchange information with its neighbors via a connected undirected graph, the objective of this paper is to design a Nash equilibrium seeking law such that each agent minimizes its objective function in a distributed way. Consensus and singular perturbation theories are used to prove the stability of the system. A numerical example is given to show the effectiveness of the proposed algorithms.

Estimating the size of the solution space of metabolic networks

PubMed Central

Braunstein, Alfredo; Mulet, Roberto; Pagnani, Andrea

2008-01-01

Background Cellular metabolism is one of the most investigated system of biological interactions. While the topological nature of individual reactions and pathways in the network is quite well understood there is still a lack of comprehension regarding the global functional behavior of the system. In the last few years flux-balance analysis (FBA) has been the most successful and widely used technique for studying metabolism at system level. This method strongly relies on the hypothesis that the organism maximizes an objective function. However only under very specific biological conditions (e.g. maximization of biomass for E. coli in reach nutrient medium) the cell seems to obey such optimization law. A more refined analysis not assuming extremization remains an elusive task for large metabolic systems due to algorithmic limitations. Results In this work we propose a novel algorithmic strategy that provides an efficient characterization of the whole set of stable fluxes compatible with the metabolic constraints. Using a technique derived from the fields of statistical physics and information theory we designed a message-passing algorithm to estimate the size of the affine space containing all possible steady-state flux distributions of metabolic networks. The algorithm, based on the well known Bethe approximation, can be used to approximately compute the volume of a non full-dimensional convex polytope in high dimensions. We first compare the accuracy of the predictions with an exact algorithm on small random metabolic networks. We also verify that the predictions of the algorithm match closely those of Monte Carlo based methods in the case of the Red Blood Cell metabolic network. Then we test the effect of gene knock-outs on the size of the solution space in the case of E. coli central metabolism. Finally we analyze the statistical properties of the average fluxes of the reactions in the E. coli metabolic network. Conclusion We propose a novel efficient distributed algorithmic strategy to estimate the size and shape of the affine space of a non full-dimensional convex polytope in high dimensions. The method is shown to obtain, quantitatively and qualitatively compatible results with the ones of standard algorithms (where this comparison is possible) being still efficient on the analysis of large biological systems, where exact deterministic methods experience an explosion in algorithmic time. The algorithm we propose can be considered as an alternative to Monte Carlo sampling methods. PMID:18489757

Collision detection for spacecraft proximity operations

NASA Technical Reports Server (NTRS)

Vaughan, Robin M.; Bergmann, Edward V.; Walker, Bruce K.

1991-01-01

A new collision detection algorithm has been developed for use when two spacecraft are operating in the same vicinity. The two spacecraft are modeled as unions of convex polyhedra, where the resulting polyhedron many be either convex or nonconvex. The relative motion of the two spacecraft is assumed to be such that one vehicle is moving with constant linear and angular velocity with respect to the other. Contacts between the vertices, faces, and edges of the polyhedra representing the two spacecraft are shown to occur when the value of one or more of a set of functions is zero. The collision detection algorithm is then formulated as a search for the zeros (roots) of these functions. Special properties of the functions for the assumed relative trajectory are exploited to expedite the zero search. The new algorithm is the first algorithm that can solve the collision detection problem exactly for relative motion with constant angular velocity. This is a significant improvement over models of rotational motion used in previous collision detection algorithms.

Poster — Thur Eve — 69: Computational Study of DVH-guided Cancer Treatment Planning Optimization Methods

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

Ghomi, Pooyan Shirvani; Zinchenko, Yuriy

2014-08-15

Purpose: To compare methods to incorporate the Dose Volume Histogram (DVH) curves into the treatment planning optimization. Method: The performance of three methods, namely, the conventional Mixed Integer Programming (MIP) model, a convex moment-based constrained optimization approach, and an unconstrained convex moment-based penalty approach, is compared using anonymized data of a prostate cancer patient. Three plans we generated using the corresponding optimization models. Four Organs at Risk (OARs) and one Tumor were involved in the treatment planning. The OARs and Tumor were discretized into total of 50,221 voxels. The number of beamlets was 943. We used commercially available optimization softwaremore » Gurobi and Matlab to solve the models. Plan comparison was done by recording the model runtime followed by visual inspection of the resulting dose volume histograms. Conclusion: We demonstrate the effectiveness of the moment-based approaches to replicate the set of prescribed DVH curves. The unconstrained convex moment-based penalty approach is concluded to have the greatest potential to reduce the computational effort and holds a promise of substantial computational speed up.« less

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.

Path planning and parameter optimization of uniform removal in active feed polishing

NASA Astrophysics Data System (ADS)

Liu, Jian; Wang, Shaozhi; Zhang, Chunlei; Zhang, Linghua; Chen, Huanan

2015-06-01

A high-quality ultrasmooth surface is demanded in short-wave optical systems. However, the existing polishing methods have difficulties meeting the requirement on spherical or aspheric surfaces. As a new kind of small tool polishing method, active feed polishing (AFP) could attain a surface roughness of less than 0.3 nm (RMS) on spherical elements, although AFP may magnify the residual figure error or mid-frequency error. The purpose of this work is to propose an effective algorithm to realize uniform removal of the surface in the processing. At first, the principle of the AFP and the mechanism of the polishing machine are introduced. In order to maintain the processed figure error, a variable pitch spiral path planning algorithm and the dwell time-solving model are proposed. For suppressing the possible mid-frequency error, the uniformity of the synthesis tool path, which is generated by an arbitrary point at the polishing tool bottom, is analyzed and evaluated, and the angular velocity ratio of the tool spinning motion to the revolution motion is optimized. Finally, an experiment is conducted on a convex spherical surface and an ultrasmooth surface is finally acquired. In conclusion, a high-quality ultrasmooth surface can be successfully obtained with little degradation of the figure and mid-frequency errors by the algorithm.

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.

Energy Efficiency Optimization in Relay-Assisted MIMO Systems With Perfect and Statistical CSI

NASA Astrophysics Data System (ADS)

Zappone, Alessio; Cao, Pan; Jorswieck, Eduard A.

2014-01-01

A framework for energy-efficient resource allocation in a single-user, amplify-and-forward relay-assisted MIMO system is devised in this paper. Previous results in this area have focused on rate maximization or sum power minimization problems, whereas fewer results are available when bits/Joule energy efficiency (EE) optimization is the goal. The performance metric to optimize is the ratio between the system's achievable rate and the total consumed power. The optimization is carried out with respect to the source and relay precoding matrices, subject to QoS and power constraints. Such a challenging non-convex problem is tackled by means of fractional programming and and alternating maximization algorithms, for various CSI assumptions at the source and relay. In particular the scenarios of perfect CSI and those of statistical CSI for either the source-relay or the relay-destination channel are addressed. Moreover, sufficient conditions for beamforming optimality are derived, which is useful in simplifying the system design. Numerical results are provided to corroborate the validity of the theoretical findings.

An Interactive Image Segmentation Method in Hand Gesture Recognition

PubMed Central

Chen, Disi; Li, Gongfa; Sun, Ying; Kong, Jianyi; Jiang, Guozhang; Tang, Heng; Ju, Zhaojie; Yu, Hui; Liu, Honghai

2017-01-01

In order to improve the recognition rate of hand gestures a new interactive image segmentation method for hand gesture recognition is presented, and popular methods, e.g., Graph cut, Random walker, Interactive image segmentation using geodesic star convexity, are studied in this article. The Gaussian Mixture Model was employed for image modelling and the iteration of Expectation Maximum algorithm learns the parameters of Gaussian Mixture Model. We apply a Gibbs random field to the image segmentation and minimize the Gibbs Energy using Min-cut theorem to find the optimal segmentation. The segmentation result of our method is tested on an image dataset and compared with other methods by estimating the region accuracy and boundary accuracy. Finally five kinds of hand gestures in different backgrounds are tested on our experimental platform, and the sparse representation algorithm is used, proving that the segmentation of hand gesture images helps to improve the recognition accuracy. PMID:28134818

Convergence of the Graph Allen-Cahn Scheme

NASA Astrophysics Data System (ADS)

Luo, Xiyang; Bertozzi, Andrea L.

2017-05-01

The graph Laplacian and the graph cut problem are closely related to Markov random fields, and have many applications in clustering and image segmentation. The diffuse interface model is widely used for modeling in material science, and can also be used as a proxy to total variation minimization. In Bertozzi and Flenner (Multiscale Model Simul 10(3):1090-1118, 2012), an algorithm was developed to generalize the diffuse interface model to graphs to solve the graph cut problem. This work analyzes the conditions for the graph diffuse interface algorithm to converge. Using techniques from numerical PDE and convex optimization, monotonicity in function value and convergence under an a posteriori condition are shown for a class of schemes under a graph-independent stepsize condition. We also generalize our results to incorporate spectral truncation, a common technique used to save computation cost, and also to the case of multiclass classification. Various numerical experiments are done to compare theoretical results with practical performance.

Mixture Model and MDSDCA for Textual Data

NASA Astrophysics Data System (ADS)

Allouti, Faryel; Nadif, Mohamed; Hoai An, Le Thi; Otjacques, Benoît

E-mailing has become an essential component of cooperation in business. Consequently, the large number of messages manually produced or automatically generated can rapidly cause information overflow for users. Many research projects have examined this issue but surprisingly few have tackled the problem of the files attached to e-mails that, in many cases, contain a substantial part of the semantics of the message. This paper considers this specific topic and focuses on the problem of clustering and visualization of attached files. Relying on the multinomial mixture model, we used the Classification EM algorithm (CEM) to cluster the set of files, and MDSDCA to visualize the obtained classes of documents. Like the Multidimensional Scaling method, the aim of the MDSDCA algorithm based on the Difference of Convex functions is to optimize the stress criterion. As MDSDCA is iterative, we propose an initialization approach to avoid starting with random values. Experiments are investigated using simulations and textual data.

Ultrafast treatment plan optimization for volumetric modulated arc therapy (VMAT)

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

Men Chunhua; Romeijn, H. Edwin; Jia Xun

2010-11-15

Purpose: To develop a novel aperture-based algorithm for volumetric modulated arc therapy (VMAT) treatment plan optimization with high quality and high efficiency. Methods: The VMAT optimization problem is formulated as a large-scale convex programming problem solved by a column generation approach. The authors consider a cost function consisting two terms, the first enforcing a desired dose distribution and the second guaranteeing a smooth dose rate variation between successive gantry angles. A gantry rotation is discretized into 180 beam angles and for each beam angle, only one MLC aperture is allowed. The apertures are generated one by one in a sequentialmore » way. At each iteration of the column generation method, a deliverable MLC aperture is generated for one of the unoccupied beam angles by solving a subproblem with the consideration of MLC mechanic constraints. A subsequent master problem is then solved to determine the dose rate at all currently generated apertures by minimizing the cost function. When all 180 beam angles are occupied, the optimization completes, yielding a set of deliverable apertures and associated dose rates that produce a high quality plan. Results: The algorithm was preliminarily tested on five prostate and five head-and-neck clinical cases, each with one full gantry rotation without any couch/collimator rotations. High quality VMAT plans have been generated for all ten cases with extremely high efficiency. It takes only 5-8 min on CPU (MATLAB code on an Intel Xeon 2.27 GHz CPU) and 18-31 s on GPU (CUDA code on an NVIDIA Tesla C1060 GPU card) to generate such plans. Conclusions: The authors have developed an aperture-based VMAT optimization algorithm which can generate clinically deliverable high quality treatment plans at very high efficiency.« less

Ultrafast treatment plan optimization for volumetric modulated arc therapy (VMAT).

PubMed

Men, Chunhua; Romeijn, H Edwin; Jia, Xun; Jiang, Steve B

2010-11-01

To develop a novel aperture-based algorithm for volumetric modulated are therapy (VMAT) treatment plan optimization with high quality and high efficiency. The VMAT optimization problem is formulated as a large-scale convex programming problem solved by a column generation approach. The authors consider a cost function consisting two terms, the first enforcing a desired dose distribution and the second guaranteeing a smooth dose rate variation between successive gantry angles. A gantry rotation is discretized into 180 beam angles and for each beam angle, only one MLC aperture is allowed. The apertures are generated one by one in a sequential way. At each iteration of the column generation method, a deliverable MLC aperture is generated for one of the unoccupied beam angles by solving a subproblem with the consideration of MLC mechanic constraints. A subsequent master problem is then solved to determine the dose rate at all currently generated apertures by minimizing the cost function. When all 180 beam angles are occupied, the optimization completes, yielding a set of deliverable apertures and associated dose rates that produce a high quality plan. The algorithm was preliminarily tested on five prostate and five head-and-neck clinical cases, each with one full gantry rotation without any couch/collimator rotations. High quality VMAT plans have been generated for all ten cases with extremely high efficiency. It takes only 5-8 min on CPU (MATLAB code on an Intel Xeon 2.27 GHz CPU) and 18-31 s on GPU (CUDA code on an NVIDIA Tesla C1060 GPU card) to generate such plans. The authors have developed an aperture-based VMAT optimization algorithm which can generate clinically deliverable high quality treatment plans at very high efficiency.

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

Efficient computation of optimal actions.

PubMed

Todorov, Emanuel

2009-07-14

Optimal choice of actions is a fundamental problem relevant to fields as diverse as neuroscience, psychology, economics, computer science, and control engineering. Despite this broad relevance the abstract setting is similar: we have an agent choosing actions over time, an uncertain dynamical system whose state is affected by those actions, and a performance criterion that the agent seeks to optimize. Solving problems of this kind remains hard, in part, because of overly generic formulations. Here, we propose a more structured formulation that greatly simplifies the construction of optimal control laws in both discrete and continuous domains. An exhaustive search over actions is avoided and the problem becomes linear. This yields algorithms that outperform Dynamic Programming and Reinforcement Learning, and thereby solve traditional problems more efficiently. Our framework also enables computations that were not possible before: composing optimal control laws by mixing primitives, applying deterministic methods to stochastic systems, quantifying the benefits of error tolerance, and inferring goals from behavioral data via convex optimization. Development of a general class of easily solvable problems tends to accelerate progress--as linear systems theory has done, for example. Our framework may have similar impact in fields where optimal choice of actions is relevant.

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

Reducing the duality gap in partially convex programming

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

Correa, R.

1994-12-31

We consider the non-linear minimization program {alpha} = min{sub z{element_of}D, x{element_of}C}{l_brace}f{sub 0}(z, x) : f{sub i}(z, x) {<=} 0, i {element_of} {l_brace}1, ..., m{r_brace}{r_brace} where f{sub i}(z, {center_dot}) are convex functions, C is convex and D is compact. Following Ben-Tal, Eiger and Gershowitz we prove the existence of a partial dual program whose optimum is arbitrarily close to {alpha}. The idea, corresponds to the branching principle in Branch and Bound methods. We describe such a kind of algorithm for obtaining the desired partial dual.

Two generalizations of Kohonen clustering

NASA Technical Reports Server (NTRS)

Bezdek, James C.; Pal, Nikhil R.; Tsao, Eric C. K.

1993-01-01

The relationship between the sequential hard c-means (SHCM), learning vector quantization (LVQ), and fuzzy c-means (FCM) clustering algorithms is discussed. LVQ and SHCM suffer from several major problems. For example, they depend heavily on initialization. If the initial values of the cluster centers are outside the convex hull of the input data, such algorithms, even if they terminate, may not produce meaningful results in terms of prototypes for cluster representation. This is due in part to the fact that they update only the winning prototype for every input vector. The impact and interaction of these two families with Kohonen's self-organizing feature mapping (SOFM), which is not a clustering method, but which often leads ideas to clustering algorithms is discussed. Then two generalizations of LVQ that are explicitly designed as clustering algorithms are presented; these algorithms are referred to as generalized LVQ = GLVQ; and fuzzy LVQ = FLVQ. Learning rules are derived to optimize an objective function whose goal is to produce 'good clusters'. GLVQ/FLVQ (may) update every node in the clustering net for each input vector. Neither GLVQ nor FLVQ depends upon a choice for the update neighborhood or learning rate distribution - these are taken care of automatically. Segmentation of a gray tone image is used as a typical application of these algorithms to illustrate the performance of GLVQ/FLVQ.

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.

DQM: Decentralized Quadratically Approximated Alternating Direction Method of Multipliers

NASA Astrophysics Data System (ADS)

Mokhtari, Aryan; Shi, Wei; Ling, Qing; Ribeiro, Alejandro

2016-10-01

This paper considers decentralized consensus optimization problems where nodes of a network have access to different summands of a global objective function. Nodes cooperate to minimize the global objective by exchanging information with neighbors only. A decentralized version of the alternating directions method of multipliers (DADMM) is a common method for solving this category of problems. DADMM exhibits linear convergence rate to the optimal objective but its implementation requires solving a convex optimization problem at each iteration. This can be computationally costly and may result in large overall convergence times. The decentralized quadratically approximated ADMM algorithm (DQM), which minimizes a quadratic approximation of the objective function that DADMM minimizes at each iteration, is proposed here. The consequent reduction in computational time is shown to have minimal effect on convergence properties. Convergence still proceeds at a linear rate with a guaranteed constant that is asymptotically equivalent to the DADMM linear convergence rate constant. Numerical results demonstrate advantages of DQM relative to DADMM and other alternatives in a logistic regression problem.

A QoS Optimization Approach in Cognitive Body Area Networks for Healthcare Applications.

PubMed

Ahmed, Tauseef; Le Moullec, Yannick

2017-04-06

Wireless body area networks are increasingly featuring cognitive capabilities. This work deals with the emerging concept of cognitive body area networks. In particular, the paper addresses two important issues, namely spectrum sharing and interferences. We propose methods for channel and power allocation. The former builds upon a reinforcement learning mechanism, whereas the latter is based on convex optimization. Furthermore, we also propose a mathematical channel model for off-body communication links in line with the IEEE 802.15.6 standard. Simulation results for a nursing home scenario show that the proposed approach yields the best performance in terms of throughput and QoS for dynamic environments. For example, in a highly demanding scenario our approach can provide throughput up to 7 Mbps, while giving an average of 97.2% of time QoS satisfaction in terms of throughput. Simulation results also show that the power optimization algorithm enables reducing transmission power by approximately 4.5 dBm, thereby sensibly and significantly reducing interference.

Environmental statistics and optimal regulation

NASA Astrophysics Data System (ADS)

Sivak, David; Thomson, Matt

2015-03-01

The precision with which an organism can detect its environment, and the timescale for and statistics of environmental change, will affect the suitability of different strategies for regulating protein levels in response to environmental inputs. We propose a general framework--here applied to the enzymatic regulation of metabolism in response to changing nutrient concentrations--to predict the optimal regulatory strategy given the statistics of fluctuations in the environment and measurement apparatus, and the costs associated with enzyme production. We find: (i) relative convexity of enzyme expression cost and benefit influences the fitness of thresholding or graded responses; (ii) intermediate levels of measurement uncertainty call for a sophisticated Bayesian decision rule; and (iii) in dynamic contexts, intermediate levels of uncertainty call for retaining memory of the past. Statistical properties of the environment, such as variability and correlation times, set optimal biochemical parameters, such as thresholds and decay rates in signaling pathways. Our framework provides a theoretical basis for interpreting molecular signal processing algorithms and a classification scheme that organizes known regulatory strategies and may help conceptualize heretofore unknown ones.

An algorithm for the split-feasibility problems with application to the split-equality problem.

PubMed

Chuang, Chih-Sheng; Chen, Chi-Ming

2017-01-01

In this paper, we study the split-feasibility problem in Hilbert spaces by using the projected reflected gradient algorithm. As applications, we study the convex linear inverse problem and the split-equality problem in Hilbert spaces, and we give new algorithms for these problems. Finally, numerical results are given for our main results.

A centre-free approach for resource allocation with lower bounds

NASA Astrophysics Data System (ADS)

Obando, Germán; Quijano, Nicanor; Rakoto-Ravalontsalama, Naly

2017-09-01

Since complexity and scale of systems are continuously increasing, there is a growing interest in developing distributed algorithms that are capable to address information constraints, specially for solving optimisation and decision-making problems. In this paper, we propose a novel method to solve distributed resource allocation problems that include lower bound constraints. The optimisation process is carried out by a set of agents that use a communication network to coordinate their decisions. Convergence and optimality of the method are guaranteed under some mild assumptions related to the convexity of the problem and the connectivity of the underlying graph. Finally, we compare our approach with other techniques reported in the literature, and we present some engineering applications.

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.

String-averaging incremental subgradients for constrained convex optimization with applications to reconstruction of tomographic images

NASA Astrophysics Data System (ADS)

Massambone de Oliveira, Rafael; Salomão Helou, Elias; Fontoura Costa, Eduardo

2016-11-01

We present a method for non-smooth convex minimization which is based on subgradient directions and string-averaging techniques. In this approach, the set of available data is split into sequences (strings) and a given iterate is processed independently along each string, possibly in parallel, by an incremental subgradient method (ISM). The end-points of all strings are averaged to form the next iterate. The method is useful to solve sparse and large-scale non-smooth convex optimization problems, such as those arising in tomographic imaging. A convergence analysis is provided under realistic, standard conditions. Numerical tests are performed in a tomographic image reconstruction application, showing good performance for the convergence speed when measured as the decrease ratio of the objective function, in comparison to classical ISM.

Simulation of superconducting tapes and coils with convex quadratic programming method

NASA Astrophysics Data System (ADS)

Zhang, Yan; Song, Yuntao; Wang, Lei; Liu, Xufeng

2015-08-01

Second-generation (2G) high-temperature superconducting coated conductors are playing an increasingly important role in power applications due to their large current density under high magnetic fields. In this paper, we conclude and explore the ability and possible potential of J formulation from the mathematical modeling point of view. An equivalent matrix form of J formulation has been presented and a relation between electromagnetic quantities and Karush-Kuhn-Tucker (KKT) conditions in optimization theory has been discovered. The use of the latest formulae to calculate inductance in a coil system and the primal-dual interior-point method algorithm is a trial to make the process of modeling stylized and build a bridge to commercial optimization solvers. Two different dependences of the critical current density on the magnetic field have been used in order to make a comparison with those published papers.

A Fast Gradient Method for Nonnegative Sparse Regression With Self-Dictionary

NASA Astrophysics Data System (ADS)

Gillis, Nicolas; Luce, Robert

2018-01-01

A nonnegative matrix factorization (NMF) can be computed efficiently under the separability assumption, which asserts that all the columns of the given input data matrix belong to the cone generated by a (small) subset of them. The provably most robust methods to identify these conic basis columns are based on nonnegative sparse regression and self dictionaries, and require the solution of large-scale convex optimization problems. In this paper we study a particular nonnegative sparse regression model with self dictionary. As opposed to previously proposed models, this model yields a smooth optimization problem where the sparsity is enforced through linear constraints. We show that the Euclidean projection on the polyhedron defined by these constraints can be computed efficiently, and propose a fast gradient method to solve our model. We compare our algorithm with several state-of-the-art methods on synthetic data sets and real-world hyperspectral images.

Computationally efficient stochastic optimization using multiple realizations

NASA Astrophysics Data System (ADS)

Bayer, P.; Bürger, C. M.; Finkel, M.

2008-02-01

The presented study is concerned with computationally efficient methods for solving stochastic optimization problems involving multiple equally probable realizations of uncertain parameters. A new and straightforward technique is introduced that is based on dynamically ordering the stack of realizations during the search procedure. The rationale is that a small number of critical realizations govern the output of a reliability-based objective function. By utilizing a problem, which is typical to designing a water supply well field, several variants of this "stack ordering" approach are tested. The results are statistically assessed, in terms of optimality and nominal reliability. This study demonstrates that the simple ordering of a given number of 500 realizations while applying an evolutionary search algorithm can save about half of the model runs without compromising the optimization procedure. More advanced variants of stack ordering can, if properly configured, save up to more than 97% of the computational effort that would be required if the entire number of realizations were considered. The findings herein are promising for similar problems of water management and reliability-based design in general, and particularly for non-convex problems that require heuristic search techniques.

Regularization Paths for Cox's Proportional Hazards Model via Coordinate Descent.

PubMed

Simon, Noah; Friedman, Jerome; Hastie, Trevor; Tibshirani, Rob

2011-03-01

We introduce a pathwise algorithm for the Cox proportional hazards model, regularized by convex combinations of ℓ 1 and ℓ 2 penalties (elastic net). Our algorithm fits via cyclical coordinate descent, and employs warm starts to find a solution along a regularization path. We demonstrate the efficacy of our algorithm on real and simulated data sets, and find considerable speedup between our algorithm and competing methods.

Distributed Matrix Completion: Applications to Cooperative Positioning in Noisy Environments

DTIC Science & Technology

2013-12-11

positioning, and a gossip version of low-rank approximation were developed. A convex relaxation for positioning in the presence of noise was shown...computing the leading eigenvectors of a large data matrix through gossip algorithms. A new algorithm is proposed that amounts to iteratively multiplying...generalization of gossip algorithms for consensus. The algorithms outperform state-of-the-art methods in a communication-limited scenario. Positioning via

Image restoration by the method of convex projections: part 2 applications and numerical results.

PubMed

Sezan, M I; Stark, H

1982-01-01

The image restoration theory discussed in a previous paper by Youla and Webb [1] is applied to a simulated image and the results compared with the well-known method known as the Gerchberg-Papoulis algorithm. The results show that the method of image restoration by projection onto convex sets, by providing a convenient technique for utilizing a priori information, performs significantly better than the Gerchberg-Papoulis method.

Optimizing conjunctive use of surface water and groundwater resources with stochastic dynamic programming

NASA Astrophysics Data System (ADS)

Davidsen, Claus; Liu, Suxia; Mo, Xingguo; Rosbjerg, Dan; Bauer-Gottwein, Peter

2014-05-01

Optimal management of conjunctive use of surface water and groundwater has been attempted with different algorithms in the literature. In this study, a hydro-economic modelling approach to optimize conjunctive use of scarce surface water and groundwater resources under uncertainty is presented. A stochastic dynamic programming (SDP) approach is used to minimize the basin-wide total costs arising from water allocations and water curtailments. Dynamic allocation problems with inclusion of groundwater resources proved to be more complex to solve with SDP than pure surface water allocation problems due to head-dependent pumping costs. These dynamic pumping costs strongly affect the total costs and can lead to non-convexity of the future cost function. The water user groups (agriculture, industry, domestic) are characterized by inelastic demands and fixed water allocation and water supply curtailment costs. As in traditional SDP approaches, one step-ahead sub-problems are solved to find the optimal management at any time knowing the inflow scenario and reservoir/aquifer storage levels. These non-linear sub-problems are solved using a genetic algorithm (GA) that minimizes the sum of the immediate and future costs for given surface water reservoir and groundwater aquifer end storages. The immediate cost is found by solving a simple linear allocation sub-problem, and the future costs are assessed by interpolation in the total cost matrix from the following time step. Total costs for all stages, reservoir states, and inflow scenarios are used as future costs to drive a forward moving simulation under uncertain water availability. The use of a GA to solve the sub-problems is computationally more costly than a traditional SDP approach with linearly interpolated future costs. However, in a two-reservoir system the future cost function would have to be represented by a set of planes, and strict convexity in both the surface water and groundwater dimension cannot be maintained. The optimization framework based on the GA is still computationally feasible and represents a clean and customizable method. The method has been applied to the Ziya River basin, China. The basin is located on the North China Plain and is subject to severe water scarcity, which includes surface water droughts and groundwater over-pumping. The head-dependent groundwater pumping costs will enable assessment of the long-term effects of increased electricity prices on the groundwater pumping. The coupled optimization framework is used to assess realistic alternative development scenarios for the basin. In particular the potential for using electricity pricing policies to reach sustainable groundwater pumping is investigated.

TREFEX: Trend Estimation and Change Detection in the Response of MOX Gas Sensors

PubMed Central

Pashami, Sepideh; Lilienthal, Achim J.; Schaffernicht, Erik; Trincavelli, Marco

2013-01-01

Many applications of metal oxide gas sensors can benefit from reliable algorithms to detect significant changes in the sensor response. Significant changes indicate a change in the emission modality of a distant gas source and occur due to a sudden change of concentration or exposure to a different compound. As a consequence of turbulent gas transport and the relatively slow response and recovery times of metal oxide sensors, their response in open sampling configuration exhibits strong fluctuations that interfere with the changes of interest. In this paper we introduce TREFEX, a novel change point detection algorithm, especially designed for metal oxide gas sensors in an open sampling system. TREFEX models the response of MOX sensors as a piecewise exponential signal and considers the junctions between consecutive exponentials as change points. We formulate non-linear trend filtering and change point detection as a parameter-free convex optimization problem for single sensors and sensor arrays. We evaluate the performance of the TREFEX algorithm experimentally for different metal oxide sensors and several gas emission profiles. A comparison with the previously proposed GLR method shows a clearly superior performance of the TREFEX algorithm both in detection performance and in estimating the change time. PMID:23736853

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.

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.

Steady-state global optimization of metabolic non-linear dynamic models through recasting into power-law canonical models

PubMed Central

2011-01-01

Background Design of newly engineered microbial strains for biotechnological purposes would greatly benefit from the development of realistic mathematical models for the processes to be optimized. Such models can then be analyzed and, with the development and application of appropriate optimization techniques, one could identify the modifications that need to be made to the organism in order to achieve the desired biotechnological goal. As appropriate models to perform such an analysis are necessarily non-linear and typically non-convex, finding their global optimum is a challenging task. Canonical modeling techniques, such as Generalized Mass Action (GMA) models based on the power-law formalism, offer a possible solution to this problem because they have a mathematical structure that enables the development of specific algorithms for global optimization. Results Based on the GMA canonical representation, we have developed in previous works a highly efficient optimization algorithm and a set of related strategies for understanding the evolution of adaptive responses in cellular metabolism. Here, we explore the possibility of recasting kinetic non-linear models into an equivalent GMA model, so that global optimization on the recast GMA model can be performed. With this technique, optimization is greatly facilitated and the results are transposable to the original non-linear problem. This procedure is straightforward for a particular class of non-linear models known as Saturable and Cooperative (SC) models that extend the power-law formalism to deal with saturation and cooperativity. Conclusions Our results show that recasting non-linear kinetic models into GMA models is indeed an appropriate strategy that helps overcoming some of the numerical difficulties that arise during the global optimization task. PMID:21867520

Blind image fusion for hyperspectral imaging with the directional total variation

NASA Astrophysics Data System (ADS)

Bungert, Leon; Coomes, David A.; Ehrhardt, Matthias J.; Rasch, Jennifer; Reisenhofer, Rafael; Schönlieb, Carola-Bibiane

2018-04-01

Hyperspectral imaging is a cutting-edge type of remote sensing used for mapping vegetation properties, rock minerals and other materials. A major drawback of hyperspectral imaging devices is their intrinsic low spatial resolution. In this paper, we propose a method for increasing the spatial resolution of a hyperspectral image by fusing it with an image of higher spatial resolution that was obtained with a different imaging modality. This is accomplished by solving a variational problem in which the regularization functional is the directional total variation. To accommodate for possible mis-registrations between the two images, we consider a non-convex blind super-resolution problem where both a fused image and the corresponding convolution kernel are estimated. Using this approach, our model can realign the given images if needed. Our experimental results indicate that the non-convexity is negligible in practice and that reliable solutions can be computed using a variety of different optimization algorithms. Numerical results on real remote sensing data from plant sciences and urban monitoring show the potential of the proposed method and suggests that it is robust with respect to the regularization parameters, mis-registration and the shape of the kernel.

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

NASA Astrophysics Data System (ADS)

Kamyar, Reza

In this thesis, we focus on some of the NP-hard problems in control theory. Thanks to the converse Lyapunov theory, these problems can often be modeled as optimization over polynomials. To avoid the problem of intractability, we establish a trade off between accuracy and complexity. In particular, we develop a sequence of tractable optimization problems --- in the form of Linear Programs (LPs) and/or Semi-Definite Programs (SDPs) --- whose solutions converge to the exact solution of the NP-hard problem. However, the computational and memory complexity of these LPs and SDPs grow exponentially with the progress of the sequence - meaning that improving the accuracy of the solutions requires solving SDPs with tens of thousands of decision variables and constraints. Setting up and solving such problems is a significant challenge. The existing optimization algorithms and software are only designed to use desktop computers or small cluster computers --- machines which do not have sufficient memory for solving such large SDPs. Moreover, the speed-up of these algorithms does not scale beyond dozens of processors. This in fact is the reason we seek parallel algorithms for setting-up and solving large SDPs on large cluster- and/or super-computers. We propose parallel algorithms for stability analysis of two classes of systems: 1) Linear systems with a large number of uncertain parameters; 2) Nonlinear systems defined by polynomial vector fields. First, we develop a distributed parallel algorithm which applies Polya's and/or Handelman's theorems to some variants of parameter-dependent Lyapunov inequalities with parameters defined over the standard simplex. The result is a sequence of SDPs which possess a block-diagonal structure. We then develop a parallel SDP solver which exploits this structure in order to map the computation, memory and communication to a distributed parallel environment. Numerical tests on a supercomputer demonstrate the ability of the algorithm to efficiently utilize hundreds and potentially thousands of processors, and analyze systems with 100+ dimensional state-space. Furthermore, we extend our algorithms to analyze robust stability over more complicated geometries such as hypercubes and arbitrary convex polytopes. Our algorithms can be readily extended to address a wide variety of problems in control such as Hinfinity synthesis for systems with parametric uncertainty and computing control Lyapunov functions.

A path to asteroid bulk densities: Simultaneous size and shape optimization from optical lightcurves and Keck disk-resolved data

NASA Astrophysics Data System (ADS)

Hanus, Josef; Viikinkoski, Matti; Marchis, Franck; Durech, Josef

2015-11-01

A reliable bulk density of an asteroid can be determined from the knowledge of its volume and mass. This quantity provides hints on the internal structure of asteroids and their origin. We compute volume of several asteroids by scaling sizes of their 3D shape models to fit the disk-resolved images, which are available in the Keck Observatory Archive (KOA) and the Virtual Observatory Binary Asteroids Database (VOBAD). The size of an asteroid is optimized together with its shape by the All-Data Asteroid Modelling inversion algorithm (ADAM, Viikinkoski et al., 2015, A&A, 576, A8), while the spin state of the original convex shape model from the DAMIT database is only used as an initial guess for the modeling. Updated sets of optical lightcurves are usually employed. Thereafter, we combine obtained volume with mass estimates available in the literature and derive bulk densities for tens of asteroids with a typical accuracy of 20-50%.On top of that, we also provide a list of asteroids, for which (i) there are already mass estimates with reported uncertainties better than 20% or their masses will be most likely determined in the future from Gaia astrometric observations, and (ii) their 3D shape models are currently unknown. Additional optical lightcurves are necessary in order to determine convex shape models of these asteroids. Our web page (https://asteroid-obs.oca.eu/foswiki/bin/view/Main/Photometry) contains additional information about this observation campaign.

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.

Differentially Private Empirical Risk Minimization

PubMed Central

Chaudhuri, Kamalika; Monteleoni, Claire; Sarwate, Anand D.

2011-01-01

Privacy-preserving machine learning algorithms are crucial for the increasingly common setting in which personal data, such as medical or financial records, are analyzed. We provide general techniques to produce privacy-preserving approximations of classifiers learned via (regularized) empirical risk minimization (ERM). These algorithms are private under the ε-differential privacy definition due to Dwork et al. (2006). First we apply the output perturbation ideas of Dwork et al. (2006), to ERM classification. Then we propose a new method, objective perturbation, for privacy-preserving machine learning algorithm design. This method entails perturbing the objective function before optimizing over classifiers. If the loss and regularizer satisfy certain convexity and differentiability criteria, we prove theoretical results showing that our algorithms preserve privacy, and provide generalization bounds for linear and nonlinear kernels. We further present a privacy-preserving technique for tuning the parameters in general machine learning algorithms, thereby providing end-to-end privacy guarantees for the training process. We apply these results to produce privacy-preserving analogues of regularized logistic regression and support vector machines. We obtain encouraging results from evaluating their performance on real demographic and benchmark data sets. Our results show that both theoretically and empirically, objective perturbation is superior to the previous state-of-the-art, output perturbation, in managing the inherent tradeoff between privacy and learning performance. PMID:21892342

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.

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.

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.

Pure endmember extraction using robust kernel archetypoid analysis for hyperspectral imagery

NASA Astrophysics Data System (ADS)

Sun, Weiwei; Yang, Gang; Wu, Ke; Li, Weiyue; Zhang, Dianfa

2017-09-01

A robust kernel archetypoid analysis (RKADA) method is proposed to extract pure endmembers from hyperspectral imagery (HSI). The RKADA assumes that each pixel is a sparse linear mixture of all endmembers and each endmember corresponds to a real pixel in the image scene. First, it improves the re8gular archetypal analysis with a new binary sparse constraint, and the adoption of the kernel function constructs the principal convex hull in an infinite Hilbert space and enlarges the divergences between pairwise pixels. Second, the RKADA transfers the pure endmember extraction problem into an optimization problem by minimizing residual errors with the Huber loss function. The Huber loss function reduces the effects from big noises and outliers in the convergence procedure of RKADA and enhances the robustness of the optimization function. Third, the random kernel sinks for fast kernel matrix approximation and the two-stage algorithm for optimizing initial pure endmembers are utilized to improve its computational efficiency in realistic implementations of RKADA, respectively. The optimization equation of RKADA is solved by using the block coordinate descend scheme and the desired pure endmembers are finally obtained. Six state-of-the-art pure endmember extraction methods are employed to make comparisons with the RKADA on both synthetic and real Cuprite HSI datasets, including three geometrical algorithms vertex component analysis (VCA), alternative volume maximization (AVMAX) and orthogonal subspace projection (OSP), and three matrix factorization algorithms the preconditioning for successive projection algorithm (PreSPA), hierarchical clustering based on rank-two nonnegative matrix factorization (H2NMF) and self-dictionary multiple measurement vector (SDMMV). Experimental results show that the RKADA outperforms all the six methods in terms of spectral angle distance (SAD) and root-mean-square-error (RMSE). Moreover, the RKADA has short computational times in offline operations and shows significant improvement in identifying pure endmembers for ground objects with smaller spectrum differences. Therefore, the RKADA could be an alternative for pure endmember extraction from hyperspectral images.

Microarray missing data imputation based on a set theoretic framework and biological knowledge.

PubMed

Gan, Xiangchao; Liew, Alan Wee-Chung; Yan, Hong

2006-01-01

Gene expressions measured using microarrays usually suffer from the missing value problem. However, in many data analysis methods, a complete data matrix is required. Although existing missing value imputation algorithms have shown good performance to deal with missing values, they also have their limitations. For example, some algorithms have good performance only when strong local correlation exists in data while some provide the best estimate when data is dominated by global structure. In addition, these algorithms do not take into account any biological constraint in their imputation. In this paper, we propose a set theoretic framework based on projection onto convex sets (POCS) for missing data imputation. POCS allows us to incorporate different types of a priori knowledge about missing values into the estimation process. The main idea of POCS is to formulate every piece of prior knowledge into a corresponding convex set and then use a convergence-guaranteed iterative procedure to obtain a solution in the intersection of all these sets. In this work, we design several convex sets, taking into consideration the biological characteristic of the data: the first set mainly exploit the local correlation structure among genes in microarray data, while the second set captures the global correlation structure among arrays. The third set (actually a series of sets) exploits the biological phenomenon of synchronization loss in microarray experiments. In cyclic systems, synchronization loss is a common phenomenon and we construct a series of sets based on this phenomenon for our POCS imputation algorithm. Experiments show that our algorithm can achieve a significant reduction of error compared to the KNNimpute, SVDimpute and LSimpute methods.

One cutting plane algorithm using auxiliary functions

NASA Astrophysics Data System (ADS)

Zabotin, I. Ya; Kazaeva, K. E.

2016-11-01

We propose an algorithm for solving a convex programming problem from the class of cutting methods. The algorithm is characterized by the construction of approximations using some auxiliary functions, instead of the objective function. Each auxiliary function bases on the exterior penalty function. In proposed algorithm the admissible set and the epigraph of each auxiliary function are embedded into polyhedral sets. In connection with the above, the iteration points are found by solving linear programming problems. We discuss the implementation of the algorithm and prove its convergence.

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.

SMURC: High-Dimension Small-Sample Multivariate Regression With Covariance Estimation.

PubMed

Bayar, Belhassen; Bouaynaya, Nidhal; Shterenberg, Roman

2017-03-01

We consider a high-dimension low sample-size multivariate regression problem that accounts for correlation of the response variables. The system is underdetermined as there are more parameters than samples. We show that the maximum likelihood approach with covariance estimation is senseless because the likelihood diverges. We subsequently propose a normalization of the likelihood function that guarantees convergence. We call this method small-sample multivariate regression with covariance (SMURC) estimation. We derive an optimization problem and its convex approximation to compute SMURC. Simulation results show that the proposed algorithm outperforms the regularized likelihood estimator with known covariance matrix and the sparse conditional Gaussian graphical model. We also apply SMURC to the inference of the wing-muscle gene network of the Drosophila melanogaster (fruit fly).

Geometric Transforms for Fast Geometric Algorithms.

DTIC Science & Technology

1979-12-01

representation is not an important issue in a real RAM.) For more complicated geometrical objects such as polygons, polyhedrons , and Voronoi diagrams the issue...of N disks canl be represented as a convex polyhedron in O(N log N) time. Proof: We illustrate thle construction in Figurc 3-1 1. We first embed the N...or intersection of N arbitrary planar disks by a convex polyhedron in O(N log N) time. 0. Figure 3-11: General case for intersection or union of N

Explicit finite difference predictor and convex corrector with applications to hyperbolic partial differential equations

NASA Technical Reports Server (NTRS)

Dey, C.; Dey, S. K.

1983-01-01

An explicit finite difference scheme consisting of a predictor and a corrector has been developed and applied to solve some hyperbolic partial differential equations (PDEs). The corrector is a convex-type function which is applied at each time level and at each mesh point. It consists of a parameter which may be estimated such that for larger time steps the algorithm should remain stable and generate a fast speed of convergence to the steady-state solution. Some examples have been given.

Spectral Regularization Algorithms for Learning Large Incomplete Matrices.

PubMed

Mazumder, Rahul; Hastie, Trevor; Tibshirani, Robert

2010-03-01

We use convex relaxation techniques to provide a sequence of regularized low-rank solutions for large-scale matrix completion problems. Using the nuclear norm as a regularizer, we provide a simple and very efficient convex algorithm for minimizing the reconstruction error subject to a bound on the nuclear norm. Our algorithm Soft-Impute iteratively replaces the missing elements with those obtained from a soft-thresholded SVD. With warm starts this allows us to efficiently compute an entire regularization path of solutions on a grid of values of the regularization parameter. The computationally intensive part of our algorithm is in computing a low-rank SVD of a dense matrix. Exploiting the problem structure, we show that the task can be performed with a complexity linear in the matrix dimensions. Our semidefinite-programming algorithm is readily scalable to large matrices: for example it can obtain a rank-80 approximation of a 10(6) × 10(6) incomplete matrix with 10(5) observed entries in 2.5 hours, and can fit a rank 40 approximation to the full Netflix training set in 6.6 hours. Our methods show very good performance both in training and test error when compared to other competitive state-of-the art techniques.

Spectral Regularization Algorithms for Learning Large Incomplete Matrices

PubMed Central

Mazumder, Rahul; Hastie, Trevor; Tibshirani, Robert

2010-01-01

We use convex relaxation techniques to provide a sequence of regularized low-rank solutions for large-scale matrix completion problems. Using the nuclear norm as a regularizer, we provide a simple and very efficient convex algorithm for minimizing the reconstruction error subject to a bound on the nuclear norm. Our algorithm Soft-Impute iteratively replaces the missing elements with those obtained from a soft-thresholded SVD. With warm starts this allows us to efficiently compute an entire regularization path of solutions on a grid of values of the regularization parameter. The computationally intensive part of our algorithm is in computing a low-rank SVD of a dense matrix. Exploiting the problem structure, we show that the task can be performed with a complexity linear in the matrix dimensions. Our semidefinite-programming algorithm is readily scalable to large matrices: for example it can obtain a rank-80 approximation of a 106 × 106 incomplete matrix with 105 observed entries in 2.5 hours, and can fit a rank 40 approximation to the full Netflix training set in 6.6 hours. Our methods show very good performance both in training and test error when compared to other competitive state-of-the art techniques. PMID:21552465

Collision detection for spacecraft proximity operations. Ph.D. Thesis - MIT

NASA Technical Reports Server (NTRS)

Vaughan, Robin M.

1987-01-01

The development of a new collision detection algorithm to be used when two spacecraft are operating in the same vicinity is described. The two spacecraft are modeled as unions of convex polyhedra, where the polyhedron resulting from the union may be either convex or nonconvex. The relative motion of the two spacecraft is assumed to be such that one vehicle is moving with constant linear and angular velocity with respect to the other. The algorithm determines if a collision is possible and, if so, predicts the time when the collision will take place. The theoretical basis for the new collision detection algorithm is the C-function formulation of the configuration space approach recently introduced by researchers in robotics. Three different types of C-functions are defined that model the contacts between the vertices, edges, and faces of the polyhedra representing the two spacecraft. The C-functions are shown to be transcendental functions of time for the assumed trajectory of the moving spacecraft. The capabilities of the new algorithm are demonstrated for several example cases.

Research on allocation efficiency of the daisy chain allocation algorithm

NASA Astrophysics Data System (ADS)

Shi, Jingping; Zhang, Weiguo

2013-03-01

With the improvement of the aircraft performance in reliability, maneuverability and survivability, the number of the control effectors increases a lot. How to distribute the three-axis moments into the control surfaces reasonably becomes an important problem. Daisy chain method is simple and easy to be carried out in the design of the allocation system. But it can not solve the allocation problem for entire attainable moment subset. For the lateral-directional allocation problem, the allocation efficiency of the daisy chain can be directly measured by the area of its subset of attainable moments. Because of the non-linear allocation characteristic, the subset of attainable moments of daisy-chain method is a complex non-convex polygon, and it is difficult to solve directly. By analyzing the two-dimensional allocation problems with a "micro-element" idea, a numerical calculation algorithm is proposed to compute the area of the non-convex polygon. In order to improve the allocation efficiency of the algorithm, a genetic algorithm with the allocation efficiency chosen as the fitness function is proposed to find the best pseudo-inverse matrix.

Long-range depth profiling of camouflaged targets using single-photon detection

NASA Astrophysics Data System (ADS)

Tobin, Rachael; Halimi, Abderrahim; McCarthy, Aongus; Ren, Ximing; McEwan, Kenneth J.; McLaughlin, Stephen; Buller, Gerald S.

2018-03-01

We investigate the reconstruction of depth and intensity profiles from data acquired using a custom-designed time-of-flight scanning transceiver based on the time-correlated single-photon counting technique. The system had an operational wavelength of 1550 nm and used a Peltier-cooled InGaAs/InP single-photon avalanche diode detector. Measurements were made of human figures, in plain view and obscured by camouflage netting, from a stand-off distance of 230 m in daylight using only submilliwatt average optical powers. These measurements were analyzed using a pixelwise cross correlation approach and compared to analysis using a bespoke algorithm designed for the restoration of multilayered three-dimensional light detection and ranging images. This algorithm is based on the optimization of a convex cost function composed of a data fidelity term and regularization terms, and the results obtained show that it achieves significant improvements in image quality for multidepth scenarios and for reduced acquisition times.

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.

Distributed Matrix Completion: Application to Cooperative Positioning in Noisy Environments

DTIC Science & Technology

2013-12-11

positioning, and a gossip version of low-rank approximation were developed. A convex relaxation for positioning in the presence of noise was shown to...of a large data matrix through gossip algorithms. A new algorithm is proposed that amounts to iteratively multiplying a vector by independent random...sparsification of the original matrix and averaging the resulting normalized vectors. This can be viewed as a generalization of gossip algorithms for

A fast 4D cone beam CT reconstruction method based on the OSC-TV algorithm.

PubMed

Mascolo-Fortin, Julia; Matenine, Dmitri; Archambault, Louis; Després, Philippe

2018-01-01

Four-dimensional cone beam computed tomography allows for temporally resolved imaging with useful applications in radiotherapy, but raises particular challenges in terms of image quality and computation time. The purpose of this work is to develop a fast and accurate 4D algorithm by adapting a GPU-accelerated ordered subsets convex algorithm (OSC), combined with the total variation minimization regularization technique (TV). Different initialization schemes were studied to adapt the OSC-TV algorithm to 4D reconstruction: each respiratory phase was initialized either with a 3D reconstruction or a blank image. Reconstruction algorithms were tested on a dynamic numerical phantom and on a clinical dataset. 4D iterations were implemented for a cluster of 8 GPUs. All developed methods allowed for an adequate visualization of the respiratory movement and compared favorably to the McKinnon-Bates and adaptive steepest descent projection onto convex sets algorithms, while the 4D reconstructions initialized from a prior 3D reconstruction led to better overall image quality. The most suitable adaptation of OSC-TV to 4D CBCT was found to be a combination of a prior FDK reconstruction and a 4D OSC-TV reconstruction with a reconstruction time of 4.5 minutes. This relatively short reconstruction time could facilitate a clinical use.

Convergence and Applications of a Gossip-Based Gauss-Newton Algorithm

NASA Astrophysics Data System (ADS)

Li, Xiao; Scaglione, Anna

2013-11-01

The Gauss-Newton algorithm is a popular and efficient centralized method for solving non-linear least squares problems. In this paper, we propose a multi-agent distributed version of this algorithm, named Gossip-based Gauss-Newton (GGN) algorithm, which can be applied in general problems with non-convex objectives. Furthermore, we analyze and present sufficient conditions for its convergence and show numerically that the GGN algorithm achieves performance comparable to the centralized algorithm, with graceful degradation in case of network failures. More importantly, the GGN algorithm provides significant performance gains compared to other distributed first order methods.

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

Optimal network modification for spectral radius dependent phase transitions

NASA Astrophysics Data System (ADS)

Rosen, Yonatan; Kirsch, Lior; Louzoun, Yoram

2016-09-01

The dynamics of contact processes on networks is often determined by the spectral radius of the networks adjacency matrices. A decrease of the spectral radius can prevent the outbreak of an epidemic, or impact the synchronization among systems of coupled oscillators. The spectral radius is thus tightly linked to network dynamics and function. As such, finding the minimal change in network structure necessary to reach the intended spectral radius is important theoretically and practically. Given contemporary big data resources such as large scale communication or social networks, this problem should be solved with a low runtime complexity. We introduce a novel method for the minimal decrease in weights of edges required to reach a given spectral radius. The problem is formulated as a convex optimization problem, where a global optimum is guaranteed. The method can be easily adjusted to an efficient discrete removal of edges. We introduce a variant of the method which finds optimal decrease with a focus on weights of vertices. The proposed algorithm is exceptionally scalable, solving the problem for real networks of tens of millions of edges in a short time.

A Fast and Accurate Sparse Continuous Signal Reconstruction by Homotopy DCD with Non-Convex Regularization

PubMed Central

Wang, Tianyun; Lu, Xinfei; Yu, Xiaofei; Xi, Zhendong; Chen, Weidong

2014-01-01

In recent years, various applications regarding sparse continuous signal recovery such as source localization, radar imaging, communication channel estimation, etc., have been addressed from the perspective of compressive sensing (CS) theory. However, there are two major defects that need to be tackled when considering any practical utilization. The first issue is off-grid problem caused by the basis mismatch between arbitrary located unknowns and the pre-specified dictionary, which would make conventional CS reconstruction methods degrade considerably. The second important issue is the urgent demand for low-complexity algorithms, especially when faced with the requirement of real-time implementation. In this paper, to deal with these two problems, we have presented three fast and accurate sparse reconstruction algorithms, termed as HR-DCD, Hlog-DCD and Hlp-DCD, which are based on homotopy, dichotomous coordinate descent (DCD) iterations and non-convex regularizations, by combining with the grid refinement technique. Experimental results are provided to demonstrate the effectiveness of the proposed algorithms and related analysis. PMID:24675758

Analysis of Online Composite Mirror Descent Algorithm.

PubMed

Lei, Yunwen; Zhou, Ding-Xuan

2017-03-01

We study the convergence of the online composite mirror descent algorithm, which involves a mirror map to reflect the geometry of the data and a convex objective function consisting of a loss and a regularizer possibly inducing sparsity. Our error analysis provides convergence rates in terms of properties of the strongly convex differentiable mirror map and the objective function. For a class of objective functions with Hölder continuous gradients, the convergence rates of the excess (regularized) risk under polynomially decaying step sizes have the order [Formula: see text] after [Formula: see text] iterates. Our results improve the existing error analysis for the online composite mirror descent algorithm by avoiding averaging and removing boundedness assumptions, and they sharpen the existing convergence rates of the last iterate for online gradient descent without any boundedness assumptions. Our methodology mainly depends on a novel error decomposition in terms of an excess Bregman distance, refined analysis of self-bounding properties of the objective function, and the resulting one-step progress bounds.

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.

A Novel Method of Aircraft Detection Based on High-Resolution Panchromatic Optical Remote Sensing Images.

PubMed

Wang, Wensheng; Nie, Ting; Fu, Tianjiao; Ren, Jianyue; Jin, Longxu

2017-05-06

In target detection of optical remote sensing images, two main obstacles for aircraft target detection are how to extract the candidates in complex gray-scale-multi background and how to confirm the targets in case the target shapes are deformed, irregular or asymmetric, such as that caused by natural conditions (low signal-to-noise ratio, illumination condition or swaying photographing) and occlusion by surrounding objects (boarding bridge, equipment). To solve these issues, an improved active contours algorithm, namely region-scalable fitting energy based threshold (TRSF), and a corner-convex hull based segmentation algorithm (CCHS) are proposed in this paper. Firstly, the maximal variance between-cluster algorithm (Otsu's algorithm) and region-scalable fitting energy (RSF) algorithm are combined to solve the difficulty of targets extraction in complex and gray-scale-multi backgrounds. Secondly, based on inherent shapes and prominent corners, aircrafts are divided into five fragments by utilizing convex hulls and Harris corner points. Furthermore, a series of new structure features, which describe the proportion of targets part in the fragment to the whole fragment and the proportion of fragment to the whole hull, are identified to judge whether the targets are true or not. Experimental results show that TRSF algorithm could improve extraction accuracy in complex background, and that it is faster than some traditional active contours algorithms. The CCHS is effective to suppress the detection difficulties caused by the irregular shape.

Parameterized LMI Based Diagonal Dominance Compensator Study for Polynomial Linear Parameter Varying System

NASA Astrophysics Data System (ADS)

Han, Xiaobao; Li, Huacong; Jia, Qiusheng

2017-12-01

For dynamic decoupling of polynomial linear parameter varying(PLPV) system, a robust dominance pre-compensator design method is given. The parameterized precompensator design problem is converted into an optimal problem constrained with parameterized linear matrix inequalities(PLMI) by using the conception of parameterized Lyapunov function(PLF). To solve the PLMI constrained optimal problem, the precompensator design problem is reduced into a normal convex optimization problem with normal linear matrix inequalities (LMI) constraints on a new constructed convex polyhedron. Moreover, a parameter scheduling pre-compensator is achieved, which satisfies robust performance and decoupling performances. Finally, the feasibility and validity of the robust diagonal dominance pre-compensator design method are verified by the numerical simulation on a turbofan engine PLPV model.

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

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

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)

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

Nonconvex Nonsmooth Low Rank Minimization via Iteratively Reweighted Nuclear Norm.

PubMed

Lu, Canyi; Tang, Jinhui; Yan, Shuicheng; Lin, Zhouchen

2016-02-01

The nuclear norm is widely used as a convex surrogate of the rank function in compressive sensing for low rank matrix recovery with its applications in image recovery and signal processing. However, solving the nuclear norm-based relaxed convex problem usually leads to a suboptimal solution of the original rank minimization problem. In this paper, we propose to use a family of nonconvex surrogates of L0-norm on the singular values of a matrix to approximate the rank function. This leads to a nonconvex nonsmooth minimization problem. Then, we propose to solve the problem by an iteratively re-weighted nuclear norm (IRNN) algorithm. IRNN iteratively solves a weighted singular value thresholding problem, which has a closed form solution due to the special properties of the nonconvex surrogate functions. We also extend IRNN to solve the nonconvex problem with two or more blocks of variables. In theory, we prove that the IRNN decreases the objective function value monotonically, and any limit point is a stationary point. Extensive experiments on both synthesized data and real images demonstrate that IRNN enhances the low rank matrix recovery compared with the state-of-the-art convex algorithms.

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

Choosing non-redundant representative subsets of protein sequence data sets using submodular optimization.

PubMed

Libbrecht, Maxwell W; Bilmes, Jeffrey A; Noble, William Stafford

2018-04-01

Selecting a non-redundant representative subset of sequences is a common step in many bioinformatics workflows, such as the creation of non-redundant training sets for sequence and structural models or selection of "operational taxonomic units" from metagenomics data. Previous methods for this task, such as CD-HIT, PISCES, and UCLUST, apply a heuristic threshold-based algorithm that has no theoretical guarantees. We propose a new approach based on submodular optimization. Submodular optimization, a discrete analogue to continuous convex optimization, has been used with great success for other representative set selection problems. We demonstrate that the submodular optimization approach results in representative protein sequence subsets with greater structural diversity than sets chosen by existing methods, using as a gold standard the SCOPe library of protein domain structures. In this setting, submodular optimization consistently yields protein sequence subsets that include more SCOPe domain families than sets of the same size selected by competing approaches. We also show how the optimization framework allows us to design a mixture objective function that performs well for both large and small representative sets. The framework we describe is the best possible in polynomial time (under some assumptions), and it is flexible and intuitive because it applies a suite of generic methods to optimize one of a variety of objective functions. © 2018 Wiley Periodicals, Inc.

Automatic segmentation for brain MR images via a convex optimized segmentation and bias field correction coupled model.

PubMed

Chen, Yunjie; Zhao, Bo; Zhang, Jianwei; Zheng, Yuhui

2014-09-01

Accurate segmentation of magnetic resonance (MR) images remains challenging mainly due to the intensity inhomogeneity, which is also commonly known as bias field. Recently active contour models with geometric information constraint have been applied, however, most of them deal with the bias field by using a necessary pre-processing step before segmentation of MR data. This paper presents a novel automatic variational method, which can segment brain MR images meanwhile correcting the bias field when segmenting images with high intensity inhomogeneities. We first define a function for clustering the image pixels in a smaller neighborhood. The cluster centers in this objective function have a multiplicative factor that estimates the bias within the neighborhood. In order to reduce the effect of the noise, the local intensity variations are described by the Gaussian distributions with different means and variances. Then, the objective functions are integrated over the entire domain. In order to obtain the global optimal and make the results independent of the initialization of the algorithm, we reconstructed the energy function to be convex and calculated it by using the Split Bregman theory. A salient advantage of our method is that its result is independent of initialization, which allows robust and fully automated application. Our method is able to estimate the bias of quite general profiles, even in 7T MR images. Moreover, our model can also distinguish regions with similar intensity distribution with different variances. The proposed method has been rigorously validated with images acquired on variety of imaging modalities with promising results. Copyright © 2014 Elsevier Inc. All rights reserved.

Fast and accurate matrix completion via truncated nuclear norm regularization.

PubMed

Hu, Yao; Zhang, Debing; Ye, Jieping; Li, Xuelong; He, Xiaofei

2013-09-01

Recovering a large matrix from a small subset of its entries is a challenging problem arising in many real applications, such as image inpainting and recommender systems. Many existing approaches formulate this problem as a general low-rank matrix approximation problem. Since the rank operator is nonconvex and discontinuous, most of the recent theoretical studies use the nuclear norm as a convex relaxation. One major limitation of the existing approaches based on nuclear norm minimization is that all the singular values are simultaneously minimized, and thus the rank may not be well approximated in practice. In this paper, we propose to achieve a better approximation to the rank of matrix by truncated nuclear norm, which is given by the nuclear norm subtracted by the sum of the largest few singular values. In addition, we develop a novel matrix completion algorithm by minimizing the Truncated Nuclear Norm. We further develop three efficient iterative procedures, TNNR-ADMM, TNNR-APGL, and TNNR-ADMMAP, to solve the optimization problem. TNNR-ADMM utilizes the alternating direction method of multipliers (ADMM), while TNNR-AGPL applies the accelerated proximal gradient line search method (APGL) for the final optimization. For TNNR-ADMMAP, we make use of an adaptive penalty according to a novel update rule for ADMM to achieve a faster convergence rate. Our empirical study shows encouraging results of the proposed algorithms in comparison to the state-of-the-art matrix completion algorithms on both synthetic and real visual datasets.

Primal-dual techniques for online algorithms and mechanisms

NASA Astrophysics Data System (ADS)

Liaghat, Vahid

An offline algorithm is one that knows the entire input in advance. An online algorithm, however, processes its input in a serial fashion. In contrast to offline algorithms, an online algorithm works in a local fashion and has to make irrevocable decisions without having the entire input. Online algorithms are often not optimal since their irrevocable decisions may turn out to be inefficient after receiving the rest of the input. For a given online problem, the goal is to design algorithms which are competitive against the offline optimal solutions. In a classical offline scenario, it is often common to see a dual analysis of problems that can be formulated as a linear or convex program. Primal-dual and dual-fitting techniques have been successfully applied to many such problems. Unfortunately, the usual tricks come short in an online setting since an online algorithm should make decisions without knowing even the whole program. In this thesis, we study the competitive analysis of fundamental problems in the literature such as different variants of online matching and online Steiner connectivity, via online dual techniques. Although there are many generic tools for solving an optimization problem in the offline paradigm, in comparison, much less is known for tackling online problems. The main focus of this work is to design generic techniques for solving integral linear optimization problems where the solution space is restricted via a set of linear constraints. A general family of these problems are online packing/covering problems. Our work shows that for several seemingly unrelated problems, primal-dual techniques can be successfully applied as a unifying approach for analyzing these problems. We believe this leads to generic algorithmic frameworks for solving online problems. In the first part of the thesis, we show the effectiveness of our techniques in the stochastic settings and their applications in Bayesian mechanism design. In particular, we introduce new techniques for solving a fundamental linear optimization problem, namely, the stochastic generalized assignment problem (GAP). This packing problem generalizes various problems such as online matching, ad allocation, bin packing, etc. We furthermore show applications of such results in the mechanism design by introducing Prophet Secretary, a novel Bayesian model for online auctions. In the second part of the thesis, we focus on the covering problems. We develop the framework of "Disk Painting" for a general class of network design problems that can be characterized by proper functions. This class generalizes the node-weighted and edge-weighted variants of several well-known Steiner connectivity problems. We furthermore design a generic technique for solving the prize-collecting variants of these problems when there exists a dual analysis for the non-prize-collecting counterparts. Hence, we solve the online prize-collecting variants of several network design problems for the first time. Finally we focus on designing techniques for online problems with mixed packing/covering constraints. We initiate the study of degree-bounded graph optimization problems in the online setting by designing an online algorithm with a tight competitive ratio for the degree-bounded Steiner forest problem. We hope these techniques establishes a starting point for the analysis of the important class of online degree-bounded optimization on graphs.

Functional Data Approximation on Bounded Domains using Polygonal Finite Elements.

PubMed

Cao, Juan; Xiao, Yanyang; Chen, Zhonggui; Wang, Wenping; Bajaj, Chandrajit

2018-07-01

We construct and analyze piecewise approximations of functional data on arbitrary 2D bounded domains using generalized barycentric finite elements, and particularly quadratic serendipity elements for planar polygons. We compare approximation qualities (precision/convergence) of these partition-of-unity finite elements through numerical experiments, using Wachspress coordinates, natural neighbor coordinates, Poisson coordinates, mean value coordinates, and quadratic serendipity bases over polygonal meshes on the domain. For a convex n -sided polygon, the quadratic serendipity elements have 2 n basis functions, associated in a Lagrange-like fashion to each vertex and each edge midpoint, rather than the usual n ( n + 1)/2 basis functions to achieve quadratic convergence. Two greedy algorithms are proposed to generate Voronoi meshes for adaptive functional/scattered data approximations. Experimental results show space/accuracy advantages for these quadratic serendipity finite elements on polygonal domains versus traditional finite elements over simplicial meshes. Polygonal meshes and parameter coefficients of the quadratic serendipity finite elements obtained by our greedy algorithms can be further refined using an L 2 -optimization to improve the piecewise functional approximation. We conduct several experiments to demonstrate the efficacy of our algorithm for modeling features/discontinuities in functional data/image approximation.

A linear programming approach to max-sum problem: a review.

PubMed

Werner, Tomás

2007-07-01

The max-sum labeling problem, defined as maximizing a sum of binary (i.e., pairwise) functions of discrete variables, is a general NP-hard optimization problem with many applications, such as computing the MAP configuration of a Markov random field. We review a not widely known approach to the problem, developed by Ukrainian researchers Schlesinger et al. in 1976, and show how it contributes to recent results, most importantly, those on the convex combination of trees and tree-reweighted max-product. In particular, we review Schlesinger et al.'s upper bound on the max-sum criterion, its minimization by equivalent transformations, its relation to the constraint satisfaction problem, the fact that this minimization is dual to a linear programming relaxation of the original problem, and the three kinds of consistency necessary for optimality of the upper bound. We revisit problems with Boolean variables and supermodular problems. We describe two algorithms for decreasing the upper bound. We present an example application for structural image analysis.

On the convexity of ROC curves estimated from radiological test results

PubMed Central

Pesce, Lorenzo L.; Metz, Charles E.; Berbaum, Kevin S.

2010-01-01

Rationale and Objectives Although an ideal observer’s receiver operating characteristic (ROC) curve must be convex — i.e., its slope must decrease monotonically — published fits to empirical data often display “hooks.” Such fits sometimes are accepted on the basis of an argument that experiments are done with real, rather than ideal, observers. However, the fact that ideal observers must produce convex curves does not imply that convex curves describe only ideal observers. This paper aims to identify the practical implications of non-convex ROC curves and the conditions that can lead to empirical and/or fitted ROC curves that are not convex. Materials and Methods This paper views non-convex ROC curves from historical, theoretical and statistical perspectives, which we describe briefly. We then consider population ROC curves with various shapes and analyze the types of medical decisions that they imply. Finally, we describe how sampling variability and curve-fitting algorithms can produce ROC curve estimates that include hooks. Results We show that hooks in population ROC curves imply the use of an irrational decision strategy, even when the curve doesn’t cross the chance line, and therefore usually are untenable in medical settings. Moreover, we sketch a simple approach to improve any non-convex ROC curve by adding statistical variation to the decision process. Finally, we sketch how to test whether hooks present in ROC data are likely to have been caused by chance alone and how some hooked ROCs found in the literature can be easily explained as fitting artifacts or modeling issues. Conclusion In general, ROC curve fits that show hooks should be looked upon with suspicion unless other arguments justify their presence. PMID:20599155

Enhancement of dynamic myocardial perfusion PET images based on low-rank plus sparse decomposition.

PubMed

Lu, Lijun; Ma, Xiaomian; Mohy-Ud-Din, Hassan; Ma, Jianhua; Feng, Qianjin; Rahmim, Arman; Chen, Wufan

2018-02-01

The absolute quantification of dynamic myocardial perfusion (MP) PET imaging is challenged by the limited spatial resolution of individual frame images due to division of the data into shorter frames. This study aims to develop a method for restoration and enhancement of dynamic PET images. We propose that the image restoration model should be based on multiple constraints rather than a single constraint, given the fact that the image characteristic is hardly described by a single constraint alone. At the same time, it may be possible, but not optimal, to regularize the image with multiple constraints simultaneously. Fortunately, MP PET images can be decomposed into a superposition of background vs. dynamic components via low-rank plus sparse (L + S) decomposition. Thus, we propose an L + S decomposition based MP PET image restoration model and express it as a convex optimization problem. An iterative soft thresholding algorithm was developed to solve the problem. Using realistic dynamic 82 Rb MP PET scan data, we optimized and compared its performance with other restoration methods. The proposed method resulted in substantial visual as well as quantitative accuracy improvements in terms of noise versus bias performance, as demonstrated in extensive 82 Rb MP PET simulations. In particular, the myocardium defect in the MP PET images had improved visual as well as contrast versus noise tradeoff. The proposed algorithm was also applied on an 8-min clinical cardiac 82 Rb MP PET study performed on the GE Discovery PET/CT, and demonstrated improved quantitative accuracy (CNR and SNR) compared to other algorithms. The proposed method is effective for restoration and enhancement of dynamic PET images. Copyright © 2017 Elsevier B.V. All rights reserved.

Rapid Onboard Trajectory Design for Autonomous Spacecraft in Multibody Systems

NASA Astrophysics Data System (ADS)

Trumbauer, Eric Michael

This research develops automated, on-board trajectory planning algorithms in order to support current and new mission concepts. These include orbiter missions to Phobos or Deimos, Outer Planet Moon orbiters, and robotic and crewed missions to small bodies. The challenges stem from the limited on-board computing resources which restrict full trajectory optimization with guaranteed convergence in complex dynamical environments. The approach taken consists of leveraging pre-mission computations to create a large database of pre-computed orbits and arcs. Such a database is used to generate a discrete representation of the dynamics in the form of a directed graph, which acts to index these arcs. This allows the use of graph search algorithms on-board in order to provide good approximate solutions to the path planning problem. Coupled with robust differential correction and optimization techniques, this enables the determination of an efficient path between any boundary conditions with very little time and computing effort. Furthermore, the optimization methods developed here based on sequential convex programming are shown to have provable convergence properties, as well as generating feasible major iterates in case of a system interrupt -- a key requirement for on-board application. The outcome of this project is thus the development of an algorithmic framework which allows the deployment of this approach in a variety of specific mission contexts. Test cases related to missions of interest to NASA and JPL such as a Phobos orbiter and a Near Earth Asteroid interceptor are demonstrated, including the results of an implementation on the RAD750 flight processor. This method fills a gap in the toolbox being developed to create fully autonomous space exploration systems.

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.

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

Global Coverage Measurement Planning Strategies for Mobile Robots Equipped with a Remote Gas Sensor

PubMed Central

Arain, Muhammad Asif; Trincavelli, Marco; Cirillo, Marcello; Schaffernicht, Erik; Lilienthal, Achim J.

2015-01-01

The problem of gas detection is relevant to many real-world applications, such as leak detection in industrial settings and landfill monitoring. In this paper, we address the problem of gas detection in large areas with a mobile robotic platform equipped with a remote gas sensor. We propose an algorithm that leverages a novel method based on convex relaxation for quickly solving sensor placement problems, and for generating an efficient exploration plan for the robot. To demonstrate the applicability of our method to real-world environments, we performed a large number of experimental trials, both on randomly generated maps and on the map of a real environment. Our approach proves to be highly efficient in terms of computational requirements and to provide nearly-optimal solutions. PMID:25803707

Design of a multiple kernel learning algorithm for LS-SVM by convex programming.

PubMed

Jian, Ling; Xia, Zhonghang; Liang, Xijun; Gao, Chuanhou

2011-06-01

As a kernel based method, the performance of least squares support vector machine (LS-SVM) depends on the selection of the kernel as well as the regularization parameter (Duan, Keerthi, & Poo, 2003). Cross-validation is efficient in selecting a single kernel and the regularization parameter; however, it suffers from heavy computational cost and is not flexible to deal with multiple kernels. In this paper, we address the issue of multiple kernel learning for LS-SVM by formulating it as semidefinite programming (SDP). Furthermore, we show that the regularization parameter can be optimized in a unified framework with the kernel, which leads to an automatic process for model selection. Extensive experimental validations are performed and analyzed. Copyright © 2011 Elsevier Ltd. All rights reserved.

Crystal structure and phase stability of tungsten borides

NASA Astrophysics Data System (ADS)

Li, Quan; Zhou, Dan; Ma, Yanming; Chen, Changfeng

2013-03-01

We address the longstanding and controversial issue of ground-state structures of technically important tungsten borides using a first-principles structural search method via a particle-swarm optimization (PSO) algorithm. We have explored a large set of stable chemical compositions (convex hull) and clarified the ground-state structures for a wide range of boron concentrations, including W2B, W3B2,WB,W2B3, WB2,W2B5, WB3, and WB4. We further assessed relative stability of various tungsten borides and compared the calculated results with previously reported experimental data. The phase diagram predicted by the presented calculations may serve as a useful guide for synthesis of a variety of tungsten borides. This work was supported by DOE Grant No. DE-FC52-06NA26274.

Global coverage measurement planning strategies for mobile robots equipped with a remote gas sensor.

PubMed

Arain, Muhammad Asif; Trincavelli, Marco; Cirillo, Marcello; Schaffernicht, Erik; Lilienthal, Achim J

2015-03-20

The problem of gas detection is relevant to many real-world applications, such as leak detection in industrial settings and landfill monitoring. In this paper, we address the problem of gas detection in large areas with a mobile robotic platform equipped with a remote gas sensor. We propose an algorithm that leverages a novel method based on convex relaxation for quickly solving sensor placement problems, and for generating an efficient exploration plan for the robot. To demonstrate the applicability of our method to real-world environments, we performed a large number of experimental trials, both on randomly generated maps and on the map of a real environment. Our approach proves to be highly efficient in terms of computational requirements and to provide nearly-optimal solutions.

Density of convex intersections and applications

PubMed Central

Rautenberg, C. N.; Rösel, S.

2017-01-01

In this paper, we address density properties of intersections of convex sets in several function spaces. Using the concept of Γ-convergence, it is shown in a general framework, how these density issues naturally arise from the regularization, discretization or dualization of constrained optimization problems and from perturbed variational inequalities. A variety of density results (and counterexamples) for pointwise constraints in Sobolev spaces are presented and the corresponding regularity requirements on the upper bound are identified. The results are further discussed in the context of finite-element discretizations of sets associated with convex constraints. Finally, two applications are provided, which include elasto-plasticity and image restoration problems. PMID:28989301

CNV-CH: A Convex Hull Based Segmentation Approach to Detect Copy Number Variations (CNV) Using Next-Generation Sequencing Data

PubMed Central

De, Rajat K.

2015-01-01

Copy number variation (CNV) is a form of structural alteration in the mammalian DNA sequence, which are associated with many complex neurological diseases as well as cancer. The development of next generation sequencing (NGS) technology provides us a new dimension towards detection of genomic locations with copy number variations. Here we develop an algorithm for detecting CNVs, which is based on depth of coverage data generated by NGS technology. In this work, we have used a novel way to represent the read count data as a two dimensional geometrical point. A key aspect of detecting the regions with CNVs, is to devise a proper segmentation algorithm that will distinguish the genomic locations having a significant difference in read count data. We have designed a new segmentation approach in this context, using convex hull algorithm on the geometrical representation of read count data. To our knowledge, most algorithms have used a single distribution model of read count data, but here in our approach, we have considered the read count data to follow two different distribution models independently, which adds to the robustness of detection of CNVs. In addition, our algorithm calls CNVs based on the multiple sample analysis approach resulting in a low false discovery rate with high precision. PMID:26291322

CNV-CH: A Convex Hull Based Segmentation Approach to Detect Copy Number Variations (CNV) Using Next-Generation Sequencing Data.

PubMed

Sinha, Rituparna; Samaddar, Sandip; De, Rajat K

2015-01-01

Copy number variation (CNV) is a form of structural alteration in the mammalian DNA sequence, which are associated with many complex neurological diseases as well as cancer. The development of next generation sequencing (NGS) technology provides us a new dimension towards detection of genomic locations with copy number variations. Here we develop an algorithm for detecting CNVs, which is based on depth of coverage data generated by NGS technology. In this work, we have used a novel way to represent the read count data as a two dimensional geometrical point. A key aspect of detecting the regions with CNVs, is to devise a proper segmentation algorithm that will distinguish the genomic locations having a significant difference in read count data. We have designed a new segmentation approach in this context, using convex hull algorithm on the geometrical representation of read count data. To our knowledge, most algorithms have used a single distribution model of read count data, but here in our approach, we have considered the read count data to follow two different distribution models independently, which adds to the robustness of detection of CNVs. In addition, our algorithm calls CNVs based on the multiple sample analysis approach resulting in a low false discovery rate with high precision.

Optimization-Based Image Reconstruction with Artifact Reduction in C-Arm CBCT

PubMed Central

Xia, Dan; Langan, David A.; Solomon, Stephen B.; Zhang, Zheng; Chen, Buxin; Lai, Hao; Sidky, Emil Y.; Pan, Xiaochuan

2016-01-01

We investigate an optimization-based reconstruction, with an emphasis on image-artifact reduction, from data collected in C-arm cone-beam computed tomography (CBCT) employed in image-guided interventional procedures. In the study, an image to be reconstructed is formulated as a solution to a convex optimization program in which a weighted data divergence is minimized subject to a constraint on the image total variation (TV); a data-derivative fidelity is introduced in the program specifically for effectively suppressing dominant, low-frequency data artifact caused by, e.g., data truncation; and the Chambolle-Pock (CP) algorithm is tailored to reconstruct an image through solving the program. Like any other reconstructions, the optimization-based reconstruction considered depends upon numerous parameters. We elucidate the parameters, illustrate their determination, and demonstrate their impact on the reconstruction. The optimization-based reconstruction, when applied to data collected from swine and patient subjects, yields images with visibly reduced artifacts in contrast to the reference reconstruction, and it also appears to exhibit a high degree of robustness against distinctively different anatomies of imaged subjects and scanning conditions of clinical significance. Knowledge and insights gained in the study may be exploited for aiding in the design of practical reconstructions of truly clinical-application utility. PMID:27694700

Optimization-based image reconstruction with artifact reduction in C-arm CBCT

NASA Astrophysics Data System (ADS)

Xia, Dan; Langan, David A.; Solomon, Stephen B.; Zhang, Zheng; Chen, Buxin; Lai, Hao; Sidky, Emil Y.; Pan, Xiaochuan

2016-10-01

We investigate an optimization-based reconstruction, with an emphasis on image-artifact reduction, from data collected in C-arm cone-beam computed tomography (CBCT) employed in image-guided interventional procedures. In the study, an image to be reconstructed is formulated as a solution to a convex optimization program in which a weighted data divergence is minimized subject to a constraint on the image total variation (TV); a data-derivative fidelity is introduced in the program specifically for effectively suppressing dominant, low-frequency data artifact caused by, e.g. data truncation; and the Chambolle-Pock (CP) algorithm is tailored to reconstruct an image through solving the program. Like any other reconstructions, the optimization-based reconstruction considered depends upon numerous parameters. We elucidate the parameters, illustrate their determination, and demonstrate their impact on the reconstruction. The optimization-based reconstruction, when applied to data collected from swine and patient subjects, yields images with visibly reduced artifacts in contrast to the reference reconstruction, and it also appears to exhibit a high degree of robustness against distinctively different anatomies of imaged subjects and scanning conditions of clinical significance. Knowledge and insights gained in the study may be exploited for aiding in the design of practical reconstructions of truly clinical-application utility.

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.

Sparse signals recovered by non-convex penalty in quasi-linear systems.

PubMed

Cui, Angang; Li, Haiyang; Wen, Meng; Peng, Jigen

2018-01-01

The goal of compressed sensing is to reconstruct a sparse signal under a few linear measurements far less than the dimension of the ambient space of the signal. However, many real-life applications in physics and biomedical sciences carry some strongly nonlinear structures, and the linear model is no longer suitable. Compared with the compressed sensing under the linear circumstance, this nonlinear compressed sensing is much more difficult, in fact also NP-hard, combinatorial problem, because of the discrete and discontinuous nature of the [Formula: see text]-norm and the nonlinearity. In order to get a convenience for sparse signal recovery, we set the nonlinear models have a smooth quasi-linear nature in this paper, and study a non-convex fraction function [Formula: see text] in this quasi-linear compressed sensing. We propose an iterative fraction thresholding algorithm to solve the regularization problem [Formula: see text] for all [Formula: see text]. With the change of parameter [Formula: see text], our algorithm could get a promising result, which is one of the advantages for our algorithm compared with some state-of-art algorithms. Numerical experiments show that our method performs much better than some state-of-the-art methods.

A parallel Discrete Element Method to model collisions between non-convex particles

NASA Astrophysics Data System (ADS)

Rakotonirina, Andriarimina Daniel; Delenne, Jean-Yves; Wachs, Anthony

2017-06-01

In many dry granular and suspension flow configurations, particles can be highly non-spherical. It is now well established in the literature that particle shape affects the flow dynamics or the microstructure of the particles assembly in assorted ways as e.g. compacity of packed bed or heap, dilation under shear, resistance to shear, momentum transfer between translational and angular motions, ability to form arches and block the flow. In this talk, we suggest an accurate and efficient way to model collisions between particles of (almost) arbitrary shape. For that purpose, we develop a Discrete Element Method (DEM) combined with a soft particle contact model. The collision detection algorithm handles contacts between bodies of various shape and size. For nonconvex bodies, our strategy is based on decomposing a non-convex body into a set of convex ones. Therefore, our novel method can be called "glued-convex method" (in the sense clumping convex bodies together), as an extension of the popular "glued-spheres" method, and is implemented in our own granular dynamics code Grains3D. Since the whole problem is solved explicitly, our fully-MPI parallelized code Grains3D exhibits a very high scalability when dynamic load balancing is not required. In particular, simulations on up to a few thousands cores in configurations involving up to a few tens of millions of particles can readily be performed. We apply our enhanced numerical model to (i) the collapse of a granular column made of convex particles and (i) the microstructure of a heap of non-convex particles in a cylindrical reactor.

Automatic pre-processing for an object-oriented distributed hydrological model using GRASS-GIS

NASA Astrophysics Data System (ADS)

Sanzana, P.; Jankowfsky, S.; Branger, F.; Braud, I.; Vargas, X.; Hitschfeld, N.

2012-04-01

Landscapes are very heterogeneous, which impact the hydrological processes occurring in the catchments, especially in the modeling of peri-urban catchments. The Hydrological Response Units (HRUs), resulting from the intersection of different maps, such as land use, soil types and geology, and flow networks, allow the representation of these elements in an explicit way, preserving natural and artificial contours of the different layers. These HRUs are used as model mesh in some distributed object-oriented hydrological models, allowing the application of a topological oriented approach. The connectivity between polygons and polylines provides a detailed representation of the water balance and overland flow in these distributed hydrological models, based on irregular hydro-landscape units. When computing fluxes between these HRUs, the geometrical parameters, such as the distance between the centroid of gravity of the HRUs and the river network, and the length of the perimeter, can impact the realism of the calculated overland, sub-surface and groundwater fluxes. Therefore, it is necessary to process the original model mesh in order to avoid these numerical problems. We present an automatic pre-processing implemented in the open source GRASS-GIS software, for which several Python scripts or some algorithms already available were used, such as the Triangle software. First, some scripts were developed to improve the topology of the various elements, such as snapping of the river network to the closest contours. When data are derived with remote sensing, such as vegetation areas, their perimeter has lots of right angles that were smoothed. Second, the algorithms more particularly address bad-shaped elements of the model mesh such as polygons with narrow shapes, marked irregular contours and/or the centroid outside of the polygons. To identify these elements we used shape descriptors. The convexity index was considered the best descriptor to identify them with a threshold of 0.75. Segmentation procedures were implemented and applied with criteria of homogeneous slope, convexity of the elements and maximum area of the HRUs. These tasks were implemented using a triangulation approach, applying the Triangle software, in order to dissolve the polygons according to the convexity index criteria. The automatic pre-processing was applied to two peri-urban French catchment, the Mercier and Chaudanne catchments, with 7.3 km2 and 4.1 km2 respectively. We show that the optimized mesh allows a substantial improvement of the overland flow pathways, because the segmentation procedure gives a more realistic representation of the drainage network. KEYWORDS: GRASS-GIS, Hydrological Response Units, Automatic processing, Peri-urban catchments, Geometrical Algorithms

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

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.

Combining Biomarkers Linearly and Nonlinearly for Classification Using the Area Under the ROC Curve

PubMed Central

Fong, Youyi; Yin, Shuxin; Huang, Ying

2016-01-01

In biomedical studies, it is often of interest to classify/predict a subject’s disease status based on a variety of biomarker measurements. A commonly used classification criterion is based on AUC - Area under the Receiver Operating Characteristic Curve. Many methods have been proposed to optimize approximated empirical AUC criteria, but there are two limitations to the existing methods. First, most methods are only designed to find the best linear combination of biomarkers, which may not perform well when there is strong nonlinearity in the data. Second, many existing linear combination methods use gradient-based algorithms to find the best marker combination, which often result in sub-optimal local solutions. In this paper, we address these two problems by proposing a new kernel-based AUC optimization method called Ramp AUC (RAUC). This method approximates the empirical AUC loss function with a ramp function, and finds the best combination by a difference of convex functions algorithm. We show that as a linear combination method, RAUC leads to a consistent and asymptotically normal estimator of the linear marker combination when the data is generated from a semiparametric generalized linear model, just as the Smoothed AUC method (SAUC). Through simulation studies and real data examples, we demonstrate that RAUC out-performs SAUC in finding the best linear marker combinations, and can successfully capture nonlinear pattern in the data to achieve better classification performance. We illustrate our method with a dataset from a recent HIV vaccine trial. PMID:27058981

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

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

Chance-Constrained AC Optimal Power Flow for Distribution Systems With Renewables

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

DallAnese, Emiliano; Baker, Kyri; Summers, Tyler

This paper focuses on distribution systems featuring renewable energy sources (RESs) and energy storage systems, and presents an AC optimal power flow (OPF) approach to optimize system-level performance objectives while coping with uncertainty in both RES generation and loads. The proposed method hinges on a chance-constrained AC OPF formulation where probabilistic constraints are utilized to enforce voltage regulation with prescribed probability. A computationally more affordable convex reformulation is developed by resorting to suitable linear approximations of the AC power-flow equations as well as convex approximations of the chance constraints. The approximate chance constraints provide conservative bounds that hold for arbitrarymore » distributions of the forecasting errors. An adaptive strategy is then obtained by embedding the proposed AC OPF task into a model predictive control framework. Finally, a distributed solver is developed to strategically distribute the solution of the optimization problems across utility and customers.« less

Image preprocessing for improving computational efficiency in implementation of restoration and superresolution algorithms.

PubMed

Sundareshan, Malur K; Bhattacharjee, Supratik; Inampudi, Radhika; Pang, Ho-Yuen

2002-12-10

Computational complexity is a major impediment to the real-time implementation of image restoration and superresolution algorithms in many applications. Although powerful restoration algorithms have been developed within the past few years utilizing sophisticated mathematical machinery (based on statistical optimization and convex set theory), these algorithms are typically iterative in nature and require a sufficient number of iterations to be executed to achieve the desired resolution improvement that may be needed to meaningfully perform postprocessing image exploitation tasks in practice. Additionally, recent technological breakthroughs have facilitated novel sensor designs (focal plane arrays, for instance) that make it possible to capture megapixel imagery data at video frame rates. A major challenge in the processing of these large-format images is to complete the execution of the image processing steps within the frame capture times and to keep up with the output rate of the sensor so that all data captured by the sensor can be efficiently utilized. Consequently, development of novel methods that facilitate real-time implementation of image restoration and superresolution algorithms is of significant practical interest and is the primary focus of this study. The key to designing computationally efficient processing schemes lies in strategically introducing appropriate preprocessing steps together with the superresolution iterations to tailor optimized overall processing sequences for imagery data of specific formats. For substantiating this assertion, three distinct methods for tailoring a preprocessing filter and integrating it with the superresolution processing steps are outlined. These methods consist of a region-of-interest extraction scheme, a background-detail separation procedure, and a scene-derived information extraction step for implementing a set-theoretic restoration of the image that is less demanding in computation compared with the superresolution iterations. A quantitative evaluation of the performance of these algorithms for restoring and superresolving various imagery data captured by diffraction-limited sensing operations are also presented.

Improved dynamic MRI reconstruction by exploiting sparsity and rank-deficiency.

PubMed

Majumdar, Angshul

2013-06-01

In this paper we address the problem of dynamic MRI reconstruction from partially sampled K-space data. Our work is motivated by previous studies in this area that proposed exploiting the spatiotemporal correlation of the dynamic MRI sequence by posing the reconstruction problem as a least squares minimization regularized by sparsity and low-rank penalties. Ideally the sparsity and low-rank penalties should be represented by the l(0)-norm and the rank of a matrix; however both are NP hard penalties. The previous studies used the convex l(1)-norm as a surrogate for the l(0)-norm and the non-convex Schatten-q norm (0

A Novel Method of Aircraft Detection Based on High-Resolution Panchromatic Optical Remote Sensing Images

PubMed Central

Wang, Wensheng; Nie, Ting; Fu, Tianjiao; Ren, Jianyue; Jin, Longxu

2017-01-01

In target detection of optical remote sensing images, two main obstacles for aircraft target detection are how to extract the candidates in complex gray-scale-multi background and how to confirm the targets in case the target shapes are deformed, irregular or asymmetric, such as that caused by natural conditions (low signal-to-noise ratio, illumination condition or swaying photographing) and occlusion by surrounding objects (boarding bridge, equipment). To solve these issues, an improved active contours algorithm, namely region-scalable fitting energy based threshold (TRSF), and a corner-convex hull based segmentation algorithm (CCHS) are proposed in this paper. Firstly, the maximal variance between-cluster algorithm (Otsu’s algorithm) and region-scalable fitting energy (RSF) algorithm are combined to solve the difficulty of targets extraction in complex and gray-scale-multi backgrounds. Secondly, based on inherent shapes and prominent corners, aircrafts are divided into five fragments by utilizing convex hulls and Harris corner points. Furthermore, a series of new structure features, which describe the proportion of targets part in the fragment to the whole fragment and the proportion of fragment to the whole hull, are identified to judge whether the targets are true or not. Experimental results show that TRSF algorithm could improve extraction accuracy in complex background, and that it is faster than some traditional active contours algorithms. The CCHS is effective to suppress the detection difficulties caused by the irregular shape. PMID:28481260

Binary optimization for source localization in the inverse problem of ECG.

PubMed

Potyagaylo, Danila; Cortés, Elisenda Gil; Schulze, Walther H W; Dössel, Olaf

2014-09-01

The goal of ECG-imaging (ECGI) is to reconstruct heart electrical activity from body surface potential maps. The problem is ill-posed, which means that it is extremely sensitive to measurement and modeling errors. The most commonly used method to tackle this obstacle is Tikhonov regularization, which consists in converting the original problem into a well-posed one by adding a penalty term. The method, despite all its practical advantages, has however a serious drawback: The obtained solution is often over-smoothed, which can hinder precise clinical diagnosis and treatment planning. In this paper, we apply a binary optimization approach to the transmembrane voltage (TMV)-based problem. For this, we assume the TMV to take two possible values according to a heart abnormality under consideration. In this work, we investigate the localization of simulated ischemic areas and ectopic foci and one clinical infarction case. This affects only the choice of the binary values, while the core of the algorithms remains the same, making the approximation easily adjustable to the application needs. Two methods, a hybrid metaheuristic approach and the difference of convex functions (DC), algorithm were tested. For this purpose, we performed realistic heart simulations for a complex thorax model and applied the proposed techniques to the obtained ECG signals. Both methods enabled localization of the areas of interest, hence showing their potential for application in ECGI. For the metaheuristic algorithm, it was necessary to subdivide the heart into regions in order to obtain a stable solution unsusceptible to the errors, while the analytical DC scheme can be efficiently applied for higher dimensional problems. With the DC method, we also successfully reconstructed the activation pattern and origin of a simulated extrasystole. In addition, the DC algorithm enables iterative adjustment of binary values ensuring robust performance.

Dwell time-based stabilisation of switched delay systems using free-weighting matrices

NASA Astrophysics Data System (ADS)

Koru, Ahmet Taha; Delibaşı, Akın; Özbay, Hitay

2018-01-01

In this paper, we present a quasi-convex optimisation method to minimise an upper bound of the dwell time for stability of switched delay systems. Piecewise Lyapunov-Krasovskii functionals are introduced and the upper bound for the derivative of Lyapunov functionals is estimated by free-weighting matrices method to investigate non-switching stability of each candidate subsystems. Then, a sufficient condition for the dwell time is derived to guarantee the asymptotic stability of the switched delay system. Once these conditions are represented by a set of linear matrix inequalities , dwell time optimisation problem can be formulated as a standard quasi-convex optimisation problem. Numerical examples are given to illustrate the improvements over previously obtained dwell time bounds. Using the results obtained in the stability case, we present a nonlinear minimisation algorithm to synthesise the dwell time minimiser controllers. The algorithm solves the problem with successive linearisation of nonlinear conditions.

Comparison of two non-convex mixed-integer nonlinear programming algorithms applied to autoregressive moving average model structure and parameter estimation

NASA Astrophysics Data System (ADS)

Uilhoorn, F. E.

2016-10-01

In this article, the stochastic modelling approach proposed by Box and Jenkins is treated as a mixed-integer nonlinear programming (MINLP) problem solved with a mesh adaptive direct search and a real-coded genetic class of algorithms. The aim is to estimate the real-valued parameters and non-negative integer, correlated structure of stationary autoregressive moving average (ARMA) processes. The maximum likelihood function of the stationary ARMA process is embedded in Akaike's information criterion and the Bayesian information criterion, whereas the estimation procedure is based on Kalman filter recursions. The constraints imposed on the objective function enforce stability and invertibility. The best ARMA model is regarded as the global minimum of the non-convex MINLP problem. The robustness and computational performance of the MINLP solvers are compared with brute-force enumeration. Numerical experiments are done for existing time series and one new data set.

The successive projection algorithm as an initialization method for brain tumor segmentation using non-negative matrix factorization.

PubMed

Sauwen, Nicolas; Acou, Marjan; Bharath, Halandur N; Sima, Diana M; Veraart, Jelle; Maes, Frederik; Himmelreich, Uwe; Achten, Eric; Van Huffel, Sabine

2017-01-01

Non-negative matrix factorization (NMF) has become a widely used tool for additive parts-based analysis in a wide range of applications. As NMF is a non-convex problem, the quality of the solution will depend on the initialization of the factor matrices. In this study, the successive projection algorithm (SPA) is proposed as an initialization method for NMF. SPA builds on convex geometry and allocates endmembers based on successive orthogonal subspace projections of the input data. SPA is a fast and reproducible method, and it aligns well with the assumptions made in near-separable NMF analyses. SPA was applied to multi-parametric magnetic resonance imaging (MRI) datasets for brain tumor segmentation using different NMF algorithms. Comparison with common initialization methods shows that SPA achieves similar segmentation quality and it is competitive in terms of convergence rate. Whereas SPA was previously applied as a direct endmember extraction tool, we have shown improved segmentation results when using SPA as an initialization method, as it allows further enhancement of the sources during the NMF iterative procedure.

Ternary alloy material prediction using genetic algorithm and cluster expansion

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

Chen, Chong

2015-12-01

This thesis summarizes our study on the crystal structures prediction of Fe-V-Si system using genetic algorithm and cluster expansion. Our goal is to explore and look for new stable compounds. We started from the current ten known experimental phases, and calculated formation energies of those compounds using density functional theory (DFT) package, namely, VASP. The convex hull was generated based on the DFT calculations of the experimental known phases. Then we did random search on some metal rich (Fe and V) compositions and found that the lowest energy structures were body centered cube (bcc) underlying lattice, under which we didmore » our computational systematic searches using genetic algorithm and cluster expansion. Among hundreds of the searched compositions, thirteen were selected and DFT formation energies were obtained by VASP. The stability checking of those thirteen compounds was done in reference to the experimental convex hull. We found that the composition, 24-8-16, i.e., Fe 3VSi 2 is a new stable phase and it can be very inspiring to the future experiments.« less

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.

Undercut feature recognition for core and cavity generation

NASA Astrophysics Data System (ADS)

Yusof, Mursyidah Md; Salman Abu Mansor, Mohd

2018-01-01

Core and cavity is one of the important components in injection mould where the quality of the final product is mostly dependent on it. In the industry, with years of experience and skill, mould designers commonly use commercial CAD software to design the core and cavity which is time consuming. This paper proposes an algorithm that detect possible undercut features and generate the core and cavity. Two approaches are presented; edge convexity and face connectivity approach. The edge convexity approach is used to recognize undercut features while face connectivity is used to divide the faces into top and bottom region.

A physics-motivated Centroidal Voronoi Particle domain decomposition method

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

Fu, Lin, E-mail: lin.fu@tum.de; Hu, Xiangyu Y., E-mail: xiangyu.hu@tum.de; Adams, Nikolaus A., E-mail: nikolaus.adams@tum.de

2017-04-15

In this paper, we propose a novel domain decomposition method for large-scale simulations in continuum mechanics by merging the concepts of Centroidal Voronoi Tessellation (CVT) and Voronoi Particle dynamics (VP). The CVT is introduced to achieve a high-level compactness of the partitioning subdomains by the Lloyd algorithm which monotonically decreases the CVT energy. The number of computational elements between neighboring partitioning subdomains, which scales the communication effort for parallel simulations, is optimized implicitly as the generated partitioning subdomains are convex and simply connected with small aspect-ratios. Moreover, Voronoi Particle dynamics employing physical analogy with a tailored equation of state ismore » developed, which relaxes the particle system towards the target partition with good load balance. Since the equilibrium is computed by an iterative approach, the partitioning subdomains exhibit locality and the incremental property. Numerical experiments reveal that the proposed Centroidal Voronoi Particle (CVP) based algorithm produces high-quality partitioning with high efficiency, independently of computational-element types. Thus it can be used for a wide range of applications in computational science and engineering.« less

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.

Spatial partitioning algorithms for data visualization

NASA Astrophysics Data System (ADS)

Devulapalli, Raghuveer; Quist, Mikael; Carlsson, John Gunnar

2013-12-01

Spatial partitions of an information space are frequently used for data visualization. Weighted Voronoi diagrams are among the most popular ways of dividing a space into partitions. However, the problem of computing such a partition efficiently can be challenging. For example, a natural objective is to select the weights so as to force each Voronoi region to take on a pre-defined area, which might represent the relevance or market share of an informational object. In this paper, we present an easy and fast algorithm to compute these weights of the Voronoi diagrams. Unlike previous approaches whose convergence properties are not well-understood, we give a formulation to the problem based on convex optimization with excellent performance guarantees in theory and practice. We also show how our technique can be used to control the shape of these partitions. More specifically we show how to convert undesirable skinny and long regions into fat regions while maintaining the areas of the partitions. As an application, we use these to visualize the amount of website traffic for the top 101 websites.

Hessian Schatten-norm regularization for linear inverse problems.

PubMed

Lefkimmiatis, Stamatios; Ward, John Paul; Unser, Michael

2013-05-01

We introduce a novel family of invariant, convex, and non-quadratic functionals that we employ to derive regularized solutions of ill-posed linear inverse imaging problems. The proposed regularizers involve the Schatten norms of the Hessian matrix, which are computed at every pixel of the image. They can be viewed as second-order extensions of the popular total-variation (TV) semi-norm since they satisfy the same invariance properties. Meanwhile, by taking advantage of second-order derivatives, they avoid the staircase effect, a common artifact of TV-based reconstructions, and perform well for a wide range of applications. To solve the corresponding optimization problems, we propose an algorithm that is based on a primal-dual formulation. A fundamental ingredient of this algorithm is the projection of matrices onto Schatten norm balls of arbitrary radius. This operation is performed efficiently based on a direct link we provide between vector projections onto lq norm balls and matrix projections onto Schatten norm balls. Finally, we demonstrate the effectiveness of the proposed methods through experimental results on several inverse imaging problems with real and simulated data.

An LMI approach to design H(infinity) controllers for discrete-time nonlinear systems based on unified models.

PubMed

Liu, Meiqin; Zhang, Senlin

2008-10-01

A unified neural network model termed standard neural network model (SNNM) is advanced. Based on the robust L(2) gain (i.e. robust H(infinity) performance) analysis of the SNNM with external disturbances, a state-feedback control law is designed for the SNNM to stabilize the closed-loop system and eliminate the effect of external disturbances. The control design constraints are shown to be a set of linear matrix inequalities (LMIs) which can be easily solved by various convex optimization algorithms (e.g. interior-point algorithms) to determine the control law. Most discrete-time recurrent neural network (RNNs) and discrete-time nonlinear systems modelled by neural networks or Takagi and Sugeno (T-S) fuzzy models can be transformed into the SNNMs to be robust H(infinity) performance analyzed or robust H(infinity) controller synthesized in a unified SNNM's framework. Finally, some examples are presented to illustrate the wide application of the SNNMs to the nonlinear systems, and the proposed approach is compared with related methods reported in the literature.

A physics-motivated Centroidal Voronoi Particle domain decomposition method

NASA Astrophysics Data System (ADS)

Fu, Lin; Hu, Xiangyu Y.; Adams, Nikolaus A.

2017-04-01

In this paper, we propose a novel domain decomposition method for large-scale simulations in continuum mechanics by merging the concepts of Centroidal Voronoi Tessellation (CVT) and Voronoi Particle dynamics (VP). The CVT is introduced to achieve a high-level compactness of the partitioning subdomains by the Lloyd algorithm which monotonically decreases the CVT energy. The number of computational elements between neighboring partitioning subdomains, which scales the communication effort for parallel simulations, is optimized implicitly as the generated partitioning subdomains are convex and simply connected with small aspect-ratios. Moreover, Voronoi Particle dynamics employing physical analogy with a tailored equation of state is developed, which relaxes the particle system towards the target partition with good load balance. Since the equilibrium is computed by an iterative approach, the partitioning subdomains exhibit locality and the incremental property. Numerical experiments reveal that the proposed Centroidal Voronoi Particle (CVP) based algorithm produces high-quality partitioning with high efficiency, independently of computational-element types. Thus it can be used for a wide range of applications in computational science and engineering.

An exact general remeshing scheme applied to physically conservative voxelization

DOE PAGES

Powell, Devon; Abel, Tom

2015-05-21

We present an exact general remeshing scheme to compute analytic integrals of polynomial functions over the intersections between convex polyhedral cells of old and new meshes. In physics applications this allows one to ensure global mass, momentum, and energy conservation while applying higher-order polynomial interpolation. We elaborate on applications of our algorithm arising in the analysis of cosmological N-body data, computer graphics, and continuum mechanics problems. We focus on the particular case of remeshing tetrahedral cells onto a Cartesian grid such that the volume integral of the polynomial density function given on the input mesh is guaranteed to equal themore » corresponding integral over the output mesh. We refer to this as “physically conservative voxelization.” At the core of our method is an algorithm for intersecting two convex polyhedra by successively clipping one against the faces of the other. This algorithm is an implementation of the ideas presented abstractly by Sugihara [48], who suggests using the planar graph representations of convex polyhedra to ensure topological consistency of the output. This makes our implementation robust to geometric degeneracy in the input. We employ a simplicial decomposition to calculate moment integrals up to quadratic order over the resulting intersection domain. We also address practical issues arising in a software implementation, including numerical stability in geometric calculations, management of cancellation errors, and extension to two dimensions. In a comparison to recent work, we show substantial performance gains. We provide a C implementation intended to be a fast, accurate, and robust tool for geometric calculations on polyhedral mesh elements.« less

Tensor completion for estimating missing values in visual data.

PubMed

Liu, Ji; Musialski, Przemyslaw; Wonka, Peter; Ye, Jieping

2013-01-01

In this paper, we propose an algorithm to estimate missing values in tensors of visual data. The values can be missing due to problems in the acquisition process or because the user manually identified unwanted outliers. Our algorithm works even with a small amount of samples and it can propagate structure to fill larger missing regions. Our methodology is built on recent studies about matrix completion using the matrix trace norm. The contribution of our paper is to extend the matrix case to the tensor case by proposing the first definition of the trace norm for tensors and then by building a working algorithm. First, we propose a definition for the tensor trace norm that generalizes the established definition of the matrix trace norm. Second, similarly to matrix completion, the tensor completion is formulated as a convex optimization problem. Unfortunately, the straightforward problem extension is significantly harder to solve than the matrix case because of the dependency among multiple constraints. To tackle this problem, we developed three algorithms: simple low rank tensor completion (SiLRTC), fast low rank tensor completion (FaLRTC), and high accuracy low rank tensor completion (HaLRTC). The SiLRTC algorithm is simple to implement and employs a relaxation technique to separate the dependent relationships and uses the block coordinate descent (BCD) method to achieve a globally optimal solution; the FaLRTC algorithm utilizes a smoothing scheme to transform the original nonsmooth problem into a smooth one and can be used to solve a general tensor trace norm minimization problem; the HaLRTC algorithm applies the alternating direction method of multipliers (ADMMs) to our problem. Our experiments show potential applications of our algorithms and the quantitative evaluation indicates that our methods are more accurate and robust than heuristic approaches. The efficiency comparison indicates that FaLTRC and HaLRTC are more efficient than SiLRTC and between FaLRTC an- HaLRTC the former is more efficient to obtain a low accuracy solution and the latter is preferred if a high-accuracy solution is desired.

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

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

A robust and efficient polyhedron subdivision and intersection algorithm for three-dimensional MMALE remapping

NASA Astrophysics Data System (ADS)

Chen, Xiang; Zhang, Xiong; Jia, Zupeng

2017-06-01

The Multi-Material Arbitrary Lagrangian Eulerian (MMALE) method is an effective way to simulate the multi-material flow with severe surface deformation. Comparing with the traditional Arbitrary Lagrangian Eulerian (ALE) method, the MMALE method allows for multiple materials in a single cell which overcomes the difficulties in grid refinement process. In recent decades, many researches have been conducted for the Lagrangian, rezoning and surface reconstruction phases, but less attention has been paid to the multi-material remapping phase especially for the three-dimensional problems due to two complex geometric problems: the polyhedron subdivision and the polyhedron intersection. In this paper, we propose a ;Clipping and Projecting; algorithm for polyhedron intersection whose basic idea comes from the commonly used method by Grandy (1999) [29] and Jia et al. (2013) [34]. Our new algorithm solves the geometric problem by an incremental modification of the topology based on segment-plane intersections. A comparison with Jia et al. (2013) [34] shows our new method improves the efficiency by 55% to 65% when calculating polyhedron intersections. Moreover, the instability caused by the geometric degeneracy can be thoroughly avoided because the geometry integrity is preserved in the new algorithm. We also focus on the polyhedron subdivision process and describe an algorithm which could automatically and precisely tackle the various situations including convex, non-convex and multiple subdivisions. Numerical studies indicate that by using our polyhedron subdivision and intersection algorithm, the volume conversation of the remapping phase can be exactly preserved in the MMALE simulation.

Weighted mining of massive collections of [Formula: see text]-values by convex optimization.

PubMed

Dobriban, Edgar

2018-06-01

Researchers in data-rich disciplines-think of computational genomics and observational cosmology-often wish to mine large bodies of [Formula: see text]-values looking for significant effects, while controlling the false discovery rate or family-wise error rate. Increasingly, researchers also wish to prioritize certain hypotheses, for example, those thought to have larger effect sizes, by upweighting, and to impose constraints on the underlying mining, such as monotonicity along a certain sequence. We introduce Princessp , a principled method for performing weighted multiple testing by constrained convex optimization. Our method elegantly allows one to prioritize certain hypotheses through upweighting and to discount others through downweighting, while constraining the underlying weights involved in the mining process. When the [Formula: see text]-values derive from monotone likelihood ratio families such as the Gaussian means model, the new method allows exact solution of an important optimal weighting problem previously thought to be non-convex and computationally infeasible. Our method scales to massive data set sizes. We illustrate the applications of Princessp on a series of standard genomics data sets and offer comparisons with several previous 'standard' methods. Princessp offers both ease of operation and the ability to scale to extremely large problem sizes. The method is available as open-source software from github.com/dobriban/pvalue_weighting_matlab (accessed 11 October 2017).

An improved 2D MoF method by using high order derivatives

NASA Astrophysics Data System (ADS)

Chen, Xiang; Zhang, Xiong

2017-11-01

The MoF (Moment of Fluid) method is one of the most accurate approaches among various interface reconstruction algorithms. Alike other second order methods, the MoF method needs to solve an implicit optimization problem to obtain the optimal approximate interface, so an iteration process is inevitable under most circumstances. In order to solve the optimization efficiently, the properties of the objective function are worthy of studying. In 2D problems, the first order derivative has been deduced and applied in the previous researches. In this paper, the high order derivatives of the objective function are deduced on the convex polygon. We show that the nth (n ≥ 2) order derivatives are discontinuous, and the number of the discontinuous points is two times the number of the polygon edge. A rotation algorithm is proposed to successively calculate these discontinuous points, thus the target interval where the optimal solution is located can be determined. Since the high order derivatives of the objective function are continuous in the target interval, the iteration schemes based on high order derivatives can be used to improve the convergence rate. Moreover, when iterating in the target interval, the value of objective function and its derivatives can be directly updated without explicitly solving the volume conservation equation. The direct update makes a further improvement of the efficiency especially when the number of edges of the polygon is increasing. The Halley's method, which is based on the first three order derivatives, is applied as the iteration scheme in this paper and the numerical results indicate that the CPU time is about half of the previous method on the quadrilateral cell and is about one sixth on the decagon cell.

A Multi-Hop Energy Neutral Clustering Algorithm for Maximizing Network Information Gathering in Energy Harvesting Wireless Sensor Networks.

PubMed

Yang, Liu; Lu, Yinzhi; Zhong, Yuanchang; Wu, Xuegang; Yang, Simon X

2015-12-26

Energy resource limitation is a severe problem in traditional wireless sensor networks (WSNs) because it restricts the lifetime of network. Recently, the emergence of energy harvesting techniques has brought with them the expectation to overcome this problem. In particular, it is possible for a sensor node with energy harvesting abilities to work perpetually in an Energy Neutral state. In this paper, a Multi-hop Energy Neutral Clustering (MENC) algorithm is proposed to construct the optimal multi-hop clustering architecture in energy harvesting WSNs, with the goal of achieving perpetual network operation. All cluster heads (CHs) in the network act as routers to transmit data to base station (BS) cooperatively by a multi-hop communication method. In addition, by analyzing the energy consumption of intra- and inter-cluster data transmission, we give the energy neutrality constraints. Under these constraints, every sensor node can work in an energy neutral state, which in turn provides perpetual network operation. Furthermore, the minimum network data transmission cycle is mathematically derived using convex optimization techniques while the network information gathering is maximal. Simulation results show that our protocol can achieve perpetual network operation, so that the consistent data delivery is guaranteed. In addition, substantial improvements on the performance of network throughput are also achieved as compared to the famous traditional clustering protocol LEACH and recent energy harvesting aware clustering protocols.

A Multi-Hop Energy Neutral Clustering Algorithm for Maximizing Network Information Gathering in Energy Harvesting Wireless Sensor Networks

PubMed Central

Yang, Liu; Lu, Yinzhi; Zhong, Yuanchang; Wu, Xuegang; Yang, Simon X.

2015-01-01

Energy resource limitation is a severe problem in traditional wireless sensor networks (WSNs) because it restricts the lifetime of network. Recently, the emergence of energy harvesting techniques has brought with them the expectation to overcome this problem. In particular, it is possible for a sensor node with energy harvesting abilities to work perpetually in an Energy Neutral state. In this paper, a Multi-hop Energy Neutral Clustering (MENC) algorithm is proposed to construct the optimal multi-hop clustering architecture in energy harvesting WSNs, with the goal of achieving perpetual network operation. All cluster heads (CHs) in the network act as routers to transmit data to base station (BS) cooperatively by a multi-hop communication method. In addition, by analyzing the energy consumption of intra- and inter-cluster data transmission, we give the energy neutrality constraints. Under these constraints, every sensor node can work in an energy neutral state, which in turn provides perpetual network operation. Furthermore, the minimum network data transmission cycle is mathematically derived using convex optimization techniques while the network information gathering is maximal. Simulation results show that our protocol can achieve perpetual network operation, so that the consistent data delivery is guaranteed. In addition, substantial improvements on the performance of network throughput are also achieved as compared to the famous traditional clustering protocol LEACH and recent energy harvesting aware clustering protocols. PMID:26712764

Least-Squares Approximation of an Improper by a Proper Correlation Matrix Using a Semi-Infinite Convex Program. Research Report 87-7.

ERIC Educational Resources Information Center

Knol, Dirk L.; ten Berge, Jos M. F.

An algorithm is presented for the best least-squares fitting correlation matrix approximating a given missing value or improper correlation matrix. The proposed algorithm is based on a solution for C. I. Mosier's oblique Procrustes rotation problem offered by J. M. F. ten Berge and K. Nevels (1977). It is shown that the minimization problem…

[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.

Ring-push metric learning for person reidentification

NASA Astrophysics Data System (ADS)

He, Botao; Yu, Shaohua

2017-05-01

Person reidentification (re-id) has been widely studied because of its extensive use in video surveillance and forensics applications. It aims to search a specific person among a nonoverlapping camera network, which is highly challenging due to large variations in the cluttered background, human pose, and camera viewpoint. We present a metric learning algorithm for learning a Mahalanobis distance for re-id. Generally speaking, there exist two forces in the conventional metric learning process, one pulling force that pulls points of the same class closer and the other pushing force that pushes points of different classes as far apart as possible. We argue that, when only a limited number of training data are given, forcing interclass distances to be as large as possible may drive the metric to overfit the uninformative part of the images, such as noises and backgrounds. To alleviate overfitting, we propose the ring-push metric learning algorithm. Different from other metric learning methods that only punish too small interclass distances, in the proposed method, both too small and too large inter-class distances are punished. By introducing the generalized logistic function as the loss, we formulate the ring-push metric learning as a convex optimization problem and utilize the projected gradient descent method to solve it. The experimental results on four public datasets demonstrate the effectiveness of the proposed algorithm.

General subspace learning with corrupted training data via graph embedding.

PubMed

Bao, Bing-Kun; Liu, Guangcan; Hong, Richang; Yan, Shuicheng; Xu, Changsheng

2013-11-01

We address the following subspace learning problem: supposing we are given a set of labeled, corrupted training data points, how to learn the underlying subspace, which contains three components: an intrinsic subspace that captures certain desired properties of a data set, a penalty subspace that fits the undesired properties of the data, and an error container that models the gross corruptions possibly existing in the data. Given a set of data points, these three components can be learned by solving a nuclear norm regularized optimization problem, which is convex and can be efficiently solved in polynomial time. Using the method as a tool, we propose a new discriminant analysis (i.e., supervised subspace learning) algorithm called Corruptions Tolerant Discriminant Analysis (CTDA), in which the intrinsic subspace is used to capture the features with high within-class similarity, the penalty subspace takes the role of modeling the undesired features with high between-class similarity, and the error container takes charge of fitting the possible corruptions in the data. We show that CTDA can well handle the gross corruptions possibly existing in the training data, whereas previous linear discriminant analysis algorithms arguably fail in such a setting. Extensive experiments conducted on two benchmark human face data sets and one object recognition data set show that CTDA outperforms the related algorithms.

Dual optimization based prostate zonal segmentation in 3D MR images.

PubMed

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

2014-05-01

Efficient and accurate segmentation of the prostate and two of its clinically meaningful sub-regions: the central gland (CG) and peripheral zone (PZ), from 3D MR images, is of great interest in image-guided prostate interventions and diagnosis of prostate cancer. In this work, a novel multi-region segmentation approach is proposed to simultaneously segment the prostate and its two major sub-regions from only a single 3D T2-weighted (T2w) MR image, which makes use of the prior spatial region consistency and incorporates a customized prostate appearance model into the segmentation task. The formulated challenging combinatorial optimization problem is solved by means of convex relaxation, for which a novel spatially continuous max-flow model is introduced as the dual optimization formulation to the studied convex relaxed optimization problem with region consistency constraints. The proposed continuous max-flow model derives an efficient duality-based algorithm that enjoys numerical advantages and can be easily implemented on GPUs. The proposed approach was validated using 18 3D prostate T2w MR images with a body-coil and 25 images with an endo-rectal coil. Experimental results demonstrate that the proposed method is capable of efficiently and accurately extracting both the prostate zones: CG and PZ, and the whole prostate gland from the input 3D prostate MR images, with a mean Dice similarity coefficient (DSC) of 89.3±3.2% for the whole gland (WG), 82.2±3.0% for the CG, and 69.1±6.9% for the PZ in 3D body-coil MR images; 89.2±3.3% for the WG, 83.0±2.4% for the CG, and 70.0±6.5% for the PZ in 3D endo-rectal coil MR images. In addition, the experiments of intra- and inter-observer variability introduced by user initialization indicate a good reproducibility of the proposed approach in terms of volume difference (VD) and coefficient-of-variation (CV) of DSC. Copyright © 2014 Elsevier B.V. All rights reserved.

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

Chance-Constrained Guidance With Non-Convex Constraints

NASA Technical Reports Server (NTRS)

Ono, Masahiro

2011-01-01

Missions to small bodies, such as comets or asteroids, require autonomous guidance for descent to these small bodies. Such guidance is made challenging by uncertainty in the position and velocity of the spacecraft, as well as the uncertainty in the gravitational field around the small body. In addition, the requirement to avoid collision with the asteroid represents a non-convex constraint that means finding the optimal guidance trajectory, in general, is intractable. In this innovation, a new approach is proposed for chance-constrained optimal guidance with non-convex constraints. Chance-constrained guidance takes into account uncertainty so that the probability of collision is below a specified threshold. In this approach, a new bounding method has been developed to obtain a set of decomposed chance constraints that is a sufficient condition of the original chance constraint. The decomposition of the chance constraint enables its efficient evaluation, as well as the application of the branch and bound method. Branch and bound enables non-convex problems to be solved efficiently to global optimality. Considering the problem of finite-horizon robust optimal control of dynamic systems under Gaussian-distributed stochastic uncertainty, with state and control constraints, a discrete-time, continuous-state linear dynamics model is assumed. Gaussian-distributed stochastic uncertainty is a more natural model for exogenous disturbances such as wind gusts and turbulence than the previously studied set-bounded models. However, with stochastic uncertainty, it is often impossible to guarantee that state constraints are satisfied, because there is typically a non-zero probability of having a disturbance that is large enough to push the state out of the feasible region. An effective framework to address robustness with stochastic uncertainty is optimization with chance constraints. These require that the probability of violating the state constraints (i.e., the probability of failure) is below a user-specified bound known as the risk bound. An example problem is to drive a car to a destination as fast as possible while limiting the probability of an accident to 10(exp -7). This framework allows users to trade conservatism against performance by choosing the risk bound. The more risk the user accepts, the better performance they can expect.

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.

Planning minimum-energy paths in an off-road environment with anisotropic traversal costs and motion constraints. Doctoral thesis

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

Ross, R.S.

1989-06-01

For a vehicle operating across arbitrarily-contoured terrain, finding the most fuel-efficient route between two points can be viewed as a high-level global path-planning problem with traversal costs and stability dependent on the direction of travel (anisotropic). The problem assumes a two-dimensional polygonal map of homogeneous cost regions for terrain representation constructed from elevation information. The anisotropic energy cost of vehicle motion has a non-braking component dependent on horizontal distance, a braking component dependent on vertical distance, and a constant path-independent component. The behavior of minimum-energy paths is then proved to be restricted to a small, but optimal set of traversalmore » types. An optimal-path-planning algorithm, using a heuristic search technique, reduces the infinite number of paths between the start and goal points to a finite number by generating sequences of goal-feasible window lists from analyzing the polygonal map and applying pruning criteria. The pruning criteria consist of visibility analysis, heading analysis, and region-boundary constraints. Each goal-feasible window lists specifies an associated convex optimization problem, and the best of all locally-optimal paths through the goal-feasible window lists is the globally-optimal path. These ideas have been implemented in a computer program, with results showing considerably better performance than the exponential average-case behavior predicted.« less

New bounding and decomposition approaches for MILP investment problems: Multi-area transmission and generation planning under policy constraints

DOE PAGES

Munoz, F. D.; Hobbs, B. F.; Watson, J. -P.

2016-02-01

A novel two-phase bounding and decomposition approach to compute optimal and near-optimal solutions to large-scale mixed-integer investment planning problems is proposed and it considers a large number of operating subproblems, each of which is a convex optimization. Our motivating application is the planning of power transmission and generation in which policy constraints are designed to incentivize high amounts of intermittent generation in electric power systems. The bounding phase exploits Jensen’s inequality to define a lower bound, which we extend to stochastic programs that use expected-value constraints to enforce policy objectives. The decomposition phase, in which the bounds are tightened, improvesmore » upon the standard Benders’ algorithm by accelerating the convergence of the bounds. The lower bound is tightened by using a Jensen’s inequality-based approach to introduce an auxiliary lower bound into the Benders master problem. Upper bounds for both phases are computed using a sub-sampling approach executed on a parallel computer system. Numerical results show that only the bounding phase is necessary if loose optimality gaps are acceptable. But, the decomposition phase is required to attain optimality gaps. Moreover, use of both phases performs better, in terms of convergence speed, than attempting to solve the problem using just the bounding phase or regular Benders decomposition separately.« less

New bounding and decomposition approaches for MILP investment problems: Multi-area transmission and generation planning under policy constraints

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

Munoz, F. D.; Hobbs, B. F.; Watson, J. -P.

A novel two-phase bounding and decomposition approach to compute optimal and near-optimal solutions to large-scale mixed-integer investment planning problems is proposed and it considers a large number of operating subproblems, each of which is a convex optimization. Our motivating application is the planning of power transmission and generation in which policy constraints are designed to incentivize high amounts of intermittent generation in electric power systems. The bounding phase exploits Jensen’s inequality to define a lower bound, which we extend to stochastic programs that use expected-value constraints to enforce policy objectives. The decomposition phase, in which the bounds are tightened, improvesmore » upon the standard Benders’ algorithm by accelerating the convergence of the bounds. The lower bound is tightened by using a Jensen’s inequality-based approach to introduce an auxiliary lower bound into the Benders master problem. Upper bounds for both phases are computed using a sub-sampling approach executed on a parallel computer system. Numerical results show that only the bounding phase is necessary if loose optimality gaps are acceptable. But, the decomposition phase is required to attain optimality gaps. Moreover, use of both phases performs better, in terms of convergence speed, than attempting to solve the problem using just the bounding phase or regular Benders decomposition separately.« less

Heat Transfer Search Algorithm for Non-convex Economic Dispatch Problems

NASA Astrophysics Data System (ADS)

Hazra, Abhik; Das, Saborni; Basu, Mousumi

2018-06-01

This paper presents Heat Transfer Search (HTS) algorithm for the non-linear economic dispatch problem. HTS algorithm is based on the law of thermodynamics and heat transfer. The proficiency of the suggested technique has been disclosed on three dissimilar complicated economic dispatch problems with valve point effect; prohibited operating zone; and multiple fuels with valve point effect. Test results acquired from the suggested technique for the economic dispatch problem have been fitted to that acquired from other stated evolutionary techniques. It has been observed that the suggested HTS carry out superior solutions.

Heat Transfer Search Algorithm for Non-convex Economic Dispatch Problems

NASA Astrophysics Data System (ADS)

Hazra, Abhik; Das, Saborni; Basu, Mousumi

2018-03-01

This paper presents Heat Transfer Search (HTS) algorithm for the non-linear economic dispatch problem. HTS algorithm is based on the law of thermodynamics and heat transfer. The proficiency of the suggested technique has been disclosed on three dissimilar complicated economic dispatch problems with valve point effect; prohibited operating zone; and multiple fuels with valve point effect. Test results acquired from the suggested technique for the economic dispatch problem have been fitted to that acquired from other stated evolutionary techniques. It has been observed that the suggested HTS carry out superior solutions.

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

Generalized ensemble method applied to study systems with strong first order transitions

DOE PAGES

Malolepsza, E.; Kim, J.; Keyes, T.

2015-09-28

At strong first-order phase transitions, the entropy versus energy or, at constant pressure, enthalpy, exhibits convex behavior, and the statistical temperature curve correspondingly exhibits an S-loop or back-bending. In the canonical and isothermal-isobaric ensembles, with temperature as the control variable, the probability density functions become bimodal with peaks localized outside of the S-loop region. Inside, states are unstable, and as a result simulation of equilibrium phase coexistence becomes impossible. To overcome this problem, a method was proposed by Kim, Keyes and Straub, where optimally designed generalized ensemble sampling was combined with replica exchange, and denoted generalized replica exchange method (gREM).more » This new technique uses parametrized effective sampling weights that lead to a unimodal energy distribution, transforming unstable states into stable ones. In the present study, the gREM, originally developed as a Monte Carlo algorithm, was implemented to work with molecular dynamics in an isobaric ensemble and coded into LAMMPS, a highly optimized open source molecular simulation package. Lastly, the method is illustrated in a study of the very strong solid/liquid transition in water.« less

On base station cooperation using statistical CSI in jointly correlated MIMO downlink channels

NASA Astrophysics Data System (ADS)

Zhang, Jun; Jiang, Bin; Jin, Shi; Gao, Xiqi; Wong, Kai-Kit

2012-12-01

This article studies the transmission of a single cell-edge user's signal using statistical channel state information at cooperative base stations (BSs) with a general jointly correlated multiple-input multiple-output (MIMO) channel model. We first present an optimal scheme to maximize the ergodic sum capacity with per-BS power constraints, revealing that the transmitted signals of all BSs are mutually independent and the optimum transmit directions for each BS align with the eigenvectors of the BS's own transmit correlation matrix of the channel. Then, we employ matrix permanents to derive a closed-form tight upper bound for the ergodic sum capacity. Based on these results, we develop a low-complexity power allocation solution using convex optimization techniques and a simple iterative water-filling algorithm (IWFA) for power allocation. Finally, we derive a necessary and sufficient condition for which a beamforming approach achieves capacity for all BSs. Simulation results demonstrate that the upper bound of ergodic sum capacity is tight and the proposed cooperative transmission scheme increases the downlink system sum capacity considerably.

Generalized ensemble method applied to study systems with strong first order transitions

NASA Astrophysics Data System (ADS)

Małolepsza, E.; Kim, J.; Keyes, T.

2015-09-01

At strong first-order phase transitions, the entropy versus energy or, at constant pressure, enthalpy, exhibits convex behavior, and the statistical temperature curve correspondingly exhibits an S-loop or back-bending. In the canonical and isothermal-isobaric ensembles, with temperature as the control variable, the probability density functions become bimodal with peaks localized outside of the S-loop region. Inside, states are unstable, and as a result simulation of equilibrium phase coexistence becomes impossible. To overcome this problem, a method was proposed by Kim, Keyes and Straub [1], where optimally designed generalized ensemble sampling was combined with replica exchange, and denoted generalized replica exchange method (gREM). This new technique uses parametrized effective sampling weights that lead to a unimodal energy distribution, transforming unstable states into stable ones. In the present study, the gREM, originally developed as a Monte Carlo algorithm, was implemented to work with molecular dynamics in an isobaric ensemble and coded into LAMMPS, a highly optimized open source molecular simulation package. The method is illustrated in a study of the very strong solid/liquid transition in water.

Static Analysis Numerical Algorithms

DTIC Science & Technology

2016-04-01

represented by a collection of intervals (one for each variable) or a convex polyhedron (each dimension of the affine space representing a program variable...Another common abstract domain uses a set of linear constraints (i.e. an enclosing polyhedron ) to over-approximate the joint values of several

Novel method of finding extreme edges in a convex set of N-dimension vectors

NASA Astrophysics Data System (ADS)

Hu, Chia-Lun J.

2001-11-01

As we published in the last few years, for a binary neural network pattern recognition system to learn a given mapping {Um mapped to Vm, m=1 to M} where um is an N- dimension analog (pattern) vector, Vm is a P-bit binary (classification) vector, the if-and-only-if (IFF) condition that this network can learn this mapping is that each i-set in {Ymi, m=1 to M} (where Ymithere existsVmiUm and Vmi=+1 or -1, is the i-th bit of VR-m).)(i=1 to P and there are P sets included here.) Is POSITIVELY, LINEARLY, INDEPENDENT or PLI. We have shown that this PLI condition is MORE GENERAL than the convexity condition applied to a set of N-vectors. In the design of old learning machines, we know that if a set of N-dimension analog vectors form a convex set, and if the machine can learn the boundary vectors (or extreme edges) of this set, then it can definitely learn the inside vectors contained in this POLYHEDRON CONE. This paper reports a new method and new algorithm to find the boundary vectors of a convex set of ND analog vectors.

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.

Convex relaxations of spectral sparsity for robust super-resolution and line spectrum estimation

NASA Astrophysics Data System (ADS)

Chi, Yuejie

2017-08-01

We consider recovering the amplitudes and locations of spikes in a point source signal from its low-pass spectrum that may suffer from missing data and arbitrary outliers. We first review and provide a unified view of several recently proposed convex relaxations that characterize and capitalize the spectral sparsity of the point source signal without discretization under the framework of atomic norms. Next we propose a new algorithm when the spikes are known a priori to be positive, motivated by applications such as neural spike sorting and fluorescence microscopy imaging. Numerical experiments are provided to demonstrate the effectiveness of the proposed approach.

Energy-Consistent Multiscale Algorithms for Granular Flows

DTIC Science & Technology

2014-08-07

Respondents should be aware that notwithstanding any other provision of law, no person shall be subject to any penalty for failing to comply with a collection...not been able to be captured comprehensively in models. The consequences of these advancements are broad and deep. The GEM method has revolutionized...the algorithm to detect contact needs to be redesign to be able to detect contact points, even in non-convex surfaces. To achieve this, we developed

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.

The use of Lanczos's method to solve the large generalized symmetric definite eigenvalue problem

NASA Technical Reports Server (NTRS)

Jones, Mark T.; Patrick, Merrell L.

1989-01-01

The generalized eigenvalue problem, Kx = Lambda Mx, is of significant practical importance, especially in structural enginering where it arises as the vibration and buckling problem. A new algorithm, LANZ, based on Lanczos's method is developed. LANZ uses a technique called dynamic shifting to improve the efficiency and reliability of the Lanczos algorithm. A new algorithm for solving the tridiagonal matrices that arise when using Lanczos's method is described. A modification of Parlett and Scott's selective orthogonalization algorithm is proposed. Results from an implementation of LANZ on a Convex C-220 show it to be superior to a subspace iteration code.

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…

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.

Constrained spacecraft reorientation using mixed integer convex programming

NASA Astrophysics Data System (ADS)

Tam, Margaret; Glenn Lightsey, E.

2016-10-01

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

SPIRiT: Iterative Self-consistent Parallel Imaging Reconstruction from Arbitrary k-Space

PubMed Central

Lustig, Michael; Pauly, John M.

2010-01-01

A new approach to autocalibrating, coil-by-coil parallel imaging reconstruction is presented. It is a generalized reconstruction framework based on self consistency. The reconstruction problem is formulated as an optimization that yields the most consistent solution with the calibration and acquisition data. The approach is general and can accurately reconstruct images from arbitrary k-space sampling patterns. The formulation can flexibly incorporate additional image priors such as off-resonance correction and regularization terms that appear in compressed sensing. Several iterative strategies to solve the posed reconstruction problem in both image and k-space domain are presented. These are based on a projection over convex sets (POCS) and a conjugate gradient (CG) algorithms. Phantom and in-vivo studies demonstrate efficient reconstructions from undersampled Cartesian and spiral trajectories. Reconstructions that include off-resonance correction and nonlinear ℓ1-wavelet regularization are also demonstrated. PMID:20665790

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

Retargeted Least Squares Regression Algorithm.

PubMed

Zhang, Xu-Yao; Wang, Lingfeng; Xiang, Shiming; Liu, Cheng-Lin

2015-09-01

This brief presents a framework of retargeted least squares regression (ReLSR) for multicategory classification. The core idea is to directly learn the regression targets from data other than using the traditional zero-one matrix as regression targets. The learned target matrix can guarantee a large margin constraint for the requirement of correct classification for each data point. Compared with the traditional least squares regression (LSR) and a recently proposed discriminative LSR models, ReLSR is much more accurate in measuring the classification error of the regression model. Furthermore, ReLSR is a single and compact model, hence there is no need to train two-class (binary) machines that are independent of each other. The convex optimization problem of ReLSR is solved elegantly and efficiently with an alternating procedure including regression and retargeting as substeps. The experimental evaluation over a range of databases identifies the validity of our method.

Holistic irrigation water management approach based on stochastic soil water dynamics

NASA Astrophysics Data System (ADS)

Alizadeh, H.; Mousavi, S. J.

2012-04-01

Appreciating the essential gap between fundamental unsaturated zone transport processes and soil and water management due to low effectiveness of some of monitoring and modeling approaches, this study presents a mathematical programming model for irrigation management optimization based on stochastic soil water dynamics. The model is a nonlinear non-convex program with an economic objective function to address water productivity and profitability aspects in irrigation management through optimizing irrigation policy. Utilizing an optimization-simulation method, the model includes an eco-hydrological integrated simulation model consisting of an explicit stochastic module of soil moisture dynamics in the crop-root zone with shallow water table effects, a conceptual root-zone salt balance module, and the FAO crop yield module. Interdependent hydrology of soil unsaturated and saturated zones is treated in a semi-analytical approach in two steps. At first step analytical expressions are derived for the expected values of crop yield, total water requirement and soil water balance components assuming fixed level for shallow water table, while numerical Newton-Raphson procedure is employed at the second step to modify value of shallow water table level. Particle Swarm Optimization (PSO) algorithm, combined with the eco-hydrological simulation model, has been used to solve the non-convex program. Benefiting from semi-analytical framework of the simulation model, the optimization-simulation method with significantly better computational performance compared to a numerical Mote-Carlo simulation-based technique has led to an effective irrigation management tool that can contribute to bridging the gap between vadose zone theory and water management practice. In addition to precisely assessing the most influential processes at a growing season time scale, one can use the developed model in large scale systems such as irrigation districts and agricultural catchments. Accordingly, the model has been applied in Dasht-e-Abbas and Ein-khosh Fakkeh Irrigation Districts (DAID and EFID) of the Karkheh Basin in southwest of Iran. The area suffers from the water scarcity problem and therefore the trade-off between the level of deficit and economical profit should be assessed. Based on the results, while the maximum net benefit has been obtained for the stress-avoidance (SA) irrigation policy, the highest water profitability, defined by economical net benefit gained from unit irrigation water volume application, has been resulted when only about 60% of water used in the SA policy is applied.

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.

Crystal-structure prediction via the Floppy-Box Monte Carlo algorithm: Method and application to hard (non)convex particles

NASA Astrophysics Data System (ADS)

de Graaf, Joost; Filion, Laura; Marechal, Matthieu; van Roij, René; Dijkstra, Marjolein

2012-12-01

In this paper, we describe the way to set up the floppy-box Monte Carlo (FBMC) method [L. Filion, M. Marechal, B. van Oorschot, D. Pelt, F. Smallenburg, and M. Dijkstra, Phys. Rev. Lett. 103, 188302 (2009), 10.1103/PhysRevLett.103.188302] to predict crystal-structure candidates for colloidal particles. The algorithm is explained in detail to ensure that it can be straightforwardly implemented on the basis of this text. The handling of hard-particle interactions in the FBMC algorithm is given special attention, as (soft) short-range and semi-long-range interactions can be treated in an analogous way. We also discuss two types of algorithms for checking for overlaps between polyhedra, the method of separating axes and a triangular-tessellation based technique. These can be combined with the FBMC method to enable crystal-structure prediction for systems composed of highly shape-anisotropic particles. Moreover, we present the results for the dense crystal structures predicted using the FBMC method for 159 (non)convex faceted particles, on which the findings in [J. de Graaf, R. van Roij, and M. Dijkstra, Phys. Rev. Lett. 107, 155501 (2011), 10.1103/PhysRevLett.107.155501] were based. Finally, we comment on the process of crystal-structure prediction itself and the choices that can be made in these simulations.

CometBoards Users Manual Release 1.0

NASA Technical Reports Server (NTRS)

Guptill, James D.; Coroneos, Rula M.; Patnaik, Surya N.; Hopkins, Dale A.; Berke, Lazlo

1996-01-01

Several nonlinear mathematical programming algorithms for structural design applications are available at present. These include the sequence of unconstrained minimizations technique, the method of feasible directions, and the sequential quadratic programming technique. The optimality criteria technique and the fully utilized design concept are two other structural design methods. A project was undertaken to bring all these design methods under a common computer environment so that a designer can select any one of these tools that may be suitable for his/her application. To facilitate selection of a design algorithm, to validate and check out the computer code, and to ascertain the relative merits of the design tools, modest finite element structural analysis programs based on the concept of stiffness and integrated force methods have been coupled to each design method. The code that contains both these design and analysis tools, by reading input information from analysis and design data files, can cast the design of a structure as a minimum-weight optimization problem. The code can then solve it with a user-specified optimization technique and a user-specified analysis method. This design code is called CometBoards, which is an acronym for Comparative Evaluation Test Bed of Optimization and Analysis Routines for the Design of Structures. This manual describes for the user a step-by-step procedure for setting up the input data files and executing CometBoards to solve a structural design problem. The manual includes the organization of CometBoards; instructions for preparing input data files; the procedure for submitting a problem; illustrative examples; and several demonstration problems. A set of 29 structural design problems have been solved by using all the optimization methods available in CometBoards. A summary of the optimum results obtained for these problems is appended to this users manual. CometBoards, at present, is available for Posix-based Cray and Convex computers, Iris and Sun workstations, and the VM/CMS system.

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

Image Reconstruction from Under sampled Fourier Data Using the Polynomial Annihilation Transform

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

Archibald, Richard K.; Gelb, Anne; Platte, Rodrigo

Fourier samples are collected in a variety of applications including magnetic resonance imaging and synthetic aperture radar. The data are typically under-sampled and noisy. In recent years, l 1 regularization has received considerable attention in designing image reconstruction algorithms from under-sampled and noisy Fourier data. The underlying image is assumed to have some sparsity features, that is, some measurable features of the image have sparse representation. The reconstruction algorithm is typically designed to solve a convex optimization problem, which consists of a fidelity term penalized by one or more l 1 regularization terms. The Split Bregman Algorithm provides a fastmore » explicit solution for the case when TV is used for the l1l1 regularization terms. Due to its numerical efficiency, it has been widely adopted for a variety of applications. A well known drawback in using TV as an l 1 regularization term is that the reconstructed image will tend to default to a piecewise constant image. This issue has been addressed in several ways. Recently, the polynomial annihilation edge detection method was used to generate a higher order sparsifying transform, and was coined the “polynomial annihilation (PA) transform.” This paper adapts the Split Bregman Algorithm for the case when the PA transform is used as the l 1 regularization term. In so doing, we achieve a more accurate image reconstruction method from under-sampled and noisy Fourier data. Our new method compares favorably to the TV Split Bregman Algorithm, as well as to the popular TGV combined with shearlet approach.« less

Thermodynamics of water structural reorganization due to geometric confinement

NASA Astrophysics Data System (ADS)

Stroberg, Wylie; Lichter, Seth

2015-03-01

Models of aqueous solvation have successfully quantified the behavior of water near convex bodies. However, many important processes occurring in aqueous solution involve interactions between solutes and surfaces with complicated non-convex geometries. Examples include the folding of proteins, hydrophobic association of solutes, ligand-receptor binding, and water confined within nanotubes and pores. For these geometries, models for solvation of convex bodies fail to account for the added interactions associated with structural confinement. Due to water's propensity to form networks of hydrogen bonds, small alterations to the confining geometry can induce large structural rearrangement within the water. We perform systematic Monte Carlo simulations of water confined to cylindrical cavities of varying aspect ratio to investigate how small geometric changes to the confining geometry may cause large changes to the structure and thermodynamic state of water. Using the Wang-Landau algorithm, we obtain free energies, enthalpies, entropies, and heat capacities across a broad range of temperatures, and show how these quantities are influenced by the structural rearrangement of water molecules due to geometric perturbations.

A Novel Method Using Abstract Convex Underestimation in Ab-Initio Protein Structure Prediction for Guiding Search in Conformational Feature Space.

PubMed

Hao, Xiao-Hu; Zhang, Gui-Jun; Zhou, Xiao-Gen; Yu, Xu-Feng

2016-01-01

To address the searching problem of protein conformational space in ab-initio protein structure prediction, a novel method using abstract convex underestimation (ACUE) based on the framework of evolutionary algorithm was proposed. Computing such conformations, essential to associate structural and functional information with gene sequences, is challenging due to the high-dimensionality and rugged energy surface of the protein conformational space. As a consequence, the dimension of protein conformational space should be reduced to a proper level. In this paper, the high-dimensionality original conformational space was converted into feature space whose dimension is considerably reduced by feature extraction technique. And, the underestimate space could be constructed according to abstract convex theory. Thus, the entropy effect caused by searching in the high-dimensionality conformational space could be avoided through such conversion. The tight lower bound estimate information was obtained to guide the searching direction, and the invalid searching area in which the global optimal solution is not located could be eliminated in advance. Moreover, instead of expensively calculating the energy of conformations in the original conformational space, the estimate value is employed to judge if the conformation is worth exploring to reduce the evaluation time, thereby making computational cost lower and the searching process more efficient. Additionally, fragment assembly and the Monte Carlo method are combined to generate a series of metastable conformations by sampling in the conformational space. The proposed method provides a novel technique to solve the searching problem of protein conformational space. Twenty small-to-medium structurally diverse proteins were tested, and the proposed ACUE method was compared with It Fix, HEA, Rosetta and the developed method LEDE without underestimate information. Test results show that the ACUE method can more rapidly and more efficiently obtain the near-native protein structure.

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.

Designs and Algorithms to Map Eye Tracking Data with Dynamic Multielement Moving Objects.

PubMed

Kang, Ziho; Mandal, Saptarshi; Crutchfield, Jerry; Millan, Angel; McClung, Sarah N

2016-01-01

Design concepts and algorithms were developed to address the eye tracking analysis issues that arise when (1) participants interrogate dynamic multielement objects that can overlap on the display and (2) visual angle error of the eye trackers is incapable of providing exact eye fixation coordinates. These issues were addressed by (1) developing dynamic areas of interests (AOIs) in the form of either convex or rectangular shapes to represent the moving and shape-changing multielement objects, (2) introducing the concept of AOI gap tolerance (AGT) that controls the size of the AOIs to address the overlapping and visual angle error issues, and (3) finding a near optimal AGT value. The approach was tested in the context of air traffic control (ATC) operations where air traffic controller specialists (ATCSs) interrogated multiple moving aircraft on a radar display to detect and control the aircraft for the purpose of maintaining safe and expeditious air transportation. In addition, we show how eye tracking analysis results can differ based on how we define dynamic AOIs to determine eye fixations on moving objects. The results serve as a framework to more accurately analyze eye tracking data and to better support the analysis of human performance.

Designs and Algorithms to Map Eye Tracking Data with Dynamic Multielement Moving Objects

PubMed Central

Mandal, Saptarshi

2016-01-01

Design concepts and algorithms were developed to address the eye tracking analysis issues that arise when (1) participants interrogate dynamic multielement objects that can overlap on the display and (2) visual angle error of the eye trackers is incapable of providing exact eye fixation coordinates. These issues were addressed by (1) developing dynamic areas of interests (AOIs) in the form of either convex or rectangular shapes to represent the moving and shape-changing multielement objects, (2) introducing the concept of AOI gap tolerance (AGT) that controls the size of the AOIs to address the overlapping and visual angle error issues, and (3) finding a near optimal AGT value. The approach was tested in the context of air traffic control (ATC) operations where air traffic controller specialists (ATCSs) interrogated multiple moving aircraft on a radar display to detect and control the aircraft for the purpose of maintaining safe and expeditious air transportation. In addition, we show how eye tracking analysis results can differ based on how we define dynamic AOIs to determine eye fixations on moving objects. The results serve as a framework to more accurately analyze eye tracking data and to better support the analysis of human performance. PMID:27725830

Salt-and-pepper noise removal using modified mean filter and total variation minimization

NASA Astrophysics Data System (ADS)

Aghajarian, Mickael; McInroy, John E.; Wright, Cameron H. G.

2018-01-01

The search for effective noise removal algorithms is still a real challenge in the field of image processing. An efficient image denoising method is proposed for images that are corrupted by salt-and-pepper noise. Salt-and-pepper noise takes either the minimum or maximum intensity, so the proposed method restores the image by processing the pixels whose values are either 0 or 255 (assuming an 8-bit/pixel image). For low levels of noise corruption (less than or equal to 50% noise density), the method employs the modified mean filter (MMF), while for heavy noise corruption, noisy pixels values are replaced by the weighted average of the MMF and the total variation of corrupted pixels, which is minimized using convex optimization. Two fuzzy systems are used to determine the weights for taking average. To evaluate the performance of the algorithm, several test images with different noise levels are restored, and the results are quantitatively measured by peak signal-to-noise ratio and mean absolute error. The results show that the proposed scheme gives considerable noise suppression up to a noise density of 90%, while almost completely maintaining edges and fine details of the original image.

Quantitative phase and amplitude imaging using Differential-Interference Contrast (DIC) microscopy

NASA Astrophysics Data System (ADS)

Preza, Chrysanthe; O'Sullivan, Joseph A.

2009-02-01

We present an extension of the development of an alternating minimization (AM) method for the computation of a specimen's complex transmittance function (magnitude and phase) from DIC images. The ability to extract both quantitative phase and amplitude information from two rotationally-diverse DIC images (i.e., acquired by rotating the sample) extends previous efforts in computational DIC microscopy that have focused on quantitative phase imaging only. Simulation results show that the inverse problem at hand is sensitive to noise as well as to the choice of the AM algorithm parameters. The AM framework allows constraints and penalties on the magnitude and phase estimates to be incorporated in a principled manner. Towards this end, Green and De Pierro's "log-cosh" regularization penalty is applied to the magnitude of differences of neighboring values of the complex-valued function of the specimen during the AM iterations. The penalty is shown to be convex in the complex space. A procedure to approximate the penalty within the iterations is presented. In addition, a methodology to pre-compute AM parameters that are optimal with respect to the convergence rate of the AM algorithm is also presented. Both extensions of the AM method are investigated with simulations.

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.

Reconstructing Networks from Profit Sequences in Evolutionary Games via a Multiobjective Optimization Approach with Lasso Initialization

PubMed Central

Wu, Kai; Liu, Jing; Wang, Shuai

2016-01-01

Evolutionary games (EG) model a common type of interactions in various complex, networked, natural and social systems. Given such a system with only profit sequences being available, reconstructing the interacting structure of EG networks is fundamental to understand and control its collective dynamics. Existing approaches used to handle this problem, such as the lasso, a convex optimization method, need a user-defined constant to control the tradeoff between the natural sparsity of networks and measurement error (the difference between observed data and simulated data). However, a shortcoming of these approaches is that it is not easy to determine these key parameters which can maximize the performance. In contrast to these approaches, we first model the EG network reconstruction problem as a multiobjective optimization problem (MOP), and then develop a framework which involves multiobjective evolutionary algorithm (MOEA), followed by solution selection based on knee regions, termed as MOEANet, to solve this MOP. We also design an effective initialization operator based on the lasso for MOEA. We apply the proposed method to reconstruct various types of synthetic and real-world networks, and the results show that our approach is effective to avoid the above parameter selecting problem and can reconstruct EG networks with high accuracy. PMID:27886244

Reconstructing Networks from Profit Sequences in Evolutionary Games via a Multiobjective Optimization Approach with Lasso Initialization

NASA Astrophysics Data System (ADS)

Wu, Kai; Liu, Jing; Wang, Shuai

2016-11-01

Evolutionary games (EG) model a common type of interactions in various complex, networked, natural and social systems. Given such a system with only profit sequences being available, reconstructing the interacting structure of EG networks is fundamental to understand and control its collective dynamics. Existing approaches used to handle this problem, such as the lasso, a convex optimization method, need a user-defined constant to control the tradeoff between the natural sparsity of networks and measurement error (the difference between observed data and simulated data). However, a shortcoming of these approaches is that it is not easy to determine these key parameters which can maximize the performance. In contrast to these approaches, we first model the EG network reconstruction problem as a multiobjective optimization problem (MOP), and then develop a framework which involves multiobjective evolutionary algorithm (MOEA), followed by solution selection based on knee regions, termed as MOEANet, to solve this MOP. We also design an effective initialization operator based on the lasso for MOEA. We apply the proposed method to reconstruct various types of synthetic and real-world networks, and the results show that our approach is effective to avoid the above parameter selecting problem and can reconstruct EG networks with high accuracy.

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...

Group Variable Selection Via Convex Log-Exp-Sum Penalty with Application to a Breast Cancer Survivor Study

PubMed Central

Geng, Zhigeng; Wang, Sijian; Yu, Menggang; Monahan, Patrick O.; Champion, Victoria; Wahba, Grace

2017-01-01

Summary In many scientific and engineering applications, covariates are naturally grouped. When the group structures are available among covariates, people are usually interested in identifying both important groups and important variables within the selected groups. Among existing successful group variable selection methods, some methods fail to conduct the within group selection. Some methods are able to conduct both group and within group selection, but the corresponding objective functions are non-convex. Such a non-convexity may require extra numerical effort. In this article, we propose a novel Log-Exp-Sum(LES) penalty for group variable selection. The LES penalty is strictly convex. It can identify important groups as well as select important variables within the group. We develop an efficient group-level coordinate descent algorithm to fit the model. We also derive non-asymptotic error bounds and asymptotic group selection consistency for our method in the high-dimensional setting where the number of covariates can be much larger than the sample size. Numerical results demonstrate the good performance of our method in both variable selection and prediction. We applied the proposed method to an American Cancer Society breast cancer survivor dataset. The findings are clinically meaningful and may help design intervention programs to improve the qualify of life for breast cancer survivors. PMID:25257196

AUC-based biomarker ensemble with an application on gene scores predicting low bone mineral density.

PubMed

Zhao, X G; Dai, W; Li, Y; Tian, L

2011-11-01

The area under the receiver operating characteristic (ROC) curve (AUC), long regarded as a 'golden' measure for the predictiveness of a continuous score, has propelled the need to develop AUC-based predictors. However, the AUC-based ensemble methods are rather scant, largely due to the fact that the associated objective function is neither continuous nor concave. Indeed, there is no reliable numerical algorithm identifying optimal combination of a set of biomarkers to maximize the AUC, especially when the number of biomarkers is large. We have proposed a novel AUC-based statistical ensemble methods for combining multiple biomarkers to differentiate a binary response of interest. Specifically, we propose to replace the non-continuous and non-convex AUC objective function by a convex surrogate loss function, whose minimizer can be efficiently identified. With the established framework, the lasso and other regularization techniques enable feature selections. Extensive simulations have demonstrated the superiority of the new methods to the existing methods. The proposal has been applied to a gene expression dataset to construct gene expression scores to differentiate elderly women with low bone mineral density (BMD) and those with normal BMD. The AUCs of the resulting scores in the independent test dataset has been satisfactory. Aiming for directly maximizing AUC, the proposed AUC-based ensemble method provides an efficient means of generating a stable combination of multiple biomarkers, which is especially useful under the high-dimensional settings. lutian@stanford.edu. Supplementary data are available at Bioinformatics online.

Variational-based segmentation of bio-pores in tomographic images

NASA Astrophysics Data System (ADS)

Bauer, Benjamin; Cai, Xiaohao; Peth, Stephan; Schladitz, Katja; Steidl, Gabriele

2017-01-01

X-ray computed tomography (CT) combined with a quantitative analysis of the resulting volume images is a fruitful technique in soil science. However, the variations in X-ray attenuation due to different soil components keep the segmentation of single components within these highly heterogeneous samples a challenging problem. Particularly demanding are bio-pores due to their elongated shape and the low gray value difference to the surrounding soil structure. Recently, variational models in connection with algorithms from convex optimization were successfully applied for image segmentation. In this paper we apply these methods for the first time for the segmentation of bio-pores in CT images of soil samples. We introduce a novel convex model which enforces smooth boundaries of bio-pores and takes the varying attenuation values in the depth into account. Segmentation results are reported for different real-world 3D data sets as well as for simulated data. These results are compared with two gray value thresholding methods, namely indicator kriging and a global thresholding procedure, and with a morphological approach. Pros and cons of the methods are assessed by considering geometric features of the segmented bio-pore systems. The variational approach features well-connected smooth pores while not detecting smaller or shallower pores. This is an advantage in cases where the main bio-pores network is of interest and where infillings, e.g., excrements of earthworms, would result in losing pore connections as observed for the other thresholding methods.

Wood industrial application for quality control using image processing

NASA Astrophysics Data System (ADS)

Ferreira, M. J. O.; Neves, J. A. C.

1994-11-01

This paper describes an application of image processing for the furniture industry. It uses an input data, images acquired directly from wood planks where defects were previously marked by an operator. A set of image processing algorithms separates and codes each defect and detects a polygonal approach of the line representing them. For such a purpose we developed a pattern classification algorithm and a new technique of segmenting defects by carving the convex hull of the binary shape representing each isolated defect.

Tunneling and speedup in quantum optimization for permutation-symmetric problems

DOE PAGES

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

2016-07-21

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

Tunneling and speedup in quantum optimization for permutation-symmetric problems

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

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

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

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.

Online Pairwise Learning Algorithms.

PubMed

Ying, Yiming; Zhou, Ding-Xuan

2016-04-01

Pairwise learning usually refers to a learning task that involves a loss function depending on pairs of examples, among which the most notable ones are bipartite ranking, metric learning, and AUC maximization. In this letter we study an online algorithm for pairwise learning with a least-square loss function in an unconstrained setting of a reproducing kernel Hilbert space (RKHS) that we refer to as the Online Pairwise lEaRning Algorithm (OPERA). In contrast to existing works (Kar, Sriperumbudur, Jain, & Karnick, 2013 ; Wang, Khardon, Pechyony, & Jones, 2012 ), which require that the iterates are restricted to a bounded domain or the loss function is strongly convex, OPERA is associated with a non-strongly convex objective function and learns the target function in an unconstrained RKHS. Specifically, we establish a general theorem that guarantees the almost sure convergence for the last iterate of OPERA without any assumptions on the underlying distribution. Explicit convergence rates are derived under the condition of polynomially decaying step sizes. We also establish an interesting property for a family of widely used kernels in the setting of pairwise learning and illustrate the convergence results using such kernels. Our methodology mainly depends on the characterization of RKHSs using its associated integral operators and probability inequalities for random variables with values in a Hilbert space.

Super-resolution reconstruction for 4D computed tomography of the lung via the projections onto convex sets approach

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

Zhang, Yu, E-mail: yuzhang@smu.edu.cn, E-mail: qianjinfeng08@gmail.com; Wu, Xiuxiu; Yang, Wei

2014-11-01

Purpose: The use of 4D computed tomography (4D-CT) of the lung is important in lung cancer radiotherapy for tumor localization and treatment planning. Sometimes, dense sampling is not acquired along the superior–inferior direction. This disadvantage results in an interslice thickness that is much greater than in-plane voxel resolutions. Isotropic resolution is necessary for multiplanar display, but the commonly used interpolation operation blurs images. This paper presents a super-resolution (SR) reconstruction method to enhance 4D-CT resolution. Methods: The authors assume that the low-resolution images of different phases at the same position can be regarded as input “frames” to reconstruct high-resolution images.more » The SR technique is used to recover high-resolution images. Specifically, the Demons deformable registration algorithm is used to estimate the motion field between different “frames.” Then, the projection onto convex sets approach is implemented to reconstruct high-resolution lung images. Results: The performance of the SR algorithm is evaluated using both simulated and real datasets. Their method can generate clearer lung images and enhance image structure compared with cubic spline interpolation and back projection (BP) method. Quantitative analysis shows that the proposed algorithm decreases the root mean square error by 40.8% relative to cubic spline interpolation and 10.2% versus BP. Conclusions: A new algorithm has been developed to improve the resolution of 4D-CT. The algorithm outperforms the cubic spline interpolation and BP approaches by producing images with markedly improved structural clarity and greatly reduced artifacts.« less

State estimation of spatio-temporal phenomena

NASA Astrophysics Data System (ADS)

Yu, Dan

This dissertation addresses the state estimation problem of spatio-temporal phenomena which can be modeled by partial differential equations (PDEs), such as pollutant dispersion in the atmosphere. After discretizing the PDE, the dynamical system has a large number of degrees of freedom (DOF). State estimation using Kalman Filter (KF) is computationally intractable, and hence, a reduced order model (ROM) needs to be constructed first. Moreover, the nonlinear terms, external disturbances or unknown boundary conditions can be modeled as unknown inputs, which leads to an unknown input filtering problem. Furthermore, the performance of KF could be improved by placing sensors at feasible locations. Therefore, the sensor scheduling problem to place multiple mobile sensors is of interest. The first part of the dissertation focuses on model reduction for large scale systems with a large number of inputs/outputs. A commonly used model reduction algorithm, the balanced proper orthogonal decomposition (BPOD) algorithm, is not computationally tractable for large systems with a large number of inputs/outputs. Inspired by the BPOD and randomized algorithms, we propose a randomized proper orthogonal decomposition (RPOD) algorithm and a computationally optimal RPOD (RPOD*) algorithm, which construct an ROM to capture the input-output behaviour of the full order model, while reducing the computational cost of BPOD by orders of magnitude. It is demonstrated that the proposed RPOD* algorithm could construct the ROM in real-time, and the performance of the proposed algorithms on different advection-diffusion equations. Next, we consider the state estimation problem of linear discrete-time systems with unknown inputs which can be treated as a wide-sense stationary process with rational power spectral density, while no other prior information needs to be known. We propose an autoregressive (AR) model based unknown input realization technique which allows us to recover the input statistics from the output data by solving an appropriate least squares problem, then fit an AR model to the recovered input statistics and construct an innovations model of the unknown inputs using the eigensystem realization algorithm. The proposed algorithm outperforms the augmented two-stage Kalman Filter (ASKF) and the unbiased minimum-variance (UMV) algorithm are shown in several examples. Finally, we propose a framework to place multiple mobile sensors to optimize the long-term performance of KF in the estimation of the state of a PDE. The major challenges are that placing multiple sensors is an NP-hard problem, and the optimization problem is non-convex in general. In this dissertation, first, we construct an ROM using RPOD* algorithm, and then reduce the feasible sensor locations into a subset using the ROM. The Information Space Receding Horizon Control (I-RHC) approach and a modified Monte Carlo Tree Search (MCTS) approach are applied to solve the sensor scheduling problem using the subset. Various applications have been provided to demonstrate the performance of the proposed approach.

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.

Fractional Programming for Communication Systems—Part II: Uplink Scheduling via Matching

NASA Astrophysics Data System (ADS)

Shen, Kaiming; Yu, Wei

2018-05-01

This two-part paper develops novel methodologies for using fractional programming (FP) techniques to design and optimize communication systems. Part I of this paper proposes a new quadratic transform for FP and treats its application for continuous optimization problems. In this Part II of the paper, we study discrete problems, such as those involving user scheduling, which are considerably more difficult to solve. Unlike the continuous problems, discrete or mixed discrete-continuous problems normally cannot be recast as convex problems. In contrast to the common heuristic of relaxing the discrete variables, this work reformulates the original problem in an FP form amenable to distributed combinatorial optimization. The paper illustrates this methodology by tackling the important and challenging problem of uplink coordinated multi-cell user scheduling in wireless cellular systems. Uplink scheduling is more challenging than downlink scheduling, because uplink user scheduling decisions significantly affect the interference pattern in nearby cells. Further, the discrete scheduling variable needs to be optimized jointly with continuous variables such as transmit power levels and beamformers. The main idea of the proposed FP approach is to decouple the interaction among the interfering links, thereby permitting a distributed and joint optimization of the discrete and continuous variables with provable convergence. The paper shows that the well-known weighted minimum mean-square-error (WMMSE) algorithm can also be derived from a particular use of FP; but our proposed FP-based method significantly outperforms WMMSE when discrete user scheduling variables are involved, both in term of run-time efficiency and optimizing results.

SIRF: Simultaneous Satellite Image Registration and Fusion in a Unified Framework.

PubMed

Chen, Chen; Li, Yeqing; Liu, Wei; Huang, Junzhou

2015-11-01

In this paper, we propose a novel method for image fusion with a high-resolution panchromatic image and a low-resolution multispectral (Ms) image at the same geographical location. The fusion is formulated as a convex optimization problem which minimizes a linear combination of a least-squares fitting term and a dynamic gradient sparsity regularizer. The former is to preserve accurate spectral information of the Ms image, while the latter is to keep sharp edges of the high-resolution panchromatic image. We further propose to simultaneously register the two images during the fusing process, which is naturally achieved by virtue of the dynamic gradient sparsity property. An efficient algorithm is then devised to solve the optimization problem, accomplishing a linear computational complexity in the size of the output image in each iteration. We compare our method against six state-of-the-art image fusion methods on Ms image data sets from four satellites. Extensive experimental results demonstrate that the proposed method substantially outperforms the others in terms of both spatial and spectral qualities. We also show that our method can provide high-quality products from coarsely registered real-world IKONOS data sets. Finally, a MATLAB implementation is provided to facilitate future research.

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.

An Exact, Compressible One-Dimensional Riemann Solver for General, Convex Equations of State

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

Kamm, James Russell

2015-03-05

This note describes an algorithm with which to compute numerical solutions to the one- dimensional, Cartesian Riemann problem for compressible flow with general, convex equations of state. While high-level descriptions of this approach are to be found in the literature, this note contains most of the necessary details required to write software for this problem. This explanation corresponds to the approach used in the source code that evaluates solutions for the 1D, Cartesian Riemann problem with a JWL equation of state in the ExactPack package [16, 29]. Numerical examples are given with the proposed computational approach for a polytropic equationmore » of state and for the JWL equation of state.« less

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

TH-EF-BRB-04: 4π Dynamic Conformal Arc Therapy Dynamic Conformal Arc Therapy (DCAT) for SBRT

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

Chiu, T; Long, T; Tian, Z.

2016-06-15

Purpose: To develop an efficient and effective trajectory optimization methodology for 4π dynamic conformal arc treatment (4π DCAT) with synchronized gantry and couch motion; and to investigate potential clinical benefits for stereotactic body radiation therapy (SBRT) to breast, lung, liver and spine tumors. Methods: The entire optimization framework for 4π DCAT inverse planning consists of two parts: 1) integer programming algorithm and 2) particle swarm optimization (PSO) algorithm. The integer programming is designed to find an optimal solution for arc delivery trajectory with both couch and gantry rotation, while PSO minimize a non-convex objective function based on the selected trajectorymore » and dose-volume constraints. In this study, control point interaction is explicitly taken into account. Beam trajectory was modeled as a series of control points connected together to form a deliverable path. With linear treatment planning objectives, a mixed-integer program (MIP) was formulated. Under mild assumptions, the MIP is tractable. Assigning monitor units to control points along the path can be integrated into the model and done by PSO. The developed 4π DCAT inverse planning strategy is evaluated on SBRT cases and compared to clinically treated plans. Results: The resultant dose distribution of this technique was evaluated between 3D conformal treatment plan generated by Pinnacle treatment planning system and 4π DCAT on a lung SBRT patient case. Both plans share the same scale of MU, 3038 and 2822 correspondingly to 3D conformal plan and 4π DCAT. The mean doses for most of OARs were greatly reduced at 32% (cord), 70% (esophagus), 2.8% (lung) and 42.4% (stomach). Conclusion: Initial results in this study show the proposed 4π DCAT treatment technique can achieve better OAR sparing and lower MUs, which indicates that the developed technique is promising for high dose SBRT to reduce the risk of secondary cancer.« less

Quasi-conformal mapping with genetic algorithms applied to coordinate transformations

NASA Astrophysics Data System (ADS)

González-Matesanz, F. J.; Malpica, J. A.

2006-11-01

In this paper, piecewise conformal mapping for the transformation of geodetic coordinates is studied. An algorithm, which is an improved version of a previous algorithm published by Lippus [2004a. On some properties of piecewise conformal mappings. Eesti NSV Teaduste Akademmia Toimetised Füüsika-Matemaakika 53, 92-98; 2004b. Transformation of coordinates using piecewise conformal mapping. Journal of Geodesy 78 (1-2), 40] is presented; the improvement comes from using a genetic algorithm to partition the complex plane into convex polygons, whereas the original one did so manually. As a case study, the method is applied to the transformation of the Spanish datum ED50 and ETRS89, and both its advantages and disadvantages are discussed herein.

Algorithms for sum-of-squares-based stability analysis and control design of uncertain nonlinear systems

NASA Astrophysics Data System (ADS)

Ataei-Esfahani, Armin

In this dissertation, we present algorithmic procedures for sum-of-squares based stability analysis and control design for uncertain nonlinear systems. In particular, we consider the case of robust aircraft control design for a hypersonic aircraft model subject to parametric uncertainties in its aerodynamic coefficients. In recent years, Sum-of-Squares (SOS) method has attracted increasing interest as a new approach for stability analysis and controller design of nonlinear dynamic systems. Through the application of SOS method, one can describe a stability analysis or control design problem as a convex optimization problem, which can efficiently be solved using Semidefinite Programming (SDP) solvers. For nominal systems, the SOS method can provide a reliable and fast approach for stability analysis and control design for low-order systems defined over the space of relatively low-degree polynomials. However, The SOS method is not well-suited for control problems relating to uncertain systems, specially those with relatively high number of uncertainties or those with non-affine uncertainty structure. In order to avoid issues relating to the increased complexity of the SOS problems for uncertain system, we present an algorithm that can be used to transform an SOS problem with uncertainties into a LMI problem with uncertainties. A new Probabilistic Ellipsoid Algorithm (PEA) is given to solve the robust LMI problem, which can guarantee the feasibility of a given solution candidate with an a-priori fixed probability of violation and with a fixed confidence level. We also introduce two approaches to approximate the robust region of attraction (RROA) for uncertain nonlinear systems with non-affine dependence on uncertainties. The first approach is based on a combination of PEA and SOS method and searches for a common Lyapunov function, while the second approach is based on the generalized Polynomial Chaos (gPC) expansion theorem combined with the SOS method and searches for parameter-dependent Lyapunov functions. The control design problem is investigated through a case study of a hypersonic aircraft model with parametric uncertainties. Through time-scale decomposition and a series of function approximations, the complexity of the aircraft model is reduced to fall within the capability of SDP solvers. The control design problem is then formulated as a convex problem using the dual of the Lyapunov theorem. A nonlinear robust controller is searched using the combined PEA/SOS method. The response of the uncertain aircraft model is evaluated for two sets of pilot commands. As the simulation results show, the aircraft remains stable under up to 50% uncertainty in aerodynamic coefficients and can follow the pilot commands.

Convex optimisation approach to constrained fuel optimal control of spacecraft in close relative motion

NASA Astrophysics Data System (ADS)

Massioni, Paolo; Massari, Mauro

2018-05-01

This paper describes an interesting and powerful approach to the constrained fuel-optimal control of spacecraft in close relative motion. The proposed approach is well suited for problems under linear dynamic equations, therefore perfectly fitting to the case of spacecraft flying in close relative motion. If the solution of the optimisation is approximated as a polynomial with respect to the time variable, then the problem can be approached with a technique developed in the control engineering community, known as "Sum Of Squares" (SOS), and the constraints can be reduced to bounds on the polynomials. Such a technique allows rewriting polynomial bounding problems in the form of convex optimisation problems, at the cost of a certain amount of conservatism. The principles of the techniques are explained and some application related to spacecraft flying in close relative motion are shown.

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.

A system of nonlinear set valued variational inclusions.

PubMed

Tang, Yong-Kun; Chang, Shih-Sen; Salahuddin, Salahuddin

2014-01-01

In this paper, we studied the existence theorems and techniques for finding the solutions of a system of nonlinear set valued variational inclusions in Hilbert spaces. To overcome the difficulties, due to the presence of a proper convex lower semicontinuous function ϕ and a mapping g which appeared in the considered problems, we have used the resolvent operator technique to suggest an iterative algorithm to compute approximate solutions of the system of nonlinear set valued variational inclusions. The convergence of the iterative sequences generated by algorithm is also proved. 49J40; 47H06.

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.

Efficient distance calculation using the spherically-extended polytope (s-tope) model

NASA Technical Reports Server (NTRS)

Hamlin, Gregory J.; Kelley, Robert B.; Tornero, Josep

1991-01-01

An object representation scheme which allows for Euclidean distance calculation is presented. The object model extends the polytope model by representing objects as the convex hull of a finite set of spheres. An algorithm for calculating distances between objects is developed which is linear in the total number of spheres specifying the two objects.

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.

A new non-iterative reconstruction method for the electrical impedance tomography problem

NASA Astrophysics Data System (ADS)

Ferreira, A. D.; Novotny, A. A.

2017-03-01

The electrical impedance tomography (EIT) problem consists in determining the distribution of the electrical conductivity of a medium subject to a set of current fluxes, from measurements of the corresponding electrical potentials on its boundary. EIT is probably the most studied inverse problem since the fundamental works by Calderón from the 1980s. It has many relevant applications in medicine (detection of tumors), geophysics (localization of mineral deposits) and engineering (detection of corrosion in structures). In this work, we are interested in reconstructing a number of anomalies with different electrical conductivity from the background. Since the EIT problem is written in the form of an overdetermined boundary value problem, the idea is to rewrite it as a topology optimization problem. In particular, a shape functional measuring the misfit between the boundary measurements and the electrical potentials obtained from the model is minimized with respect to a set of ball-shaped anomalies by using the concept of topological derivatives. It means that the objective functional is expanded and then truncated up to the second order term, leading to a quadratic and strictly convex form with respect to the parameters under consideration. Thus, a trivial optimization step leads to a non-iterative second order reconstruction algorithm. As a result, the reconstruction process becomes very robust with respect to noisy data and independent of any initial guess. Finally, in order to show the effectiveness of the devised reconstruction algorithm, some numerical experiments into two spatial dimensions are presented, taking into account total and partial boundary measurements.

Energy Efficient GNSS Signal Acquisition Using Singular Value Decomposition (SVD).

PubMed

Bermúdez Ordoñez, Juan Carlos; Arnaldo Valdés, Rosa María; Gómez Comendador, Fernando

2018-05-16

A significant challenge in global navigation satellite system (GNSS) signal processing is a requirement for a very high sampling rate. The recently-emerging compressed sensing (CS) theory makes processing GNSS signals at a low sampling rate possible if the signal has a sparse representation in a certain space. Based on CS and SVD theories, an algorithm for sampling GNSS signals at a rate much lower than the Nyquist rate and reconstructing the compressed signal is proposed in this research, which is validated after the output from that process still performs signal detection using the standard fast Fourier transform (FFT) parallel frequency space search acquisition. The sparse representation of the GNSS signal is the most important precondition for CS, by constructing a rectangular Toeplitz matrix (TZ) of the transmitted signal, calculating the left singular vectors using SVD from the TZ, to achieve sparse signal representation. Next, obtaining the M-dimensional observation vectors based on the left singular vectors of the SVD, which are equivalent to the sampler operator in standard compressive sensing theory, the signal can be sampled below the Nyquist rate, and can still be reconstructed via ℓ 1 minimization with accuracy using convex optimization. As an added value, there is a GNSS signal acquisition enhancement effect by retaining the useful signal and filtering out noise by projecting the signal into the most significant proper orthogonal modes (PODs) which are the optimal distributions of signal power. The algorithm is validated with real recorded signals, and the results show that the proposed method is effective for sampling, reconstructing intermediate frequency (IF) GNSS signals in the time discrete domain.

Energy Efficient GNSS Signal Acquisition Using Singular Value Decomposition (SVD)

PubMed Central

Arnaldo Valdés, Rosa María; Gómez Comendador, Fernando

2018-01-01

A significant challenge in global navigation satellite system (GNSS) signal processing is a requirement for a very high sampling rate. The recently-emerging compressed sensing (CS) theory makes processing GNSS signals at a low sampling rate possible if the signal has a sparse representation in a certain space. Based on CS and SVD theories, an algorithm for sampling GNSS signals at a rate much lower than the Nyquist rate and reconstructing the compressed signal is proposed in this research, which is validated after the output from that process still performs signal detection using the standard fast Fourier transform (FFT) parallel frequency space search acquisition. The sparse representation of the GNSS signal is the most important precondition for CS, by constructing a rectangular Toeplitz matrix (TZ) of the transmitted signal, calculating the left singular vectors using SVD from the TZ, to achieve sparse signal representation. Next, obtaining the M-dimensional observation vectors based on the left singular vectors of the SVD, which are equivalent to the sampler operator in standard compressive sensing theory, the signal can be sampled below the Nyquist rate, and can still be reconstructed via ℓ1 minimization with accuracy using convex optimization. As an added value, there is a GNSS signal acquisition enhancement effect by retaining the useful signal and filtering out noise by projecting the signal into the most significant proper orthogonal modes (PODs) which are the optimal distributions of signal power. The algorithm is validated with real recorded signals, and the results show that the proposed method is effective for sampling, reconstructing intermediate frequency (IF) GNSS signals in the time discrete domain. PMID:29772731

Optimal image alignment with random projections of manifolds: algorithm and geometric analysis.

PubMed

Kokiopoulou, Effrosyni; Kressner, Daniel; Frossard, Pascal

2011-06-01

This paper addresses the problem of image alignment based on random measurements. Image alignment consists of estimating the relative transformation between a query image and a reference image. We consider the specific problem where the query image is provided in compressed form in terms of linear measurements captured by a vision sensor. We cast the alignment problem as a manifold distance minimization problem in the linear subspace defined by the measurements. The transformation manifold that represents synthesis of shift, rotation, and isotropic scaling of the reference image can be given in closed form when the reference pattern is sparsely represented over a parametric dictionary. We show that the objective function can then be decomposed as the difference of two convex functions (DC) in the particular case where the dictionary is built on Gaussian functions. Thus, the optimization problem becomes a DC program, which in turn can be solved globally by a cutting plane method. The quality of the solution is typically affected by the number of random measurements and the condition number of the manifold that describes the transformations of the reference image. We show that the curvature, which is closely related to the condition number, remains bounded in our image alignment problem, which means that the relative transformation between two images can be determined optimally in a reduced subspace.

On the convexity of ROC curves estimated from radiological test results.

PubMed

Pesce, Lorenzo L; Metz, Charles E; Berbaum, Kevin S

2010-08-01

Although an ideal observer's receiver operating characteristic (ROC) curve must be convex-ie, its slope must decrease monotonically-published fits to empirical data often display "hooks." Such fits sometimes are accepted on the basis of an argument that experiments are done with real, rather than ideal, observers. However, the fact that ideal observers must produce convex curves does not imply that convex curves describe only ideal observers. This article aims to identify the practical implications of nonconvex ROC curves and the conditions that can lead to empirical or fitted ROC curves that are not convex. This article views nonconvex ROC curves from historical, theoretical, and statistical perspectives, which we describe briefly. We then consider population ROC curves with various shapes and analyze the types of medical decisions that they imply. Finally, we describe how sampling variability and curve-fitting algorithms can produce ROC curve estimates that include hooks. We show that hooks in population ROC curves imply the use of an irrational decision strategy, even when the curve does not cross the chance line, and therefore usually are untenable in medical settings. Moreover, we sketch a simple approach to improve any nonconvex ROC curve by adding statistical variation to the decision process. Finally, we sketch how to test whether hooks present in ROC data are likely to have been caused by chance alone and how some hooked ROCs found in the literature can be easily explained as fitting artifacts or modeling issues. In general, ROC curve fits that show hooks should be looked on with suspicion unless other arguments justify their presence. 2010 AUR. Published by Elsevier Inc. All rights reserved.

Data reduction using cubic rational B-splines

NASA Technical Reports Server (NTRS)

Chou, Jin J.; Piegl, Les A.

1992-01-01

A geometric method is proposed for fitting rational cubic B-spline curves to data that represent smooth curves including intersection or silhouette lines. The algorithm is based on the convex hull and the variation diminishing properties of Bezier/B-spline curves. The algorithm has the following structure: it tries to fit one Bezier segment to the entire data set and if it is impossible it subdivides the data set and reconsiders the subset. After accepting the subset the algorithm tries to find the longest run of points within a tolerance and then approximates this set with a Bezier cubic segment. The algorithm uses this procedure repeatedly to the rest of the data points until all points are fitted. It is concluded that the algorithm delivers fitting curves which approximate the data with high accuracy even in cases with large tolerances.

Projections onto Convex Sets Super-Resolution Reconstruction Based on Point Spread Function Estimation of Low-Resolution Remote Sensing Images

PubMed Central

Fan, Chong; Wu, Chaoyun; Li, Grand; Ma, Jun

2017-01-01

To solve the problem on inaccuracy when estimating the point spread function (PSF) of the ideal original image in traditional projection onto convex set (POCS) super-resolution (SR) reconstruction, this paper presents an improved POCS SR algorithm based on PSF estimation of low-resolution (LR) remote sensing images. The proposed algorithm can improve the spatial resolution of the image and benefit agricultural crop visual interpolation. The PSF of the high-resolution (HR) image is unknown in reality. Therefore, analysis of the relationship between the PSF of the HR image and the PSF of the LR image is important to estimate the PSF of the HR image by using multiple LR images. In this study, the linear relationship between the PSFs of the HR and LR images can be proven. In addition, the novel slant knife-edge method is employed, which can improve the accuracy of the PSF estimation of LR images. Finally, the proposed method is applied to reconstruct airborne digital sensor 40 (ADS40) three-line array images and the overlapped areas of two adjacent GF-2 images by embedding the estimated PSF of the HR image to the original POCS SR algorithm. Experimental results show that the proposed method yields higher quality of reconstructed images than that produced by the blind SR method and the bicubic interpolation method. PMID:28208837

A methodology for rapid vehicle scaling and configuration space exploration

NASA Astrophysics Data System (ADS)

Balaba, Davis

2009-12-01

The Configuration-space Exploration and Scaling Methodology (CESM) entails the representation of component or sub-system geometries as matrices of points in 3D space. These typically large matrices are reduced using minimal convex sets or convex hulls. This reduction leads to significant gains in collision detection speed at minimal approximation expense. (The Gilbert-Johnson-Keerthi algorithm [79] is used for collision detection purposes in this methodology.) Once the components are laid out, their collective convex hull (from here on out referred to as the super-hull) is used to approximate the inner mold line of the minimum enclosing envelope of the vehicle concept. A sectional slicing algorithm is used to extract the sectional dimensions of this envelope. An offset is added to these dimensions in order to come up with the sectional fuselage dimensions. Once the lift and control surfaces are added, vehicle level objective functions can be evaluated and compared to other designs. The size of the design space coupled with the fact that some key constraints such as the number of collisions are discontinuous, dictate that a domain-spanning optimization routine be used. Also, as this is a conceptual design tool, the goal is to provide the designer with a diverse baseline geometry space from which to chose. For these reasons, a domain-spanning algorithm with counter-measures against speciation and genetic drift is the recommended optimization approach. The Non-dominated Sorting Genetic Algorithm (NSGA-II) [60] is shown to work well for the proof of concept study. There are two major reasons why the need to evaluate higher fidelity, custom geometric scaling laws became a part of this body of work. First of all, historical-data based regressions become implicitly unreliable when the vehicle concept in question is designed around a disruptive technology. Second, it was shown that simpler approaches such as photographic scaling can result in highly suboptimal concepts even for very small scaling factors. Yet good scaling information is critical to the success of any conceptual design process. In the CESM methodology, it is assumed that the new technology has matured enough to permit the prediction of the scaling behavior of the various subsystems in response to requirement changes. Updated subsystem geometry data is generated by applying the new requirement settings to the affected subsystems. All collisions are then eliminated using the NSGA-II algorithm. This is done while minimizing the adverse impact on the vehicle packing density. Once all collisions are eliminated, the vehicle geometry is reconstructed and system level data such as fuselage volume can be harvested. This process is repeated for all requirement settings. Dimensional analysis and regression can be carried out using this data and all other pertinent metrics in the manner described by Mendez [124] and Segel [173]. The dominant parameters for each response show up as in the dimensionally consistent groups that form the independent variables. More importantly the impact of changes in any of these variables on system level dependent variables can be easily and rapidly evaluated. In this way, the conceptual design process can be accelerated without sacrificing analysis accuracy. Scaling laws for take-off gross weight and fuselage volume as functions of fuel cell specific power and power density for a notional General Aviation vehicle are derived for the proof of concept. CESM enables the designer to maintain design freedom by portably carrying multiple designs deeper into the design process. Also since CESM is a bottom-up approach, all proposed baseline concepts are implicitly volumetrically feasible. System level geometry parameters become fall-outs as opposed to inputs. This is a critical attribute as, without the benefit of experience, a designer would be hard pressed to set the appropriate ranges for such parameters for a vehicle built around a disruptive technology. Furthermore, scaling laws generated from custom data for each concept are subject to less design noise than say, regression based approaches. Through these laws, key physics-based characteristics of vehicle subsystems such as energy density can be mapped onto key system level metrics such as fuselage volume or take-off gross weight. These laws can then substitute some historical-data based analyses thereby improving the fidelity of the analyses and reducing design time. (Abstract shortened by UMI.)

A computational study of the use of an optimization-based method for simulating large multibody systems.

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

Petra, C.; Gavrea, B.; Anitescu, M.

2009-01-01

The present work aims at comparing the performance of several quadratic programming (QP) solvers for simulating large-scale frictional rigid-body systems. Traditional time-stepping schemes for simulation of multibody systems are formulated as linear complementarity problems (LCPs) with copositive matrices. Such LCPs are generally solved by means of Lemke-type algorithms and solvers such as the PATH solver proved to be robust. However, for large systems, the PATH solver or any other pivotal algorithm becomes unpractical from a computational point of view. The convex relaxation proposed by one of the authors allows the formulation of the integration step as a QPD, for whichmore » a wide variety of state-of-the-art solvers are available. In what follows we report the results obtained solving that subproblem when using the QP solvers MOSEK, OOQP, TRON, and BLMVM. OOQP is presented with both the symmetric indefinite solver MA27 and our Cholesky reformulation using the CHOLMOD package. We investigate computational performance and address the correctness of the results from a modeling point of view. We conclude that the OOQP solver, particularly with the CHOLMOD linear algebra solver, has predictable performance and memory use patterns and is far more competitive for these problems than are the other solvers.« less

Bilinear Factor Matrix Norm Minimization for Robust PCA: Algorithms and Applications.

PubMed

Shang, Fanhua; Cheng, James; Liu, Yuanyuan; Luo, Zhi-Quan; Lin, Zhouchen

2017-09-04

The heavy-tailed distributions of corrupted outliers and singular values of all channels in low-level vision have proven effective priors for many applications such as background modeling, photometric stereo and image alignment. And they can be well modeled by a hyper-Laplacian. However, the use of such distributions generally leads to challenging non-convex, non-smooth and non-Lipschitz problems, and makes existing algorithms very slow for large-scale applications. Together with the analytic solutions to Lp-norm minimization with two specific values of p, i.e., p=1/2 and p=2/3, we propose two novel bilinear factor matrix norm minimization models for robust principal component analysis. We first define the double nuclear norm and Frobenius/nuclear hybrid norm penalties, and then prove that they are in essence the Schatten-1/2 and 2/3 quasi-norms, respectively, which lead to much more tractable and scalable Lipschitz optimization problems. Our experimental analysis shows that both our methods yield more accurate solutions than original Schatten quasi-norm minimization, even when the number of observations is very limited. Finally, we apply our penalties to various low-level vision problems, e.g. moving object detection, image alignment and inpainting, and show that our methods usually outperform the state-of-the-art methods.

Wireless Power Transfer for Distributed Estimation in Sensor Networks

NASA Astrophysics Data System (ADS)

Mai, Vien V.; Shin, Won-Yong; Ishibashi, Koji

2017-04-01

This paper studies power allocation for distributed estimation of an unknown scalar random source in sensor networks with a multiple-antenna fusion center (FC), where wireless sensors are equipped with radio-frequency based energy harvesting technology. The sensors' observation is locally processed by using an uncoded amplify-and-forward scheme. The processed signals are then sent to the FC, and are coherently combined at the FC, at which the best linear unbiased estimator (BLUE) is adopted for reliable estimation. We aim to solve the following two power allocation problems: 1) minimizing distortion under various power constraints; and 2) minimizing total transmit power under distortion constraints, where the distortion is measured in terms of mean-squared error of the BLUE. Two iterative algorithms are developed to solve the non-convex problems, which converge at least to a local optimum. In particular, the above algorithms are designed to jointly optimize the amplification coefficients, energy beamforming, and receive filtering. For each problem, a suboptimal design, a single-antenna FC scenario, and a common harvester deployment for colocated sensors, are also studied. Using the powerful semidefinite relaxation framework, our result is shown to be valid for any number of sensors, each with different noise power, and for an arbitrarily number of antennas at the FC.

Beamforming Based Full-Duplex for Millimeter-Wave Communication

PubMed Central

Liu, Xiao; Xiao, Zhenyu; Bai, Lin; Choi, Jinho; Xia, Pengfei; Xia, Xiang-Gen

2016-01-01

In this paper, we study beamforming based full-duplex (FD) systems in millimeter-wave (mmWave) communications. A joint transmission and reception (Tx/Rx) beamforming problem is formulated to maximize the achievable rate by mitigating self-interference (SI). Since the optimal solution is difficult to find due to the non-convexity of the objective function, suboptimal schemes are proposed in this paper. A low-complexity algorithm, which iteratively maximizes signal power while suppressing SI, is proposed and its convergence is proven. Moreover, two closed-form solutions, which do not require iterations, are also derived under minimum-mean-square-error (MMSE), zero-forcing (ZF), and maximum-ratio transmission (MRT) criteria. Performance evaluations show that the proposed iterative scheme converges fast (within only two iterations on average) and approaches an upper-bound performance, while the two closed-form solutions also achieve appealing performances, although there are noticeable differences from the upper bound depending on channel conditions. Interestingly, these three schemes show different robustness against the geometry of Tx/Rx antenna arrays and channel estimation errors. PMID:27455256

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.

Super-resolution for scanning light stimulation systems

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

Bitzer, L. A.; Neumann, K.; Benson, N., E-mail: niels.benson@uni-due.de

Super-resolution (SR) is a technique used in digital image processing to overcome the resolution limitation of imaging systems. In this process, a single high resolution image is reconstructed from multiple low resolution images. SR is commonly used for CCD and CMOS (Complementary Metal-Oxide-Semiconductor) sensor images, as well as for medical applications, e.g., magnetic resonance imaging. Here, we demonstrate that super-resolution can be applied with scanning light stimulation (LS) systems, which are common to obtain space-resolved electro-optical parameters of a sample. For our purposes, the Projection Onto Convex Sets (POCS) was chosen and modified to suit the needs of LS systems.more » To demonstrate the SR adaption, an Optical Beam Induced Current (OBIC) LS system was used. The POCS algorithm was optimized by means of OBIC short circuit current measurements on a multicrystalline solar cell, resulting in a mean square error reduction of up to 61% and improved image quality.« less

Spectral-Spatial Shared Linear Regression for Hyperspectral Image Classification.

PubMed

Haoliang Yuan; Yuan Yan Tang

2017-04-01

Classification of the pixels in hyperspectral image (HSI) is an important task and has been popularly applied in many practical applications. Its major challenge is the high-dimensional small-sized problem. To deal with this problem, lots of subspace learning (SL) methods are developed to reduce the dimension of the pixels while preserving the important discriminant information. Motivated by ridge linear regression (RLR) framework for SL, we propose a spectral-spatial shared linear regression method (SSSLR) for extracting the feature representation. Comparing with RLR, our proposed SSSLR has the following two advantages. First, we utilize a convex set to explore the spatial structure for computing the linear projection matrix. Second, we utilize a shared structure learning model, which is formed by original data space and a hidden feature space, to learn a more discriminant linear projection matrix for classification. To optimize our proposed method, an efficient iterative algorithm is proposed. Experimental results on two popular HSI data sets, i.e., Indian Pines and Salinas demonstrate that our proposed methods outperform many SL methods.

Smart-Divert Powered Descent Guidance to Avoid the Backshell Landing Dispersion Ellipse

NASA Technical Reports Server (NTRS)

Carson, John M.; Acikmese, Behcet

2013-01-01

A smart-divert capability has been added into the Powered Descent Guidance (PDG) software originally developed for Mars pinpoint and precision landing. The smart-divert algorithm accounts for the landing dispersions of the entry backshell, which separates from the lander vehicle at the end of the parachute descent phase and prior to powered descent. The smart-divert PDG algorithm utilizes the onboard fuel and vehicle thrust vectoring to mitigate landing error in an intelligent way: ensuring that the lander touches down with minimum- fuel usage at the minimum distance from the desired landing location that also avoids impact by the descending backshell. The smart-divert PDG software implements a computationally efficient, convex formulation of the powered-descent guidance problem to provide pinpoint or precision-landing guidance solutions that are fuel-optimal and satisfy physical thrust bound and pointing constraints, as well as position and speed constraints. The initial smart-divert implementation enforced a lateral-divert corridor parallel to the ground velocity vector; this was based on guidance requirements for MSL (Mars Science Laboratory) landings. This initial method was overly conservative since the divert corridor was infinite in the down-range direction despite the backshell landing inside a calculable dispersion ellipse. Basing the divert constraint instead on a local tangent to the backshell dispersion ellipse in the direction of the desired landing site provides a far less conservative constraint. The resulting enhanced smart-divert PDG algorithm avoids impact with the descending backshell and has reduced conservatism.

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).

The contour-buildup algorithm to calculate the analytical molecular surface.

PubMed

Totrov, M; Abagyan, R

1996-01-01

A new algorithm is presented to calculate the analytical molecular surface defined as a smooth envelope traced out by the surface of a probe sphere rolled over the molecule. The core of the algorithm is the sequential build up of multi-arc contours on the van der Waals spheres. This algorithm yields substantial reduction in both memory and time requirements of surface calculations. Further, the contour-buildup principle is intrinsically "local", which makes calculations of the partial molecular surfaces even more efficient. Additionally, the algorithm is equally applicable not only to convex patches, but also to concave triangular patches which may have complex multiple intersections. The algorithm permits the rigorous calculation of the full analytical molecular surface for a 100-residue protein in about 2 seconds on an SGI indigo with R4400++ processor at 150 Mhz, with the performance scaling almost linearly with the protein size. The contour-buildup algorithm is faster than the original Connolly algorithm an order of magnitude.

Quantum population and entanglement evolution in photosynthetic process

NASA Astrophysics Data System (ADS)

Zhu, Jing

Applications of the concepts of quantum information theory are usually related to the powerful and counter-intuitive quantum mechanical effects of superposition, interference and entanglement. In this thesis, I examine the role of coherence and entanglement in complex chemical systems. The research has focused mainly on two related projects: The first project is developing a theoretical model to explain the recent ultrafast experiments on excitonic migration in photosynthetic complexes that show long-lived coherence of the order of hundreds of femtoseconds and the second project developing the Grover algorithm for global optimization of complex systems. The first part can be divided into two sections. The first section is investigating the theoretical frame about the transfer of electronic excitation energy through the Fenna-Matthews-Olson (FMO) pigment-protein complex. The new developed modified scaled hierarchical equation of motion (HEOM) approach is employed for simulating the open quantum system. The second section is investigating the evolution of entanglement in the FMO complex based on the simulation result via scaled HEOM approach. We examine the role of multipartite entanglement in the FMO complex by direct computation of the convex roof optimization for a number of different measures, including pairwise, triplet, quadruple and quintuple sites entanglement. Our results support the hypothesis that multipartite entanglement is maximum primary along the two distinct electronic energy transfer pathways. The second part of this thesis can be separated into two sections. The first section demonstrated that a modified Grover's quantum algorithm can be applied to real problems of finding a global minimum using modest numbers of quantum bits. Calculations of the global minimum of simple test functions and Lennard-Jones clusters have been carried out on a quantum computer simulator using a modified Grover's algorithm. The second section is implementing the basic quantum logical gates upon arrays of trapped ultracold polar molecules as qubits for the quantum computer. Utilized herein is the Multi-Target Optimal Control Theory (MTOCT) as a means of manipulating the initial-to-target transition probability via external laser field. The detailed calculation is applied for the SrO molecule, an ideal candidate in proposed quantum computers using arrays of trapped ultra-cold polar molecules.