A recurrent neural network for solving a class of generalized convex optimization problems.
Hosseini, Alireza; Wang, Jun; Hosseini, S Mohammad
2013-08-01
In this paper, we propose a penalty-based recurrent neural network for solving a class of constrained optimization problems with generalized convex objective functions. The model has a simple structure described by using a differential inclusion. It is also applicable for any nonsmooth optimization problem with affine equality and convex inequality constraints, provided that the objective function is regular and pseudoconvex on feasible region of the problem. It is proven herein that the state vector of the proposed neural network globally converges to and stays thereafter in the feasible region in finite time, and converges to the optimal solution set of the problem.
A two-layer recurrent neural network for nonsmooth convex optimization problems.
Qin, Sitian; Xue, Xiaoping
2015-06-01
In this paper, a two-layer recurrent neural network is proposed to solve the nonsmooth convex optimization problem subject to convex inequality and linear equality constraints. Compared with existing neural network models, the proposed neural network has a low model complexity and avoids penalty parameters. It is proved that from any initial point, the state of the proposed neural network reaches the equality feasible region in finite time and stays there thereafter. Moreover, the state is unique if the initial point lies in the equality feasible region. The equilibrium point set of the proposed neural network is proved to be equivalent to the Karush-Kuhn-Tucker optimality set of the original optimization problem. It is further proved that the equilibrium point of the proposed neural network is stable in the sense of Lyapunov. Moreover, from any initial point, the state is proved to be convergent to an equilibrium point of the proposed neural network. Finally, as applications, the proposed neural network is used to solve nonlinear convex programming with linear constraints and L1 -norm minimization problems.
An algorithm for linearizing convex extremal problems
Gorskaya, Elena S
2010-06-09
This paper suggests a method of approximating the solution of minimization problems for convex functions of several variables under convex constraints is suggested. The main idea of this approach is the approximation of a convex function by a piecewise linear function, which results in replacing the problem of convex programming by a linear programming problem. To carry out such an approximation, the epigraph of a convex function is approximated by the projection of a polytope of greater dimension. In the first part of the paper, the problem is considered for functions of one variable. In this case, an algorithm for approximating the epigraph of a convex function by a polygon is presented, it is shown that this algorithm is optimal with respect to the number of vertices of the polygon, and exact bounds for this number are obtained. After this, using an induction procedure, the algorithm is generalized to certain classes of functions of several variables. Applying the suggested method, polynomial algorithms for an approximate calculation of the L{sub p}-norm of a matrix and of the minimum of the entropy function on a polytope are obtained. Bibliography: 19 titles.
An algorithm for linearizing convex extremal problems
NASA Astrophysics Data System (ADS)
Gorskaya, Elena S.
2010-06-01
This paper suggests a method of approximating the solution of minimization problems for convex functions of several variables under convex constraints is suggested. The main idea of this approach is the approximation of a convex function by a piecewise linear function, which results in replacing the problem of convex programming by a linear programming problem. To carry out such an approximation, the epigraph of a convex function is approximated by the projection of a polytope of greater dimension. In the first part of the paper, the problem is considered for functions of one variable. In this case, an algorithm for approximating the epigraph of a convex function by a polygon is presented, it is shown that this algorithm is optimal with respect to the number of vertices of the polygon, and exact bounds for this number are obtained. After this, using an induction procedure, the algorithm is generalized to certain classes of functions of several variables. Applying the suggested method, polynomial algorithms for an approximate calculation of the L_p-norm of a matrix and of the minimum of the entropy function on a polytope are obtained. Bibliography: 19 titles.
CVXPY: A Python-Embedded Modeling Language for Convex Optimization
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
Convex quadratic optimization on artificial neural networks
Adler, I.; Verma, S.
1994-12-31
We present continuous-valued Hopfield recurrent neural networks on which we map convex quadratic optimization problems. We consider two different convex quadratic programs, each of which is mapped to a different neural network. Activation functions are shown to play a key role in the mapping under each model. The class of activation functions which can be used in this mapping is characterized in terms of the properties needed. It is shown that the first derivatives of penalty as well as barrier functions belong to this class. The trajectories of dynamics under the first model are shown to be closely related to affine-scaling trajectories of interior-point methods. On the other hand, the trajectories of dynamics under the second model correspond to projected steepest descent pathways.
Design of quasi-phasematching gratings via convex optimization.
Phillips, C R; Gallmann, L; Fejer, M M
2013-04-22
We propose a new approach to quasi-phasematching (QPM) design based on convex optimization. We show that with this approach, globally optimum solutions to several important QPM design problems can be determined. The optimization framework is highly versatile, enabling the user to trade-off different objectives and constraints according to the particular application. The convex problems presented consist of simple objective and constraint functions involving a few thousand variables, and can therefore be solved quite straightforwardly. We consider three examples: (1) synthesis of a target pulse profile via difference frequency generation (DFG) from two ultrashort input pulses, (2) the design of a custom DFG transfer function, and (3) a new approach enabling the suppression of spectral gain narrowing in chirped-QPM-based optical parametric chirped pulse amplification (OPCPA). These examples illustrate the power and versatility of convex optimization in the context of QPM devices. PMID:23609719
Rapid Generation of Optimal Asteroid Powered Descent Trajectories Via Convex Optimization
NASA Technical Reports Server (NTRS)
Pinson, Robin; Lu, Ping
2015-01-01
This paper investigates a convex optimization based method that can rapidly generate the fuel optimal asteroid powered descent trajectory. The ultimate goal is to autonomously design the optimal powered descent trajectory on-board the spacecraft immediately prior to the descent burn. Compared to a planetary powered landing problem, the major difficulty is the complex gravity field near the surface of an asteroid that cannot be approximated by a constant gravity field. This paper uses relaxation techniques and a successive solution process that seeks the solution to the original nonlinear, nonconvex problem through the solutions to a sequence of convex optimal control problems.
Lagrange duality theory for convex control problems
NASA Technical Reports Server (NTRS)
Hager, W. W.; Mitter, S. K.
1976-01-01
The Lagrange dual to a control problem is studied. The principal result based on the Hahn-Banach theorem proves that the dual problem has an optimal solution if there exists an interior point for the constraint set. A complementary slackness condition holds, if the primal problem has an optimal solution. A necessary and sufficient condition for the optimality of solutions to the primal and the dual problem is also presented.
NASA Astrophysics Data System (ADS)
Pospelov, A. I.
2016-08-01
Adaptive methods for the polyhedral approximation of the convex Edgeworth-Pareto hull in multiobjective monotone integer optimization problems are proposed and studied. For these methods, theoretical convergence rate estimates with respect to the number of vertices are obtained. The estimates coincide in order with those for filling and augmentation H-methods intended for the approximation of nonsmooth convex compact bodies.
Neural network for solving convex quadratic bilevel programming problems.
He, Xing; Li, Chuandong; Huang, Tingwen; Li, Chaojie
2014-03-01
In this paper, using the idea of successive approximation, we propose a neural network to solve convex quadratic bilevel programming problems (CQBPPs), which is modeled by a nonautonomous differential inclusion. Different from the existing neural network for CQBPP, the model has the least number of state variables and simple structure. Based on the theory of nonsmooth analysis, differential inclusions and Lyapunov-like method, the limit equilibrium points sequence of the proposed neural networks can approximately converge to an optimal solution of CQBPP under certain conditions. Finally, simulation results on two numerical examples and the portfolio selection problem show the effectiveness and performance of the proposed neural network.
Statistical Mechanics of Optimal Convex Inference in High Dimensions
NASA Astrophysics Data System (ADS)
Advani, Madhu; Ganguli, Surya
2016-07-01
A fundamental problem in modern high-dimensional data analysis involves efficiently inferring a set of P unknown model parameters governing the relationship between the inputs and outputs of N noisy measurements. Various methods have been proposed to regress the outputs against the inputs to recover the P parameters. What are fundamental limits on the accuracy of regression, given finite signal-to-noise ratios, limited measurements, prior information, and computational tractability requirements? How can we optimally combine prior information with measurements to achieve these limits? Classical statistics gives incisive answers to these questions as the measurement density α =(N /P )→∞ . However, these classical results are not relevant to modern high-dimensional inference problems, which instead occur at finite α . We employ replica theory to answer these questions for a class of inference algorithms, known in the statistics literature as M-estimators. These algorithms attempt to recover the P model parameters by solving an optimization problem involving minimizing the sum of a loss function that penalizes deviations between the data and model predictions, and a regularizer that leverages prior information about model parameters. Widely cherished algorithms like maximum likelihood (ML) and maximum-a posteriori (MAP) inference arise as special cases of M-estimators. Our analysis uncovers fundamental limits on the inference accuracy of a subclass of M-estimators corresponding to computationally tractable convex optimization problems. These limits generalize classical statistical theorems like the Cramer-Rao bound to the high-dimensional setting with prior information. We further discover the optimal M-estimator for log-concave signal and noise distributions; we demonstrate that it can achieve our high-dimensional limits on inference accuracy, while ML and MAP cannot. Intriguingly, in high dimensions, these optimal algorithms become computationally simpler than
A high-performance feedback neural network for solving convex nonlinear programming problems.
Leung, Yee; Chen, Kai-Zhou; Gao, Xing-Bao
2003-01-01
Based on a new idea of successive approximation, this paper proposes a high-performance feedback neural network model for solving convex nonlinear programming problems. Differing from existing neural network optimization models, no dual variables, penalty parameters, or Lagrange multipliers are involved in the proposed network. It has the least number of state variables and is very simple in structure. In particular, the proposed network has better asymptotic stability. For an arbitrarily given initial point, the trajectory of the network converges to an optimal solution of the convex nonlinear programming problem under no more than the standard assumptions. In addition, the network can also solve linear programming and convex quadratic programming problems, and the new idea of a feedback network may be used to solve other optimization problems. Feasibility and efficiency are also substantiated by simulation examples.
Systematization of problems on ball estimates of a convex compactum
NASA Astrophysics Data System (ADS)
Dudov, S. I.
2015-09-01
We consider a class of finite-dimensional problems on the estimation of a convex compactum by a ball of an arbitrary norm in the form of extremal problems whose goal function is expressed via the function of the distance to the farthest point of the compactum and the function of the distance to the nearest point of the compactum or its complement. Special attention is devoted to the problem of estimating (approximating) a convex compactum by a ball of fixed radius in the Hausdorff metric. It is proved that this problem plays the role of the canonical problem: solutions of any problem in the class under consideration can be expressed via solutions of this problem for certain values of the radius. Based on studying and using the properties of solutions of this canonical problem, we obtain ranges of values of the radius in which the canonical problem expresses solutions of the problems on inscribed and circumscribed balls, the problem of uniform estimate by a ball in the Hausdorff metric, the problem of asphericity of a convex body, the problems of spherical shells of the least thickness and of the least volume for the boundary of a convex body. This makes it possible to arrange the problems in increasing order of the corresponding values of the radius. Bibliography: 34 titles.
Optimization-based mesh correction with volume and convexity constraints
NASA Astrophysics Data System (ADS)
D'Elia, Marta; Ridzal, Denis; Peterson, Kara J.; Bochev, Pavel; Shashkov, Mikhail
2016-05-01
We consider the problem of finding a mesh such that 1) it is the closest, with respect to a suitable metric, to a given source mesh having the same connectivity, and 2) the volumes of its cells match a set of prescribed positive values that are not necessarily equal to the cell volumes in the source mesh. This volume correction problem arises in important simulation contexts, such as satisfying a discrete geometric conservation law and solving transport equations by incremental remapping or similar semi-Lagrangian transport schemes. In this paper we formulate volume correction as a constrained optimization problem in which the distance to the source mesh defines an optimization objective, while the prescribed cell volumes, mesh validity and/or cell convexity specify the constraints. We solve this problem numerically using a sequential quadratic programming (SQP) method whose performance scales with the mesh size. To achieve scalable performance we develop a specialized multigrid-based preconditioner for optimality systems that arise in the application of the SQP method to the volume correction problem. Numerical examples illustrate the importance of volume correction, and showcase the accuracy, robustness and scalability of our approach.
Optimization-based mesh correction with volume and convexity constraints
D'Elia, Marta; Ridzal, Denis; Peterson, Kara J.; Bochev, Pavel; Shashkov, Mikhail
2016-02-24
Here, we consider the problem of finding a mesh such that 1) it is the closest, with respect to a suitable metric, to a given source mesh having the same connectivity, and 2) the volumes of its cells match a set of prescribed positive values that are not necessarily equal to the cell volumes in the source mesh. Also, this volume correction problem arises in important simulation contexts, such as satisfying a discrete geometric conservation law and solving transport equations by incremental remapping or similar semi-Lagrangian transport schemes. In this paper we formulate volume correction as a constrained optimization problemmore » in which the distance to the source mesh defines an optimization objective, while the prescribed cell volumes, mesh validity and/or cell convexity specify the constraints. We solve this problem numerically using a sequential quadratic programming (SQP) method whose performance scales with the mesh size. To achieve scalable performance we develop a specialized multigrid-based preconditioner for optimality systems that arise in the application of the SQP method to the volume correction problem. Numerical examples illustrate the importance of volume correction, and showcase the accuracy, robustness and scalability of our approach.« less
Derivative-free generation and interpolation of convex Pareto optimal IMRT plans.
Hoffmann, Aswin L; Siem, Alex Y D; den Hertog, Dick; Kaanders, Johannes H A M; Huizenga, Henk
2006-12-21
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.
Guaranteed Blind Sparse Spikes Deconvolution via Lifting and Convex Optimization
NASA Astrophysics Data System (ADS)
Chi, Yuejie
2016-06-01
Neural recordings, returns from radars and sonars, images in astronomy and single-molecule microscopy can be modeled as a linear superposition of a small number of scaled and delayed copies of a band-limited or diffraction-limited point spread function, which is either determined by the nature or designed by the users; in other words, we observe the convolution between a point spread function and a sparse spike signal with unknown amplitudes and delays. While it is of great interest to accurately resolve the spike signal from as few samples as possible, however, when the point spread function is not known a priori, this problem is terribly ill-posed. This paper proposes a convex optimization framework to simultaneously estimate the point spread function as well as the spike signal, by mildly constraining the point spread function to lie in a known low-dimensional subspace. By applying the lifting trick, we obtain an underdetermined linear system of an ensemble of signals with joint spectral sparsity, to which atomic norm minimization is applied. Under mild randomness assumptions of the low-dimensional subspace as well as a separation condition of the spike signal, we prove the proposed algorithm, dubbed as AtomicLift, is guaranteed to recover the spike signal up to a scaling factor as soon as the number of samples is large enough. The extension of AtomicLift to handle noisy measurements is also discussed. Numerical examples are provided to validate the effectiveness of the proposed approaches.
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.
Numerical optimization method for packing regular convex polygons
NASA Astrophysics Data System (ADS)
Galiev, Sh. I.; Lisafina, M. S.
2016-08-01
An algorithm is presented for the approximate solution of the problem of packing regular convex polygons in a given closed bounded domain G so as to maximize the total area of the packed figures. On G a grid is constructed whose nodes generate a finite set W on G, and the centers of the figures to be packed can be placed only at some points of W. The problem of packing these figures with centers in W is reduced to a 0-1 linear programming problem. A two-stage algorithm for solving the resulting problems is proposed. The algorithm finds packings of the indicated figures in an arbitrary closed bounded domain on the plane. Numerical results are presented that demonstrate the effectiveness of the method.
Multiband RF pulses with improved performance via convex optimization.
Shang, Hong; Larson, Peder E Z; Kerr, Adam; Reed, Galen; Sukumar, Subramaniam; Elkhaled, Adam; Gordon, Jeremy W; Ohliger, Michael A; Pauly, John M; Lustig, Michael; Vigneron, Daniel B
2016-01-01
Selective RF pulses are commonly designed with the desired profile as a low pass filter frequency response. However, for many MRI and NMR applications, the spectrum is sparse with signals existing at a few discrete resonant frequencies. By specifying a multiband profile and releasing the constraint on "don't-care" regions, the RF pulse performance can be improved to enable a shorter duration, sharper transition, or lower peak B1 amplitude. In this project, a framework for designing multiband RF pulses with improved performance was developed based on the Shinnar-Le Roux (SLR) algorithm and convex optimization. It can create several types of RF pulses with multiband magnitude profiles, arbitrary phase profiles and generalized flip angles. The advantage of this framework with a convex optimization approach is the flexible trade-off of different pulse characteristics. Designs for specialized selective RF pulses for balanced SSFP hyperpolarized (HP) (13)C MRI, a dualband saturation RF pulse for (1)H MR spectroscopy, and a pre-saturation pulse for HP (13)C study were developed and tested. PMID:26754063
Li, Chaojie; Yu, Xinghuo; Huang, Tingwen; Chen, Guo; He, Xing
2016-02-01
This paper proposes a generalized Hopfield network for solving general constrained convex optimization problems. First, the existence and the uniqueness of solutions to the generalized Hopfield network in the Filippov sense are proved. Then, the Lie derivative is introduced to analyze the stability of the network using a differential inclusion. The optimality of the solution to the nonsmooth constrained optimization problems is shown to be guaranteed by the enhanced Fritz John conditions. The convergence rate of the generalized Hopfield network can be estimated by the second-order derivative of the energy function. The effectiveness of the proposed network is evaluated on several typical nonsmooth optimization problems and used to solve the hierarchical and distributed model predictive control four-tank benchmark.
Convexity of Ruin Probability and Optimal Dividend Strategies for a General Lévy Process
Yin, Chuancun; Yuen, Kam Chuen; Shen, Ying
2015-01-01
We consider the optimal dividends problem for a company whose cash reserves follow a general 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
Sparse representations and convex optimization as tools for LOFAR radio interferometric imaging
NASA Astrophysics Data System (ADS)
Girard, J. N.; Garsden, H.; Starck, J. L.; Corbel, S.; Woiselle, A.; Tasse, C.; McKean, J. P.; Bobin, J.
2015-08-01
Compressed sensing theory is slowly making its way to solve more and more astronomical inverse problems. We address here the application of sparse representations, convex optimization and proximal theory to radio interferometric imaging. First, we expose the theory behind interferometric imaging, sparse representations and convex optimization, and second, we illustrate their application with numerical tests with SASIR, an implementation of the FISTA, a Forward-Backward splitting algorithm hosted in a LOFAR imager. Various tests have been conducted in Garsden et al., 2015. The main results are: i) an improved angular resolution (super resolution of a factor ≈ 2) with point sources as compared to CLEAN on the same data, ii) correct photometry measurements on a field of point sources at high dynamic range and iii) the imaging of extended sources with improved fidelity. SASIR provides better reconstructions (five time less residuals) of the extended emission as compared to CLEAN. With the advent of large radiotelescopes, there is scope for improving classical imaging methods with convex optimization methods combined with sparse representations.
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.
An uncertain multidisciplinary design optimization method using interval convex models
NASA Astrophysics Data System (ADS)
Li, Fangyi; Luo, Zhen; Sun, Guangyong; Zhang, Nong
2013-06-01
This article proposes an uncertain multi-objective multidisciplinary design optimization methodology, which employs the interval model to represent the uncertainties of uncertain-but-bounded parameters. The interval number programming method is applied to transform each uncertain objective function into two deterministic objective functions, and a satisfaction degree of intervals is used to convert both the uncertain inequality and equality constraints to deterministic inequality constraints. In doing so, an unconstrained deterministic optimization problem will be constructed in association with the penalty function method. The design will be finally formulated as a nested three-loop optimization, a class of highly challenging problems in the area of engineering design optimization. An advanced hierarchical optimization scheme is developed to solve the proposed optimization problem based on the multidisciplinary feasible strategy, which is a well-studied method able to reduce the dimensions of multidisciplinary design optimization problems by using the design variables as independent optimization variables. In the hierarchical optimization system, the non-dominated sorting genetic algorithm II, sequential quadratic programming method and Gauss-Seidel iterative approach are applied to the outer, middle and inner loops of the optimization problem, respectively. Typical numerical examples are used to demonstrate the effectiveness of the proposed methodology.
A Localization Method for Multistatic SAR Based on Convex Optimization.
Zhong, Xuqi; Wu, Junjie; Yang, Jianyu; Sun, Zhichao; Huang, Yuling; Li, Zhongyu
2015-01-01
In traditional localization methods for Synthetic Aperture Radar (SAR), the bistatic range sum (BRS) estimation and Doppler centroid estimation (DCE) are needed for the calculation of target localization. However, the DCE error greatly influences the localization accuracy. In this paper, a localization method for multistatic SAR based on convex optimization without DCE is investigated and the influence of BRS estimation error on localization accuracy is analysed. Firstly, by using the information of each transmitter and receiver (T/R) pair and the target in SAR image, the model functions of T/R pairs are constructed. Each model function's maximum is on the circumference of the ellipse which is the iso-range for its model function's T/R pair. Secondly, the target function whose maximum is located at the position of the target is obtained by adding all model functions. Thirdly, the target function is optimized based on gradient descent method to obtain the position of the target. During the iteration process, principal component analysis is implemented to guarantee the accuracy of the method and improve the computational efficiency. The proposed method only utilizes BRSs of a target in several focused images from multistatic SAR. Therefore, compared with traditional localization methods for SAR, the proposed method greatly improves the localization accuracy. The effectivity of the localization approach is validated by simulation experiment. PMID:26566031
A Localization Method for Multistatic SAR Based on Convex Optimization
2015-01-01
In traditional localization methods for Synthetic Aperture Radar (SAR), the bistatic range sum (BRS) estimation and Doppler centroid estimation (DCE) are needed for the calculation of target localization. However, the DCE error greatly influences the localization accuracy. In this paper, a localization method for multistatic SAR based on convex optimization without DCE is investigated and the influence of BRS estimation error on localization accuracy is analysed. Firstly, by using the information of each transmitter and receiver (T/R) pair and the target in SAR image, the model functions of T/R pairs are constructed. Each model function’s maximum is on the circumference of the ellipse which is the iso-range for its model function’s T/R pair. Secondly, the target function whose maximum is located at the position of the target is obtained by adding all model functions. Thirdly, the target function is optimized based on gradient descent method to obtain the position of the target. During the iteration process, principal component analysis is implemented to guarantee the accuracy of the method and improve the computational efficiency. The proposed method only utilizes BRSs of a target in several focused images from multistatic SAR. Therefore, compared with traditional localization methods for SAR, the proposed method greatly improves the localization accuracy. The effectivity of the localization approach is validated by simulation experiment. PMID:26566031
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
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
Ambikapathi, ArulMurugan; Chan, Tsung-Han; Lin, Chia-Hsiang; Yang, Fei-Shih; Chi, Chong-Yung; Wang, Yue
2016-04-01
Dynamic contrast-enhanced magnetic resonance imaging (DCE-MRI) is a powerful imaging modality to study the pharmacokinetics in a suspected cancer/tumor tissue. The pharmacokinetic (PK) analysis of prostate cancer includes the estimation of time activity curves (TACs), and thereby, the corresponding kinetic parameters (KPs), and plays a pivotal role in diagnosis and prognosis of prostate cancer. In this paper, we endeavor to develop a blind source separation algorithm, namely convex-optimization-based KPs estimation (COKE) algorithm for PK analysis based on compartmental modeling of DCE-MRI data, for effective prostate tumor detection and its quantification. The COKE algorithm first identifies the best three representative pixels in the DCE-MRI data, corresponding to the plasma, fast-flow, and slow-flow TACs, respectively. The estimation accuracy of the flux rate constants (FRCs) of the fast-flow and slow-flow TACs directly affects the estimation accuracy of the KPs that provide the cancer and normal tissue distribution maps in the prostate region. The COKE algorithm wisely exploits the matrix structure (Toeplitz, lower triangular, and exponential decay) of the original nonconvex FRCs estimation problem, and reformulates it into two convex optimization problems that can reliably estimate the FRCs. After estimation of the FRCs, the KPs can be effectively estimated by solving a pixel-wise constrained curve-fitting (convex) problem. Simulation results demonstrate the efficacy of the proposed COKE algorithm. The COKE algorithm is also evaluated with DCE-MRI data of four different patients with prostate cancer and the obtained results are consistent with clinical observations. PMID:26292336
Ambikapathi, ArulMurugan; Chan, Tsung-Han; Lin, Chia-Hsiang; Yang, Fei-Shih; Chi, Chong-Yung; Wang, Yue
2016-04-01
Dynamic contrast-enhanced magnetic resonance imaging (DCE-MRI) is a powerful imaging modality to study the pharmacokinetics in a suspected cancer/tumor tissue. The pharmacokinetic (PK) analysis of prostate cancer includes the estimation of time activity curves (TACs), and thereby, the corresponding kinetic parameters (KPs), and plays a pivotal role in diagnosis and prognosis of prostate cancer. In this paper, we endeavor to develop a blind source separation algorithm, namely convex-optimization-based KPs estimation (COKE) algorithm for PK analysis based on compartmental modeling of DCE-MRI data, for effective prostate tumor detection and its quantification. The COKE algorithm first identifies the best three representative pixels in the DCE-MRI data, corresponding to the plasma, fast-flow, and slow-flow TACs, respectively. The estimation accuracy of the flux rate constants (FRCs) of the fast-flow and slow-flow TACs directly affects the estimation accuracy of the KPs that provide the cancer and normal tissue distribution maps in the prostate region. The COKE algorithm wisely exploits the matrix structure (Toeplitz, lower triangular, and exponential decay) of the original nonconvex FRCs estimation problem, and reformulates it into two convex optimization problems that can reliably estimate the FRCs. After estimation of the FRCs, the KPs can be effectively estimated by solving a pixel-wise constrained curve-fitting (convex) problem. Simulation results demonstrate the efficacy of the proposed COKE algorithm. The COKE algorithm is also evaluated with DCE-MRI data of four different patients with prostate cancer and the obtained results are consistent with clinical observations.
Convex Discriminative Multitask Clustering.
Zhang, Xiao-Lei
2015-01-01
Multitask clustering tries to improve the clustering performance of multiple tasks simultaneously by taking their relationship into account. Most existing multitask clustering algorithms fall into the type of generative clustering, and none are formulated as convex optimization problems. In this paper, we propose two convex Discriminative Multitask Clustering (DMTC) objectives to address the problems. The first one aims to learn a shared feature representation, which can be seen as a technical combination of the convex multitask feature learning and the convex Multiclass Maximum Margin Clustering (M3C). The second one aims to learn the task relationship, which can be seen as a combination of the convex multitask relationship learning and M3C. The objectives of the two algorithms are solved in a uniform procedure by the efficient cutting-plane algorithm and further unified in the Bayesian framework. Experimental results on a toy problem and two benchmark data sets demonstrate the effectiveness of the proposed algorithms. PMID:26353206
Mehrotra, Sanjay; Papp, Dávid
2014-01-01
We present and analyze a central cutting surface algorithm for general semi-infinite convex optimization problems and use it to develop a novel algorithm for distributionally robust optimization problems in which the uncertainty set consists of probability distributions with given bounds on their moments. Moments of arbitrary order, as well as nonpolynomial moments, can be included in the formulation. We show that this gives rise to a hierarchy of optimization problems with decreasing levels of risk-aversion, with classic robust optimization at one end of the spectrum and stochastic programming at the other. Although our primary motivation is to solve distributionally robustmore » optimization problems with moment uncertainty, the cutting surface method for general semi-infinite convex programs is also of independent interest. The proposed method is applicable to problems with nondifferentiable semi-infinite constraints indexed by an infinite dimensional index set. Examples comparing the cutting surface algorithm to the central cutting plane algorithm of Kortanek and No demonstrate the potential of our algorithm even in the solution of traditional semi-infinite convex programming problems, whose constraints are differentiable, and are indexed by an index set of low dimension. After the rate of convergence analysis of the cutting surface algorithm, we extend the authors' moment matching scenario generation algorithm to a probabilistic algorithm that finds optimal probability distributions subject to moment constraints. The combination of this distribution optimization method and the central cutting surface algorithm yields a solution to a family of distributionally robust optimization problems that are considerably more general than the ones proposed to date.« less
Mehrotra, Sanjay; Papp, Dávid
2014-01-01
We present and analyze a central cutting surface algorithm for general semi-infinite convex optimization problems and use it to develop a novel algorithm for distributionally robust optimization problems in which the uncertainty set consists of probability distributions with given bounds on their moments. Moments of arbitrary order, as well as nonpolynomial moments, can be included in the formulation. We show that this gives rise to a hierarchy of optimization problems with decreasing levels of risk-aversion, with classic robust optimization at one end of the spectrum and stochastic programming at the other. Although our primary motivation is to solve distributionally robust optimization problems with moment uncertainty, the cutting surface method for general semi-infinite convex programs is also of independent interest. The proposed method is applicable to problems with nondifferentiable semi-infinite constraints indexed by an infinite dimensional index set. Examples comparing the cutting surface algorithm to the central cutting plane algorithm of Kortanek and No demonstrate the potential of our algorithm even in the solution of traditional semi-infinite convex programming problems, whose constraints are differentiable, and are indexed by an index set of low dimension. After the rate of convergence analysis of the cutting surface algorithm, we extend the authors' moment matching scenario generation algorithm to a probabilistic algorithm that finds optimal probability distributions subject to moment constraints. The combination of this distribution optimization method and the central cutting surface algorithm yields a solution to a family of distributionally robust optimization problems that are considerably more general than the ones proposed to date.
Implementation of a Point Algorithm for Real-Time Convex Optimization
NASA Technical Reports Server (NTRS)
Acikmese, Behcet; Motaghedi, Shui; Carson, John
2007-01-01
The primal-dual interior-point algorithm implemented in G-OPT is a relatively new and efficient way of solving convex optimization problems. Given a prescribed level of accuracy, the convergence to the optimal solution is guaranteed in a predetermined, finite number of iterations. G-OPT Version 1.0 is a flight software implementation written in C. Onboard application of the software enables autonomous, real-time guidance and control that explicitly incorporates mission constraints such as control authority (e.g. maximum thrust limits), hazard avoidance, and fuel limitations. This software can be used in planetary landing missions (Mars pinpoint landing and lunar landing), as well as in proximity operations around small celestial bodies (moons, asteroids, and comets). It also can be used in any spacecraft mission for thrust allocation in six-degrees-of-freedom control.
Exact Convex Relaxation of Optimal Power Flow in Radial Networks
Gan, LW; Li, N; Topcu, U; Low, SH
2015-01-01
The optimal power flow (OPF) problem determines a network operating point that minimizes a certain objective such as generation cost or power loss. It is nonconvex. We prove that a global optimum of OPF can be obtained by solving a second-order cone program, under a mild condition after shrinking the OPF feasible set slightly, for radial power networks. The condition can be checked a priori, and holds for the IEEE 13, 34, 37, 123-bus networks and two real-world networks.
Le Thi, Hoai An; Vo, Xuan Thanh; Pham Dinh, Tao
2014-11-01
In this paper, we consider the problem of feature selection for linear SVMs on uncertain data that is inherently prevalent in almost all datasets. Using principles of Robust Optimization, we propose robust schemes to handle data with ellipsoidal model and box model of uncertainty. The difficulty in treating ℓ0-norm in feature selection problem is overcome by using appropriate approximations and Difference of Convex functions (DC) programming and DC Algorithms (DCA). The computational results show that the proposed robust optimization approaches are superior than a traditional approach in immunizing perturbation of the data.
Coordination and Control of Multiple Spacecraft using Convex Optimization Techniques
NASA Astrophysics Data System (ADS)
How, Jonathan P.
2002-06-01
Formation flying of multiple spacecraft is an enabling technology for many future space science missions. These future missions will, for example, use the highly coordinated, distributed array of vehicles for earth mapping interferometers and synthetic aperture radar. This thesis presents coordination and control algorithms designed for a fleet of spacecraft. These algorithms are embedded in a hierarchical fleet archi- tecture that includes a high-level coordinator for the fleet maneuvers used to form, re-size, or re-target the formation configuration and low-level controllers to generate and implement the individual control inputs for each vehicle. The trajectory and control problems are posed as linear programming (LP) optimizations to solve for the minimum fuel maneuvers. The combined result of the high-level coordination and low-level controllers is a very flexible optimization framework that can be used off-line to analyze aspects of a mission design and in real-time as part of an on-board autonomous formation flying control system. This thesis also investigates several crit- ical issues associated with the implementation of this formation flying approach. In particular, modifications to the LP algorithms are presented to: include robustness to sensor noise, include actuator constraints, ensure that the optimization solutions are always feasible, and reduce the LP solution times. Furthermore, the dynamics for the control problem are analyzed in terms of two key issues: 1) what dynamics model should be used to specify the desired state to maintain a passive aperture; and 2) what dynamics model should be used in the LP to represent the motion about this state. Several linearized models of the relative dynamics are considered in this analysis, including Hill's equations for circular orbits, modified linear dynamics that partially account for the J2 effects, and Lawden's equations for eccentric orbits.
The role of convexity for solving some shortest path problems in plane without triangulation
NASA Astrophysics Data System (ADS)
An, Phan Thanh; Hai, Nguyen Ngoc; Hoai, Tran Van
2013-09-01
Solving shortest path problems inside simple polygons is a very classical problem in motion planning. To date, it has usually relied on triangulation of the polygons. The question: "Can one devise a simple O(n) time algorithm for computing the shortest path between two points in a simple polygon (with n vertices), without resorting to a (complicated) linear-time triangulation algorithm?" raised by J. S. B. Mitchell in Handbook of Computational Geometry (J. Sack and J. Urrutia, eds., Elsevier Science B.V., 2000), is still open. The aim of this paper is to show that convexity contributes to the design of efficient algorithms for solving some versions of shortest path problems (namely, computing the convex hull of a finite set of points and convex rope on rays in 2D, computing approximate shortest path between two points inside a simple polygon) without triangulation on the entire polygons. New algorithms are implemented in C and numerical examples are presented.
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.
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.
libCreme: An optimization library for evaluating convex-roof entanglement measures
NASA Astrophysics Data System (ADS)
Röthlisberger, Beat; Lehmann, Jörg; Loss, Daniel
2012-01-01
We present the software library libCreme which we have previously used to successfully calculate convex-roof entanglement measures of mixed quantum states appearing in realistic physical systems. Evaluating the amount of entanglement in such states is in general a non-trivial task requiring to solve a highly non-linear complex optimization problem. The algorithms provided here are able to achieve to do this for a large and important class of entanglement measures. The library is mostly written in the MATLAB programming language, but is fully compatible to the free and open-source OCTAVE platform. Some inefficient subroutines are written in C/C++ for better performance. This manuscript discusses the most important theoretical concepts and workings of the algorithms, focusing on the actual implementation and usage within the library. Detailed examples in the end should make it easy for the user to apply libCreme to specific problems. Program summaryProgram title:libCreme Catalogue identifier: AEKD_v1_0 Program summary URL:http://cpc.cs.qub.ac.uk/summaries/AEKD_v1_0.html Program obtainable from: CPC Program Library, Queen's University, Belfast, N. Ireland Licensing provisions: GNU GPL version 3 No. of lines in distributed program, including test data, etc.: 4323 No. of bytes in distributed program, including test data, etc.: 70 542 Distribution format: tar.gz Programming language: Matlab/Octave and C/C++ Computer: All systems running Matlab or Octave Operating system: All systems running Matlab or Octave Classification: 4.9, 4.15 Nature of problem: Evaluate convex-roof entanglement measures. This involves solving a non-linear (unitary) optimization problem. Solution method: Two algorithms are provided: A conjugate-gradient method using a differential-geometric approach and a quasi-Newton method together with a mapping to Euclidean space. Running time: Typically seconds to minutes for a density matrix of a few low-dimensional systems and a decent implementation of the
Wang, Li; Chen, Ken Chung; Gao, Yaozong; Shi, Feng; Liao, Shu; Li, Gang; Shen, Steve G. F.; Yan, Jin; Lee, Philip K. M.; Chow, Ben; Liu, Nancy X.; Xia, James J.; Shen, Dinggang
2014-01-01
Purpose: Cone-beam computed tomography (CBCT) is an increasingly utilized imaging modality for the diagnosis and treatment planning of the patients with craniomaxillofacial (CMF) deformities. Accurate segmentation of CBCT image is an essential step to generate three-dimensional (3D) models for the diagnosis and treatment planning of the patients with CMF deformities. However, due to the poor image quality, including very low signal-to-noise ratio and the widespread image artifacts such as noise, beam hardening, and inhomogeneity, it is challenging to segment the CBCT images. In this paper, the authors present a new automatic segmentation method to address these problems. Methods: To segment CBCT images, the authors propose a new method for fully automated CBCT segmentation by using patch-based sparse representation to (1) segment bony structures from the soft tissues and (2) further separate the mandible from the maxilla. Specifically, a region-specific registration strategy is first proposed to warp all the atlases to the current testing subject and then a sparse-based label propagation strategy is employed to estimate a patient-specific atlas from all aligned atlases. Finally, the patient-specific atlas is integrated into a maximum a posteriori probability-based convex segmentation framework for accurate segmentation. Results: The proposed method has been evaluated on a dataset with 15 CBCT images. The effectiveness of the proposed region-specific registration strategy and patient-specific atlas has been validated by comparing with the traditional registration strategy and population-based atlas. The experimental results show that the proposed method achieves the best segmentation accuracy by comparison with other state-of-the-art segmentation methods. Conclusions: The authors have proposed a new CBCT segmentation method by using patch-based sparse representation and convex optimization, which can achieve considerably accurate segmentation results in CBCT
Wang, Li; Gao, Yaozong; Shi, Feng; Liao, Shu; Li, Gang; Chen, Ken Chung; Shen, Steve G. F.; Yan, Jin; Lee, Philip K. M.; Chow, Ben; Liu, Nancy X.; Xia, James J.; Shen, Dinggang
2014-04-15
Purpose: Cone-beam computed tomography (CBCT) is an increasingly utilized imaging modality for the diagnosis and treatment planning of the patients with craniomaxillofacial (CMF) deformities. Accurate segmentation of CBCT image is an essential step to generate three-dimensional (3D) models for the diagnosis and treatment planning of the patients with CMF deformities. However, due to the poor image quality, including very low signal-to-noise ratio and the widespread image artifacts such as noise, beam hardening, and inhomogeneity, it is challenging to segment the CBCT images. In this paper, the authors present a new automatic segmentation method to address these problems. Methods: To segment CBCT images, the authors propose a new method for fully automated CBCT segmentation by using patch-based sparse representation to (1) segment bony structures from the soft tissues and (2) further separate the mandible from the maxilla. Specifically, a region-specific registration strategy is first proposed to warp all the atlases to the current testing subject and then a sparse-based label propagation strategy is employed to estimate a patient-specific atlas from all aligned atlases. Finally, the patient-specific atlas is integrated into amaximum a posteriori probability-based convex segmentation framework for accurate segmentation. Results: The proposed method has been evaluated on a dataset with 15 CBCT images. The effectiveness of the proposed region-specific registration strategy and patient-specific atlas has been validated by comparing with the traditional registration strategy and population-based atlas. The experimental results show that the proposed method achieves the best segmentation accuracy by comparison with other state-of-the-art segmentation methods. Conclusions: The authors have proposed a new CBCT segmentation method by using patch-based sparse representation and convex optimization, which can achieve considerably accurate segmentation results in CBCT
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
Smoothers for Optimization Problems
NASA Technical Reports Server (NTRS)
Arian, Eyal; Ta'asan, Shlomo
1996-01-01
We present a multigrid one-shot algorithm, and a smoothing analysis, for the numerical solution of optimal control problems which are governed by an elliptic PDE. The analysis provides a simple tool to determine a smoothing minimization process which is essential for multigrid application. Numerical results include optimal control of boundary data using different discretization schemes and an optimal shape design problem in 2D with Dirichlet boundary conditions.
Non-parametric Single View Reconstruction of Curved Objects Using Convex Optimization
NASA Astrophysics Data System (ADS)
Oswald, Martin R.; Töppe, Eno; Kolev, Kalin; Cremers, Daniel
We propose a convex optimization framework delivering intuitive and reasonable 3D meshes from a single photograph. For a given input image, the user can quickly obtain a segmentation of the object in question. Our algorithm then automatically generates an admissible closed surface of arbitrary topology without the requirement of tedious user input. Moreover we provide a tool by which the user is able to interactively modify the result afterwards through parameters and simple operations in a 2D image space. The algorithm targets a limited but relevant class of real world objects. The object silhouette and the additional user input enter a functional which can be optimized globally in a few seconds using recently developed convex relaxation techniques parallelized on state-of-the-art graphics hardware.
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.
Reduced Complexity HMM Filtering With Stochastic Dominance Bounds: A Convex Optimization Approach
NASA Astrophysics Data System (ADS)
Krishnamurthy, Vikram; Rojas, Cristian R.
2014-12-01
This paper uses stochastic dominance principles to construct upper and lower sample path bounds for Hidden Markov Model (HMM) filters. Given a HMM, by using convex optimization methods for nuclear norm minimization with copositive constraints, we construct low rank stochastic marices so that the optimal filters using these matrices provably lower and upper bound (with respect to a partially ordered set) the true filtered distribution at each time instant. Since these matrices are low rank (say R), the computational cost of evaluating the filtering bounds is O(XR) instead of O(X2). A Monte-Carlo importance sampling filter is presented that exploits these upper and lower bounds to estimate the optimal posterior. Finally, using the Dobrushin coefficient, explicit bounds are given on the variational norm between the true posterior and the upper and lower bounds.
Rapid Generation of Optimal Asteroid Powered Descent Trajectories Via Convex Optimization
NASA Technical Reports Server (NTRS)
Pinson, Robin; Lu, Ping
2015-01-01
Mission proposals that land on asteroids are becoming popular. However, in order to have a successful mission the spacecraft must reliably and softly land at the intended landing site. The problem under investigation is how to design a fuel-optimal powered descent trajectory that can be quickly computed on-board the spacecraft, without interaction from ground control. An optimal trajectory designed immediately prior to the descent burn has many advantages. These advantages include the ability to use the actual vehicle starting state as the initial condition in the trajectory design and the ease of updating the landing target site if the original landing site is no longer viable. For long trajectories, the trajectory can be updated periodically by a redesign of the optimal trajectory based on current vehicle conditions to improve the guidance performance. One of the key drivers for being completely autonomous is the infrequent and delayed communication between ground control and the vehicle. Challenges that arise from designing an asteroid powered descent trajectory include complicated nonlinear gravity fields, small rotating bodies and low thrust vehicles.
Fast inference of ill-posed problems within a convex space
NASA Astrophysics Data System (ADS)
Fernandez-de-Cossio-Diaz, J.; Mulet, R.
2016-07-01
In multiple scientific and technological applications we face the problem of having low dimensional data to be justified by a linear model defined in a high dimensional parameter space. The difference in dimensionality makes the problem ill-defined: the model is consistent with the data for many values of its parameters. The objective is to find the probability distribution of parameter values consistent with the data, a problem that can be cast as the exploration of a high dimensional convex polytope. In this work we introduce a novel algorithm to solve this problem efficiently. It provides results that are statistically indistinguishable from currently used numerical techniques while its running time scales linearly with the system size. We show that the algorithm performs robustly in many abstract and practical applications. As working examples we simulate the effects of restricting reaction fluxes on the space of feasible phenotypes of a genome scale Escherichia coli metabolic network and infer the traffic flow between origin and destination nodes in a real communication network.
NASA Astrophysics Data System (ADS)
Chen, Shibing; Wang, Xu-Jia
2016-01-01
In this paper we prove the strict c-convexity and the C 1, α regularity for potential functions in optimal transportation under condition (A3w). These results were obtained by Caffarelli [1,3,4] for the cost c (x, y) =| x - y | 2, by Liu [11], Loeper [15], Trudinger and Wang [20] for costs satisfying the condition (A3). For costs satisfying the condition (A3w), the results have also been proved by Figalli, Kim, and McCann [6], assuming that the initial and target domains are uniformly c-convex, see also [21]; and by Guillen and Kitagawa [8], assuming the cost function satisfies A3w in larger domains. In this paper we prove the strict c-convexity and the C 1, α regularity assuming either the support of source density is compactly contained in a larger domain where the cost function satisfies A3w, or the dimension 2 ≤ n ≤ 4.
NASA Astrophysics Data System (ADS)
Hoffmann, Aswin L.; den Hertog, Dick; Siem, Alex Y. D.; Kaanders, Johannes H. A. M.; Huizenga, Henk
2008-11-01
Finding fluence maps for intensity-modulated radiation therapy (IMRT) can be formulated as a multi-criteria optimization problem for which Pareto optimal treatment plans exist. To account for the dose-per-fraction effect of fractionated IMRT, it is desirable to exploit radiobiological treatment plan evaluation criteria based on the linear-quadratic (LQ) cell survival model as a means to balance the radiation benefits and risks in terms of biologic response. Unfortunately, the LQ-model-based radiobiological criteria are nonconvex functions, which make the optimization problem hard to solve. We apply the framework proposed by Romeijn et al (2004 Phys. Med. Biol. 49 1991-2013) to find transformations of LQ-model-based radiobiological functions and establish conditions under which transformed functions result in equivalent convex criteria that do not change the set of Pareto optimal treatment plans. The functions analysed are: the LQ-Poisson-based model for tumour control probability (TCP) with and without inter-patient heterogeneity in radiation sensitivity, the LQ-Poisson-based relative seriality s-model for normal tissue complication probability (NTCP), the equivalent uniform dose (EUD) under the LQ-Poisson model and the fractionation-corrected Probit-based model for NTCP according to Lyman, Kutcher and Burman. These functions differ from those analysed before in that they cannot be decomposed into elementary EUD or generalized-EUD functions. In addition, we show that applying increasing and concave transformations to the convexified functions is beneficial for the piecewise approximation of the Pareto efficient frontier.
Class and Home Problems: Optimization Problems
ERIC Educational Resources Information Center
Anderson, Brian J.; Hissam, Robin S.; Shaeiwitz, Joseph A.; Turton, Richard
2011-01-01
Optimization problems suitable for all levels of chemical engineering students are available. These problems do not require advanced mathematical techniques, since they can be solved using typical software used by students and practitioners. The method used to solve these problems forces students to understand the trends for the different terms…
Cai, Ailong; Wang, Linyuan; Yan, Bin; Li, Lei; Zhang, Hanming; Hu, Guoen
2015-10-01
An efficient iterative algorithm, based on recent work in non-convex optimization and generalized p-shrinkage mappings, is proposed for volume image reconstruction from circular cone-beam scans. Conventional total variation regularization makes use of L1 norm of gradient magnitude images (GMI). However, this paper utilizes a generalized penalty function, induced by p-shrinkage, of GMI which is proven to be a better measurement of its sparsity. The reconstruction model is formed using generalized total p-variation (TpV) minimization, which differs with the state of the art methods, with the constraint that the estimated projection data is within a specified tolerance of the available data and that the values of the volume image are non-negative. Theoretically, the proximal mapping for penalty functions induced by p-shrinkage has an exact and closed-form expression; thus, the constrained optimization can be stably and efficiently solved by the alternating direction minimization (ADM) scheme. Each sub-problem decoupled by variable splitting is minimized by explicit and easy-to-implement formulas developed by ADM. The proposed algorithm is efficiently implemented using a graphics processing unit and is referred to as "TpV-ADM." This method is robust and accurate even for very few view reconstruction datasets. Verifications and comparisons performed using various datasets (including ideal, noisy, and real projections) illustrate that the proposed method is effective and promising. PMID:26233922
Convex optimization of MRI exposure for mitigation of RF-heating from active medical implants
NASA Astrophysics Data System (ADS)
Córcoles, Juan; Zastrow, Earl; Kuster, Niels
2015-09-01
Local RF-heating of elongated medical implants during magnetic resonance imaging (MRI) may pose a significant health risk to patients. The actual patient risk depends on various parameters including RF magnetic field strength and frequency, MR coil design, patient’s anatomy, posture, and imaging position, implant location, RF coupling efficiency of the implant, and the bio-physiological responses associated with the induced local heating. We present three constrained convex optimization strategies that incorporate the implant’s RF-heating characteristics, for the reduction of local heating of medical implants during MRI. The study emphasizes the complementary performances of the different formulations. The analysis demonstrates that RF-induced heating of elongated metallic medical implants can be carefully controlled and balanced against MRI quality. A reduction of heating of up to 25 dB can be achieved at the cost of reduced uniformity in the magnitude of the B1+ field of less than 5%. The current formulations incorporate a priori knowledge of clinically-specific parameters, which is assumed to be available. Before these techniques can be applied practically in the broader clinical context, further investigations are needed to determine whether reduced access to a priori knowledge regarding, e.g. the patient’s anatomy, implant routing, RF-transmitter, and RF-implant coupling, can be accepted within reasonable levels of uncertainty.
Convex optimization of MRI exposure for mitigation of RF-heating from active medical implants.
Córcoles, Juan; Zastrow, Earl; Kuster, Niels
2015-09-21
Local RF-heating of elongated medical implants during magnetic resonance imaging (MRI) may pose a significant health risk to patients. The actual patient risk depends on various parameters including RF magnetic field strength and frequency, MR coil design, patient's anatomy, posture, and imaging position, implant location, RF coupling efficiency of the implant, and the bio-physiological responses associated with the induced local heating. We present three constrained convex optimization strategies that incorporate the implant's RF-heating characteristics, for the reduction of local heating of medical implants during MRI. The study emphasizes the complementary performances of the different formulations. The analysis demonstrates that RF-induced heating of elongated metallic medical implants can be carefully controlled and balanced against MRI quality. A reduction of heating of up to 25 dB can be achieved at the cost of reduced uniformity in the magnitude of the B(1)(+) field of less than 5%. The current formulations incorporate a priori knowledge of clinically-specific parameters, which is assumed to be available. Before these techniques can be applied practically in the broader clinical context, further investigations are needed to determine whether reduced access to a priori knowledge regarding, e.g. the patient's anatomy, implant routing, RF-transmitter, and RF-implant coupling, can be accepted within reasonable levels of uncertainty. PMID:26350025
NASA Astrophysics Data System (ADS)
Jafarizadeh, M. A.; Mirzaee, M.; Rezaee, M.
2005-04-01
We provide an analytical expression for optimal Lewenstein-Sanpera decomposition of Bell decomposable states by using semi-definite programming. Also using the Karush-Kuhn-Tucker optimization method, the minimum relative entropy of entanglement of Bell decomposable states has been evaluated and it is shown that the same separable Bell decomposable state lying at the boundary of convex set of separable Bell decomposable states, optimizes both Lewenstein-Sanpera decomposition and relative entropy of entanglement.
NASA Astrophysics Data System (ADS)
Liolios, K.; Georgiev, I.; Liolios, A.
2012-10-01
A numerical approach for a problem arising in Civil and Environmental Engineering is presented. This problem concerns the dynamic soil-pipeline interaction, when unilateral contact conditions due to tensionless and elastoplastic softening/fracturing behaviour of the soil as well as due to gapping caused by earthquake excitations are taken into account. Moreover, soil-capacity degradation due to environmental effects are taken into account. The mathematical formulation of this dynamic elastoplasticity problem leads to a system of partial differential equations with equality domain and inequality boundary conditions. The proposed numerical approach is based on a double discretization, in space and time, and on mathematical programming methods. First, in space the finite element method (FEM) is used for the simulation of the pipeline and the unilateral contact interface, in combination with the boundary element method (BEM) for the soil simulation. Concepts of the non-convex analysis are used. Next, with the aid of Laplace transform, the equality problem conditions are transformed to convolutional ones involving as unknowns the unilateral quantities only. So the number of unknowns is significantly reduced. Then a marching-time approach is applied and a non-convex linear complementarity problem is solved in each time-step.
Models for optimal harvest with convex function of growth rate of a population
Lyashenko, O.I.
1995-12-10
Two models for growth of a population, which are described by a Cauchy problem for an ordinary differential equation with right-hand side depending on the population size and time, are investigated. The first model is time-discrete, i.e., the moments of harvest are fixed and discrete. The second model is time-continuous, i.e., a crop is harvested continuously in time. For autonomous systems, the second model is a particular case of the variational model for optimal control with constraints investigated in. However, the prerequisites and the method of investigation are somewhat different, for they are based on Lemma 1 presented below. In this paper, the existence and uniqueness theorem for the solution of the discrete and continuous problems of optimal harvest is proved, and the corresponding algorithms are presented. The results obtained are illustrated by a model for growth of the light-requiring green alga Chlorella.
NASA Astrophysics Data System (ADS)
Ayumu Minamide,; Naoto Wakatsuki,; Koichi Mizutani,
2010-07-01
We study the optimal transducer arrangement for measuring temperature distribution in an arbitrary convex-shaped space by acoustic computerized tomography (A-CT) using flexibly arranged transducers. The transducer arrangement is optimized by the combined use of two methods, namely, real-coded genetic algorithm (RCGA) and simulated annealing (SA). By RCGA, the optimized arrangement is globally searched and then locally searched by SA. A fitness function of these methods is defined to evaluate the distribution of projection data in θ-r space. By use of this function, we aim to obtain better projection data sets by two-dimensionally interpolating the projection data. By numerical simulations, we confirmed the adequacy of our method and the optimized transducer arrangement.
Lossless Convexification of Control Constraints for a Class of Nonlinear Optimal Control Problems
NASA Technical Reports Server (NTRS)
Blackmore, Lars; Acikmese, Behcet; Carson, John M.,III
2012-01-01
In this paper we consider a class of optimal control problems that have continuous-time nonlinear dynamics and nonconvex control constraints. We propose a convex relaxation of the nonconvex control constraints, and prove that the optimal solution to the relaxed problem is the globally optimal solution to the original problem with nonconvex control constraints. This lossless convexification enables a computationally simpler problem to be solved instead of the original problem. We demonstrate the approach in simulation with a planetary soft landing problem involving a nonlinear gravity field.
Cho, P S; Lee, S; Marks, R J; Oh, S; Sutlief, S G; Phillips, M H
1998-04-01
For accurate prediction of normal tissue tolerance, it is important that the volumetric information of dose distribution be considered. However, in dosimetric optimization of intensity modulated beams, the dose-volume factor is usually neglected. In this paper we describe two methods of volume-dependent optimization for intensity modulated beams such as those generated by computer-controlled multileaf collimators. The first method uses a volume sensitive penalty function in which fast simulated annealing is used for cost function minimization (CFM). The second technique is based on the theory of projections onto convex sets (POCS) in which the dose-volume constraint is replaced by a limit on integral dose. The ability of the methods to respect the dose-volume relationship was demonstrated by using a prostate example involving partial volume constraints to the bladder and the rectum. The volume sensitive penalty function used in the CFM method can be easily adopted by existing optimization programs. The convex projection method can find solutions in much shorter time with minimal user interaction.
A novel neural network for nonlinear convex programming.
Gao, Xing-Bao
2004-05-01
In this paper, we present a neural network for solving the nonlinear convex programming problem in real time by means of the projection method. The main idea is to convert the convex programming problem into a variational inequality problem. Then a dynamical system and a convex energy function are constructed for resulting variational inequality problem. It is shown that the proposed neural network is stable in the sense of Lyapunov and can converge to an exact optimal solution of the original problem. Compared with the existing neural networks for solving the nonlinear convex programming problem, the proposed neural network has no Lipschitz condition, no adjustable parameter, and its structure is simple. The validity and transient behavior of the proposed neural network are demonstrated by some simulation results.
More on conditions of local and global minima coincidence in discrete optimization problems
Lebedeva, T.T.; Sergienko, I.V.; Soltan, V.P.
1994-05-01
In some areas of discrete optimization, it is necessary to isolate classes of problems whose target functions do not have local or strictly local minima that differ from the global minima. Examples include optimizations on discrete metric spaces and graphs, lattices and partially ordered sets, and linear combinatorial problems. A unified schema that to a certain extent generalizes the convexity models on which the above-cited works are based has been presented in articles. This article is a continuation of that research.
Convex Regression with Interpretable Sharp Partitions
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.
Convex Regression with Interpretable Sharp Partitions
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
Robust Utility Maximization Under Convex Portfolio Constraints
Matoussi, Anis; Mezghani, Hanen Mnif, Mohamed
2015-04-15
We study a robust maximization problem from terminal wealth and consumption under a convex constraints on the portfolio. We state the existence and the uniqueness of the consumption–investment strategy by studying the associated quadratic backward stochastic differential equation. We characterize the optimal control by using the duality method and deriving a dynamic maximum principle.
Cheung, Ngaam J; Shen, Hong-Bin
2014-11-01
The stable conformation of a molecule is greatly important to uncover the secret of its properties and functions. Generally, the conformation of a molecule will be the most stable when it is of the minimum potential energy. Accordingly, the determination of the conformation can be solved in the optimization framework. It is, however, not an easy task to achieve the only conformation with the lowest energy among all the potential ones because of the high complexity of the energy landscape and the exponential computation increasing with molecular size. In this paper, we develop a hierarchical and heterogeneous particle swarm optimizer (HHPSO) to deal with the problem in the minimization of the potential energy. The proposed method is evaluated over a scalable simplified molecular potential energy function with up to 200 degrees of freedom and a realistic energy function of pseudo-ethane molecule. The experimental results are compared with other six PSO variants and four genetic algorithms. The results show HHPSO is significantly better than the compared PSOs with p-value less than 0.01277 over molecular potential energy function.
Approximating random quantum optimization problems
NASA Astrophysics Data System (ADS)
Hsu, B.; Laumann, C. R.; Läuchli, A. M.; Moessner, R.; Sondhi, S. L.
2013-06-01
We report a cluster of results regarding the difficulty of finding approximate ground states to typical instances of the quantum satisfiability problem k-body quantum satisfiability (k-QSAT) on large random graphs. As an approximation strategy, we optimize the solution space over “classical” product states, which in turn introduces a novel autonomous classical optimization problem, PSAT, over a space of continuous degrees of freedom rather than discrete bits. Our central results are (i) the derivation of a set of bounds and approximations in various limits of the problem, several of which we believe may be amenable to a rigorous treatment; (ii) a demonstration that an approximation based on a greedy algorithm borrowed from the study of frustrated magnetism performs well over a wide range in parameter space, and its performance reflects the structure of the solution space of random k-QSAT. Simulated annealing exhibits metastability in similar “hard” regions of parameter space; and (iii) a generalization of belief propagation algorithms introduced for classical problems to the case of continuous spins. This yields both approximate solutions, as well as insights into the free energy “landscape” of the approximation problem, including a so-called dynamical transition near the satisfiability threshold. Taken together, these results allow us to elucidate the phase diagram of random k-QSAT in a two-dimensional energy-density-clause-density space.
Automated segmentation of CBCT image using spiral CT atlases and convex optimization.
Wang, Li; Chen, Ken Chung; Shi, Feng; Liao, Shu; Li, Gang; Gao, Yaozong; Shen, Steve G F; Yan, Jin; Lee, Philip K M; Chow, Ben; Liu, Nancy X; Xia, James J; Shen, Dinggang
2013-01-01
Cone-beam computed tomography (CBCT) is an increasingly utilized imaging modality for the diagnosis and treatment planning of the patients with craniomaxillofacial (CMF) deformities. CBCT scans have relatively low cost and low radiation dose in comparison to conventional spiral CT scans. However, a major limitation of CBCT scans is the widespread image artifacts such as noise, beam hardening and inhomogeneity, causing great difficulties for accurate segmentation of bony structures from soft tissues, as well as separating mandible from maxilla. In this paper, we presented a novel fully automated method for CBCT image segmentation. In this method, we first estimated a patient-specific atlas using a sparse label fusion strategy from predefined spiral CT atlases. This patient-specific atlas was then integrated into a convex segmentation framework based on maximum a posteriori probability for accurate segmentation. Finally, the performance of our method was validated via comparisons with manual ground-truth segmentations. PMID:24505768
NASA Astrophysics Data System (ADS)
Crasta, Graziano; Fragalà, Ilaria
2015-12-01
Given an open bounded subset Ω of {{R}^n}, which is convex and satisfies an interior sphere condition, we consider the pde {-Δ_{∞} u = 1} in Ω, subject to the homogeneous boundary condition u = 0 on ∂Ω. We prove that the unique solution to this Dirichlet problem is power-concave (precisely, 3/4 concave) and it is of class C 1( Ω). We then investigate the overdetermined Serrin-type problem, formerly considered in Buttazzo and Kawohl (Int Math Res Not, pp 237-247, 2011), obtained by adding the extra boundary condition {|nabla u| = a} on ∂Ω; by using a suitable P-function we prove that, if Ω satisfies the same assumptions as above and in addition contains a ball which touches ∂Ω at two diametral points, then the existence of a solution to this Serrin-type problem implies that necessarily the cut locus and the high ridge of Ω coincide. In turn, in dimension n = 2, this entails that Ω must be a stadium-like domain, and in particular it must be a ball in case its boundary is of class C 2.
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…
Applying optimization software libraries to engineering problems
NASA Technical Reports Server (NTRS)
Healy, M. J.
1984-01-01
Nonlinear programming, preliminary design problems, performance simulation problems trajectory optimization, flight computer optimization, and linear least squares problems are among the topics covered. The nonlinear programming applications encountered in a large aerospace company are a real challenge to those who provide mathematical software libraries and consultation services. Typical applications include preliminary design studies, data fitting and filtering, jet engine simulations, control system analysis, and trajectory optimization and optimal control. Problem sizes range from single-variable unconstrained minimization to constrained problems with highly nonlinear functions and hundreds of variables. Most of the applications can be posed as nonlinearly constrained minimization problems. Highly complex optimization problems with many variables were formulated in the early days of computing. At the time, many problems had to be reformulated or bypassed entirely, and solution methods often relied on problem-specific strategies. Problems with more than ten variables usually went unsolved.
Stress-based upper-bound method and convex optimization: case of the Gurson material
NASA Astrophysics Data System (ADS)
Pastor, Franck; Trillat, Malorie; Pastor, Joseph; Loute, Etienne
2006-04-01
A nonlinear interior point method associated with the kinematic theorem of limit analysis is proposed. Associating these two tools enables one to determine an upper bound of the limit loading of a Gurson material structure from the knowledge of the sole yield criterion. We present the main features of the interior point algorithm and an original method providing a rigorous kinematic bound from a stress formulation of the problem. This method is tested by solving in plane strain the problem of a Gurson infinite bar compressed between rough rigid plates. To cite this article: F. Pastor et al., C. R. Mecanique 334 (2006).
Convex relaxations for gas expansion planning
Borraz-Sanchez, Conrado; Bent, Russell Whitford; Backhaus, Scott N.; Hijazi, Hassan; Van Hentenryck, Pascal
2016-01-01
Expansion of natural gas networks is a critical process involving substantial capital expenditures with complex decision-support requirements. Here, given the non-convex nature of gas transmission constraints, global optimality and infeasibility guarantees can only be offered by global optimisation approaches. Unfortunately, state-of-the-art global optimisation solvers are unable to scale up to real-world size instances. In this study, we present a convex mixed-integer second-order cone relaxation for the gas expansion planning problem under steady-state conditions. The underlying model offers tight lower bounds with high computational efficiency. In addition, the optimal solution of the relaxation can often be used to derive high-quality solutions to the original problem, leading to provably tight optimality gaps and, in some cases, global optimal solutions. The convex relaxation is based on a few key ideas, including the introduction of flux direction variables, exact McCormick relaxations, on/off constraints, and integer cuts. Numerical experiments are conducted on the traditional Belgian gas network, as well as other real larger networks. The results demonstrate both the accuracy and computational speed of the relaxation and its ability to produce high-quality solution
Convex relaxations for gas expansion planning
Borraz-Sanchez, Conrado; Bent, Russell Whitford; Backhaus, Scott N.; Hijazi, Hassan; Van Hentenryck, Pascal
2016-01-01
Expansion of natural gas networks is a critical process involving substantial capital expenditures with complex decision-support requirements. Here, given the non-convex nature of gas transmission constraints, global optimality and infeasibility guarantees can only be offered by global optimisation approaches. Unfortunately, state-of-the-art global optimisation solvers are unable to scale up to real-world size instances. In this study, we present a convex mixed-integer second-order cone relaxation for the gas expansion planning problem under steady-state conditions. The underlying model offers tight lower bounds with high computational efficiency. In addition, the optimal solution of the relaxation can often be used to derive high-quality solutionsmore » to the original problem, leading to provably tight optimality gaps and, in some cases, global optimal solutions. The convex relaxation is based on a few key ideas, including the introduction of flux direction variables, exact McCormick relaxations, on/off constraints, and integer cuts. Numerical experiments are conducted on the traditional Belgian gas network, as well as other real larger networks. The results demonstrate both the accuracy and computational speed of the relaxation and its ability to produce high-quality solution« less
Hu, Xiaolin; Zhang, Bo
2009-04-01
In this paper, a new recurrent neural network is proposed for solving convex quadratic programming (QP) problems. Compared with existing neural networks, the proposed one features global convergence property under weak conditions, low structural complexity, and no calculation of matrix inverse. It serves as a competitive alternative in the neural network family for solving linear or quadratic programming problems. In addition, it is found that by some variable substitution, the proposed network turns out to be an existing model for solving minimax problems. In this sense, it can be also viewed as a special case of the minimax neural network. Based on this scheme, a k-winners-take-all ( k-WTA) network with O(n) complexity is designed, which is characterized by simple structure, global convergence, and capability to deal with some ill cases. Numerical simulations are provided to validate the theoretical results obtained. More importantly, the network design method proposed in this paper has great potential to inspire other competitive inventions along the same line. PMID:19228555
Hu, Xiaolin; Zhang, Bo
2009-04-01
In this paper, a new recurrent neural network is proposed for solving convex quadratic programming (QP) problems. Compared with existing neural networks, the proposed one features global convergence property under weak conditions, low structural complexity, and no calculation of matrix inverse. It serves as a competitive alternative in the neural network family for solving linear or quadratic programming problems. In addition, it is found that by some variable substitution, the proposed network turns out to be an existing model for solving minimax problems. In this sense, it can be also viewed as a special case of the minimax neural network. Based on this scheme, a k-winners-take-all ( k-WTA) network with O(n) complexity is designed, which is characterized by simple structure, global convergence, and capability to deal with some ill cases. Numerical simulations are provided to validate the theoretical results obtained. More importantly, the network design method proposed in this paper has great potential to inspire other competitive inventions along the same line.
First and Second Order Necessary Conditions for Stochastic Optimal Control Problems
Bonnans, J. Frederic; Silva, Francisco J.
2012-06-15
In this work we consider a stochastic optimal control problem with either convex control constraints or finitely many equality and inequality constraints over the final state. Using the variational approach, we are able to obtain first and second order expansions for the state and cost function, around a local minimum. This fact allows us to prove general first order necessary condition and, under a geometrical assumption over the constraint set, second order necessary conditions are also established. We end by giving second order optimality conditions for problems with constraints on expectations of the final state.
Multiview stereo and silhouette consistency via convex functionals over convex domains.
Cremers, Daniel; Kolev, Kalin
2011-06-01
We propose a convex formulation for silhouette and stereo fusion in 3D reconstruction from multiple images. The key idea is to show that the reconstruction problem can be cast as one of minimizing a convex functional, where the exact silhouette consistency is imposed as convex constraints that restrict the domain of feasible functions. As a consequence, we can retain the original stereo-weighted surface area as a cost functional without heuristic modifications of this energy by balloon terms or other strategies, yet still obtain meaningful (non-empty) reconstructions which are guaranteed to be silhouette-consistent. We prove that the proposed convex relaxation approach provides solutions that lie within a bound of the optimal solution. Compared to existing alternatives, the proposed method does not depend on initialization and leads to a simpler and more robust numerical scheme for imposing silhouette consistency obtained by projection onto convex sets. We show that this projection can be solved exactly using an efficient algorithm. We propose a parallel implementation of the resulting convex optimization problem on a graphics card. Given a photo-consistency map and a set of image silhouettes, we are able to compute highly accurate and silhouette-consistent reconstructions for challenging real-world data sets. In particular, experimental results demonstrate that the proposed silhouette constraints help to preserve fine-scale details of the reconstructed shape. Computation times depend on the resolution of the input imagery and vary between a few seconds and a couple of minutes for all experiments in this paper.
Social Emotional Optimization Algorithm for Nonlinear Constrained Optimization Problems
NASA Astrophysics Data System (ADS)
Xu, Yuechun; Cui, Zhihua; Zeng, Jianchao
Nonlinear programming problem is one important branch in operational research, and has been successfully applied to various real-life problems. In this paper, a new approach called Social emotional optimization algorithm (SEOA) is used to solve this problem which is a new swarm intelligent technique by simulating the human behavior guided by emotion. Simulation results show that the social emotional optimization algorithm proposed in this paper is effective and efficiency for the nonlinear constrained programming problems.
Constrained Graph Optimization: Interdiction and Preservation Problems
Schild, Aaron V
2012-07-30
The maximum flow, shortest path, and maximum matching problems are a set of basic graph problems that are critical in theoretical computer science and applications. Constrained graph optimization, a variation of these basic graph problems involving modification of the underlying graph, is equally important but sometimes significantly harder. In particular, one can explore these optimization problems with additional cost constraints. In the preservation case, the optimizer has a budget to preserve vertices or edges of a graph, preventing them from being deleted. The optimizer wants to find the best set of preserved edges/vertices in which the cost constraints are satisfied and the basic graph problems are optimized. For example, in shortest path preservation, the optimizer wants to find a set of edges/vertices within which the shortest path between two predetermined points is smallest. In interdiction problems, one deletes vertices or edges from the graph with a particular cost in order to impede the basic graph problems as much as possible (for example, delete edges/vertices to maximize the shortest path between two predetermined vertices). Applications of preservation problems include optimal road maintenance, power grid maintenance, and job scheduling, while interdiction problems are related to drug trafficking prevention, network stability assessment, and counterterrorism. Computational hardness results are presented, along with heuristic methods for approximating solutions to the matching interdiction problem. Also, efficient algorithms are presented for special cases of graphs, including on planar graphs. The graphs in many of the listed applications are planar, so these algorithms have important practical implications.
A Mathematical Optimization Problem in Bioinformatics
ERIC Educational Resources Information Center
Heyer, Laurie J.
2008-01-01
This article describes the sequence alignment problem in bioinformatics. Through examples, we formulate sequence alignment as an optimization problem and show how to compute the optimal alignment with dynamic programming. The examples and sample exercises have been used by the author in a specialized course in bioinformatics, but could be adapted…
Problem Solving through an Optimization Problem in Geometry
ERIC Educational Resources Information Center
Poon, Kin Keung; Wong, Hang-Chi
2011-01-01
This article adapts the problem-solving model developed by Polya to investigate and give an innovative approach to discuss and solve an optimization problem in geometry: the Regiomontanus Problem and its application to football. Various mathematical tools, such as calculus, inequality and the properties of circles, are used to explore and reflect…
Solving ptychography with a convex relaxation
Chen, Richard Y; Ou, Xiaoze; Ames, Brendan; Tropp, Joel A; Yang, Changhuei
2015-01-01
Ptychography is a powerful computational imaging technique that transforms a collection of low-resolution images into a high-resolution sample reconstruction. Unfortunately, algorithms that currently solve this reconstruction problem lack stability, robustness, and theoretical guarantees. Recently, convex optimization algorithms have improved the accuracy and reliability of several related reconstruction efforts. This paper proposes a convex formulation of the ptychography problem. This formulation has no local minima, it can be solved using a wide range of algorithms, it can incorporate appropriate noise models, and it can include multiple a priori constraints. The paper considers a specific algorithm, based on low-rank factorization, whose runtime and memory usage are near-linear in the size of the output image. Experiments demonstrate that this approach offers a 25% lower background variance on average than alternating projections, the ptychographic reconstruction algorithm that is currently in widespread use. PMID:26146480
Particle swarm optimization for complex nonlinear optimization problems
NASA Astrophysics Data System (ADS)
Alexandridis, Alex; Famelis, Ioannis Th.; Tsitouras, Charalambos
2016-06-01
This work presents the application of a technique belonging to evolutionary computation, namely particle swarm optimization (PSO), to complex nonlinear optimization problems. To be more specific, a PSO optimizer is setup and applied to the derivation of Runge-Kutta pairs for the numerical solution of initial value problems. The effect of critical PSO operational parameters on the performance of the proposed scheme is thoroughly investigated.
A non-penalty recurrent neural network for solving a class of constrained optimization problems.
Hosseini, Alireza
2016-01-01
In this paper, we explain a methodology to analyze convergence of some differential inclusion-based neural networks for solving nonsmooth optimization problems. For a general differential inclusion, we show that if its right hand-side set valued map satisfies some conditions, then solution trajectory of the differential inclusion converges to optimal solution set of its corresponding in optimization problem. Based on the obtained methodology, we introduce a new recurrent neural network for solving nonsmooth optimization problems. Objective function does not need to be convex on R(n) nor does the new neural network model require any penalty parameter. We compare our new method with some penalty-based and non-penalty based models. Moreover for differentiable cases, we implement circuit diagram of the new neural network.
Analog Processor To Solve Optimization Problems
NASA Technical Reports Server (NTRS)
Duong, Tuan A.; Eberhardt, Silvio P.; Thakoor, Anil P.
1993-01-01
Proposed analog processor solves "traveling-salesman" problem, considered paradigm of global-optimization problems involving routing or allocation of resources. Includes electronic neural network and auxiliary circuitry based partly on concepts described in "Neural-Network Processor Would Allocate Resources" (NPO-17781) and "Neural Network Solves 'Traveling-Salesman' Problem" (NPO-17807). Processor based on highly parallel computing solves problem in significantly less time.
Dynamic programming in applied optimization problems
NASA Astrophysics Data System (ADS)
Zavalishchin, Dmitry
2015-11-01
Features of the use dynamic programming in applied problems are investigated. In practice such problems as finding the critical paths in network planning and control, finding the optimal supply plan in transportation problem, objects territorial distribution are traditionally solved by special methods of operations research. It should be noted that the dynamic programming is not provided computational advantages, but facilitates changes and modifications of tasks. This follows from the Bellman's optimality principle. The features of the multistage decision processes construction in applied problems are provided.
Exploiting phase transitions for fusion optimization problems
NASA Astrophysics Data System (ADS)
Svenson, Pontus
2005-05-01
Many optimization problems that arise in multi-target tracking and fusion applications are known to be NP-complete, ie, believed to have worst-case complexities that are exponential in problem size. Recently, many such NP-complete problems have been shown to display threshold phenomena: it is possible to define a parameter such that the probability of a random problem instance having a solution jumps from 1 to 0 at a specific value of the parameter. It is also found that the amount of resources needed to solve the problem instance peaks at the transition point. Among the problems found to display this behavior are graph coloring (aka clustering, relevant for multi-target tracking), satisfiability (which occurs in resource allocation and planning problem), and the travelling salesperson problem. Physicists studying these problems have found intriguing similarities to phase transitions in spin models of statistical mechanics. Many methods previously used to analyze spin glasses have been used to explain some of the properties of the behavior at the transition point. It turns out that the transition happens because the fitness landscape of the problem changes as the parameter is varied. Some algorithms have been introduced that exploit this knowledge of the structure of the fitness landscape. In this paper, we review some of the experimental and theoretical work on threshold phenomena in optimization problems and indicate how optimization problems from tracking and sensor resource allocation could be analyzed using these results.
Entanglement Quantification Made Easy: Polynomial Measures Invariant under Convex Decomposition.
Regula, Bartosz; Adesso, Gerardo
2016-02-19
Quantifying entanglement in composite systems is a fundamental challenge, yet exact results are available in only a few special cases. This is because hard optimization problems are routinely involved, such as finding the convex decomposition of a mixed state with the minimal average pure-state entanglement, the so-called convex roof. We show that under certain conditions such a problem becomes trivial. Precisely, we prove by a geometric argument that polynomial entanglement measures of degree 2 are independent of the choice of pure-state decomposition of a mixed state, when the latter has only one pure unentangled state in its range. This allows for the analytical evaluation of convex roof extended entanglement measures in classes of rank-2 states obeying such a condition. We give explicit examples for the square root of the three-tangle in three-qubit states, and we show that several representative classes of four-qubit pure states have marginals that enjoy this property.
Belief Propagation Algorithm for Portfolio Optimization Problems
2015-01-01
The typical behavior of optimal solutions to portfolio optimization problems with absolute deviation and expected shortfall models using replica analysis was pioneeringly estimated by S. Ciliberti et al. [Eur. Phys. B. 57, 175 (2007)]; however, they have not yet developed an approximate derivation method for finding the optimal portfolio with respect to a given return set. In this study, an approximation algorithm based on belief propagation for the portfolio optimization problem is presented using the Bethe free energy formalism, and the consistency of the numerical experimental results of the proposed algorithm with those of replica analysis is confirmed. Furthermore, the conjecture of H. Konno and H. Yamazaki, that the optimal solutions with the absolute deviation model and with the mean-variance model have the same typical behavior, is verified using replica analysis and the belief propagation algorithm. PMID:26305462
Better relaxations of classical discrete optimization problems.
Lancia, Giuseppe; Konjevod, Goran; Carr, Robert D.; Parehk, Ojas
2008-08-01
A mathematical program is an optimization problem expressed as an objective function of multiple variables subject to set of constraints. When the optimization problem has specific structure, the problem class usually has a special name. A linear program is the optimization of a linear objective function subject to linear constraints. An integer program is a linear program where some of the variables must take only integer values. A semidefinite program is a linear program where the variables are arranged in a matrix and for all feasible solutions, this matrix must be positive semidefinite. There are general-purpose solvers for each of these classes of mathematical program. There are usually many ways to express a problem as a correct, say, linear program. However, equivalent formulations can have significantly different practical tractability. In this poster, we present new formulations for two classic discrete optimization problems, maximum cut (max cut) and the graphical traveling salesman problem (GTSP), that are significantly stronger, and hence more computationally tractable, than any previous formulations of their class. Both partially answer longstanding open theoretical questions in polyhedral combinatorics.
Stochastic time-optimal control problems
NASA Technical Reports Server (NTRS)
Zhang, W.; Elliot, D.
1988-01-01
Two types of stochastic time-optimal controls in a one-dimensional setting are considered. Multidimensional problems, in the case of complete state information available and the system modeled by stochastic differential equations, are studied under the formulation of minimizing the expected transient-response time. The necessary condition of optimality is the satisfaction for the value function of a parabolic partial differential equation with boundary conditions. The sufficient condition of optimality is also provided, based on Dynkin's formula. Finally, three examples are given.
Multicriterial approach to beam dynamics optimization problem
NASA Astrophysics Data System (ADS)
Vladimirova, L. V.
2016-09-01
The problem of optimization of particle beam dynamics in accelerating system is considered in the case when control process quality is estimated by several functionals. Multicriterial approach is used. When there are two criteria, compromise curve may be obtained. If the number of criteria is three or more, one can select some criteria to be main and impose the constraints on the remaining criteria. The optimization result is the set of efficient controls; a user has an opportunity to select the most appropriate control among them. The paper presents the results of multicriteria optimization of beam dynamics in linear accelerator LEA-15-M.
Problem size, parallel architecture and optimal speedup
NASA Technical Reports Server (NTRS)
Nicol, David M.; Willard, Frank H.
1987-01-01
The communication and synchronization overhead inherent in parallel processing can lead to situations where adding processors to the solution method actually increases execution time. Problem type, problem size, and architecture type all affect the optimal number of processors to employ. The numerical solution of an elliptic partial differential equation is examined in order to study the relationship between problem size and architecture. The equation's domain is discretized into n sup 2 grid points which are divided into partitions and mapped onto the individual processor memories. The relationships between grid size, stencil type, partitioning strategy, processor execution time, and communication network type are analytically quantified. In so doing, the optimal number of processors was determined to assign to the solution, and identified (1) the smallest grid size which fully benefits from using all available processors, (2) the leverage on performance given by increasing processor speed or communication network speed, and (3) the suitability of various architectures for large numerical problems.
Problem size, parallel architecture, and optimal speedup
NASA Technical Reports Server (NTRS)
Nicol, David M.; Willard, Frank H.
1988-01-01
The communication and synchronization overhead inherent in parallel processing can lead to situations where adding processors to the solution method actually increases execution time. Problem type, problem size, and architecture type all affect the optimal number of processors to employ. The numerical solution of an elliptic partial differential equation is examined in order to study the relationship between problem size and architecture. The equation's domain is discretized into n sup 2 grid points which are divided into partitions and mapped onto the individual processor memories. The relationships between grid size, stencil type, partitioning strategy, processor execution time, and communication network type are analytically quantified. In so doing, the optimal number of processors was determined to assign to the solution, and identified (1) the smallest grid size which fully benefits from using all available processors, (2) the leverage on performance given by increasing processor speed or communication network speed, and (3) the suitability of various architectures for large numerical problems.
Linear stochastic optimal control and estimation problem
NASA Technical Reports Server (NTRS)
Geyser, L. C.; Lehtinen, F. K. B.
1980-01-01
Problem involves design of controls for linear time-invariant system disturbed by white noise. Solution is Kalman filter coupled through set of optimal regulator gains to produce desired control signal. Key to solution is solving matrix Riccati differential equation. LSOCE effectively solves problem for wide range of practical applications. Program is written in FORTRAN IV for batch execution and has been implemented on IBM 360.
Solving global optimization problems on GPU cluster
NASA Astrophysics Data System (ADS)
Barkalov, Konstantin; Gergel, Victor; Lebedev, Ilya
2016-06-01
The paper contains the results of investigation of a parallel global optimization algorithm combined with a dimension reduction scheme. This allows solving multidimensional problems by means of reducing to data-independent subproblems with smaller dimension solved in parallel. The new element implemented in the research consists in using several graphic accelerators at different computing nodes. The paper also includes results of solving problems of well-known multiextremal test class GKLS on Lobachevsky supercomputer using tens of thousands of GPU cores.
NASA Astrophysics Data System (ADS)
Gélvez, Tatiana C.; Rueda, Hoover F.; Arguello, Henry
2016-05-01
A hyperspectral image (HSI) can be described as a set of images with spatial information across different spectral bands. Compressive spectral imaging techniques (CSI) permit to capture a 3-dimensional hyperspectral scene using 2 dimensional coded and multiplexed projections. Recovering the original scene from a very few projections can be valuable in applications such as remote sensing, video surveillance and biomedical imaging. Typically, HSI exhibit high correlations both, in the spatial and spectral dimensions. Thus, exploiting these correlations allows to accurately recover the original scene from compressed measurements. Traditional approaches exploit the sparsity of the scene when represented in a proper basis. For this purpose, an optimization problem that seeks to minimize a joint l2 - l1 norm is solved to obtain the original scene. However, there exist some HSI with an important feature which does not have been widely exploited; HSI are commonly low rank, thus only a few number of spectral signatures are presented in the image. Therefore, this paper proposes an approach to recover a simultaneous sparse and low rank hyperspectral image by exploiting both features at the same time. The proposed approach solves an optimization problem that seeks to minimize the l2-norm, penalized by the l1-norm, to force the solution to be sparse, and penalized by the nuclear norm to force the solution to be low rank. Theoretical analysis along with a set of simulations over different data sets show that simultaneously exploiting low rank and sparse structures enhances the performance of the recovery algorithm and the quality of the recovered image with an average improvement of around 3 dB in terms of the peak-signal to noise ratio (PSNR).
Chan, W L; Guo, B Z
1990-03-01
A previous analysis of optimal birth control of population systems of the McKendrick type (a distributed parameter system involving 1st order partial differential equations with nonlocal bilinear boundary control) raised 3 additional issues--free final time problem, system with phase constraints, and the mini-max control problem of a population. The free final time problem considers the minimum time problem to be a special case, but relaxes many convexity assumptions. Theorems (maximum principles) and corollaries are developed that flow from the terminology and mathematical notations set forth in the earlier article.
Maximum margin classification based on flexible convex hulls for fault diagnosis of roller bearings
NASA Astrophysics Data System (ADS)
Zeng, Ming; Yang, Yu; Zheng, Jinde; Cheng, Junsheng
2016-01-01
A maximum margin classification based on flexible convex hulls (MMC-FCH) is proposed and applied to fault diagnosis of roller bearings. In this method, the class region of each sample set is approximated by a flexible convex hull of its training samples, and then an optimal separating hyper-plane that maximizes the geometric margin between flexible convex hulls is constructed by solving a closest pair of points problem. By using the kernel trick, MMC-FCH can be extended to nonlinear cases. In addition, multi-class classification problems can be processed by constructing binary pairwise classifiers as in support vector machine (SVM). Actually, the classical SVM also can be regarded as a maximum margin classification based on convex hulls (MMC-CH), which approximates each class region with a convex hull. The convex hull is a special case of the flexible convex hull. To train a MMC-FCH classifier, time-domain and frequency-domain statistical parameters are extracted not only from raw vibration signals but also from the resulting intrinsic mode functions (IMFs) by performing empirical mode decomposition (EMD) on the raw signals, and then the distance evaluation technique (DET) is used to select salient features from the whole statistical features. The experiments on bearing datasets show that the proposed method can reliably recognize different bearing faults.
Mathematical Optimization for Engineering Design Problems
NASA Astrophysics Data System (ADS)
Dandurand, Brian C.
Applications in engineering design and the material sciences motivate the development of optimization theory in a manner that additionally draws from other branches of mathematics including the functional, complex, and numerical analyses. The first contribution, motivated by an automotive design application, extends multiobjective optimization theory under the assumption that the problem information is not available in its entirety to a single decision maker as traditionally assumed in the multiobjective optimization literature. Rather, the problem information and the design control are distributed among different decision makers. This requirement appears in the design of an automotive system whose subsystem components themselves correspond to highly involved design subproblems each of whose performance is measured by multiple criteria. This leads to a system/subsystem interaction requiring a coordination whose algorithmic foundation is developed and rigorously examined mathematically. The second contribution develops and analyzes a parameter estimation approach motivated from a time domain modeling problem in the material sciences. In addition to drawing from the theory of least-squares optimization and numerical analysis, the development of a mathematical foundation for comparing a baseline parameter estimation approach with an alternative parameter estimation approach relies on theory from both the functional and complex analyses. The application of the developed theory and algorithms associated with both contributions is also discussed.
Solving optimization problems on computational grids.
Wright, S. J.; Mathematics and Computer Science
2001-05-01
Multiprocessor computing platforms, which have become more and more widely available since the mid-1980s, are now heavily used by organizations that need to solve very demanding computational problems. Parallel computing is now central to the culture of many research communities. Novel parallel approaches were developed for global optimization, network optimization, and direct-search methods for nonlinear optimization. Activity was particularly widespread in parallel branch-and-bound approaches for various problems in combinatorial and network optimization. As the cost of personal computers and low-end workstations has continued to fall, while the speed and capacity of processors and networks have increased dramatically, 'cluster' platforms have become popular in many settings. A somewhat different type of parallel computing platform know as a computational grid (alternatively, metacomputer) has arisen in comparatively recent times. Broadly speaking, this term refers not to a multiprocessor with identical processing nodes but rather to a heterogeneous collection of devices that are widely distributed, possibly around the globe. The advantage of such platforms is obvious: they have the potential to deliver enormous computing power. Just as obviously, however, the complexity of grids makes them very difficult to use. The Condor team, headed by Miron Livny at the University of Wisconsin, were among the pioneers in providing infrastructure for grid computations. More recently, the Globus project has developed technologies to support computations on geographically distributed platforms consisting of high-end computers, storage and visualization devices, and other scientific instruments. In 1997, we started the metaneos project as a collaborative effort between optimization specialists and the Condor and Globus groups. Our aim was to address complex, difficult optimization problems in several areas, designing and implementing the algorithms and the software
Statistical Physics of Hard Optimization Problems
NASA Astrophysics Data System (ADS)
Zdeborová, Lenka
2008-06-01
Optimization is fundamental in many areas of science, from computer science and information theory to engineering and statistical physics, as well as to biology or social sciences. It typically involves a large number of variables and a cost function depending on these variables. Optimization problems in the NP-complete class are particularly difficult, it is believed that the number of operations required to minimize the cost function is in the most difficult cases exponential in the system size. However, even in an NP-complete problem the practically arising instances might, in fact, be easy to solve. The principal question we address in this thesis is: How to recognize if an NP-complete constraint satisfaction problem is typically hard and what are the main reasons for this? We adopt approaches from the statistical physics of disordered systems, in particular the cavity method developed originally to describe glassy systems. We describe new properties of the space of solutions in two of the most studied constraint satisfaction problems - random satisfiability and random graph coloring. We suggest a relation between the existence of the so-called frozen variables and the algorithmic hardness of a problem. Based on these insights, we introduce a new class of problems which we named "locked" constraint satisfaction, where the statistical description is easily solvable, but from the algorithmic point of view they are even more challenging than the canonical satisfiability.
Statistical physics of hard optimization problems
NASA Astrophysics Data System (ADS)
Zdeborová, Lenka
2009-06-01
Optimization is fundamental in many areas of science, from computer science and information theory to engineering and statistical physics, as well as to biology or social sciences. It typically involves a large number of variables and a cost function depending on these variables. Optimization problems in the non-deterministic polynomial (NP)-complete class are particularly difficult, it is believed that the number of operations required to minimize the cost function is in the most difficult cases exponential in the system size. However, even in an NP-complete problem the practically arising instances might, in fact, be easy to solve. The principal question we address in this article is: How to recognize if an NP-complete constraint satisfaction problem is typically hard and what are the main reasons for this? We adopt approaches from the statistical physics of disordered systems, in particular the cavity method developed originally to describe glassy systems. We describe new properties of the space of solutions in two of the most studied constraint satisfaction problems - random satisfiability and random graph coloring. We suggest a relation between the existence of the so-called frozen variables and the algorithmic hardness of a problem. Based on these insights, we introduce a new class of problems which we named "locked" constraint satisfaction, where the statistical description is easily solvable, but from the algorithmic point of view they are even more challenging than the canonical satisfiability.
NASA Astrophysics Data System (ADS)
Skala, Vaclav
2016-06-01
There are many space subdivision and space partitioning techniques used in many algorithms to speed up computations. They mostly rely on orthogonal space subdivision, resp. using hierarchical data structures, e.g. BSP trees, quadtrees, octrees, kd-trees, bounding volume hierarchies etc. However in some applications a non-orthogonal space subdivision can offer new ways for actual speed up. In the case of convex polygon in E2 a simple Point-in-Polygon test is of the O(N) complexity and the optimal algorithm is of O(log N) computational complexity. In the E3 case, the complexity is O(N) even for the convex polyhedron as no ordering is defined. New Point-in-Convex Polygon and Point-in-Convex Polyhedron algorithms are presented based on space subdivision in the preprocessing stage resulting to O(1) run-time complexity. The presented approach is simple to implement. Due to the principle of duality, dual problems, e.g. line-convex polygon, line clipping, can be solved in a similarly.
Evolutionary strategies for solving optimization problems
NASA Astrophysics Data System (ADS)
Ebeling, Werner; Reimann, Axel; Molgedey, Lutz
We will give a survey of applications of thermodynamically and biologically oriented evolutionary strategies for optimization problems. Primarily, we investigate the solution of discrete optimization problems, most of combinatorial type, using a certain class of coupled differential equations. The problem is to find the minimum on a large set of real numbers (the potential) Ui, defined on the integer set i = 1 ...s, where s is an extremely large nu mber. The stationary states of the system correspond to relative optima on the discrete set. First, several elementary evolutionary strategies are described by simple deterministic equations, leading to a high-dimensional system of coupled differential equations. The known equations for thermodynamic search processes and for simple models of biological evolution are unified by defining a two-parameter family of equations which embed both cases. The unified equations model mixed Boltzmann/Darwin- strategies including basic elements of thermodynamical and biological evolution as well. In a next step a master equation model in the occupation number space is defined. We investigate the transition probabilities and the convergence properties using tools from the theory of stochastic processes. Several examples are analyzed. In particular we study the optimization of theoretical model sequences with simple valuation rules. In order to demonstrate that the strategies developed here may also be used to investigate realistic problems we present an example application to RNA folding (search for a minimum free energy configuration).
First-order convex feasibility algorithms for x-ray CT
Sidky, Emil Y.; Pan Xiaochuan; Jorgensen, Jakob S.
2013-03-15
Purpose: Iterative image reconstruction (IIR) algorithms in computed tomography (CT) are based on algorithms for solving a particular optimization problem. Design of the IIR algorithm, therefore, is aided by knowledge of the solution to the optimization problem on which it is based. Often times, however, it is impractical to achieve accurate solution to the optimization of interest, which complicates design of IIR algorithms. This issue is particularly acute for CT with a limited angular-range scan, which leads to poorly conditioned system matrices and difficult to solve optimization problems. In this paper, we develop IIR algorithms which solve a certain type of optimization called convex feasibility. The convex feasibility approach can provide alternatives to unconstrained optimization approaches and at the same time allow for rapidly convergent algorithms for their solution-thereby facilitating the IIR algorithm design process. Methods: An accelerated version of the Chambolle-Pock (CP) algorithm is adapted to various convex feasibility problems of potential interest to IIR in CT. One of the proposed problems is seen to be equivalent to least-squares minimization, and two other problems provide alternatives to penalized, least-squares minimization. Results: The accelerated CP algorithms are demonstrated on a simulation of circular fan-beam CT with a limited scanning arc of 144 Degree-Sign . The CP algorithms are seen in the empirical results to converge to the solution of their respective convex feasibility problems. Conclusions: Formulation of convex feasibility problems can provide a useful alternative to unconstrained optimization when designing IIR algorithms for CT. The approach is amenable to recent methods for accelerating first-order algorithms which may be particularly useful for CT with limited angular-range scanning. The present paper demonstrates the methodology, and future work will illustrate its utility in actual CT application.
Hierarchical optimization for neutron scattering problems
Bao, Feng; Archibald, Rick; Bansal, Dipanshu; Delaire, Olivier
2016-03-14
In this study, we present a scalable optimization method for neutron scattering problems that determines confidence regions of simulation parameters in lattice dynamics models used to fit neutron scattering data for crystalline solids. The method uses physics-based hierarchical dimension reduction in both the computational simulation domain and the parameter space. We demonstrate for silicon that after a few iterations the method converges to parameters values (interatomic force-constants) computed with density functional theory simulations.
Interaction prediction optimization in multidisciplinary design optimization problems.
Meng, Debiao; Zhang, Xiaoling; Huang, Hong-Zhong; Wang, Zhonglai; Xu, Huanwei
2014-01-01
The distributed strategy of Collaborative Optimization (CO) is suitable for large-scale engineering systems. However, it is hard for CO to converge when there is a high level coupled dimension. Furthermore, the discipline objectives cannot be considered in each discipline optimization problem. In this paper, one large-scale systems control strategy, the interaction prediction method (IPM), is introduced to enhance CO. IPM is utilized for controlling subsystems and coordinating the produce process in large-scale systems originally. We combine the strategy of IPM with CO and propose the Interaction Prediction Optimization (IPO) method to solve MDO problems. As a hierarchical strategy, there are a system level and a subsystem level in IPO. The interaction design variables (including shared design variables and linking design variables) are operated at the system level and assigned to the subsystem level as design parameters. Each discipline objective is considered and optimized at the subsystem level simultaneously. The values of design variables are transported between system level and subsystem level. The compatibility constraints are replaced with the enhanced compatibility constraints to reduce the dimension of design variables in compatibility constraints. Two examples are presented to show the potential application of IPO for MDO.
A novel metaheuristic for continuous optimization problems: Virus optimization algorithm
NASA Astrophysics Data System (ADS)
Liang, Yun-Chia; Rodolfo Cuevas Juarez, Josue
2016-01-01
A novel metaheuristic for continuous optimization problems, named the virus optimization algorithm (VOA), is introduced and investigated. VOA is an iteratively population-based method that imitates the behaviour of viruses attacking a living cell. The number of viruses grows at each replication and is controlled by an immune system (a so-called 'antivirus') to prevent the explosive growth of the virus population. The viruses are divided into two classes (strong and common) to balance the exploitation and exploration effects. The performance of the VOA is validated through a set of eight benchmark functions, which are also subject to rotation and shifting effects to test its robustness. Extensive comparisons were conducted with over 40 well-known metaheuristic algorithms and their variations, such as artificial bee colony, artificial immune system, differential evolution, evolutionary programming, evolutionary strategy, genetic algorithm, harmony search, invasive weed optimization, memetic algorithm, particle swarm optimization and simulated annealing. The results showed that the VOA is a viable solution for continuous optimization.
Optimal stabilization of indefinite plate buckling problems
NASA Astrophysics Data System (ADS)
Chase, J. Geoffrey; Bhashyam, Srinivas
2001-08-01
Indefinite plate buckling problems arise when the applied load case results in buckling loads which are not all of the same sign. Examples include the important cases of shear buckling and general combinations of tensile and compressive in-plane edge loads. Optimal controllers which actively stabilize these general, indefinite plate buckling problems, by transforming them into a system of definite plate buckling problems, are presented. Important features of this approach include the ability to select the designed closed loop critical buckling load, and to pre-determine what load cases a given controller will stabilize when the exact load combination varies or is unknown. This last result enables the control designer to know exactly, by design, what load combinations will be stabilized. A numerical example is presented where the controllers developed are employed to stabilize multiple, definite and indefinite buckling modes for laminated composite plates similar to aircraft wing skins.
Linearithmic time sparse and convex maximum margin clustering.
Zhang, Xiao-Lei; Wu, Ji
2012-12-01
Recently, a new clustering method called maximum margin clustering (MMC) was proposed and has shown promising performances. It was originally formulated as a difficult nonconvex integer problem. To make the MMC problem practical, the researchers either relaxed the original MMC problem to inefficient convex optimization problems or reformulated it to nonconvex optimization problems, which sacrifice the convexity for efficiency. However, no approaches can both hold the convexity and be efficient. In this paper, a new linearithmic time sparse and convex MMC algorithm, called support-vector-regression-based MMC (SVR-MMC), is proposed. Generally, it first uses the SVR as the core of the MMC. Then, it is relaxed as a convex optimization problem, which is iteratively solved by the cutting-plane algorithm. Each cutting-plane subproblem is further decomposed to a serial supervised SVR problem by a new global extended-level method (GELM). Finally, each supervised SVR problem is solved in a linear time complexity by a new sparse-kernel SVR (SKSVR) algorithm. We further extend the SVR-MMC algorithm to the multiple-kernel clustering (MKC) problem and the multiclass MMC (M3C) problem, which are denoted as SVR-MKC and SVR-M3C, respectively. One key point of the algorithms is the utilization of the SVR. It can prevent the MMC and its extensions meeting an integer matrix programming problem. Another key point is the new SKSVR. It provides a linear time interface to the nonlinear kernel scenarios, so that the SVR-MMC and its extensions can keep a linearthmic time complexity in nonlinear kernel scenarios. Our experimental results on various real-world data sets demonstrate the effectiveness and the efficiency of the SVR-MMC and its two extensions. Moreover, the unsupervised application of the SVR-MKC to the voice activity detection (VAD) shows that the SVR-MKC can achieve good performances that are close to its supervised counterpart, meet the real-time demand of the VAD, and need no
Optimal pre-scheduling of problem remappings
NASA Technical Reports Server (NTRS)
Nicol, David M.; Saltz, Joel H.
1987-01-01
A large class of scientific computational problems can be characterized as a sequence of steps where a significant amount of computation occurs each step, but the work performed at each step is not necessarily identical. Two good examples of this type of computation are: (1) regridding methods which change the problem discretization during the course of the computation, and (2) methods for solving sparse triangular systems of linear equations. Recent work has investigated a means of mapping such computations onto parallel processors; the method defines a family of static mappings with differing degrees of importance placed on the conflicting goals of good load balance and low communication/synchronization overhead. The performance tradeoffs are controllable by adjusting the parameters of the mapping method. To achieve good performance it may be necessary to dynamically change these parameters at run-time, but such changes can impose additional costs. If the computation's behavior can be determined prior to its execution, it can be possible to construct an optimal parameter schedule using a low-order-polynomial-time dynamic programming algorithm. Since the latter can be expensive, the performance is studied of the effect of a linear-time scheduling heuristic on one of the model problems, and it is shown to be effective and nearly optimal.
Optimal Planning and Problem-Solving
NASA Technical Reports Server (NTRS)
Clemet, Bradley; Schaffer, Steven; Rabideau, Gregg
2008-01-01
CTAEMS MDP Optimal Planner is a problem-solving software designed to command a single spacecraft/rover, or a team of spacecraft/rovers, to perform the best action possible at all times according to an abstract model of the spacecraft/rover and its environment. It also may be useful in solving logistical problems encountered in commercial applications such as shipping and manufacturing. The planner reasons around uncertainty according to specified probabilities of outcomes using a plan hierarchy to avoid exploring certain kinds of suboptimal actions. Also, planned actions are calculated as the state-action space is expanded, rather than afterward, to reduce by an order of magnitude the processing time and memory used. The software solves planning problems with actions that can execute concurrently, that have uncertain duration and quality, and that have functional dependencies on others that affect quality. These problems are modeled in a hierarchical planning language called C_TAEMS, a derivative of the TAEMS language for specifying domains for the DARPA Coordinators program. In realistic environments, actions often have uncertain outcomes and can have complex relationships with other tasks. The planner approaches problems by considering all possible actions that may be taken from any state reachable from a given, initial state, and from within the constraints of a given task hierarchy that specifies what tasks may be performed by which team member.
Hybrid intelligent optimization methods for engineering problems
NASA Astrophysics Data System (ADS)
Pehlivanoglu, Yasin Volkan
The purpose of optimization is to obtain the best solution under certain conditions. There are numerous optimization methods because different problems need different solution methodologies; therefore, it is difficult to construct patterns. Also mathematical modeling of a natural phenomenon is almost based on differentials. Differential equations are constructed with relative increments among the factors related to yield. Therefore, the gradients of these increments are essential to search the yield space. However, the landscape of yield is not a simple one and mostly multi-modal. Another issue is differentiability. Engineering design problems are usually nonlinear and they sometimes exhibit discontinuous derivatives for the objective and constraint functions. Due to these difficulties, non-gradient-based algorithms have become more popular in recent decades. Genetic algorithms (GA) and particle swarm optimization (PSO) algorithms are popular, non-gradient based algorithms. Both are population-based search algorithms and have multiple points for initiation. A significant difference from a gradient-based method is the nature of the search methodologies. For example, randomness is essential for the search in GA or PSO. Hence, they are also called stochastic optimization methods. These algorithms are simple, robust, and have high fidelity. However, they suffer from similar defects, such as, premature convergence, less accuracy, or large computational time. The premature convergence is sometimes inevitable due to the lack of diversity. As the generations of particles or individuals in the population evolve, they may lose their diversity and become similar to each other. To overcome this issue, we studied the diversity concept in GA and PSO algorithms. Diversity is essential for a healthy search, and mutations are the basic operators to provide the necessary variety within a population. After having a close scrutiny of the diversity concept based on qualification and
Asymptotic solution of the optimal control problem for standard systems with delay
Zheltikov, V.P.; Efendiev, V.V.
1995-05-01
The authors consider the construction of an asymptotic solution of the terminal optimal control problem using the averaging method. The optimal process is described by the equation z = eZ (t, z, z(t-l, e, u), u), z/t=[-1,0] = {var_phi}(t), where the delay is constant and of unit magnitude, z {element_of} G is an n-dimensional vector, G {contained_in} R{sup n}, e > 0 is a small parameter, t {element_of} T {triple_bond} [0, e{sup -1}], Z {var_phi} are n-dimensional vector functions, Z is strictly convex in u for any (t, z) {element_of} T X G, u {element_of} U is the r-dimensional control vector, U is a compact set.
NASA Technical Reports Server (NTRS)
Tennille, Geoffrey M.; Howser, Lona M.
1993-01-01
The use of the CONVEX computers that are an integral part of the Supercomputing Network Subsystems (SNS) of the Central Scientific Computing Complex of LaRC is briefly described. Features of the CONVEX computers that are significantly different than the CRAY supercomputers are covered, including: FORTRAN, C, architecture of the CONVEX computers, the CONVEX environment, batch job submittal, debugging, performance analysis, utilities unique to CONVEX, and documentation. This revision reflects the addition of the Applications Compiler and X-based debugger, CXdb. The document id intended for all CONVEX users as a ready reference to frequently asked questions and to more detailed information contained with the vendor manuals. It is appropriate for both the novice and the experienced user.
Recognition of Graphs with Convex Quadratic Stability Number
NASA Astrophysics Data System (ADS)
Pacheco, Maria F.; Cardoso, Domingos M.
2009-09-01
A stable set of a graph is a set of mutually non-adjacent vertices. The determination of a maximum size stable set, which is called maximum stable set, and the determination of its size, which is called stability number, are central combinatorial optimization problems. However, given a nonnegative integer k, to determine if a graph G has a stable set of size k is NP-complete. In this paper we deal with graphs for which the stability number can be determined by solving a convex quadratic programming problem. Such graphs were introduced in [13] and are called graphs with convex-QP stability number. A few algorithmic techniques for the recognition of this type of graphs in particular families are presented.
LDRD Final Report: Global Optimization for Engineering Science Problems
HART,WILLIAM E.
1999-12-01
For a wide variety of scientific and engineering problems the desired solution corresponds to an optimal set of objective function parameters, where the objective function measures a solution's quality. The main goal of the LDRD ''Global Optimization for Engineering Science Problems'' was the development of new robust and efficient optimization algorithms that can be used to find globally optimal solutions to complex optimization problems. This SAND report summarizes the technical accomplishments of this LDRD, discusses lessons learned and describes open research issues.
Tunneling and Speedup in Quantum Optimization for Permutation-Symmetric Problems
NASA Astrophysics Data System (ADS)
Muthukrishnan, Siddharth; Albash, Tameem; Lidar, Daniel A.
2016-07-01
Tunneling is often claimed to be the key mechanism underlying possible speedups in quantum optimization via quantum annealing (QA), especially for problems featuring a cost function with tall and thin barriers. We present and analyze several counterexamples from the class of perturbed Hamming weight optimization problems with qubit permutation symmetry. We first show that, for these problems, the adiabatic dynamics that make tunneling possible should be understood not in terms of the cost function but rather the semiclassical potential arising from the spin-coherent path-integral formalism. We then provide an example where the shape of the barrier in the final cost function is short and wide, which might suggest no quantum advantage for QA, yet where tunneling renders QA superior to simulated annealing in the adiabatic regime. However, the adiabatic dynamics turn out not be optimal. Instead, an evolution involving a sequence of diabatic transitions through many avoided-level crossings, involving no tunneling, is optimal and outperforms adiabatic QA. We show that this phenomenon of speedup by diabatic transitions is not unique to this example, and we provide an example where it provides an exponential speedup over adiabatic QA. In yet another twist, we show that a classical algorithm, spin-vector dynamics, is at least as efficient as diabatic QA. Finally, in a different example with a convex cost function, the diabatic transitions result in a speedup relative to both adiabatic QA with tunneling and classical spin-vector dynamics.
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.
Convex-relaxed kernel mapping for image segmentation.
Ben Salah, Mohamed; Ben Ayed, Ismail; Jing Yuan; Hong Zhang
2014-03-01
This paper investigates a convex-relaxed kernel mapping formulation of image segmentation. We optimize, under some partition constraints, a functional containing two characteristic terms: 1) a data term, which maps the observation space to a higher (possibly infinite) dimensional feature space via a kernel function, thereby evaluating nonlinear distances between the observations and segments parameters and 2) a total-variation term, which favors smooth segment surfaces (or boundaries). The algorithm iterates two steps: 1) a convex-relaxation optimization with respect to the segments by solving an equivalent constrained problem via the augmented Lagrange multiplier method and 2) a convergent fixed-point optimization with respect to the segments parameters. The proposed algorithm can bear with a variety of image types without the need for complex and application-specific statistical modeling, while having the computational benefits of convex relaxation. Our solution is amenable to parallelized implementations on graphics processing units (GPUs) and extends easily to high dimensions. We evaluated the proposed algorithm with several sets of comprehensive experiments and comparisons, including: 1) computational evaluations over 3D medical-imaging examples and high-resolution large-size color photographs, which demonstrate that a parallelized implementation of the proposed method run on a GPU can bring a significant speed-up and 2) accuracy evaluations against five state-of-the-art methods over the Berkeley color-image database and a multimodel synthetic data set, which demonstrates competitive performances of the algorithm. PMID:24723519
Convex accelerated maximum entropy reconstruction
NASA Astrophysics Data System (ADS)
Worley, Bradley
2016-04-01
Maximum entropy (MaxEnt) spectral reconstruction methods provide a powerful framework for spectral estimation of nonuniformly sampled datasets. Many methods exist within this framework, usually defined based on the magnitude of a Lagrange multiplier in the MaxEnt objective function. An algorithm is presented here that utilizes accelerated first-order convex optimization techniques to rapidly and reliably reconstruct nonuniformly sampled NMR datasets using the principle of maximum entropy. This algorithm - called CAMERA for Convex Accelerated Maximum Entropy Reconstruction Algorithm - is a new approach to spectral reconstruction that exhibits fast, tunable convergence in both constant-aim and constant-lambda modes. A high-performance, open source NMR data processing tool is described that implements CAMERA, and brief comparisons to existing reconstruction methods are made on several example spectra.
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.
A convex minimization approach to data association with prior constraints
NASA Astrophysics Data System (ADS)
Chen, Huimin; Kirubarajan, Thiagalingam
2004-08-01
In this paper we propose a new formulation for reliably solving the measurement-to-track association problem with a priori constraints. Those constraints are incorporated into the scalar objective function in a general formula. This is a key step in most target tracking problems when one has to handle the measurement origin uncertainty. Our methodology is able to formulate the measurement-to-track correspondence problem with most of the commonly used assumptions and considers target feature measurements and possibly unresolved measurements as well. The resulting constrained optimization problem deals with the whole combinatorial space of possible feature selections and measurement-to-track correspondences. To find the global optimal solution, we build a convex objective function and relax the integer constraint. The special structure of this extended problem assures its equivalence to the original one, but it can be solved optimally by efficient algorithms to avoid the cominatorial search. This approach works for any cost function with continuous second derivatives. We use a track formation example and a multisensor tracking scenario to illustrate the effectiveness of the convex programming approach.
Group search optimizer for the mobile location management problem.
Wang, Dan; Xiong, Congcong; Huang, Wei
2014-01-01
We propose a diversity-guided group search optimizer-based approach for solving the location management problem in mobile computing. The location management problem, which is to find the optimal network configurations of management under the mobile computing environment, is considered here as an optimization problem. The proposed diversity-guided group search optimizer algorithm is realized with the aid of diversity operator, which helps alleviate the premature convergence problem of group search optimizer algorithm, a successful optimization algorithm inspired by the animal behavior. To address the location management problem, diversity-guided group search optimizer algorithm is exploited to optimize network configurations of management by minimizing the sum of location update cost and location paging cost. Experimental results illustrate the effectiveness of the proposed approach.
Shape optimization for contact problems based on isogeometric analysis
NASA Astrophysics Data System (ADS)
Horn, Benjamin; Ulbrich, Stefan
2016-08-01
We consider the shape optimization for mechanical connectors. To avoid the gap between the representation in CAD systems and the finite element simulation used by mathematical optimization, we choose an isogeometric approach for the solution of the contact problem within the optimization method. This leads to a shape optimization problem governed by an elastic contact problem. We handle the contact conditions using the mortar method and solve the resulting contact problem with a semismooth Newton method. The optimization problem is nonconvex and nonsmooth due to the contact conditions. To reduce the number of simulations, we use a derivative based optimization method. With the adjoint approach the design derivatives can be calculated efficiently. The resulting optimization problem is solved with a modified Bundle Trust Region algorithm.
On a Highly Nonlinear Self-Obstacle Optimal Control Problem
Di Donato, Daniela; Mugnai, Dimitri
2015-10-15
We consider a non-quadratic optimal control problem associated to a nonlinear elliptic variational inequality, where the obstacle is the control itself. We show that, fixed a desired profile, there exists an optimal solution which is not far from it. Detailed characterizations of the optimal solution are given, also in terms of approximating problems.
Approximating convex Pareto surfaces in multiobjective radiotherapy planning
Craft, David L.; Halabi, Tarek F.; Shih, Helen A.; Bortfeld, Thomas R.
2006-09-15
Radiotherapy planning involves inherent tradeoffs: the primary mission, to treat the tumor with a high, uniform dose, is in conflict with normal tissue sparing. We seek to understand these tradeoffs on a case-to-case basis, by computing for each patient a database of Pareto optimal plans. A treatment plan is Pareto optimal if there does not exist another plan which is better in every measurable dimension. The set of all such plans is called the Pareto optimal surface. This article presents an algorithm for computing well distributed points on the (convex) Pareto optimal surface of a multiobjective programming problem. The algorithm is applied to intensity-modulated radiation therapy inverse planning problems, and results of a prostate case and a skull base case are presented, in three and four dimensions, investigating tradeoffs between tumor coverage and critical organ sparing.
Enhanced ant colony optimization for multiscale problems
NASA Astrophysics Data System (ADS)
Hu, Nan; Fish, Jacob
2016-03-01
The present manuscript addresses the issue of computational complexity of optimizing nonlinear composite materials and structures at multiple scales. Several solutions are detailed to meet the enormous computational challenge of optimizing nonlinear structures at multiple scales including: (i) enhanced sampling procedure that provides superior performance of the well-known ant colony optimization algorithm, (ii) a mapping-based meshing of a representative volume element that unlike unstructured meshing permits sensitivity analysis on coarse meshes, and (iii) a multilevel optimization procedure that takes advantage of possible weak coupling of certain scales. We demonstrate the proposed optimization procedure on elastic and inelastic laminated plates involving three scales.
A Modified BFGS Formula Using a Trust Region Model for Nonsmooth Convex Minimizations
Cui, Zengru; Yuan, Gonglin; Sheng, Zhou; Liu, Wenjie; Wang, Xiaoliang; Duan, Xiabin
2015-01-01
This paper proposes a modified BFGS formula using a trust region model for solving nonsmooth convex minimizations by using the Moreau-Yosida regularization (smoothing) approach and a new secant equation with a BFGS update formula. Our algorithm uses the function value information and gradient value information to compute the Hessian. The Hessian matrix is updated by the BFGS formula rather than using second-order information of the function, thus decreasing the workload and time involved in the computation. Under suitable conditions, the algorithm converges globally to an optimal solution. Numerical results show that this algorithm can successfully solve nonsmooth unconstrained convex problems. PMID:26501775
Exact optimal solution for a class of dual control problems
NASA Astrophysics Data System (ADS)
Cao, Suping; Qian, Fucai; Wang, Xiaomei
2016-07-01
This paper considers a discrete-time stochastic optimal control problem for which only measurement equation is partially observed with unknown constant parameters taking value in a finite set of stochastic systems. Because of the fact that the cost-to-go function at each stage contains variance and the non-separability of the variance is so complicated that the dynamic programming cannot be successfully applied, the optimal solution has not been found. In this paper, a new approach to the optimal solution is proposed by embedding the original non-separable problem into a separable auxiliary problem. The theoretical condition on which the optimal solution of the original problem can be attained from a set of solutions of the auxiliary problem is established. In addition, the optimality of the interchanging algorithm is proved and the analytical solution of the optimal control is also obtained. The performance of this controller is illustrated with a simple example.
Weak Hamiltonian finite element method for optimal control problems
NASA Technical Reports Server (NTRS)
Hodges, Dewey H.; Bless, Robert R.
1991-01-01
A temporal finite element method based on a mixed form of the Hamiltonian weak principle is developed for dynamics and optimal control problems. The mixed form of Hamilton's weak principle contains both displacements and momenta as primary variables that are expanded in terms of nodal values and simple polynomial shape functions. Unlike other forms of Hamilton's principle, however, time derivatives of the momenta and displacements do not appear therein; instead, only the virtual momenta and virtual displacements are differentiated with respect to time. Based on the duality that is observed to exist between the mixed form of Hamilton's weak principle and variational principles governing classical optimal control problems, a temporal finite element formulation of the latter can be developed in a rather straightforward manner. Several well-known problems in dynamics and optimal control are illustrated. The example dynamics problem involves a time-marching problem. As optimal control examples, elementary trajectory optimization problems are treated.
A weak Hamiltonian finite element method for optimal control problems
NASA Technical Reports Server (NTRS)
Hodges, Dewey H.; Bless, Robert R.
1990-01-01
A temporal finite element method based on a mixed form of the Hamiltonian weak principle is developed for dynamics and optimal control problems. The mixed form of Hamilton's weak principle contains both displacements and momenta as primary variables that are expanded in terms of nodal values and simple polynomial shape functions. Unlike other forms of Hamilton's principle, however, time derivatives of the momenta and displacements do not appear therein; instead, only the virtual momenta and virtual displacements are differentiated with respect to time. Based on the duality that is observed to exist between the mixed form of Hamilton's weak principle and variational principles governing classical optimal control problems, a temporal finite element formulation of the latter can be developed in a rather straightforward manner. Several well-known problems in dynamics and optimal control are illustrated. The example dynamics problem involves a time-marching problem. As optimal control examples, elementary trajectory optimization problems are treated.
A weak Hamiltonian finite element method for optimal control problems
NASA Technical Reports Server (NTRS)
Hodges, Dewey H.; Bless, Robert R.
1989-01-01
A temporal finite element method based on a mixed form of the Hamiltonian weak principle is developed for dynamics and optimal control problems. The mixed form of Hamilton's weak principle contains both displacements and momenta as primary variables that are expanded in terms of nodal values and simple polynomial shape functions. Unlike other forms of Hamilton's principle, however, time derivatives of the momenta and displacements do not appear therein; instead, only the virtual momenta and virtual displacements are differentiated with respect to time. Based on the duality that is observed to exist between the mixed form of Hamilton's weak principle and variational principles governing classical optimal control problems, a temporal finite element formulation of the latter can be developed in a rather straightforward manner. Several well-known problems in dynamics and optimal control are illustrated. The example dynamics problem involves a time-marching problem. As optimal control examples, elementary trajectory optimization problems are treated.
A Convex Geometry-Based Blind Source Separation Method for Separating Nonnegative Sources.
Yang, Zuyuan; Xiang, Yong; Rong, Yue; Xie, Kan
2015-08-01
This paper presents a convex geometry (CG)-based method for blind separation of nonnegative sources. First, the unaccessible source matrix is normalized to be column-sum-to-one by mapping the available observation matrix. Then, its zero-samples are found by searching the facets of the convex hull spanned by the mapped observations. Considering these zero-samples, a quadratic cost function with respect to each row of the unmixing matrix, together with a linear constraint in relation to the involved variables, is proposed. Upon which, an algorithm is presented to estimate the unmixing matrix by solving a classical convex optimization problem. Unlike the traditional blind source separation (BSS) methods, the CG-based method does not require the independence assumption, nor the uncorrelation assumption. Compared with the BSS methods that are specifically designed to distinguish between nonnegative sources, the proposed method requires a weaker sparsity condition. Provided simulation results illustrate the performance of our method. PMID:25203999
Alternative Solutions for Optimization Problems in Generalizability Theory.
ERIC Educational Resources Information Center
Sanders, Piet F.
1992-01-01
Presents solutions for the problem of maximizing the generalizability coefficient under a budget constraint. Shows that the Cauchy-Schwarz inequality can be applied to derive optimal continuous solutions for the number of conditions of each facet. Illustrates the formal similarity between optimization problems in survey sampling and…
The Role of Intuition in the Solving of Optimization Problems
ERIC Educational Resources Information Center
Malaspina, Uldarico; Font, Vicenc
2010-01-01
This article presents the partial results obtained in the first stage of the research, which sought to answer the following questions: (a) What is the role of intuition in university students' solutions to optimization problems? (b) What is the role of rigor in university students' solutions to optimization problems? (c) How is the combination of…
Artificial bee colony algorithm for constrained possibilistic portfolio optimization problem
NASA Astrophysics Data System (ADS)
Chen, Wei
2015-07-01
In this paper, we discuss the portfolio optimization problem with real-world constraints under the assumption that the returns of risky assets are fuzzy numbers. A new possibilistic mean-semiabsolute deviation model is proposed, in which transaction costs, cardinality and quantity constraints are considered. Due to such constraints the proposed model becomes a mixed integer nonlinear programming problem and traditional optimization methods fail to find the optimal solution efficiently. Thus, a modified artificial bee colony (MABC) algorithm is developed to solve the corresponding optimization problem. Finally, a numerical example is given to illustrate the effectiveness of the proposed model and the corresponding algorithm.
Execution of Multidisciplinary Design Optimization Approaches on Common Test Problems
NASA Technical Reports Server (NTRS)
Balling, R. J.; Wilkinson, C. A.
1997-01-01
A class of synthetic problems for testing multidisciplinary design optimization (MDO) approaches is presented. These test problems are easy to reproduce because all functions are given as closed-form mathematical expressions. They are constructed in such a way that the optimal value of all variables and the objective is unity. The test problems involve three disciplines and allow the user to specify the number of design variables, state variables, coupling functions, design constraints, controlling design constraints, and the strength of coupling. Several MDO approaches were executed on two sample synthetic test problems. These approaches included single-level optimization approaches, collaborative optimization approaches, and concurrent subspace optimization approaches. Execution results are presented, and the robustness and efficiency of these approaches an evaluated for these sample problems.
Solving Optimization Problems with Dynamic Geometry Software: The Airport Problem
ERIC Educational Resources Information Center
Contreras, José
2014-01-01
This paper describes how the author's students (in-service and pre-service secondary mathematics teachers) enrolled in college geometry courses use the Geometers' Sketchpad (GSP) to gain insight to formulate, confirm, test, and refine conjectures to solve the classical airport problem for triangles. The students are then provided with strategic…
Consecutive projections onto convex sets.
Degenhard, A; Hayes, C; Leach, M O
2002-03-21
In this note we describe and evaluate the performance of a novel approach to information recovery that involves consecutive projection onto convex sets (POCS). The method is applied to a time series of medical image data and the results are compared to images reconstructed using the standard POCS reconstruction method. The consecutive POCS method converges in a desired step-wise manner producing reconstructed images of superior quality compared to the standard scheme and can speed up the reconstruction process. The proposed method is of value for many finite sampling imaging problems including, in particular, fast-scan magnetic resonance imaging applications.
Conditions on optimal support recovery in unmixing problems by means of multi-penalty regularization
NASA Astrophysics Data System (ADS)
Grasmair, Markus; Naumova, Valeriya
2016-10-01
Inspired by several real-life applications in audio processing and medical image analysis, where the quantity of interest is generated by several sources to be accurately modeled and separated, as well as by recent advances in regularization theory and optimization, we study the conditions on optimal support recovery in inverse problems of unmixing type by means of multi-penalty regularization. We consider and analyze a regularization functional composed of a data-fidelity term, where signal and noise are additively mixed, a non-smooth, convex, sparsity promoting term, and a quadratic penalty term to model the noise. We prove not only that the well-established theory for sparse recovery in the single parameter case can be translated to the multi-penalty settings, but we also demonstrate the enhanced properties of multi-penalty regularization in terms of support identification compared to sole {{\\ell }}1-minimization. We additionally confirm and support the theoretical results by extensive numerical simulations, which give a statistics of robustness of the multi-penalty regularization scheme with respect to the single-parameter counterpart. Eventually, we confirm a significant improvement in performance compared to standard {{\\ell }}1-regularization for compressive sensing problems considered in our experiments.
Solving bi-objective optimal control problems with rectangular framing
NASA Astrophysics Data System (ADS)
Wijaya, Karunia Putra; Götz, Thomas
2016-06-01
Optimization problems, e.g. arising from epidemiology models, often ask for solutions minimizing multi-criteria objective functions. In this paper we discuss a novel approach for solving bi-objective optimal control problems. The set of non-dominated points is constructed via a decreasing sequence of rectangles. Particular attention is paid to a problem with disconnected set of non-dominated points. Several examples from epidemiology are investigated and show the applicability of the method.
Portfolio optimization and the random magnet problem
NASA Astrophysics Data System (ADS)
Rosenow, B.; Plerou, V.; Gopikrishnan, P.; Stanley, H. E.
2002-08-01
Diversification of an investment into independently fluctuating assets reduces its risk. In reality, movements of assets are mutually correlated and therefore knowledge of cross-correlations among asset price movements are of great importance. Our results support the possibility that the problem of finding an investment in stocks which exposes invested funds to a minimum level of risk is analogous to the problem of finding the magnetization of a random magnet. The interactions for this "random magnet problem" are given by the cross-correlation matrix C of stock returns. We find that random matrix theory allows us to make an estimate for C which outperforms the standard estimate in terms of constructing an investment which carries a minimum level of risk.
Optimization neural network for solving flow problems.
Perfetti, R
1995-01-01
This paper describes a neural network for solving flow problems, which are of interest in many areas of application as in fuel, hydro, and electric power scheduling. The neural network consist of two layers: a hidden layer and an output layer. The hidden units correspond to the nodes of the flow graph. The output units represent the branch variables. The network has a linear order of complexity, it is easily programmable, and it is suited for analog very large scale integration (VLSI) realization. The functionality of the proposed network is illustrated by a simulation example concerning the maximal flow problem. PMID:18263420
Singular perturbation analysis of AOTV-related trajectory optimization problems
NASA Technical Reports Server (NTRS)
Calise, Anthony J.; Bae, Gyoung H.
1990-01-01
The problem of real time guidance and optimal control of Aeroassisted Orbit Transfer Vehicles (AOTV's) was addressed using singular perturbation theory as an underlying method of analysis. Trajectories were optimized with the objective of minimum energy expenditure in the atmospheric phase of the maneuver. Two major problem areas were addressed: optimal reentry, and synergetic plane change with aeroglide. For the reentry problem, several reduced order models were analyzed with the objective of optimal changes in heading with minimum energy loss. It was demonstrated that a further model order reduction to a single state model is possible through the application of singular perturbation theory. The optimal solution for the reduced problem defines an optimal altitude profile dependent on the current energy level of the vehicle. A separate boundary layer analysis is used to account for altitude and flight path angle dynamics, and to obtain lift and bank angle control solutions. By considering alternative approximations to solve the boundary layer problem, three guidance laws were derived, each having an analytic feedback form. The guidance laws were evaluated using a Maneuvering Reentry Research Vehicle model and all three laws were found to be near optimal. For the problem of synergetic plane change with aeroglide, a difficult terminal boundary layer control problem arises which to date is found to be analytically intractable. Thus a predictive/corrective solution was developed to satisfy the terminal constraints on altitude and flight path angle. A composite guidance solution was obtained by combining the optimal reentry solution with the predictive/corrective guidance method. Numerical comparisons with the corresponding optimal trajectory solutions show that the resulting performance is very close to optimal. An attempt was made to obtain numerically optimized trajectories for the case where heating rate is constrained. A first order state variable inequality
Random Convex Hulls and Extreme Value Statistics
NASA Astrophysics Data System (ADS)
Majumdar, Satya N.; Comtet, Alain; Randon-Furling, Julien
2009-12-01
In this paper we study the statistical properties of convex hulls of N random points in a plane chosen according to a given distribution. The points may be chosen independently or they may be correlated. After a non-exhaustive survey of the somewhat sporadic literature and diverse methods used in the random convex hull problem, we present a unifying approach, based on the notion of support function of a closed curve and the associated Cauchy’s formulae, that allows us to compute exactly the mean perimeter and the mean area enclosed by the convex polygon both in case of independent as well as correlated points. Our method demonstrates a beautiful link between the random convex hull problem and the subject of extreme value statistics. As an example of correlated points, we study here in detail the case when the points represent the vertices of n independent random walks. In the continuum time limit this reduces to n independent planar Brownian trajectories for which we compute exactly, for all n, the mean perimeter and the mean area of their global convex hull. Our results have relevant applications in ecology in estimating the home range of a herd of animals. Some of these results were announced recently in a short communication [Phys. Rev. Lett. 103:140602, 2009].
Optimality conditions for the numerical solution of optimization problems with PDE constraints :
Aguilo Valentin, Miguel Alejandro; Ridzal, Denis
2014-03-01
A theoretical framework for the numerical solution of partial di erential equation (PDE) constrained optimization problems is presented in this report. This theoretical framework embodies the fundamental infrastructure required to e ciently implement and solve this class of problems. Detail derivations of the optimality conditions required to accurately solve several parameter identi cation and optimal control problems are also provided in this report. This will allow the reader to further understand how the theoretical abstraction presented in this report translates to the application.
Spectral finite-element methods for parametric constrained optimization problems.
Anitescu, M.; Mathematics and Computer Science
2009-01-01
We present a method to approximate the solution mapping of parametric constrained optimization problems. The approximation, which is of the spectral finite element type, is represented as a linear combination of orthogonal polynomials. Its coefficients are determined by solving an appropriate finite-dimensional constrained optimization problem. We show that, under certain conditions, the latter problem is solvable because it is feasible for a sufficiently large degree of the polynomial approximation and has an objective function with bounded level sets. In addition, the solutions of the finite-dimensional problems converge for an increasing degree of the polynomials considered, provided that the solutions exhibit a sufficiently large and uniform degree of smoothness. Our approach solves, in the case of optimization problems with uncertain parameters, the most computationally intensive part of stochastic finite-element approaches. We demonstrate that our framework is applicable to parametric eigenvalue problems.
Applications of parallel global optimization to mechanics problems
NASA Astrophysics Data System (ADS)
Schutte, Jaco Francois
Global optimization of complex engineering problems, with a high number of variables and local minima, requires sophisticated algorithms with global search capabilities and high computational efficiency. With the growing availability of parallel processing, it makes sense to address these requirements by increasing the parallelism in optimization strategies. This study proposes three methods of concurrent processing. The first method entails exploiting the structure of population-based global algorithms such as the stochastic Particle Swarm Optimization (PSO) algorithm and the Genetic Algorithm (GA). As a demonstration of how such an algorithm may be adapted for concurrent processing we modify and apply the PSO to several mechanical optimization problems on a parallel processing machine. Desirable PSO algorithm features such as insensitivity to design variable scaling and modest sensitivity to algorithm parameters are demonstrated. A second approach to parallelism and improving algorithm efficiency is by utilizing multiple optimizations. With this method a budget of fitness evaluations is distributed among several independent sub-optimizations in place of a single extended optimization. Under certain conditions this strategy obtains a higher combined probability of converging to the global optimum than a single optimization which utilizes the full budget of fitness evaluations. The third and final method of parallelism addressed in this study is the use of quasiseparable decomposition, which is applied to decompose loosely coupled problems. This yields several sub-problems of lesser dimensionality which may be concurrently optimized with reduced effort.
Comparison of optimal design methods in inverse problems
NASA Astrophysics Data System (ADS)
Banks, H. T.; Holm, K.; Kappel, F.
2011-07-01
Typical optimal design methods for inverse or parameter estimation problems are designed to choose optimal sampling distributions through minimization of a specific cost function related to the resulting error in parameter estimates. It is hoped that the inverse problem will produce parameter estimates with increased accuracy using data collected according to the optimal sampling distribution. Here we formulate the classical optimal design problem in the context of general optimization problems over distributions of sampling times. We present a new Prohorov metric-based theoretical framework that permits one to treat succinctly and rigorously any optimal design criteria based on the Fisher information matrix. A fundamental approximation theory is also included in this framework. A new optimal design, SE-optimal design (standard error optimal design), is then introduced in the context of this framework. We compare this new design criterion with the more traditional D-optimal and E-optimal designs. The optimal sampling distributions from each design are used to compute and compare standard errors; the standard errors for parameters are computed using asymptotic theory or bootstrapping and the optimal mesh. We use three examples to illustrate ideas: the Verhulst-Pearl logistic population model (Banks H T and Tran H T 2009 Mathematical and Experimental Modeling of Physical and Biological Processes (Boca Raton, FL: Chapman and Hall/CRC)), the standard harmonic oscillator model (Banks H T and Tran H T 2009) and a popular glucose regulation model (Bergman R N, Ider Y Z, Bowden C R and Cobelli C 1979 Am. J. Physiol. 236 E667-77 De Gaetano A and Arino O 2000 J. Math. Biol. 40 136-68 Toffolo G, Bergman R N, Finegood D T, Bowden C R and Cobelli C 1980 Diabetes 29 979-90).
Direct Multiple Shooting Optimization with Variable Problem Parameters
NASA Technical Reports Server (NTRS)
Whitley, Ryan J.; Ocampo, Cesar A.
2009-01-01
Taking advantage of a novel approach to the design of the orbital transfer optimization problem and advanced non-linear programming algorithms, several optimal transfer trajectories are found for problems with and without known analytic solutions. This method treats the fixed known gravitational constants as optimization variables in order to reduce the need for an advanced initial guess. Complex periodic orbits are targeted with very simple guesses and the ability to find optimal transfers in spite of these bad guesses is successfully demonstrated. Impulsive transfers are considered for orbits in both the 2-body frame as well as the circular restricted three-body problem (CRTBP). The results with this new approach demonstrate the potential for increasing robustness for all types of orbit transfer problems.
Group Testing: Four Student Solutions to a Classic Optimization Problem
ERIC Educational Resources Information Center
Teague, Daniel
2006-01-01
This article describes several creative solutions developed by calculus and modeling students to the classic optimization problem of testing in groups to find a small number of individuals who test positive in a large population.
A Decision Support System for Solving Multiple Criteria Optimization Problems
ERIC Educational Resources Information Center
Filatovas, Ernestas; Kurasova, Olga
2011-01-01
In this paper, multiple criteria optimization has been investigated. A new decision support system (DSS) has been developed for interactive solving of multiple criteria optimization problems (MOPs). The weighted-sum (WS) approach is implemented to solve the MOPs. The MOPs are solved by selecting different weight coefficient values for the criteria…
Optimal distributed solution to the dining philosophers problem
Rana, S.P.; Banerji, D.K.
1986-08-01
An optimal distributed solution to the dining philosophers problem is presented. The solution is optimal in the sense that it incurs the least communication and computational overhead, and allows the maximum achievable concurrency. The worst case upper bound for concurrency is shown to be n div 3, n being the number of philosophers. There is no previous algorithm known to achieve this bound.
Test problem construction for single-objective bilevel optimization.
Sinha, Ankur; Malo, Pekka; Deb, Kalyanmoy
2014-01-01
In this paper, we propose a procedure for designing controlled test problems for single-objective bilevel optimization. The construction procedure is flexible and allows its user to control the different complexities that are to be included in the test problems independently of each other. In addition to properties that control the difficulty in convergence, the procedure also allows the user to introduce difficulties caused by interaction of the two levels. As a companion to the test problem construction framework, the paper presents a standard test suite of 12 problems, which includes eight unconstrained and four constrained problems. Most of the problems are scalable in terms of variables and constraints. To provide baseline results, we have solved the proposed test problems using a nested bilevel evolutionary algorithm. The results can be used for comparison, while evaluating the performance of any other bilevel optimization algorithm. The code related to the paper may be accessed from the website http://bilevel.org .
Vision-based stereo ranging as an optimal control problem
NASA Technical Reports Server (NTRS)
Menon, P. K. A.; Sridhar, B.; Chatterji, G. B.
1992-01-01
The recent interest in the use of machine vision for flight vehicle guidance is motivated by the need to automate the nap-of-the-earth flight regime of helicopters. Vision-based stereo ranging problem is cast as an optimal control problem in this paper. A quadratic performance index consisting of the integral of the error between observed image irradiances and those predicted by a Pade approximation of the correspondence hypothesis is then used to define an optimization problem. The necessary conditions for optimality yield a set of linear two-point boundary-value problems. These two-point boundary-value problems are solved in feedback form using a version of the backward sweep method. Application of the ranging algorithm is illustrated using a laboratory image pair.
Exact solution for an optimal impermeable parachute problem
NASA Astrophysics Data System (ADS)
Lupu, Mircea; Scheiber, Ernest
2002-10-01
In the paper there are solved direct and inverse boundary problems and analytical solutions are obtained for optimization problems in the case of some nonlinear integral operators. It is modeled the plane potential flow of an inviscid, incompressible and nonlimited fluid jet, witch encounters a symmetrical, curvilinear obstacle--the deflector of maximal drag. There are derived integral singular equations, for direct and inverse problems and the movement in the auxiliary canonical half-plane is obtained. Next, the optimization problem is solved in an analytical manner. The design of the optimal airfoil is performed and finally, numerical computations concerning the drag coefficient and other geometrical and aerodynamical parameters are carried out. This model corresponds to the Helmholtz impermeable parachute problem.
A Convex Approach to Fault Tolerant Control
NASA Technical Reports Server (NTRS)
Maghami, Peiman G.; Cox, David E.; Bauer, Frank (Technical Monitor)
2002-01-01
The design of control laws for dynamic systems with the potential for actuator failures is considered in this work. The use of Linear Matrix Inequalities allows more freedom in controller design criteria than typically available with robust control. This work proposes an extension of fault-scheduled control design techniques that can find a fixed controller with provable performance over a set of plants. Through convexity of the objective function, performance bounds on this set of plants implies performance bounds on a range of systems defined by a convex hull. This is used to incorporate performance bounds for a variety of soft and hard failures into the control design problem.
Statistical properties of convex clustering
Tan, Kean Ming; Witten, Daniela
2016-01-01
In this manuscript, we study the statistical properties of convex clustering. We establish that convex clustering is closely related to single linkage hierarchical clustering and k-means clustering. In addition, we derive the range of the tuning parameter for convex clustering that yields a non-trivial solution. We also provide an unbiased estimator of the degrees of freedom, and provide a finite sample bound for the prediction error for convex clustering. We compare convex clustering to some traditional clustering methods in simulation studies.
Convex weighting criteria for speaking rate estimation
Jiao, Yishan; Berisha, Visar; Tu, Ming; Liss, Julie
2015-01-01
Speaking rate estimation directly from the speech waveform is a long-standing problem in speech signal processing. In this paper, we pose the speaking rate estimation problem as that of estimating a temporal density function whose integral over a given interval yields the speaking rate within that interval. In contrast to many existing methods, we avoid the more difficult task of detecting individual phonemes within the speech signal and we avoid heuristics such as thresholding the temporal envelope to estimate the number of vowels. Rather, the proposed method aims to learn an optimal weighting function that can be directly applied to time-frequency features in a speech signal to yield a temporal density function. We propose two convex cost functions for learning the weighting functions and an adaptation strategy to customize the approach to a particular speaker using minimal training. The algorithms are evaluated on the TIMIT corpus, on a dysarthric speech corpus, and on the ICSI Switchboard spontaneous speech corpus. Results show that the proposed methods outperform three competing methods on both healthy and dysarthric speech. In addition, for spontaneous speech rate estimation, the result show a high correlation between the estimated speaking rate and ground truth values. PMID:26167516
SMMH--A Parallel Heuristic for Combinatorial Optimization Problems
Domingues, Guilherme; Morie, Yoshiyuki; Gu, Feng Long; Nanri, Takeshi; Murakami, Kazuaki
2007-12-26
The process of finding one or more optimal solutions for answering combinatorial optimization problems bases itself on the use of algorithms instances. Those instances usually have to explore a very large search spaces. Heuristics search focusing on the use of High-Order Hopfield neural networks is a largely deployed technique for very large search space. It can be established a very powerful analogy towards the dynamics evolution of a physics spin-glass system while minimizing its own energy and the energy function of the network. This paper presents a new approach for solving combinatorial optimization problems through parallel simulations, based on a High-Order Hopfield neural network using MPI specification.
SMMH - A Parallel Heuristic for Combinatorial Optimization Problems
Domingues, Guilherme; Morie, Yoshiyuki; Gu, Feng Long; Nanri, Takeshi; Murakami, Kazuaki
2007-12-26
The process of finding one or more optimal solutions for answering combinatorial optimization problems bases itself on the use of algorithms instances. Those instances usually have to explore a very large search spaces. Heuristics search focusing on the use of High-Order Hopfield neural networks is a largely deployed technique for very large search space. It can be established a very powerful analogy towards the dynamics evolution of a physics spin-glass system while minimizing its own energy and the energy function of the network. This paper presents a new approach for solving combinatorial optimization problems through parallel simulations, based on a High-Order Hopfield neural network using MPI specification.
Generalized vector calculus on convex domain
NASA Astrophysics Data System (ADS)
Agrawal, Om P.; Xu, Yufeng
2015-06-01
In this paper, we apply recently proposed generalized integral and differential operators to develop generalized vector calculus and generalized variational calculus for problems defined over a convex domain. In particular, we present some generalization of Green's and Gauss divergence theorems involving some new operators, and apply these theorems to generalized variational calculus. For fractional power kernels, the formulation leads to fractional vector calculus and fractional variational calculus for problems defined over a convex domain. In special cases, when certain parameters take integer values, we obtain formulations for integer order problems. Two examples are presented to demonstrate applications of the generalized variational calculus which utilize the generalized vector calculus developed in the paper. The first example leads to a generalized partial differential equation and the second example leads to a generalized eigenvalue problem, both in two dimensional convex domains. We solve the generalized partial differential equation by using polynomial approximation. A special case of the second example is a generalized isoperimetric problem. We find an approximate solution to this problem. Many physical problems containing integer order integrals and derivatives are defined over arbitrary domains. We speculate that future problems containing fractional and generalized integrals and derivatives in fractional mechanics will be defined over arbitrary domains, and therefore, a general variational calculus incorporating a general vector calculus will be needed for these problems. This research is our first attempt in that direction.
Multiplier methods for optimization problems with Lipschitzian derivatives
NASA Astrophysics Data System (ADS)
Izmailov, A. F.; Kurennoy, A. S.
2012-12-01
Optimization problems for which the objective function and the constraints have locally Lipschitzian derivatives but are not assumed to be twice differentiable are examined. For such problems, analyses of the local convergence and the convergence rate of the multiplier (or the augmented Lagrangian) method and the linearly constraint Lagrangian method are given.
Enhancements on the Convex Programming Based Powered Descent Guidance Algorithm for Mars Landing
NASA Technical Reports Server (NTRS)
Acikmese, Behcet; Blackmore, Lars; Scharf, Daniel P.; Wolf, Aron
2008-01-01
In this paper, we present enhancements on the powered descent guidance algorithm developed for Mars pinpoint landing. The guidance algorithm solves the powered descent minimum fuel trajectory optimization problem via a direct numerical method. Our main contribution is to formulate the trajectory optimization problem, which has nonconvex control constraints, as a finite dimensional convex optimization problem, specifically as a finite dimensional second order cone programming (SOCP) problem. SOCP is a subclass of convex programming, and there are efficient SOCP solvers with deterministic convergence properties. Hence, the resulting guidance algorithm can potentially be implemented onboard a spacecraft for real-time applications. Particularly, this paper discusses the algorithmic improvements obtained by: (i) Using an efficient approach to choose the optimal time-of-flight; (ii) Using a computationally inexpensive way to detect the feasibility/ infeasibility of the problem due to the thrust-to-weight constraint; (iii) Incorporating the rotation rate of the planet into the problem formulation; (iv) Developing additional constraints on the position and velocity to guarantee no-subsurface flight between the time samples of the temporal discretization; (v) Developing a fuel-limited targeting algorithm; (vi) Initial result on developing an onboard table lookup method to obtain almost fuel optimal solutions in real-time.
NASA Astrophysics Data System (ADS)
Briceño-Arias, Luis M.; Hoang, Nguyen Dinh; Peypouquet, Juan
2016-01-01
We study optimal control problems governed by maximal monotone differential inclusions with mixed control-state constraints in infinite dimensional spaces. We obtain some existence results for this kind of dynamics and construct the discrete approximations that allows us to strongly approximate optimal solutions of the continuous-type optimal control problems by their discrete counterparts. Our approach allows us to apply our results for a wide class of mappings that are applicable in mechanics and material sciences.
Solving the Optimal Trading Trajectory Problem Using a Quantum Annealer
NASA Astrophysics Data System (ADS)
Rosenberg, Gili; Haghnegahdar, Poya; Goddard, Phil; Carr, Peter; Wu, Kesheng; de Prado, Marcos Lopez
2016-09-01
We solve a multi-period portfolio optimization problem using D-Wave Systems' quantum annealer. We derive a formulation of the problem, discuss several possible integer encoding schemes, and present numerical examples that show high success rates. The formulation incorporates transaction costs (including permanent and temporary market impact), and, significantly, the solution does not require the inversion of a covariance matrix. The discrete multi-period portfolio optimization problem we solve is significantly harder than the continuous variable problem. We present insight into how results may be improved using suitable software enhancements, and why current quantum annealing technology limits the size of problem that can be successfully solved today. The formulation presented is specifically designed to be scalable, with the expectation that as quantum annealing technology improves, larger problems will be solvable using the same techniques.
Nonlinear singularly perturbed optimal control problems with singular arcs
NASA Technical Reports Server (NTRS)
Ardema, M. D.
1977-01-01
A third order, nonlinear, singularly perturbed optimal control problem is considered under assumptions which assure that the full problem is singular and the reduced problem is nonsingular. The separation between the singular arc of the full problem and the optimal control law of the reduced one, both of which are hypersurfaces in state space, is of the same order as the small parameter of the problem. Boundary layer solutions are constructed which are stable and reach the outer solution in a finite time. A uniformly valid composite solution is then formed from the reduced and boundary layer solutions. The value of the approximate solution is that it is relatively easy to obtain and does not involve singular arcs. To illustrate the utility of the results, the technique is used to obtain an approximate solution of a simplified version of the aircraft minimum time-to-climb problem. A numerical example is included.
Solving inverse problems of identification type by optimal control methods
Lenhart, S.; Protopopescu, V.; Jiongmin Yong
1997-06-01
Inverse problems of identification type for nonlinear equations are considered within the framework of optimal control theory. The rigorous solution of any particular problem depends on the functional setting, type of equation, and unknown quantity (or quantities) to be determined. Here the authors present only the general articulations of the formalism. Compared to classical regularization methods (e.g. Tikhonov coupled with optimization schemes), their approach presents several advantages, namely: (i) a systematic procedure to solve inverse problems of identification type; (ii) an explicit expression for the approximations of the solution; and (iii) a convenient numerical solution of these approximations.
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
Optimal vehicle planning and the search tour problem
NASA Astrophysics Data System (ADS)
Wettergren, Thomas A.; Bays, Matthew J.
2016-05-01
We describe a problem of optimal planning for unmanned vehicles and illustrate two distinct procedures for its solution. The problem under consideration, which we refer to as the search tour problem, involves the determination of multi-stage plans for unmanned vehicles conducting search operations. These types of problems are important in situations where the searcher has varying performance in different regions throughout the domain due to environmental complexity. The ability to provide robust planning for unmanned systems under diﬃcult environmental conditions is critical for their use in search operations. The problem we consider consists of searches with variable times for each of the stages, as well as an additional degree of freedom for each stage to select from one of a finite set of operational configurations. As each combination of configuration and stage time leads to a different performance level, there is a need to determine the optimal configuration of these stages. When the complexity of constraints on total time, as well as resources expended at each stage for a given configuration, are added, the problem becomes one of non-trivial search effort allocation and numerical methods of optimization are required. We show two solution approaches for this numerical optimization problem. The first solution technique is to use a mixed-integer linear programming formulation, for which commercially available solvers can find optimal solutions in a reasonable amount of time. We use this solution as a baseline and compare against a new inner/outer optimization formulation. This inner/outer optimization compares favorably to the baseline solution, but is also amenable to adaptation as the search operation progresses. Numerical examples illustrate the utility of the approach for unmanned vehicle search planning.
Ridzal, Danis
2007-03-01
Aristos is a Trilinos package for nonlinear continuous optimization, based on full-space sequential quadratic programming (SQP) methods. Aristos is specifically designed for the solution of large-scale constrained optimization problems in which the linearized constraint equations require iterative (i.e. inexact) linear solver techniques. Aristos' unique feature is an efficient handling of inexactness in linear system solves. Aristos currently supports the solution of equality-constrained convex and nonconvex optimization problems. It has been used successfully in the area of PDE-constrained optimization, for the solution of nonlinear optimal control, optimal design, and inverse problems.
2007-03-01
Aristos is a Trilinos package for nonlinear continuous optimization, based on full-space sequential quadratic programming (SQP) methods. Aristos is specifically designed for the solution of large-scale constrained optimization problems in which the linearized constraint equations require iterative (i.e. inexact) linear solver techniques. Aristos' unique feature is an efficient handling of inexactness in linear system solves. Aristos currently supports the solution of equality-constrained convex and nonconvex optimization problems. It has been used successfully in the areamore » of PDE-constrained optimization, for the solution of nonlinear optimal control, optimal design, and inverse problems.« less
A path following algorithm for the graph matching problem.
Zaslavskiy, Mikhail; Bach, Francis; Vert, Jean-Philippe
2009-12-01
We propose a convex-concave programming approach for the labeled weighted graph matching problem. The convex-concave programming formulation is obtained by rewriting the weighted graph matching problem as a least-square problem on the set of permutation matrices and relaxing it to two different optimization problems: a quadratic convex and a quadratic concave optimization problem on the set of doubly stochastic matrices. The concave relaxation has the same global minimum as the initial graph matching problem, but the search for its global minimum is also a hard combinatorial problem. We, therefore, construct an approximation of the concave problem solution by following a solution path of a convex-concave problem obtained by linear interpolation of the convex and concave formulations, starting from the convex relaxation. This method allows to easily integrate the information on graph label similarities into the optimization problem, and therefore, perform labeled weighted graph matching. The algorithm is compared with some of the best performing graph matching methods on four data sets: simulated graphs, QAPLib, retina vessel images, and handwritten Chinese characters. In all cases, the results are competitive with the state of the art.
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
Sub-problem Optimization With Regression and Neural Network Approximators
NASA Technical Reports Server (NTRS)
Guptill, James D.; Hopkins, Dale A.; Patnaik, Surya N.
2003-01-01
Design optimization of large systems can be attempted through a sub-problem strategy. In this strategy, the original problem is divided into a number of smaller problems that are clustered together to obtain a sequence of sub-problems. Solution to the large problem is attempted iteratively through repeated solutions to the modest sub-problems. This strategy is applicable to structures and to multidisciplinary systems. For structures, clustering the substructures generates the sequence of sub-problems. For a multidisciplinary system, individual disciplines, accounting for coupling, can be considered as sub-problems. A sub-problem, if required, can be further broken down to accommodate sub-disciplines. The sub-problem strategy is being implemented into the NASA design optimization test bed, referred to as "CometBoards." Neural network and regression approximators are employed for reanalysis and sensitivity analysis calculations at the sub-problem level. The strategy has been implemented in sequential as well as parallel computational environments. This strategy, which attempts to alleviate algorithmic and reanalysis deficiencies, has the potential to become a powerful design tool. However, several issues have to be addressed before its full potential can be harnessed. This paper illustrates the strategy and addresses some issues.
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
Lessons Learned During Solutions of Multidisciplinary Design Optimization Problems
NASA Technical Reports Server (NTRS)
Patnaik, Suna N.; Coroneos, Rula M.; Hopkins, Dale A.; Lavelle, Thomas M.
2000-01-01
Optimization research at NASA Glenn Research Center has addressed the design of structures, aircraft and airbreathing propulsion engines. During solution of the multidisciplinary problems several issues were encountered. This paper lists four issues and discusses the strategies adapted for their resolution: (1) The optimization process can lead to an inefficient local solution. This deficiency was encountered during design of an engine component. The limitation was overcome through an augmentation of animation into optimization. (2) Optimum solutions obtained were infeasible for aircraft and air-breathing propulsion engine problems. Alleviation of this deficiency required a cascading of multiple algorithms. (3) Profile optimization of a beam produced an irregular shape. Engineering intuition restored the regular shape for the beam. (4) The solution obtained for a cylindrical shell by a subproblem strategy converged to a design that can be difficult to manufacture. Resolution of this issue remains a challenge. The issues and resolutions are illustrated through six problems: (1) design of an engine component, (2) synthesis of a subsonic aircraft, (3) operation optimization of a supersonic engine, (4) design of a wave-rotor-topping device, (5) profile optimization of a cantilever beam, and (6) design of a cvlindrical shell. The combined effort of designers and researchers can bring the optimization method from academia to industry.
Russian Doll Search for solving Constraint Optimization problems
Verfaillie, G.; Lemaitre, M.
1996-12-31
If the Constraint Satisfaction framework has been extended to deal with Constraint Optimization problems, it appears that optimization is far more complex than satisfaction. One of the causes of the inefficiency of complete tree search methods, like Depth First Branch and Bound, lies in the poor quality of the lower bound on the global valuation of a partial assignment, even when using Forward Checking techniques. In this paper, we introduce the Russian Doll Search algorithm which replaces one search by n successive searches on nested subproblems (n being the number of problem variables), records the results of each search and uses them later, when solving larger subproblems, in order to improve the lower bound on the global valuation of any partial assignment. On small random problems and on large real scheduling problems, this algorithm yields surprisingly good results, which greatly improve as the problems get more constrained and the bandwidth of the used variable ordering diminishes.
Reliability optimization problems with multiple constraints under fuzziness
NASA Astrophysics Data System (ADS)
Gupta, Neha; Haseen, Sanam; Bari, Abdul
2016-06-01
In reliability optimization problems diverse situation occurs due to which it is not always possible to get relevant precision in system reliability. The imprecision in data can often be represented by triangular fuzzy numbers. In this manuscript, we have considered different fuzzy environment for reliability optimization problem of redundancy. We formulate a redundancy allocation problem for a hypothetical series-parallel system in which the parameters of the system are fuzzy. Two different cases are then formulated as non-linear programming problem and the fuzzy nature is defuzzified into crisp problems using three different defuzzification methods viz. ranking function, graded mean integration value and α-cut. The result of the methods is compared at the end of the manuscript using a numerical example.
Salcedo-Sanz, S.; Del Ser, J.; Landa-Torres, I.; Gil-López, S.; Portilla-Figueras, J. A.
2014-01-01
This paper presents a novel bioinspired algorithm to tackle complex optimization problems: the coral reefs optimization (CRO) algorithm. The CRO algorithm artificially simulates a coral reef, where different corals (namely, solutions to the optimization problem considered) grow and reproduce in coral colonies, fighting by choking out other corals for space in the reef. This fight for space, along with the specific characteristics of the corals' reproduction, produces a robust metaheuristic algorithm shown to be powerful for solving hard optimization problems. In this research the CRO algorithm is tested in several continuous and discrete benchmark problems, as well as in practical application scenarios (i.e., optimum mobile network deployment and off-shore wind farm design). The obtained results confirm the excellent performance of the proposed algorithm and open line of research for further application of the algorithm to real-world problems. PMID:25147860
Salcedo-Sanz, S; Del Ser, J; Landa-Torres, I; Gil-López, S; Portilla-Figueras, J A
2014-01-01
This paper presents a novel bioinspired algorithm to tackle complex optimization problems: the coral reefs optimization (CRO) algorithm. The CRO algorithm artificially simulates a coral reef, where different corals (namely, solutions to the optimization problem considered) grow and reproduce in coral colonies, fighting by choking out other corals for space in the reef. This fight for space, along with the specific characteristics of the corals' reproduction, produces a robust metaheuristic algorithm shown to be powerful for solving hard optimization problems. In this research the CRO algorithm is tested in several continuous and discrete benchmark problems, as well as in practical application scenarios (i.e., optimum mobile network deployment and off-shore wind farm design). The obtained results confirm the excellent performance of the proposed algorithm and open line of research for further application of the algorithm to real-world problems. PMID:25147860
Salcedo-Sanz, S; Del Ser, J; Landa-Torres, I; Gil-López, S; Portilla-Figueras, J A
2014-01-01
This paper presents a novel bioinspired algorithm to tackle complex optimization problems: the coral reefs optimization (CRO) algorithm. The CRO algorithm artificially simulates a coral reef, where different corals (namely, solutions to the optimization problem considered) grow and reproduce in coral colonies, fighting by choking out other corals for space in the reef. This fight for space, along with the specific characteristics of the corals' reproduction, produces a robust metaheuristic algorithm shown to be powerful for solving hard optimization problems. In this research the CRO algorithm is tested in several continuous and discrete benchmark problems, as well as in practical application scenarios (i.e., optimum mobile network deployment and off-shore wind farm design). The obtained results confirm the excellent performance of the proposed algorithm and open line of research for further application of the algorithm to real-world problems.
Binary optimization for source localization in the inverse problem of ECG.
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.
Overcoming the Bellman's curse of dimensionality in large optimization problems
NASA Technical Reports Server (NTRS)
Sobieszczanski-Sobieski, Jaroslaw
1990-01-01
Decomposition of large problems into a hierarchic pyramid of subproblems was proposed in the literature as a means for optimization of engineering systems too large for all-in-one optimization. This decomposition was established heuristically. The dynamic programming (DP) method due to Bellman was augmented with an optimum sensitivity analysis that provides a mathematical basis for the above decomposition, and overcomes the curse of dimensionality that limited the original formulation of DP. Numerical examples are cited.
A general optimality criteria algorithm for a class of engineering optimization problems
NASA Astrophysics Data System (ADS)
Belegundu, Ashok D.
2015-05-01
An optimality criteria (OC)-based algorithm for optimization of a general class of nonlinear programming (NLP) problems is presented. The algorithm is only applicable to problems where the objective and constraint functions satisfy certain monotonicity properties. For multiply constrained problems which satisfy these assumptions, the algorithm is attractive compared with existing NLP methods as well as prevalent OC methods, as the latter involve computationally expensive active set and step-size control strategies. The fixed point algorithm presented here is applicable not only to structural optimization problems but also to certain problems as occur in resource allocation and inventory models. Convergence aspects are discussed. The fixed point update or resizing formula is given physical significance, which brings out a strength and trim feature. The number of function evaluations remains independent of the number of variables, allowing the efficient solution of problems with large number of variables.
Quadratic Optimization in the Problems of Active Control of Sound
NASA Technical Reports Server (NTRS)
Loncaric, J.; Tsynkov, S. V.; Bushnell, Dennis M. (Technical Monitor)
2002-01-01
We analyze the problem of suppressing the unwanted component of a time-harmonic acoustic field (noise) on a predetermined region of interest. The suppression is rendered by active means, i.e., by introducing the additional acoustic sources called controls that generate the appropriate anti-sound. Previously, we have obtained general solutions for active controls in both continuous and discrete formulations of the problem. We have also obtained optimal solutions that minimize the overall absolute acoustic source strength of active control sources. These optimal solutions happen to be particular layers of monopoles on the perimeter of the protected region. Mathematically, minimization of acoustic source strength is equivalent to minimization in the sense of L(sub 1). By contrast. in the current paper we formulate and study optimization problems that involve quadratic functions of merit. Specifically, we minimize the L(sub 2) norm of the control sources, and we consider both the unconstrained and constrained minimization. The unconstrained L(sub 2) minimization is certainly the easiest problem to address numerically. On the other hand, the constrained approach allows one to analyze sophisticated geometries. In a special case, we call compare our finite-difference optimal solutions to the continuous optimal solutions obtained previously using a semi-analytic technique. We also show that the optima obtained in the sense of L(sub 2) differ drastically from those obtained in the sense of L(sub 1).
Hybrid optimization schemes for simulation-based problems.
Fowler, Katie; Gray, Genetha Anne; Griffin, Joshua D.
2010-05-01
The inclusion of computer simulations in the study and design of complex engineering systems has created a need for efficient approaches to simulation-based optimization. For example, in water resources management problems, optimization problems regularly consist of objective functions and constraints that rely on output from a PDE-based simulator. Various assumptions can be made to simplify either the objective function or the physical system so that gradient-based methods apply, however the incorporation of realistic objection functions can be accomplished given the availability of derivative-free optimization methods. A wide variety of derivative-free methods exist and each method has both advantages and disadvantages. Therefore, to address such problems, we propose a hybrid approach, which allows the combining of beneficial elements of multiple methods in order to more efficiently search the design space. Specifically, in this paper, we illustrate the capabilities of two novel algorithms; one which hybridizes pattern search optimization with Gaussian Process emulation and the other which hybridizes pattern search and a genetic algorithm. We describe the hybrid methods and give some numerical results for a hydrological application which illustrate that the hybrids find an optimal solution under conditions for which traditional optimal search methods fail.
State-Constrained Optimal Control Problems of Impulsive Differential Equations
Forcadel, Nicolas; Rao Zhiping Zidani, Hasnaa
2013-08-01
The present paper studies an optimal control problem governed by measure driven differential systems and in presence of state constraints. The first result shows that using the graph completion of the measure, the optimal solutions can be obtained by solving a reparametrized control problem of absolutely continuous trajectories but with time-dependent state-constraints. The second result shows that it is possible to characterize the epigraph of the reparametrized value function by a Hamilton-Jacobi equation without assuming any controllability assumption.
An Improved Particle Swarm Optimization for Traveling Salesman Problem
NASA Astrophysics Data System (ADS)
Liu, Xinmei; Su, Jinrong; Han, Yan
In allusion to particle swarm optimization being prone to get into local minimum, an improved particle swarm optimization algorithm is proposed. The algorithm draws on the thinking of the greedy algorithm to initialize the particle swarm. Two swarms are used to optimize synchronously. Crossover and mutation operators in genetic algorithm are introduced into the new algorithm to realize the sharing of information among swarms. We test the algorithm with Traveling Salesman Problem with 14 nodes and 30 nodes. The result shows that the algorithm can break away from local minimum earlier and it has high convergence speed and convergence ratio.
Optimality problem of network topology in stocks market analysis
NASA Astrophysics Data System (ADS)
Djauhari, Maman Abdurachman; Gan, Siew Lee
2015-02-01
Since its introduction fifteen years ago, minimal spanning tree has become an indispensible tool in econophysics. It is to filter the important economic information contained in a complex system of financial markets' commodities. Here we show that, in general, that tool is not optimal in terms of topological properties. Consequently, the economic interpretation of the filtered information might be misleading. To overcome that non-optimality problem, a set of criteria and a selection procedure of an optimal minimal spanning tree will be developed. By using New York Stock Exchange data, the advantages of the proposed method will be illustrated in terms of the power-law of degree distribution.
Application of clustering global optimization to thin film design problems.
Lemarchand, Fabien
2014-03-10
Refinement techniques usually calculate an optimized local solution, which is strongly dependent on the initial formula used for the thin film design. In the present study, a clustering global optimization method is used which can iteratively change this initial formula, thereby progressing further than in the case of local optimization techniques. A wide panel of local solutions is found using this procedure, resulting in a large range of optical thicknesses. The efficiency of this technique is illustrated by two thin film design problems, in particular an infrared antireflection coating, and a solar-selective absorber coating. PMID:24663856
Application of clustering global optimization to thin film design problems.
Lemarchand, Fabien
2014-03-10
Refinement techniques usually calculate an optimized local solution, which is strongly dependent on the initial formula used for the thin film design. In the present study, a clustering global optimization method is used which can iteratively change this initial formula, thereby progressing further than in the case of local optimization techniques. A wide panel of local solutions is found using this procedure, resulting in a large range of optical thicknesses. The efficiency of this technique is illustrated by two thin film design problems, in particular an infrared antireflection coating, and a solar-selective absorber coating.
A Discrete Lagrangian Algorithm for Optimal Routing Problems
Kosmas, O. T.; Vlachos, D. S.; Simos, T. E.
2008-11-06
The ideas of discrete Lagrangian methods for conservative systems are exploited for the construction of algorithms applicable in optimal ship routing problems. The algorithm presented here is based on the discretisation of Hamilton's principle of stationary action Lagrangian and specifically on the direct discretization of the Lagrange-Hamilton principle for a conservative system. Since, in contrast to the differential equations, the discrete Euler-Lagrange equations serve as constrains for the optimization of a given cost functional, in the present work we utilize this feature in order to minimize the cost function for optimal ship routing.
The expanded LaGrangian system for constrained optimization problems
NASA Technical Reports Server (NTRS)
Poore, A. B.
1986-01-01
Smooth penalty functions can be combined with numerical continuation/bifurcation techniques to produce a class of robust and fast algorithms for constrainted optimization problems. The key to the development of these algorithms is the Expanded Lagrangian System which is derived and analyzed in this work. This parameterized system of nonlinear equations contains the penalty path as a solution, provides a smooth homotopy into the first-order necessary conditions, and yields a global optimization technique. Furthermore, the inevitable ill-conditioning present in a sequential optimization algorithm is removed for three penalty methods: the quadratic penalty function for equality constraints, and the logarithmic barrier function (an interior method) and the quadratic loss function (an interior method) for inequality constraints. Although these techniques apply to optimization in general and to linear and nonlinear programming, calculus of variations, optimal control and parameter identification in particular, the development is primarily within the context of nonlinear programming.
Parvizi, A; Van den Broek, W; Koch, C T
2016-04-18
The transport of intensity equation (TIE) is widely applied for recovering wave fronts from an intensity measurement and a measurement of its variation along the direction of propagation. In order to get around the problem of non-uniqueness and ill-conditionedness of the solution of the TIE in the very common case of unspecified boundary conditions or noisy data, additional constraints to the solution are necessary. Although from a numerical optimization point of view, convex constraint as imposed to by total variation minimization is preferable, we will show that in many cases non-convex constraints are necessary to overcome the low-frequency artifacts so typical for convex constraints. We will provide simulated and experimental examples that demonstrate the superiority of solutions to the TIE obtained by our recently introduced gradient flipping algorithm over a total variation constrained solution. PMID:27137272
Artificial bee colony algorithm for solving optimal power flow problem.
Le Dinh, Luong; Vo Ngoc, Dieu; Vasant, Pandian
2013-01-01
This paper proposes an artificial bee colony (ABC) algorithm for solving optimal power flow (OPF) problem. The objective of the OPF problem is to minimize total cost of thermal units while satisfying the unit and system constraints such as generator capacity limits, power balance, line flow limits, bus voltages limits, and transformer tap settings limits. The ABC algorithm is an optimization method inspired from the foraging behavior of honey bees. The proposed algorithm has been tested on the IEEE 30-bus, 57-bus, and 118-bus systems. The numerical results have indicated that the proposed algorithm can find high quality solution for the problem in a fast manner via the result comparisons with other methods in the literature. Therefore, the proposed ABC algorithm can be a favorable method for solving the OPF problem.
Artificial Bee Colony Algorithm for Solving Optimal Power Flow Problem
Le Dinh, Luong; Vo Ngoc, Dieu
2013-01-01
This paper proposes an artificial bee colony (ABC) algorithm for solving optimal power flow (OPF) problem. The objective of the OPF problem is to minimize total cost of thermal units while satisfying the unit and system constraints such as generator capacity limits, power balance, line flow limits, bus voltages limits, and transformer tap settings limits. The ABC algorithm is an optimization method inspired from the foraging behavior of honey bees. The proposed algorithm has been tested on the IEEE 30-bus, 57-bus, and 118-bus systems. The numerical results have indicated that the proposed algorithm can find high quality solution for the problem in a fast manner via the result comparisons with other methods in the literature. Therefore, the proposed ABC algorithm can be a favorable method for solving the OPF problem. PMID:24470790
Block clustering based on difference of convex functions (DC) programming and DC algorithms.
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.
Hardy Uncertainty Principle, Convexity and Parabolic Evolutions
NASA Astrophysics Data System (ADS)
Escauriaza, L.; Kenig, C. E.; Ponce, G.; Vega, L.
2016-09-01
We give a new proof of the L 2 version of Hardy's uncertainty principle based on calculus and on its dynamical version for the heat equation. The reasonings rely on new log-convexity properties and the derivation of optimal Gaussian decay bounds for solutions to the heat equation with Gaussian decay at a future time.We extend the result to heat equations with lower order variable coefficient.
Optimization in Hardy space and the problem of controller optimization (Review)
NASA Astrophysics Data System (ADS)
Larin, V. B.
1992-02-01
Problems related to optimization in Hardy space H2 are examined with particular reference to approaches based on the Wiener-Kolmogorov and Wiener-Hopf methods. The existing parametrization procedures for sets of stabilizing controllers are compared. The use of the LQG approach and H2 optimization in applied problems is discussed using specific examples. Consideration is also given to the solution of the Riccati algebraic equation and factorization of matrix polynomials.
De Groote, Friedl; Kinney, Allison L; Rao, Anil V; Fregly, Benjamin J
2016-10-01
Estimation of muscle forces during motion involves solving an indeterminate problem (more unknown muscle forces than joint moment constraints), frequently via optimization methods. When the dynamics of muscle activation and contraction are modeled for consistency with muscle physiology, the resulting optimization problem is dynamic and challenging to solve. This study sought to identify a robust and computationally efficient formulation for solving these dynamic optimization problems using direct collocation optimal control methods. Four problem formulations were investigated for walking based on both a two and three dimensional model. Formulations differed in the use of either an explicit or implicit representation of contraction dynamics with either muscle length or tendon force as a state variable. The implicit representations introduced additional controls defined as the time derivatives of the states, allowing the nonlinear equations describing contraction dynamics to be imposed as algebraic path constraints, simplifying their evaluation. Problem formulation affected computational speed and robustness to the initial guess. The formulation that used explicit contraction dynamics with muscle length as a state failed to converge in most cases. In contrast, the two formulations that used implicit contraction dynamics converged to an optimal solution in all cases for all initial guesses, with tendon force as a state generally being the fastest. Future work should focus on comparing the present approach to other approaches for computing muscle forces. The present approach lacks some of the major limitations of established methods such as static optimization and computed muscle control while remaining computationally efficient.
Optimizing Value and Avoiding Problems in Building Schools.
ERIC Educational Resources Information Center
Brevard County School Board, Cocoa, FL.
This report describes school design and construction delivery processes used by the School Board of Brevard County (Cocoa, Florida) that help optimize value, avoid problems, and eliminate the cost of maintaining a large facility staff. The project phases are examined from project definition through design to construction. Project delivery…
To the optimization problem in minority game model
Yanishevsky, Vasyl
2009-12-14
The article presents the research results of the optimization problem in minority game model to a gaussian approximation using replica symmetry breaking by one step (1RSB). A comparison to replica symmetry approximation (RS) and the results from literary sources received using other methods has been held.
Neural network for constrained nonsmooth optimization using Tikhonov regularization.
Qin, Sitian; Fan, Dejun; Wu, Guangxi; Zhao, Lijun
2015-03-01
This paper presents a one-layer neural network to solve nonsmooth convex optimization problems based on the Tikhonov regularization method. Firstly, it is shown that the optimal solution of the original problem can be approximated by the optimal solution of a strongly convex optimization problems. Then, it is proved that for any initial point, the state of the proposed neural network enters the equality feasible region in finite time, and is globally convergent to the unique optimal solution of the related strongly convex optimization problems. Compared with the existing neural networks, the proposed neural network has lower model complexity and does not need penalty parameters. In the end, some numerical examples and application are given to illustrate the effectiveness and improvement of the proposed neural network.
Topology optimization for nonlinear dynamic problems: Considerations for automotive crashworthiness
NASA Astrophysics Data System (ADS)
Kaushik, Anshul; Ramani, Anand
2014-04-01
Crashworthiness of automotive structures is most often engineered after an optimal topology has been arrived at using other design considerations. This study is an attempt to incorporate crashworthiness requirements upfront in the topology synthesis process using a mathematically consistent framework. It proposes the use of equivalent linear systems from the nonlinear dynamic simulation in conjunction with a discrete-material topology optimizer. Velocity and acceleration constraints are consistently incorporated in the optimization set-up. Issues specific to crash problems due to the explicit solution methodology employed, nature of the boundary conditions imposed on the structure, etc. are discussed and possible resolutions are proposed. A demonstration of the methodology on two-dimensional problems that address some of the structural requirements and the types of loading typical of frontal and side impact is provided in order to show that this methodology has the potential for topology synthesis incorporating crashworthiness requirements.
Efficient infill sampling for unconstrained robust optimization problems
NASA Astrophysics Data System (ADS)
Rehman, Samee Ur; Langelaar, Matthijs
2016-08-01
A novel infill sampling criterion is proposed for efficient estimation of the global robust optimum of expensive computer simulation based problems. The algorithm is especially geared towards addressing problems that are affected by uncertainties in design variables and problem parameters. The method is based on constructing metamodels using Kriging and adaptively sampling the response surface via a principle of expected improvement adapted for robust optimization. Several numerical examples and an engineering case study are used to demonstrate the ability of the algorithm to estimate the global robust optimum using a limited number of expensive function evaluations.
A free boundary approach to shape optimization problems.
Bucur, D; Velichkov, B
2015-09-13
The analysis of shape optimization problems involving the spectrum of the Laplace operator, such as isoperimetric inequalities, has known in recent years a series of interesting developments essentially as a consequence of the infusion of free boundary techniques. The main focus of this paper is to show how the analysis of a general shape optimization problem of spectral type can be reduced to the analysis of particular free boundary problems. In this survey article, we give an overview of some very recent technical tools, the so-called shape sub- and supersolutions, and show how to use them for the minimization of spectral functionals involving the eigenvalues of the Dirichlet Laplacian, under a volume constraint. PMID:26261362
A free boundary approach to shape optimization problems
Bucur, D.; Velichkov, B.
2015-01-01
The analysis of shape optimization problems involving the spectrum of the Laplace operator, such as isoperimetric inequalities, has known in recent years a series of interesting developments essentially as a consequence of the infusion of free boundary techniques. The main focus of this paper is to show how the analysis of a general shape optimization problem of spectral type can be reduced to the analysis of particular free boundary problems. In this survey article, we give an overview of some very recent technical tools, the so-called shape sub- and supersolutions, and show how to use them for the minimization of spectral functionals involving the eigenvalues of the Dirichlet Laplacian, under a volume constraint. PMID:26261362
Successive linear optimization approach to the dynamic traffic assignment problem
Ho, J.K.
1980-11-01
A dynamic model for the optimal control of traffic flow over a network is considered. The model, which treats congestion explicitly in the flow equations, gives rise to nonlinear, nonconvex mathematical programming problems. It has been shown for a piecewise linear version of this model that a global optimum is contained in the set of optimal solutions of a certain linear program. A sufficient condition for optimality which implies that a global optimum can be obtained by successively optimizing at most N + 1 objective functions for the linear program, where N is the number of time periods in the planning horizon is presented. Computational results are reported to indicate the efficiency of this approach.
An algorithm for computationally expensive engineering optimization problems
NASA Astrophysics Data System (ADS)
Yoel, Tenne
2013-07-01
Modern engineering design often relies on computer simulations to evaluate candidate designs, a scenario which results in an optimization of a computationally expensive black-box function. In these settings, there will often exist candidate designs which cause the simulation to fail, and can therefore degrade the search effectiveness. To address this issue, this paper proposes a new metamodel-assisted computational intelligence optimization algorithm which incorporates classifiers into the optimization search. The classifiers predict which candidate designs are expected to cause the simulation to fail, and this prediction is used to bias the search towards designs predicted to be valid. To enhance the search effectiveness, the proposed algorithm uses an ensemble approach which concurrently employs several metamodels and classifiers. A rigorous performance analysis based on a set of simulation-driven design optimization problems shows the effectiveness of the proposed algorithm.
Solving Optimal Control Problems by Exploiting Inherent Dynamical Systems Structures
NASA Astrophysics Data System (ADS)
Flaßkamp, Kathrin; Ober-Blöbaum, Sina; Kobilarov, Marin
2012-08-01
Computing globally efficient solutions is a major challenge in optimal control of nonlinear dynamical systems. This work proposes a method combining local optimization and motion planning techniques based on exploiting inherent dynamical systems structures, such as symmetries and invariant manifolds. Prior to the optimal control, the dynamical system is analyzed for structural properties that can be used to compute pieces of trajectories that are stored in a motion planning library. In the context of mechanical systems, these motion planning candidates, termed primitives, are given by relative equilibria induced by symmetries and motions on stable or unstable manifolds of e.g. fixed points in the natural dynamics. The existence of controlled relative equilibria is studied through Lagrangian mechanics and symmetry reduction techniques. The proposed framework can be used to solve boundary value problems by performing a search in the space of sequences of motion primitives connected using optimized maneuvers. The optimal sequence can be used as an admissible initial guess for a post-optimization. The approach is illustrated by two numerical examples, the single and the double spherical pendula, which demonstrates its benefit compared to standard local optimization techniques.
Lagrange's principle in extremum problems with constraints
NASA Astrophysics Data System (ADS)
Avakov, E. R.; Magaril-Il'yaev, G. G.; Tikhomirov, V. M.
2013-06-01
In this paper a general result concerning Lagrange's principle for so-called smoothly approximately convex problems is proved which encompasses necessary extremum conditions for mathematical and convex programming, the calculus of variations, Lyapunov problems, and optimal control problems with phase constraints. The problem of local controllability for a dynamical system with phase constraints is also considered. In an appendix, results are presented that relate to the development of a 'Lagrangian approach' to problems where regularity is absent and classical approaches are meaningless. Bibliography: 33 titles.
Block-oriented modeling of superstructure optimization problems
Friedman, Z; Ingalls, J; Siirola, JD; Watson, JP
2013-10-15
We present a novel software framework for modeling large-scale engineered systems as mathematical optimization problems. A key motivating feature in such systems is their hierarchical, highly structured topology. Existing mathematical optimization modeling environments do not facilitate the natural expression and manipulation of hierarchically structured systems. Rather, the modeler is forced to "flatten" the system description, hiding structure that may be exploited by solvers, and obfuscating the system that the modeling environment is attempting to represent. To correct this deficiency, we propose a Python-based "block-oriented" modeling approach for representing the discrete components within the system. Our approach is an extension of the Pyomo library for specifying mathematical optimization problems. Through the use of a modeling components library, the block-oriented approach facilitates a clean separation of system superstructure from the details of individual components. This approach also naturally lends itself to expressing design and operational decisions as disjunctive expressions over the component blocks. By expressing a mathematical optimization problem in a block-oriented manner, inherent structure (e.g., multiple scenarios) is preserved for potential exploitation by solvers. In particular, we show that block-structured mathematical optimization problems can be straightforwardly manipulated by decomposition-based multi-scenario algorithmic strategies, specifically in the context of the PySP stochastic programming library. We illustrate our block-oriented modeling approach using a case study drawn from the electricity grid operations domain: unit commitment with transmission switching and N - 1 reliability constraints. Finally, we demonstrate that the overhead associated with block-oriented modeling only minimally increases model instantiation times, and need not adversely impact solver behavior. (C) 2013 Elsevier Ltd. All rights reserved.
Multiresolution strategies for the numerical solution of optimal control problems
NASA Astrophysics Data System (ADS)
Jain, Sachin
There exist many numerical techniques for solving optimal control problems but less work has been done in the field of making these algorithms run faster and more robustly. The main motivation of this work is to solve optimal control problems accurately in a fast and efficient way. Optimal control problems are often characterized by discontinuities or switchings in the control variables. One way of accurately capturing the irregularities in the solution is to use a high resolution (dense) uniform grid. This requires a large amount of computational resources both in terms of CPU time and memory. Hence, in order to accurately capture any irregularities in the solution using a few computational resources, one can refine the mesh locally in the region close to an irregularity instead of refining the mesh uniformly over the whole domain. Therefore, a novel multiresolution scheme for data compression has been designed which is shown to outperform similar data compression schemes. Specifically, we have shown that the proposed approach results in fewer grid points in the grid compared to a common multiresolution data compression scheme. The validity of the proposed mesh refinement algorithm has been verified by solving several challenging initial-boundary value problems for evolution equations in 1D. The examples have demonstrated the stability and robustness of the proposed algorithm. The algorithm adapted dynamically to any existing or emerging irregularities in the solution by automatically allocating more grid points to the region where the solution exhibited sharp features and fewer points to the region where the solution was smooth. Thereby, the computational time and memory usage has been reduced significantly, while maintaining an accuracy equivalent to the one obtained using a fine uniform mesh. Next, a direct multiresolution-based approach for solving trajectory optimization problems is developed. The original optimal control problem is transcribed into a
Rigorous location of phase transitions in hard optimization problems.
Achlioptas, Dimitris; Naor, Assaf; Peres, Yuval
2005-06-01
It is widely believed that for many optimization problems, no algorithm is substantially more efficient than exhaustive search. This means that finding optimal solutions for many practical problems is completely beyond any current or projected computational capacity. To understand the origin of this extreme 'hardness', computer scientists, mathematicians and physicists have been investigating for two decades a connection between computational complexity and phase transitions in random instances of constraint satisfaction problems. Here we present a mathematically rigorous method for locating such phase transitions. Our method works by analysing the distribution of distances between pairs of solutions as constraints are added. By identifying critical behaviour in the evolution of this distribution, we can pinpoint the threshold location for a number of problems, including the two most-studied ones: random k-SAT and random graph colouring. Our results prove that the heuristic predictions of statistical physics in this context are essentially correct. Moreover, we establish that random instances of constraint satisfaction problems have solutions well beyond the reach of any analysed algorithm. PMID:15944693
An improved particle swarm optimization algorithm for reliability problems.
Wu, Peifeng; Gao, Liqun; Zou, Dexuan; Li, Steven
2011-01-01
An improved particle swarm optimization (IPSO) algorithm is proposed to solve reliability problems in this paper. The IPSO designs two position updating strategies: In the early iterations, each particle flies and searches according to its own best experience with a large probability; in the late iterations, each particle flies and searches according to the fling experience of the most successful particle with a large probability. In addition, the IPSO introduces a mutation operator after position updating, which can not only prevent the IPSO from trapping into the local optimum, but also enhances its space developing ability. Experimental results show that the proposed algorithm has stronger convergence and stability than the other four particle swarm optimization algorithms on solving reliability problems, and that the solutions obtained by the IPSO are better than the previously reported best-known solutions in the recent literature.
Optimal least-squares finite element method for elliptic problems
NASA Technical Reports Server (NTRS)
Jiang, Bo-Nan; Povinelli, Louis A.
1991-01-01
An optimal least squares finite element method is proposed for two dimensional and three dimensional elliptic problems and its advantages are discussed over the mixed Galerkin method and the usual least squares finite element method. In the usual least squares finite element method, the second order equation (-Delta x (Delta u) + u = f) is recast as a first order system (-Delta x p + u = f, Delta u - p = 0). The error analysis and numerical experiment show that, in this usual least squares finite element method, the rate of convergence for flux p is one order lower than optimal. In order to get an optimal least squares method, the irrotationality Delta x p = 0 should be included in the first order system.
Asynchronous global optimization techniques for medium and large inversion problems
Pereyra, V.; Koshy, M.; Meza, J.C.
1995-04-01
We discuss global optimization procedures adequate for seismic inversion problems. We explain how to save function evaluations (which may involve large scale ray tracing or other expensive operations) by creating a data base of information on what parts of parameter space have already been inspected. It is also shown how a correct parallel implementation using PVM speeds up the process almost linearly with respect to the number of processors, provided that the function evaluations are expensive enough to offset the communication overhead.
Solving quadratic programming problems by delayed projection neural network.
Yang, Yongqing; Cao, Jinde
2006-11-01
In this letter, the delayed projection neural network for solving convex quadratic programming problems is proposed. The neural network is proved to be globally exponentially stable and can converge to an optimal solution of the optimization problem. Three examples show the effectiveness of the proposed network.
Issues and Strategies in Solving Multidisciplinary Optimization Problems
NASA Technical Reports Server (NTRS)
Patnaik, Surya
2013-01-01
Optimization research at NASA Glenn Research Center has addressed the design of structures, aircraft and airbreathing propulsion engines. The accumulated multidisciplinary design activity is collected under a testbed entitled COMETBOARDS. Several issues were encountered during the solution of the problems. Four issues and the strategies adapted for their resolution are discussed. This is followed by a discussion on analytical methods that is limited to structural design application. An optimization process can lead to an inefficient local solution. This deficiency was encountered during design of an engine component. The limitation was overcome through an augmentation of animation into optimization. Optimum solutions obtained were infeasible for aircraft and airbreathing propulsion engine problems. Alleviation of this deficiency required a cascading of multiple algorithms. Profile optimization of a beam produced an irregular shape. Engineering intuition restored the regular shape for the beam. The solution obtained for a cylindrical shell by a subproblem strategy converged to a design that can be difficult to manufacture. Resolution of this issue remains a challenge. The issues and resolutions are illustrated through a set of problems: Design of an engine component, Synthesis of a subsonic aircraft, Operation optimization of a supersonic engine, Design of a wave-rotor-topping device, Profile optimization of a cantilever beam, and Design of a cylindrical shell. This chapter provides a cursory account of the issues. Cited references provide detailed discussion on the topics. Design of a structure can also be generated by traditional method and the stochastic design concept. Merits and limitations of the three methods (traditional method, optimization method and stochastic concept) are illustrated. In the traditional method, the constraints are manipulated to obtain the design and weight is back calculated. In design optimization, the weight of a structure becomes the
Wu, Zong-Sheng; Fu, Wei-Ping; Xue, Ru
2015-01-01
Teaching-learning-based optimization (TLBO) algorithm is proposed in recent years that simulates the teaching-learning phenomenon of a classroom to effectively solve global optimization of multidimensional, linear, and nonlinear problems over continuous spaces. In this paper, an improved teaching-learning-based optimization algorithm is presented, which is called nonlinear inertia weighted teaching-learning-based optimization (NIWTLBO) algorithm. This algorithm introduces a nonlinear inertia weighted factor into the basic TLBO to control the memory rate of learners and uses a dynamic inertia weighted factor to replace the original random number in teacher phase and learner phase. The proposed algorithm is tested on a number of benchmark functions, and its performance comparisons are provided against the basic TLBO and some other well-known optimization algorithms. The experiment results show that the proposed algorithm has a faster convergence rate and better performance than the basic TLBO and some other algorithms as well.
Wu, Zong-Sheng; Fu, Wei-Ping; Xue, Ru
2015-01-01
Teaching-learning-based optimization (TLBO) algorithm is proposed in recent years that simulates the teaching-learning phenomenon of a classroom to effectively solve global optimization of multidimensional, linear, and nonlinear problems over continuous spaces. In this paper, an improved teaching-learning-based optimization algorithm is presented, which is called nonlinear inertia weighted teaching-learning-based optimization (NIWTLBO) algorithm. This algorithm introduces a nonlinear inertia weighted factor into the basic TLBO to control the memory rate of learners and uses a dynamic inertia weighted factor to replace the original random number in teacher phase and learner phase. The proposed algorithm is tested on a number of benchmark functions, and its performance comparisons are provided against the basic TLBO and some other well-known optimization algorithms. The experiment results show that the proposed algorithm has a faster convergence rate and better performance than the basic TLBO and some other algorithms as well. PMID:26421005
Analyzing Quadratic Unconstrained Binary Optimization Problems Via Multicommodity Flows
Wang, Di; Kleinberg, Robert D.
2009-01-01
Quadratic Unconstrained Binary Optimization (QUBO) problems concern the minimization of quadratic polynomials in n {0, 1}-valued variables. These problems are NP-complete, but prior work has identified a sequence of polynomial-time computable lower bounds on the minimum value, denoted by C2, C3, C4,…. It is known that C2 can be computed by solving a maximum-flow problem, whereas the only previously known algorithms for computing Ck (k > 2) require solving a linear program. In this paper we prove that C3 can be computed by solving a maximum multicommodity flow problem in a graph constructed from the quadratic function. In addition to providing a lower bound on the minimum value of the quadratic function on {0, 1}n, this multicommodity flow problem also provides some information about the coordinates of the point where this minimum is achieved. By looking at the edges that are never saturated in any maximum multicommodity flow, we can identify relational persistencies: pairs of variables that must have the same or different values in any minimizing assignment. We furthermore show that all of these persistencies can be detected by solving single-commodity flow problems in the same network. PMID:20161596
MacGregor, J N; Ormerod, T C
2000-10-01
Lee and Vickers (2000) suggest that the results of MacGregor and Ormerod (1996), showing that the response uncertainty to traveling salesperson problems (TSPs) increases with increasing numbers of nonboundary points, may have resulted as an artifact of constraints imposed in the construction of stimuli. The fact that similar patterns of results have been obtained for our "constrained" stimuli, for a stimulus constructed under different constraints, for 13 randomly generated stimuli, and for random and patterned 48-point problems provides empirical evidence that the results are not artifactual. Lee and Vickers further suggest that, even if not artifactual, the results are in principle limited to arrays of fewer than 50 points and that, beyond this, the total number of points and number of nonboundary points are "diagnostically equivalent." This claim seems to us incorrect, since arrays of any size can be constructed that will permit experimental tests of whether problem difficulty is influenced by the number of nonboundary points, or the total number of points, or both. We present a reanalysis of our original data using hierarchical regression analysis which indicates that both factors may influence problem complexity.
Optimal Parametric Discrete Event Control: Problem and Solution
Griffin, Christopher H
2008-01-01
We present a novel optimization problem for discrete event control, similar in spirit to the optimal parametric control problem common in statistical process control. In our problem, we assume a known finite state machine plant model $G$ defined over an event alphabet $\\Sigma$ so that the plant model language $L = \\LanM(G)$ is prefix closed. We further assume the existence of a \\textit{base control structure} $M_K$, which may be either a finite state machine or a deterministic pushdown machine. If $K = \\LanM(M_K)$, we assume $K$ is prefix closed and that $K \\subseteq L$. We associate each controllable transition of $M_K$ with a binary variable $X_1,\\dots,X_n$ indicating whether the transition is enabled or not. This leads to a function $M_K(X_1,\\dots,X_n)$, that returns a new control specification depending upon the values of $X_1,\\dots,X_n$. We exhibit a branch-and-bound algorithm to solve the optimization problem $\\min_{X_1,\\dots,X_n}\\max_{w \\in K} C(w)$ such that $M_K(X_1,\\dots,X_n) \\models \\Pi$ and $\\LanM(M_K(X_1,\\dots,X_n)) \\in \\Con(L)$. Here $\\Pi$ is a set of logical assertions on the structure of $M_K(X_1,\\dots,X_n)$, and $M_K(X_1,\\dots,X_n) \\models \\Pi$ indicates that $M_K(X_1,\\dots,X_n)$ satisfies the logical assertions; and, $\\Con(L)$ is the set of controllable sublanguages of $L$.
An Efficient Optimization Method for Solving Unsupervised Data Classification Problems.
Shabanzadeh, Parvaneh; Yusof, Rubiyah
2015-01-01
Unsupervised data classification (or clustering) analysis is one of the most useful tools and a descriptive task in data mining that seeks to classify homogeneous groups of objects based on similarity and is used in many medical disciplines and various applications. In general, there is no single algorithm that is suitable for all types of data, conditions, and applications. Each algorithm has its own advantages, limitations, and deficiencies. Hence, research for novel and effective approaches for unsupervised data classification is still active. In this paper a heuristic algorithm, Biogeography-Based Optimization (BBO) algorithm, was adapted for data clustering problems by modifying the main operators of BBO algorithm, which is inspired from the natural biogeography distribution of different species. Similar to other population-based algorithms, BBO algorithm starts with an initial population of candidate solutions to an optimization problem and an objective function that is calculated for them. To evaluate the performance of the proposed algorithm assessment was carried on six medical and real life datasets and was compared with eight well known and recent unsupervised data classification algorithms. Numerical results demonstrate that the proposed evolutionary optimization algorithm is efficient for unsupervised data classification. PMID:26336509
An Efficient Optimization Method for Solving Unsupervised Data Classification Problems
Shabanzadeh, Parvaneh; Yusof, Rubiyah
2015-01-01
Unsupervised data classification (or clustering) analysis is one of the most useful tools and a descriptive task in data mining that seeks to classify homogeneous groups of objects based on similarity and is used in many medical disciplines and various applications. In general, there is no single algorithm that is suitable for all types of data, conditions, and applications. Each algorithm has its own advantages, limitations, and deficiencies. Hence, research for novel and effective approaches for unsupervised data classification is still active. In this paper a heuristic algorithm, Biogeography-Based Optimization (BBO) algorithm, was adapted for data clustering problems by modifying the main operators of BBO algorithm, which is inspired from the natural biogeography distribution of different species. Similar to other population-based algorithms, BBO algorithm starts with an initial population of candidate solutions to an optimization problem and an objective function that is calculated for them. To evaluate the performance of the proposed algorithm assessment was carried on six medical and real life datasets and was compared with eight well known and recent unsupervised data classification algorithms. Numerical results demonstrate that the proposed evolutionary optimization algorithm is efficient for unsupervised data classification. PMID:26336509
NASA Astrophysics Data System (ADS)
Watkins, N. W.; Chau, Y.; Chapman, S. C.
2010-12-01
The idea of describing animal movement by mathematical models based on diffusion and Brownian motion has a long heritage. It has thus been natural to account for those aspects of motion that depart from the Brownian by the use of models incorporating long memory & subdiffusion (“the Joseph effect”) and/or heavy tails & superdiffusion (“the Noah effect”). My own interest in this problem was originally from a geoscience perspective, and was triggered by the need to model time series in space physics where both effects coincide. Subsequently I have been involved in animal foraging studies [e.g. Edwards et al, Nature, 2007]. I will describe some recent work [Watkins et al, PRE, 2009] which studies how fixed-timestep and variable-timestep formulations of anomalous diffusion are related in the presence of heavy tails and long range memory (stable processes versus the CTRW). Quantities for which different scaling relations are predicted between the two approaches are of particular interest, to aid testability. I will also present some of work in progress on the convex hull of anomalously diffusing walkers, inspired by its possible relevance to the idea of home range in biology, and by Randon-Furling et al’s recent analytical results in the Brownian case [PRL, 2009].
Convex polytopes and quantum separability
Holik, F.; Plastino, A.
2011-12-15
We advance a perspective of the entanglement issue that appeals to the Schlienz-Mahler measure [Phys. Rev. A 52, 4396 (1995)]. Related to it, we propose a criterium based on the consideration of convex subsets of quantum states. This criterium generalizes a property of product states to convex subsets (of the set of quantum states) that is able to uncover an interesting geometrical property of the separability property.
Convex polytopes and quantum separability
NASA Astrophysics Data System (ADS)
Holik, F.; Plastino, A.
2011-12-01
We advance a perspective of the entanglement issue that appeals to the Schlienz-Mahler measure [Phys. Rev. APLRAAN1050-294710.1103/PhysRevA.52.4396 52, 4396 (1995)]. Related to it, we propose a criterium based on the consideration of convex subsets of quantum states. This criterium generalizes a property of product states to convex subsets (of the set of quantum states) that is able to uncover an interesting geometrical property of the separability property.
A self-learning particle swarm optimizer for global optimization problems.
Li, Changhe; Yang, Shengxiang; Nguyen, Trung Thanh
2012-06-01
Particle swarm optimization (PSO) has been shown as an effective tool for solving global optimization problems. So far, most PSO algorithms use a single learning pattern for all particles, which means that all particles in a swarm use the same strategy. This monotonic learning pattern may cause the lack of intelligence for a particular particle, which makes it unable to deal with different complex situations. This paper presents a novel algorithm, called self-learning particle swarm optimizer (SLPSO), for global optimization problems. In SLPSO, each particle has a set of four strategies to cope with different situations in the search space. The cooperation of the four strategies is implemented by an adaptive learning framework at the individual level, which can enable a particle to choose the optimal strategy according to its own local fitness landscape. The experimental study on a set of 45 test functions and two real-world problems show that SLPSO has a superior performance in comparison with several other peer algorithms.
Adjoint optimization of natural convection problems: differentially heated cavity
NASA Astrophysics Data System (ADS)
Saglietti, Clio; Schlatter, Philipp; Monokrousos, Antonios; Henningson, Dan S.
2016-06-01
Optimization of natural convection-driven flows may provide significant improvements to the performance of cooling devices, but a theoretical investigation of such flows has been rarely done. The present paper illustrates an efficient gradient-based optimization method for analyzing such systems. We consider numerically the natural convection-driven flow in a differentially heated cavity with three Prandtl numbers (Pr=0.15{-}7 ) at super-critical conditions. All results and implementations were done with the spectral element code Nek5000. The flow is analyzed using linear direct and adjoint computations about a nonlinear base flow, extracting in particular optimal initial conditions using power iteration and the solution of the full adjoint direct eigenproblem. The cost function for both temperature and velocity is based on the kinetic energy and the concept of entransy, which yields a quadratic functional. Results are presented as a function of Prandtl number, time horizons and weights between kinetic energy and entransy. In particular, it is shown that the maximum transient growth is achieved at time horizons on the order of 5 time units for all cases, whereas for larger time horizons the adjoint mode is recovered as optimal initial condition. For smaller time horizons, the influence of the weights leads either to a concentric temperature distribution or to an initial condition pattern that opposes the mean shear and grows according to the Orr mechanism. For specific cases, it could also been shown that the computation of optimal initial conditions leads to a degenerate problem, with a potential loss of symmetry. In these situations, it turns out that any initial condition lying in a specific span of the eigenfunctions will yield exactly the same transient amplification. As a consequence, the power iteration converges very slowly and fails to extract all possible optimal initial conditions. According to the authors' knowledge, this behavior is illustrated here
Mathematical theory of a relaxed design problem in structural optimization
NASA Technical Reports Server (NTRS)
Kikuchi, Noboru; Suzuki, Katsuyuki
1990-01-01
Various attempts have been made to construct a rigorous mathematical theory of optimization for size, shape, and topology (i.e. layout) of an elastic structure. If these are represented by a finite number of parametric functions, as Armand described, it is possible to construct an existence theory of the optimum design using compactness argument in a finite dimensional design space or a closed admissible set of a finite dimensional design space. However, if the admissible design set is a subset of non-reflexive Banach space such as L(sup infinity)(Omega), construction of the existence theory of the optimum design becomes suddenly difficult and requires to extend (i.e. generalize) the design problem to much more wider class of design that is compatible to mechanics of structures in the sense of variational principle. Starting from the study by Cheng and Olhoff, Lurie, Cherkaev, and Fedorov introduced a new concept of convergence of design variables in a generalized sense and construct the 'G-Closure' theory of an extended (relaxed) optimum design problem. A similar attempt, but independent in large extent, can also be found in Kohn and Strang in which the shape and topology optimization problem is relaxed to allow to use of perforated composites rather than restricting it to usual solid structures. An identical idea is also stated in Murat and Tartar using the notion of the homogenization theory. That is, introducing possibility of micro-scale perforation together with the theory of homogenization, the optimum design problem is relaxed to construct its mathematical theory. It is also noted that this type of relaxed design problem is perfectly matched to the variational principle in structural mechanics.
New attitude penalty functions for spacecraft optimal control problems
Schaub, H.; Junkins, J.L.; Robinett, R.D.
1996-03-01
A solution of a spacecraft optimal control problem, whose cost function relies on an attitude description, usually depends on the choice of attitude coordinates used. A problem could be solved using 3-2-1 Euler angles or using classical Rodriguez parameters and yield two different ``optimal`` solutions, unless the performance index in invariant with respect to the attitude coordinate choice. Another problem arising with many attitude coordinates is that they have no sense of when a body has tumbled beyond 180{degrees} from the reference attitude. In many such cases it would be easier (i.e. cost less) to let the body complete the revolution than to force it to reverse the rotation and return to the desired attitude. This paper develops a universal attitude penalty function g() whose value is independent of the attitude coordinates chosen to represent it. Furthermore, this function will achieve its maximum value only when a principal rotation of {plus_minus}180{degrees} from the target state is performed. This will implicitly permit the g() function to sense the shortest rotational distance back to the reference state. An attitude penalty function which depends on the Modified Rodriguez Parameters (MRP) will also be presented. These recently discovered MRPs are a non-singular three-parameter set which can describe any three-attitude. This MRP penalty function is simpler than the attitude coordinate independent g() function, but retains the useful property of avoiding lengthy principal rotations of more than {plus_minus}180{degrees}.
On the robust optimization to the uncertain vaccination strategy problem
NASA Astrophysics Data System (ADS)
Chaerani, D.; Anggriani, N.; Firdaniza
2014-02-01
In order to prevent an epidemic of infectious diseases, the vaccination coverage needs to be minimized and also the basic reproduction number needs to be maintained below 1. This means that as we get the vaccination coverage as minimum as possible, thus we need to prevent the epidemic to a small number of people who already get infected. In this paper, we discuss the case of vaccination strategy in term of minimizing vaccination coverage, when the basic reproduction number is assumed as an uncertain parameter that lies between 0 and 1. We refer to the linear optimization model for vaccination strategy that propose by Becker and Starrzak (see [2]). Assuming that there is parameter uncertainty involved, we can see Tanner et al (see [9]) who propose the optimal solution of the problem using stochastic programming. In this paper we discuss an alternative way of optimizing the uncertain vaccination strategy using Robust Optimization (see [3]). In this approach we assume that the parameter uncertainty lies within an ellipsoidal uncertainty set such that we can claim that the obtained result will be achieved in a polynomial time algorithm (as it is guaranteed by the RO methodology). The robust counterpart model is presented.
On the robust optimization to the uncertain vaccination strategy problem
Chaerani, D. Anggriani, N. Firdaniza
2014-02-21
In order to prevent an epidemic of infectious diseases, the vaccination coverage needs to be minimized and also the basic reproduction number needs to be maintained below 1. This means that as we get the vaccination coverage as minimum as possible, thus we need to prevent the epidemic to a small number of people who already get infected. In this paper, we discuss the case of vaccination strategy in term of minimizing vaccination coverage, when the basic reproduction number is assumed as an uncertain parameter that lies between 0 and 1. We refer to the linear optimization model for vaccination strategy that propose by Becker and Starrzak (see [2]). Assuming that there is parameter uncertainty involved, we can see Tanner et al (see [9]) who propose the optimal solution of the problem using stochastic programming. In this paper we discuss an alternative way of optimizing the uncertain vaccination strategy using Robust Optimization (see [3]). In this approach we assume that the parameter uncertainty lies within an ellipsoidal uncertainty set such that we can claim that the obtained result will be achieved in a polynomial time algorithm (as it is guaranteed by the RO methodology). The robust counterpart model is presented.
A mathematical programming approach to stochastic and dynamic optimization problems
Bertsimas, D.
1994-12-31
We propose three ideas for constructing optimal or near-optimal policies: (1) for systems for which we have an exact characterization of the performance space we outline an adaptive greedy algorithm that gives rise to indexing policies (we illustrate this technique in the context of indexable systems); (2) we use integer programming to construct policies from the underlying descriptions of the performance space (we illustrate this technique in the context of polling systems); (3) we use linear control over polyhedral regions to solve deterministic versions for this class of problems. This approach gives interesting insights for the structure of the optimal policy (we illustrate this idea in the context of multiclass queueing networks). The unifying theme in the paper is the thesis that better formulations lead to deeper understanding and better solution methods. Overall the proposed approach for stochastic and dynamic optimization parallels efforts of the mathematical programming community in the last fifteen years to develop sharper formulations (polyhedral combinatorics and more recently nonlinear relaxations) and leads to new insights ranging from a complete characterization and new algorithms for indexable systems to tight lower bounds and new algorithms with provable a posteriori guarantees for their suboptimality for polling systems, multiclass queueing and loss networks.
The Convex Coordinates of the Symmedian Point
ERIC Educational Resources Information Center
Boyd, J. N.; Raychowdhury, P. N.
2006-01-01
In this note, we recall the convex (or barycentric) coordinates of the points of a closed triangular region. We relate the convex and trilinear coordinates of the interior points of the triangular region. We use the relationship between convex and trilinear coordinates to calculate the convex coordinates of the symmedian point of the triangular…
Dillard, Amanda J; Midboe, Amanda M; Klein, William M P
2009-11-01
College students were identified who were unrealistically optimistic about the likelihood they would experience severe problems due to alcohol consumption. These individuals were then followed over a 2-year period to determine whether they were more likely to report experiencing a range of alcohol-related negative events. Unlike the majority of studies on unrealistic optimism, this study (a) assessed bias at the individual rather than group level and (b) used a prospective rather than cross-sectional design. Participants completed measures at four times, each separated by 4-6 months. Findings showed that unrealistic optimism at Time 1 was associated with a greater number of negative events at Times 2, 3, and 4. Similarly, unrealistic optimism at Time 2 was associated with more negative events at Times 3 and 4. In all cases, the relationships were significant when controlling for previous negative events, suggesting the effects of unrealistic optimism can mount over time. PMID:19721102
Finite element solution of optimal control problems with inequality constraints
NASA Technical Reports Server (NTRS)
Bless, Robert R.; Hodges, Dewey H.
1990-01-01
A finite-element method based on a weak Hamiltonian form of the necessary conditions is summarized for optimal control problems. Very crude shape functions (so simple that element numerical quadrature is not necessary) can be used to develop an efficient procedure for obtaining candidate solutions (i.e., those which satisfy all the necessary conditions) even for highly nonlinear problems. An extension of the formulation allowing for discontinuities in the states and derivatives of the states is given. A theory that includes control inequality constraints is fully developed. An advanced launch vehicle (ALV) model is presented. The model involves staging and control constraints, thus demonstrating the full power of the weak formulation to date. Numerical results are presented along with total elapsed computer time required to obtain the results. The speed and accuracy in obtaining the results make this method a strong candidate for a real-time guidance algorithm.
A constraint consensus memetic algorithm for solving constrained optimization problems
NASA Astrophysics Data System (ADS)
Hamza, Noha M.; Sarker, Ruhul A.; Essam, Daryl L.; Deb, Kalyanmoy; Elsayed, Saber M.
2014-11-01
Constraint handling is an important aspect of evolutionary constrained optimization. Currently, the mechanism used for constraint handling with evolutionary algorithms mainly assists the selection process, but not the actual search process. In this article, first a genetic algorithm is combined with a class of search methods, known as constraint consensus methods, that assist infeasible individuals to move towards the feasible region. This approach is also integrated with a memetic algorithm. The proposed algorithm is tested and analysed by solving two sets of standard benchmark problems, and the results are compared with other state-of-the-art algorithms. The comparisons show that the proposed algorithm outperforms other similar algorithms. The algorithm has also been applied to solve a practical economic load dispatch problem, where it also shows superior performance over other algorithms.
Fast solvers for optimal control problems from pattern formation
NASA Astrophysics Data System (ADS)
Stoll, Martin; Pearson, John W.; Maini, Philip K.
2016-01-01
The modeling of pattern formation in biological systems using various models of reaction-diffusion type has been an active research topic for many years. We here look at a parameter identification (or PDE-constrained optimization) problem where the Schnakenberg and Gierer-Meinhardt equations, two well-known pattern formation models, form the constraints to an objective function. Our main focus is on the efficient solution of the associated nonlinear programming problems via a Lagrange-Newton scheme. In particular we focus on the fast and robust solution of the resulting large linear systems, which are of saddle point form. We illustrate this by considering several two- and three-dimensional setups for both models. Additionally, we discuss an image-driven formulation that allows us to identify parameters of the model to match an observed quantity obtained from an image.
Peritoneal dialysis catheter implantation: avoiding problems and optimizing outcomes.
Crabtree, John H
2015-01-01
The success of peritoneal dialysis (PD) as renal replacement therapy is dependent upon the patient having a functional long-term peritoneal access. There are a number of identified best practices that must be adhered to during PD catheter placement to achieve a durable and infection-resistant access. The clinical setting, available resources, and the employed catheter insertion method may not always permit complete adherence to these practices; however, an attempt should be made to comply with them as closely as possible. Although omission of any one of the practices can lead to catheter loss, departures from some are committed more frequently, manifesting as commonly occurring clinical problems, such as drain pain, catheter tip migration, omental entrapment, pericatheter leaks and hernias, and poor exit-site location. Understanding the technical pitfalls in PD catheter placement that lead to these problems, enable the provider to modify practice habits to avoid them and optimize outcomes. PMID:25338661
Enhanced ant colony optimization for inventory routing problem
NASA Astrophysics Data System (ADS)
Wong, Lily; Moin, Noor Hasnah
2015-10-01
The inventory routing problem (IRP) integrates and coordinates two important components of supply chain management which are transportation and inventory management. We consider a one-to-many IRP network for a finite planning horizon. The demand for each product is deterministic and time varying as well as a fleet of capacitated homogeneous vehicles, housed at a depot/warehouse, delivers the products from the warehouse to meet the demand specified by the customers in each period. The inventory holding cost is product specific and is incurred at the customer sites. The objective is to determine the amount of inventory and to construct a delivery routing that minimizes both the total transportation and inventory holding cost while ensuring each customer's demand is met over the planning horizon. The problem is formulated as a mixed integer programming problem and is solved using CPLEX 12.4 to get the lower and upper bound (best integer) for each instance considered. We propose an enhanced ant colony optimization (ACO) to solve the problem and the built route is improved by using local search. The computational experiments demonstrating the effectiveness of our approach is presented.
Solving the Traveling Salesman's Problem Using the African Buffalo Optimization.
Odili, Julius Beneoluchi; Mohmad Kahar, Mohd Nizam
2016-01-01
This paper proposes the African Buffalo Optimization (ABO) which is a new metaheuristic algorithm that is derived from careful observation of the African buffalos, a species of wild cows, in the African forests and savannahs. This animal displays uncommon intelligence, strategic organizational skills, and exceptional navigational ingenuity in its traversal of the African landscape in search for food. The African Buffalo Optimization builds a mathematical model from the behavior of this animal and uses the model to solve 33 benchmark symmetric Traveling Salesman's Problem and six difficult asymmetric instances from the TSPLIB. This study shows that buffalos are able to ensure excellent exploration and exploitation of the search space through regular communication, cooperation, and good memory of its previous personal exploits as well as tapping from the herd's collective exploits. The results obtained by using the ABO to solve these TSP cases were benchmarked against the results obtained by using other popular algorithms. The results obtained using the African Buffalo Optimization algorithm are very competitive. PMID:26880872
Solving the Traveling Salesman's Problem Using the African Buffalo Optimization
Odili, Julius Beneoluchi; Mohmad Kahar, Mohd Nizam
2016-01-01
This paper proposes the African Buffalo Optimization (ABO) which is a new metaheuristic algorithm that is derived from careful observation of the African buffalos, a species of wild cows, in the African forests and savannahs. This animal displays uncommon intelligence, strategic organizational skills, and exceptional navigational ingenuity in its traversal of the African landscape in search for food. The African Buffalo Optimization builds a mathematical model from the behavior of this animal and uses the model to solve 33 benchmark symmetric Traveling Salesman's Problem and six difficult asymmetric instances from the TSPLIB. This study shows that buffalos are able to ensure excellent exploration and exploitation of the search space through regular communication, cooperation, and good memory of its previous personal exploits as well as tapping from the herd's collective exploits. The results obtained by using the ABO to solve these TSP cases were benchmarked against the results obtained by using other popular algorithms. The results obtained using the African Buffalo Optimization algorithm are very competitive. PMID:26880872
Path Following in the Exact Penalty Method of Convex Programming
Zhou, Hua; Lange, Kenneth
2015-01-01
Classical penalty methods solve a sequence of unconstrained problems that put greater and greater stress on meeting the constraints. In the limit as the penalty constant tends to ∞, one recovers the constrained solution. In the exact penalty method, squared penalties are replaced by absolute value penalties, and the solution is recovered for a finite value of the penalty constant. In practice, the kinks in the penalty and the unknown magnitude of the penalty constant prevent wide application of the exact penalty method in nonlinear programming. In this article, we examine a strategy of path following consistent with the exact penalty method. Instead of performing optimization at a single penalty constant, we trace the solution as a continuous function of the penalty constant. Thus, path following starts at the unconstrained solution and follows the solution path as the penalty constant increases. In the process, the solution path hits, slides along, and exits from the various constraints. For quadratic programming, the solution path is piecewise linear and takes large jumps from constraint to constraint. For a general convex program, the solution path is piecewise smooth, and path following operates by numerically solving an ordinary differential equation segment by segment. Our diverse applications to a) projection onto a convex set, b) nonnegative least squares, c) quadratically constrained quadratic programming, d) geometric programming, and e) semidefinite programming illustrate the mechanics and potential of path following. The final detour to image denoising demonstrates the relevance of path following to regularized estimation in inverse problems. In regularized estimation, one follows the solution path as the penalty constant decreases from a large value. PMID:26366044
Logical definability and asymptotic growth in optimization and counting problems
Compton, K.
1994-12-31
There has recently been a great deal of interest in the relationship between logical definability and NP-optimization problems. Let MS{sub n} (resp. MP{sub n}) be the class of problems to compute, for given a finite structure A, the maximum number of tuples {bar x} in A satisfying a {Sigma}{sub n} (resp. II{sub n}) formula {psi}({bar x}, {bar S}) as {bar S} ranges over predicates on A. Kolaitis and Thakur showed that the classes MS{sub n} and MP{sub n} collapse to a hierarchy of four levels. Papadimitriou and Yannakakis previously showed that problems in the two lowest levels MS{sub 0} and MS{sub 1} (which they called Max Snp and Max Np) are approximable to within a contrast factor in polynomial time. Similarly, Saluja, Subrahmanyam, and Thakur defined SS{sub n} (resp. SP{sub n}) to be the class of problems to compute, for given a finite structure A, the number of tuples ({bar T}, {bar S}) satisfying a given {Sigma}{sub n} (resp. II{sub n}) formula {psi}({bar T}, {bar c}) in A. They showed that the classes SS{sub n} and SP{sub n} collapse to a hierarchy of five levels and that problems in the two lowest levels SS{sub 0} and SS{sub 1} have a fully polynomial time randomized approximation scheme. We define extended classes MSF{sub n}, MPF{sub n} SSF{sub n}, and SPF{sub n} by allowing formulae to contain predicates definable in a logic known as least fixpoint logic. The resulting hierarchies classes collapse to the same number of levels and problems in the bottom levels can be approximated as before, but now some problems descend from the highest levels in the original hierarchies to the lowest levels in the new hierarchies. We introduce a method characterizing rates of growth of average solution sizes thereby showing a number of important problems do not belong MSF{sub 1} and SSF{sub 1}. This method is related to limit laws for logics and the probabilistic method from combinatorics.
Feed Forward Neural Network and Optimal Control Problem with Control and State Constraints
Kmet', Tibor; Kmet'ova, Maria
2009-09-09
A feed forward neural network based optimal control synthesis is presented for solving optimal control problems with control and state constraints. The paper extends adaptive critic neural network architecture proposed by [5] to the optimal control problems with control and state constraints. The optimal control problem is transcribed into a nonlinear programming problem which is implemented with adaptive critic neural network. The proposed simulation method is illustrated by the optimal control problem of nitrogen transformation cycle model. Results show that adaptive critic based systematic approach holds promise for obtaining the optimal control with control and state constraints.
An optimal iterative solver for the Stokes problem
Wathen, A.; Silvester, D.
1994-12-31
Discretisations of the classical Stokes Problem for slow viscous incompressible flow gives rise to systems of equations in matrix form for the velocity u and the pressure p, where the coefficient matrix is symmetric but necessarily indefinite. The square submatrix A is symmetric and positive definite and represents a discrete (vector) Laplacian and the submatrix C may be the zero matrix or more generally will be symmetric positive semi-definite. For `stabilised` discretisations (C {ne} 0) and descretisations which are inherently `stable` (C = 0) and so do not admit spurious pressure components even as the mesh size, h approaches zero, the Schur compliment of the matrix has spectral condition number independent of h (given also that B is bounded). Here the authors will show how this property together with a multigrid preconditioner only for the Laplacian block A yields an optimal solver for the Stokes problem through use of the Minimum Residual iteration. That is, combining Minimum Residual iteration for the matrix equation with a block preconditioner which comprises a small number of multigrid V-cycles for the Laplacian block A together with a simple diagonal scaling block provides an iterative solution procedure for which the computational work grows only linearly with the problem size.
Human opinion dynamics: an inspiration to solve complex optimization problems.
Kaur, Rishemjit; Kumar, Ritesh; Bhondekar, Amol P; Kapur, Pawan
2013-01-01
Human interactions give rise to the formation of different kinds of opinions in a society. The study of formations and dynamics of opinions has been one of the most important areas in social physics. The opinion dynamics and associated social structure leads to decision making or so called opinion consensus. Opinion formation is a process of collective intelligence evolving from the integrative tendencies of social influence with the disintegrative effects of individualisation, and therefore could be exploited for developing search strategies. Here, we demonstrate that human opinion dynamics can be utilised to solve complex mathematical optimization problems. The results have been compared with a standard algorithm inspired from bird flocking behaviour and the comparison proves the efficacy of the proposed approach in general. Our investigation may open new avenues towards understanding the collective decision making. PMID:24141795
A relaxed reduced space SQP strategy for dynamic optimization problems.
Logsdon, J. S.; Biegler, L. T.; Carnegie-Mellon Univ.
1993-01-01
Recently, strategies have been developed to solve dynamic simulation and optimization problems in a simultaneous manner by applying orthogonal collocation on finite elements and solving the nonlinear program (NLP) with a reduced space successive quadratic programming (SQP) approach. We develop a relaxed simultaneous approach that leads to faster performance. The method operates in the reduced space of the control variables and solves the collocation equations inexactly at each SQP iteration. Unlike previous simultaneous formulations, it is able to consider the state variables one element at a time. Also, this approach is compared on two process examples to the reduced gradient, feasible path approach outlined in Logsdon and Biegler. Nonlinear programs with up to 5500 variables are solved with only 40% of the effort. Finally, a theoretical analysis of this approach is provided.
Human opinion dynamics: An inspiration to solve complex optimization problems
Kaur, Rishemjit; Kumar, Ritesh; Bhondekar, Amol P.; Kapur, Pawan
2013-01-01
Human interactions give rise to the formation of different kinds of opinions in a society. The study of formations and dynamics of opinions has been one of the most important areas in social physics. The opinion dynamics and associated social structure leads to decision making or so called opinion consensus. Opinion formation is a process of collective intelligence evolving from the integrative tendencies of social influence with the disintegrative effects of individualisation, and therefore could be exploited for developing search strategies. Here, we demonstrate that human opinion dynamics can be utilised to solve complex mathematical optimization problems. The results have been compared with a standard algorithm inspired from bird flocking behaviour and the comparison proves the efficacy of the proposed approach in general. Our investigation may open new avenues towards understanding the collective decision making. PMID:24141795
Optimization-based interactive segmentation interface for multiregion problems.
Baxter, John S H; Rajchl, Martin; Peters, Terry M; Chen, Elvis C S
2016-04-01
Interactive segmentation is becoming of increasing interest to the medical imaging community in that it combines the positive aspects of both manual and automated segmentation. However, general-purpose tools have been lacking in terms of segmenting multiple regions simultaneously with a high degree of coupling between groups of labels. Hierarchical max-flow segmentation has taken advantage of this coupling for individual applications, but until recently, these algorithms were constrained to a particular hierarchy and could not be considered general-purpose. In a generalized form, the hierarchy for any given segmentation problem is specified in run-time, allowing different hierarchies to be quickly explored. We present an interactive segmentation interface, which uses generalized hierarchical max-flow for optimization-based multiregion segmentation guided by user-defined seeds. Applications in cardiac and neonatal brain segmentation are given as example applications of its generality. PMID:27335892
Human opinion dynamics: An inspiration to solve complex optimization problems
NASA Astrophysics Data System (ADS)
Kaur, Rishemjit; Kumar, Ritesh; Bhondekar, Amol P.; Kapur, Pawan
2013-10-01
Human interactions give rise to the formation of different kinds of opinions in a society. The study of formations and dynamics of opinions has been one of the most important areas in social physics. The opinion dynamics and associated social structure leads to decision making or so called opinion consensus. Opinion formation is a process of collective intelligence evolving from the integrative tendencies of social influence with the disintegrative effects of individualisation, and therefore could be exploited for developing search strategies. Here, we demonstrate that human opinion dynamics can be utilised to solve complex mathematical optimization problems. The results have been compared with a standard algorithm inspired from bird flocking behaviour and the comparison proves the efficacy of the proposed approach in general. Our investigation may open new avenues towards understanding the collective decision making.
CONCOLOR: Constrained Non-Convex Low-Rank Model for Image Deblocking.
Zhang, Jian; Xiong, Ruiqin; Zhao, Chen; Zhang, Yongbing; Ma, Siwei; Gao, Wen
2016-03-01
Due to independent and coarse quantization of transform coefficients in each block, block-based transform coding usually introduces visually annoying blocking artifacts at low bitrates, which greatly prevents further bit reduction. To alleviate the conflict between bit reduction and quality preservation, deblocking as a post-processing strategy is an attractive and promising solution without changing existing codec. In this paper, in order to reduce blocking artifacts and obtain high-quality image, image deblocking is formulated as an optimization problem within maximum a posteriori framework, and a novel algorithm for image deblocking using constrained non-convex low-rank model is proposed. The ℓ(p) (0 < p < 1) penalty function is extended on singular values of a matrix to characterize low-rank prior model rather than the nuclear norm, while the quantization constraint is explicitly transformed into the feasible solution space to constrain the non-convex low-rank optimization. Moreover, a new quantization noise model is developed, and an alternatively minimizing strategy with adaptive parameter adjustment is developed to solve the proposed optimization problem. This parameter-free advantage enables the whole algorithm more attractive and practical. Experiments demonstrate that the proposed image deblocking algorithm outperforms the current state-of-the-art methods in both the objective quality and the perceptual quality. PMID:26761774
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.
Off-Grid DOA Estimation Based on Analysis of the Convexity of Maximum Likelihood Function
NASA Astrophysics Data System (ADS)
LIU, Liang; WEI, Ping; LIAO, Hong Shu
Spatial compressive sensing (SCS) has recently been applied to direction-of-arrival (DOA) estimation owing to advantages over conventional ones. However the performance of compressive sensing (CS)-based estimation methods decreases when true DOAs are not exactly on the discretized sampling grid. We solve the off-grid DOA estimation problem using the deterministic maximum likelihood (DML) estimation method. In this work, we analyze the convexity of the DML function in the vicinity of the global solution. Especially under the condition of large array, we search for an approximately convex range around the ture DOAs to guarantee the DML function convex. Based on the convexity of the DML function, we propose a computationally efficient algorithm framework for off-grid DOA estimation. Numerical experiments show that the rough convex range accords well with the exact convex range of the DML function with large array and demonstrate the superior performance of the proposed methods in terms of accuracy, robustness and speed.
Active Batch Selection via Convex Relaxations with Guaranteed Solution Bounds.
Chakraborty, Shayok; Balasubramanian, Vineeth; Sun, Qian; Panchanathan, Sethuraman; Ye, Jieping
2015-10-01
Active learning techniques have gained popularity to reduce human effort in labeling data instances for inducing a classifier. When faced with large amounts of unlabeled data, such algorithms automatically identify the exemplar instances for manual annotation. More recently, there have been attempts towards a batch mode form of active learning, where a batch of data points is simultaneously selected from an unlabeled set. In this paper, we propose two novel batch mode active learning (BMAL) algorithms: BatchRank and BatchRand. We first formulate the batch selection task as an NP-hard optimization problem; we then propose two convex relaxations, one based on linear programming and the other based on semi-definite programming to solve the batch selection problem. Finally, a deterministic bound is derived on the solution quality for the first relaxation and a probabilistic bound for the second. To the best of our knowledge, this is the first research effort to derive mathematical guarantees on the solution quality of the BMAL problem. Our extensive empirical studies on 15 binary, multi-class and multi-label challenging datasets corroborate that the proposed algorithms perform at par with the state-of-the-art techniques, deliver high quality solutions and are robust to real-world issues like label noise and class imbalance.
Convex analysis and ideal tensegrities
NASA Astrophysics Data System (ADS)
Maceri, Franco; Marino, Michele; Vairo, Giuseppe
2011-11-01
A theoretical framework based on convex analysis is formulated and developed to study tensegrity structures under steady-state loads. Many classical results for ideal tensegrities are rationally deduced from subdifferentiable models in a novel mechanical perspective. Novel energy-based criteria for rigidity and pre-stressability are provided, allowing to formulate numerical algorithms for computations.
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
Detection of Convexity and Concavity in Context
ERIC Educational Resources Information Center
Bertamini, Marco
2008-01-01
Sensitivity to shape changes was measured, in particular detection of convexity and concavity changes. The available data are contradictory. The author used a change detection task and simple polygons to systematically manipulate convexity/concavity. Performance was high for detecting a change of sign (a new concave vertex along a convex contour…
Revisiting separation properties of convex fuzzy sets
Technology Transfer Automated Retrieval System (TEKTRAN)
Separation of convex sets by hyperplanes has been extensively studied on crisp sets. In a seminal paper separability and convexity are investigated, however there is a flaw on the definition of degree of separation. We revisited separation on convex fuzzy sets that have level-wise (crisp) disjointne...
Optimal Control Problem of Feeding Adaptations of Daphnia and Neural Network Simulation
NASA Astrophysics Data System (ADS)
Kmet', Tibor; Kmet'ov, Mria
2010-09-01
A neural network based optimal control synthesis is presented for solving optimal control problems with control and state constraints and open final time. The optimal control problem is transcribed into nonlinear programming problem, which is implemented with adaptive critic neural network [9] and recurrent neural network for solving nonlinear proprojection equations [10]. The proposed simulation methods is illustrated by the optimal control problem of feeding adaptation of filter feeders of Daphnia. Results show that adaptive critic based systematic approach and neural network solving of nonlinear equations hold promise for obtaining the optimal control with control and state constraints and open final time.
One-Dimensional Infinite Horizon Nonconcave Optimal Control Problems Arising in Economic Dynamics
Zaslavski, Alexander J.
2011-12-15
We study the existence of optimal solutions for a class of infinite horizon nonconvex autonomous discrete-time optimal control problems. This class contains optimal control problems without discounting arising in economic dynamics which describe a model with a nonconcave utility function.
Non-convex entropies for conservation laws with involutions.
Dafermos, Constantine M
2013-12-28
The paper discusses systems of conservation laws endowed with involutions and contingent entropies. Under the assumption that the contingent entropy function is convex merely in the direction of a cone in state space, associated with the involution, it is shown that the Cauchy problem is locally well posed in the class of classical solutions, and that classical solutions are unique and stable even within the broader class of weak solutions that satisfy an entropy inequality. This is on a par with the classical theory of solutions to hyperbolic systems of conservation laws endowed with a convex entropy. The equations of elastodynamics provide the prototypical example for the above setting.
Convexity preserving C2 rational quadratic trigonometric spline
NASA Astrophysics Data System (ADS)
Dube, Mridula; Tiwari, Preeti
2012-09-01
A C2 rational quadratic trigonometric spline interpolation has been studied using two kind of rational quadratic trigonometric splines. It is shown that under some natural conditions the solution of the problem exits and is unique. The necessary and sufficient condition that constrain the interpolation curves to be convex in the interpolating interval or subinterval are derived.
Averaging and Linear Programming in Some Singularly Perturbed Problems of Optimal Control
Gaitsgory, Vladimir; Rossomakhine, Sergey
2015-04-15
The paper aims at the development of an apparatus for analysis and construction of near optimal solutions of singularly perturbed (SP) optimal controls problems (that is, problems of optimal control of SP systems) considered on the infinite time horizon. We mostly focus on problems with time discounting criteria but a possibility of the extension of results to periodic optimization problems is discussed as well. Our consideration is based on earlier results on averaging of SP control systems and on linear programming formulations of optimal control problems. The idea that we exploit is to first asymptotically approximate a given problem of optimal control of the SP system by a certain averaged optimal control problem, then reformulate this averaged problem as an infinite-dimensional linear programming (LP) problem, and then approximate the latter by semi-infinite LP problems. We show that the optimal solution of these semi-infinite LP problems and their duals (that can be found with the help of a modification of an available LP software) allow one to construct near optimal controls of the SP system. We demonstrate the construction with two numerical examples.
A sparse superlinearly convergent SQP with applications to two-dimensional shape optimization.
Anitescu, M.
1998-04-15
Discretization of optimal shape design problems leads to very large nonlinear optimization problems. For attaining maximum computational efficiency, a sequential quadratic programming (SQP) algorithm should achieve superlinear convergence while preserving sparsity and convexity of the resulting quadratic programs. Most classical SQP approaches violate at least one of the requirements. We show that, for a very large class of optimization problems, one can design SQP algorithms that satisfy all these three requirements. The improvements in computational efficiency are demonstrated for a cam design problem.
Solving mixed integer nonlinear programming problems using spiral dynamics optimization algorithm
NASA Astrophysics Data System (ADS)
Kania, Adhe; Sidarto, Kuntjoro Adji
2016-02-01
Many engineering and practical problem can be modeled by mixed integer nonlinear programming. This paper proposes to solve the problem with modified spiral dynamics inspired optimization method of Tamura and Yasuda. Four test cases have been examined, including problem in engineering and sport. This method succeeds in obtaining the optimal result in all test cases.
Evaluating convex roof entanglement measures.
Tóth, Géza; Moroder, Tobias; Gühne, Otfried
2015-04-24
We show a powerful method to compute entanglement measures based on convex roof constructions. In particular, our method is applicable to measures that, for pure states, can be written as low order polynomials of operator expectation values. We show how to compute the linear entropy of entanglement, the linear entanglement of assistance, and a bound on the dimension of the entanglement for bipartite systems. We discuss how to obtain the convex roof of the three-tangle for three-qubit states. We also show how to calculate the linear entropy of entanglement and the quantum Fisher information based on partial information or device independent information. We demonstrate the usefulness of our method by concrete examples.
Convex profiles from asteroid lightcurves
NASA Astrophysics Data System (ADS)
Ostro, S. J.; Connelly, R.
1984-03-01
A lightcurve inversion method that yields a two-dimensional convex profile is introduced. The number of parameters that characterize the profile is limited only by the number of Fourier harmonics used to represent the parent lightcurve. The implementation of the method is outlined by a recursive quadratic programming algorithm, and its application to photoelectric lightcurves and radar measurements is discussed. Special properties of the lightcurves of geometrically scattering ellipsoids are pointed out, and those properties are used to test the inversion method and obtain a criterion for judging whether any lightcurve could actually be due to such an object. Convex profiles for several asteroids are shown, and the method's validity is discussed from a physical as well as purely statistical point of view.
NASA Astrophysics Data System (ADS)
Gao, Qian
For both the conventional radio frequency and the comparably recent optical wireless communication systems, extensive effort from the academia had been made in improving the network spectrum efficiency and/or reducing the error rate. To achieve these goals, many fundamental challenges such as power efficient constellation design, nonlinear distortion mitigation, channel training design, network scheduling and etc. need to be properly addressed. In this dissertation, novel schemes are proposed accordingly to deal with specific problems falling in category of these challenges. Rigorous proofs and analyses are provided for each of our work to make a fair comparison with the corresponding peer works to clearly demonstrate the advantages. The first part of this dissertation considers a multi-carrier optical wireless system employing intensity modulation (IM) and direct detection (DD). A block-wise constellation design is presented, which treats the DC-bias that conventionally used solely for biasing purpose as an information basis. Our scheme, we term it MSM-JDCM, takes advantage of the compactness of sphere packing in a higher dimensional space, and in turn power efficient constellations are obtained by solving an advanced convex optimization problem. Besides the significant power gains, the MSM-JDCM has many other merits such as being capable of mitigating nonlinear distortion by including a peak-to-power ratio (PAPR) constraint, minimizing inter-symbol-interference (ISI) caused by frequency-selective fading with a novel precoder designed and embedded, and further reducing the bit-error-rate (BER) by combining with an optimized labeling scheme. The second part addresses several optimization problems in a multi-color visible light communication system, including power efficient constellation design, joint pre-equalizer and constellation design, and modeling of different structured channels with cross-talks. Our novel constellation design scheme, termed CSK-Advanced, is
Convex Diffraction Grating Imaging Spectrometer
NASA Technical Reports Server (NTRS)
Chrisp, Michael P. (Inventor)
1999-01-01
A 1:1 Offner mirror system for imaging off-axis objects is modified by replacing a concave spherical primary mirror that is concentric with a convex secondary mirror with two concave spherical mirrors M1 and M2 of the same or different radii positioned with their respective distances d1 and d2 from a concentric convex spherical diffraction grating having its grooves parallel to the entrance slit of the spectrometer which replaces the convex secondary mirror. By adjusting their distances d1 and d2 and their respective angles of reflection alpha and beta, defined as the respective angles between their incident and reflected rays, all aberrations are corrected without the need to increase the spectrometer size for a given entrance slit size to reduce astigmatism, thus allowing the imaging spectrometer volume to be less for a given application than would be possible with conventional imaging spectrometers and still give excellent spatial and spectral imaging of the slit image spectra over the focal plane.
Approximation of the optimal-time problem for controlled differential inclusions
Otakulov, S.
1995-01-01
One of the common methods for numerical solution of optimal control problems constructs an approximating sequence of discrete control problems. The approximation method is also attractive because it can be used as an effective tool for analyzing optimality conditions and other topics in optimization theory. In this paper, we consider the approximation of optimal-time problems for controlled differential inclusions. The sequence of approximating problems is constructed using a finite-difference scheme, i.e., the differential inclusions are replaced with difference inclusions.
Discrete-hole film cooling characteristics over concave and convex surfaces
NASA Astrophysics Data System (ADS)
Ko, Shao-Yen; Yao, Yong-Qing; Xia, Bin; Tsou, Fu-Kang
The local film-cooling effectiveness and local pressure distribution for single-row discrete holes were measured over the whole areas of concave and convex surfaces, using a plexiglass test section with curvature radii of 140 mm and 70 mm for the concave and the convex surfaces and film-cooling holes (34 on the convex surface and 22 on the concave surface) 8 mm in diameter. The results indicate that the concave surface has the widest film-cooling coverage area in the z-direction (perpendicular to the x-flow direction), while the highest film-cooling effectiveness of the convex surface is near the ejection hole. High blowing ratios at holes have an adverse effect on film cooling. The weakest cooling region is near the center line between holes; such a poorly cooled region is larger on convex surfaces than on the concave ones. Optimal design characteristics for turbine blades surfaces are discussed.
Erem, Burak; van Dam, Peter M.; Brooks, Dana H.
2014-01-01
Noninvasive imaging of cardiac electrical function has begun to move towards clinical adoption. Here we consider one common formulation of the problem, in which the goal is to estimate the spatial distribution of electrical activation times during a cardiac cycle. We address the challenge of understanding the robustness and uncertainty of solutions to this formulation. This formulation poses a non-convex, non-linear least squares optimization problem. We show that it can be relaxed to be convex, at the cost of some degree of physiological realism of the solution set, and that this relaxation can be used as a framework to study model inaccuracy and solution uncertainty. We present two examples, one using data from a healthy human subject and the other synthesized with the ECGSIM software package. In the first case, we consider uncertainty in the initial guess and regularization parameter. In the second case, we mimic the presence of an ischemic zone in the heart in a way which violates a model assumption. We show that the convex relaxation allows understanding of spatial distribution of parameter sensitivity in the first case, and identification of model violation in the second. PMID:24710159
Finite element approximation of an optimal control problem for the von Karman equations
NASA Technical Reports Server (NTRS)
Hou, L. Steven; Turner, James C.
1994-01-01
This paper is concerned with optimal control problems for the von Karman equations with distributed controls. We first show that optimal solutions exist. We then show that Lagrange multipliers may be used to enforce the constraints and derive an optimality system from which optimal states and controls may be deduced. Finally we define finite element approximations of solutions for the optimality system and derive error estimates for the approximations.
Designing convex repulsive pair potentials that favor assembly of kagome and snub square lattices.
Piñeros, William D; Baldea, Michael; Truskett, Thomas M
2016-08-01
Building on a recently introduced inverse strategy, isotropic and convex repulsive pair potentials were designed that favor assembly of particles into kagome and equilateral snub square lattices. The former interactions were obtained by a numerical solution of a variational problem that maximizes the range of density for which the ground state of the potential is the kagome lattice. Similar optimizations targeting the snub square lattice were also carried out, employing a constraint that required a minimum chemical potential advantage of the target over select competing structures. This constraint helped to discover isotropic interactions that meaningfully favored the snub square lattice as the ground state structure despite the asymmetric spatial distribution of particles in its coordination shells and the presence of tightly competing structures. Consistent with earlier published results [W. Piñeros et al., J. Chem. Phys. 144, 084502 (2016)], enforcement of greater chemical potential advantages for the target lattice in the interaction optimization led to assemblies with enhanced thermal stability.
Designing convex repulsive pair potentials that favor assembly of kagome and snub square lattices
NASA Astrophysics Data System (ADS)
Piñeros, William D.; Baldea, Michael; Truskett, Thomas M.
2016-08-01
Building on a recently introduced inverse strategy, isotropic and convex repulsive pair potentials were designed that favor assembly of particles into kagome and equilateral snub square lattices. The former interactions were obtained by a numerical solution of a variational problem that maximizes the range of density for which the ground state of the potential is the kagome lattice. Similar optimizations targeting the snub square lattice were also carried out, employing a constraint that required a minimum chemical potential advantage of the target over select competing structures. This constraint helped to discover isotropic interactions that meaningfully favored the snub square lattice as the ground state structure despite the asymmetric spatial distribution of particles in its coordination shells and the presence of tightly competing structures. Consistent with earlier published results [W. Piñeros et al., J. Chem. Phys. 144, 084502 (2016)], enforcement of greater chemical potential advantages for the target lattice in the interaction optimization led to assemblies with enhanced thermal stability.
Solving chemical equilibrium problems using nonlinear optimization. [NEWT
Parkinson, W.J.; Sanderson, J.G.
1984-06-01
This report describes a program that will solve general chemical equilibrium problems of the type found in synthetic fossil-fuel plants. The program described here will also solve chemical equilibrium problems that are associated with unit operations that are found in refineries and ammonia plants. The most common problem encountered involves finding the equilibrium composition of a mixture, given feed composition, and the desired equilibrium temperature and pressure. Another less common problem requires the computation of the equilibrium temperature as well as the equilibrium composition for an adiabatic or other nonisothermal reaction. A constrained multidimensional Newton's method is used to solve the common isothermal equilibrium problem. The nonisothermal problem is solved by nesting the same multidimensional Newton's method inside a one-dimensional Newton's method that iterates on temperature. The program allows a gas phase with up to 20 reacting gases and the possibility of one solid phase (graphitic carbon).
A Convex Atomic-Norm Approach to Multiple Sequence Alignment and Motif Discovery
Yen, Ian E. H.; Lin, Xin; Zhang, Jiong; Ravikumar, Pradeep; Dhillon, Inderjit S.
2016-01-01
Multiple Sequence Alignment and Motif Discovery, known as NP-hard problems, are two fundamental tasks in Bioinformatics. Existing approaches to these two problems are based on either local search methods such as Expectation Maximization (EM), Gibbs Sampling or greedy heuristic methods. In this work, we develop a convex relaxation approach to both problems based on the recent concept of atomic norm and develop a new algorithm, termed Greedy Direction Method of Multiplier, for solving the convex relaxation with two convex atomic constraints. Experiments show that our convex relaxation approach produces solutions of higher quality than those standard tools widely-used in Bioinformatics community on the Multiple Sequence Alignment and Motif Discovery problems. PMID:27559428
Newton's method for large bound-constrained optimization problems.
Lin, C.-J.; More, J. J.; Mathematics and Computer Science
1999-01-01
We analyze a trust region version of Newton's method for bound-constrained problems. Our approach relies on the geometry of the feasible set, not on the particular representation in terms of constraints. The convergence theory holds for linearly constrained problems and yields global and superlinear convergence without assuming either strict complementarity or linear independence of the active constraints. We also show that the convergence theory leads to an efficient implementation for large bound-constrained problems.
A Cascade Optimization Strategy for Solution of Difficult Multidisciplinary Design Problems
NASA Technical Reports Server (NTRS)
Patnaik, Surya N.; Coroneos, Rula M.; Hopkins, Dale A.; Berke, Laszlo
1996-01-01
A research project to comparatively evaluate 10 nonlinear optimization algorithms was recently completed. A conclusion was that no single optimizer could successfully solve all 40 problems in the test bed, even though most optimizers successfully solved at least one-third of the problems. We realized that improved search directions and step lengths, available in the 10 optimizers compared, were not likely to alleviate the convergence difficulties. For the solution of those difficult problems we have devised an alternative approach called cascade optimization strategy. The cascade strategy uses several optimizers, one followed by another in a specified sequence, to solve a problem. A pseudorandom scheme perturbs design variables between the optimizers. The cascade strategy has been tested successfully in the design of supersonic and subsonic aircraft configurations and air-breathing engines for high-speed civil transport applications. These problems could not be successfully solved by an individual optimizer. The cascade optimization strategy, however, generated feasible optimum solutions for both aircraft and engine problems. This paper presents the cascade strategy and solutions to a number of these problems.
A faster optimization method based on support vector regression for aerodynamic problems
NASA Astrophysics Data System (ADS)
Yang, Xixiang; Zhang, Weihua
2013-09-01
In this paper, a new strategy for optimal design of complex aerodynamic configuration with a reasonable low computational effort is proposed. In order to solve the formulated aerodynamic optimization problem with heavy computation complexity, two steps are taken: (1) a sequential approximation method based on support vector regression (SVR) and hybrid cross validation strategy, is proposed to predict aerodynamic coefficients, and thus approximates the objective function and constraint conditions of the originally formulated optimization problem with given limited sample points; (2) a sequential optimization algorithm is proposed to ensure the obtained optimal solution by solving the approximation optimization problem in step (1) is very close to the optimal solution of the originally formulated optimization problem. In the end, we adopt a complex aerodynamic design problem, that is optimal aerodynamic design of a flight vehicle with grid fins, to demonstrate our proposed optimization methods, and numerical results show that better results can be obtained with a significantly lower computational effort than using classical optimization techniques.
Optimization in First Semester Calculus: A Look at a Classic Problem
ERIC Educational Resources Information Center
LaRue, Renee; Infante, Nicole Engelke
2015-01-01
Optimization problems in first semester calculus have historically been a challenge for students. Focusing on the classic optimization problem of finding the minimum amount of fencing required to enclose a fixed area, we examine students' activity through the lens of Tall and Vinner's concept image and Carlson and Bloom's multidimensional…
Improving the efficiency of solving discrete optimization problems: The case of VRP
NASA Astrophysics Data System (ADS)
Belov, A.; Slastnikov, S.
2016-02-01
Paper is devoted constructing efficient metaheuristics algorithms for discrete optimization problems. Particularly, we consider vehicle routing problem applying original ant colony optimization method to solve it. Besides, some parts of algorithm are separated for parallel computing. Some experimental results are performed to compare the efficiency of these methods.
A new approach to the Pontryagin maximum principle for nonlinear fractional optimal control problems
NASA Astrophysics Data System (ADS)
Ali, Hegagi M.; Pereira, Fernando Lobo; Gama, Sílvio M. A.
2016-09-01
In this paper, we discuss a new general formulation of fractional optimal control problems whose performance index is in the fractional integral form and the dynamics are given by a set of fractional differential equations in the Caputo sense. We use a new approach to prove necessary conditions of optimality in the form of Pontryagin maximum principle for fractional nonlinear optimal control problems. Moreover, a new method based on a generalization of the Mittag-Leffler function is used to solving this class of fractional optimal control problems. A simple example is provided to illustrate the effectiveness of our main result.
Optimizing material properties of composite plates for sound transmission problem
NASA Astrophysics Data System (ADS)
Tsai, Yu-Ting; Pawar, S. J.; Huang, Jin H.
2015-01-01
To calculate the specific transmission loss (TL) of a composite plate, the conjugate gradient optimization method is utilized to estimate and optimize material properties of the composite plate in this study. For an n-layer composite plate, a nonlinear dynamic stiffness matrix based on the thick plate theory is formulated. To avoid huge computational efforts due to the combination of different composite material plates, a transfer matrix approach is proposed to restrict the dynamic stiffness matrix of the composite plate to a 4×4 matrix. Moreover, the transfer matrix approach has also been used to simplify the complexity of the objective function gradient for the optimization method. Numerical simulations are performed to validate the present algorithm by comparing the TL of the optimal composite plate with that of the original plate. Small number of iterations required during convergence tests illustrates the efficiency of the optimization method. The results indicate that an excellent estimation for the composite plate can be obtained for the desired sound transmission.
The effect of model uncertainty on some optimal routing problems
NASA Technical Reports Server (NTRS)
Mohanty, Bibhu; Cassandras, Christos G.
1991-01-01
The effect of model uncertainties on optimal routing in a system of parallel queues is examined. The uncertainty arises in modeling the service time distribution for the customers (jobs, packets) to be served. For a Poisson arrival process and Bernoulli routing, the optimal mean system delay generally depends on the variance of this distribution. However, as the input traffic load approaches the system capacity the optimal routing assignment and corresponding mean system delay are shown to converge to a variance-invariant point. The implications of these results are examined in the context of gradient-based routing algorithms. An example of a model-independent algorithm using online gradient estimation is also included.
Optimal Conditions for the Control Problem Associated to a Biomedical Process
NASA Astrophysics Data System (ADS)
Bundǎu, O.; Juratoni, A.; Chevereşan, A.
2010-09-01
This paper considers a mathematical model of infectious disease of SIS type. We will analyze the problem of minimizing the cost of diseases trough medical treatment. Mathematical modeling of this process leads to an optimal control problem with a finite horizon. The necessary conditions for optimality are given. Using the optimality conditions we prove the existence, uniqueness and stability of the steady state for a differential equations system.
An approach to the multi-axis problem in manual control. [optimal pilot model
NASA Technical Reports Server (NTRS)
Harrington, W. W.
1977-01-01
The multiaxis control problem is addressed within the context of the optimal pilot model. The problem is developed to provide efficient adaptation of the optimal pilot model to complex aircraft systems and real world, multiaxis tasks. This is accomplished by establishing separability of the longitudinal and lateral control problems subject to the constraints of multiaxis attention and control allocation. Control solution adaptation to the constrained single axis attention allocations is provided by an optimal control frequency response algorithm. An algorithm is developed to solve the multiaxis control problem. The algorithm is then applied to an attitude hold task for a bare airframe fighter aircraft case with interesting multiaxis properties.
Solving the optimal attention allocation problem in manual control
NASA Technical Reports Server (NTRS)
Kleinman, D. L.
1976-01-01
Within the context of the optimal control model of human response, analytic expressions for the gradients of closed-loop performance metrics with respect to human operator attention allocation are derived. These derivatives serve as the basis for a gradient algorithm that determines the optimal attention that a human should allocate among several display indicators in a steady-state manual control task. Application of the human modeling techniques are made to study the hover control task for a CH-46 VTOL flight tested by NASA.
NASA Astrophysics Data System (ADS)
Chernov, A. V.
2013-12-01
Approximating finite-dimensional mathematical programming problems are studied that arise from piecewise constant discretization of controls in the optimization of distributed systems of a fairly broad class. The smoothness of the approximating problems is established. Gradient formulas are derived that make use of the analytical solution of the original control system and its adjoint, thus providing an opportunity for algorithmic separation of numerical optimization and the task of solving a controlled initial-boundary value problem. The approximating problems are proved to converge to the original optimization problem with respect to the functional as the discretization is refined. The application of the approach to optimization problems is illustrated by solving the semilinear wave equation controlled by applying an integral criterion. The results of numerical experiments are analyzed.
Optimization technique for problems with an inequality constraint
NASA Technical Reports Server (NTRS)
Russell, K. J.
1972-01-01
General technique uses a modified version of an existing technique termed the pattern search technique. New procedure called the parallel move strategy permits pattern search technique to be used with problems involving a constraint.
Some Marginalist Intuition Concerning the Optimal Commodity Tax Problem
ERIC Educational Resources Information Center
Brett, Craig
2006-01-01
The author offers a simple intuition that can be exploited to derive and to help interpret some canonical results in the theory of optimal commodity taxation. He develops and explores the principle that the marginal social welfare loss per last unit of tax revenue generated be equalized across tax instruments. A simple two-consumer,…
Multiple shooting algorithms for jump-discontinuous problems in optimal control and estimation
NASA Technical Reports Server (NTRS)
Mook, D. J.; Lew, Jiann-Shiun
1991-01-01
Multiple shooting algorithms are developed for jump-discontinuous two-point boundary value problems arising in optimal control and optimal estimation. Examples illustrating the origin of such problems are given to motivate the development of the solution algorithms. The algorithms convert the necessary conditions, consisting of differential equations and transversality conditions, into algebraic equations. The solution of the algebraic equations provides exact solutions for linear problems. The existence and uniqueness of the solution are proved.
Equinoctial orbit elements - Application to optimal transfer problems
NASA Astrophysics Data System (ADS)
Kechichian, Jean Albert
The variation of parameters perturbation equations in terms of the nonsingular equinoctial orbit elements for the third body, oblateness, air drag, and thrust acceleration effects have been developed in the literature, to carry out orbit prediction and orbit determination, as well as optimal orbit transfer analyses for elliptic as well as near-circular orbits around earth. The partials of these elements with respect to the velocity vector and their partials with respect to the elements that define the state and Lagrange differential equations, were developed using the mean and eccentric longitudes as independent orbital elements, respectively. The full set of governing equations for optimal orbit transfer and rendezvous applications are presented in this paper in a consistent manner, for the case where mean longitude is the sixth element.
Discrete Bat Algorithm for Optimal Problem of Permutation Flow Shop Scheduling
Luo, Qifang; Zhou, Yongquan; Xie, Jian; Ma, Mingzhi; Li, Liangliang
2014-01-01
A discrete bat algorithm (DBA) is proposed for optimal permutation flow shop scheduling problem (PFSP). Firstly, the discrete bat algorithm is constructed based on the idea of basic bat algorithm, which divide whole scheduling problem into many subscheduling problems and then NEH heuristic be introduced to solve subscheduling problem. Secondly, some subsequences are operated with certain probability in the pulse emission and loudness phases. An intensive virtual population neighborhood search is integrated into the discrete bat algorithm to further improve the performance. Finally, the experimental results show the suitability and efficiency of the present discrete bat algorithm for optimal permutation flow shop scheduling problem. PMID:25243220
A probabilistic solution of robust H∞ control problem with scaled matrices
NASA Astrophysics Data System (ADS)
Xie, R.; Gong, J. Y.
2016-07-01
This paper addresses the robust H∞ control problem with scaled matrices. It is difficult to find a global optimal solution for this non-convex optimisation problem. A probabilistic solution, which can achieve globally optimal robust performance within any pre-specified tolerance, is obtained by using the proposed method based on randomised algorithm. In the proposed method, the scaled H∞ control problem is divided into two parts: (1) assume the scaled matrices be random variables, the scaled H∞ control problem is converted to a convex optimisation problem for the fixed sample of the scaled matrix and a optimal solution corresponding to the fixed sample is obtained; (2) a probabilistic optimal solution is obtained by using the randomised algorithm based on a finite number N optimal solutions, which are obtained in part (1). The analysis shows that the worst case complexity of proposed method is a polynomial.
Singular optimal control and the identically non-regular problem in the calculus of variations
NASA Technical Reports Server (NTRS)
Menon, P. K. A.; Kelley, H. J.; Cliff, E. M.
1985-01-01
A small but interesting class of optimal control problems featuring a scalar control appearing linearly is equivalent to the class of identically nonregular problems in the Calculus of Variations. It is shown that a condition due to Mancill (1950) is equivalent to the generalized Legendre-Clebsch condition for this narrow class of problems.
How to name and order convex polyhedra.
Voytekhovsky, Yury L
2016-09-01
In this paper a method is suggested for naming any convex polyhedron by a numerical code arising from the adjacency matrix of its edge graph. A polyhedron is uniquely fixed by its name and can be built using it. Classes of convex n-acra (i.e. n-vertex polyhedra) are strictly ordered by their names. PMID:27580206
ERIC Educational Resources Information Center
Swanson, David
2011-01-01
We give elementary proofs of formulas for the area and perimeter of a planar convex body surrounded by a band of uniform thickness. The primary tool is a integral formula for the perimeter of a convex body which describes the perimeter in terms of the projections of the body onto lines in the plane.
Promoting optimal development: screening for behavioral and emotional problems.
Weitzman, Carol; Wegner, Lynn
2015-02-01
By current estimates, at any given time, approximately 11% to 20% of children in the United States have a behavioral or emotional disorder, as defined in the Diagnostic and Statistical Manual of Mental Disorders, Fifth Edition. Between 37% and 39% of children will have a behavioral or emotional disorder diagnosed by 16 years of age, regardless of geographic location in the United States. Behavioral and emotional problems and concerns in children and adolescents are not being reliably identified or treated in the US health system. This clinical report focuses on the need to increase behavioral screening and offers potential changes in practice and the health system, as well as the research needed to accomplish this. This report also (1) reviews the prevalence of behavioral and emotional disorders, (2) describes factors affecting the emergence of behavioral and emotional problems, (3) articulates the current state of detection of these problems in pediatric primary care, (4) describes barriers to screening and means to overcome those barriers, and (5) discusses potential changes at a practice and systems level that are needed to facilitate successful behavioral and emotional screening. Highlighted and discussed are the many factors at the level of the pediatric practice, health system, and society contributing to these behavioral and emotional problems. PMID:25624375
Promoting optimal development: screening for behavioral and emotional problems.
Weitzman, Carol; Wegner, Lynn
2015-02-01
By current estimates, at any given time, approximately 11% to 20% of children in the United States have a behavioral or emotional disorder, as defined in the Diagnostic and Statistical Manual of Mental Disorders, Fifth Edition. Between 37% and 39% of children will have a behavioral or emotional disorder diagnosed by 16 years of age, regardless of geographic location in the United States. Behavioral and emotional problems and concerns in children and adolescents are not being reliably identified or treated in the US health system. This clinical report focuses on the need to increase behavioral screening and offers potential changes in practice and the health system, as well as the research needed to accomplish this. This report also (1) reviews the prevalence of behavioral and emotional disorders, (2) describes factors affecting the emergence of behavioral and emotional problems, (3) articulates the current state of detection of these problems in pediatric primary care, (4) describes barriers to screening and means to overcome those barriers, and (5) discusses potential changes at a practice and systems level that are needed to facilitate successful behavioral and emotional screening. Highlighted and discussed are the many factors at the level of the pediatric practice, health system, and society contributing to these behavioral and emotional problems.
A robust optimization methodology for preliminary aircraft design
NASA Astrophysics Data System (ADS)
Prigent, S.; Maréchal, P.; Rondepierre, A.; Druot, T.; Belleville, M.
2016-05-01
This article focuses on a robust optimization of an aircraft preliminary design under operational constraints. According to engineers' know-how, the aircraft preliminary design problem can be modelled as an uncertain optimization problem whose objective (the cost or the fuel consumption) is almost affine, and whose constraints are convex. It is shown that this uncertain optimization problem can be approximated in a conservative manner by an uncertain linear optimization program, which enables the use of the techniques of robust linear programming of Ben-Tal, El Ghaoui, and Nemirovski [Robust Optimization, Princeton University Press, 2009]. This methodology is then applied to two real cases of aircraft design and numerical results are presented.
Optimal control problems with switching points. Ph.D. Thesis, 1990 Final Report
NASA Technical Reports Server (NTRS)
Seywald, Hans
1991-01-01
An overview is presented of the problems and difficulties that arise in solving optimal control problems with switching points. A brief discussion of existing optimality conditions is given and a numerical approach for solving the multipoint boundary value problems associated with the first-order necessary conditions of optimal control is presented. Two real-life aerospace optimization problems are treated explicitly. These are altitude maximization for a sounding rocket (Goddard Problem) in the presence of a dynamic pressure limit, and range maximization for a supersonic aircraft flying in the vertical, also in the presence of a dynamic pressure limit. In the second problem singular control appears along arcs with active dynamic pressure limit, which in the context of optimal control, represents a first-order state inequality constraint. An extension of the Generalized Legendre-Clebsch Condition to the case of singular control along state/control constrained arcs is presented and is applied to the aircraft range maximization problem stated above. A contribution to the field of Jacobi Necessary Conditions is made by giving a new proof for the non-optimality of conjugate paths in the Accessory Minimum Problem. Because of its simple and explicit character, the new proof may provide the basis for an extension of Jacobi's Necessary Condition to the case of the trajectories with interior point constraints. Finally, the result that touch points cannot occur for first-order state inequality constraints is extended to the case of vector valued control functions.
Generalized monotonically convergent algorithms for solving quantum optimal control problems
NASA Astrophysics Data System (ADS)
Ohtsuki, Yukiyoshi; Turinici, Gabriel; Rabitz, Herschel
2004-03-01
A wide range of cost functionals that describe the criteria for designing optimal pulses can be reduced to two basic functionals by the introduction of product spaces. We extend previous monotonically convergent algorithms to solve the generalized pulse design equations derived from those basic functionals. The new algorithms are proved to exhibit monotonic convergence. Numerical tests are implemented in four-level model systems employing stationary and/or nonstationary targets in the absence and/or presence of relaxation. Trajectory plots that conveniently present the global nature of the convergence behavior show that slow convergence may often be attributed to "trapping" and that relaxation processes may remove such unfavorable behavior.
Generalized monotonically convergent algorithms for solving quantum optimal control problems.
Ohtsuki, Yukiyoshi; Turinici, Gabriel; Rabitz, Herschel
2004-03-22
A wide range of cost functionals that describe the criteria for designing optimal pulses can be reduced to two basic functionals by the introduction of product spaces. We extend previous monotonically convergent algorithms to solve the generalized pulse design equations derived from those basic functionals. The new algorithms are proved to exhibit monotonic convergence. Numerical tests are implemented in four-level model systems employing stationary and/or nonstationary targets in the absence and/or presence of relaxation. Trajectory plots that conveniently present the global nature of the convergence behavior show that slow convergence may often be attributed to "trapping" and that relaxation processes may remove such unfavorable behavior. PMID:15267426
Min-max identities on boundaries of convex sets around the origin
Grcar, Joseph F.
2002-01-31
Min-max and max-min identities are found for inner products on the boundaries of compact, convex sets whose interiors contain the origin. The identities resemble the minimax theorem but they are different from it. Specifically, the value of each min-max (or max-min) equals the value of a dual problem of the same type. Their solution sets can be characterized geometrically in terms of the enclosed convex sets and their polar sets. However, the solution sets need not be convex nor even connected.
Discrete-time entropy formulation of optimal and adaptive control problems
NASA Technical Reports Server (NTRS)
Tsai, Yweting A.; Casiello, Francisco A.; Loparo, Kenneth A.
1992-01-01
The discrete-time version of the entropy formulation of optimal control of problems developed by G. N. Saridis (1988) is discussed. Given a dynamical system, the uncertainty in the selection of the control is characterized by the probability distribution (density) function which maximizes the total entropy. The equivalence between the optimal control problem and the optimal entropy problem is established, and the total entropy is decomposed into a term associated with the certainty equivalent control law, the entropy of estimation, and the so-called equivocation of the active transmission of information from the controller to the estimator. This provides a useful framework for studying the certainty equivalent and adaptive control laws.
A convex penalty for switching control of partial differential equations
Clason, Christian; Rund, Armin; Kunisch, Karl; Barnard, Richard C.
2016-01-19
A convex penalty for promoting switching controls for partial differential equations is introduced; such controls consist of an arbitrary number of components of which at most one should be simultaneously active. Using a Moreau–Yosida approximation, a family of approximating problems is obtained that is amenable to solution by a semismooth Newton method. In conclusion, the efficiency of this approach and the structure of the obtained controls are demonstrated by numerical examples.
NASA Astrophysics Data System (ADS)
Ausaf, Muhammad Farhan; Gao, Liang; Li, Xinyu
2015-12-01
For increasing the overall performance of modern manufacturing systems, effective integration of process planning and scheduling functions has been an important area of consideration among researchers. Owing to the complexity of handling process planning and scheduling simultaneously, most of the research work has been limited to solving the integrated process planning and scheduling (IPPS) problem for a single objective function. As there are many conflicting objectives when dealing with process planning and scheduling, real world problems cannot be fully captured considering only a single objective for optimization. Therefore considering multi-objective IPPS (MOIPPS) problem is inevitable. Unfortunately, only a handful of research papers are available on solving MOIPPS problem. In this paper, an optimization algorithm for solving MOIPPS problem is presented. The proposed algorithm uses a set of dispatching rules coupled with priority assignment to optimize the IPPS problem for various objectives like makespan, total machine load, total tardiness, etc. A fixed sized external archive coupled with a crowding distance mechanism is used to store and maintain the non-dominated solutions. To compare the results with other algorithms, a C-matric based method has been used. Instances from four recent papers have been solved to demonstrate the effectiveness of the proposed algorithm. The experimental results show that the proposed method is an efficient approach for solving the MOIPPS problem.
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.
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.
Finite dimensional approximation of a class of constrained nonlinear optimal control problems
NASA Technical Reports Server (NTRS)
Gunzburger, Max D.; Hou, L. S.
1994-01-01
An abstract framework for the analysis and approximation of a class of nonlinear optimal control and optimization problems is constructed. Nonlinearities occur in both the objective functional and in the constraints. The framework includes an abstract nonlinear optimization problem posed on infinite dimensional spaces, and approximate problem posed on finite dimensional spaces, together with a number of hypotheses concerning the two problems. The framework is used to show that optimal solutions exist, to show that Lagrange multipliers may be used to enforce the constraints, to derive an optimality system from which optimal states and controls may be deduced, and to derive existence results and error estimates for solutions of the approximate problem. The abstract framework and the results derived from that framework are then applied to three concrete control or optimization problems and their approximation by finite element methods. The first involves the von Karman plate equations of nonlinear elasticity, the second, the Ginzburg-Landau equations of superconductivity, and the third, the Navier-Stokes equations for incompressible, viscous flows.
NASA Astrophysics Data System (ADS)
Lim, Byung Hwa; Shin, Yong Hyun; Choi, U. Jin
2008-09-01
In this paper we consider a general optimal consumption-portfolio selection problem of an infinitely-lived agent whose consumption rate process is subject to subsistence constraints before retirement. That is, her consumption rate should be greater than or equal to some positive constant before retirement. We integrate three optimal decisions which are the optimal consumption, the optimal investment choice and the optimal stopping problem in which the agent chooses her retirement time in one model. We obtain the explicit forms of optimal policies using a martingale method and a variational inequality arising from the dual function of the optimal stopping problem. We treat the optimal retirement time as the first hitting time when her wealth exceeds a certain wealth level which will be determined by a free boundary value problem and duality approaches. We also derive closed forms of the optimal wealth processes before and after retirement. Some numerical examples are presented for the case of constant relative risk aversion (CRRA) utility class.
An optimal control problem for ovine brucellosis with culling.
Nannyonga, B; Mwanga, G G; Luboobi, L S
2015-01-01
A mathematical model is used to study the dynamics of ovine brucellosis when transmitted directly from infected individual, through contact with a contaminated environment or vertically through mother to child. The model developed by Aïnseba et al. [A model for ovine brucellosis incorporating direct and indirect transmission, J. Biol. Dyn. 4 (2010), pp. 2-11. Available at http://www.math.u-bordeaux1.fr/∼pmagal100p/papers/BBM-JBD09.pdf. Accessed 3 July 2012] was modified to include culling and then used to determine important parameters in the spread of human brucellosis using sensitivity analysis. An optimal control analysis was performed on the model to determine the best way to control such as a disease in the population. Three time-dependent controls to prevent exposure, cull the infected and reduce environmental transmission were used to set up to minimize infection at a minimum cost.
A VLSI optimal constructive algorithm for classification problems
Beiu, V.; Draghici, S.; Sethi, I.K.
1997-10-01
If neural networks are to be used on a large scale, they have to be implemented in hardware. However, the cost of the hardware implementation is critically sensitive to factors like the precision used for the weights, the total number of bits of information and the maximum fan-in used in the network. This paper presents a version of the Constraint Based Decomposition training algorithm which is able to produce networks using limited precision integer weights and units with limited fan-in. The algorithm is tested on the 2-spiral problem and the results are compared with other existing algorithms.
Application of Particle Swarm Optimization Algorithm in the Heating System Planning Problem
Ma, Rong-Jiang; Yu, Nan-Yang; Hu, Jun-Yi
2013-01-01
Based on the life cycle cost (LCC) approach, this paper presents an integral mathematical model and particle swarm optimization (PSO) algorithm for the heating system planning (HSP) problem. The proposed mathematical model minimizes the cost of heating system as the objective for a given life cycle time. For the particularity of HSP problem, the general particle swarm optimization algorithm was improved. An actual case study was calculated to check its feasibility in practical use. The results show that the improved particle swarm optimization (IPSO) algorithm can more preferably solve the HSP problem than PSO algorithm. Moreover, the results also present the potential to provide useful information when making decisions in the practical planning process. Therefore, it is believed that if this approach is applied correctly and in combination with other elements, it can become a powerful and effective optimization tool for HSP problem. PMID:23935429
An adaptive ant colony system algorithm for continuous-space optimization problems.
Li, Yan-jun; Wu, Tie-jun
2003-01-01
Ant colony algorithms comprise a novel category of evolutionary computation methods for optimization problems, especially for sequencing-type combinatorial optimization problems. An adaptive ant colony algorithm is proposed in this paper to tackle continuous-space optimization problems, using a new objective-function-based heuristic pheromone assignment approach for pheromone update to filtrate solution candidates. Global optimal solutions can be reached more rapidly by self-adjusting the path searching behaviors of the ants according to objective values. The performance of the proposed algorithm is compared with a basic ant colony algorithm and a Square Quadratic Programming approach in solving two benchmark problems with multiple extremes. The results indicated that the efficiency and reliability of the proposed algorithm were greatly improved. PMID:12656341
Application of particle swarm optimization algorithm in the heating system planning problem.
Ma, Rong-Jiang; Yu, Nan-Yang; Hu, Jun-Yi
2013-01-01
Based on the life cycle cost (LCC) approach, this paper presents an integral mathematical model and particle swarm optimization (PSO) algorithm for the heating system planning (HSP) problem. The proposed mathematical model minimizes the cost of heating system as the objective for a given life cycle time. For the particularity of HSP problem, the general particle swarm optimization algorithm was improved. An actual case study was calculated to check its feasibility in practical use. The results show that the improved particle swarm optimization (IPSO) algorithm can more preferably solve the HSP problem than PSO algorithm. Moreover, the results also present the potential to provide useful information when making decisions in the practical planning process. Therefore, it is believed that if this approach is applied correctly and in combination with other elements, it can become a powerful and effective optimization tool for HSP problem.
NASA Astrophysics Data System (ADS)
Manapova, Aigul
2016-08-01
We consider optimal control problems for second order elliptic equations with non-self-adjoint operators-convection-diffusion problems. Control processes are described by semi-linear convection-diffusion equation with discontinuous data and solutions (states) subject to the boundary interface conditions of imperfect type (i.e., problems with a jump of the coefficients and the solution on the interface; the jump of the solution is proportional to the normal component of the flux). Controls are involved in the coefficients of diffusion and convective transfer. We prove differentiability and Lipshitz continuity of the cost functional, depending on a state of the system and a control. The calculation of the gradients uses the numerical solutions of direct problems for the state and adjoint problems.
A dual method for optimal control problems with initial and final boundary constraints.
NASA Technical Reports Server (NTRS)
Pironneau, O.; Polak, E.
1973-01-01
This paper presents two new algorithms belonging to the family of dual methods of centers. The first can be used for solving fixed time optimal control problems with inequality constraints on the initial and terminal states. The second one can be used for solving fixed time optimal control problems with inequality constraints on the initial and terminal states and with affine instantaneous inequality constraints on the control. Convergence is established for both algorithms. Qualitative reasoning indicates that the rate of convergence is linear.
Phan Quoc Khanh Nguyen Dinh Tuan
2008-10-15
First and second-order approximations are used to establish both necessary and sufficient optimality conditions for local weak efficiency and local firm efficiency in nonsmooth set-constrained vector problems. Even continuity and relaxed convexity assumptions are not imposed. Compactness conditions are also relaxed. Examples are provided to show advantages of the presented results over recent existing ones.
Optimization of location routing inventory problem with transshipment
NASA Astrophysics Data System (ADS)
Ghani, Nor Edayu Abd; Shariff, S. Sarifah Radiah; Zahari, Siti Meriam
2015-05-01
Location Routing Inventory Problem (LRIP) is a collaboration of the three components in the supply chain. It is confined by location-allocation, vehicle routing and inventory management. The aim of the study is to minimize the total system cost in the supply chain. Transshipment is introduced in order to allow the products to be shipped to a customer who experiences a shortage, either directly from the supplier or from another customer. In the study, LRIP is introduced with the transshipment (LRIPT) and customers act as the transshipment points. We select the transshipment point by using the p-center and we present the results in two divisions of cases. Based on the analysis, the results indicated that LRIPT performed well compared to LRIP.
A Convex Formulation for Magnetic Particle Imaging X-Space Reconstruction
Konkle, Justin J.; Goodwill, Patrick W.; Hensley, Daniel W.; Orendorff, Ryan D.; Lustig, Michael; Conolly, Steven M.
2015-01-01
Magnetic Particle Imaging (mpi) is an emerging imaging modality with exceptional promise for clinical applications in rapid angiography, cell therapy tracking, cancer imaging, and inflammation imaging. Recent publications have demonstrated quantitative mpi across rat sized fields of view with x-space reconstruction methods. Critical to any medical imaging technology is the reliability and accuracy of image reconstruction. Because the average value of the mpi signal is lost during direct-feedthrough signal filtering, mpi reconstruction algorithms must recover this zero-frequency value. Prior x-space mpi recovery techniques were limited to 1d approaches which could introduce artifacts when reconstructing a 3d image. In this paper, we formulate x-space reconstruction as a 3d convex optimization problem and apply robust a priori knowledge of image smoothness and non-negativity to reduce non-physical banding and haze artifacts. We conclude with a discussion of the powerful extensibility of the presented formulation for future applications. PMID:26495839
A Convex Formulation for Magnetic Particle Imaging X-Space Reconstruction.
Konkle, Justin J; Goodwill, Patrick W; Hensley, Daniel W; Orendorff, Ryan D; Lustig, Michael; Conolly, Steven M
2015-01-01
Magnetic Particle Imaging (mpi) is an emerging imaging modality with exceptional promise for clinical applications in rapid angiography, cell therapy tracking, cancer imaging, and inflammation imaging. Recent publications have demonstrated quantitative mpi across rat sized fields of view with x-space reconstruction methods. Critical to any medical imaging technology is the reliability and accuracy of image reconstruction. Because the average value of the mpi signal is lost during direct-feedthrough signal filtering, mpi reconstruction algorithms must recover this zero-frequency value. Prior x-space mpi recovery techniques were limited to 1d approaches which could introduce artifacts when reconstructing a 3d image. In this paper, we formulate x-space reconstruction as a 3d convex optimization problem and apply robust a priori knowledge of image smoothness and non-negativity to reduce non-physical banding and haze artifacts. We conclude with a discussion of the powerful extensibility of the presented formulation for future applications.
The optimization research of the multi-response problems based on the SUR.
Su, Haitao; Yao, Hong Mei; Zeng, Hui
2015-03-01
In the optimization design of products and processes in the biological medicine, we need to consider multiple characteristics of quality simultaneously, namely multi-response problems, multi-response optimization design can improve the quality of the products effectively, and realize enormous economic benefits and so multi-response optimization design is showing a more and more important role in continuous quality improvement activities. But usually there is no specific set of input variables to make all the response variables be optimal, and the traditional multi-response surface method cannot solve the correlation problem between multi-responses and regression model problem effectively. Because we can make a better fitting model and solve the problem of the correlation between the response variables at the same time with SUR method, this thesis uses the SUR method to model the relationship between each response and control variables, and makes predictions; confirms the satisfaction function of each response and the overall satisfaction function; combines with practical problems of a company in biological medicine field named SX to conduct empirical research, this thesis confirms the optimal factor level combination with the overall satisfaction function in the end, thus solves the multi-response optimization problems.
Multigrid one shot methods for optimal control problems: Infinite dimensional control
NASA Technical Reports Server (NTRS)
Arian, Eyal; Taasan, Shlomo
1994-01-01
The multigrid one shot method for optimal control problems, governed by elliptic systems, is introduced for the infinite dimensional control space. ln this case, the control variable is a function whose discrete representation involves_an increasing number of variables with grid refinement. The minimization algorithm uses Lagrange multipliers to calculate sensitivity gradients. A preconditioned gradient descent algorithm is accelerated by a set of coarse grids. It optimizes for different scales in the representation of the control variable on different discretization levels. An analysis which reduces the problem to the boundary is introduced. It is used to approximate the two level asymptotic convergence rate, to determine the amplitude of the minimization steps, and the choice of a high pass filter to be used when necessary. The effectiveness of the method is demonstrated on a series of test problems. The new method enables the solutions of optimal control problems at the same cost of solving the corresponding analysis problems just a few times.
Evaluation of Genetic Algorithm Concepts using Model Problems. Part 1; Single-Objective Optimization
NASA Technical Reports Server (NTRS)
Holst, Terry L.; Pulliam, Thomas H.
2003-01-01
A genetic-algorithm-based optimization approach is described and evaluated using a simple hill-climbing model problem. The model problem utilized herein allows for the broad specification of a large number of search spaces including spaces with an arbitrary number of genes or decision variables and an arbitrary number hills or modes. In the present study, only single objective problems are considered. Results indicate that the genetic algorithm optimization approach is flexible in application and extremely reliable, providing optimal results for all problems attempted. The most difficult problems - those with large hyper-volumes and multi-mode search spaces containing a large number of genes - require a large number of function evaluations for GA convergence, but they always converge.
Conceptual design optimization of rectilinear building frames: A knapsack problem approach
NASA Astrophysics Data System (ADS)
Sharafi, Pezhman; Teh, Lip H.; Hadi, Muhammad N. S.
2015-10-01
This article presents an automated technique for preliminary layout (conceptual design) optimization of rectilinear, orthogonal building frames in which the shape of the building plan, the number of bays and the size of unsupported spans are variables. It adopts the knapsack problem as the applied combinatorial optimization problem, and describes how the conceptual design optimization problem can be generally modelled as the unbounded multi-constraint multiple knapsack problem. It discusses some special cases, which can be modelled more efficiently as the single knapsack problem, the multiple-choice knapsack problem or the multiple knapsack problem. A knapsack contains sub-rectangles that define the floor plan and the location of columns. Particular conditions or preferences for the conceptual design can be incorporated as constraints on the knapsacks and/or sub-rectangles. A bi-objective knapsack problem is defined with the aim of obtaining a conceptual design having minimum cost and maximum plan regularity (minimum structural eccentricity). A multi-objective ant colony algorithm is formulated to solve the combinatorial optimization problem. A numerical example is included to demonstrate the application of the present method and the robustness of the algorithm.
Evaluation of Genetic Algorithm Concepts Using Model Problems. Part 2; Multi-Objective Optimization
NASA Technical Reports Server (NTRS)
Holst, Terry L.; Pulliam, Thomas H.
2003-01-01
A genetic algorithm approach suitable for solving multi-objective optimization problems is described and evaluated using a series of simple model problems. Several new features including a binning selection algorithm and a gene-space transformation procedure are included. The genetic algorithm is suitable for finding pareto optimal solutions in search spaces that are defined by any number of genes and that contain any number of local extrema. Results indicate that the genetic algorithm optimization approach is flexible in application and extremely reliable, providing optimal results for all optimization problems attempted. The binning algorithm generally provides pareto front quality enhancements and moderate convergence efficiency improvements for most of the model problems. The gene-space transformation procedure provides a large convergence efficiency enhancement for problems with non-convoluted pareto fronts and a degradation in efficiency for problems with convoluted pareto fronts. The most difficult problems --multi-mode search spaces with a large number of genes and convoluted pareto fronts-- require a large number of function evaluations for GA convergence, but always converge.
Zatsiorsky, Vladimir M.
2011-01-01
One of the key problems of motor control is the redundancy problem, in particular how the central nervous system (CNS) chooses an action out of infinitely many possible. A promising way to address this question is to assume that the choice is made based on optimization of a certain cost function. A number of cost functions have been proposed in the literature to explain performance in different motor tasks: from force sharing in grasping to path planning in walking. However, the problem of uniqueness of the cost function(s) was not addressed until recently. In this article, we analyze two methods of finding additive cost functions in inverse optimization problems with linear constraints, so-called linear-additive inverse optimization problems. These methods are based on the Uniqueness Theorem for inverse optimization problems that we proved recently (Terekhov et al., J Math Biol 61(3):423–453, 2010). Using synthetic data, we show that both methods allow for determining the cost function. We analyze the influence of noise on the both methods. Finally, we show how a violation of the conditions of the Uniqueness Theorem may lead to incorrect solutions of the inverse optimization problem. PMID:21311907
Terekhov, Alexander V; Zatsiorsky, Vladimir M
2011-02-01
One of the key problems of motor control is the redundancy problem, in particular how the central nervous system (CNS) chooses an action out of infinitely many possible. A promising way to address this question is to assume that the choice is made based on optimization of a certain cost function. A number of cost functions have been proposed in the literature to explain performance in different motor tasks: from force sharing in grasping to path planning in walking. However, the problem of uniqueness of the cost function(s) was not addressed until recently. In this article, we analyze two methods of finding additive cost functions in inverse optimization problems with linear constraints, so-called linear-additive inverse optimization problems. These methods are based on the Uniqueness Theorem for inverse optimization problems that we proved recently (Terekhov et al., J Math Biol 61(3):423-453, 2010). Using synthetic data, we show that both methods allow for determining the cost function. We analyze the influence of noise on the both methods. Finally, we show how a violation of the conditions of the Uniqueness Theorem may lead to incorrect solutions of the inverse optimization problem. PMID:21311907
Terekhov, Alexander V; Zatsiorsky, Vladimir M
2011-02-01
One of the key problems of motor control is the redundancy problem, in particular how the central nervous system (CNS) chooses an action out of infinitely many possible. A promising way to address this question is to assume that the choice is made based on optimization of a certain cost function. A number of cost functions have been proposed in the literature to explain performance in different motor tasks: from force sharing in grasping to path planning in walking. However, the problem of uniqueness of the cost function(s) was not addressed until recently. In this article, we analyze two methods of finding additive cost functions in inverse optimization problems with linear constraints, so-called linear-additive inverse optimization problems. These methods are based on the Uniqueness Theorem for inverse optimization problems that we proved recently (Terekhov et al., J Math Biol 61(3):423-453, 2010). Using synthetic data, we show that both methods allow for determining the cost function. We analyze the influence of noise on the both methods. Finally, we show how a violation of the conditions of the Uniqueness Theorem may lead to incorrect solutions of the inverse optimization problem.
Analog neural nonderivative optimizers.
Teixeira, M M; Zak, S H
1998-01-01
Continuous-time neural networks for solving convex nonlinear unconstrained programming problems without using gradient information of the objective function are proposed and analyzed. Thus, the proposed networks are nonderivative optimizers. First, networks for optimizing objective functions of one variable are discussed. Then, an existing one-dimensional optimizer is analyzed, and a new line search optimizer is proposed. It is shown that the proposed optimizer network is robust in the sense that it has disturbance rejection property. The network can be implemented easily in hardware using standard circuit elements. The one-dimensional net is used as a building block in multidimensional networks for optimizing objective functions of several variables. The multidimensional nets implement a continuous version of the coordinate descent method.
A hybrid symbolic/finite-element algorithm for solving nonlinear optimal control problems
NASA Technical Reports Server (NTRS)
Bless, Robert R.; Hodges, Dewey H.
1991-01-01
The general code described is capable of solving difficult nonlinear optimal control problems by using finite elements and a symbolic manipulator. Quick and accurate solutions are obtained with a minimum for user interaction. Since no user programming is required for most problems, there are tremendous savings to be gained in terms of time and money.
Optimization in first semester calculus: a look at a classic problem
NASA Astrophysics Data System (ADS)
LaRue, Renee; Engelke Infante, Nicole
2015-10-01
Optimization problems in first semester calculus have historically been a challenge for students. Focusing on the classic optimization problem of finding the minimum amount of fencing required to enclose a fixed area, we examine students' activity through the lens of Tall and Vinner's concept image and Carlson and Bloom's multidimensional problem-solving framework. We are particularly interested in students' evoked concept images for the mathematical concepts that play a role in the construction of the function whose minimum is needed. Data analysis revealed several gaps in students' understanding of the optimization process. We highlight the mathematical concepts that play a role in these gaps, focusing on variables, function notation, function composition, properties of rectangles and the relationships between them, the role of the optimizing function, and the graphical representation of the function.
Optimization-based additive decomposition of weakly coercive problems with applications
Bochev, Pavel B.; Ridzal, Denis
2016-01-27
In this study, we present an abstract mathematical framework for an optimization-based additive decomposition of a large class of variational problems into a collection of concurrent subproblems. The framework replaces a given monolithic problem by an equivalent constrained optimization formulation in which the subproblems define the optimization constraints and the objective is to minimize the mismatch between their solutions. The significance of this reformulation stems from the fact that one can solve the resulting optimality system by an iterative process involving only solutions of the subproblems. Consequently, assuming that stable numerical methods and efficient solvers are available for every subproblem,more » our reformulation leads to robust and efficient numerical algorithms for a given monolithic problem by breaking it into subproblems that can be handled more easily. An application of the framework to the Oseen equations illustrates its potential.« less
New numerical methods for open-loop and feedback solutions to dynamic optimization problems
NASA Astrophysics Data System (ADS)
Ghosh, Pradipto
The topic of the first part of this research is trajectory optimization of dynamical systems via computational swarm intelligence. Particle swarm optimization is a nature-inspired heuristic search method that relies on a group of potential solutions to explore the fitness landscape. Conceptually, each particle in the swarm uses its own memory as well as the knowledge accumulated by the entire swarm to iteratively converge on an optimal or near-optimal solution. It is relatively straightforward to implement and unlike gradient-based solvers, does not require an initial guess or continuity in the problem definition. Although particle swarm optimization has been successfully employed in solving static optimization problems, its application in dynamic optimization, as posed in optimal control theory, is still relatively new. In the first half of this thesis particle swarm optimization is used to generate near-optimal solutions to several nontrivial trajectory optimization problems including thrust programming for minimum fuel, multi-burn spacecraft orbit transfer, and computing minimum-time rest-to-rest trajectories for a robotic manipulator. A distinct feature of the particle swarm optimization implementation in this work is the runtime selection of the optimal solution structure. Optimal trajectories are generated by solving instances of constrained nonlinear mixed-integer programming problems with the swarming technique. For each solved optimal programming problem, the particle swarm optimization result is compared with a nearly exact solution found via a direct method using nonlinear programming. Numerical experiments indicate that swarm search can locate solutions to very great accuracy. The second half of this research develops a new extremal-field approach for synthesizing nearly optimal feedback controllers for optimal control and two-player pursuit-evasion games described by general nonlinear differential equations. A notable revelation from this development
L^1 -optimality conditions for the circular restricted three-body problem
NASA Astrophysics Data System (ADS)
Chen, Zheng
2016-06-01
In this paper, the L^1 -minimization for the translational motion of a spacecraft in the circular restricted three-body problem (CRTBP) is considered. Necessary conditions are derived by using the Pontryagin Maximum Principle (PMP), revealing the existence of bang-bang and singular controls. Singular extremals are analyzed, recalling the existence of the Fuller phenomenon according to the theories developed in (Marchal in J Optim Theory Appl 11(5):441-486, 1973; Zelikin and Borisov in Theory of Chattering Control with Applications to Astronautics, Robotics, Economics, and Engineering. Birkhäuser, Basal 1994; in J Math Sci 114(3):1227-1344, 2003). The sufficient optimality conditions for the L^1 -minimization problem with fixed endpoints have been developed in (Chen et al. in SIAM J Control Optim 54(3):1245-1265, 2016). In the current paper, we establish second-order conditions for optimal control problems with more general final conditions defined by a smooth submanifold target. In addition, the numerical implementation to check these optimality conditions is given. Finally, approximating the Earth-Moon-Spacecraft system by the CRTBP, an L^1 -minimization trajectory for the translational motion of a spacecraft is computed by combining a shooting method with a continuation method in (Caillau et al. in Celest Mech Dyn Astron 114:137-150, 2012; Caillau and Daoud in SIAM J Control Optim 50(6):3178-3202, 2012). The local optimality of the computed trajectory is asserted thanks to the second-order optimality conditions developed.
Geometric-Harmonic convexity and integral inequalities
NASA Astrophysics Data System (ADS)
Akdemir, Ahmet Ocak; Yalçin, Abdüllatif; Polat, Fatma; Kavurmaci-Önalan, Havva
2016-04-01
In this paper, some new integral inequalities have been proved for functions whose absolute value of derivatives are GH-convex functions by using integral equalities that have been obtained previously.
A numerical study of hybrid optimization methods for the molecular conformation problems
Meza, J.C.; Martinez, M.L.
1993-05-01
An important area of research in computational biochemistry is the design of molecules for specific applications. The design of these molecules depends on the accurate determination of their three-dimensional structure or conformation. Under the assumption that molecules will settle into a configuration for which their energy is at a minimum, this design problem can be formulated as a global optimization problem. The solution of the molecular conformation problem can then be obtained, at least in principle, through any number of optimization algorithms. Unfortunately, it can easily be shown that there exist a large number of local minima for most molecules which makes this an extremely difficult problem for any standard optimization method. In this study, we present results for various optimization algorithms applied to a molecular conformation problem. We include results for genetic algorithms, simulated annealing, direct search methods, and several gradient methods. The major result of this study is that none of these standard methods can be used in isolation to efficiently generate minimum energy configurations. We propose instead several hybrid methods that combine properties of several local optimization algorithms. These hybrid methods have yielded better results on representative test problems than single methods.
Recent characterizations of generalized convexity in convexity in cooperative game thoery
Driessen, T.
1994-12-31
The notion of convexity for a real-valued function on the power set of the finite set N (the so-called cooperative game with player set N) is defined as in other mathematical fields. The study of convexity plays an important role within the field of cooperative game theory because the application of the solution part of game theory to convex games provides elegant results for the solution concepts involved. Especially, the well known solution concept called core is, for convex games, very well characterized. The current paper focuses on a notion of generalized convexity, called k- convexity, for cooperative n-person games. Due to very recent characterizations of convexity for cooperative games, the goal is to provide similar new characterizations of k-convexity. The main characterization states that for the k-convexity of an n-person game it is both necessary and sufficient that half of all the so-called marginal worth vectors belong to the core of the game. Here it is taken into account whether a marginal worth vector corresponds to an even or odd ordering of k elements of the n-person player set N. Another characterization of k-convexity is presented in terms of a so-called finite min-modular decomposition. That is, some specific cover game of a k-convex game can be decomposed as the minimum of a finite number of modular (or additive) games. Finally it is established that the k-convexity of a game can be characterized in terms of the second order partial derivates of the so-called multilinear extension of the game.
Variational principles and optimal solutions of the inverse problems of creep bending of plates
NASA Astrophysics Data System (ADS)
Bormotin, K. S.; Oleinikov, A. I.
2012-09-01
It is shown that inverse problems of steady-state creep bending of plates in both the geometrically linear and nonlinear formulations can be represented in a variational formulation. Steady-state values of the obtained functionals corresponding to the solutions of the problems of inelastic deformation and elastic unloading are determined by applying a finite element procedure to the functionals. Optimal laws of creep deformation are formulated using the criterion of minimizing damage in the functionals of the inverse problems. The formulated problems are reduced to the problems solved by the finite element method using MSC.Marc software.
Finite element solution of optimal control problems with state-control inequality constraints
NASA Technical Reports Server (NTRS)
Bless, Robert R.; Hodges, Dewey H.
1992-01-01
It is demonstrated that the weak Hamiltonian finite-element formulation is amenable to the solution of optimal control problems with inequality constraints which are functions of both state and control variables. Difficult problems can be treated on account of the ease with which algebraic equations can be generated before having to specify the problem. These equations yield very accurate solutions. Owing to the sparse structure of the resulting Jacobian, computer solutions can be obtained quickly when the sparsity is exploited.
A Transformation Approach to Optimal Control Problems with Bounded State Variables
NASA Technical Reports Server (NTRS)
Hanafy, Lawrence Hanafy
1971-01-01
A technique is described and utilized in the study of the solutions to various general problems in optimal control theory, which are converted in to Lagrange problems in the calculus of variations. This is accomplished by mapping certain properties in Euclidean space onto closed control and state regions. Nonlinear control problems with a unit m cube as control region and unit n cube as state region are considered.
Lazarov, R D; Pasciak, J E; Schoberl, J; Vassilevski, P S
2001-08-08
We consider an interior penalty discontinuous approximation for symmetric elliptic problems of second order on non-matching grids in this paper. The main result is an almost optimal error estimate for the interior penalty approximation of the original problem based on the partition of the domain into a finite number of subdomains. Further, an error analysis for the finite element approximation of the penalty formulation is given. Finally, numerical experiments on a series of model second order problems are presented.
Numerical solution of the problem of optimizing the process of oil displacement by steam
NASA Astrophysics Data System (ADS)
Temirbekov, N. M.; Baigereyev, D. R.
2016-06-01
The paper is devoted to the problem of optimizing the process of steam stimulation on the oil reservoir by controlling the steam pressure on the injection well to achieve preassigned temperature distribution along the reservoir at a given time of development. The relevance of the study of this problem is related to the need to improve methods of heavy oil development, the proportion of which exceeds the reserves of light oils, and it tends to grow. As a mathematical model of oil displacement by steam, three-phase non-isothermal flow equations is considered. The problem of optimal control is formulated, an algorithm for the numerical solution is proposed. As a reference regime, temperature distribution corresponding to the constant pressure of injected steam is accepted. The solution of the optimization problem shows that choosing the steam pressure on the injection well, one can improve the efficiency of steam-stimulation and reduce the pressure of the injected steam.
Fast-convergent double-sigmoid Hopfield neural network as applied to optimization problems.
Uykan, Zekeriya
2013-06-01
The Hopfield neural network (HNN) has been widely used in numerous different optimization problems since the early 1980s. The convergence speed of the HNN (already in high gain) eventually plays a critical role in various real-time applications. In this brief, we propose and analyze a generalized HNN which drastically improves the convergence speed of the network, and thus allows benefiting from the HNN capabilities in solving the optimization problems in real time. By examining the channel allocation optimization problem in cellular radio systems, which is NP-complete and in which fast solution is necessary due to time-varying link gains, as well as the associative memory problem, computer simulations confirm the dramatic improvement in convergence speed at the expense of using a second nonlinear function in the proposed network.
Univalent harmonic mappings convex in one direction
NASA Astrophysics Data System (ADS)
Ponnusamy, S.; Kaliraj, A. Sairam
2014-09-01
In this paper, we present a criterion for a harmonic function to be convex in one direction. Also, we discuss the class of harmonic functions starlike in one direction in the unit disk and obtain a method to construct univalent harmonic functions convex in one direction. Although the converse of classical Alexander's theorem for harmonic functions was proved to be false, we obtain a version of converse of it under a suitable additional condition.
On equivalent characterizations of convexity of functions
NASA Astrophysics Data System (ADS)
Gkioulekas, Eleftherios
2013-04-01
A detailed development of the theory of convex functions, not often found in complete form in most textbooks, is given. We adopt the strict secant line definition as the definitive definition of convexity. We then show that for differentiable functions, this definition becomes logically equivalent with the first derivative monotonicity definition and the tangent line definition. Consequently, for differentiable functions, all three characterizations are logically equivalent.
NASA Technical Reports Server (NTRS)
Tapia, R. A.; Vanrooy, D. L.
1976-01-01
A quasi-Newton method is presented for minimizing a nonlinear function while constraining the variables to be nonnegative and sum to one. The nonnegativity constraints were eliminated by working with the squares of the variables and the resulting problem was solved using Tapia's general theory of quasi-Newton methods for constrained optimization. A user's guide for a computer program implementing this algorithm is provided.
NASA Astrophysics Data System (ADS)
Chu, J. G.; Zhang, C.; Fu, G. T.; Li, Y.; Zhou, H. C.
2015-04-01
This study investigates the effectiveness of a sensitivity-informed method for multi-objective operation of reservoir systems, which uses global sensitivity analysis as a screening tool to reduce the computational demands. Sobol's method is used to screen insensitive decision variables and guide the formulation of the optimization problems with a significantly reduced number of decision variables. This sensitivity-informed problem decomposition dramatically reduces the computational demands required for attaining high quality approximations of optimal tradeoff relationships between conflicting design objectives. The search results obtained from the reduced complexity multi-objective reservoir operation problems are then used to pre-condition the full search of the original optimization problem. In two case studies, the Dahuofang reservoir and the inter-basin multi-reservoir system in Liaoning province, China, sensitivity analysis results show that reservoir performance is strongly controlled by a small proportion of decision variables. Sensitivity-informed problem decomposition and pre-conditioning are evaluated in their ability to improve the efficiency and effectiveness of multi-objective evolutionary optimization. Overall, this study illustrates the efficiency and effectiveness of the sensitivity-informed method and the use of global sensitivity analysis to inform problem decomposition when solving the complex multi-objective reservoir operation problems.
NASA Astrophysics Data System (ADS)
Cottrill, Gerald C.
A hybrid numerical algorithm combining the Gauss Pseudospectral Method (GPM) with a Generalized Polynomial Chaos (gPC) method to solve nonlinear stochastic optimal control problems with constraint uncertainties is presented. TheGPM and gPC have been shown to be spectrally accurate numerical methods for solving deterministic optimal control problems and stochastic differential equations, respectively. The gPC uses collocation nodes to sample the random space, which are then inserted into the differential equations and solved by applying standard differential equation methods. The resulting set of deterministic solutions is used to characterize the distribution of the solution by constructing a polynomial representation of the output as a function of uncertain parameters. Optimal control problems are especially challenging to solve since they often include path constraints, bounded controls, boundary conditions, and require solutions that minimize a cost functional. Adding random parameters can make these problems even more challenging. The hybrid algorithm presented in this dissertation is the first time the GPM and gPC algorithms have been combined to solve optimal control problems with random parameters. Using the GPM in the gPC construct provides minimum cost deterministic solutions used in stochastic computations that meet path, control, and boundary constraints, thus extending current gPC methods to be applicable to stochastic optimal control problems. The hybrid GPM-gPC algorithm was applied to two concept demonstration problems: a nonlinear optimal control problem with multiplicative uncertain elements and a trajectory optimization problem simulating an aircraft flying through a threat field where exact locations of the threats are unknown. The results show that the expected value, variance, and covariance statistics of the polynomial output function approximations of the state, control, cost, and terminal time variables agree with Monte-Carlo simulation
A Convex Formulation for Learning a Shared Predictive Structure from Multiple Tasks
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
Network Lasso: Clustering and Optimization in Large Graphs
Hallac, David; Leskovec, Jure; Boyd, Stephen
2016-01-01
Convex optimization is an essential tool for modern data analysis, as it provides a framework to formulate and solve many problems in machine learning and data mining. However, general convex optimization solvers do not scale well, and scalable solvers are often specialized to only work on a narrow class of problems. Therefore, there is a need for simple, scalable algorithms that can solve many common optimization problems. In this paper, we introduce the network lasso, a generalization of the group lasso to a network setting that allows for simultaneous clustering and optimization on graphs. We develop an algorithm based on the Alternating Direction Method of Multipliers (ADMM) to solve this problem in a distributed and scalable manner, which allows for guaranteed global convergence even on large graphs. We also examine a non-convex extension of this approach. We then demonstrate that many types of problems can be expressed in our framework. We focus on three in particular — binary classification, predicting housing prices, and event detection in time series data — comparing the network lasso to baseline approaches and showing that it is both a fast and accurate method of solving large optimization problems. PMID:27398260
The Sizing and Optimization Language, (SOL): Computer language for design problems
NASA Technical Reports Server (NTRS)
Lucas, Stephen H.; Scotti, Stephen J.
1988-01-01
The Sizing and Optimization Language, (SOL), a new high level, special purpose computer language was developed to expedite application of numerical optimization to design problems and to make the process less error prone. SOL utilizes the ADS optimization software and provides a clear, concise syntax for describing an optimization problem, the OPTIMIZE description, which closely parallels the mathematical description of the problem. SOL offers language statements which can be used to model a design mathematically, with subroutines or code logic, and with existing FORTRAN routines. In addition, SOL provides error checking and clear output of the optimization results. Because of these language features, SOL is best suited to model and optimize a design concept when the model consits of mathematical expressions written in SOL. For such cases, SOL's unique syntax and error checking can be fully utilized. SOL is presently available for DEC VAX/VMS systems. A SOL package is available which includes the SOL compiler, runtime library routines, and a SOL reference manual.
Using a derivative-free optimization method for multiple solutions of inverse transport problems
Armstrong, Jerawan C.; Favorite, Jeffrey A.
2016-01-14
Identifying unknown components of an object that emits radiation is an important problem for national and global security. Radiation signatures measured from an object of interest can be used to infer object parameter values that are not known. This problem is called an inverse transport problem. An inverse transport problem may have multiple solutions and the most widely used approach for its solution is an iterative optimization method. This paper proposes a stochastic derivative-free global optimization algorithm to find multiple solutions of inverse transport problems. The algorithm is an extension of a multilevel single linkage (MLSL) method where a meshmore » adaptive direct search (MADS) algorithm is incorporated into the local phase. Furthermore, numerical test cases using uncollided fluxes of discrete gamma-ray lines are presented to show the performance of this new algorithm.« less
Stochastic Homogenization of Nonconvex Unbounded Integral Functionals with Convex Growth
NASA Astrophysics Data System (ADS)
Duerinckx, Mitia; Gloria, Antoine
2016-09-01
We consider the well-trodden ground of the problem of the homogenization of random integral functionals. When the integrand has standard growth conditions, the qualitative theory is well-understood. When it comes to unbounded functionals, that is, when the domain of the integrand is not the whole space and may depend on the space-variable, there is no satisfactory theory. In this contribution we develop a complete qualitative stochastic homogenization theory for nonconvex unbounded functionals with convex growth. We first prove that if the integrand is convex and has p-growth from below (with p > d, the dimension), then it admits homogenization regardless of growth conditions from above. This result, that crucially relies on the existence and sublinearity at infinity of correctors, is also new in the periodic case. In the case of nonconvex integrands, we prove that a similar homogenization result holds provided that the nonconvex integrand admits a two-sided estimate by a convex integrand (the domain of which may depend on the space variable) that itself admits homogenization. This result is of interest to the rigorous derivation of rubber elasticity from polymer physics, which involves the stochastic homogenization of such unbounded functionals.
Direct SQP-methods for solving optimal control problems with delays
Goellmann, L.; Bueskens, C.; Maurer, H.
1994-12-31
The maximum principle for optimal control problems with delays leads to a boundary value problem (BVP) which is retarded in the state and advanced in the costate function. Based on shooting techniques, solution methods for this type of BVP have been proposed. In recent years, direct optimization methods have been favored for solving control problems without delays. Direct methods approximate the control and the state over a fixed mesh and solve the resulting NLP-problem with SQP-methods. These methods dispense with the costate function and have shown to be robust and efficient. In this paper, we propose a direct SQP-method for retarded control problems. In contrast to conventional direct methods, only the control variable is approximated by e.g. spline-functions. The state is computed via a high order Runge-Kutta type algorithm and does not enter explicitly the NLP-problem through an equation. This approach reduces the number of optimization variables considerably and is implementable even on a PC. Our method is illustrated by the numerical solution of retarded control problems with constraints. In particular, we consider the control of a continuous stirred tank reactor which has been solved by dynamic programming. This example illustrates the robustness and efficiency of the proposed method. Open questions concerning sufficient conditions and convergence of discretized NLP-problems are discussed.
Stochastic learning via optimizing the variational inequalities.
Tao, Qing; Gao, Qian-Kun; Chu, De-Jun; Wu, Gao-Wei
2014-10-01
A wide variety of learning problems can be posed in the framework of convex optimization. Many efficient algorithms have been developed based on solving the induced optimization problems. However, there exists a gap between the theoretically unbeatable convergence rate and the practically efficient learning speed. In this paper, we use the variational inequality (VI) convergence to describe the learning speed. To this end, we avoid the hard concept of regret in online learning and directly discuss the stochastic learning algorithms. We first cast the regularized learning problem as a VI. Then, we present a stochastic version of alternating direction method of multipliers (ADMMs) to solve the induced VI. We define a new VI-criterion to measure the convergence of stochastic algorithms. While the rate of convergence for any iterative algorithms to solve nonsmooth convex optimization problems cannot be better than O(1/√t), the proposed stochastic ADMM (SADMM) is proved to have an O(1/t) VI-convergence rate for the l1-regularized hinge loss problems without strong convexity and smoothness. The derived VI-convergence results also support the viewpoint that the standard online analysis is too loose to analyze the stochastic setting properly. The experiments demonstrate that SADMM has almost the same performance as the state-of-the-art stochastic learning algorithms but its O(1/t) VI-convergence rate is capable of tightly characterizing the real learning speed.
Convex Clustering: An Attractive Alternative to Hierarchical Clustering
Chen, Gary K.; Chi, Eric C.; Ranola, John Michael O.; Lange, Kenneth
2015-01-01
The primary goal in cluster analysis is to discover natural groupings of objects. The field of cluster analysis is crowded with diverse methods that make special assumptions about data and address different scientific aims. Despite its shortcomings in accuracy, hierarchical clustering is the dominant clustering method in bioinformatics. Biologists find the trees constructed by hierarchical clustering visually appealing and in tune with their evolutionary perspective. Hierarchical clustering operates on multiple scales simultaneously. This is essential, for instance, in transcriptome data, where one may be interested in making qualitative inferences about how lower-order relationships like gene modules lead to higher-order relationships like pathways or biological processes. The recently developed method of convex clustering preserves the visual appeal of hierarchical clustering while ameliorating its propensity to make false inferences in the presence of outliers and noise. The solution paths generated by convex clustering reveal relationships between clusters that are hidden by static methods such as k-means clustering. The current paper derives and tests a novel proximal distance algorithm for minimizing the objective function of convex clustering. The algorithm separates parameters, accommodates missing data, and supports prior information on relationships. Our program CONVEXCLUSTER incorporating the algorithm is implemented on ATI and nVidia graphics processing units (GPUs) for maximal speed. Several biological examples illustrate the strengths of convex clustering and the ability of the proximal distance algorithm to handle high-dimensional problems. CONVEXCLUSTER can be freely downloaded from the UCLA Human Genetics web site at http://www.genetics.ucla.edu/software/ PMID:25965340
NASA Technical Reports Server (NTRS)
Banks, H. T.; Silcox, R. J.; Keeling, S. L.; Wang, C.
1989-01-01
A unified treatment of the linear quadratic tracking (LQT) problem, in which a control system's dynamics are modeled by a linear evolution equation with a nonhomogeneous component that is linearly dependent on the control function u, is presented; the treatment proceeds from the theoretical formulation to a numerical approximation framework. Attention is given to two categories of LQT problems in an infinite time interval: the finite energy and the finite average energy. The behavior of the optimal solution for finite time-interval problems as the length of the interval tends to infinity is discussed. Also presented are the formulations and properties of LQT problems in a finite time interval.
Using the PORS Problems to Examine Evolutionary Optimization of Multiscale Systems
Reinhart, Zachary; Molian, Vaelan; Bryden, Kenneth
2013-01-01
Nearly all systems of practical interest are composed of parts assembled across multiple scales. For example, an agrodynamic system is composed of flora and fauna on one scale; soil types, slope, and water runoff on another scale; and management practice and yield on another scale. Or consider an advanced coal-fired power plant: combustion and pollutant formation occurs on one scale, the plant components on another scale, and the overall performance of the power system is measured on another. In spite of this, there are few practical tools for the optimization of multiscale systems. This paper examines multiscale optimization of systems composed of discrete elements using the plus-one-recall-store (PORS) problem as a test case or study problem for multiscale systems. From this study, it is found that by recognizing the constraints and patterns present in discrete multiscale systems, the solution time can be significantly reduced and much more complex problems can be optimized.
NASA Astrophysics Data System (ADS)
Ibrahim, Ireen Munira; Liong, Choong-Yeun; Bakar, Sakhinah Abu; Ahmad, Norazura; Najmuddin, Ahmad Farid
2015-12-01
The Emergency Department (ED) is a very complex system with limited resources to support increase in demand. ED services are considered as good quality if they can meet the patient's expectation. Long waiting times and length of stay is always the main problem faced by the management. The management of ED should give greater emphasis on their capacity of resources in order to increase the quality of services, which conforms to patient satisfaction. This paper is a review of work in progress of a study being conducted in a government hospital in Selangor, Malaysia. This paper proposed a simulation optimization model framework which is used to study ED operations and problems as well as to find an optimal solution to the problems. The integration of simulation and optimization is hoped can assist management in decision making process regarding their resource capacity planning in order to improve current and future ED operations.
Application of multidisciplinary design optimization formulation theory to a wind design problems
Frank, P.; Benton, J.R.; Borland, C.; Kao, T.J.; Barthelemy, J.
1994-12-31
Multidisciplinary Design Optimization, MDO, is optimal design with simultaneous consideration of several disciplines. MDO in conjunction with coupled high-fidelity analysis codes is in a formative stage of development. This talk describes application of MDO formulation theory to the problem of aeroelastic wing design. That is, wing design with simultaneous consideration of the disciplines of structures and aerodynamics. In addition to MDO formulation theory, particular attention is paid to practical problems. These problems include validation of the individual discipline analysis codes, the need for distributed computing and the need for inexpensive models to serve as optimization surrogates for compute intensive aerodynamics codes. An MDO solution method and associated test results will be presented.
Vortex generator design for aircraft inlet distortion as a numerical optimization problem
NASA Technical Reports Server (NTRS)
Anderson, Bernhard H.; Levy, Ralph
1991-01-01
Aerodynamic compatibility of aircraft/inlet/engine systems is a difficult design problem for aircraft that must operate in many different flight regimes. Takeoff, subsonic cruise, supersonic cruise, transonic maneuvering, and high altitude loiter each place different constraints on inlet design. Vortex generators, small wing like sections mounted on the inside surfaces of the inlet duct, are used to control flow separation and engine face distortion. The design of vortex generator installations in an inlet is defined as a problem addressable by numerical optimization techniques. A performance parameter is suggested to account for both inlet distortion and total pressure loss at a series of design flight conditions. The resulting optimization problem is difficult since some of the design parameters take on integer values. If numerical procedures could be used to reduce multimillion dollar development test programs to a small set of verification tests, numerical optimization could have a significant impact on both cost and elapsed time to design new aircraft.
On a class of optimal control problems with distributed and lumped parameters
NASA Astrophysics Data System (ADS)
Teymurov, R. A.
2016-03-01
The optimal control of moving sources governed by a parabolic equation and a system of ordinary differential equations with initial and boundary conditions is considered. For this problem, an existence and uniqueness theorem is proved, sufficient conditions for the Fréchet differentiability of the cost functional are established, an expression for its gradient is derived, and necessary optimality conditions in the form of pointwise and integral maximum principles are obtained.
Optimization problems in natural gas transportation systems. A state-of-the-art review
Ríos-Mercado, Roger Z.; Borraz-Sánchez, Conrado
2015-03-24
Our paper provides a review on the most relevant research works conducted to solve natural gas transportation problems via pipeline systems. The literature reveals three major groups of gas pipeline systems, namely gathering, transmission, and distribution systems. In this work, we aim at presenting a detailed discussion of the efforts made in optimizing natural gas transmission lines.There is certainly a vast amount of research done over the past few years on many decision-making problems in the natural gas industry and, specifically, in pipeline network optimization. In this work, we present a state-of-the-art survey focusing on specific categories that include short-term basis storage (line-packing problems), gas quality satisfaction (pooling problems), and compressor station modeling (fuel cost minimization problems). We also discuss both steady-state and transient optimization models highlighting the modeling aspects and the most relevant solution approaches known to date. Although the literature on natural gas transmission system problems is quite extensive, this is, to the best of our knowledge, the first comprehensive review or survey covering this specific research area on natural gas transmission from an operations research perspective. Furthermore, this paper includes a discussion of the most important and promising research areas in this field. Hence, our paper can serve as a useful tool to gain insight into the evolution of the many real-life applications and most recent advances in solution methodologies arising from this exciting and challenging research area of decision-making problems.
Rao, R.; Buescher, K.L.; Hanagandi, V.
1995-12-31
In the optimal plant location and sizing problem it is desired to optimize cost function involving plant sizes, locations, and production schedules in the face of supply-demand and plant capacity constraints. We will use simulated annealing (SA) and a genetic algorithm (GA) to solve this problem. We will compare these techniques with respect to computational expenses, constraint handling capabilities, and the quality of the solution obtained in general. Simulated Annealing is a combinatorial stochastic optimization technique which has been shown to be effective in obtaining fast suboptimal solutions for computationally, hard problems. The technique is especially attractive since solutions are obtained in polynomial time for problems where an exhaustive search for the global optimum would require exponential time. We propose a synergy between the cluster analysis technique, popular in classical stochastic global optimization, and the GA to accomplish global optimization. This synergy minimizes redundant searches around local optima and enhances the capable it of the GA to explore new areas in the search space.
NASA Astrophysics Data System (ADS)
Ayvaz, M. Tamer
2016-07-01
In this study, a new simulation-optimization approach is proposed for solving the areal groundwater pollution source identification problems which is an ill-posed inverse problem. In the simulation part of the proposed approach, groundwater flow and pollution transport processes are simulated by modeling the given aquifer system on MODFLOW and MT3DMS models. The developed simulation model is then integrated to a newly proposed hybrid optimization model where a binary genetic algorithm and a generalized reduced gradient method are mutually used. This is a novel approach and it is employed for the first time in the areal pollution source identification problems. The objective of the proposed hybrid optimization approach is to simultaneously identify the spatial distributions and input concentrations of the unknown areal groundwater pollution sources by using the limited number of pollution concentration time series at the monitoring well locations. The applicability of the proposed simulation-optimization approach is evaluated on a hypothetical aquifer model for different pollution source distributions. Furthermore, model performance is evaluated for measurement error conditions, different genetic algorithm parameter combinations, different numbers and locations of the monitoring wells, and different heterogeneous hydraulic conductivity fields. Identified results indicated that the proposed simulation-optimization approach may be an effective way to solve the areal groundwater pollution source identification problems.
An adaptive metamodel-based global optimization algorithm for black-box type problems
NASA Astrophysics Data System (ADS)
Jie, Haoxiang; Wu, Yizhong; Ding, Jianwan
2015-11-01
In this article, an adaptive metamodel-based global optimization (AMGO) algorithm is presented to solve unconstrained black-box problems. In the AMGO algorithm, a type of hybrid model composed of kriging and augmented radial basis function (RBF) is used as the surrogate model. The weight factors of hybrid model are adaptively selected in the optimization process. To balance the local and global search, a sub-optimization problem is constructed during each iteration to determine the new iterative points. As numerical experiments, six standard two-dimensional test functions are selected to show the distributions of iterative points. The AMGO algorithm is also tested on seven well-known benchmark optimization problems and contrasted with three representative metamodel-based optimization methods: efficient global optimization (EGO), GutmannRBF and hybrid and adaptive metamodel (HAM). The test results demonstrate the efficiency and robustness of the proposed method. The AMGO algorithm is finally applied to the structural design of the import and export chamber of a cycloid gear pump, achieving satisfactory results.
NASA Astrophysics Data System (ADS)
Tang, Xiaojun
2016-04-01
The main purpose of this work is to provide multiple-interval integral Gegenbauer pseudospectral methods for solving optimal control problems. The latest developed single-interval integral Gauss/(flipped Radau) pseudospectral methods can be viewed as special cases of the proposed methods. We present an exact and efficient approach to compute the mesh pseudospectral integration matrices for the Gegenbauer-Gauss and flipped Gegenbauer-Gauss-Radau points. Numerical results on benchmark optimal control problems confirm the ability of the proposed methods to obtain highly accurate solutions.
A modified form of conjugate gradient method for unconstrained optimization problems
NASA Astrophysics Data System (ADS)
Ghani, Nur Hamizah Abdul; Rivaie, Mohd.; Mamat, Mustafa
2016-06-01
Conjugate gradient (CG) methods have been recognized as an interesting technique to solve optimization problems, due to the numerical efficiency, simplicity and low memory requirements. In this paper, we propose a new CG method based on the study of Rivaie et al. [7] (Comparative study of conjugate gradient coefficient for unconstrained Optimization, Aus. J. Bas. Appl. Sci. 5(2011) 947-951). Then, we show that our method satisfies sufficient descent condition and converges globally with exact line search. Numerical results show that our proposed method is efficient for given standard test problems, compare to other existing CG methods.
NASA Technical Reports Server (NTRS)
Fadel, G. M.
1991-01-01
The point exponential approximation method was introduced by Fadel et al. (Fadel, 1990), and tested on structural optimization problems with stress and displacement constraints. The reports in earlier papers were promising, and the method, which consists of correcting Taylor series approximations using previous design history, is tested in this paper on optimization problems with frequency constraints. The aim of the research is to verify the robustness and speed of convergence of the two point exponential approximation method when highly non-linear constraints are used.
Spectral calibration for convex grating imaging spectrometer
NASA Astrophysics Data System (ADS)
Zhou, Jiankang; Chen, Xinhua; Ji, Yiqun; Chen, Yuheng; Shen, Weimin
2013-12-01
Spectral calibration of imaging spectrometer plays an important role for acquiring target accurate spectrum. There are two spectral calibration types in essence, the wavelength scanning and characteristic line sampling. Only the calibrated pixel is used for the wavelength scanning methods and he spectral response function (SRF) is constructed by the calibrated pixel itself. The different wavelength can be generated by the monochromator. The SRF is constructed by adjacent pixels of the calibrated one for the characteristic line sampling methods. And the pixels are illuminated by the narrow spectrum line and the center wavelength of the spectral line is exactly known. The calibration result comes from scanning method is precise, but it takes much time and data to deal with. The wavelength scanning method cannot be used in field or space environment. The characteristic line sampling method is simple, but the calibration precision is not easy to confirm. The standard spectroscopic lamp is used to calibrate our manufactured convex grating imaging spectrometer which has Offner concentric structure and can supply high resolution and uniform spectral signal. Gaussian fitting algorithm is used to determine the center position and the Full-Width-Half-Maximum（FWHM）of the characteristic spectrum line. The central wavelengths and FWHMs of spectral pixels are calibrated by cubic polynomial fitting. By setting a fitting error thresh hold and abandoning the maximum deviation point, an optimization calculation is achieved. The integrated calibration experiment equipment for spectral calibration is developed to enhance calibration efficiency. The spectral calibration result comes from spectral lamp method are verified by monochromator wavelength scanning calibration technique. The result shows that spectral calibration uncertainty of FWHM and center wavelength are both less than 0.08nm, or 5.2% of spectral FWHM.
The role of optimism in the process of schema-focused cognitive therapy of personality problems.
Hoffart, Asle; Sexton, Harold
2002-06-01
The aim of this study was to examine the determinants and effects of optimism in the process of schema-focused cognitive therapy of personality problems. The sample consisted of 35 patients with panic disorder and/or agoraphobia and DSM-IV Cluster C personality traits who participated in an 11-week residential program with one symptom-focused and one personality-focused phase. This study examines the role played by optimism during the individual sessions of the second phase, using a time series approach. Decreased patient's belief in his/her primary Early Maladaptive Schema and increased patient-experienced empathy from the therapist in a session predicted increased patient-rated optimism before the subsequent session. Increased patient-rated optimism in turn predicted decreased schema belief and distress and increased insight, empathy, and therapist-rated optimism. The slope of optimism across sessions was related to change in most of the overall outcome measures. There appears to be a positive feedback in the process of schema-focused cognitive therapy between decreased schema belief and increased optimism. In addition, optimism appears to mediate the effects of schema belief and therapist empathy on overall improvement, and to serve as an antecedent to decreased distress and to increased empathy, insight, and therapist's optimism. PMID:12051481
The role of optimism in the process of schema-focused cognitive therapy of personality problems.
Hoffart, Asle; Sexton, Harold
2002-06-01
The aim of this study was to examine the determinants and effects of optimism in the process of schema-focused cognitive therapy of personality problems. The sample consisted of 35 patients with panic disorder and/or agoraphobia and DSM-IV Cluster C personality traits who participated in an 11-week residential program with one symptom-focused and one personality-focused phase. This study examines the role played by optimism during the individual sessions of the second phase, using a time series approach. Decreased patient's belief in his/her primary Early Maladaptive Schema and increased patient-experienced empathy from the therapist in a session predicted increased patient-rated optimism before the subsequent session. Increased patient-rated optimism in turn predicted decreased schema belief and distress and increased insight, empathy, and therapist-rated optimism. The slope of optimism across sessions was related to change in most of the overall outcome measures. There appears to be a positive feedback in the process of schema-focused cognitive therapy between decreased schema belief and increased optimism. In addition, optimism appears to mediate the effects of schema belief and therapist empathy on overall improvement, and to serve as an antecedent to decreased distress and to increased empathy, insight, and therapist's optimism.
NASA Astrophysics Data System (ADS)
Tahvili, Sahar; Österberg, Jonas; Silvestrov, Sergei; Biteus, Jonas
2014-12-01
One of the most important factors in the operations of many cooperations today is to maximize profit and one important tool to that effect is the optimization of maintenance activities. Maintenance activities is at the largest level divided into two major areas, corrective maintenance (CM) and preventive maintenance (PM). When optimizing maintenance activities, by a maintenance plan or policy, we seek to find the best activities to perform at each point in time, be it PM or CM. We explore the use of stochastic simulation, genetic algorithms and other tools for solving complex maintenance planning optimization problems in terms of a suggested framework model based on discrete event simulation.
Tahvili, Sahar; Österberg, Jonas; Silvestrov, Sergei; Biteus, Jonas
2014-12-10
One of the most important factors in the operations of many cooperations today is to maximize profit and one important tool to that effect is the optimization of maintenance activities. Maintenance activities is at the largest level divided into two major areas, corrective maintenance (CM) and preventive maintenance (PM). When optimizing maintenance activities, by a maintenance plan or policy, we seek to find the best activities to perform at each point in time, be it PM or CM. We explore the use of stochastic simulation, genetic algorithms and other tools for solving complex maintenance planning optimization problems in terms of a suggested framework model based on discrete event simulation.
Droege, Jocelyn R; Stevens, Edward B; Jason, Leonard A
2015-01-01
Substance abuse is associated with a host of harmful consequences to the substance user as well as other individuals and society as a whole. Although harm is an integral component of substance abuse, there is a dearth of research that investigates the relationship between harm and substance use problems. The goal of this study was to explore recovering substance users' retrospective perceptions of harm caused to self and others during periods of substance abuse and the resulting association with the development of problem awareness and treatment perspectives. The present study found that perceptions of harming children demonstrated a significant impact on adults' substance use problem awareness and treatment optimism. Perceived harm caused to a child during periods of substance abuse was associated with increased substance use problem awareness and treatment optimism. Findings suggest that harming children as a consequence of adult substance abuse may play an impactful role on adults' recovery process. Implications for future research are discussed.
An Optimization Model for Scheduling Problems with Two-Dimensional Spatial Resource Constraint
NASA Technical Reports Server (NTRS)
Garcia, Christopher; Rabadi, Ghaith
2010-01-01
Traditional scheduling problems involve determining temporal assignments for a set of jobs in order to optimize some objective. Some scheduling problems also require the use of limited resources, which adds another dimension of complexity. In this paper we introduce a spatial resource-constrained scheduling problem that can arise in assembly, warehousing, cross-docking, inventory management, and other areas of logistics and supply chain management. This scheduling problem involves a twodimensional rectangular area as a limited resource. Each job, in addition to having temporal requirements, has a width and a height and utilizes a certain amount of space inside the area. We propose an optimization model for scheduling the jobs while respecting all temporal and spatial constraints.
Application of a non-convex smooth hard threshold regularizer to sparse-view CT image reconstruction
NASA Astrophysics Data System (ADS)
Rose, Sean; Sidky, Emil Y.; Pan, Xioachuan
2015-03-01
In this work, we apply non-convex, sparsity exploiting regularization techniques to image reconstruction in computed tomography (CT).We modify the well-known total variation (TV) penalty to use a non-convex smooth hard threshold (SHT) penalty as opposed to the typical l1 norm. The SHT penalty is different from the p <1 norms in that it is bounded above and has bounded gradient as its argument approaches the zero vector. We propose a re-weighting scheme utilizing the Chambolle-Pock (CP) algorithm in an attempt to solve a data-error constrained optimization problem utilizing the SHT penalty and call the resulting algorithm SHTCP. We then demonstrate the algorithm on sparse-view reconstruction of a simulated breast phantom with noiseless and noisy data and compare the converged images to those generated by a CP algorithm solving the analogous data-error constrained problem utilizing the TV. We demonstrate that SHTCP allows for more accurate reconstruction in the case of sparse-view noisy data and, in the case of noiseless data, allows for accurate reconstruction from fewer views than its TV counterpart.
Traveltime tomography and nonlinear constrained optimization
Berryman, J.G.
1988-10-01
Fermat's principle of least traveltime states that the first arrivals follow ray paths with the smallest overall traveltime from the point of transmission to the point of reception. This principle determines a definite convex set of feasible slowness models - depending only on the traveltime data - for the fully nonlinear traveltime inversion problem. The existence of such a convex set allows us to transform the inversion problem into a nonlinear constrained optimization problem. Fermat's principle also shows that the standard undamped least-squares solution to the inversion problem always produces a slowness model with many ray paths having traveltime shorter than the measured traveltime (an impossibility even if the trial ray paths are not the true ray paths). In a damped least-squares inversion, the damping parameter may be varied to allow efficient location of a slowness model on the feasibility boundary. 13 refs., 1 fig., 1 tab.
Note: An explicit solution of the optimal superposition and Eckart frame problems.
Cioslowski, Jerzy
2016-07-14
Attention is called to an explicit solution of both the optimal superposition and Eckart frame problems that requires neither matrix diagonalization nor quaternion algebra. A simple change in one variable that enters the expression for the solution matrix T allows for selection of T representing either a proper rotation or a more general orthogonal transformation. The issues concerning the use of these alternative selections and the equivalence of the two problems are addressed. PMID:27421427
NASA Technical Reports Server (NTRS)
Ardema, M. D.; Yang, L.
1985-01-01
A method of solving the boundary-layer equations that arise in singular-perturbation analysis of flightpath optimization problems is presented. The method is based on Picard iterations of the integrated form of the equations and does not require iteration to find unknown boundary conditions. As an example, the method is used to develop a solution algorithm for the zero-order boundary-layer equations of the aircraft minimum-time-to-climb problem.
Note: An explicit solution of the optimal superposition and Eckart frame problems
NASA Astrophysics Data System (ADS)
Cioslowski, Jerzy
2016-07-01
Attention is called to an explicit solution of both the optimal superposition and Eckart frame problems that requires neither matrix diagonalization nor quaternion algebra. A simple change in one variable that enters the expression for the solution matrix T allows for selection of T representing either a proper rotation or a more general orthogonal transformation. The issues concerning the use of these alternative selections and the equivalence of the two problems are addressed.
An investigation of exploitation versus exploration in GBEA optimization of PORS 15 and 16 Problems
Koch, Kaelynn
2012-01-01
It was hypothesized that the variations in time to solution are driven by the competing mechanisms of exploration and exploitation.This thesis explores this hypothesis by examining two contrasting problems that embody the hypothesized tradeoff between exploration and exploitation. Plus one recall store (PORS) is an optimization problem based on the idea of a simple calculator with four buttons: plus, one, store, and recall. Integer addition and store are classified as operations, and one and memory recall are classified as terminals. The goal is to arrange a fixed number of keystrokes in a way that maximizes the numerical result. PORS 15 (15 keystrokes) represents the subset of difficult PORS problems and PORS 16 (16 keystrokes) represents the subset of PORS problems that are easiest to optimize. The goal of this work is to examine the tradeoff between exploitation and exploration in graph based evolutionary algorithm (GBEA) optimization. To do this, computational experiments are used to examine how solutions evolve in PORS 15 and 16 problems when solved using GBEAs. The experiment is comprised of three components; the graphs and the population, the evolutionary algorithm rule set, and the example problems. The complete, hypercube, and cycle graphs were used for this experiment. A fixed population size was used.
Bacanin, Nebojsa; Tuba, Milan
2014-01-01
Portfolio optimization (selection) problem is an important and hard optimization problem that, with the addition of necessary realistic constraints, becomes computationally intractable. Nature-inspired metaheuristics are appropriate for solving such problems; however, literature review shows that there are very few applications of nature-inspired metaheuristics to portfolio optimization problem. This is especially true for swarm intelligence algorithms which represent the newer branch of nature-inspired algorithms. No application of any swarm intelligence metaheuristics to cardinality constrained mean-variance (CCMV) portfolio problem with entropy constraint was found in the literature. This paper introduces modified firefly algorithm (FA) for the CCMV portfolio model with entropy constraint. Firefly algorithm is one of the latest, very successful swarm intelligence algorithm; however, it exhibits some deficiencies when applied to constrained problems. To overcome lack of exploration power during early iterations, we modified the algorithm and tested it on standard portfolio benchmark data sets used in the literature. Our proposed modified firefly algorithm proved to be better than other state-of-the-art algorithms, while introduction of entropy diversity constraint further improved results.
2014-01-01
Portfolio optimization (selection) problem is an important and hard optimization problem that, with the addition of necessary realistic constraints, becomes computationally intractable. Nature-inspired metaheuristics are appropriate for solving such problems; however, literature review shows that there are very few applications of nature-inspired metaheuristics to portfolio optimization problem. This is especially true for swarm intelligence algorithms which represent the newer branch of nature-inspired algorithms. No application of any swarm intelligence metaheuristics to cardinality constrained mean-variance (CCMV) portfolio problem with entropy constraint was found in the literature. This paper introduces modified firefly algorithm (FA) for the CCMV portfolio model with entropy constraint. Firefly algorithm is one of the latest, very successful swarm intelligence algorithm; however, it exhibits some deficiencies when applied to constrained problems. To overcome lack of exploration power during early iterations, we modified the algorithm and tested it on standard portfolio benchmark data sets used in the literature. Our proposed modified firefly algorithm proved to be better than other state-of-the-art algorithms, while introduction of entropy diversity constraint further improved results. PMID:24991645
A methodology to find the elementary landscape decomposition of combinatorial optimization problems.
Chicano, Francisco; Whitley, L Darrell; Alba, Enrique
2011-01-01
A small number of combinatorial optimization problems have search spaces that correspond to elementary landscapes, where the objective function f is an eigenfunction of the Laplacian that describes the neighborhood structure of the search space. Many problems are not elementary; however, the objective function of a combinatorial optimization problem can always be expressed as a superposition of multiple elementary landscapes if the underlying neighborhood used is symmetric. This paper presents theoretical results that provide the foundation for algebraic methods that can be used to decompose the objective function of an arbitrary combinatorial optimization problem into a sum of subfunctions, where each subfunction is an elementary landscape. Many steps of this process can be automated, and indeed a software tool could be developed that assists the researcher in finding a landscape decomposition. This methodology is then used to show that the subset sum problem is a superposition of two elementary landscapes, and to show that the quadratic assignment problem is a superposition of three elementary landscapes.
A unified study of projection algorithms for solving Hilbertian convex feasibility
Combettes, P.
1994-12-31
Numerous problems in applied mathematics, science, and engineering can be reduced to finding a common point of a collection of closed and convex sets in a Hilbert space. This abstract formulation is known as the hilbertian convex feasibility problem. The goal of this work is to study the convergence of a broad class of projection methods for solving hilbertian convex feasibility problems with a countable number of sets. A general algorithm is proposed which provides a unifying formulation for existing projection-based methods. It proceeds by extrapolated iterations of convex combinations of approximate projections onto subfamilies of sets. The relaxation parameters can vary over iteration- dependent, extrapolated ranges that extend beyond the interval [0, 2] usually used in projection methods. Various strategies are considered to control the order in which the sets are activated (cyclic, coercive, quasi-cyclic, admissible, chaotic). In addition, general regularity conditions on the sets are used (Slater condition, Levitin-Polyak condition, locally uniformly convex condition, bounded compactness, bounded and strong regularity) to study strong convergence. Weak convergence results for more general iterative schemes involving firmly nonexpansive operators instead of projections are also be presented.
Nash, Stephen G.
2013-11-11
The research focuses on the modeling and optimization of nanoporous materials. In systems with hierarchical structure that we consider, the physics changes as the scale of the problem is reduced and it can be important to account for physics at the fine level to obtain accurate approximations at coarser levels. For example, nanoporous materials hold promise for energy production and storage. A significant issue is the fabrication of channels within these materials to allow rapid diffusion through the material. One goal of our research is to apply optimization methods to the design of nanoporous materials. Such problems are large and challenging, with hierarchical structure that we believe can be exploited, and with a large range of important scales, down to atomistic. This requires research on large-scale optimization for systems that exhibit different physics at different scales, and the development of algorithms applicable to designing nanoporous materials for many important applications in energy production, storage, distribution, and use. Our research has two major research thrusts. The first is hierarchical modeling. We plan to develop and study hierarchical optimization models for nanoporous materials. The models have hierarchical structure, and attempt to balance the conflicting aims of model fidelity and computational tractability. In addition, we analyze the general hierarchical model, as well as the specific application models, to determine their properties, particularly those properties that are relevant to the hierarchical optimization algorithms. The second thrust was to develop, analyze, and implement a class of hierarchical optimization algorithms, and apply them to the hierarchical models we have developed. We adapted and extended the optimization-based multigrid algorithms of Lewis and Nash to the optimization models exemplified by the hierarchical optimization model. This class of multigrid algorithms has been shown to be a powerful tool for
Lim, Wee Loon; Wibowo, Antoni; Desa, Mohammad Ishak; Haron, Habibollah
2016-01-01
The quadratic assignment problem (QAP) is an NP-hard combinatorial optimization problem with a wide variety of applications. Biogeography-based optimization (BBO), a relatively new optimization technique based on the biogeography concept, uses the idea of migration strategy of species to derive algorithm for solving optimization problems. It has been shown that BBO provides performance on a par with other optimization methods. A classical BBO algorithm employs the mutation operator as its diversification strategy. However, this process will often ruin the quality of solutions in QAP. In this paper, we propose a hybrid technique to overcome the weakness of classical BBO algorithm to solve QAP, by replacing the mutation operator with a tabu search procedure. Our experiments using the benchmark instances from QAPLIB show that the proposed hybrid method is able to find good solutions for them within reasonable computational times. Out of 61 benchmark instances tested, the proposed method is able to obtain the best known solutions for 57 of them. PMID:26819585
NASA Astrophysics Data System (ADS)
Goldberg, Daniel N.; Krishna Narayanan, Sri Hari; Hascoet, Laurent; Utke, Jean
2016-05-01
We apply an optimized method to the adjoint generation of a time-evolving land ice model through algorithmic differentiation (AD). The optimization involves a special treatment of the fixed-point iteration required to solve the nonlinear stress balance, which differs from a straightforward application of AD software, and leads to smaller memory requirements and in some cases shorter computation times of the adjoint. The optimization is done via implementation of the algorithm of Christianson (1994) for reverse accumulation of fixed-point problems, with the AD tool OpenAD. For test problems, the optimized adjoint is shown to have far lower memory requirements, potentially enabling larger problem sizes on memory-limited machines. In the case of the land ice model, implementation of the algorithm allows further optimization by having the adjoint model solve a sequence of linear systems with identical (as opposed to varying) matrices, greatly improving performance. The methods introduced here will be of value to other efforts applying AD tools to ice models, particularly ones which solve a hybrid shallow ice/shallow shelf approximation to the Stokes equations.
NASA Astrophysics Data System (ADS)
Mandrà, Salvatore; Guerreschi, Gian Giacomo; Aspuru-Guzik, Alán
2015-12-01
Adiabatic quantum optimization is a procedure to solve a vast class of optimization problems by slowly changing the Hamiltonian of a quantum system. The evolution time necessary for the algorithm to be successful scales inversely with the minimum energy gap encountered during the dynamics. Unfortunately, the direct calculation of the gap is strongly limited by the exponential growth in the dimensionality of the Hilbert space associated to the quantum system. Although many special-purpose methods have been devised to reduce the effective dimensionality, they are strongly limited to particular classes of problems with evident symmetries. Moreover, little is known about the computational power of adiabatic quantum optimizers in real-world conditions. Here we propose and implement a general purposes reduction method that does not rely on any explicit symmetry and which requires, under certain general conditions, only a polynomial amount of classical resources. Thanks to this method, we are able to analyze the performance of "nonideal" quantum adiabatic optimizers to solve the well-known Grover problem, namely the search of target entries in an unsorted database, in the presence of discrete local defects. In this case, we show that adiabatic quantum optimization, even if affected by random noise, is still potentially faster than any classical algorithm.
Supervised classification of protein structures based on convex hull representation.
Wang, Yong; Wu, Ling-Yun; Chen, Luonan; Zhang, Xiang-Sun
2007-01-01
One of the central problems in functional genomics is to establish the classification schemes of protein structures. In this paper the relationship of protein structures is uncovered within the framework of supervised learning. Specifically, the novel patterns based on convex hull representation are firstly extracted from a protein structure, then the classification system is constructed and machine learning methods such as neural networks, Hidden Markov Models (HMM) and Support Vector Machines (SVMs) are applied. The CATH scheme is highlighted in the classification experiments. The results indicate that the proposed supervised classification scheme is effective and efficient.
The Soda Can Optimization Problem: Getting Close to the Real Thing
ERIC Educational Resources Information Center
Premadasa, Kirthi; Martin, Paul; Sprecher, Bryce; Yang, Lai; Dodge, Noah-Helen
2016-01-01
Optimizing the dimensions of a soda can is a classic problem that is frequently posed to freshman calculus students. However, if we only minimize the surface area subject to a fixed volume, the result is a can with a square edge-on profile, and this differs significantly from actual cans. By considering a more realistic model for the can that…
Masiero, Federica
2007-05-15
Semilinear elliptic partial differential equations are solved in a mild sense in an infinite-dimensional Hilbert space. These results are applied to a stochastic optimal control problem with infinite horizon. Applications to controlled stochastic heat and wave equations are given.
Constrained Optimization Problems in Cost and Managerial Accounting--Spreadsheet Tools
ERIC Educational Resources Information Center
Amlie, Thomas T.
2009-01-01
A common problem addressed in Managerial and Cost Accounting classes is that of selecting an optimal production mix given scarce resources. That is, if a firm produces a number of different products, and is faced with scarce resources (e.g., limitations on labor, materials, or machine time), what combination of products yields the greatest profit…
NASA Astrophysics Data System (ADS)
Guo, Peng; Cheng, Wenming; Wang, Yi
2014-10-01
The quay crane scheduling problem (QCSP) determines the handling sequence of tasks at ship bays by a set of cranes assigned to a container vessel such that the vessel's service time is minimized. A number of heuristics or meta-heuristics have been proposed to obtain the near-optimal solutions to overcome the NP-hardness of the problem. In this article, the idea of generalized extremal optimization (GEO) is adapted to solve the QCSP with respect to various interference constraints. The resulting GEO is termed the modified GEO. A randomized searching method for neighbouring task-to-QC assignments to an incumbent task-to-QC assignment is developed in executing the modified GEO. In addition, a unidirectional search decoding scheme is employed to transform a task-to-QC assignment to an active quay crane schedule. The effectiveness of the developed GEO is tested on a suite of benchmark problems introduced by K.H. Kim and Y.M. Park in 2004 (European Journal of Operational Research, Vol. 156, No. 3). Compared with other well-known existing approaches, the experiment results show that the proposed modified GEO is capable of obtaining the optimal or near-optimal solution in a reasonable time, especially for large-sized problems.
Liu, Derong; Li, Hongliang; Wang, Ding
2015-06-01
In this paper, we establish error bounds of adaptive dynamic programming algorithms for solving undiscounted infinite-horizon optimal control problems of discrete-time deterministic nonlinear systems. We consider approximation errors in the update equations of both value function and control policy. We utilize a new assumption instead of the contraction assumption in discounted optimal control problems. We establish the error bounds for approximate value iteration based on a new error condition. Furthermore, we also establish the error bounds for approximate policy iteration and approximate optimistic policy iteration algorithms. It is shown that the iterative approximate value function can converge to a finite neighborhood of the optimal value function under some conditions. To implement the developed algorithms, critic and action neural networks are used to approximate the value function and control policy, respectively. Finally, a simulation example is given to demonstrate the effectiveness of the developed algorithms.
Optimal control problem for the three-sector economic model of a cluster
NASA Astrophysics Data System (ADS)
Murzabekov, Zainel; Aipanov, Shamshi; Usubalieva, Saltanat
2016-08-01
The problem of optimal control for the three-sector economic model of a cluster is considered. Task statement is to determine the optimal distribution of investment and manpower in moving the system from a given initial state to desired final state. To solve the optimal control problem with finite-horizon planning, in case of fixed ends of trajectories, with box constraints, the method of Lagrange multipliers of a special type is used. This approach allows to represent the desired control in the form of synthesis control, depending on state of the system and current time. The results of numerical calculations for an instance of three-sector model of the economy show the effectiveness of the proposed method.
Coelho, Clarimar José; Galvão, Roberto K H; de Araújo, Mário César U; Pimentel, Maria Fernanda; da Silva, Edvan Cirino
2003-01-01
A novel strategy for the optimization of wavelet transforms with respect to the statistics of the data set in multivariate calibration problems is proposed. The optimization follows a linear semi-infinite programming formulation, which does not display local maxima problems and can be reproducibly solved with modest computational effort. After the optimization, a variable selection algorithm is employed to choose a subset of wavelet coefficients with minimal collinearity. The selection allows the building of a calibration model by direct multiple linear regression on the wavelet coefficients. In an illustrative application involving the simultaneous determination of Mn, Mo, Cr, Ni, and Fe in steel samples by ICP-AES, the proposed strategy yielded more accurate predictions than PCR, PLS, and nonoptimized wavelet regression. PMID:12767151
NASA Astrophysics Data System (ADS)
Chen, Chun; Tseng, Lin-Yu
2014-10-01
Multi-objective optimization is widely used in science, engineering and business. In this article, an improved version of the multiple trajectory search (MTS) called MTS2 is presented and successfully applied to real-value multi-objective optimization problems. In the first step, MTS2 generates M initial solutions distributed over the solution space. These solutions are called seeds. Some seeds with good objective values are selected as foreground seeds. Then, MTS2 chooses a suitable region search method for each foreground seed according to the landscape of the neighbourhood of the seed. During the search, MTS2 focuses its search on some promising areas specified by the foreground seeds. The performance of MTS2 was examined by applying it to solve the benchmark problems provided by the Competition of Performance Assessment of Constrained/Bound Constrained Multi-Objective Optimization Algorithms held at the 2009 IEEE Congress on Evolutionary Computation.
Inverse problems and optimal experiment design in unsteady heat transfer processes identification
NASA Technical Reports Server (NTRS)
Artyukhin, Eugene A.
1991-01-01
Experimental-computational methods for estimating characteristics of unsteady heat transfer processes are analyzed. The methods are based on the principles of distributed parameter system identification. The theoretical basis of such methods is the numerical solution of nonlinear ill-posed inverse heat transfer problems and optimal experiment design problems. Numerical techniques for solving problems are briefly reviewed. The results of the practical application of identification methods are demonstrated when estimating effective thermophysical characteristics of composite materials and thermal contact resistance in two-layer systems.
Digital program for solving the linear stochastic optimal control and estimation problem
NASA Technical Reports Server (NTRS)
Geyser, L. C.; Lehtinen, B.
1975-01-01
A computer program is described which solves the linear stochastic optimal control and estimation (LSOCE) problem by using a time-domain formulation. The LSOCE problem is defined as that of designing controls for a linear time-invariant system which is disturbed by white noise in such a way as to minimize a performance index which is quadratic in state and control variables. The LSOCE problem and solution are outlined; brief descriptions are given of the solution algorithms, and complete descriptions of each subroutine, including usage information and digital listings, are provided. A test case is included, as well as information on the IBM 7090-7094 DCS time and storage requirements.
Electronic neural network for solving traveling salesman and similar global optimization problems
NASA Technical Reports Server (NTRS)
Thakoor, Anilkumar P. (Inventor); Moopenn, Alexander W. (Inventor); Duong, Tuan A. (Inventor); Eberhardt, Silvio P. (Inventor)
1993-01-01
This invention is a novel high-speed neural network based processor for solving the 'traveling salesman' and other global optimization problems. It comprises a novel hybrid architecture employing a binary synaptic array whose embodiment incorporates the fixed rules of the problem, such as the number of cities to be visited. The array is prompted by analog voltages representing variables such as distances. The processor incorporates two interconnected feedback networks, each of which solves part of the problem independently and simultaneously, yet which exchange information dynamically.
NASA Astrophysics Data System (ADS)
Takabe, Satoshi; Hukushima, Koji
2014-04-01
The typical behavior of the linear programming (LP) problem is studied as a relaxation of the minimum vertex cover problem, which is a type of integer programming (IP) problem. To deal with LP and IP using statistical mechanics, a lattice-gas model on the Erdös-Rényi random graphs is analyzed by a replica method. It is found that the LP optimal solution is typically equal to that given by IP below the critical average degree c*=e in the thermodynamic limit. The critical threshold for LP = IP extends the previous result c = 1, and coincides with the replica symmetry-breaking threshold of the IP.
Haber, Eldad
2014-03-17
The focus of research was: Developing adaptive mesh for the solution of Maxwell's equations; Developing a parallel framework for time dependent inverse Maxwell's equations; Developing multilevel methods for optimization problems with inequal- ity constraints; A new inversion code for inverse Maxwell's equations in the 0th frequency (DC resistivity); A new inversion code for inverse Maxwell's equations in low frequency regime. Although the research concentrated on electromagnetic forward and in- verse problems the results of the research was applied to the problem of image registration.
Strain responsive concave and convex microlens arrays
NASA Astrophysics Data System (ADS)
Chandra, Dinesh; Yang, Shu; Lin, Pei-Chun
2007-12-01
We report the fabrication of single-component, strain responsive microlens arrays with real-time tunability. The concave lens array is fabricated by patterning hard oxide layer on a bidirectionally prestretched soft elastomer, poly(dimethylsiloxane) (PDMS) followed by confined buckling upon release of the prestrain. The convex microlens array is replica molded from the concave lenses in PDMS. Due to difference in lens formation mechanisms, the two types of lenses show different tunable range of focal length in response to the applied strain: large focal length change is observed from the concave microlens array, whereas that from the convex microlens array is much smaller.
Evolutionary path control strategy for solving many-objective optimization problem.
Roy, Proteek Chandan; Islam, Md Monirul; Murase, Kazuyuki; Yao, Xin
2015-04-01
The number of objectives in many-objective optimization problems (MaOPs) is typically high and evolutionary algorithms face severe difficulties in solving such problems. In this paper, we propose a new scalable evolutionary algorithm, called evolutionary path control strategy (EPCS), for solving MaOPs. The central component of our algorithm is the use of a reference vector that helps simultaneously minimizing all the objectives of an MaOP. In doing so, EPCS employs a new fitness assignment strategy for survival selection. This strategy consists of two procedures and our algorithm applies them sequentially. It encourages a population of solutions to follow a certain path reaching toward the Pareto optimal front. The essence of our strategy is that it reduces the number of nondominated solutions to increase selection pressure in evolution. Furthermore, unlike previous work, EPCS is able to apply the classical Pareto-dominance relation with the new fitness assignment strategy. Our algorithm has been tested extensively on several scalable test problems, namely five DTLZ problems with 5 to 40 objectives and six WFG problems with 2 to 13 objectives. Furthermore, the algorithm has been tested on six CEC09 problems having 2 or 3 objectives. The experimental results show that EPCS is capable of finding better solutions compared to other existing algorithms for problems with an increasing number of objectives.
A hybrid cuckoo search algorithm with Nelder Mead method for solving global optimization problems.
Ali, Ahmed F; Tawhid, Mohamed A
2016-01-01
Cuckoo search algorithm is a promising metaheuristic population based method. It has been applied to solve many real life problems. In this paper, we propose a new cuckoo search algorithm by combining the cuckoo search algorithm with the Nelder-Mead method in order to solve the integer and minimax optimization problems. We call the proposed algorithm by hybrid cuckoo search and Nelder-Mead method (HCSNM). HCSNM starts the search by applying the standard cuckoo search for number of iterations then the best obtained solution is passing to the Nelder-Mead algorithm as an intensification process in order to accelerate the search and overcome the slow convergence of the standard cuckoo search algorithm. The proposed algorithm is balancing between the global exploration of the Cuckoo search algorithm and the deep exploitation of the Nelder-Mead method. We test HCSNM algorithm on seven integer programming problems and ten minimax problems and compare against eight algorithms for solving integer programming problems and seven algorithms for solving minimax problems. The experiments results show the efficiency of the proposed algorithm and its ability to solve integer and minimax optimization problems in reasonable time. PMID:27217988
Determination of optimal self-drive tourism route using the orienteering problem method
NASA Astrophysics Data System (ADS)
Hashim, Zakiah; Ismail, Wan Rosmanira; Ahmad, Norfaieqah
2013-04-01
This paper was conducted to determine the optimal travel routes for self-drive tourism based on the allocation of time and expense by maximizing the amount of attraction scores assigned to each city involved. Self-drive tourism represents a type of tourism where tourists hire or travel by their own vehicle. It only involves a tourist destination which can be linked with a network of roads. Normally, the traveling salesman problem (TSP) and multiple traveling salesman problems (MTSP) method were used in the minimization problem such as determination the shortest time or distance traveled. This paper involved an alternative approach for maximization method which is maximize the attraction scores and tested on tourism data for ten cities in Kedah. A set of priority scores are used to set the attraction score at each city. The classical approach of the orienteering problem was used to determine the optimal travel route. This approach is extended to the team orienteering problem and the two methods were compared. These two models have been solved by using LINGO12.0 software. The results indicate that the model involving the team orienteering problem provides a more appropriate solution compared to the orienteering problem model.
A hybrid cuckoo search algorithm with Nelder Mead method for solving global optimization problems.
Ali, Ahmed F; Tawhid, Mohamed A
2016-01-01
Cuckoo search algorithm is a promising metaheuristic population based method. It has been applied to solve many real life problems. In this paper, we propose a new cuckoo search algorithm by combining the cuckoo search algorithm with the Nelder-Mead method in order to solve the integer and minimax optimization problems. We call the proposed algorithm by hybrid cuckoo search and Nelder-Mead method (HCSNM). HCSNM starts the search by applying the standard cuckoo search for number of iterations then the best obtained solution is passing to the Nelder-Mead algorithm as an intensification process in order to accelerate the search and overcome the slow convergence of the standard cuckoo search algorithm. The proposed algorithm is balancing between the global exploration of the Cuckoo search algorithm and the deep exploitation of the Nelder-Mead method. We test HCSNM algorithm on seven integer programming problems and ten minimax problems and compare against eight algorithms for solving integer programming problems and seven algorithms for solving minimax problems. The experiments results show the efficiency of the proposed algorithm and its ability to solve integer and minimax optimization problems in reasonable time.
NASA Astrophysics Data System (ADS)
Kim, Yoonsoo
This dissertation focuses on cooperative control between multiple agents (e.g., spacecraft, UAVs). In particular, motivated by future NASA's multiple spacecraft missions, we have been guided to consider fundamental aspects of spacecraft formation flying, including collision avoidance issues; constraints on the relative position and attitude. In this venue, we have realized that one of the main challenges is dealing with nonconvex state constraints. In this dissertation, we will address such complications using classical control theory, heuristic techniques, and more recent semidefinite programming-based approaches. We then proceed to consider communication and interspacecraft sensing issues in multiple agent dynamic system setting. In this direction, we will study (1) how conventional control techniques should be augmented to meet our design objectives when the information flow between multiple agents is taken into account; (2) which information structures (e.g., information graphs) yield best performance guarantees in terms of stability, robustness, or fast agreement. In this work, we provide theoretical answers to these problems. Moreover, as many design problems involving information networks and graphs lead to combinatorial problems, which can be formulated as rank optimization problems over matrices, we consider these class of problems in this dissertation. Rank optimization problems also arise in system theory and are considered to be of paramount importance in modern control synthesis problems.
NASA Astrophysics Data System (ADS)
Kumar, Vijay M.; Murthy, ANN; Chandrashekara, K.
2012-05-01
The production planning problem of flexible manufacturing system (FMS) concerns with decisions that have to be made before an FMS begins to produce parts according to a given production plan during an upcoming planning horizon. The main aspect of production planning deals with machine loading problem in which selection of a subset of jobs to be manufactured and assignment of their operations to the relevant machines are made. Such problems are not only combinatorial optimization problems, but also happen to be non-deterministic polynomial-time-hard, making it difficult to obtain satisfactory solutions using traditional optimization techniques. In this paper, an attempt has been made to address the machine loading problem with objectives of minimization of system unbalance and maximization of throughput simultaneously while satisfying the system constraints related to available machining time and tool slot designing and using a meta-hybrid heuristic technique based on genetic algorithm and particle swarm optimization. The results reported in this paper demonstrate the model efficiency and examine the performance of the system with respect to measures such as throughput and system utilization.
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
Time dependent adjoint-based optimization for coupled fluid-structure problems
NASA Astrophysics Data System (ADS)
Mishra, Asitav; Mani, Karthik; Mavriplis, Dimitri; Sitaraman, Jay
2015-07-01
A formulation for sensitivity analysis of fully coupled time-dependent aeroelastic problems is given in this paper. Both forward sensitivity and adjoint sensitivity formulations are derived that correspond to analogues of the fully coupled non-linear aeroelastic analysis problem. Both sensitivity analysis formulations make use of the same iterative disciplinary solution techniques used for analysis, and make use of an analogous coupling strategy. The information passed between fluid and structural solvers is dimensionally equivalent in all cases, enabling the use of the same data structures for analysis, forward and adjoint problems. The fully coupled adjoint formulation is then used to perform rotor blade design optimization for a four bladed HART2 rotor in hover conditions started impulsively from rest. The effect of time step size and mesh resolution on optimization results is investigated.
NASA Astrophysics Data System (ADS)
Chang, Yung-Chia; Li, Vincent C.; Chiang, Chia-Ju
2014-04-01
Make-to-order or direct-order business models that require close interaction between production and distribution activities have been adopted by many enterprises in order to be competitive in demanding markets. This article considers an integrated production and distribution scheduling problem in which jobs are first processed by one of the unrelated parallel machines and then distributed to corresponding customers by capacitated vehicles without intermediate inventory. The objective is to find a joint production and distribution schedule so that the weighted sum of total weighted job delivery time and the total distribution cost is minimized. This article presents a mathematical model for describing the problem and designs an algorithm using ant colony optimization. Computational experiments illustrate that the algorithm developed is capable of generating near-optimal solutions. The computational results also demonstrate the value of integrating production and distribution in the model for the studied problem.
An Integer-Coded Chaotic Particle Swarm Optimization for Traveling Salesman Problem
NASA Astrophysics Data System (ADS)
Yue, Chen; Yan-Duo, Zhang; Jing, Lu; Hui, Tian
Traveling Salesman Problem (TSP) is one of NP-hard combinatorial optimization problems, which will experience “combination explosion” when the problem goes beyond a certain size. Therefore, it has been a hot topic to search an effective solving method. The general mathematical model of TSP is discussed, and its permutation and combination based model is presented. Based on these, Integer-coded Chaotic Particle Swarm Optimization for solving TSP is proposed. Where, particle is encoded with integer; chaotic sequence is used to guide global search; and particle varies its positions via “flying”. With a typical 20-citys TSP as instance, the simulation experiment of comparing ICPSO with GA is carried out. Experimental results demonstrate that ICPSO is simple but effective, and better than GA at performance.
Method of Minimax Optimization in the Coefficient Inverse Heat-Conduction Problem
NASA Astrophysics Data System (ADS)
Diligenskaya, A. N.; Rapoport, É. Ya.
2016-07-01
Consideration has been given to the inverse problem on identification of a temperature-dependent thermal-conductivity coefficient. The problem was formulated in an extremum statement as a problem of search for a quantity considered as the optimum control of an object with distributed parameters, which is described by a nonlinear homogeneous spatially one-dimensional Fourier partial equation with boundary conditions of the second kind. As the optimality criterion, the authors used the error (minimized on the time interval of observation) of uniform approximation of the temperature computed on the object's model at an assigned point of the segment of variation in the spatial variable to its directly measured value. Pre-parametrization of the sought control action, which a priori records its description accurate to assigning parameters of representation in the class of polynomial temperature functions, ensured the reduction of the problem under study to a problem of parametric optimization. To solve the formulated problem, the authors used an analytical minimax-optimization method taking account of the alternance properties of the sought optimum solutions based on which the algorithm of computation of the optimum values of the sought parameters is reduced to a system (closed for these unknowns) of equations fixing minimax deviations of the calculated values of temperature from those observed on the time interval of identification. The obtained results confirm the efficiency of the proposed method for solution of a certain range of applied problems. The authors have studied the influence of the coordinate of a point of temperature measurement on the exactness of solution of the inverse problem.
NASA Astrophysics Data System (ADS)
Wright, Robert; Abraham, Edo; Parpas, Panos; Stoianov, Ivan
2015-12-01
The operation of water distribution networks (WDN) with a dynamic topology is a recently pioneered approach for the advanced management of District Metered Areas (DMAs) that integrates novel developments in hydraulic modeling, monitoring, optimization, and control. A common practice for leakage management is the sectorization of WDNs into small zones, called DMAs, by permanently closing isolation valves. This facilitates water companies to identify bursts and estimate leakage levels by measuring the inlet flow for each DMA. However, by permanently closing valves, a number of problems have been created including reduced resilience to failure and suboptimal pressure management. By introducing a dynamic topology to these zones, these disadvantages can be eliminated while still retaining the DMA structure for leakage monitoring. In this paper, a novel optimization method based on sequential convex programming (SCP) is outlined for the control of a dynamic topology with the objective of reducing average zone pressure (AZP). A key attribute for control optimization is reliable convergence. To achieve this, the SCP method we propose guarantees that each optimization step is strictly feasible, resulting in improved convergence properties. By using a null space algorithm for hydraulic analyses, the computations required are also significantly reduced. The optimized control is actuated on a real WDN operated with a dynamic topology. This unique experimental program incorporates a number of technologies set up with the objective of investigating pioneering developments in WDN management. Preliminary results indicate AZP reductions for a dynamic topology of up to 6.5% over optimally controlled fixed topology DMAs. This article was corrected on 12 JAN 2016. See the end of the full text for details.
A Hybrid Optimization Method for Solving Bayesian Inverse Problems under Uncertainty.
Zhang, Kai; Wang, Zengfei; Zhang, Liming; Yao, Jun; Yan, Xia
2015-01-01
In this paper, we investigate the application of a new method, the Finite Difference and Stochastic Gradient (Hybrid method), for history matching in reservoir models. History matching is one of the processes of solving an inverse problem by calibrating reservoir models to dynamic behaviour of the reservoir in which an objective function is formulated based on a Bayesian approach for optimization. The goal of history matching is to identify the minimum value of an objective function that expresses the misfit between the predicted and measured data of a reservoir. To address the optimization problem, we present a novel application using a combination of the stochastic gradient and finite difference methods for solving inverse problems. The optimization is constrained by a linear equation that contains the reservoir parameters. We reformulate the reservoir model's parameters and dynamic data by operating the objective function, the approximate gradient of which can guarantee convergence. At each iteration step, we obtain the relatively 'important' elements of the gradient, which are subsequently substituted by the values from the Finite Difference method through comparing the magnitude of the components of the stochastic gradient, which forms a new gradient, and we subsequently iterate with the new gradient. Through the application of the Hybrid method, we efficiently and accurately optimize the objective function. We present a number numerical simulations in this paper that show that the method is accurate and computationally efficient.
Constraint Optimization Problem For The Cutting Of A Cobalt Chrome Refractory Material
Lebaal, Nadhir; Schlegel, Daniel; Folea, Milena
2011-05-04
This paper shows a complete approach to solve a given problem, from the experimentation to the optimization of different cutting parameters. In response to an industrial problem of slotting FSX 414, a Cobalt-based refractory material, we have implemented a design of experiment to determine the most influent parameters on the tool life, the surface roughness and the cutting forces. After theses trials, an optimization approach has been implemented to find the lowest manufacturing cost while respecting the roughness constraints and cutting force limitation constraints. The optimization approach is based on the Response Surface Method (RSM) using the Sequential Quadratic programming algorithm (SQP) for a constrained problem. To avoid a local optimum and to obtain an accurate solution at low cost, an efficient strategy, which allows improving the RSM accuracy in the vicinity of the global optimum, is presented. With these models and these trials, we could apply and compare our optimization methods in order to get the lowest cost for the best quality, i.e. a satisfying surface roughness and limited cutting forces.
A Hybrid Optimization Method for Solving Bayesian Inverse Problems under Uncertainty
Zhang, Kai; Wang, Zengfei; Zhang, Liming; Yao, Jun; Yan, Xia
2015-01-01
In this paper, we investigate the application of a new method, the Finite Difference and Stochastic Gradient (Hybrid method), for history matching in reservoir models. History matching is one of the processes of solving an inverse problem by calibrating reservoir models to dynamic behaviour of the reservoir in which an objective function is formulated based on a Bayesian approach for optimization. The goal of history matching is to identify the minimum value of an objective function that expresses the misfit between the predicted and measured data of a reservoir. To address the optimization problem, we present a novel application using a combination of the stochastic gradient and finite difference methods for solving inverse problems. The optimization is constrained by a linear equation that contains the reservoir parameters. We reformulate the reservoir model’s parameters and dynamic data by operating the objective function, the approximate gradient of which can guarantee convergence. At each iteration step, we obtain the relatively ‘important’ elements of the gradient, which are subsequently substituted by the values from the Finite Difference method through comparing the magnitude of the components of the stochastic gradient, which forms a new gradient, and we subsequently iterate with the new gradient. Through the application of the Hybrid method, we efficiently and accurately optimize the objective function. We present a number numerical simulations in this paper that show that the method is accurate and computationally efficient. PMID:26252392
Optimization problems in natural gas transportation systems. A state-of-the-art review
Ríos-Mercado, Roger Z.; Borraz-Sánchez, Conrado
2015-03-24
Our paper provides a review on the most relevant research works conducted to solve natural gas transportation problems via pipeline systems. The literature reveals three major groups of gas pipeline systems, namely gathering, transmission, and distribution systems. In this work, we aim at presenting a detailed discussion of the efforts made in optimizing natural gas transmission lines.There is certainly a vast amount of research done over the past few years on many decision-making problems in the natural gas industry and, specifically, in pipeline network optimization. In this work, we present a state-of-the-art survey focusing on specific categories that include short-termmore » basis storage (line-packing problems), gas quality satisfaction (pooling problems), and compressor station modeling (fuel cost minimization problems). We also discuss both steady-state and transient optimization models highlighting the modeling aspects and the most relevant solution approaches known to date. Although the literature on natural gas transmission system problems is quite extensive, this is, to the best of our knowledge, the first comprehensive review or survey covering this specific research area on natural gas transmission from an operations research perspective. Furthermore, this paper includes a discussion of the most important and promising research areas in this field. Hence, our paper can serve as a useful tool to gain insight into the evolution of the many real-life applications and most recent advances in solution methodologies arising from this exciting and challenging research area of decision-making problems.« less
Convex geometry analysis method of hyperspectral data
NASA Astrophysics Data System (ADS)
Gong, Yanjun; Wang, XiChang; Qi, Hongxing; Yu, BingXi
2003-06-01
We present matrix expression of convex geometry analysis method of hyperspectral data by linear mixing model and establish a mathematic model of endmembers. A 30-band remote sensing image is applied to testify the model. The results of analysis reveal that the method can analyze mixed pixel questions. The targets that are smaller than earth surface pixel can be identified by applying the method.
A finite element based method for solution of optimal control problems
NASA Technical Reports Server (NTRS)
Bless, Robert R.; Hodges, Dewey H.; Calise, Anthony J.
1989-01-01
A temporal finite element based on a mixed form of the Hamiltonian weak principle is presented for optimal control problems. The mixed form of this principle contains both states and costates as primary variables that are expanded in terms of elemental values and simple shape functions. Unlike other variational approaches to optimal control problems, however, time derivatives of the states and costates do not appear in the governing variational equation. Instead, the only quantities whose time derivatives appear therein are virtual states and virtual costates. Also noteworthy among characteristics of the finite element formulation is the fact that in the algebraic equations which contain costates, they appear linearly. Thus, the remaining equations can be solved iteratively without initial guesses for the costates; this reduces the size of the problem by about a factor of two. Numerical results are presented herein for an elementary trajectory optimization problem which show very good agreement with the exact solution along with excellent computational efficiency and self-starting capability. The goal is to evaluate the feasibility of this approach for real-time guidance applications. To this end, a simplified two-stage, four-state model for an advanced launch vehicle application is presented which is suitable for finite element solution.
Pseudo-time methods for constrained optimization problems governed by PDE
NASA Technical Reports Server (NTRS)
Taasan, Shlomo
1995-01-01
In this paper we present a novel method for solving optimization problems governed by partial differential equations. Existing methods are gradient information in marching toward the minimum, where the constrained PDE is solved once (sometimes only approximately) per each optimization step. Such methods can be viewed as a marching techniques on the intersection of the state and costate hypersurfaces while improving the residuals of the design equations per each iteration. In contrast, the method presented here march on the design hypersurface and at each iteration improve the residuals of the state and costate equations. The new method is usually much less expensive per iteration step since, in most problems of practical interest, the design equation involves much less unknowns that that of either the state or costate equations. Convergence is shown using energy estimates for the evolution equations governing the iterative process. Numerical tests show that the new method allows the solution of the optimization problem in a cost of solving the analysis problems just a few times, independent of the number of design parameters. The method can be applied using single grid iterations as well as with multigrid solvers.
On large-scale nonlinear programming techniques for solving optimal control problems
Faco, J.L.D.
1994-12-31
The formulation of decision problems by Optimal Control Theory allows the consideration of their dynamic structure and parameters estimation. This paper deals with techniques for choosing directions in the iterative solution of discrete-time optimal control problems. A unified formulation incorporates nonlinear performance criteria and dynamic equations, time delays, bounded state and control variables, free planning horizon and variable initial state vector. In general they are characterized by a large number of variables, mostly when arising from discretization of continuous-time optimal control or calculus of variations problems. In a GRG context the staircase structure of the jacobian matrix of the dynamic equations is exploited in the choice of basic and super basic variables and when changes of basis occur along the process. The search directions of the bound constrained nonlinear programming problem in the reduced space of the super basic variables are computed by large-scale NLP techniques. A modified Polak-Ribiere conjugate gradient method and a limited storage quasi-Newton BFGS method are analyzed and modifications to deal with the bounds on the variables are suggested based on projected gradient devices with specific linesearches. Some practical models are presented for electric generation planning and fishery management, and the application of the code GRECO - Gradient REduit pour la Commande Optimale - is discussed.
Scenario generation for stochastic optimization problems via the sparse grid method
Chen, Michael; Mehrotra, Sanjay; Papp, David
2015-04-19
We study the use of sparse grids in the scenario generation (or discretization) problem in stochastic programming problems where the uncertainty is modeled using a continuous multivariate distribution. We show that, under a regularity assumption on the random function involved, the sequence of optimal objective function values of the sparse grid approximations converges to the true optimal objective function values as the number of scenarios increases. The rate of convergence is also established. We treat separately the special case when the underlying distribution is an affine transform of a product of univariate distributions, and show how the sparse grid method can be adapted to the distribution by the use of quadrature formulas tailored to the distribution. We numerically compare the performance of the sparse grid method using different quadrature rules with classic quasi-Monte Carlo (QMC) methods, optimal rank-one lattice rules, and Monte Carlo (MC) scenario generation, using a series of utility maximization problems with up to 160 random variables. The results show that the sparse grid method is very efficient, especially if the integrand is sufficiently smooth. In such problems the sparse grid scenario generation method is found to need several orders of magnitude fewer scenarios than MC and QMC scenario generation to achieve the same accuracy. As a result, it is indicated that the method scales well with the dimension of the distribution--especially when the underlying distribution is an affine transform of a product of univariate distributions, in which case the method appears scalable to thousands of random variables.
Improved Fractal Space Filling Curves Hybrid Optimization Algorithm for Vehicle Routing Problem
Yue, Yi-xiang; Zhang, Tong; Yue, Qun-xing
2015-01-01
Vehicle Routing Problem (VRP) is one of the key issues in optimization of modern logistics system. In this paper, a modified VRP model with hard time window is established and a Hybrid Optimization Algorithm (HOA) based on Fractal Space Filling Curves (SFC) method and Genetic Algorithm (GA) is introduced. By incorporating the proposed algorithm, SFC method can find an initial and feasible solution very fast; GA is used to improve the initial solution. Thereafter, experimental software was developed and a large number of experimental computations from Solomon's benchmark have been studied. The experimental results demonstrate the feasibility and effectiveness of the HOA. PMID:26167171
Optimization problems for WSNs: trade-off between synchronization errors and energy consumption
NASA Astrophysics Data System (ADS)
Manita, Larisa
2016-02-01
We discuss a class of optimization problems related to stochastic models of wireless sensor networks (WSNs). We consider a sensor network that consists of a single server node and m groups of identical client nodes. The goal is to minimize the cost functional which accumulates synchronization errors and energy consumption over a given time interval. The control function u(t) = (u1(t),...,um(t)) corresponds to the power of the server node transmitting synchronization signals to the groups of clients. We find the structure of extremal trajectories. We show that optimal solutions for such models can contain singular arcs.
A Bi-Projection Neural Network for Solving Constrained Quadratic Optimization Problems.
Xia, Youshen; Wang, Jun
2016-02-01
In this paper, a bi-projection neural network for solving a class of constrained quadratic optimization problems is proposed. It is proved that the proposed neural network is globally stable in the sense of Lyapunov, and the output trajectory of the proposed neural network will converge globally to an optimal solution. Compared with existing projection neural networks (PNNs), the proposed neural network has a very small model size owing to its bi-projection structure. Furthermore, an application to data fusion shows that the proposed neural network is very effective. Numerical results demonstrate that the proposed neural network is much faster than the existing PNNs.
A monotonic method for nonlinear optimal control problems with concave dependence on the state
NASA Astrophysics Data System (ADS)
Salomon, Julien; Turinici, Gabriel
2011-03-01
Initially introduced in the framework of quantum control, the so-called monotonic algorithms have demonstrated very good numerical performance when dealing with bilinear optimal control problems. This article presents a unified formulation that can be applied to more general nonlinear settings compatible with the hypothesis detailed below. In this framework, we show that the well-posedness of the general algorithm is related to a nonlinear evolution equation. We prove the existence of the solution to the evolution equation and give important properties of the optimal control functional. Finally we show how the algorithm works for selected models from the literature. We also compare the algorithm with the gradient algorithm.
NASA Technical Reports Server (NTRS)
Markopoulos, N.; Calise, A. J.
1993-01-01
The class of all piecewise time-continuous controllers tracking a given hypersurface in the state space of a dynamical system can be split by the present transformation technique into two disjoint classes; while the first of these contains all controllers which track the hypersurface in finite time, the second contains all controllers that track the hypersurface asymptotically. On this basis, a reformulation is presented for optimal control problems involving state-variable inequality constraints. If the state constraint is regarded as 'soft', there may exist controllers which are asymptotic, two-sided, and able to yield the optimal value of the performance index.
On strongly GA-convex functions and stochastic processes
Bekar, Nurgül Okur; Akdemir, Hande Günay; İşcan, İmdat
2014-08-20
In this study, we introduce strongly GA-convex functions and stochastic processes. We provide related well-known Kuhn type results and Hermite-Hadamard type inequality for strongly GA-convex functions and stochastic processes.
hp-Pseudospectral method for solving continuous-time nonlinear optimal control problems
NASA Astrophysics Data System (ADS)
Darby, Christopher L.
2011-12-01
In this dissertation, a direct hp-pseudospectral method for approximating the solution to nonlinear optimal control problems is proposed. The hp-pseudospectral method utilizes a variable number of approximating intervals and variable-degree polynomial approximations of the state within each interval. Using the hp-discretization, the continuous-time optimal control problem is transcribed to a finite-dimensional nonlinear programming problem (NLP). The differential-algebraic constraints of the optimal control problem are enforced at a finite set of collocation points, where the collocation points are either the Legendre-Gauss or Legendre-Gauss-Radau quadrature points. These sets of points are chosen because they correspond to high-accuracy Gaussian quadrature rules for approximating the integral of a function. Moreover, Runge phenomenon for high-degree Lagrange polynomial approximations to the state is avoided by using these points. The key features of the hp-method include computational sparsity associated with low-order polynomial approximations and rapid convergence rates associated with higher-degree polynomials approximations. Consequently, the hp-method is both highly accurate and computationally efficient. Two hp-adaptive algorithms are developed that demonstrate the utility of the hp-approach. The algorithms are shown to accurately approximate the solution to general continuous-time optimal control problems in a computationally efficient manner without a priori knowledge of the solution structure. The hp-algorithms are compared empirically against local (h) and global (p) collocation methods over a wide range of problems and are found to be more efficient and more accurate. The hp-pseudospectral approach developed in this research not only provides a high-accuracy approximation to the state and control of an optimal control problem, but also provides high-accuracy approximations to the costate of the optimal control problem. The costate is approximated by
Laplace's equation on convex polyhedra via the unified method
Ashton, A. C. L.
2015-01-01
We provide a new method to study the classical Dirichlet problem for Laplace's equation on a convex polyhedron. This new approach was motivated by Fokas’ unified method for boundary value problems. The central object in this approach is the global relation: an integral equation which couples the known boundary data and the unknown boundary values. This integral equation depends holomorphically on two complex parameters, and the resulting analysis takes place on a Banach space of complex analytic functions closely related to the classical Paley–Wiener space. We write the global relation in the form of an operator equation and prove that the relevant operator is bounded below using some novel integral identities. We give a new integral representation to the solution to the underlying boundary value problem which serves as a concrete realization of the fundamental principle of Ehrenpreis. PMID:27547079
Improving the accuracy of convexity splitting methods for gradient flow equations
NASA Astrophysics Data System (ADS)
Glasner, Karl; Orizaga, Saulo
2016-06-01
This paper introduces numerical time discretization methods which significantly improve the accuracy of the convexity-splitting approach of Eyre (1998) [7], while retaining the same numerical cost and stability properties. A first order method is constructed by iteration of a semi-implicit method based upon decomposing the energy into convex and concave parts. A second order method is also presented based on backwards differentiation formulas. Several extrapolation procedures for iteration initialization are proposed. We show that, under broad circumstances, these methods have an energy decreasing property, leading to good numerical stability. The new schemes are tested using two evolution equations commonly used in materials science: the Cahn-Hilliard equation and the phase field crystal equation. We find that our methods can increase accuracy by many orders of magnitude in comparison to the original convexity-splitting algorithm. In addition, the optimal methods require little or no iteration, making their computation cost similar to the original algorithm.
On the nature of the optimal control problem at leaking underground fuel tank sites
McDowell, B
1998-12-01
In California, leaking underground fuel tank (LUFT) legislation was conceived because of concern that ''time bomb plumes'' would ultimately impact a significant portion of the state's ground and surface water resources. However, it has been found that fuel hydrocarbons (FHC) plumes are stable at relatively short distances from the source in areas of shallow groundwater. In urban areas, these shallow aquifers are not even recommended for use because they are subject to contamination from sewers, storm drains, septic fields and a variety of other sources. After the FHC source has been removed, risk to human health or the environment is insignificant in most cases. For this reason, cleanup to maximum contaminant levels (MCLs) will not significantly reduce the social damages associated with current or near-term human health or ecological risk. Based on these findings, California would be able to save significant resources that had been allocated for LUFT-site cleanup. Non-convexities in the rate of decay function and non-differentiability in the cleanup and social damage functions appear to limit the usefulness of models, such as Caputo and Wilen's (1995), that attempt to characterize the optimal cleanup path using marginal analyses. Furthermore, the effect of active remediation efforts on the natural rate of decay in stable plumes is not taken into account in their model. The imposition of deed restrictions prior to a demonstration of cleanup to MCLs is an additional conservative measure imposed by the California Regional Water Quality Control Boards (RWQCBs) to reduce the uncertainty associated with health risks to future users. These measures impose costs on society in the form of lost rents that have not been considered by regulators. By estimating the differential rents during the time to cleanup, regulators would be able to compare the costs of imposing deed restrictions with the values that society imparts to protection of future users. Both land and water
Wang, Zhaocai; Pu, Jun; Cao, Liling; Tan, Jian
2015-10-23
The unbalanced assignment problem (UAP) is to optimally resolve the problem of assigning n jobs to m individuals (m < n), such that minimum cost or maximum profit obtained. It is a vitally important Non-deterministic Polynomial (NP) complete problem in operation management and applied mathematics, having numerous real life applications. In this paper, we present a new parallel DNA algorithm for solving the unbalanced assignment problem using DNA molecular operations. We reasonably design flexible-length DNA strands representing different jobs and individuals, take appropriate steps, and get the solutions of the UAP in the proper length range and O(mn) time. We extend the application of DNA molecular operations and simultaneity to simplify the complexity of the computation.
Wang, Zhaocai; Pu, Jun; Cao, Liling; Tan, Jian
2015-01-01
The unbalanced assignment problem (UAP) is to optimally resolve the problem of assigning n jobs to m individuals (m < n), such that minimum cost or maximum profit obtained. It is a vitally important Non-deterministic Polynomial (NP) complete problem in operation management and applied mathematics, having numerous real life applications. In this paper, we present a new parallel DNA algorithm for solving the unbalanced assignment problem using DNA molecular operations. We reasonably design flexible-length DNA strands representing different jobs and individuals, take appropriate steps, and get the solutions of the UAP in the proper length range and O(mn) time. We extend the application of DNA molecular operations and simultaneity to simplify the complexity of the computation. PMID:26512650
Wang, Zhaocai; Pu, Jun; Cao, Liling; Tan, Jian
2015-01-01
The unbalanced assignment problem (UAP) is to optimally resolve the problem of assigning n jobs to m individuals (m < n), such that minimum cost or maximum profit obtained. It is a vitally important Non-deterministic Polynomial (NP) complete problem in operation management and applied mathematics, having numerous real life applications. In this paper, we present a new parallel DNA algorithm for solving the unbalanced assignment problem using DNA molecular operations. We reasonably design flexible-length DNA strands representing different jobs and individuals, take appropriate steps, and get the solutions of the UAP in the proper length range and O(mn) time. We extend the application of DNA molecular operations and simultaneity to simplify the complexity of the computation. PMID:26512650
Parallel solution of optimal shape design problem governed by Helmholtz/potential flow equations
Maekinen, R.A.E.; Toivanen, J.
1995-12-01
Computation of a wave scattered by a flying obstacle is a problem of great practical importance. We consider in this paper the numerical solution of a shape optimization problem for a lifting 2D airfoil in a distributed computing environment. A mathematical model describing of the Helmholtz equation {Delta}u + {omega}{sup 2}u = 0 with suitable boundary conditions on the profile and in the infinity. For potential flow the pressure distribution p on the profile is obtained by solving two Laplace equations on the computational domain.
NASA Technical Reports Server (NTRS)
Gibson, J. S.; Rosen, I. G.
1986-01-01
An abstract approximation framework is developed for the finite and infinite time horizon discrete-time linear-quadratic regulator problem for systems whose state dynamics are described by a linear semigroup of operators on an infinite dimensional Hilbert space. The schemes included the framework yield finite dimensional approximations to the linear state feedback gains which determine the optimal control law. Convergence arguments are given. Examples involving hereditary and parabolic systems and the vibration of a flexible beam are considered. Spline-based finite element schemes for these classes of problems, together with numerical results, are presented and discussed.
Liu, Haorui; Yi, Fengyan; Yang, Heli
2016-01-01
The shuffled frog leaping algorithm (SFLA) easily falls into local optimum when it solves multioptimum function optimization problem, which impacts the accuracy and convergence speed. Therefore this paper presents grouped SFLA for solving continuous optimization problems combined with the excellent characteristics of cloud model transformation between qualitative and quantitative research. The algorithm divides the definition domain into several groups and gives each group a set of frogs. Frogs of each region search in their memeplex, and in the search process the algorithm uses the "elite strategy" to update the location information of existing elite frogs through cloud model algorithm. This method narrows the searching space and it can effectively improve the situation of a local optimum; thus convergence speed and accuracy can be significantly improved. The results of computer simulation confirm this conclusion.
Liu, Haorui; Yi, Fengyan; Yang, Heli
2016-01-01
The shuffled frog leaping algorithm (SFLA) easily falls into local optimum when it solves multioptimum function optimization problem, which impacts the accuracy and convergence speed. Therefore this paper presents grouped SFLA for solving continuous optimization problems combined with the excellent characteristics of cloud model transformation between qualitative and quantitative research. The algorithm divides the definition domain into several groups and gives each group a set of frogs. Frogs of each region search in their memeplex, and in the search process the algorithm uses the “elite strategy” to update the location information of existing elite frogs through cloud model algorithm. This method narrows the searching space and it can effectively improve the situation of a local optimum; thus convergence speed and accuracy can be significantly improved. The results of computer simulation confirm this conclusion. PMID:26819584
Reinforcement learning solution for HJB equation arising in constrained optimal control problem.
Luo, Biao; Wu, Huai-Ning; Huang, Tingwen; Liu, Derong
2015-11-01
The constrained optimal control problem depends on the solution of the complicated Hamilton-Jacobi-Bellman equation (HJBE). In this paper, a data-based off-policy reinforcement learning (RL) method is proposed, which learns the solution of the HJBE and the optimal control policy from real system data. One important feature of the off-policy RL is that its policy evaluation can be realized with data generated by other behavior policies, not necessarily the target policy, which solves the insufficient exploration problem. The convergence of the off-policy RL is proved by demonstrating its equivalence to the successive approximation approach. Its implementation procedure is based on the actor-critic neural networks structure, where the function approximation is conducted with linearly independent basis functions. Subsequently, the convergence of the implementation procedure with function approximation is also proved. Finally, its effectiveness is verified through computer simulations.
He, Shi-wei; Song, Rui; Sun, Yang; Li, Hao-dong
2014-01-01
Railway freight center location problem is an important issue in railway freight transport programming. This paper focuses on the railway freight center location problem in uncertain environment. Seeing that the expected value model ignores the negative influence of disadvantageous scenarios, a robust optimization model was proposed. The robust optimization model takes expected cost and deviation value of the scenarios as the objective. A cloud adaptive clonal selection algorithm (C-ACSA) was presented. It combines adaptive clonal selection algorithm with Cloud Model which can improve the convergence rate. Design of the code and progress of the algorithm were proposed. Result of the example demonstrates the model and algorithm are effective. Compared with the expected value cases, the amount of disadvantageous scenarios in robust model reduces from 163 to 21, which prove the result of robust model is more reliable. PMID:25435867
Xu, Sheng-Hua; Liu, Ji-Ping; Zhang, Fu-Hao; Wang, Liang; Sun, Li-Jian
2015-01-01
A combination of genetic algorithm and particle swarm optimization (PSO) for vehicle routing problems with time windows (VRPTW) is proposed in this paper. The improvements of the proposed algorithm include: using the particle real number encoding method to decode the route to alleviate the computation burden, applying a linear decreasing function based on the number of the iterations to provide balance between global and local exploration abilities, and integrating with the crossover operator of genetic algorithm to avoid the premature convergence and the local minimum. The experimental results show that the proposed algorithm is not only more efficient and competitive with other published results but can also obtain more optimal solutions for solving the VRPTW issue. One new well-known solution for this benchmark problem is also outlined in the following. PMID:26343655
Reinforcement learning solution for HJB equation arising in constrained optimal control problem.
Luo, Biao; Wu, Huai-Ning; Huang, Tingwen; Liu, Derong
2015-11-01
The constrained optimal control problem depends on the solution of the complicated Hamilton-Jacobi-Bellman equation (HJBE). In this paper, a data-based off-policy reinforcement learning (RL) method is proposed, which learns the solution of the HJBE and the optimal control policy from real system data. One important feature of the off-policy RL is that its policy evaluation can be realized with data generated by other behavior policies, not necessarily the target policy, which solves the insufficient exploration problem. The convergence of the off-policy RL is proved by demonstrating its equivalence to the successive approximation approach. Its implementation procedure is based on the actor-critic neural networks structure, where the function approximation is conducted with linearly independent basis functions. Subsequently, the convergence of the implementation procedure with function approximation is also proved. Finally, its effectiveness is verified through computer simulations. PMID:26356598
A Guiding Evolutionary Algorithm with Greedy Strategy for Global Optimization Problems.
Cao, Leilei; Xu, Lihong; Goodman, Erik D
2016-01-01
A Guiding Evolutionary Algorithm (GEA) with greedy strategy for global optimization problems is proposed. Inspired by Particle Swarm Optimization, the Genetic Algorithm, and the Bat Algorithm, the GEA was designed to retain some advantages of each method while avoiding some disadvantages. In contrast to the usual Genetic Algorithm, each individual in GEA is crossed with the current global best one instead of a randomly selected individual. The current best individual served as a guide to attract offspring to its region of genotype space. Mutation was added to offspring according to a dynamic mutation probability. To increase the capability of exploitation, a local search mechanism was applied to new individuals according to a dynamic probability of local search. Experimental results show that GEA outperformed the other three typical global optimization algorithms with which it was compared. PMID:27293421
A Guiding Evolutionary Algorithm with Greedy Strategy for Global Optimization Problems
Cao, Leilei; Xu, Lihong; Goodman, Erik D.
2016-01-01
A Guiding Evolutionary Algorithm (GEA) with greedy strategy for global optimization problems is proposed. Inspired by Particle Swarm Optimization, the Genetic Algorithm, and the Bat Algorithm, the GEA was designed to retain some advantages of each method while avoiding some disadvantages. In contrast to the usual Genetic Algorithm, each individual in GEA is crossed with the current global best one instead of a randomly selected individual. The current best individual served as a guide to attract offspring to its region of genotype space. Mutation was added to offspring according to a dynamic mutation probability. To increase the capability of exploitation, a local search mechanism was applied to new individuals according to a dynamic probability of local search. Experimental results show that GEA outperformed the other three typical global optimization algorithms with which it was compared. PMID:27293421
NASA Astrophysics Data System (ADS)
von Rudorff, Guido Falk; Wehmeyer, Christoph; Sebastiani, Daniel
2014-06-01
We adapt a swarm-intelligence-based optimization method (the artificial bee colony algorithm, ABC) to enhance its parallel scaling properties and to improve the escaping behavior from deep local minima. Specifically, we apply the approach to the geometry optimization of Lennard-Jones clusters. We illustrate the performance and the scaling properties of the parallelization scheme for several system sizes (5-20 particles). Our main findings are specific recommendations for ranges of the parameters of the ABC algorithm which yield maximal performance for Lennard-Jones clusters and Morse clusters. The suggested parameter ranges for these different interaction potentials turn out to be very similar; thus, we believe that our reported values are fairly general for the ABC algorithm applied to chemical optimization problems.
A Guiding Evolutionary Algorithm with Greedy Strategy for Global Optimization Problems.
Cao, Leilei; Xu, Lihong; Goodman, Erik D
2016-01-01
A Guiding Evolutionary Algorithm (GEA) with greedy strategy for global optimization problems is proposed. Inspired by Particle Swarm Optimization, the Genetic Algorithm, and the Bat Algorithm, the GEA was designed to retain some advantages of each method while avoiding some disadvantages. In contrast to the usual Genetic Algorithm, each individual in GEA is crossed with the current global best one instead of a randomly selected individual. The current best individual served as a guide to attract offspring to its region of genotype space. Mutation was added to offspring according to a dynamic mutation probability. To increase the capability of exploitation, a local search mechanism was applied to new individuals according to a dynamic probability of local search. Experimental results show that GEA outperformed the other three typical global optimization algorithms with which it was compared.
A General Optimality Conditions for Stochastic Control Problems of Jump Diffusions
Bahlali, Seid; Chala, Adel
2012-02-15
We consider a stochastic control problem where the system is governed by a non linear stochastic differential equation with jumps. The control is allowed to enter into both diffusion and jump terms. By only using the first order expansion and the associated adjoint equation, we establish necessary as well as sufficient optimality conditions of controls for relaxed controls, who are a measure-valued processes.
Applications of numerical optimization methods to helicopter design problems: A survey
NASA Technical Reports Server (NTRS)
Miura, H.
1984-01-01
A survey of applications of mathematical programming methods is used to improve the design of helicopters and their components. Applications of multivariable search techniques in the finite dimensional space are considered. Five categories of helicopter design problems are considered: (1) conceptual and preliminary design, (2) rotor-system design, (3) airframe structures design, (4) control system design, and (5) flight trajectory planning. Key technical progress in numerical optimization methods relevant to rotorcraft applications are summarized.
NASA Technical Reports Server (NTRS)
Garzia, M. R.; Loparo, K. A.; Martin, C. F.
1982-01-01
This paper looks at the structure of the solution of a matrix Riccati differential equation under a predefined group of transformations. The group of transformations used is an expanded form of the feedback group. It is shown that this group of transformations is a subgroup of the symplectic group. The orbits of the Riccati differential equation under the action of this group are studied and it is seen how these techniques apply to a decentralized optimal control problem.
Solution of nonlinear optimal control problems by the interpolating scaling functions
NASA Astrophysics Data System (ADS)
Foroozandeh, Z.; Shamsi, M.
2012-03-01
This paper presents a numerical method for solving nonlinear optimal control problems including state and control inequality constraints. The method is based upon interpolating scaling functions. The differential and integral expressions which arise in the system dynamics, the performance index and the boundary conditions are converted into some algebraic equations which can be solved for the unknown coefficients. Illustrative examples are included to demonstrate the validity and applicability of the technique.
NASA Technical Reports Server (NTRS)
Ito, Kazufumi; Teglas, Russell
1987-01-01
The numerical scheme based on the Legendre-tau approximation is proposed to approximate the feedback solution to the linear quadratic optimal control problem for hereditary differential systems. The convergence property is established using Trotter ideas. The method yields very good approximations at low orders and provides an approximation technique for computing closed-loop eigenvalues of the feedback system. A comparison with existing methods (based on averaging and spline approximations) is made.
NASA Astrophysics Data System (ADS)
Ohtsuki, Yukiyoshi; Teranishi, Yoshiaki; Saalfrank, Peter; Turinici, Gabriel; Rabitz, Herschel
2007-03-01
A family of monotonically convergent algorithms is presented for solving a wide class of quantum optimal control problems satisfying an inhomogeneous integrodifferential equation of motion. The convergence behavior is examined using a four-level model system under the influence of non-Markovian relaxation. The results show that high quality solutions can be obtained over a wide range of parameters that characterize the algorithms, independent of the presence or absence of relaxation.
Optimization of the heating surface shape in the contact melting problem
NASA Technical Reports Server (NTRS)
Fomin, Sergei A.; Cheng, Shangmo
1991-01-01
The theoretical analysis of contact melting by the migrating heat source with an arbitrary shaped isothermal heating surface is presented. After the substantiated simplification, the governing equations are transformed to the convenient equations for engineering calculations relationships. Analytical solutions are used for numerical prediction of optimal shape of the heating surface. The problem is investigated for the constant and for temperature dependent physical properties of the melt.
NASA Astrophysics Data System (ADS)
Demetriou, I. C.
2002-09-01
Methods are presented for least squares data smoothing by using the signs of divided differences of the smoothed values. Professor M.J.D. Powell initiated the subject in the early 1980s and since then, theory, algorithms and FORTRAN software make it applicable to several disciplines in various ways. Let us consider n data measurements of a univariate function which have been altered by random errors. Then it is usual for the divided differences of the measurements to show sign alterations, which are probably due to data errors. We make the least sum of squares change to the measurements, by requiring the sequence of divided differences of order m to have at most q sign changes for some prescribed integer q. The positions of the sign changes are integer variables of the optimization calculation, which implies a combinatorial problem whose solution can require about O(nq) quadratic programming calculations in n variables and n-m constraints. Suitable methods have been developed for the following cases. It has been found that a dynamic programming procedure can calculate the global minimum for the important cases of piecewise monotonicity m=1,q[greater-or-equal, slanted]1 and piecewise convexity/concavity m=2,q[greater-or-equal, slanted]1 of the smoothed values. The complexity of the procedure in the case of m=1 is O(n2+qn log2 n) computer operations, while it is reduced to only O(n) when q=0 (monotonicity) and q=1 (increasing/decreasing monotonicity). The case m=2,q[greater-or-equal, slanted]1 requires O(qn2) computer operations and n2 quadratic programming calculations, which is reduced to one and n-2 quadratic programming calculations when m=2,q=0, i.e. convexity, and m=2,q=1, i.e. convexity/concavity, respectively. Unfortunately, the technique that receives this efficiency cannot generalize for the highly nonlinear case m[greater-or-equal, slanted]3,q[greater-or-equal, slanted]2. However, the case m[greater-or-equal, slanted]3,q=0 is solved by a special strictly
NASA Technical Reports Server (NTRS)
Giesy, D. P.
1978-01-01
A technique is presented for the calculation of Pareto-optimal solutions to a multiple-objective constrained optimization problem by solving a series of single-objective problems. Threshold-of-acceptability constraints are placed on the objective functions at each stage to both limit the area of search and to mathematically guarantee convergence to a Pareto optimum.
Michaelis-Menten reaction scheme as a unified approach towards the optimal restart problem.
Rotbart, Tal; Reuveni, Shlomi; Urbakh, Michael
2015-12-01
We study the effect of restart, and retry, on the mean completion time of a generic process. The need to do so arises in various branches of the sciences and we show that it can naturally be addressed by taking advantage of the classical reaction scheme of Michaelis and Menten. Stopping a process in its midst-only to start it all over again-may prolong, leave unchanged, or even shorten the time taken for its completion. Here we are interested in the optimal restart problem, i.e., in finding a restart rate which brings the mean completion time of a process to a minimum. We derive the governing equation for this problem and show that it is exactly solvable in cases of particular interest. We then continue to discover regimes at which solutions to the problem take on universal, details independent forms which further give rise to optimal scaling laws. The formalism we develop, and the results obtained, can be utilized when optimizing stochastic search processes and randomized computer algorithms. An immediate connection with kinetic proofreading is also noted and discussed.
Michaelis-Menten reaction scheme as a unified approach towards the optimal restart problem
NASA Astrophysics Data System (ADS)
Rotbart, Tal; Reuveni, Shlomi; Urbakh, Michael
2015-12-01
We study the effect of restart, and retry, on the mean completion time of a generic process. The need to do so arises in various branches of the sciences and we show that it can naturally be addressed by taking advantage of the classical reaction scheme of Michaelis and Menten. Stopping a process in its midst—only to start it all over again—may prolong, leave unchanged, or even shorten the time taken for its completion. Here we are interested in the optimal restart problem, i.e., in finding a restart rate which brings the mean completion time of a process to a minimum. We derive the governing equation for this problem and show that it is exactly solvable in cases of particular interest. We then continue to discover regimes at which solutions to the problem take on universal, details independent forms which further give rise to optimal scaling laws. The formalism we develop, and the results obtained, can be utilized when optimizing stochastic search processes and randomized computer algorithms. An immediate connection with kinetic proofreading is also noted and discussed.
A linear decomposition method for large optimization problems. Blueprint for development
NASA Technical Reports Server (NTRS)
Sobieszczanski-Sobieski, J.
1982-01-01
A method is proposed for decomposing large optimization problems encountered in the design of engineering systems such as an aircraft into a number of smaller subproblems. The decomposition is achieved by organizing the problem and the subordinated subproblems in a tree hierarchy and optimizing each subsystem separately. Coupling of the subproblems is accounted for by subsequent optimization of the entire system based on sensitivities of the suboptimization problem solutions at each level of the tree to variables of the next higher level. A formalization of the procedure suitable for computer implementation is developed and the state of readiness of the implementation building blocks is reviewed showing that the ingredients for the development are on the shelf. The decomposition method is also shown to be compatible with the natural human organization of the design process of engineering systems. The method is also examined with respect to the trends in computer hardware and software progress to point out that its efficiency can be amplified by network computing using parallel processors.
Hu, Xiao-Bing; Wang, Ming; Di Paolo, Ezequiel
2013-06-01
Searching the Pareto front for multiobjective optimization problems usually involves the use of a population-based search algorithm or of a deterministic method with a set of different single aggregate objective functions. The results are, in fact, only approximations of the real Pareto front. In this paper, we propose a new deterministic approach capable of fully determining the real Pareto front for those discrete problems for which it is possible to construct optimization algorithms to find the k best solutions to each of the single-objective problems. To this end, two theoretical conditions are given to guarantee the finding of the actual Pareto front rather than its approximation. Then, a general methodology for designing a deterministic search procedure is proposed. A case study is conducted, where by following the general methodology, a ripple-spreading algorithm is designed to calculate the complete exact Pareto front for multiobjective route optimization. When compared with traditional Pareto front search methods, the obvious advantage of the proposed approach is its unique capability of finding the complete Pareto front. This is illustrated by the simulation results in terms of both solution quality and computational efficiency.
Designing convex repulsive pair potentials that favor assembly of kagome and snub square lattices.
Piñeros, William D; Baldea, Michael; Truskett, Thomas M
2016-08-01
Building on a recently introduced inverse strategy, isotropic and convex repulsive pair potentials were designed that favor assembly of particles into kagome and equilateral snub square lattices. The former interactions were obtained by a numerical solution of a variational problem that maximizes the range of density for which the ground state of the potential is the kagome lattice. Similar optimizations targeting the snub square lattice were also carried out, employing a constraint that required a minimum chemical potential advantage of the target over select competing structures. This constraint helped to discover isotropic interactions that meaningfully favored the snub square lattice as the ground state structure despite the asymmetric spatial distribution of particles in its coordination shells and the presence of tightly competing structures. Consistent with earlier published results [W. Piñeros et al., J. Chem. Phys. 144, 084502 (2016)], enforcement of greater chemical potential advantages for the target lattice in the interaction optimization led to assemblies with enhanced thermal stability. PMID:27497576
Fundamental Solutions and Optimal Control of Neutral Systems
NASA Astrophysics Data System (ADS)
Liu, Kai
In this work, we shall consider standard optimal control problems for a class of neutral functional differential equations in Banach spaces. As the basis of a systematic theory of neutral models, the fundamental solution is constructed and a variation of constants formula of mild solutions is established. Necessary conditions in terms of the solutions of neutral adjoint systems are established to deal with the fixed time integral convex cost problem of optimality. Based on optimality conditions, the maximum principle for time varying control domain is presented.
NASA Astrophysics Data System (ADS)
De Vuyst, Florian
2004-01-01
This exploratory work tries to present first results of a novel approach for the numerical approximation of solutions of hyperbolic systems of conservation laws. The objective is to define stable and "reasonably" accurate numerical schemes while being free from any upwind process and from any computation of derivatives or mean Jacobian matrices. That means that we only want to perform flux evaluations. This would be useful for "complicated" systems like those of two-phase models where solutions of Riemann problems are hard, see impossible to compute. For Riemann or Roe-like solvers, each fluid model needs the particular computation of the Jacobian matrix of the flux and the hyperbolicity property which can be conditional for some of these models makes the matrices be not R-diagonalizable everywhere in the admissible state space. In this paper, we rather propose some numerical schemes where the stability is obtained using convexity considerations. A certain rate of accuracy is also expected. For that, we propose to build numerical hybrid fluxes that are convex combinations of the second-order Lax-Wendroff scheme flux and the first-order modified Lax-Friedrichs scheme flux with an "optimal" combination rate that ensures both minimal numerical dissipation and good accuracy. The resulting scheme is a central scheme-like method. We will also need and propose a definition of local dissipation by convexity for hyperbolic or elliptic-hyperbolic systems. This convexity argument allows us to overcome the difficulty of nonexistence of classical entropy-flux pairs for certain systems. We emphasize the systematic feature of the method which can be fastly implemented or adapted to any kind of systems, with general analytical or data-tabulated equations of state. The numerical results presented in the paper are not superior to many existing state-of-the-art numerical methods for conservation laws such as ENO, MUSCL or central scheme of Tadmor and coworkers. The interest is rather
Wang, Lin; Qu, Hui; Liu, Shan; Dun, Cai-xia
2013-01-01
As a practical inventory and transportation problem, it is important to synthesize several objectives for the joint replenishment and delivery (JRD) decision. In this paper, a new multiobjective stochastic JRD (MSJRD) of the one-warehouse and n-retailer systems considering the balance of service level and total cost simultaneously is proposed. The goal of this problem is to decide the reasonable replenishment interval, safety stock factor, and traveling routing. Secondly, two approaches are designed to handle this complex multi-objective optimization problem. Linear programming (LP) approach converts the multi-objective to single objective, while a multi-objective evolution algorithm (MOEA) solves a multi-objective problem directly. Thirdly, three intelligent optimization algorithms, differential evolution algorithm (DE), hybrid DE (HDE), and genetic algorithm (GA), are utilized in LP-based and MOEA-based approaches. Results of the MSJRD with LP-based and MOEA-based approaches are compared by a contrastive numerical example. To analyses the nondominated solution of MOEA, a metric is also used to measure the distribution of the last generation solution. Results show that HDE outperforms DE and GA whenever LP or MOEA is adopted. PMID:24302880
A divide-and-conquer strategy with particle swarm optimization for the job shop scheduling problem
NASA Astrophysics Data System (ADS)
Zhang, Rui; Wu, Cheng
2010-07-01
An optimization algorithm based on the 'divide-and-conquer' methodology is proposed for solving large job shop scheduling problems with the objective of minimizing total weighted tardiness. The algorithm adopts a non-iterative framework. It first searches for a promising decomposition policy for the operation set by using a simulated annealing procedure in which the solutions are evaluated with reference to the upper bound and the lower bound of the final objective value. Subproblems are then constructed according to the output decomposition policy and each subproblem is related to a subset of operations from the original operation set. Subsequently, all these subproblems are sequentially solved by a particle swarm optimization algorithm, which leads directly to a feasible solution to the original large-scale scheduling problem. Numerical computational experiments are carried out for both randomly generated test problems and the real-world production data from a large speed-reducer factory in China. Results show that the proposed algorithm can achieve satisfactory solution quality within reasonable computational time for large-scale job shop scheduling problems.
Fuzzy Random λ-Mean SAD Portfolio Selection Problem: An Ant Colony Optimization Approach
NASA Astrophysics Data System (ADS)
Thakur, Gour Sundar Mitra; Bhattacharyya, Rupak; Mitra, Swapan Kumar
2010-10-01
To reach the investment goal, one has to select a combination of securities among different portfolios containing large number of securities. Only the past records of each security do not guarantee the future return. As there are many uncertain factors which directly or indirectly influence the stock market and there are also some newer stock markets which do not have enough historical data, experts' expectation and experience must be combined with the past records to generate an effective portfolio selection model. In this paper the return of security is assumed to be Fuzzy Random Variable Set (FRVS), where returns are set of random numbers which are in turn fuzzy numbers. A new λ-Mean Semi Absolute Deviation (λ-MSAD) portfolio selection model is developed. The subjective opinions of the investors to the rate of returns of each security are taken into consideration by introducing a pessimistic-optimistic parameter vector λ. λ-Mean Semi Absolute Deviation (λ-MSAD) model is preferred as it follows absolute deviation of the rate of returns of a portfolio instead of the variance as the measure of the risk. As this model can be reduced to Linear Programming Problem (LPP) it can be solved much faster than quadratic programming problems. Ant Colony Optimization (ACO) is used for solving the portfolio selection problem. ACO is a paradigm for designing meta-heuristic algorithms for combinatorial optimization problem. Data from BSE is used for illustration.
NASA Technical Reports Server (NTRS)
Miele, A.; Wang, T.; Basapur, V. K.
1986-01-01
One of the most effective first-order algorithms for solving trajectory optimization problems is the sequential gradient-restoration algorithm (SGRA). Originally developed in the primal formulation, this algorithm is extended to incorporate a dual formulation. Both the primal formulation and the dual formulation involve a sequence of two-phase cycles, each cycle including a gradient phase and a restoration phase. In turn, each iteration of the gradient phase and the restoration phase requires the solution of an auxiliary minimization problem (AMP). In the primal formulation, the AMP is solved with respect to the variations of the state, the control, and the parameter. In the dual formulation, the AMP is solved with respect to the Lagrange multipliers. A characteristic of the dual formulation is that the AMPs associated with the gradient phase and the restoration phase of SGRA can be reduced to mathematical programming problems involving a finite number of parameters as unknowns. A comparison of the primal formulation and the dual formulation is presented. The comparison is done in terms of several trajectory optimization problems having current aerospace interest.
Dun, Cai-xia
2013-01-01
As a practical inventory and transportation problem, it is important to synthesize several objectives for the joint replenishment and delivery (JRD) decision. In this paper, a new multiobjective stochastic JRD (MSJRD) of the one-warehouse and n-retailer systems considering the balance of service level and total cost simultaneously is proposed. The goal of this problem is to decide the reasonable replenishment interval, safety stock factor, and traveling routing. Secondly, two approaches are designed to handle this complex multi-objective optimization problem. Linear programming (LP) approach converts the multi-objective to single objective, while a multi-objective evolution algorithm (MOEA) solves a multi-objective problem directly. Thirdly, three intelligent optimization algorithms, differential evolution algorithm (DE), hybrid DE (HDE), and genetic algorithm (GA), are utilized in LP-based and MOEA-based approaches. Results of the MSJRD with LP-based and MOEA-based approaches are compared by a contrastive numerical example. To analyses the nondominated solution of MOEA, a metric is also used to measure the distribution of the last generation solution. Results show that HDE outperforms DE and GA whenever LP or MOEA is adopted. PMID:24302880
Coalescence between two convex liquid surfaces
NASA Astrophysics Data System (ADS)
Yang, Fan; Jian, Zhen; Li, Erqiang; Thoroddsen, S. T.
2015-11-01
We study the coalescence of two convex surfaces of the same liquid. One of the convex free surfaces is formed at a circular opening of a closed tank by imposing a negative pressure difference. The other surface is a droplet of larger curvature, which is pendant from a concentric nozzle. The coalescence starts from near-zero velocity, so the configuration can be characterized by two dimensionless numbers: the Ohnesorge number Oh = μ /√{ ργL } and the radius ratio between the two surfaces α =rd /rs . We use high-speed video, PIV and numerical simulations, using the Gerris program, to study the dynamics of the coalescence. Our focus is on the interface shapes, the growth-rate of the neck connecting the two surfaces and the formation of a vortex ring. The growth-rate is compared to earlier models for the coalescence of drops or bubbles.
Automation of reverse engineering process in aircraft modeling and related optimization problems
NASA Technical Reports Server (NTRS)
Li, W.; Swetits, J.
1994-01-01
During the year of 1994, the engineering problems in aircraft modeling were studied. The initial concern was to obtain a surface model with desirable geometric characteristics. Much of the effort during the first half of the year was to find an efficient way of solving a computationally difficult optimization model. Since the smoothing technique in the proposal 'Surface Modeling and Optimization Studies of Aerodynamic Configurations' requires solutions of a sequence of large-scale quadratic programming problems, it is important to design algorithms that can solve each quadratic program in a few interactions. This research led to three papers by Dr. W. Li, which were submitted to SIAM Journal on Optimization and Mathematical Programming. Two of these papers have been accepted for publication. Even though significant progress has been made during this phase of research and computation times was reduced from 30 min. to 2 min. for a sample problem, it was not good enough for on-line processing of digitized data points. After discussion with Dr. Robert E. Smith Jr., it was decided not to enforce shape constraints in order in order to simplify the model. As a consequence, P. Dierckx's nonparametric spline fitting approach was adopted, where one has only one control parameter for the fitting process - the error tolerance. At the same time the surface modeling software developed by Imageware was tested. Research indicated a substantially improved fitting of digitalized data points can be achieved if a proper parameterization of the spline surface is chosen. A winning strategy is to incorporate Dierckx's surface fitting with a natural parameterization for aircraft parts. The report consists of 4 chapters. Chapter 1 provides an overview of reverse engineering related to aircraft modeling and some preliminary findings of the effort in the second half of the year. Chapters 2-4 are the research results by Dr. W. Li on penalty functions and conjugate gradient methods for
Scenario generation for stochastic optimization problems via the sparse grid method
Chen, Michael; Mehrotra, Sanjay; Papp, David
2015-04-19
We study the use of sparse grids in the scenario generation (or discretization) problem in stochastic programming problems where the uncertainty is modeled using a continuous multivariate distribution. We show that, under a regularity assumption on the random function involved, the sequence of optimal objective function values of the sparse grid approximations converges to the true optimal objective function values as the number of scenarios increases. The rate of convergence is also established. We treat separately the special case when the underlying distribution is an affine transform of a product of univariate distributions, and show how the sparse grid methodmore » can be adapted to the distribution by the use of quadrature formulas tailored to the distribution. We numerically compare the performance of the sparse grid method using different quadrature rules with classic quasi-Monte Carlo (QMC) methods, optimal rank-one lattice rules, and Monte Carlo (MC) scenario generation, using a series of utility maximization problems with up to 160 random variables. The results show that the sparse grid method is very efficient, especially if the integrand is sufficiently smooth. In such problems the sparse grid scenario generation method is found to need several orders of magnitude fewer scenarios than MC and QMC scenario generation to achieve the same accuracy. As a result, it is indicated that the method scales well with the dimension of the distribution--especially when the underlying distribution is an affine transform of a product of univariate distributions, in which case the method appears scalable to thousands of random variables.« less
Using stochastic dual dynamic programming in problems with multiple near-optimal solutions
NASA Astrophysics Data System (ADS)
Rougé, Charles; Tilmant, Amaury
2016-05-01
Stochastic dual dynamic programming (SDDP) is one of the few algorithmic solutions available to optimize large-scale water resources systems while explicitly considering uncertainty. This paper explores the consequences of, and proposes a solution to, the existence of multiple near-optimal solutions (MNOS) when using SDDP for mid or long-term river basin management. These issues arise when the optimization problem cannot be properly parametrized due to poorly defined and/or unavailable data sets. This work shows that when MNOS exists, (1) SDDP explores more than one solution trajectory in the same run, suggesting different decisions in distinct simulation years even for the same point in the state-space, and (2) SDDP is shown to be very sensitive to even minimal variations of the problem setting, e.g., initial conditions—we call this "algorithmic chaos." Results that exhibit such sensitivity are difficult to interpret. This work proposes a reoptimization method, which simulates system decisions by periodically applying cuts from one given year from the SDDP run. Simulation results obtained through this reoptimization approach are steady state solutions, meaning that their probability distributions are stable from year to year.
Solving iTOUGH2 simulation and optimization problems using the PEST protocol
Finsterle, S.A.; Zhang, Y.
2011-02-01
The PEST protocol has been implemented into the iTOUGH2 code, allowing the user to link any simulation program (with ASCII-based inputs and outputs) to iTOUGH2's sensitivity analysis, inverse modeling, and uncertainty quantification capabilities. These application models can be pre- or post-processors of the TOUGH2 non-isothermal multiphase flow and transport simulator, or programs that are unrelated to the TOUGH suite of codes. PEST-style template and instruction files are used, respectively, to pass input parameters updated by the iTOUGH2 optimization routines to the model, and to retrieve the model-calculated values that correspond to observable variables. We summarize the iTOUGH2 capabilities and demonstrate the flexibility added by the PEST protocol for the solution of a variety of simulation-optimization problems. In particular, the combination of loosely coupled and tightly integrated simulation and optimization routines provides both the flexibility and control needed to solve challenging inversion problems for the analysis of multiphase subsurface flow and transport systems.
Convex crystal x-ray spectrometer for laser plasma experiments
May, M.; Heeter, R.; Emig, J.
2004-10-01
Measuring time and space-resolved spectra is important for understanding Hohlraum and Halfraum plasmas. Experiments at the OMEGA laser have used the Nova TSPEC which was not optimized for the OMEGA diagnostic space envelope or for the needed spectroscopic coverage and resolution. An improved multipurpose spectrometer snout, the MSPEC, has been constructed and fielded on OMEGA. The MSPEC provides the maximal internal volume for mounting crystals without any beam interferences at either 2x or 3x magnification. The RAP crystal is in a convex mounting geometry bent to a 20 cm radius of curvature. The spectral resolution, E/dE, is about 200 at 2.5 keV. The spectral coverage is 2 to 4.5 keV. The MSPEC can record four separate spectra on the framing camera at time intervals of up to several ns. The spectrometer design and initial field-test performance will be presented and compared to that of the TSPEC.
Chen, G; de Figueiredo, R P
1993-01-01
The unified approach to optimal image interpolation problems presented provides a constructive procedure for finding explicit and closed-form optimal solutions to image interpolation problems when the type of interpolation can be either spatial or temporal-spatial. The unknown image is reconstructed from a finite set of sampled data in such a way that a mean-square error is minimized by first expressing the solution in terms of the reproducing kernel of a related Hilbert space, and then constructing this kernel using the fundamental solution of an induced linear partial differential equation, or the Green's function of the corresponding self-adjoint operator. It is proved that in most cases, closed-form fundamental solutions (or Green's functions) for the corresponding linear partial differential operators can be found in the general image reconstruction problem described by a first- or second-order linear partial differential operator. An efficient method for obtaining the corresponding closed-form fundamental solutions (or Green's functions) of the operators is presented. A computer simulation demonstrates the reconstruction procedure.
Takabe, Satoshi; Hukushima, Koji
2016-05-01
Typical behavior of the linear programming (LP) problem is studied as a relaxation of the minimum vertex cover (min-VC), a type of integer programming (IP) problem. A lattice-gas model on the Erdös-Rényi random graphs of α-uniform hyperedges is proposed to express both the LP and IP problems of the min-VC in the common statistical mechanical model with a one-parameter family. Statistical mechanical analyses reveal for α=2 that the LP optimal solution is typically equal to that given by the IP below the critical average degree c=e in the thermodynamic limit. The critical threshold for good accuracy of the relaxation extends the mathematical result c=1 and coincides with the replica symmetry-breaking threshold of the IP. The LP relaxation for the minimum hitting sets with α≥3, minimum vertex covers on α-uniform random graphs, is also studied. Analytic and numerical results strongly suggest that the LP relaxation fails to estimate optimal values above the critical average degree c=e/(α-1) where the replica symmetry is broken. PMID:27301006
Aggregation of LoD 1 building models as an optimization problem
NASA Astrophysics Data System (ADS)
Guercke, R.; Götzelmann, T.; Brenner, C.; Sester, M.
3D city models offered by digital map providers typically consist of several thousands or even millions of individual buildings. Those buildings are usually generated in an automated fashion from high resolution cadastral and remote sensing data and can be very detailed. However, not in every application such a high degree of detail is desirable. One way to remove complexity is to aggregate individual buildings, simplify the ground plan and assign an appropriate average building height. This task is computationally complex because it includes the combinatorial optimization problem of determining which subset of the original set of buildings should best be aggregated to meet the demands of an application. In this article, we introduce approaches to express different aspects of the aggregation of LoD 1 building models in the form of Mixed Integer Programming (MIP) problems. The advantage of this approach is that for linear (and some quadratic) MIP problems, sophisticated software exists to find exact solutions (global optima) with reasonable effort. We also propose two different heuristic approaches based on the region growing strategy and evaluate their potential for optimization by comparing their performance to a MIP-based approach.
NASA Astrophysics Data System (ADS)
Takabe, Satoshi; Hukushima, Koji
2016-05-01
Typical behavior of the linear programming (LP) problem is studied as a relaxation of the minimum vertex cover (min-VC), a type of integer programming (IP) problem. A lattice-gas model on the Erdös-Rényi random graphs of α -uniform hyperedges is proposed to express both the LP and IP problems of the min-VC in the common statistical mechanical model with a one-parameter family. Statistical mechanical analyses reveal for α =2 that the LP optimal solution is typically equal to that given by the IP below the critical average degree c =e in the thermodynamic limit. The critical threshold for good accuracy of the relaxation extends the mathematical result c =1 and coincides with the replica symmetry-breaking threshold of the IP. The LP relaxation for the minimum hitting sets with α ≥3 , minimum vertex covers on α -uniform random graphs, is also studied. Analytic and numerical results strongly suggest that the LP relaxation fails to estimate optimal values above the critical average degree c =e /(α -1 ) where the replica symmetry is broken.
Takabe, Satoshi; Hukushima, Koji
2016-05-01
Typical behavior of the linear programming (LP) problem is studied as a relaxation of the minimum vertex cover (min-VC), a type of integer programming (IP) problem. A lattice-gas model on the Erdös-Rényi random graphs of α-uniform hyperedges is proposed to express both the LP and IP problems of the min-VC in the common statistical mechanical model with a one-parameter family. Statistical mechanical analyses reveal for α=2 that the LP optimal solution is typically equal to that given by the IP below the critical average degree c=e in the thermodynamic limit. The critical threshold for good accuracy of the relaxation extends the mathematical result c=1 and coincides with the replica symmetry-breaking threshold of the IP. The LP relaxation for the minimum hitting sets with α≥3, minimum vertex covers on α-uniform random graphs, is also studied. Analytic and numerical results strongly suggest that the LP relaxation fails to estimate optimal values above the critical average degree c=e/(α-1) where the replica symmetry is broken.
NASA Astrophysics Data System (ADS)
Vafaeinezhad, Moghadaseh; Kia, Reza; Shahnazari-Shahrezaei, Parisa
2016-11-01
Cell formation (CF) problem is one of the most important decision problems in designing a cellular manufacturing system includes grouping machines into machine cells and parts into part families. Several factors should be considered in a cell formation problem. In this work, robust optimization of a mathematical model of a dynamic cell formation problem integrating CF, production planning and worker assignment is implemented with uncertain scenario-based data. The robust approach is used to reduce the effects of fluctuations of the uncertain parameters with regards to all possible future scenarios. In this research, miscellaneous cost parameters of the cell formation and demand fluctuations are subject to uncertainty and a mixed-integer nonlinear programming model is developed to formulate the related robust dynamic cell formation problem. The objective function seeks to minimize total costs including machine constant, machine procurement, machine relocation, machine operation, inter-cell and intra-cell movement, overtime, shifting labors between cells and inventory holding. Finally, a case study is carried out to display the robustness and effectiveness of the proposed model. The tradeoff between solution robustness and model robustness is also analyzed in the obtained results.
NASA Astrophysics Data System (ADS)
Chaves-González, José M.; Vega-Rodríguez, Miguel A.; Gómez-Pulido, Juan A.; Sánchez-Pérez, Juan M.
2011-08-01
This article analyses the use of a novel parallel evolutionary strategy to solve complex optimization problems. The work developed here has been focused on a relevant real-world problem from the telecommunication domain to verify the effectiveness of the approach. The problem, known as frequency assignment problem (FAP), basically consists of assigning a very small number of frequencies to a very large set of transceivers used in a cellular phone network. Real data FAP instances are very difficult to solve due to the NP-hard nature of the problem, therefore using an efficient parallel approach which makes the most of different evolutionary strategies can be considered as a good way to obtain high-quality solutions in short periods of time. Specifically, a parallel hyper-heuristic based on several meta-heuristics has been developed. After a complete experimental evaluation, results prove that the proposed approach obtains very high-quality solutions for the FAP and beats any other result published.