Distance majorization and its applications

PubMed Central

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

2014-01-01

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

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

PubMed Central

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

2015-01-01

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

Minimal norm constrained interpolation. Ph.D. Thesis

NASA Technical Reports Server (NTRS)

Irvine, L. D.

1985-01-01

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

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

NASA Astrophysics Data System (ADS)

Demetriou, I. C.

2006-04-01

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

Algorithms for Maneuvering Spacecraft Around Small Bodies

NASA Technical Reports Server (NTRS)

Acikmese, A. Bechet; Bayard, David

2006-01-01

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

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

PubMed

Khoo, Y; Singer, A; Cowburn, D

2017-07-01

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

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

PubMed

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

2018-05-21

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

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

PubMed Central

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

2018-01-01

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

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

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

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

Nonexpansiveness of a linearized augmented Lagrangian operator for hierarchical convex optimization

NASA Astrophysics Data System (ADS)

Yamagishi, Masao; Yamada, Isao

2017-04-01

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

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

NASA Astrophysics Data System (ADS)

Parekh, Ankit

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

Path Following in the Exact Penalty Method of Convex Programming.

PubMed

Zhou, Hua; Lange, Kenneth

2015-07-01

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

Path Following in the Exact Penalty Method of Convex Programming

PubMed Central

Zhou, Hua; Lange, Kenneth

2015-01-01

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

An Improved Search Approach for Solving Non-Convex Mixed-Integer Non Linear Programming Problems

NASA Astrophysics Data System (ADS)

Sitopu, Joni Wilson; Mawengkang, Herman; Syafitri Lubis, Riri

2018-01-01

The nonlinear mathematical programming problem addressed in this paper has a structure characterized by a subset of variables restricted to assume discrete values, which are linear and separable from the continuous variables. The strategy of releasing nonbasic variables from their bounds, combined with the “active constraint” method, has been developed. This strategy is used to force the appropriate non-integer basic variables to move to their neighbourhood integer points. Successful implementation of these algorithms was achieved on various test problems.

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

NASA Astrophysics Data System (ADS)

Uilhoorn, F. E.

2016-10-01

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

Superiorization with level control

NASA Astrophysics Data System (ADS)

Cegielski, Andrzej; Al-Musallam, Fadhel

2017-04-01

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

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

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

Dvijotham, Krishnamurthy; Low, Steven; Chertkov, Michael

2015-01-12

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

Multi-Stage Convex Relaxation Methods for Machine Learning

DTIC Science & Technology

2013-03-01

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

Convergence of neural networks for programming problems via a nonsmooth Lojasiewicz inequality.

PubMed

Forti, Mauro; Nistri, Paolo; Quincampoix, Marc

2006-11-01

This paper considers a class of neural networks (NNs) for solving linear programming (LP) problems, convex quadratic programming (QP) problems, and nonconvex QP problems where an indefinite quadratic objective function is subject to a set of affine constraints. The NNs are characterized by constraint neurons modeled by ideal diodes with vertical segments in their characteristic, which enable to implement an exact penalty method. A new method is exploited to address convergence of trajectories, which is based on a nonsmooth Lojasiewicz inequality for the generalized gradient vector field describing the NN dynamics. The method permits to prove that each forward trajectory of the NN has finite length, and as a consequence it converges toward a singleton. Furthermore, by means of a quantitative evaluation of the Lojasiewicz exponent at the equilibrium points, the following results on convergence rate of trajectories are established: (1) for nonconvex QP problems, each trajectory is either exponentially convergent, or convergent in finite time, toward a singleton belonging to the set of constrained critical points; (2) for convex QP problems, the same result as in (1) holds; moreover, the singleton belongs to the set of global minimizers; and (3) for LP problems, each trajectory converges in finite time to a singleton belonging to the set of global minimizers. These results, which improve previous results obtained via the Lyapunov approach, are true independently of the nature of the set of equilibrium points, and in particular they hold even when the NN possesses infinitely many nonisolated equilibrium points.

Maximum Margin Clustering of Hyperspectral Data

NASA Astrophysics Data System (ADS)

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

2013-09-01

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

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

NASA Astrophysics Data System (ADS)

Zhang, Yongjun; Lu, Zhixin

2017-10-01

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

Convex Lattice Polygons

ERIC Educational Resources Information Center

Scott, Paul

2006-01-01

A "convex" polygon is one with no re-entrant angles. Alternatively one can use the standard convexity definition, asserting that for any two points of the convex polygon, the line segment joining them is contained completely within the polygon. In this article, the author provides a solution to a problem involving convex lattice polygons.

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

PubMed

Fushiki, Tadayoshi

2009-07-01

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

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

PubMed

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

2017-09-18

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

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

PubMed Central

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

2017-01-01

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

Convex Relaxation For Hard Problem In Data Mining And Sensor Localization

DTIC Science & Technology

2017-04-13

Drusvyatskiy, S.A. Vavasis, and H. Wolkowicz. Extreme point in- equalities and geometry of the rank sparsity ball. Math . Program., 152(1-2, Ser. A...521–544, 2015. [3] M-H. Lin and H. Wolkowicz. Hiroshima’s theorem and matrix norm inequalities. Acta Sci. Math . (Szeged), 81(1-2):45–53, 2015. [4] D...9867-4. [8] D. Drusvyatskiy, G. Li, and H. Wolkowicz. Alternating projections for ill-posed semidenite feasibility problems. Math . Program., 2016

One cutting plane algorithm using auxiliary functions

NASA Astrophysics Data System (ADS)

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

2016-11-01

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

Trading strategies for distribution company with stochastic distributed energy resources

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

Zhang, Chunyu; Wang, Qi; Wang, Jianhui

2016-09-01

This paper proposes a methodology to address the trading strategies of a proactive distribution company (PDISCO) engaged in the transmission-level (TL) markets. A one-leader multi-follower bilevel model is presented to formulate the gaming framework between the PDISCO and markets. The lower-level (LL) problems include the TL day-ahead market and scenario-based real-time markets, respectively with the objectives of maximizing social welfare and minimizing operation cost. The upper-level (UL) problem is to maximize the PDISCO’s profit across these markets. The PDISCO’s strategic offers/bids interactively influence the outcomes of each market. Since the LL problems are linear and convex, while the UL problemmore » is non-linear and non-convex, an equivalent primal–dual approach is used to reformulate this bilevel model to a solvable mathematical program with equilibrium constraints (MPEC). The effectiveness of the proposed model is verified by case studies.« less

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

PubMed

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

2018-04-01

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

Computational Efficiency of the Simplex Embedding Method in Convex Nondifferentiable Optimization

NASA Astrophysics Data System (ADS)

Kolosnitsyn, A. V.

2018-02-01

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

Statistical estimation via convex optimization for trending and performance monitoring

NASA Astrophysics Data System (ADS)

Samar, Sikandar

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

Learning Incoherent Sparse and Low-Rank Patterns from Multiple Tasks

PubMed Central

Chen, Jianhui; Liu, Ji; Ye, Jieping

2013-01-01

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

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

PubMed

Chen, Jianhui; Liu, Ji; Ye, Jieping

2012-02-01

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

Investigations into the shape-preserving interpolants using symbolic computation

NASA Technical Reports Server (NTRS)

Lam, Maria

1988-01-01

Shape representation is a central issue in computer graphics and computer-aided geometric design. Many physical phenomena involve curves and surfaces that are monotone (in some directions) or are convex. The corresponding representation problem is given some monotone or convex data, and a monotone or convex interpolant is found. Standard interpolants need not be monotone or convex even though they may match monotone or convex data. Most of the methods of investigation of this problem involve the utilization of quadratic splines or Hermite polynomials. In this investigation, a similar approach is adopted. These methods require derivative information at the given data points. The key to the problem is the selection of the derivative values to be assigned to the given data points. Schemes for choosing derivatives were examined. Along the way, fitting given data points by a conic section has also been investigated as part of the effort to study shape-preserving quadratic splines.

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

NASA Astrophysics Data System (ADS)

Pinson, Robin Marie

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

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

DTIC Science & Technology

1982-01-01

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

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.

First-order convex feasibility algorithms for x-ray CT

PubMed Central

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

2013-01-01

Purpose: Iterative image reconstruction (IIR) algorithms in computed tomography (CT) are based on algorithms for solving a particular optimization problem. Design of the IIR algorithm, therefore, is aided by knowledge of the solution to the optimization problem on which it is based. Often times, however, it is impractical to achieve accurate solution to the optimization of interest, which complicates design of IIR algorithms. This issue is particularly acute for CT with a limited angular-range scan, which leads to poorly conditioned system matrices and difficult to solve optimization problems. In this paper, we develop IIR algorithms which solve a certain type of optimization called convex feasibility. The convex feasibility approach can provide alternatives to unconstrained optimization approaches and at the same time allow for rapidly convergent algorithms for their solution—thereby facilitating the IIR algorithm design process. Methods: An accelerated version of the Chambolle−Pock (CP) algorithm is adapted to various convex feasibility problems of potential interest to IIR in CT. One of the proposed problems is seen to be equivalent to least-squares minimization, and two other problems provide alternatives to penalized, least-squares minimization. Results: The accelerated CP algorithms are demonstrated on a simulation of circular fan-beam CT with a limited scanning arc of 144°. The CP algorithms are seen in the empirical results to converge to the solution of their respective convex feasibility problems. Conclusions: Formulation of convex feasibility problems can provide a useful alternative to unconstrained optimization when designing IIR algorithms for CT. The approach is amenable to recent methods for accelerating first-order algorithms which may be particularly useful for CT with limited angular-range scanning. The present paper demonstrates the methodology, and future work will illustrate its utility in actual CT application. PMID:23464295

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

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

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

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

The roles of the convex hull and the number of potential intersections in performance on visually presented traveling salesperson problems.

PubMed

Vickers, Douglas; Lee, Michael D; Dry, Matthew; Hughes, Peter

2003-10-01

The planar Euclidean version of the traveling salesperson problem requires finding the shortest tour through a two-dimensional array of points. MacGregor and Ormerod (1996) have suggested that people solve such problems by using a global-to-local perceptual organizing process based on the convex hull of the array. We review evidence for and against this idea, before considering an alternative, local-to-global perceptual process, based on the rapid automatic identification of nearest neighbors. We compare these approaches in an experiment in which the effects of number of convex hull points and number of potential intersections on solution performance are measured. Performance worsened with more points on the convex hull and with fewer potential intersections. A measure of response uncertainty was unaffected by the number of convex hull points but increased with fewer potential intersections. We discuss a possible interpretation of these results in terms of a hierarchical solution process based on linking nearest neighbor clusters.

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

PubMed

Zheng, Wenming; Lin, Zhouchen; Wang, Haixian

2014-04-01

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

BROJA-2PID: A Robust Estimator for Bivariate Partial Information Decomposition

NASA Astrophysics Data System (ADS)

Makkeh, Abdullah; Theis, Dirk; Vicente, Raul

2018-04-01

Makkeh, Theis, and Vicente found in [8] that Cone Programming model is the most robust to compute the Bertschinger et al. partial information decompostion (BROJA PID) measure [1]. We developed a production-quality robust software that computes the BROJA PID measure based on the Cone Programming model. In this paper, we prove the important property of strong duality for the Cone Program and prove an equivalence between the Cone Program and the original Convex problem. Then describe in detail our software and how to use it.\

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

NASA Astrophysics Data System (ADS)

Shen, Kaiming; Yu, Wei

2018-05-01

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

Nonconvex Sparse Logistic Regression With Weakly Convex Regularization

NASA Astrophysics Data System (ADS)

Shen, Xinyue; Gu, Yuantao

2018-06-01

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

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

PubMed Central

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

2010-01-01

We study some methods of subgradient projections for solving a convex feasibility problem with general (not necessarily hyperplanes or half-spaces) convex sets in the inconsistent case and propose a strategy that controls the relaxation parameters in a specific self-adapting manner. This strategy leaves enough user-flexibility but gives a mathematical guarantee for the algorithm’s behavior in the inconsistent case. We present numerical results of computational experiments that illustrate the computational advantage of the new method. PMID:20182556

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

PubMed

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

2008-07-03

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

Optimization-based mesh correction with volume and convexity constraints

DOE PAGES

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

2016-02-24

In this study, we consider the problem of finding a mesh such that 1) it is the closest, with respect to a suitable metric, to a given source mesh having the same connectivity, and 2) the volumes of its cells match a set of prescribed positive values that are not necessarily equal to the cell volumes in the source mesh. This volume correction problem arises in important simulation contexts, such as satisfying a discrete geometric conservation law and solving transport equations by incremental remapping or similar semi-Lagrangian transport schemes. In this paper we formulate volume correction as a constrained optimizationmore » problem in which the distance to the source mesh defines an optimization objective, while the prescribed cell volumes, mesh validity and/or cell convexity specify the constraints. We solve this problem numerically using a sequential quadratic programming (SQP) method whose performance scales with the mesh size. To achieve scalable performance we develop a specialized multigrid-based preconditioner for optimality systems that arise in the application of the SQP method to the volume correction problem. Numerical examples illustrate the importance of volume correction, and showcase the accuracy, robustness and scalability of our approach.« less

Efficient Compressed Sensing Based MRI Reconstruction using Nonconvex Total Variation Penalties

NASA Astrophysics Data System (ADS)

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

2016-10-01

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

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.

Piecewise convexity of artificial neural networks.

PubMed

Rister, Blaine; Rubin, Daniel L

2017-10-01

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

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

PubMed Central

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

2017-01-01

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

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

PubMed

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

2017-08-18

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

SINDA'85/FLUINT - SYSTEMS IMPROVED NUMERICAL DIFFERENCING ANALYZER AND FLUID INTEGRATOR (CONVEX VERSION)

NASA Technical Reports Server (NTRS)

Cullimore, B.

1994-01-01

SINDA, the Systems Improved Numerical Differencing Analyzer, is a software system for solving lumped parameter representations of physical problems governed by diffusion-type equations. SINDA was originally designed for analyzing thermal systems represented in electrical analog, lumped parameter form, although its use may be extended to include other classes of physical systems which can be modeled in this form. As a thermal analyzer, SINDA can handle such interrelated phenomena as sublimation, diffuse radiation within enclosures, transport delay effects, and sensitivity analysis. FLUINT, the FLUid INTegrator, is an advanced one-dimensional fluid analysis program that solves arbitrary fluid flow networks. The working fluids can be single phase vapor, single phase liquid, or two phase. The SINDA'85/FLUINT system permits the mutual influences of thermal and fluid problems to be analyzed. The SINDA system consists of a programming language, a preprocessor, and a subroutine library. The SINDA language is designed for working with lumped parameter representations and finite difference solution techniques. The preprocessor accepts programs written in the SINDA language and converts them into standard FORTRAN. The SINDA library consists of a large number of FORTRAN subroutines that perform a variety of commonly needed actions. The use of these subroutines can greatly reduce the programming effort required to solve many problems. A complete run of a SINDA'85/FLUINT model is a four step process. First, the user's desired model is run through the preprocessor which writes out data files for the processor to read and translates the user's program code. Second, the translated code is compiled. The third step requires linking the user's code with the processor library. Finally, the processor is executed. SINDA'85/FLUINT program features include 20,000 nodes, 100,000 conductors, 100 thermal submodels, and 10 fluid submodels. SINDA'85/FLUINT can also model two phase flow, capillary devices, user defined fluids, gravity and acceleration body forces on a fluid, and variable volumes. SINDA'85/FLUINT offers the following numerical solution techniques. The Finite difference formulation of the explicit method is the Forward-difference explicit approximation. The formulation of the implicit method is the Crank-Nicolson approximation. The program allows simulation of non-uniform heating and facilitates modeling thin-walled heat exchangers. The ability to model non-equilibrium behavior within two-phase volumes is included. Recent improvements to the program were made in modeling real evaporator-pumps and other capillary-assist evaporators. SINDA'85/FLUINT is available by license for a period of ten (10) years to approved licensees. The licensed program product includes the source code and one copy of the supporting documentation. Additional copies of the documentation may be purchased separately at any time. SINDA'85/FLUINT is written in FORTRAN 77. Version 2.3 has been implemented on Cray series computers running UNICOS, CONVEX computers running CONVEX OS, and DEC RISC computers running ULTRIX. Binaries are included with the Cray version only. The Cray version of SINDA'85/FLUINT also contains SINGE, an additional graphics program developed at Johnson Space Flight Center. Both source and executable code are provided for SINGE. Users wishing to create their own SINGE executable will also need the NASA Device Independent Graphics Library (NASADIG, previously known as SMDDIG; UNIX version, MSC-22001). The Cray and CONVEX versions of SINDA'85/FLUINT are available on 9-track 1600 BPI UNIX tar format magnetic tapes. The CONVEX version is also available on a .25 inch streaming magnetic tape cartridge in UNIX tar format. The DEC RISC ULTRIX version is available on a TK50 magnetic tape cartridge in UNIX tar format. SINDA was developed in 1971, and first had fluid capability added in 1975. SINDA'85/FLUINT version 2.3 was released in 1990.

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

NASA Astrophysics Data System (ADS)

Kweon, Jae Ryong

2017-03-01

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

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

PubMed

Liu, Qingshan; Dang, Chuangyin; Huang, Tingwen

2013-02-01

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

A Maximal Element Theorem in FWC-Spaces and Its Applications

PubMed Central

Hu, Qingwen; Miao, Yulin

2014-01-01

A maximal element theorem is proved in finite weakly convex spaces (FWC-spaces, in short) which have no linear, convex, and topological structure. Using the maximal element theorem, we develop new existence theorems of solutions to variational relation problem, generalized equilibrium problem, equilibrium problem with lower and upper bounds, and minimax problem in FWC-spaces. The results represented in this paper unify and extend some known results in the literature. PMID:24782672

PILA: Sub-Meter Localization Using CSI from Commodity Wi-Fi Devices

PubMed Central

Tian, Zengshan; Li, Ze; Zhou, Mu; Jin, Yue; Wu, Zipeng

2016-01-01

The aim of this paper is to present a new indoor localization approach by employing the Angle-of-arrival (AOA) and Received Signal Strength (RSS) measurements in Wi-Fi network. To achieve this goal, we first collect the Channel State Information (CSI) by using the commodity Wi-Fi devices with our designed three antennas to estimate the AOA of Wi-Fi signal. Second, we propose a direct path identification algorithm to obtain the direct signal path for the sake of reducing the interference of multipath effect on the AOA estimation. Third, we construct a new objective function to solve the localization problem by integrating the AOA and RSS information. Although the localization problem is non-convex, we use the Second-order Cone Programming (SOCP) relaxation approach to transform it into a convex problem. Finally, the effectiveness of our approach is verified based on the prototype implementation by using the commodity Wi-Fi devices. The experimental results show that our approach can achieve the median error 0.7 m in the actual indoor environment. PMID:27735879

PILA: Sub-Meter Localization Using CSI from Commodity Wi-Fi Devices.

PubMed

Tian, Zengshan; Li, Ze; Zhou, Mu; Jin, Yue; Wu, Zipeng

2016-10-10

The aim of this paper is to present a new indoor localization approach by employing the Angle-of-arrival (AOA) and Received Signal Strength (RSS) measurements in Wi-Fi network. To achieve this goal, we first collect the Channel State Information (CSI) by using the commodity Wi-Fi devices with our designed three antennas to estimate the AOA of Wi-Fi signal. Second, we propose a direct path identification algorithm to obtain the direct signal path for the sake of reducing the interference of multipath effect on the AOA estimation. Third, we construct a new objective function to solve the localization problem by integrating the AOA and RSS information. Although the localization problem is non-convex, we use the Second-order Cone Programming (SOCP) relaxation approach to transform it into a convex problem. Finally, the effectiveness of our approach is verified based on the prototype implementation by using the commodity Wi-Fi devices. The experimental results show that our approach can achieve the median error 0.7 m in the actual indoor environment.

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.

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

PubMed

Diamond, Steven; Boyd, Stephen

2016-04-01

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

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

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

Mehrotra, Sanjay

2016-09-07

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

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.

Convex Clustering: An Attractive Alternative to Hierarchical Clustering

PubMed Central

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

2015-01-01

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

Convex clustering: an attractive alternative to hierarchical clustering.

PubMed

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

2015-05-01

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

CVXPY: A Python-Embedded Modeling Language for Convex Optimization

PubMed Central

Diamond, Steven; Boyd, Stephen

2016-01-01

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

Modelling biochemical reaction systems by stochastic differential equations with reflection.

PubMed

Niu, Yuanling; Burrage, Kevin; Chen, Luonan

2016-05-07

In this paper, we gave a new framework for modelling and simulating biochemical reaction systems by stochastic differential equations with reflection not in a heuristic way but in a mathematical way. The model is computationally efficient compared with the discrete-state Markov chain approach, and it ensures that both analytic and numerical solutions remain in a biologically plausible region. Specifically, our model mathematically ensures that species numbers lie in the domain D, which is a physical constraint for biochemical reactions, in contrast to the previous models. The domain D is actually obtained according to the structure of the corresponding chemical Langevin equations, i.e., the boundary is inherent in the biochemical reaction system. A variant of projection method was employed to solve the reflected stochastic differential equation model, and it includes three simple steps, i.e., Euler-Maruyama method was applied to the equations first, and then check whether or not the point lies within the domain D, and if not perform an orthogonal projection. It is found that the projection onto the closure D¯ is the solution to a convex quadratic programming problem. Thus, existing methods for the convex quadratic programming problem can be employed for the orthogonal projection map. Numerical tests on several important problems in biological systems confirmed the efficiency and accuracy of this approach. Copyright © 2016 Elsevier Ltd. All rights reserved.

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

PubMed Central

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

2013-01-01

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

Convex Regression with Interpretable Sharp Partitions

PubMed Central

Petersen, Ashley; Simon, Noah; Witten, Daniela

2016-01-01

We consider the problem of predicting an outcome variable on the basis of a small number of covariates, using an interpretable yet non-additive model. We propose convex regression with interpretable sharp partitions (CRISP) for this task. CRISP partitions the covariate space into blocks in a data-adaptive way, and fits a mean model within each block. Unlike other partitioning methods, CRISP is fit using a non-greedy approach by solving a convex optimization problem, resulting in low-variance fits. We explore the properties of CRISP, and evaluate its performance in a simulation study and on a housing price data set. PMID:27635120

Time-frequency filtering and synthesis from convex projections

NASA Astrophysics Data System (ADS)

White, Langford B.

1990-11-01

This paper describes the application of the theory of projections onto convex sets to time-frequency filtering and synthesis problems. We show that the class of Wigner-Ville Distributions (WVD) of L2 signals form the boundary of a closed convex subset of L2(R2). This result is obtained by considering the convex set of states on the Heisenberg group of which the ambiguity functions form the extreme points. The form of the projection onto the set of WVDs is deduced. Various linear and non-linear filtering operations are incorporated by formulation as convex projections. An example algorithm for simultaneous time-frequency filtering and synthesis is suggested.

Trajectory Design Employing Convex Optimization for Landing on Irregularly Shaped Asteroids

NASA Technical Reports Server (NTRS)

Pinson, Robin M.; Lu, Ping

2016-01-01

Mission proposals that land on asteroids are becoming popular. However, in order to have a successful mission the spacecraft must reliably and softly land at the intended landing site. The problem under investigation is how to design a fuel-optimal powered descent trajectory that can be quickly computed on- board the spacecraft, without interaction from ground control. An optimal trajectory designed immediately prior to the descent burn has many advantages. These advantages include the ability to use the actual vehicle starting state as the initial condition in the trajectory design and the ease of updating the landing target site if the original landing site is no longer viable. For long trajectories, the trajectory can be updated periodically by a redesign of the optimal trajectory based on current vehicle conditions to improve the guidance performance. One of the key drivers for being completely autonomous is the infrequent and delayed communication between ground control and the vehicle. Challenges that arise from designing an asteroid powered descent trajectory include complicated nonlinear gravity fields, small rotating bodies and low thrust vehicles. There are two previous studies that form the background to the current investigation. The first set looked in-depth at applying convex optimization to a powered descent trajectory on Mars with promising results.1, 2 This showed that the powered descent equations of motion can be relaxed and formed into a convex optimization problem and that the optimal solution of the relaxed problem is indeed a feasible solution to the original problem. This analysis used a constant gravity field. The second area applied a successive solution process to formulate a second order cone program that designs rendezvous and proximity operations trajectories.3, 4 These trajectories included a Newtonian gravity model. The equivalence of the solutions between the relaxed and the original problem is theoretically established. The proposed solution for designing the asteroid powered descent trajectory is to use convex optimization, a gravity model with higher fidelity than Newtonian, and an iterative solution process to design the fuel optimal trajectory. The solution to the convex optimization problem is the thrust profile, magnitude and direction, that will yield the minimum fuel trajectory for a soft landing at the target site, subject to various mission and operational constraints. The equations of motion are formulated in a rotating coordinate system and includes a high fidelity gravity model. The vehicle's thrust magnitude can vary between maximum and minimum bounds during the burn. Also, constraints are included to ensure that the vehicle does not run out of propellant, or go below the asteroid's surface, and any vehicle pointing requirements. The equations of motion are discretized and propagated with the trapezoidal rule in order to produce equality constraints for the optimization problem. These equality constraints allow the optimization algorithm to solve the entire problem, without including a propagator inside the optimization algorithm.

Certification trails and software design for testability

NASA Technical Reports Server (NTRS)

Sullivan, Gregory F.; Wilson, Dwight S.; Masson, Gerald M.

1993-01-01

Design techniques which may be applied to make program testing easier were investigated. Methods for modifying a program to generate additional data which we refer to as a certification trail are presented. This additional data is designed to allow the program output to be checked more quickly and effectively. Certification trails were described primarily from a theoretical perspective. A comprehensive attempt to assess experimentally the performance and overall value of the certification trail method is reported. The method was applied to nine fundamental, well-known algorithms for the following problems: convex hull, sorting, huffman tree, shortest path, closest pair, line segment intersection, longest increasing subsequence, skyline, and voronoi diagram. Run-time performance data for each of these problems is given, and selected problems are described in more detail. Our results indicate that there are many cases in which certification trails allow for significantly faster overall program execution time than a 2-version programming approach, and also give further evidence of the breadth of applicability of this method.

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

NASA Astrophysics Data System (ADS)

Parmar, Jupinder; Rahman, Saarim; Thiara, Jaskaran

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

Matching by linear programming and successive convexification.

PubMed

Jiang, Hao; Drew, Mark S; Li, Ze-Nian

2007-06-01

We present a novel convex programming scheme to solve matching problems, focusing on the challenging problem of matching in a large search range and with cluttered background. Matching is formulated as metric labeling with L1 regularization terms, for which we propose a novel linear programming relaxation method and an efficient successive convexification implementation. The unique feature of the proposed relaxation scheme is that a much smaller set of basis labels is used to represent the original label space. This greatly reduces the size of the searching space. A successive convexification scheme solves the labeling problem in a coarse to fine manner. Importantly, the original cost function is reconvexified at each stage, in the new focus region only, and the focus region is updated so as to refine the searching result. This makes the method well-suited for large label set matching. Experiments demonstrate successful applications of the proposed matching scheme in object detection, motion estimation, and tracking.

Convex Formulations of Learning from Crowds

NASA Astrophysics Data System (ADS)

Kajino, Hiroshi; Kashima, Hisashi

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

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

PubMed

Werner, Tomás

2007-07-01

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

Reducing the duality gap in partially convex programming

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

Correa, R.

1994-12-31

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

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

ERIC Educational Resources Information Center

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

2008-01-01

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

Density of convex intersections and applications

PubMed Central

Rautenberg, C. N.; Rösel, S.

2017-01-01

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

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

ERIC Educational Resources Information Center

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

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

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

PubMed

Al-Mulhem, M; Al-Maghrabi, T

1998-01-01

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

Sparse Covariance Matrix Estimation by DCA-Based Algorithms.

PubMed

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

2017-11-01

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

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

NASA Astrophysics Data System (ADS)

Brancolini, Alessio; Rossmanith, Carolin; Wirth, Benedikt

2018-04-01

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

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

NASA Astrophysics Data System (ADS)

Skala, Vaclav

2016-06-01

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

Convex central configurations for the n-body problem

NASA Astrophysics Data System (ADS)

Xia, Zhihong

We give a simple proof of a classical result of MacMillan and Bartky (Trans. Amer. Math. Soc. 34 (1932) 838) which states that, for any four positive masses and any assigned order, there is a convex planar central configuration. Moreover, we show that the central configurations we find correspond to local minima of the potential function with fixed moment of inertia. This allows us to show that there are at least six local minimum central configurations for the planar four-body problem. We also show that for any assigned order of five masses, there is at least one convex spatial central configuration of local minimum type. Our method also applies to some other cases.

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

DTIC Science & Technology

2016-05-01

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

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

NASA Astrophysics Data System (ADS)

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

2018-04-01

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

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

PubMed Central

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

2012-01-01

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

A minimization method on the basis of embedding the feasible set and the epigraph

NASA Astrophysics Data System (ADS)

Zabotin, I. Ya; Shulgina, O. N.; Yarullin, R. S.

2016-11-01

We propose a conditional minimization method of the convex nonsmooth function which belongs to the class of cutting-plane methods. During constructing iteration points a feasible set and an epigraph of the objective function are approximated by the polyhedral sets. In this connection, auxiliary problems of constructing iteration points are linear programming problems. In optimization process there is some opportunity of updating sets which approximate the epigraph. These updates are performed by periodically dropping of cutting planes which form embedding sets. Convergence of the proposed method is proved, some realizations of the method are discussed.

The nonconvex multi-dimensional Riemann problem for Hamilton-Jacobi equations

NASA Technical Reports Server (NTRS)

Bardi, Martino; Osher, Stanley

1991-01-01

Simple inequalities are presented for the viscosity solution of a Hamilton-Jacobi equation in N space dimensions when neither the initial data nor the Hamiltonian need be convex (or concave). The initial data are uniformly Lipschitz and can be written as the sum of a convex function in a group of variables and a concave function in the remaining variables, therefore including the nonconvex Riemann problem. The inequalities become equalities wherever a 'maxmin' equals a 'minmax', and thus a representation formula for this problem is obtained, generalizing the classical Hopi formulas.

The Role of Hellinger Processes in Mathematical Finance

NASA Astrophysics Data System (ADS)

Choulli, T.; Hurd, T. R.

2001-09-01

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

Method and Apparatus for Powered Descent Guidance

NASA Technical Reports Server (NTRS)

Acikmese, Behcet (Inventor); Blackmore, James C. L. (Inventor); Scharf, Daniel P. (Inventor)

2013-01-01

A method and apparatus for landing a spacecraft having thrusters with non-convex constraints is described. The method first computes a solution to a minimum error landing problem for a convexified constraints, then applies that solution to a minimum fuel landing problem for convexified constraints. The result is a solution that is a minimum error and minimum fuel solution that is also a feasible solution to the analogous system with non-convex thruster constraints.

Variational Quantum Tomography with Incomplete Information by Means of Semidefinite Programs

NASA Astrophysics Data System (ADS)

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

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

Localized Multiple Kernel Learning A Convex Approach

DTIC Science & Technology

2016-11-22

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

ɛ-subgradient algorithms for bilevel convex optimization

NASA Astrophysics Data System (ADS)

Helou, Elias S.; Simões, Lucas E. A.

2017-05-01

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

Resource allocation in shared spectrum access communications for operators with diverse service requirements

NASA Astrophysics Data System (ADS)

Kibria, Mirza Golam; Villardi, Gabriel Porto; Ishizu, Kentaro; Kojima, Fumihide; Yano, Hiroyuki

2016-12-01

In this paper, we study inter-operator spectrum sharing and intra-operator resource allocation in shared spectrum access communication systems and propose efficient dynamic solutions to address both inter-operator and intra-operator resource allocation optimization problems. For inter-operator spectrum sharing, we present two competent approaches, namely the subcarrier gain-based sharing and fragmentation-based sharing, which carry out fair and flexible allocation of the available shareable spectrum among the operators subject to certain well-defined sharing rules, traffic demands, and channel propagation characteristics. The subcarrier gain-based spectrum sharing scheme has been found to be more efficient in terms of achieved throughput. However, the fragmentation-based sharing is more attractive in terms of computational complexity. For intra-operator resource allocation, we consider resource allocation problem with users' dissimilar service requirements, where the operator supports users with delay constraint and non-delay constraint service requirements, simultaneously. This optimization problem is a mixed-integer non-linear programming problem and non-convex, which is computationally very expensive, and the complexity grows exponentially with the number of integer variables. We propose less-complex and efficient suboptimal solution based on formulating exact linearization, linear approximation, and convexification techniques for the non-linear and/or non-convex objective functions and constraints. Extensive simulation performance analysis has been carried out that validates the efficiency of the proposed solution.

Nonconvex Nonsmooth Low Rank Minimization via Iteratively Reweighted Nuclear Norm.

PubMed

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

2016-02-01

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

Linear Matrix Inequality Method for a Quadratic Performance Index Minimization Problem with a class of Bilinear Matrix Inequality Conditions

NASA Astrophysics Data System (ADS)

Tanemura, M.; Chida, Y.

2016-09-01

There are a lot of design problems of control system which are expressed as a performance index minimization under BMI conditions. However, a minimization problem expressed as LMIs can be easily solved because of the convex property of LMIs. Therefore, many researchers have been studying transforming a variety of control design problems into convex minimization problems expressed as LMIs. This paper proposes an LMI method for a quadratic performance index minimization problem with a class of BMI conditions. The minimization problem treated in this paper includes design problems of state-feedback gain for switched system and so on. The effectiveness of the proposed method is verified through a state-feedback gain design for switched systems and a numerical simulation using the designed feedback gains.

Distance estimation and collision prediction for on-line robotic motion planning

NASA Technical Reports Server (NTRS)

Kyriakopoulos, K. J.; Saridis, G. N.

1992-01-01

An efficient method for computing the minimum distance and predicting collisions between moving objects is presented. This problem is incorporated into the framework of an in-line motion-planning algorithm to satisfy collision avoidance between a robot and moving objects modeled as convex polyhedra. In the beginning, the deterministic problem where the information about the objects is assumed to be certain is examined. L(1) or L(infinity) norms are used to represent distance and the problem becomes a linear programming problem. The stochastic problem is formulated where the uncertainty is induced by sensing and the unknown dynamics of the moving obstacles. Two problems are considered: First, filtering of the distance between the robot and the moving object at the present time. Second, prediction of the minimum distance in the future in order to predict the collision time.

Linear Controller Design: Limits of Performance

DTIC Science & Technology

1991-01-01

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

Water resources planning and management : A stochastic dual dynamic programming approach

NASA Astrophysics Data System (ADS)

Goor, Q.; Pinte, D.; Tilmant, A.

2008-12-01

Allocating water between different users and uses, including the environment, is one of the most challenging task facing water resources managers and has always been at the heart of Integrated Water Resources Management (IWRM). As water scarcity is expected to increase over time, allocation decisions among the different uses will have to be found taking into account the complex interactions between water and the economy. Hydro-economic optimization models can capture those interactions while prescribing efficient allocation policies. Many hydro-economic models found in the literature are formulated as large-scale non linear optimization problems (NLP), seeking to maximize net benefits from the system operation while meeting operational and/or institutional constraints, and describing the main hydrological processes. However, those models rarely incorporate the uncertainty inherent to the availability of water, essentially because of the computational difficulties associated stochastic formulations. The purpose of this presentation is to present a stochastic programming model that can identify economically efficient allocation policies in large-scale multipurpose multireservoir systems. The model is based on stochastic dual dynamic programming (SDDP), an extension of traditional SDP that is not affected by the curse of dimensionality. SDDP identify efficient allocation policies while considering the hydrologic uncertainty. The objective function includes the net benefits from the hydropower and irrigation sectors, as well as penalties for not meeting operational and/or institutional constraints. To be able to implement the efficient decomposition scheme that remove the computational burden, the one-stage SDDP problem has to be a linear program. Recent developments improve the representation of the non-linear and mildly non- convex hydropower function through a convex hull approximation of the true hydropower function. This model is illustrated on a cascade of 14 reservoirs on the Nile river basin.

Scalable Rapidly Deployable Convex Optimization for Data Analytics

DTIC Science & Technology

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

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.

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

NASA Astrophysics Data System (ADS)

Han, Xiaobao; Li, Huacong; Jia, Qiusheng

2017-12-01

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

Spectral Regularization Algorithms for Learning Large Incomplete Matrices.

PubMed

Mazumder, Rahul; Hastie, Trevor; Tibshirani, Robert

2010-03-01

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

Spectral Regularization Algorithms for Learning Large Incomplete Matrices

PubMed Central

Mazumder, Rahul; Hastie, Trevor; Tibshirani, Robert

2010-01-01

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

Beyond Low Rank + Sparse: Multi-scale Low Rank Matrix Decomposition

PubMed Central

Ong, Frank; Lustig, Michael

2016-01-01

We present a natural generalization of the recent low rank + sparse matrix decomposition and consider the decomposition of matrices into components of multiple scales. Such decomposition is well motivated in practice as data matrices often exhibit local correlations in multiple scales. Concretely, we propose a multi-scale low rank modeling that represents a data matrix as a sum of block-wise low rank matrices with increasing scales of block sizes. We then consider the inverse problem of decomposing the data matrix into its multi-scale low rank components and approach the problem via a convex formulation. Theoretically, we show that under various incoherence conditions, the convex program recovers the multi-scale low rank components either exactly or approximately. Practically, we provide guidance on selecting the regularization parameters and incorporate cycle spinning to reduce blocking artifacts. Experimentally, we show that the multi-scale low rank decomposition provides a more intuitive decomposition than conventional low rank methods and demonstrate its effectiveness in four applications, including illumination normalization for face images, motion separation for surveillance videos, multi-scale modeling of the dynamic contrast enhanced magnetic resonance imaging and collaborative filtering exploiting age information. PMID:28450978

Optimal boundary regularity for a singular Monge-Ampère equation

NASA Astrophysics Data System (ADS)

Jian, Huaiyu; Li, You

2018-06-01

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

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

NASA Astrophysics Data System (ADS)

Wu, Xiaolin; Rong, Yue

2015-12-01

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

Feature Grouping and Selection Over an Undirected Graph.

PubMed

Yang, Sen; Yuan, Lei; Lai, Ying-Cheng; Shen, Xiaotong; Wonka, Peter; Ye, Jieping

2012-01-01

High-dimensional regression/classification continues to be an important and challenging problem, especially when features are highly correlated. Feature selection, combined with additional structure information on the features has been considered to be promising in promoting regression/classification performance. Graph-guided fused lasso (GFlasso) has recently been proposed to facilitate feature selection and graph structure exploitation, when features exhibit certain graph structures. However, the formulation in GFlasso relies on pairwise sample correlations to perform feature grouping, which could introduce additional estimation bias. In this paper, we propose three new feature grouping and selection methods to resolve this issue. The first method employs a convex function to penalize the pairwise l ∞ norm of connected regression/classification coefficients, achieving simultaneous feature grouping and selection. The second method improves the first one by utilizing a non-convex function to reduce the estimation bias. The third one is the extension of the second method using a truncated l 1 regularization to further reduce the estimation bias. The proposed methods combine feature grouping and feature selection to enhance estimation accuracy. We employ the alternating direction method of multipliers (ADMM) and difference of convex functions (DC) programming to solve the proposed formulations. Our experimental results on synthetic data and two real datasets demonstrate the effectiveness of the proposed methods.

CAD-based Automatic Modeling Method for Geant4 geometry model Through MCAM

NASA Astrophysics Data System (ADS)

Wang, Dong; Nie, Fanzhi; Wang, Guozhong; Long, Pengcheng; LV, Zhongliang; LV, Zhongliang

2014-06-01

Geant4 is a widely used Monte Carlo transport simulation package. Before calculating using Geant4, the calculation model need be established which could be described by using Geometry Description Markup Language (GDML) or C++ language. However, it is time-consuming and error-prone to manually describe the models by GDML. Automatic modeling methods have been developed recently, but there are some problem existed in most of present modeling programs, specially some of them were not accurate or adapted to specifically CAD format. To convert the GDML format models to CAD format accurately, a Geant4 Computer Aided Design (CAD) based modeling method was developed for automatically converting complex CAD geometry model into GDML geometry model. The essence of this method was dealing with CAD model represented with boundary representation (B-REP) and GDML model represented with constructive solid geometry (CSG). At first, CAD model was decomposed to several simple solids which had only one close shell. And then the simple solid was decomposed to convex shell set. Then corresponding GDML convex basic solids were generated by the boundary surfaces getting from the topological characteristic of a convex shell. After the generation of these solids, GDML model was accomplished with series boolean operations. This method was adopted in CAD/Image-based Automatic Modeling Program for Neutronics & Radiation Transport (MCAM), and tested with several models including the examples in Geant4 install package. The results showed that this method could convert standard CAD model accurately, and can be used for Geant4 automatic modeling.

Distance estimation and collision prediction for on-line robotic motion planning

NASA Technical Reports Server (NTRS)

Kyriakopoulos, K. J.; Saridis, G. N.

1991-01-01

An efficient method for computing the minimum distance and predicting collisions between moving objects is presented. This problem has been incorporated in the framework of an in-line motion planning algorithm to satisfy collision avoidance between a robot and moving objects modeled as convex polyhedra. In the beginning the deterministic problem, where the information about the objects is assumed to be certain is examined. If instead of the Euclidean norm, L(sub 1) or L(sub infinity) norms are used to represent distance, the problem becomes a linear programming problem. The stochastic problem is formulated, where the uncertainty is induced by sensing and the unknown dynamics of the moving obstacles. Two problems are considered: (1) filtering of the minimum distance between the robot and the moving object, at the present time; and (2) prediction of the minimum distance in the future, in order to predict possible collisions with the moving obstacles and estimate the collision time.

Formulation of image fusion as a constrained least squares optimization problem

PubMed Central

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

2017-01-01

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

Modified surface testing method for large convex aspheric surfaces based on diffraction optics.

PubMed

Zhang, Haidong; Wang, Xiaokun; Xue, Donglin; Zhang, Xuejun

2017-12-01

Large convex aspheric optical elements have been widely applied in advanced optical systems, which have presented a challenging metrology problem. Conventional testing methods cannot satisfy the demand gradually with the change of definition of "large." A modified method is proposed in this paper, which utilizes a relatively small computer-generated hologram and an illumination lens with certain feasibility to measure the large convex aspherics. Two example systems are designed to demonstrate the applicability, and also, the sensitivity of this configuration is analyzed, which proves the accuracy of the configuration can be better than 6 nm with careful alignment and calibration of the illumination lens in advance. Design examples and analysis show that this configuration is applicable to measure the large convex aspheric surfaces.

Distributed Nash Equilibrium Seeking for Generalized Convex Games with Shared Constraints

NASA Astrophysics Data System (ADS)

Sun, Chao; Hu, Guoqiang

2018-05-01

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

Model predictive control of P-time event graphs

NASA Astrophysics Data System (ADS)

Hamri, H.; Kara, R.; Amari, S.

2016-12-01

This paper deals with model predictive control of discrete event systems modelled by P-time event graphs. First, the model is obtained by using the dater evolution model written in the standard algebra. Then, for the control law, we used the finite-horizon model predictive control. For the closed-loop control, we used the infinite-horizon model predictive control (IH-MPC). The latter is an approach that calculates static feedback gains which allows the stability of the closed-loop system while respecting the constraints on the control vector. The problem of IH-MPC is formulated as a linear convex programming subject to a linear matrix inequality problem. Finally, the proposed methodology is applied to a transportation system.

H∞ control for uncertain linear system over networks with Bernoulli data dropout and actuator saturation.

PubMed

Yu, Jimin; Yang, Chenchen; Tang, Xiaoming; Wang, Ping

2018-03-01

This paper investigates the H ∞ control problems for uncertain linear system over networks with random communication data dropout and actuator saturation. The random data dropout process is modeled by a Bernoulli distributed white sequence with a known conditional probability distribution and the actuator saturation is confined in a convex hull by introducing a group of auxiliary matrices. By constructing a quadratic Lyapunov function, effective conditions for the state feedback-based H ∞ controller and the observer-based H ∞ controller are proposed in the form of non-convex matrix inequalities to take the random data dropout and actuator saturation into consideration simultaneously, and the problem of non-convex feasibility is solved by applying cone complementarity linearization (CCL) procedure. Finally, two simulation examples are given to demonstrate the effectiveness of the proposed new design techniques. Copyright © 2018 ISA. Published by Elsevier Ltd. All rights reserved.

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

Skala, Vaclav

There are many space subdivision and space partitioning techniques used in many algorithms to speed up computations. They mostly rely on orthogonal space subdivision, resp. using hierarchical data structures, e.g. BSP trees, quadtrees, octrees, kd-trees, bounding volume hierarchies etc. However in some applications a non-orthogonal space subdivision can offer new ways for actual speed up. In the case of convex polygon in E{sup 2} a simple Point-in-Polygon test is of the O(N) complexity and the optimal algorithm is of O(log N) computational complexity. In the E{sup 3} case, the complexity is O(N) even for the convex polyhedron as no orderingmore » is defined. New Point-in-Convex Polygon and Point-in-Convex Polyhedron algorithms are presented based on space subdivision in the preprocessing stage resulting to O(1) run-time complexity. The presented approach is simple to implement. Due to the principle of duality, dual problems, e.g. line-convex polygon, line clipping, can be solved in a similarly.« less

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

PubMed

Majumdar, Angshul

2013-06-01

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

Convex relaxations for gas expansion planning

DOE PAGES

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

2016-01-01

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

Low-rank structure learning via nonconvex heuristic recovery.

PubMed

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

2013-03-01

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

Energy optimization in mobile sensor networks

NASA Astrophysics Data System (ADS)

Yu, Shengwei

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

Generalized bipartite quantum state discrimination problems with sequential measurements

NASA Astrophysics Data System (ADS)

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

2018-02-01

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

Convex Banding of the Covariance Matrix

PubMed Central

Bien, Jacob; Bunea, Florentina; Xiao, Luo

2016-01-01

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

Convex Banding of the Covariance Matrix.

PubMed

Bien, Jacob; Bunea, Florentina; Xiao, Luo

2016-01-01

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

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

PubMed

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

2015-12-01

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

Certification of computational results

NASA Technical Reports Server (NTRS)

Sullivan, Gregory F.; Wilson, Dwight S.; Masson, Gerald M.

1993-01-01

A conceptually novel and powerful technique to achieve fault detection and fault tolerance in hardware and software systems is described. When used for software fault detection, this new technique uses time and software redundancy and can be outlined as follows. In the initial phase, a program is run to solve a problem and store the result. In addition, this program leaves behind a trail of data called a certification trail. In the second phase, another program is run which solves the original problem again. This program, however, has access to the certification trail left by the first program. Because of the availability of the certification trail, the second phase can be performed by a less complex program and can execute more quickly. In the final phase, the two results are compared and if they agree the results are accepted as correct; otherwise an error is indicated. An essential aspect of this approach is that the second program must always generate either an error indication or a correct output even when the certification trail it receives from the first program is incorrect. The certification trail approach to fault tolerance is formalized and realizations of it are illustrated by considering algorithms for the following problems: convex hull, sorting, and shortest path. Cases in which the second phase can be run concurrently with the first and act as a monitor are discussed. The certification trail approach are compared to other approaches to fault tolerance.

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

PubMed

Lee, M D; Vickers, D

2000-01-01

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

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

NASA Astrophysics Data System (ADS)

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

2018-01-01

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

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

PubMed Central

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

2013-01-01

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

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.

Iterating the Number of Intersection Points of the Diagonals of Irregular Convex Polygons, or C (n, 4) the Hard Way!

ERIC Educational Resources Information Center

Hathout, Leith

2007-01-01

Counting the number of internal intersection points made by the diagonals of irregular convex polygons where no three diagonals are concurrent is an interesting problem in discrete mathematics. This paper uses an iterative approach to develop a summation relation which tallies the total number of intersections, and shows that this total can be…

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

NASA Astrophysics Data System (ADS)

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

2017-10-01

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

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

PubMed

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

2014-09-01

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

A symmetric version of the generalized alternating direction method of multipliers for two-block separable convex programming.

PubMed

Liu, Jing; Duan, Yongrui; Sun, Min

2017-01-01

This paper introduces a symmetric version of the generalized alternating direction method of multipliers for two-block separable convex programming with linear equality constraints, which inherits the superiorities of the classical alternating direction method of multipliers (ADMM), and which extends the feasible set of the relaxation factor α of the generalized ADMM to the infinite interval [Formula: see text]. Under the conditions that the objective function is convex and the solution set is nonempty, we establish the convergence results of the proposed method, including the global convergence, the worst-case [Formula: see text] convergence rate in both the ergodic and the non-ergodic senses, where k denotes the iteration counter. Numerical experiments to decode a sparse signal arising in compressed sensing are included to illustrate the efficiency of the new method.

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

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

Kamm, James Russell

2015-03-05

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

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

NASA Astrophysics Data System (ADS)

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

2015-09-01

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

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

NASA Astrophysics Data System (ADS)

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

2018-02-01

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

The Knaster-Kuratowski-Mazurkiewicz theorem and abstract convexities

NASA Astrophysics Data System (ADS)

Cain, George L., Jr.; González, Luis

2008-02-01

The Knaster-Kuratowski-Mazurkiewicz covering theorem (KKM), is the basic ingredient in the proofs of many so-called "intersection" theorems and related fixed point theorems (including the famous Brouwer fixed point theorem). The KKM theorem was extended from Rn to Hausdorff linear spaces by Ky Fan. There has subsequently been a plethora of attempts at extending the KKM type results to arbitrary topological spaces. Virtually all these involve the introduction of some sort of abstract convexity structure for a topological space, among others we could mention H-spaces and G-spaces. We have introduced a new abstract convexity structure that generalizes the concept of a metric space with a convex structure, introduced by E. Michael in [E. Michael, Convex structures and continuous selections, Canad. J. MathE 11 (1959) 556-575] and called a topological space endowed with this structure an M-space. In an article by Shie Park and Hoonjoo Kim [S. Park, H. Kim, Coincidence theorems for admissible multifunctions on generalized convex spaces, J. Math. Anal. Appl. 197 (1996) 173-187], the concepts of G-spaces and metric spaces with Michael's convex structure, were mentioned together but no kind of relationship was shown. In this article, we prove that G-spaces and M-spaces are close related. We also introduce here the concept of an L-space, which is inspired in the MC-spaces of J.V. Llinares [J.V. Llinares, Unified treatment of the problem of existence of maximal elements in binary relations: A characterization, J. Math. Econom. 29 (1998) 285-302], and establish relationships between the convexities of these spaces with the spaces previously mentioned.

Interactive Reference Point Procedure Based on the Conic Scalarizing Function

PubMed Central

2014-01-01

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

Preconditioned Alternating Projection Algorithms for Maximum a Posteriori ECT Reconstruction

PubMed Central

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

2012-01-01

We propose a preconditioned alternating projection algorithm (PAPA) for solving the maximum a posteriori (MAP) emission computed tomography (ECT) reconstruction problem. Specifically, we formulate the reconstruction problem as a constrained convex optimization problem with the total variation (TV) regularization. We then characterize the solution of the constrained convex optimization problem and show that it satisfies a system of fixed-point equations defined in terms of two proximity operators raised from the convex functions that define the TV-norm and the constrain involved in the problem. The characterization (of the solution) via the proximity operators that define two projection operators naturally leads to an alternating projection algorithm for finding the solution. For efficient numerical computation, we introduce to the alternating projection algorithm a preconditioning matrix (the EM-preconditioner) for the dense system matrix involved in the optimization problem. We prove theoretically convergence of the preconditioned alternating projection algorithm. In numerical experiments, performance of our algorithms, with an appropriately selected preconditioning matrix, is compared with performance of the conventional MAP expectation-maximization (MAP-EM) algorithm with TV regularizer (EM-TV) and that of the recently developed nested EM-TV algorithm for ECT reconstruction. Based on the numerical experiments performed in this work, we observe that the alternating projection algorithm with the EM-preconditioner outperforms significantly the EM-TV in all aspects including the convergence speed, the noise in the reconstructed images and the image quality. It also outperforms the nested EM-TV in the convergence speed while providing comparable image quality. PMID:23271835

Preconditioned alternating projection algorithms for maximum a posteriori ECT reconstruction

NASA Astrophysics Data System (ADS)

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

2012-11-01

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

Multi Objective Controller Design for Linear System via Optimal Interpolation

NASA Technical Reports Server (NTRS)

Ozbay, Hitay

1996-01-01

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

Graphical models for optimal power flow

DOE PAGES

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

2016-09-13

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

Using certification trails to achieve software fault tolerance

NASA Technical Reports Server (NTRS)

Sullivan, Gregory F.; Masson, Gerald M.

1993-01-01

A conceptually novel and powerful technique to achieve fault tolerance in hardware and software systems is introduced. When used for software fault tolerance, this new technique uses time and software redundancy and can be outlined as follows. In the initial phase, a program is run to solve a problem and store the result. In addition, this program leaves behind a trail of data called a certification trail. In the second phase, another program is run which solves the original problem again. This program, however, has access to the certification trail left by the first program. Because of the availability of the certification trail, the second phase can be performed by a less complex program and can execute more quickly. In the final phase, the two results are accepted as correct; otherwise an error is indicated. An essential aspect of this approach is that the second program must always generate either an error indication or a correct output even when the certification trail it receives from the first program is incorrect. The certification trail approach to fault tolerance was formalized and it was illustrated by applying it to the fundamental problem of finding a minimum spanning tree. Cases in which the second phase can be run concorrectly with the first and act as a monitor are discussed. The certification trail approach was compared to other approaches to fault tolerance. Because of space limitations we have omitted examples of our technique applied to the Huffman tree, and convex hull problems. These can be found in the full version of this paper.

Powered Descent Guidance with General Thrust-Pointing Constraints

NASA Technical Reports Server (NTRS)

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

2013-01-01

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

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

PubMed

Chuang, Chih-Sheng; Chen, Chi-Ming

2017-01-01

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

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

NASA Astrophysics Data System (ADS)

Li, Yongzhe; Vorobyov, Sergiy A.

2018-03-01

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

A convex penalty for switching control of partial differential equations

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

Clason, Christian; Rund, Armin; Kunisch, Karl

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.

Central Schemes for Multi-Dimensional Hamilton-Jacobi Equations

NASA Technical Reports Server (NTRS)

Bryson, Steve; Levy, Doron; Biegel, Bryan (Technical Monitor)

2002-01-01

We present new, efficient central schemes for multi-dimensional Hamilton-Jacobi equations. These non-oscillatory, non-staggered schemes are first- and second-order accurate and are designed to scale well with an increasing dimension. Efficiency is obtained by carefully choosing the location of the evolution points and by using a one-dimensional projection step. First-and second-order accuracy is verified for a variety of multi-dimensional, convex and non-convex problems.

Shapes of the Future

ERIC Educational Resources Information Center

Klee, Victor

1971-01-01

This article presents some easily stated but unsolved geometric problems. The three sections are entitled: Housemoving, Manholes and Fermi Surfaces" (convex figures of constant width), Angels, Pollen Grains and Misanthropes" (packing problems), and The Four-Color Conjecture and Organic Chemistry." (MM)

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

NASA Astrophysics Data System (ADS)

Massioni, Paolo; Massari, Mauro

2018-05-01

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

Min-Max Spaces and Complexity Reduction in Min-Max Expansions

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

Gaubert, Stephane, E-mail: Stephane.Gaubert@inria.fr; McEneaney, William M., E-mail: wmceneaney@ucsd.edu

2012-06-15

Idempotent methods have been found to be extremely helpful in the numerical solution of certain classes of nonlinear control problems. In those methods, one uses the fact that the value function lies in the space of semiconvex functions (in the case of maximizing controllers), and approximates this value using a truncated max-plus basis expansion. In some classes, the value function is actually convex, and then one specifically approximates with suprema (i.e., max-plus sums) of affine functions. Note that the space of convex functions is a max-plus linear space, or moduloid. In extending those concepts to game problems, one finds amore » different function space, and different algebra, to be appropriate. Here we consider functions which may be represented using infima (i.e., min-max sums) of max-plus affine functions. It is natural to refer to the class of functions so represented as the min-max linear space (or moduloid) of max-plus hypo-convex functions. We examine this space, the associated notion of duality and min-max basis expansions. In using these methods for solution of control problems, and now games, a critical step is complexity-reduction. In particular, one needs to find reduced-complexity expansions which approximate the function as well as possible. We obtain a solution to this complexity-reduction problem in the case of min-max expansions.« less

Design of cryogenic tanks for launch vehicles

NASA Technical Reports Server (NTRS)

Copper, Charles; Pilkey, Walter D.; Haviland, John K.

1990-01-01

During the period since January 1990, work was concentrated on the problem of the buckling of the structure of an ALS (advanced launch systems) tank during the boost phase. The primary problem was to analyze a proposed hat stringer made by superplastic forming, and to compare it with an integrally stiffened stringer design. A secondary objective was to determine whether structural rings having the identical section to the stringers will provide adequate support against overall buckling. All of the analytical work was carried out with the TESTBED program on the CONVEX computer, using PATRAN programs to create models. Analyses of skin/stringer combinations have shown that the proposed stringer design is an adequate substitute for the integrally stiffened stringer. Using a highly refined mesh to represent the corrugations in the vertical webs of the hat stringers, effective values were obtained for cross-sectional area, moment of inertia, centroid height, and torsional constant. Not only can these values be used for comparison with experimental values, but they can also be used for beams to replace the stringers and frames in analytical models of complete sections of tank. The same highly refined model was used to represent a section of skin reinforced by a stringer and a ring segment in the configuration of a cross. It was intended that this would provide a baseline buckling analysis representing a basic mode, however, the analysis proved to be beyond the scope of the CONVEX computer. One quarter of this model was analyzed, however, to provide information on buckling between the spot welds. Models of large sections of the tank structure were made, using beam elements to model the stringers and frames. In order to represent the stiffening effects of pressure, stresses and deflections under pressure should first be obtained, and then the buckling analysis should be made on the structure so deflected. So far, uncharacteristic deflections under pressure were obtained from the TESTBED program using two types of structural elements. Similar results were obtained using the ANSYS program on a mainframe computer, although two finite element programs on microcomputers have yielded realistic results.

A Fuzzy Approach of the Competition on the Air Transport Market

NASA Technical Reports Server (NTRS)

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

2003-01-01

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

Improving Strategies via SMT Solving

NASA Astrophysics Data System (ADS)

Gawlitza, Thomas Martin; Monniaux, David

We consider the problem of computing numerical invariants of programs by abstract interpretation. Our method eschews two traditional sources of imprecision: (i) the use of widening operators for enforcing convergence within a finite number of iterations (ii) the use of merge operations (often, convex hulls) at the merge points of the control flow graph. It instead computes the least inductive invariant expressible in the domain at a restricted set of program points, and analyzes the rest of the code en bloc. We emphasize that we compute this inductive invariant precisely. For that we extend the strategy improvement algorithm of Gawlitza and Seidl [17]. If we applied their method directly, we would have to solve an exponentially sized system of abstract semantic equations, resulting in memory exhaustion. Instead, we keep the system implicit and discover strategy improvements using SAT modulo real linear arithmetic (SMT). For evaluating strategies we use linear programming. Our algorithm has low polynomial space complexity and performs for contrived examples in the worst case exponentially many strategy improvement steps; this is unsurprising, since we show that the associated abstract reachability problem is Π2 P -complete.

Global optimization algorithm for heat exchanger networks

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

Quesada, I.; Grossmann, I.E.

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

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

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

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

Distributed convex optimisation with event-triggered communication in networked systems

NASA Astrophysics Data System (ADS)

Liu, Jiayun; Chen, Weisheng

2016-12-01

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

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

NASA Astrophysics Data System (ADS)

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

2006-12-01

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

The Homo sapiens 'hemibun': its developmental pattern and the problem of homology.

PubMed

Nowaczewska, W; Kuźmiński, L

2009-01-01

The occipital bun is widely considered a Neanderthal feature. Its homology to the 'hemibun' observed in some European Upper Palaeolithic anatomically modern humans is a current problem. This study quantitatively evaluates the degree of occipital plane convexity in African and Australian modern human crania to analyse a relationship between this feature and some neurocranial variables. Neanderthal and European Upper Palaeolithic Homo sapiens crania were included in the analysis as well. The results of this study indicated that there is a significant relationship between the degree of occipital plane convexity and the following two features in the examined crania of modern humans: the ratio of the maximum neurocranial height to the maximum width of the vault and the ratio of bregma-lambda chord to bregma-lambda arc. The results also revealed that some H. sapiens crania (modern and fossil) show the Neanderthal shape of the occipital plane and that the neurocranial height and shape of parietal midsagittal profile has an influence on occipital plane convexity in the hominins included in this study. This study suggests that the occurrence of the great convexity of the occipital plane in the Neanderthals and H. sapiens is a "by-product" of the relationship between the same neurocranial features and there is no convincing evidence that the Neanderthal occipital bun and the similar structure in H. sapiens develop during ontogeny in the same way.

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

NASA Astrophysics Data System (ADS)

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

2017-06-01

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

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

NASA Astrophysics Data System (ADS)

Fedrowitz, Christian H.

1994-11-01

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

Convex blind image deconvolution with inverse filtering

NASA Astrophysics Data System (ADS)

Lv, Xiao-Guang; Li, Fang; Zeng, Tieyong

2018-03-01

Blind image deconvolution is the process of estimating both the original image and the blur kernel from the degraded image with only partial or no information about degradation and the imaging system. It is a bilinear ill-posed inverse problem corresponding to the direct problem of convolution. Regularization methods are used to handle the ill-posedness of blind deconvolution and get meaningful solutions. In this paper, we investigate a convex regularized inverse filtering method for blind deconvolution of images. We assume that the support region of the blur object is known, as has been done in a few existing works. By studying the inverse filters of signal and image restoration problems, we observe the oscillation structure of the inverse filters. Inspired by the oscillation structure of the inverse filters, we propose to use the star norm to regularize the inverse filter. Meanwhile, we use the total variation to regularize the resulting image obtained by convolving the inverse filter with the degraded image. The proposed minimization model is shown to be convex. We employ the first-order primal-dual method for the solution of the proposed minimization model. Numerical examples for blind image restoration are given to show that the proposed method outperforms some existing methods in terms of peak signal-to-noise ratio (PSNR), structural similarity (SSIM), visual quality and time consumption.

Fast alternating projection methods for constrained tomographic reconstruction

PubMed Central

Liu, Li; Han, Yongxin

2017-01-01

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

International Conference on Fixed Point Theory and Applications (Colloque International Theorie Du Point Fixe et Applications)

DTIC Science & Technology

1989-06-09

Theorem and the Perron - Frobenius Theorem in matrix theory. We use the Hahn-Banach theorem and do not use any fixed-point related concepts. 179 A...games defined b’, tions 87 Isac G. Fixed point theorems on convex cones , generalized pseudo-contractive mappings and the omplementarity problem 89...and (II), af(x) ° denotes the negative polar cone ot of(x). This condition are respectively called "inward" and "outward". Indeed, when X is convex

LP and NLP decomposition without a master problem

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

Fuller, D.; Lan, B.

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

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

NASA Astrophysics Data System (ADS)

Adhikari, Sam

2007-11-01

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

A theoretical stochastic control framework for adapting radiotherapy to hypoxia

NASA Astrophysics Data System (ADS)

Saberian, Fatemeh; Ghate, Archis; Kim, Minsun

2016-10-01

Hypoxia, that is, insufficient oxygen partial pressure, is a known cause of reduced radiosensitivity in solid tumors, and especially in head-and-neck tumors. It is thus believed to adversely affect the outcome of fractionated radiotherapy. Oxygen partial pressure varies spatially and temporally over the treatment course and exhibits inter-patient and intra-tumor variation. Emerging advances in non-invasive functional imaging offer the future possibility of adapting radiotherapy plans to this uncertain spatiotemporal evolution of hypoxia over the treatment course. We study the potential benefits of such adaptive planning via a theoretical stochastic control framework using computer-simulated evolution of hypoxia on computer-generated test cases in head-and-neck cancer. The exact solution of the resulting control problem is computationally intractable. We develop an approximation algorithm, called certainty equivalent control, that calls for the solution of a sequence of convex programs over the treatment course; dose-volume constraints are handled using a simple constraint generation method. These convex programs are solved using an interior point algorithm with a logarithmic barrier via Newton’s method and backtracking line search. Convexity of various formulations in this paper is guaranteed by a sufficient condition on radiobiological tumor-response parameters. This condition is expected to hold for head-and-neck tumors and for other similarly responding tumors where the linear dose-response parameter is larger than the quadratic dose-response parameter. We perform numerical experiments on four test cases by using a first-order vector autoregressive process with exponential and rational-quadratic covariance functions from the spatiotemporal statistics literature to simulate the evolution of hypoxia. Our results suggest that dynamic planning could lead to a considerable improvement in the number of tumor cells remaining at the end of the treatment course. Through these simulations, we also gain insights into when and why dynamic planning is likely to yield the largest benefits.

Human Performance on Visually Presented Traveling Salesperson Problems with Varying Numbers of Nodes

ERIC Educational Resources Information Center

Dry, Matthew; Lee, Michael D.; Vickers, Douglas; Hughes, Peter

2006-01-01

We investigated the properties of the distribution of human solution times for Traveling Salesperson Problems (TSPs) with increasing numbers of nodes. New experimental data are presented that measure solution times for carefully chosen representative problems with 10, 20, . . . 120 nodes. We compared the solution times predicted by the convex hull…

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

NASA Astrophysics Data System (ADS)

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

2018-02-01

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

Maxis-A rezoning and remapping code in two dimensional cylindrical geometry

NASA Astrophysics Data System (ADS)

Lin, Zhiwei; Jiang, Shaoen; Zhang, Lu; Kuang, Longyu; Li, Hang

2018-06-01

This paper presents the new version of our code Maxis (Lin et al., 2011). Maxis is a local rezoning and remapping code in two dimensional cylindrical geometry, which can be employed to address the grid distortion problem of unstructured meshes. The new version of Maxis is mostly programmed in the C language which considerably improves its computational efficiency with respect to the former Matlab version. A new algorithm for determining the intersection of two arbitrary convex polygons is also incorporated into the new version. Some additional linking functions are further provided in the new version for the purpose of combining Maxis and MULTI2D.

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

NASA Astrophysics Data System (ADS)

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

2016-11-01

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

A free boundary approach to the Rosensweig instability of ferrofluids

NASA Astrophysics Data System (ADS)

Parini, Enea; Stylianou, Athanasios

2018-04-01

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

Stochastic search, optimization and regression with energy applications

NASA Astrophysics Data System (ADS)

Hannah, Lauren A.

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

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

PubMed

Sun, Min; Liu, Jing

2017-01-01

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

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

Zhang, Xiaohu; Shi, Di; Wang, Zhiwei

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

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

DTIC Science & Technology

1983-04-11

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

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

PubMed Central

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

2013-01-01

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

Convex formulation of multiple instance learning from positive and unlabeled bags.

PubMed

Bao, Han; Sakai, Tomoya; Sato, Issei; Sugiyama, Masashi

2018-05-24

Multiple instance learning (MIL) is a variation of traditional supervised learning problems where data (referred to as bags) are composed of sub-elements (referred to as instances) and only bag labels are available. MIL has a variety of applications such as content-based image retrieval, text categorization, and medical diagnosis. Most of the previous work for MIL assume that training bags are fully labeled. However, it is often difficult to obtain an enough number of labeled bags in practical situations, while many unlabeled bags are available. A learning framework called PU classification (positive and unlabeled classification) can address this problem. In this paper, we propose a convex PU classification method to solve an MIL problem. We experimentally show that the proposed method achieves better performance with significantly lower computation costs than an existing method for PU-MIL. Copyright © 2018 Elsevier Ltd. All rights reserved.

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

NASA Astrophysics Data System (ADS)

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

2018-01-01

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

The Lp Robin problem for Laplace equations in Lipschitz and (semi-)convex domains

NASA Astrophysics Data System (ADS)

Yang, Sibei; Yang, Dachun; Yuan, Wen

2018-01-01

Let n ≥ 3 and Ω be a bounded Lipschitz domain in Rn. Assume that p ∈ (2 , ∞) and the function b ∈L∞ (∂ Ω) is non-negative, where ∂Ω denotes the boundary of Ω. Denote by ν the outward unit normal to ∂Ω. In this article, the authors give two necessary and sufficient conditions for the unique solvability of the Robin problem for the Laplace equation Δu = 0 in Ω with boundary data ∂ u / ∂ ν + bu = f ∈Lp (∂ Ω), respectively, in terms of a weak reverse Hölder inequality with exponent p or the unique solvability of the Robin problem with boundary data in some weighted L2 (∂ Ω) space. As applications, the authors obtain the unique solvability of the Robin problem for the Laplace equation in the bounded (semi-)convex domain Ω with boundary data in (weighted) Lp (∂ Ω) for any given p ∈ (1 , ∞).

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

PubMed

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

2016-10-01

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

SNS programming environment user's guide

NASA Technical Reports Server (NTRS)

Tennille, Geoffrey M.; Howser, Lona M.; Humes, D. Creig; Cronin, Catherine K.; Bowen, John T.; Drozdowski, Joseph M.; Utley, Judith A.; Flynn, Theresa M.; Austin, Brenda A.

1992-01-01

The computing environment is briefly described for the Supercomputing Network Subsystem (SNS) of the Central Scientific Computing Complex of NASA Langley. The major SNS computers are a CRAY-2, a CRAY Y-MP, a CONVEX C-210, and a CONVEX C-220. The software is described that is common to all of these computers, including: the UNIX operating system, computer graphics, networking utilities, mass storage, and mathematical libraries. Also described is file management, validation, SNS configuration, documentation, and customer services.

Non-convex Statistical Optimization for Sparse Tensor Graphical Model

PubMed Central

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

2016-01-01

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

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

PubMed Central

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

2016-01-01

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

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

PubMed Central

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

2013-01-01

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

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

PubMed

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

2013-05-01

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

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

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

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

2016-09-01

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

Problem Solving Techniques for the Design of Algorithms.

ERIC Educational Resources Information Center

Kant, Elaine; Newell, Allen

1984-01-01

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

The Backscattering Phase Function for a Sphere with a Two-Scale Relief of Rough Surface

NASA Astrophysics Data System (ADS)

Klass, E. V.

2017-12-01

The backscattering of light from spherical surfaces characterized by one and two-scale roughness reliefs has been investigated. The analysis is performed using the three-dimensional Monte-Carlo program POKS-RG (geometrical-optics approximation), which makes it possible to take into account the roughness of objects under study by introducing local geometries of different levels. The geometric module of the program is aimed at describing objects by equations of second-order surfaces. One-scale roughness is set as an ensemble of geometric figures (convex or concave halves of ellipsoids or cones). The two-scale roughness is modeled by convex halves of ellipsoids, with surface containing ellipsoidal pores. It is shown that a spherical surface with one-scale convex inhomogeneities has a flatter backscattering phase function than a surface with concave inhomogeneities (pores). For a sphere with two-scale roughness, the dependence of the backscattering intensity is found to be determined mostly by the lower-level inhomogeneities. The influence of roughness on the dependence of the backscattering from different spatial regions of spherical surface is analyzed.

Estimation of Saxophone Control Parameters by Convex Optimization.

PubMed

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

2014-12-01

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

On extreme points of the diffusion polytope

DOE PAGES

Hay, M. J.; Schiff, J.; Fisch, N. J.

2017-01-04

Here, we consider a class of diffusion problems defined on simple graphs in which the populations at any two vertices may be averaged if they are connected by an edge. The diffusion polytope is the convex hull of the set of population vectors attainable using finite sequences of these operations. A number of physical problems have linear programming solutions taking the diffusion polytope as the feasible region, e.g. the free energy that can be removed from plasma using waves, so there is a need to describe and enumerate its extreme points. We also review known results for the case ofmore » the complete graph Kn, and study a variety of problems for the path graph Pn and the cyclic graph Cn. Finall, we describe the different kinds of extreme points that arise, and identify the diffusion polytope in a number of simple cases. In the case of increasing initial populations on Pn the diffusion polytope is topologically an n-dimensional hypercube.« less

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

NASA Astrophysics Data System (ADS)

Ushijima, T.; Yeh, W.

2013-12-01

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

On the estimation of the domain of attraction for discrete-time switched and hybrid nonlinear systems

NASA Astrophysics Data System (ADS)

Kit Luk, Chuen; Chesi, Graziano

2015-11-01

This paper addresses the estimation of the domain of attraction for discrete-time nonlinear systems where the vector field is subject to changes. First, the paper considers the case of switched systems, where the vector field is allowed to arbitrarily switch among the elements of a finite family. Second, the paper considers the case of hybrid systems, where the state space is partitioned into several regions described by polynomial inequalities, and the vector field is defined on each region independently from the other ones. In both cases, the problem consists of computing the largest sublevel set of a Lyapunov function included in the domain of attraction. An approach is proposed for solving this problem based on convex programming, which provides a guaranteed inner estimate of the sought sublevel set. The conservatism of the provided estimate can be decreased by increasing the size of the optimisation problem. Some numerical examples illustrate the proposed approach.

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

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

O’Connor, D; Nguyen, D; Voronenko, Y

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

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

PubMed

Zhou, Qian; Li, Li-Feng

2009-08-01

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

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

PubMed

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

2017-07-15

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

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

PubMed

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

2013-01-01

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

Dynamic SPECT reconstruction from few projections: a sparsity enforced matrix factorization approach

NASA Astrophysics Data System (ADS)

Ding, Qiaoqiao; Zan, Yunlong; Huang, Qiu; Zhang, Xiaoqun

2015-02-01

The reconstruction of dynamic images from few projection data is a challenging problem, especially when noise is present and when the dynamic images are vary fast. In this paper, we propose a variational model, sparsity enforced matrix factorization (SEMF), based on low rank matrix factorization of unknown images and enforced sparsity constraints for representing both coefficients and bases. The proposed model is solved via an alternating iterative scheme for which each subproblem is convex and involves the efficient alternating direction method of multipliers (ADMM). The convergence of the overall alternating scheme for the nonconvex problem relies upon the Kurdyka-Łojasiewicz property, recently studied by Attouch et al (2010 Math. Oper. Res. 35 438) and Attouch et al (2013 Math. Program. 137 91). Finally our proof-of-concept simulation on 2D dynamic images shows the advantage of the proposed method compared to conventional methods.

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

NASA Astrophysics Data System (ADS)

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

2015-12-01

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

Image processing and reconstruction

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

Chartrand, Rick

2012-06-15

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

Weak convergence of a projection algorithm for variational inequalities in a Banach space

NASA Astrophysics Data System (ADS)

Iiduka, Hideaki; Takahashi, Wataru

2008-03-01

Let C be a nonempty, closed convex subset of a Banach space E. In this paper, motivated by Alber [Ya.I. Alber, Metric and generalized projection operators in Banach spaces: Properties and applications, in: A.G. Kartsatos (Ed.), Theory and Applications of Nonlinear Operators of Accretive and Monotone Type, in: Lecture Notes Pure Appl. Math., vol. 178, Dekker, New York, 1996, pp. 15-50], we introduce the following iterative scheme for finding a solution of the variational inequality problem for an inverse-strongly-monotone operator A in a Banach space: x1=x[set membership, variant]C andxn+1=[Pi]CJ-1(Jxn-[lambda]nAxn) for every , where [Pi]C is the generalized projection from E onto C, J is the duality mapping from E into E* and {[lambda]n} is a sequence of positive real numbers. Then we show a weak convergence theorem (Theorem 3.1). Finally, using this result, we consider the convex minimization problem, the complementarity problem, and the problem of finding a point u[set membership, variant]E satisfying 0=Au.

Research on allocation efficiency of the daisy chain allocation algorithm

NASA Astrophysics Data System (ADS)

Shi, Jingping; Zhang, Weiguo

2013-03-01

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

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.

Graph Matching: Relax at Your Own Risk.

PubMed

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

2016-01-01

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

A note on convergence of solutions of total variation regularized linear inverse problems

NASA Astrophysics Data System (ADS)

Iglesias, José A.; Mercier, Gwenael; Scherzer, Otmar

2018-05-01

In a recent paper by Chambolle et al (2017 Inverse Problems 33 015002) it was proven that if the subgradient of the total variation at the noise free data is not empty, the level-sets of the total variation denoised solutions converge to the level-sets of the noise free data with respect to the Hausdorff distance. The condition on the subgradient corresponds to the source condition introduced by Burger and Osher (2007 Multiscale Model. Simul. 6 365–95), who proved convergence rates results with respect to the Bregman distance under this condition. We generalize the result of Chambolle et al to total variation regularization of general linear inverse problems under such a source condition. As particular applications we present denoising in bounded and unbounded, convex and non convex domains, deblurring and inversion of the circular Radon transform. In all these examples the convergence result applies. Moreover, we illustrate the convergence behavior through numerical examples.

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

DOE PAGES

Shen, Xinyue; Krim, Hamid; Gu, Yuantao

2016-03-01

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

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

NASA Astrophysics Data System (ADS)

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

2016-11-01

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

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

NASA Astrophysics Data System (ADS)

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

2014-05-01

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

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

PubMed Central

Yuen, Kam Chuen; Shen, Ying

2015-01-01

We consider the optimal dividends problem for a company whose cash reserves follow a general Lévy process with certain positive jumps and arbitrary negative jumps. The objective is to find a policy which maximizes the expected discounted dividends until the time of ruin. Under appropriate conditions, we use some recent results in the theory of potential analysis of subordinators to obtain the convexity properties of probability of ruin. We present conditions under which the optimal dividend strategy, among all admissible ones, takes the form of a barrier strategy. PMID:26351655

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

NASA Astrophysics Data System (ADS)

Hernandez, Monica

2017-12-01

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

An angular biasing method using arbitrary convex polyhedra for Monte Carlo radiation transport calculations

DOE PAGES

Kulesza, Joel A.; Solomon, Clell J.; Kiedrowski, Brian C.

2018-01-02

This paper presents a new method for performing angular biasing in Monte Carlo radiation transport codes using arbitrary convex polyhedra to define regions of interest toward which to project particles (DXTRAN regions). The method is derived and is implemented using axis-aligned right parallelepipeds (AARPPs) and arbitrary convex polyhedra. Attention is also paid to possible numerical complications and areas for future refinement. A series of test problems are executed with void, purely absorbing, purely scattering, and 50% absorbing/50% scattering materials. For all test problems tally results using AARPP and polyhedral DXTRAN regions agree with analog and/or spherical DXTRAN results within statisticalmore » uncertainties. In cases with significant scattering the figure of merit (FOM) using AARPP or polyhedral DXTRAN regions is lower than with spherical regions despite the ability to closely fit the tally region. This is because spherical DXTRAN processing is computationally less expensive than AARPP or polyhedral DXTRAN processing. Thus, it is recommended that the speed of spherical regions be considered versus the ability to closely fit the tally region with an AARPP or arbitrary polyhedral region. It is also recommended that short calculations be made prior to final calculations to compare the FOM for the various DXTRAN geometries because of the influence of the scattering behavior.« less

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

PubMed

Dobriban, Edgar

2018-06-01

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

Nonlocal continuum analysis of a nonlinear uniaxial elastic lattice system under non-uniform axial load

NASA Astrophysics Data System (ADS)

Hérisson, Benjamin; Challamel, Noël; Picandet, Vincent; Perrot, Arnaud

2016-09-01

The static behavior of the Fermi-Pasta-Ulam (FPU) axial chain under distributed loading is examined. The FPU system examined in the paper is a nonlinear elastic lattice with linear and quadratic spring interaction. A dimensionless parameter controls the possible loss of convexity of the associated quadratic and cubic energy. Exact analytical solutions based on Hurwitz zeta functions are developed in presence of linear static loading. It is shown that this nonlinear lattice possesses scale effects and possible localization properties in the absence of energy convexity. A continuous approach is then developed to capture the main phenomena observed regarding the discrete axial problem. The associated continuum is built from a continualization procedure that is mainly based on the asymptotic expansion of the difference operators involved in the lattice problem. This associated continuum is an enriched gradient-based or nonlocal axial medium. A Taylor-based and a rational differential method are both considered in the continualization procedures to approximate the FPU lattice response. The Padé approximant used in the continualization procedure fits the response of the discrete system efficiently, even in the vicinity of the limit load when the non-convex FPU energy is examined. It is concluded that the FPU lattice system behaves as a nonlocal axial system in dynamic but also static loading.

Unconditionally stable, second-order accurate schemes for solid state phase transformations driven by mechano-chemical spinodal decomposition

DOE PAGES

Sagiyama, Koki; Rudraraju, Shiva; Garikipati, Krishna

2016-09-13

Here, we consider solid state phase transformations that are caused by free energy densities with domains of non-convexity in strain-composition space; we refer to the non-convex domains as mechano-chemical spinodals. The non-convexity with respect to composition and strain causes segregation into phases with different crystal structures. We work on an existing model that couples the classical Cahn-Hilliard model with Toupin’s theory of gradient elasticity at finite strains. Both systems are represented by fourth-order, nonlinear, partial differential equations. The goal of this work is to develop unconditionally stable, second-order accurate time-integration schemes, motivated by the need to carry out large scalemore » computations of dynamically evolving microstructures in three dimensions. We also introduce reduced formulations naturally derived from these proposed schemes for faster computations that are still second-order accurate. Although our method is developed and analyzed here for a specific class of mechano-chemical problems, one can readily apply the same method to develop unconditionally stable, second-order accurate schemes for any problems for which free energy density functions are multivariate polynomials of solution components and component gradients. Apart from an analysis and construction of methods, we present a suite of numerical results that demonstrate the schemes in action.« less

Determining Representative Elementary Volume For Multiple Petrophysical Parameters using a Convex Hull Analysis of Digital Rock Data

NASA Astrophysics Data System (ADS)

Shah, S.; Gray, F.; Yang, J.; Crawshaw, J.; Boek, E.

2016-12-01

Advances in 3D pore-scale imaging and computational methods have allowed an exceptionally detailed quantitative and qualitative analysis of the fluid flow in complex porous media. A fundamental problem in pore-scale imaging and modelling is how to represent and model the range of scales encountered in porous media, starting from the smallest pore spaces. In this study, a novel method is presented for determining the representative elementary volume (REV) of a rock for several parameters simultaneously. We calculate the two main macroscopic petrophysical parameters, porosity and single-phase permeability, using micro CT imaging and Lattice Boltzmann (LB) simulations for 14 different porous media, including sandpacks, sandstones and carbonates. The concept of the `Convex Hull' is then applied to calculate the REV for both parameters simultaneously using a plot of the area of the convex hull as a function of the sub-volume, capturing the different scales of heterogeneity from the pore-scale imaging. The results also show that the area of the convex hull (for well-chosen parameters such as the log of the permeability and the porosity) decays exponentially with sub-sample size suggesting a computationally efficient way to determine the system size needed to calculate the parameters to high accuracy (small convex hull area). Finally we propose using a characteristic length such as the pore size to choose an efficient absolute voxel size for the numerical rock.

Dynamic Flow Management Problems in Air Transportation

NASA Technical Reports Server (NTRS)

Patterson, Sarah Stock

1997-01-01

In 1995, over six hundred thousand licensed pilots flew nearly thirty-five million flights into over eighteen thousand U.S. airports, logging more than 519 billion passenger miles. Since demand for air travel has increased by more than 50% in the last decade while capacity has stagnated, congestion is a problem of undeniable practical significance. In this thesis, we will develop optimization techniques that reduce the impact of congestion on the national airspace. We start by determining the optimal release times for flights into the airspace and the optimal speed adjustment while airborne taking into account the capacitated airspace. This is called the Air Traffic Flow Management Problem (TFMP). We address the complexity, showing that it is NP-hard. We build an integer programming formulation that is quite strong as some of the proposed inequalities are facet defining for the convex hull of solutions. For practical problems, the solutions of the LP relaxation of the TFMP are very often integral. In essence, we reduce the problem to efficiently solving large scale linear programming problems. Thus, the computation times are reasonably small for large scale, practical problems involving thousands of flights. Next, we address the problem of determining how to reroute aircraft in the airspace system when faced with dynamically changing weather conditions. This is called the Air Traffic Flow Management Rerouting Problem (TFMRP) We present an integrated mathematical programming approach for the TFMRP, which utilizes several methodologies, in order to minimize delay costs. In order to address the high dimensionality, we present an aggregate model, in which we formulate the TFMRP as a multicommodity, integer, dynamic network flow problem with certain side constraints. Using Lagrangian relaxation, we generate aggregate flows that are decomposed into a collection of flight paths using a randomized rounding heuristic. This collection of paths is used in a packing integer programming formulation, the solution of which generates feasible and near-optimal routes for individual flights. The algorithm, termed the Lagrangian Generation Algorithm, is used to solve practical problems in the southwestern portion of United States in which the solutions are within 1% of the corresponding lower bounds.

Efficient computation of optimal actions.

PubMed

Todorov, Emanuel

2009-07-14

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

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

NASA Astrophysics Data System (ADS)

Shen, Kaiming; Yu, Wei

2018-05-01

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

A new convexity measure for polygons.

PubMed

Zunic, Jovisa; Rosin, Paul L

2004-07-01

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

New control concepts for uncertain water resources systems: 1. Theory

NASA Astrophysics Data System (ADS)

Georgakakos, Aris P.; Yao, Huaming

1993-06-01

A major complicating factor in water resources systems management is handling unknown inputs. Stochastic optimization provides a sound mathematical framework but requires that enough data exist to develop statistical input representations. In cases where data records are insufficient (e.g., extreme events) or atypical of future input realizations, stochastic methods are inadequate. This article presents a control approach where input variables are only expected to belong in certain sets. The objective is to determine sets of admissible control actions guaranteeing that the system will remain within desirable bounds. The solution is based on dynamic programming and derived for the case where all sets are convex polyhedra. A companion paper (Yao and Georgakakos, this issue) addresses specific applications and problems in relation to reservoir system management.

Existence of evolutionary variational solutions via the calculus of variations

NASA Astrophysics Data System (ADS)

Bögelein, Verena; Duzaar, Frank; Marcellini, Paolo

In this paper we introduce a purely variational approach to time dependent problems, yielding the existence of global parabolic minimizers, that is ∫0T ∫Ω [uṡ∂tφ+f(x,Du)] dx dt⩽∫0T ∫Ω f(x,Du+Dφ) dx dt, whenever T>0 and φ∈C0∞(Ω×(0,T),RN). For the integrand f:Ω×R→[0,∞] we merely assume convexity with respect to the gradient variable and coercivity. These evolutionary variational solutions are obtained as limits of maps depending on space and time minimizing certain convex variational functionals. In the simplest situation, with some growth conditions on f, the method provides the existence of global weak solutions to Cauchy-Dirichlet problems of parabolic systems of the type ∂tu-divDξf(x,Du)=0 in Ω×(0,∞).

Iterative Potts and Blake–Zisserman minimization for the recovery of functions with discontinuities from indirect measurements

PubMed Central

Weinmann, Andreas; Storath, Martin

2015-01-01

Signals with discontinuities appear in many problems in the applied sciences ranging from mechanics, electrical engineering to biology and medicine. The concrete data acquired are typically discrete, indirect and noisy measurements of some quantities describing the signal under consideration. The task is to restore the signal and, in particular, the discontinuities. In this respect, classical methods perform rather poor, whereas non-convex non-smooth variational methods seem to be the correct choice. Examples are methods based on Mumford–Shah and piecewise constant Mumford–Shah functionals and discretized versions which are known as Blake–Zisserman and Potts functionals. Owing to their non-convexity, minimization of such functionals is challenging. In this paper, we propose a new iterative minimization strategy for Blake–Zisserman as well as Potts functionals and a related jump-sparsity problem dealing with indirect, noisy measurements. We provide a convergence analysis and underpin our findings with numerical experiments. PMID:27547074

Study of foldable elastic tubes for large space structure applications, phase 1

NASA Technical Reports Server (NTRS)

Jones, I. W.; Boateng, C.; Williams, C. D.

1980-01-01

Structural members that might be suitable for strain energy deployable structures, are discussed with emphasis on a thin-walled cylindrical tube with a cross-section that is called 'bi-convex'. The design of bi-convex tube test specimens and their fabrication are described as well as the design and construction of a special purpose testing machine to determine the deployment characteristics. The results of the first series of tests were quite mixed, but clearly revealed that since most of the specimens failed to deploy completely, due to a buckling problem, this type of tube requires some modification in order to be viable.

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

NASA Astrophysics Data System (ADS)

McGeachy, Philip David

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

Bilinear Inverse Problems: Theory, Algorithms, and Applications

NASA Astrophysics Data System (ADS)

Ling, Shuyang

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

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

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

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

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

PubMed

Gálvez, Akemi; Iglesias, Andrés

2013-01-01

Fitting spline curves to data points is a very important issue in many applied fields. It is also challenging, because these curves typically depend on many continuous variables in a highly interrelated nonlinear way. In general, it is not possible to compute these parameters analytically, so the problem is formulated as a continuous nonlinear optimization problem, for which traditional optimization techniques usually fail. This paper presents a new bioinspired method to tackle this issue. In this method, optimization is performed through a combination of two techniques. Firstly, we apply the indirect approach to the knots, in which they are not initially the subject of optimization but precomputed with a coarse approximation scheme. Secondly, a powerful bioinspired metaheuristic technique, the firefly algorithm, is applied to optimization of data parameterization; then, the knot vector is refined by using De Boor's method, thus yielding a better approximation to the optimal knot vector. This scheme converts the original nonlinear continuous optimization problem into a convex optimization problem, solved by singular value decomposition. Our method is applied to some illustrative real-world examples from the CAD/CAM field. Our experimental results show that the proposed scheme can solve the original continuous nonlinear optimization problem very efficiently.

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

PubMed Central

Gálvez, Akemi; Iglesias, Andrés

2013-01-01

Fitting spline curves to data points is a very important issue in many applied fields. It is also challenging, because these curves typically depend on many continuous variables in a highly interrelated nonlinear way. In general, it is not possible to compute these parameters analytically, so the problem is formulated as a continuous nonlinear optimization problem, for which traditional optimization techniques usually fail. This paper presents a new bioinspired method to tackle this issue. In this method, optimization is performed through a combination of two techniques. Firstly, we apply the indirect approach to the knots, in which they are not initially the subject of optimization but precomputed with a coarse approximation scheme. Secondly, a powerful bioinspired metaheuristic technique, the firefly algorithm, is applied to optimization of data parameterization; then, the knot vector is refined by using De Boor's method, thus yielding a better approximation to the optimal knot vector. This scheme converts the original nonlinear continuous optimization problem into a convex optimization problem, solved by singular value decomposition. Our method is applied to some illustrative real-world examples from the CAD/CAM field. Our experimental results show that the proposed scheme can solve the original continuous nonlinear optimization problem very efficiently. PMID:24376380

Distributed least-squares estimation of a remote chemical source via convex combination in wireless sensor networks.

PubMed

Cao, Meng-Li; Meng, Qing-Hao; Zeng, Ming; Sun, Biao; Li, Wei; Ding, Cheng-Jun

2014-06-27

This paper investigates the problem of locating a continuous chemical source using the concentration measurements provided by a wireless sensor network (WSN). Such a problem exists in various applications: eliminating explosives or drugs, detecting the leakage of noxious chemicals, etc. The limited power and bandwidth of WSNs have motivated collaborative in-network processing which is the focus of this paper. We propose a novel distributed least-squares estimation (DLSE) method to solve the chemical source localization (CSL) problem using a WSN. The DLSE method is realized by iteratively conducting convex combination of the locally estimated chemical source locations in a distributed manner. Performance assessments of our method are conducted using both simulations and real experiments. In the experiments, we propose a fitting method to identify both the release rate and the eddy diffusivity. The results show that the proposed DLSE method can overcome the negative interference of local minima and saddle points of the objective function, which would hinder the convergence of local search methods, especially in the case of locating a remote chemical source.

Global optimization methods for engineering design

NASA Technical Reports Server (NTRS)

Arora, Jasbir S.

1990-01-01

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

Three-level global resource allocation model for hiv control: A hierarchical decision system approach.

PubMed

Kassa, Semu Mitiku

2018-02-01

Funds from various global organizations, such as, The Global Fund, The World Bank, etc. are not directly distributed to the targeted risk groups. Especially in the so-called third-world-countries, the major part of the fund in HIV prevention programs comes from these global funding organizations. The allocations of these funds usually pass through several levels of decision making bodies that have their own specific parameters to control and specific objectives to achieve. However, these decisions are made mostly in a heuristic manner and this may lead to a non-optimal allocation of the scarce resources. In this paper, a hierarchical mathematical optimization model is proposed to solve such a problem. Combining existing epidemiological models with the kind of interventions being on practice, a 3-level hierarchical decision making model in optimally allocating such resources has been developed and analyzed. When the impact of antiretroviral therapy (ART) is included in the model, it has been shown that the objective function of the lower level decision making structure is a non-convex minimization problem in the allocation variables even if all the production functions for the intervention programs are assumed to be linear.

Chance-Constrained Guidance With Non-Convex Constraints

NASA Technical Reports Server (NTRS)

Ono, Masahiro

2011-01-01

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

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

NASA Astrophysics Data System (ADS)

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

2011-08-01

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

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

NASA Astrophysics Data System (ADS)

Ataei-Esfahani, Armin

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

Inverse problems in complex material design: Applications to non-crystalline solids

NASA Astrophysics Data System (ADS)

Biswas, Parthapratim; Drabold, David; Elliott, Stephen

The design of complex amorphous materials is one of the fundamental problems in disordered condensed-matter science. While impressive developments of ab-initio simulation methods during the past several decades have brought tremendous success in understanding materials property from micro- to mesoscopic length scales, a major drawback is that they fail to incorporate existing knowledge of the materials in simulation methodologies. Since an essential feature of materials design is the synergy between experiment and theory, a properly developed approach to design materials should be able to exploit all available knowledge of the materials from measured experimental data. In this talk, we will address the design of complex disordered materials as an inverse problem involving experimental data and available empirical information. We show that the problem can be posed as a multi-objective non-convex optimization program, which can be addressed using a number of recently-developed bio-inspired global optimization techniques. In particular, we will discuss how a population-based stochastic search procedure can be used to determine the structure of non-crystalline solids (e.g. a-SiH, a-SiO2, amorphous graphene, and Fe and Ni clusters). The work is partially supported by NSF under Grant Nos. DMR 1507166 and 1507670.

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

DOE PAGES

Castillo, Anya; Gayme, Dennice

2017-03-27

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

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

NASA Technical Reports Server (NTRS)

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

2011-01-01

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

Global Topology Optimisation

DTIC Science & Technology

2016-10-31

statistical physics. Sec. IV includes several examples of the application of the stochastic method, including matching of a shape to a fixed design, and...an important part of any future application of this method. Second, re-initialization of the level set can lead to small but significant movements of...of engineering design problems [6, 17]. However, many of the relevant applications involve non-convex optimisation problems with multiple locally

Vehicle trajectory linearisation to enable efficient optimisation of the constant speed racing line

NASA Astrophysics Data System (ADS)

Timings, Julian P.; Cole, David J.

2012-06-01

A driver model is presented capable of optimising the trajectory of a simple dynamic nonlinear vehicle, at constant forward speed, so that progression along a predefined track is maximised as a function of time. In doing so, the model is able to continually operate a vehicle at its lateral-handling limit, maximising vehicle performance. The technique used forms a part of the solution to the motor racing objective of minimising lap time. A new approach of formulating the minimum lap time problem is motivated by the need for a more computationally efficient and robust tool-set for understanding on-the-limit driving behaviour. This has been achieved through set point-dependent linearisation of the vehicle model and coupling the vehicle-track system using an intrinsic coordinate description. Through this, the geometric vehicle trajectory had been linearised relative to the track reference, leading to new path optimisation algorithm which can be formed as a computationally efficient convex quadratic programming problem.

Design of LPV fault-tolerant controller for pitch system of wind turbine

NASA Astrophysics Data System (ADS)

Wu, Dinghui; Zhang, Xiaolin

2017-07-01

To address failures of wind turbine pitch-angle sensors, traditional wind turbine linear parameter varying (LPV) model is transformed into a double-layer convex polyhedron LPV model. On the basis of this model, when the plurality of the sensor undergoes failure and details of the failure are inconvenient to obtain, each sub-controller is designed using distributed thought and gain scheduling method. The final controller is obtained using all of the sub-controllers by a convex combination. The design method corrects the errors of the linear model, improves the linear degree of the system, and solves the problem of multiple pitch angle faults to ensure stable operation of the wind turbine.

Method and system for diagnostics of apparatus

NASA Technical Reports Server (NTRS)

Gorinevsky, Dimitry (Inventor)

2012-01-01

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

Structural optimization via a design space hierarchy

NASA Technical Reports Server (NTRS)

Vanderplaats, G. N.

1976-01-01

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

A two-level approach to large mixed-integer programs with application to cogeneration in energy-efficient buildings

DOE PAGES

Lin, Fu; Leyffer, Sven; Munson, Todd

2016-04-12

We study a two-stage mixed-integer linear program (MILP) with more than 1 million binary variables in the second stage. We develop a two-level approach by constructing a semi-coarse model that coarsens with respect to variables and a coarse model that coarsens with respect to both variables and constraints. We coarsen binary variables by selecting a small number of prespecified on/off profiles. We aggregate constraints by partitioning them into groups and taking convex combination over each group. With an appropriate choice of coarsened profiles, the semi-coarse model is guaranteed to find a feasible solution of the original problem and hence providesmore » an upper bound on the optimal solution. We show that solving a sequence of coarse models converges to the same upper bound with proven finite steps. This is achieved by adding violated constraints to coarse models until all constraints in the semi-coarse model are satisfied. We demonstrate the effectiveness of our approach in cogeneration for buildings. Here, the coarsened models allow us to obtain good approximate solutions at a fraction of the time required by solving the original problem. Extensive numerical experiments show that the two-level approach scales to large problems that are beyond the capacity of state-of-the-art commercial MILP solvers.« less

A two-level approach to large mixed-integer programs with application to cogeneration in energy-efficient buildings

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

Lin, Fu; Leyffer, Sven; Munson, Todd

We study a two-stage mixed-integer linear program (MILP) with more than 1 million binary variables in the second stage. We develop a two-level approach by constructing a semi-coarse model that coarsens with respect to variables and a coarse model that coarsens with respect to both variables and constraints. We coarsen binary variables by selecting a small number of prespecified on/off profiles. We aggregate constraints by partitioning them into groups and taking convex combination over each group. With an appropriate choice of coarsened profiles, the semi-coarse model is guaranteed to find a feasible solution of the original problem and hence providesmore » an upper bound on the optimal solution. We show that solving a sequence of coarse models converges to the same upper bound with proven finite steps. This is achieved by adding violated constraints to coarse models until all constraints in the semi-coarse model are satisfied. We demonstrate the effectiveness of our approach in cogeneration for buildings. Here, the coarsened models allow us to obtain good approximate solutions at a fraction of the time required by solving the original problem. Extensive numerical experiments show that the two-level approach scales to large problems that are beyond the capacity of state-of-the-art commercial MILP solvers.« less

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

PubMed Central

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

2017-01-01

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

Heat Transfer Search Algorithm for Non-convex Economic Dispatch Problems

NASA Astrophysics Data System (ADS)

Hazra, Abhik; Das, Saborni; Basu, Mousumi

2018-06-01

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

Heat Transfer Search Algorithm for Non-convex Economic Dispatch Problems

NASA Astrophysics Data System (ADS)

Hazra, Abhik; Das, Saborni; Basu, Mousumi

2018-03-01

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

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

NASA Astrophysics Data System (ADS)

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

2013-10-01

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

A Finite Element Analysis of a Class of Problems in Elasto-Plasticity with Hidden Variables.

DTIC Science & Technology

1985-09-01

RD-R761 642 A FINITE ELEMENT ANALYSIS OF A CLASS OF PROBLEMS IN 1/2 ELASTO-PLASTICITY MIlT (U) TEXAS INST FOR COMPUTATIONAL MECHANICS AUSTIN J T ODEN...end Subtitle) S. TYPE OF REPORT & PERIOD COVERED A FINITE ELEMENT ANALYSIS OF A CLASS OF PROBLEMS Final Report IN ELASTO-PLASTICITY WITH HIDDEN...aieeoc ede It neceeeary nd Identify by block number) ;"Elastoplasticity, finite deformations; non-convex analysis ; finite element methods, metal forming

The nonconvex multi-dimensional Riemann problem for Hamilton-Jacobi equations

NASA Technical Reports Server (NTRS)

Osher, Stanley

1989-01-01

Simple inequalities for the Riemann problem for a Hamilton-Jacobi equation in N space dimension when neither the initial data nor the Hamiltonian need be convex (or concave) are presented. The initial data is globally continuous, affine in each orthant, with a possible jump in normal derivative across each coordinate plane, x sub i = 0. The inequalities become equalities wherever a maxmin equals a minmax and thus an exact closed form solution to this problem is then obtained.

Investigation of iterative image reconstruction in low-dose breast CT

NASA Astrophysics Data System (ADS)

Bian, Junguo; Yang, Kai; Boone, John M.; Han, Xiao; Sidky, Emil Y.; Pan, Xiaochuan

2014-06-01

There is interest in developing computed tomography (CT) dedicated to breast-cancer imaging. Because breast tissues are radiation-sensitive, the total radiation exposure in a breast-CT scan is kept low, often comparable to a typical two-view mammography exam, thus resulting in a challenging low-dose-data-reconstruction problem. In recent years, evidence has been found that suggests that iterative reconstruction may yield images of improved quality from low-dose data. In this work, based upon the constrained image total-variation minimization program and its numerical solver, i.e., the adaptive steepest descent-projection onto the convex set (ASD-POCS), we investigate and evaluate iterative image reconstructions from low-dose breast-CT data of patients, with a focus on identifying and determining key reconstruction parameters, devising surrogate utility metrics for characterizing reconstruction quality, and tailoring the program and ASD-POCS to the specific reconstruction task under consideration. The ASD-POCS reconstructions appear to outperform the corresponding clinical FDK reconstructions, in terms of subjective visualization and surrogate utility metrics.

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

PubMed Central

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

2014-01-01

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

Direct single-shot phase retrieval from the diffraction pattern of separated objects

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

Leshem, Ben; Xu, Rui; Dallal, Yehonatan

The non-crystallographic phase problem arises in numerous scientific and technological fields. An important application is coherent diffractive imaging. Recent advances in X-ray free-electron lasers allow capturing of the diffraction pattern from a single nanoparticle before it disintegrates, in so-called ‘diffraction before destruction’ experiments. Presently, the phase is reconstructed by iterative algorithms, imposing a non-convex computational challenge, or by Fourier holography, requiring a well-characterized reference field. Here we present a convex scheme for single-shot phase retrieval for two (or more) sufficiently separated objects, demonstrated in two dimensions. In our approach, the objects serve as unknown references to one another, reducing themore » phase problem to a solvable set of linear equations. We establish our method numerically and experimentally in the optical domain and demonstrate a proof-of-principle single-shot coherent diffractive imaging using X-ray free-electron lasers pulses. Lastly, our scheme alleviates several limitations of current methods, offering a new pathway towards direct reconstruction of complex objects.« less

Direct single-shot phase retrieval from the diffraction pattern of separated objects

DOE PAGES

Leshem, Ben; Xu, Rui; Dallal, Yehonatan; ...

2016-02-22

The non-crystallographic phase problem arises in numerous scientific and technological fields. An important application is coherent diffractive imaging. Recent advances in X-ray free-electron lasers allow capturing of the diffraction pattern from a single nanoparticle before it disintegrates, in so-called ‘diffraction before destruction’ experiments. Presently, the phase is reconstructed by iterative algorithms, imposing a non-convex computational challenge, or by Fourier holography, requiring a well-characterized reference field. Here we present a convex scheme for single-shot phase retrieval for two (or more) sufficiently separated objects, demonstrated in two dimensions. In our approach, the objects serve as unknown references to one another, reducing themore » phase problem to a solvable set of linear equations. We establish our method numerically and experimentally in the optical domain and demonstrate a proof-of-principle single-shot coherent diffractive imaging using X-ray free-electron lasers pulses. Lastly, our scheme alleviates several limitations of current methods, offering a new pathway towards direct reconstruction of complex objects.« less

Cryogenic Tank Structure Sizing With Structural Optimization Method

NASA Technical Reports Server (NTRS)

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

2001-01-01

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

Neural network for nonsmooth pseudoconvex optimization with general convex constraints.

PubMed

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

2018-05-01

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

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

PubMed

Yuan, Gonglin; Sheng, Zhou; Liu, Wenjie

2016-01-01

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

Matrix Recipes for Hard Thresholding Methods

DTIC Science & Technology

2012-11-07

have been proposed to approximate the solution. In [11], Donoho et al . demonstrate that, in the sparse approximation problem, under basic incoherence...inducing convex surrogate ‖ · ‖1 with provable guarantees for unique signal recovery. In the ARM problem, Fazel et al . [12] identified the nuclear norm...sparse recovery for all. Technical report, EPFL, 2011 . [25] N. Halko , P. G. Martinsson, and J. A. Tropp. Finding structure with randomness: Probabilistic

Low-rank regularization for learning gene expression programs.

PubMed

Ye, Guibo; Tang, Mengfan; Cai, Jian-Feng; Nie, Qing; Xie, Xiaohui

2013-01-01

Learning gene expression programs directly from a set of observations is challenging due to the complexity of gene regulation, high noise of experimental measurements, and insufficient number of experimental measurements. Imposing additional constraints with strong and biologically motivated regularizations is critical in developing reliable and effective algorithms for inferring gene expression programs. Here we propose a new form of regulation that constrains the number of independent connectivity patterns between regulators and targets, motivated by the modular design of gene regulatory programs and the belief that the total number of independent regulatory modules should be small. We formulate a multi-target linear regression framework to incorporate this type of regulation, in which the number of independent connectivity patterns is expressed as the rank of the connectivity matrix between regulators and targets. We then generalize the linear framework to nonlinear cases, and prove that the generalized low-rank regularization model is still convex. Efficient algorithms are derived to solve both the linear and nonlinear low-rank regularized problems. Finally, we test the algorithms on three gene expression datasets, and show that the low-rank regularization improves the accuracy of gene expression prediction in these three datasets.

CometBoards Users Manual Release 1.0

NASA Technical Reports Server (NTRS)

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

1996-01-01

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

Distortion outage minimization in Nakagami fading using limited feedback

NASA Astrophysics Data System (ADS)

Wang, Chih-Hong; Dey, Subhrakanti

2011-12-01

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

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.

Optimal GENCO bidding strategy

NASA Astrophysics Data System (ADS)

Gao, Feng

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

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

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

Bent, Rusell; Nagarajan, Harsha; Sundar, Kaarthik

2017-09-25

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

Extremal edges versus other principles of figure-ground organization.

PubMed

Ghose, Tandra; Palmer, Stephen E

2010-07-01

Identifying the visual cues that determine relative depth across an image contour (i.e., figure-ground organization) is a central problem of vision science. In this paper, we compare flat cues to figure-ground organization with the recently discovered cue of extremal edges (EEs), which arise when opaque convex surfaces smoothly curve to partly occlude themselves. The present results show that EEs are very powerful pictorial cues to relative depth across an edge, almost entirely dominating the well-known figure-ground cues of relative size, convexity, shape familiarity, and surroundedness. These results demonstrate that natural shading and texture gradients in an image provide important information about figure-ground organization that has largely been overlooked in the past 75 years of research on this topic.

Effect of H-wave polarization on laser radar detection of partially convex targets in random media.

PubMed

El-Ocla, Hosam

2010-07-01

A study on the performance of laser radar cross section (LRCS) of conducting targets with large sizes is investigated numerically in free space and random media. The LRCS is calculated using a boundary value method with beam wave incidence and H-wave polarization. Considered are those elements that contribute to the LRCS problem including random medium strength, target configuration, and beam width. The effect of the creeping waves, stimulated by H-polarization, on the LRCS behavior is manifested. Targets taking large sizes of up to five wavelengths are sufficiently larger than the beam width and are sufficient for considering fairly complex targets. Scatterers are assumed to have analytical partially convex contours with inflection points.

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

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

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

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

PubMed

Kokiopoulou, Effrosyni; Kressner, Daniel; Frossard, Pascal

2011-06-01

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

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

NASA Astrophysics Data System (ADS)

Bendory, Tamir; Eldar, Yonina C.

2015-12-01

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

Portfolios with nonlinear constraints and spin glasses

NASA Astrophysics Data System (ADS)

Gábor, Adrienn; Kondor, I.

1999-12-01

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

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

DTIC Science & Technology

2017-05-01

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

A Framework for Multifaceted Evaluation of Student Models

ERIC Educational Resources Information Center

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

2015-01-01

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

Positivity results for indefinite sublinear elliptic problems via a continuity argument

NASA Astrophysics Data System (ADS)

Kaufmann, U.; Ramos Quoirin, H.; Umezu, K.

2017-10-01

We establish a positivity property for a class of semilinear elliptic problems involving indefinite sublinear nonlinearities. Namely, we show that any nontrivial nonnegative solution is positive for a class of problems the strong maximum principle does not apply to. Our approach is based on a continuity argument combined with variational techniques, the sub and supersolutions method and some a priori bounds. Both Dirichlet and Neumann homogeneous boundary conditions are considered. As a byproduct, we deduce some existence and uniqueness results. Finally, as an application, we derive some positivity results for indefinite concave-convex type problems.

Convex Relaxation of OPF in Multiphase Radial Networks with Wye and Delta Connections

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

Zhao, Changhong; Dall-Anese, Emiliano; Low, Steven

2017-08-01

This panel presentation focuses on multiphase radial distribution networks with wye and delta connections, and proposes a semidefinite relaxation of the AC optimal power flow (OPF) problem. Two multiphase power flow models are developed to facilitate the integration of delta-connected loads or generation resources in the OPF problem. The first model is referred to as the extended branch flow model (EBFM). The second model leverages a linear relationship between phase-to-ground power injections and delta connections that holds under a balanced voltage approximation (BVA). Based on these models, pertinent OPF problems are formulated and relaxed to semidefinite programs (SDPs). Numerical studiesmore » on IEEE test feeders show that the proposed SDP relaxations can be solved efficiently by a generic optimization solver. Numerical evidence also indicates that solving the resultant SDP under BVA is faster than under EBFM. Moreover, both SDP solutions are numerically exact with respect to voltages and branch flows. It is further shown that the SDP solution under BVA has a small optimality gap, and the BVA model is accurate in the sense that it reproduces actual system voltages.« less

Image restoration by the method of convex projections: part 1 theory.

PubMed

Youla, D C; Webb, H

1982-01-01

A projection operator onto a closed convex set in Hilbert space is one of the few examples of a nonlinear map that can be defined in simple abstract terms. Moreover, it minimizes distance and is nonexpansive, and therefore shares two of the more important properties of ordinary linear orthogonal projections onto closed linear manifolds. In this paper, we exploit the properties of these operators to develop several iterative algorithms for image restoration from partial data which permit any number of nonlinear constraints of a certain type to be subsumed automatically. Their common conceptual basis is as follows. Every known property of an original image f is envisaged as restricting it to lie in a well-defined closed convex set. Thus, m such properties place f in the intersection E(0) = E(i) of the corresponding closed convex sets E(1),E(2),...EE(m). Given only the projection operators PE(i) onto the individual E(i)'s, i = 1 --> m, we restore f by recursive means. Clearly, in this approach, the realization of the P(i)'s in a Hilbert space setting is one of the major synthesis problems. Section I describes the geometrical significance of the three main theorems in considerable detail, and most of the underlying ideas are illustrated with the aid of simple diagrams. Section II presents rules for the numerical implementation of 11 specific projection operators which are found to occur frequently in many signal-processing applications, and the Appendix contains proofs of all the major results.

Cutting planes for the multistage stochastic unit commitment problem

DOE PAGES

Jiang, Ruiwei; Guan, Yongpei; Watson, Jean -Paul

2016-04-20

As renewable energy penetration rates continue to increase in power systems worldwide, new challenges arise for system operators in both regulated and deregulated electricity markets to solve the security-constrained coal-fired unit commitment problem with intermittent generation (due to renewables) and uncertain load, in order to ensure system reliability and maintain cost effectiveness. In this paper, we study a security-constrained coal-fired stochastic unit commitment model, which we use to enhance the reliability unit commitment process for day-ahead power system operations. In our approach, we first develop a deterministic equivalent formulation for the problem, which leads to a large-scale mixed-integer linear program.more » Then, we verify that the turn on/off inequalities provide a convex hull representation of the minimum-up/down time polytope under the stochastic setting. Next, we develop several families of strong valid inequalities mainly through lifting schemes. In particular, by exploring sequence independent lifting and subadditive approximation lifting properties for the lifting schemes, we obtain strong valid inequalities for the ramping and general load balance polytopes. Lastly, branch-and-cut algorithms are developed to employ these valid inequalities as cutting planes to solve the problem. Our computational results verify the effectiveness of the proposed approach.« less

Cutting planes for the multistage stochastic unit commitment problem

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

Jiang, Ruiwei; Guan, Yongpei; Watson, Jean -Paul

As renewable energy penetration rates continue to increase in power systems worldwide, new challenges arise for system operators in both regulated and deregulated electricity markets to solve the security-constrained coal-fired unit commitment problem with intermittent generation (due to renewables) and uncertain load, in order to ensure system reliability and maintain cost effectiveness. In this paper, we study a security-constrained coal-fired stochastic unit commitment model, which we use to enhance the reliability unit commitment process for day-ahead power system operations. In our approach, we first develop a deterministic equivalent formulation for the problem, which leads to a large-scale mixed-integer linear program.more » Then, we verify that the turn on/off inequalities provide a convex hull representation of the minimum-up/down time polytope under the stochastic setting. Next, we develop several families of strong valid inequalities mainly through lifting schemes. In particular, by exploring sequence independent lifting and subadditive approximation lifting properties for the lifting schemes, we obtain strong valid inequalities for the ramping and general load balance polytopes. Lastly, branch-and-cut algorithms are developed to employ these valid inequalities as cutting planes to solve the problem. Our computational results verify the effectiveness of the proposed approach.« less

Local classifier weighting by quadratic programming.

PubMed

Cevikalp, Hakan; Polikar, Robi

2008-10-01

It has been widely accepted that the classification accuracy can be improved by combining outputs of multiple classifiers. However, how to combine multiple classifiers with various (potentially conflicting) decisions is still an open problem. A rich collection of classifier combination procedures -- many of which are heuristic in nature -- have been developed for this goal. In this brief, we describe a dynamic approach to combine classifiers that have expertise in different regions of the input space. To this end, we use local classifier accuracy estimates to weight classifier outputs. Specifically, we estimate local recognition accuracies of classifiers near a query sample by utilizing its nearest neighbors, and then use these estimates to find the best weights of classifiers to label the query. The problem is formulated as a convex quadratic optimization problem, which returns optimal nonnegative classifier weights with respect to the chosen objective function, and the weights ensure that locally most accurate classifiers are weighted more heavily for labeling the query sample. Experimental results on several data sets indicate that the proposed weighting scheme outperforms other popular classifier combination schemes, particularly on problems with complex decision boundaries. Hence, the results indicate that local classification-accuracy-based combination techniques are well suited for decision making when the classifiers are trained by focusing on different regions of the input space.

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

Klimsiak, Tomasz, E-mail: tomas@mat.umk.pl; Rozkosz, Andrzej, E-mail: rozkosz@mat.umk.pl

In the paper we consider the problem of valuation of American options written on dividend-paying assets whose price dynamics follow the classical multidimensional Black and Scholes model. We provide a general early exercise premium representation formula for options with payoff functions which are convex or satisfy mild regularity assumptions. Examples include index options, spread options, call on max options, put on min options, multiply strike options and power-product options. In the proof of the formula we exploit close connections between the optimal stopping problems associated with valuation of American options, obstacle problems and reflected backward stochastic differential equations.

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

NASA Astrophysics Data System (ADS)

Rosenberg, D. E.; Alafifi, A.

2016-12-01

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

Static Analysis Numerical Algorithms

DTIC Science & Technology

2016-04-01

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

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

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

Ghomi, Pooyan Shirvani; Zinchenko, Yuriy

2014-08-15

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

CONVEX mini manual

NASA Technical Reports Server (NTRS)

Tennille, Geoffrey M.; Howser, Lona M.

1993-01-01

The use of the CONVEX computers that are an integral part of the Supercomputing Network Subsystems (SNS) of the Central Scientific Computing Complex of LaRC is briefly described. Features of the CONVEX computers that are significantly different than the CRAY supercomputers are covered, including: FORTRAN, C, architecture of the CONVEX computers, the CONVEX environment, batch job submittal, debugging, performance analysis, utilities unique to CONVEX, and documentation. This revision reflects the addition of the Applications Compiler and X-based debugger, CXdb. The document id intended for all CONVEX users as a ready reference to frequently asked questions and to more detailed information contained with the vendor manuals. It is appropriate for both the novice and the experienced user.

Uniform refraction in negative refractive index materials.

PubMed

Gutiérrez, Cristian E; Stachura, Eric

2015-11-01

We study the problem of constructing an optical surface separating two homogeneous, isotropic media, one of which has a negative refractive index. In doing so, we develop a vector form of Snell's law, which is used to study surfaces possessing a certain uniform refraction property, in both the near- and far-field cases. In the near-field problem, unlike the case when both materials have positive refractive indices, we show that the resulting surfaces can be neither convex nor concave.

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

PubMed

Bertamini, Marco; Wagemans, Johan

2013-04-01

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

The Thermal Equilibrium Solution of a Generic Bipolar Quantum Hydrodynamic Model

NASA Astrophysics Data System (ADS)

Unterreiter, Andreas

The thermal equilibrium state of a bipolar, isothermic quantum fluid confined to a bounded domain ,d = 1,2 or d = 3 is entirely described by the particle densities n, p, minimizing the energy where G1,2 are strictly convex real valued functions, . It is shown that this variational problem has a unique minimizer in and some regularity results are proven. The semi-classical limit is carried out recovering the minimizer of the limiting functional. The subsequent zero space charge limit leads to extensions of the classical boundary conditions. Due to the lack of regularity the asymptotics can not be settled on Sobolev embedding arguments. The limit is carried out by means of a compactness-by-convexity principle.

Compressible Navier-Stokes Equations in a Polyhedral Cylinder with Inflow Boundary Condition

NASA Astrophysics Data System (ADS)

Kwon, Ohsung; Kweon, Jae Ryong

2018-06-01

In this paper our concern is with singularity and regularity of the compressible flows through a non-convex edge in R^3. The flows are governed by the compressible Navies-Stokes equations on the infinite cylinder that has the non-convex edge on the inflow boundary. We split the edge singularity by the Poisson problem from the velocity vector and show that the remainder is twice differentiable while the edge singularity is observed to be propagated into the interior of the cylinder by the transport character of the continuity equation. An interior surface layer starting at the edge is generated and not Lipshitz continuous due to the singularity. The density function shows a very steep change near the interface and its normal derivative has a jump discontinuity across there.

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

NASA Astrophysics Data System (ADS)

Abbas, Nada Mohammed; Ajeena, Ruma Kareem K.

2018-05-01

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

Adaptive terminal sliding mode control for hypersonic flight vehicles with strictly lower convex function based nonlinear disturbance observer.

PubMed

Wu, Yun-Jie; Zuo, Jing-Xing; Sun, Liang-Hua

2017-11-01

In this paper, the altitude and velocity tracking control of a generic hypersonic flight vehicle (HFV) is considered. A novel adaptive terminal sliding mode controller (ATSMC) with strictly lower convex function based nonlinear disturbance observer (SDOB) is proposed for the longitudinal dynamics of HFV in presence of both parametric uncertainties and external disturbances. First, for the sake of enhancing the anti-interference capability, SDOB is presented to estimate and compensate the equivalent disturbances by introducing a strictly lower convex function. Next, the SDOB based ATSMC (SDOB-ATSMC) is proposed to guarantee the system outputs track the reference trajectory. Then, stability of the proposed control scheme is analyzed by the Lyapunov function method. Compared with other HFV control approaches, key novelties of SDOB-ATSMC are that a novel SDOB is proposed and drawn into the (virtual) control laws to compensate the disturbances and that several adaptive laws are used to deal with the differential explosion problem. Finally, it is illustrated by the simulation results that the new method exhibits an excellent robustness and a better disturbance rejection performance than the convention approach. Copyright © 2017 ISA. Published by Elsevier Ltd. All rights reserved.

An interface reconstruction method based on an analytical formula for 3D arbitrary convex cells

DOE PAGES

Diot, Steven; François, Marianne M.

2015-10-22

In this study, we are interested in an interface reconstruction method for 3D arbitrary convex cells that could be used in multi-material flow simulations for instance. We assume that the interface is represented by a plane whose normal vector is known and we focus on the volume-matching step that consists in finding the plane constant so that it splits the cell according to a given volume fraction. We follow the same approach as in the recent authors' publication for 2D arbitrary convex cells in planar and axisymmetrical geometries, namely we derive an analytical formula for the volume of the specificmore » prismatoids obtained when decomposing the cell using the planes that are parallel to the interface and passing through all the cell nodes. This formula is used to bracket the interface plane constant such that the volume-matching problem is rewritten in a single prismatoid in which the same formula is used to find the final solution. Finally, the proposed method is tested against an important number of reproducible configurations and shown to be at least five times faster.« less

Complementary Coffee Cups

ERIC Educational Resources Information Center

Banchoff, Thomas

2006-01-01

What may have been the birth of a new calculus problem took place when the author noticed that two coffee cups, one convex and one concave, fit nicely together, and he wondered which held more coffee. The fact that their volumes were about equal led to the topic of this article: complementary surfaces of revolution with equal volumes.

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

PubMed

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

2013-01-01

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

Exact zeros of entanglement for arbitrary rank-two mixtures derived from a geometric view of the zero polytope

NASA Astrophysics Data System (ADS)

Osterloh, Andreas

2016-12-01

Here I present a method for how intersections of a certain density matrix of rank 2 with the zero polytope can be calculated exactly. This is a purely geometrical procedure which thereby is applicable to obtaining the zeros of SL- and SU-invariant entanglement measures of arbitrary polynomial degree. I explain this method in detail for a recently unsolved problem. In particular, I show how a three-dimensional view, namely, in terms of the Bloch-sphere analogy, solves this problem immediately. To this end, I determine the zero polytope of the three-tangle, which is an exact result up to computer accuracy, and calculate upper bounds to its convex roof which are below the linearized upper bound. The zeros of the three-tangle (in this case) induced by the zero polytope (zero simplex) are exact values. I apply this procedure to a superposition of the four-qubit Greenberger-Horne-Zeilinger and W state. It can, however, be applied to every case one has under consideration, including an arbitrary polynomial convex-roof measure of entanglement and for arbitrary local dimension.

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

NASA Astrophysics Data System (ADS)

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

2008-08-01

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

Multi-objective optimal dispatch of distributed energy resources

NASA Astrophysics Data System (ADS)

Longe, Ayomide

This thesis is composed of two papers which investigate the optimal dispatch for distributed energy resources. In the first paper, an economic dispatch problem for a community microgrid is studied. In this microgrid, each agent pursues an economic dispatch for its personal resources. In addition, each agent is capable of trading electricity with other agents through a local energy market. In this paper, a simple market structure is introduced as a framework for energy trades in a small community microgrid such as the Solar Village. It was found that both sellers and buyers benefited by participating in this market. In the second paper, Semidefinite Programming (SDP) for convex relaxation of power flow equations is used for optimal active and reactive dispatch for Distributed Energy Resources (DER). Various objective functions including voltage regulation, reduced transmission line power losses, and minimized reactive power charges for a microgrid are introduced. Combinations of these goals are attained by solving a multiobjective optimization for the proposed ORPD problem. Also, both centralized and distributed versions of this optimal dispatch are investigated. It was found that SDP made the optimal dispatch faster and distributed solution allowed for scalability.

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

NASA Astrophysics Data System (ADS)

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

2014-01-01

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

Dikin-type algorithms for dextrous grasping force optimization

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

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

1998-08-01

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

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

NASA Astrophysics Data System (ADS)

Seguin, Charles

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

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

PubMed

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

2003-01-01

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

Random Predictor Models for Rigorous Uncertainty Quantification: Part 2

NASA Technical Reports Server (NTRS)

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

2015-01-01

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

Random Predictor Models for Rigorous Uncertainty Quantification: Part 1

NASA Technical Reports Server (NTRS)

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

2015-01-01

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

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

NASA Technical Reports Server (NTRS)

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

1980-01-01

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

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

NASA Astrophysics Data System (ADS)

Briec, Walter; Horvath, Charles

2008-05-01

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

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

DOE PAGES

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

2016-12-01

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

Scoliosis convexity and organ anatomy are related.

PubMed

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

2017-06-01

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

Use of Convexity in Ostomy Care

PubMed Central

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

2017-01-01

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

Evolutionary variational-hemivariational inequalities

NASA Astrophysics Data System (ADS)

Carl, Siegfried; Le, Vy K.; Motreanu, Dumitru

2008-09-01

We consider an evolutionary quasilinear hemivariational inequality under constraints represented by some closed and convex subset. Our main goal is to systematically develop the method of sub-supersolution on the basis of which we then prove existence, comparison, compactness and extremality results. The obtained results are applied to a general obstacle problem. We improve the corresponding results in the recent monograph [S. Carl, V.K. Le, DE Motreanu, Nonsmooth Variational Problems and Their Inequalities. Comparison Principles and Applications, Springer Monogr. Math., Springer, New York, 2007].

A second order derivative scheme based on Bregman algorithm class

NASA Astrophysics Data System (ADS)

Campagna, Rosanna; Crisci, Serena; Cuomo, Salvatore; Galletti, Ardelio; Marcellino, Livia

2016-10-01

The algorithms based on the Bregman iterative regularization are known for efficiently solving convex constraint optimization problems. In this paper, we introduce a second order derivative scheme for the class of Bregman algorithms. Its properties of convergence and stability are investigated by means of numerical evidences. Moreover, we apply the proposed scheme to an isotropic Total Variation (TV) problem arising out of the Magnetic Resonance Image (MRI) denoising. Experimental results confirm that our algorithm has good performance in terms of denoising quality, effectiveness and robustness.

The anomalous yield behavior of fused silica glass

NASA Astrophysics Data System (ADS)

Schill, W.; Heyden, S.; Conti, S.; Ortiz, M.

2018-04-01

We develop a critical-state model of fused silica plasticity on the basis of data mined from molecular dynamics (MD) calculations. The MD data is suggestive of an irreversible densification transition in volumetric compression resulting in permanent, or plastic, densification upon unloading. The MD data also reveals an evolution towards a critical state of constant volume under pressure-shear deformation. The trend towards constant volume is from above, when the glass is overconsolidated, or from below, when it is underconsolidated. We show that these characteristic behaviors are well-captured by a critical state model of plasticity, where the densification law for glass takes the place of the classical consolidation law of granular media and the locus of constant-volume states defines the critical-state line. A salient feature of the critical-state line of fused silica, as identified from the MD data, that renders its yield behavior anomalous is that it is strongly non-convex, owing to the existence of two well-differentiated phases at low and high pressures. We argue that this strong non-convexity of yield explains the patterning that is observed in molecular dynamics calculations of amorphous solids deforming in shear. We employ an explicit and exact rank-2 envelope construction to upscale the microscopic critical-state model to the macroscale. Remarkably, owing to the equilibrium constraint the resulting effective macroscopic behavior is still characterized by a non-convex critical-state line. Despite this lack of convexity, the effective macroscopic model is stable against microstructure formation and defines well-posed boundary-value problems.

Solution Methods for Stochastic Dynamic Linear Programs.

DTIC Science & Technology

1980-12-01

16, No. 11, pp. 652-675, July 1970. [28] Glassey, C.R., "Dynamic linear programs for production scheduling", OR 19, pp. 45-56. 1971 . 129 Glassey, C.R...Huang, C.C., I. Vertinsky, W.T. Ziemba, ’Sharp bounds on the value of perfect information", OR 25, pp. 128-139, 1977. [37 Kall , P., ’Computational... 1971 . [701 Ziemba, W.T., *Computational algorithms for convex stochastic programs with simple recourse", OR 8, pp. 414-431, 1970. 131 UNCLASSI FIED

Geometric convex cone volume analysis

NASA Astrophysics Data System (ADS)

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

2016-05-01

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

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

PubMed

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

2013-11-01

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

Global stability of plane Couette flow beyond the energy stability limit

NASA Astrophysics Data System (ADS)

Fuentes, Federico; Goluskin, David

2017-11-01

This talk will present computations verifying that the laminar state of plane Couette flow is nonlinearly stable to all perturbations. The Reynolds numbers up to which this globally stability is verified are larger than those at which stability can be proven by the energy method, which is the typical method for demonstrating nonlinear stability of a fluid flow. This improvement is achieved by constructing Lyapunov functions that are more general than the energy. These functions are not restricted to being quadratic, and they are allowed to depend explicitly on the spectrum of the velocity field in the eigenbasis of the energy stability operator. The optimal choice of such a Lyapunov function is a convex optimization problem, and it can be constructed with computer assistance by solving a semidefinite program. This general method will be described in a companion talk by David Goluskin; the present talk focuses on its application to plane Couette flow.

Second-Order Two-Sided Estimates in Nonlinear Elliptic Problems

NASA Astrophysics Data System (ADS)

Cianchi, Andrea; Maz'ya, Vladimir G.

2018-05-01

Best possible second-order regularity is established for solutions to p-Laplacian type equations with {p \\in (1, ∞)} and a square-integrable right-hand side. Our results provide a nonlinear counterpart of the classical L 2-coercivity theory for linear problems, which is missing in the existing literature. Both local and global estimates are obtained. The latter apply to solutions to either Dirichlet or Neumann boundary value problems. Minimal regularity on the boundary of the domain is required, although our conclusions are new even for smooth domains. If the domain is convex, no regularity of its boundary is needed at all.

Revisiting separation properties of convex fuzzy sets

USDA-ARS?s Scientific Manuscript database

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

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

PubMed

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

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

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

NASA Astrophysics Data System (ADS)

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

2017-11-01

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

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…

Graph Design via Convex Optimization: Online and Distributed Perspectives

NASA Astrophysics Data System (ADS)

Meng, De

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

Airfoil

DOEpatents

Ristau, Neil; Siden, Gunnar Leif

2015-07-21

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

FMCSA’s advanced system testing utilizing a data acquisition system on the highways (FAST DASH) safety technology evaluation project #3 : novel convex mirrors : technology brief.

DOT National Transportation Integrated Search

2016-11-01

The Federal Motor Carrier Safety Administration (FMCSA) established the FAST DASH program to perform efficient independent evaluations of promising safety technologies aimed at commercial vehicle operations. In this third FAST DASH safety technology ...

Free boundary problems in shock reflection/diffraction and related transonic flow problems

PubMed Central

Chen, Gui-Qiang; Feldman, Mikhail

2015-01-01

Shock waves are steep wavefronts that are fundamental in nature, especially in high-speed fluid flows. When a shock hits an obstacle, or a flying body meets a shock, shock reflection/diffraction phenomena occur. In this paper, we show how several long-standing shock reflection/diffraction problems can be formulated as free boundary problems, discuss some recent progress in developing mathematical ideas, approaches and techniques for solving these problems, and present some further open problems in this direction. In particular, these shock problems include von Neumann's problem for shock reflection–diffraction by two-dimensional wedges with concave corner, Lighthill's problem for shock diffraction by two-dimensional wedges with convex corner, and Prandtl-Meyer's problem for supersonic flow impinging onto solid wedges, which are also fundamental in the mathematical theory of multidimensional conservation laws. PMID:26261363

North America Wound, Ostomy, and Continence and Enterostomal Therapy Nurses Current Ostomy Care Practice Related to Peristomal Skin Issues.

PubMed

Colwell, Janice C; McNichol, Laurie; Boarini, Joy

The purpose of this study was to describe the practice of 796 ostomy nurses in North America in 2014 related to peristomal skin issues. Descriptive study. Participants were 796 wound, ostomy, and continence (WOC) and enterostomal therapy (ET) nurses currently practicing in the United States or Canada and caring for patients with ostomies. The collection of data occurred in conjunction with an educational program on peristomal skin complications and practice issues and solicited the participant's perception on the incidence and frequency of peristomal skin issues as well as on practice patterns. Participants attended an educational program. They were also asked to anonymously respond to multiple-choice questions on ostomy care management via an audience response system followed by discussion of each item and their responses. This descriptive study reports on the answers to the questions as well as the pertinent discussion points. Participants estimated that approximately 77.70% of their patients developed peristomal skin issues. The most commonly encountered problem was irritant contact dermatitis (peristomal moisture-associated skin damage). Contributing factors were inappropriate use of a pouching system owing to lack of follow-up after hospital discharge. Reported interventions for the prevention and management of peristomal skin issues included preoperative stoma site marking, use of a convex pouching system, and barrier rings. However, subsequent discussion revealed that the frequency of use of these products varied considerably. Participants identified shortened hospital stays, absence of preoperative stoma marking, and limited outpatient follow-up as contributing to development of peristomal skin problems. WOC and ET nurses estimate that more than three-quarters of persons living with an ostomy develop peristomal skin problems. Multiple interventions for managing these problems were identified, but some variability in management approaches emerged.

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

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

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

2016-04-18

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

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

PubMed

Goldreich, Daniel; Peterson, Mary A

2012-01-01

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

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

DOE PAGES

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

2016-02-01

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

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

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

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

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

Tracking cells in Life Cell Imaging videos using topological alignments.

PubMed

Mosig, Axel; Jäger, Stefan; Wang, Chaofeng; Nath, Sumit; Ersoy, Ilker; Palaniappan, Kannap-pan; Chen, Su-Shing

2009-07-16

With the increasing availability of live cell imaging technology, tracking cells and other moving objects in live cell videos has become a major challenge for bioimage informatics. An inherent problem for most cell tracking algorithms is over- or under-segmentation of cells - many algorithms tend to recognize one cell as several cells or vice versa. We propose to approach this problem through so-called topological alignments, which we apply to address the problem of linking segmentations of two consecutive frames in the video sequence. Starting from the output of a conventional segmentation procedure, we align pairs of consecutive frames through assigning sets of segments in one frame to sets of segments in the next frame. We achieve this through finding maximum weighted solutions to a generalized "bipartite matching" between two hierarchies of segments, where we derive weights from relative overlap scores of convex hulls of sets of segments. For solving the matching task, we rely on an integer linear program. Practical experiments demonstrate that the matching task can be solved efficiently in practice, and that our method is both effective and useful for tracking cells in data sets derived from a so-called Large Scale Digital Cell Analysis System (LSDCAS). The source code of the implementation is available for download from http://www.picb.ac.cn/patterns/Software/topaln.

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

NASA Astrophysics Data System (ADS)

Zu, Yue

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

A Modified Artificial Bee Colony Algorithm Application for Economic Environmental Dispatch

NASA Astrophysics Data System (ADS)

Tarafdar Hagh, M.; Baghban Orandi, Omid

2018-03-01

In conventional fossil-fuel power systems, the economic environmental dispatch (EED) problem is a major problem that optimally determines the output power of generating units in a way that cost of total production and emission level be minimized simultaneously, and at the same time all the constraints of units and system are satisfied properly. To solve EED problem which is a non-convex optimization problem, a modified artificial bee colony (MABC) algorithm is proposed in this paper. This algorithm by implementing weighted sum method is applied on two test systems, and eventually, obtained results are compared with other reported results. Comparison of results confirms superiority and efficiency of proposed method clearly.

New displacement-based methods for optimal truss topology design

NASA Technical Reports Server (NTRS)

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

1991-01-01

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

Design of Composite Hip Prostheses Considering the Long-Term Behavior of the Femur

NASA Astrophysics Data System (ADS)

Lim, Jong Wan; Jeong, Jae Youn; Ha, Sung Kyu

A design method for the hip prosthesis is proposed which can alleviate problems associated with stress shielding, proximal loosening and the high stress of bone-implant interfaces after total hip replacement. The stress shielding which may lead to bone resorption, can cause a loosening of the stem and a fracture of femoral bone. Generally the composites were more suitable for hip prosthesis material in the long-term stability than metallic alloy because design cases of composite materials produced less stress shielding than titanium alloy. A bone remodeling algorithm was implemented in a nonlinear finite element program to predict the long-term performance of the hip prosthesis. The three neck shapes and three cross sections of composite hip were examined. It was found that the stress concentration in the distal region of the titanium stem which may cause the patient's thigh pains was reduced using composite material. The head neck shape was closely related with the cortical bone resorption and the cancellous bone apposition at proximal region whereas the cross-section was closely related with the relative micromotion between interfaces. The convex head neck type with the quadrangle cross-section produced less subsidence at proximal region on the medial side than the others. For all composite material cases, the cancellous bone apposition occurred at partial interfaces, which may result in a stable bio-fixation. The design performances of the convex neck head type with the hexagonal cross-section designed to insure the long-term stability were found to be more suitable than the others.

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

NASA Astrophysics Data System (ADS)

Panicker, Rahul Alex

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

Steven J. Ostro: Pioneer in Asteroid Lightcurve Inversion

NASA Astrophysics Data System (ADS)

Harris, Alan W.

2009-09-01

In 1906, Henry Norris Russell wrote a landmark paper (Astrophys. J. 24, 1-18, 1906) that set the field of lightcurve inversion back by more than three quarters of a century, until Steve Ostro and Robert Connolly published a paper on "convex profile inversion” (Icarus 57, 443-463, 1984). Russell's stifling contribution was innocent enough, and entirely correct: he showed that with "two cans of paint", one can decorate any arbitrarily shaped body in an infinite number of ways to yield any particular lightcurve, even, for example, a cigar shape that is brightest viewed end-on. This sufficed to discourage serious mathematical attack on the problem until Ostro & Connolly's landmark paper of 1984. They showed that if you have only "one can of paint", that is, in the absence of albedo variegation, the problem is tractable and one can make remarkable progress in lightcurve inversion to obtain shapes, or at least the "convex profile” of the real shape. As we now know, nature appears to have only one can of paint (per asteroid), that is, asteroids seem to paint themselves grey so that the uniform reflectivity assumption is quite excellent. Both radar and optical lightcurve inversion techniques are now quite mature, thanks to Steve's pioneering insights.

Blind image fusion for hyperspectral imaging with the directional total variation

NASA Astrophysics Data System (ADS)

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

2018-04-01

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

EEG Dynamics Reflect the Distinct Cognitive Process of Optic Problem Solving

PubMed Central

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

2012-01-01

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

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

PubMed

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

2018-01-01

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

On the Convergence Analysis of the Optimized Gradient Method.

PubMed

Kim, Donghwan; Fessler, Jeffrey A

2017-01-01

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

On the Convergence Analysis of the Optimized Gradient Method

PubMed Central

Kim, Donghwan; Fessler, Jeffrey A.

2016-01-01

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

JPEG2000-coded image error concealment exploiting convex sets projections.

PubMed

Atzori, Luigi; Ginesu, Giaime; Raccis, Alessio

2005-04-01

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

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

Liu, L; Han, Y; Jin, M

Purpose: To develop an iterative reconstruction method for X-ray CT, in which the reconstruction can quickly converge to the desired solution with much reduced projection views. Methods: The reconstruction is formulated as a convex feasibility problem, i.e. the solution is an intersection of three convex sets: 1) data fidelity (DF) set – the L2 norm of the difference of observed projections and those from the reconstructed image is no greater than an error bound; 2) non-negativity of image voxels (NN) set; and 3) piecewise constant (PC) set - the total variation (TV) of the reconstructed image is no greater thanmore » an upper bound. The solution can be found by applying projection onto convex sets (POCS) sequentially for these three convex sets. Specifically, the algebraic reconstruction technique and setting negative voxels as zero are used for projection onto the DF and NN sets, respectively, while the projection onto the PC set is achieved by solving a standard Rudin, Osher, and Fatemi (ROF) model. The proposed method is named as full sequential POCS (FS-POCS), which is tested using the Shepp-Logan phantom and the Catphan600 phantom and compared with two similar algorithms, TV-POCS and CP-TV. Results: Using the Shepp-Logan phantom, the root mean square error (RMSE) of reconstructed images changing along with the number of iterations is used as the convergence measurement. In general, FS- POCS converges faster than TV-POCS and CP-TV, especially with fewer projection views. FS-POCS can also achieve accurate reconstruction of cone-beam CT of the Catphan600 phantom using only 54 views, comparable to that of FDK using 364 views. Conclusion: We developed an efficient iterative reconstruction for sparse-view CT using full sequential POCS. The simulation and physical phantom data demonstrated the computational efficiency and effectiveness of FS-POCS.« less

Effects of shielding coatings on the anode shaping process during counter-rotating electrochemical machining

NASA Astrophysics Data System (ADS)

Wang, Dengyong; Zhu, Zengwei; Wang, Ningfeng; Zhu, Di

2016-09-01

Electrochemical machining (ECM) has been widely used in the aerospace, automotive, defense and medical industries for its many advantages over traditional machining methods. However, the machining accuracy in ECM is to a great extent limited by the stray corrosion of the unwanted material removal. Many attempts have been made to improve the ECM accuracy, such as the use of a pulse power, passivating electrolytes and auxiliary electrodes. However, they are sometimes insufficient for the reduction of the stray removal and have their limitations in many cases. To solve the stray corrosion problem in CRECM, insulating and conductive coatings are respectively used. The different implement processes of the two kinds of coatings are introduced. The effects of the two kinds of shielding coatings on the anode shaping process are investigated. Numerical simulations and experiments are conducted for the comparison of the two coatings. The simulation and experimental results show that both the two kinds of coatings are valid for the reduction of stray corrosion on the top surface of the convex structure. However, for insulating coating, the convex sidewall becomes concave when the height of the convex structure is over 1.26 mm. In addition, it is easy to peel off by the high-speed electrolyte. In contrast, the conductive coating has a strong adhesion, and can be well reserved during the whole machining process. The convex structure fabricated by using a conductive iron coating layer presents a favorable sidewall profile. It is concluded that the conductive coating is more effective for the improvement of the machining quality in CRECM. The proposed shielding coatings can also be employed to reduce the stray corrosion in other schemes of ECM.

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

PubMed

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

2013-01-01

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

Human performance on visually presented Traveling Salesman problems.

PubMed

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

2001-01-01

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

The perception of minimal structures: performance on open and closed versions of visually presented Euclidean travelling salesperson problems.

PubMed

Vickers, Douglas; Bovet, Pierre; Lee, Michael D; Hughes, Peter

2003-01-01

The planar Euclidean version of the travelling salesperson problem (TSP) requires finding a tour of minimal length through a two-dimensional set of nodes. Despite the computational intractability of the TSP, people can produce rapid, near-optimal solutions to visually presented versions of such problems. To explain this, MacGregor et al (1999, Perception 28 1417-1428) have suggested that people use a global-to-local process, based on a perceptual tendency to organise stimuli into convex figures. We review the evidence for this idea and propose an alternative, local-to-global hypothesis, based on the detection of least distances between the nodes in an array. We present the results of an experiment in which we examined the relationships between three objective measures and performance measures of optimality and response uncertainty in tasks requiring participants to construct a closed tour or an open path. The data are not well accounted for by a process based on the convex hull. In contrast, results are generally consistent with a locally focused process based initially on the detection of nearest-neighbour clusters. Individual differences are interpreted in terms of a hierarchical process of constructing solutions, and the findings are related to a more general analysis of the role of nearest neighbours in the perception of structure and motion.

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

PubMed

Wen, Jiaqiang; Shi, Yufeng

2017-01-01

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

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

NASA Technical Reports Server (NTRS)

Jones, Mark T.; Patrick, Merrell L.

1989-01-01

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

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

PubMed

Wang, Xinghu; Hong, Yiguang; Ji, Haibo

2016-07-01

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

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

DTIC Science & Technology

1982-12-21

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

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

Azunre, P.

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

How river rocks round: resolving the shape-size paradox.

PubMed

Domokos, Gabor; Jerolmack, Douglas J; Sipos, Andras Á; Török, Akos

2014-01-01

River-bed sediments display two universal downstream trends: fining, in which particle size decreases; and rounding, where pebble shapes evolve toward ellipsoids. Rounding is known to result from transport-induced abrasion; however many researchers argue that the contribution of abrasion to downstream fining is negligible. This presents a paradox: downstream shape change indicates substantial abrasion, while size change apparently rules it out. Here we use laboratory experiments and numerical modeling to show quantitatively that pebble abrasion is a curvature-driven flow problem. As a consequence, abrasion occurs in two well-separated phases: first, pebble edges rapidly round without any change in axis dimensions until the shape becomes entirely convex; and second, axis dimensions are then slowly reduced while the particle remains convex. Explicit study of pebble shape evolution helps resolve the shape-size paradox by reconciling discrepancies between laboratory and field studies, and enhances our ability to decipher the transport history of a river rock.

Enhanced robust finite-time passivity for Markovian jumping discrete-time BAM neural networks with leakage delay.

PubMed

Sowmiya, C; Raja, R; Cao, Jinde; Rajchakit, G; Alsaedi, Ahmed

2017-01-01

This paper is concerned with the problem of enhanced results on robust finite-time passivity for uncertain discrete-time Markovian jumping BAM delayed neural networks with leakage delay. By implementing a proper Lyapunov-Krasovskii functional candidate, the reciprocally convex combination method together with linear matrix inequality technique, several sufficient conditions are derived for varying the passivity of discrete-time BAM neural networks. An important feature presented in our paper is that we utilize the reciprocally convex combination lemma in the main section and the relevance of that lemma arises from the derivation of stability by using Jensen's inequality. Further, the zero inequalities help to propose the sufficient conditions for finite-time boundedness and passivity for uncertainties. Finally, the enhancement of the feasible region of the proposed criteria is shown via numerical examples with simulation to illustrate the applicability and usefulness of the proposed method.

How River Rocks Round: Resolving the Shape-Size Paradox

PubMed Central

Domokos, Gabor; Jerolmack, Douglas J.; Sipos, Andras Á.; Török, Ákos

2014-01-01

River-bed sediments display two universal downstream trends: fining, in which particle size decreases; and rounding, where pebble shapes evolve toward ellipsoids. Rounding is known to result from transport-induced abrasion; however many researchers argue that the contribution of abrasion to downstream fining is negligible. This presents a paradox: downstream shape change indicates substantial abrasion, while size change apparently rules it out. Here we use laboratory experiments and numerical modeling to show quantitatively that pebble abrasion is a curvature-driven flow problem. As a consequence, abrasion occurs in two well-separated phases: first, pebble edges rapidly round without any change in axis dimensions until the shape becomes entirely convex; and second, axis dimensions are then slowly reduced while the particle remains convex. Explicit study of pebble shape evolution helps resolve the shape-size paradox by reconciling discrepancies between laboratory and field studies, and enhances our ability to decipher the transport history of a river rock. PMID:24533132

A Novel Gradient Vector Flow Snake Model Based on Convex Function for Infrared Image Segmentation

PubMed Central

Zhang, Rui; Zhu, Shiping; Zhou, Qin

2016-01-01

Infrared image segmentation is a challenging topic because infrared images are characterized by high noise, low contrast, and weak edges. Active contour models, especially gradient vector flow, have several advantages in terms of infrared image segmentation. However, the GVF (Gradient Vector Flow) model also has some drawbacks including a dilemma between noise smoothing and weak edge protection, which decrease the effect of infrared image segmentation significantly. In order to solve this problem, we propose a novel generalized gradient vector flow snakes model combining GGVF (Generic Gradient Vector Flow) and NBGVF (Normally Biased Gradient Vector Flow) models. We also adopt a new type of coefficients setting in the form of convex function to improve the ability of protecting weak edges while smoothing noises. Experimental results and comparisons against other methods indicate that our proposed snakes model owns better ability in terms of infrared image segmentation than other snakes models. PMID:27775660

Monotone viable trajectories for functional differential inclusions

NASA Astrophysics Data System (ADS)

Haddad, Georges

This paper is a study on functional differential inclusions with memory which represent the multivalued version of retarded functional differential equations. The main result gives a necessary and sufficient equations. The main result gives a necessary and sufficient condition ensuring the existence of viable trajectories; that means trajectories remaining in a given nonempty closed convex set defined by given constraints the system must satisfy to be viable. Some motivations for this paper can be found in control theory where F( t, φ) = { f( t, φ, u)} uɛU is the set of possible velocities of the system at time t, depending on the past history represented by the function φ and on a control u ranging over a set U of controls. Other motivations can be found in planning procedures in microeconomics and in biological evolutions where problems with memory do effectively appear in a multivalued version. All these models require viability constraints represented by a closed convex set.

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

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

DallAnese, Emiliano; Baker, Kyri; Summers, Tyler

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

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

PubMed

Konkle, Justin J; Goodwill, Patrick W; Hensley, Daniel W; Orendorff, Ryan D; Lustig, Michael; Conolly, Steven M

2015-01-01

Magnetic Particle Imaging (mpi) is an emerging imaging modality with exceptional promise for clinical applications in rapid angiography, cell therapy tracking, cancer imaging, and inflammation imaging. Recent publications have demonstrated quantitative mpi across rat sized fields of view with x-space reconstruction methods. Critical to any medical imaging technology is the reliability and accuracy of image reconstruction. Because the average value of the mpi signal is lost during direct-feedthrough signal filtering, mpi reconstruction algorithms must recover this zero-frequency value. Prior x-space mpi recovery techniques were limited to 1d approaches which could introduce artifacts when reconstructing a 3d image. In this paper, we formulate x-space reconstruction as a 3d convex optimization problem and apply robust a priori knowledge of image smoothness and non-negativity to reduce non-physical banding and haze artifacts. We conclude with a discussion of the powerful extensibility of the presented formulation for future applications.

Generalized Bregman distances and convergence rates for non-convex regularization methods

NASA Astrophysics Data System (ADS)

Grasmair, Markus

2010-11-01

We generalize the notion of Bregman distance using concepts from abstract convexity in order to derive convergence rates for Tikhonov regularization with non-convex regularization terms. In particular, we study the non-convex regularization of linear operator equations on Hilbert spaces, showing that the conditions required for the application of the convergence rates results are strongly related to the standard range conditions from the convex case. Moreover, we consider the setting of sparse regularization, where we show that a rate of order δ1/p holds, if the regularization term has a slightly faster growth at zero than |t|p.

First Evaluation of the New Thin Convex Probe Endobronchial Ultrasound Scope: A Human Ex Vivo Lung Study.

PubMed

Patel, Priya; Wada, Hironobu; Hu, Hsin-Pei; Hirohashi, Kentaro; Kato, Tatsuya; Ujiie, Hideki; Ahn, Jin Young; Lee, Daiyoon; Geddie, William; Yasufuku, Kazuhiro

2017-04-01

Endobronchial ultrasonography (EBUS)-guided transbronchial needle aspiration allows for sampling of mediastinal lymph nodes. The external diameter, rigidity, and angulation of the convex probe EBUS renders limited accessibility. This study compares the accessibility and transbronchial needle aspiration capability of the prototype thin convex probe EBUS against the convex probe EBUS in human ex vivo lungs rejected for transplant. The prototype thin convex probe EBUS (BF-Y0055; Olympus, Tokyo, Japan) with a thinner tip (5.9 mm), greater upward angle (170 degrees), and decreased forward oblique direction of view (20 degrees) was compared with the current convex probe EBUS (6.9-mm tip, 120 degrees, and 35 degrees, respectively). Accessibility and transbronchial needle aspiration capability was assessed in ex vivo human lungs declined for lung transplant. The distance of maximum reach and sustainable endoscopic limit were measured. Transbronchial needle aspiration capability was assessed using the prototype 25G aspiration needle in segmental lymph nodes. In all evaluated lungs (n = 5), the thin convex probe EBUS demonstrated greater reach and a higher success rate, averaging 22.1 mm greater maximum reach and 10.3 mm further endoscopic visibility range than convex probe EBUS, and could assess selectively almost all segmental bronchi (98% right, 91% left), demonstrating nearly twice the accessibility as the convex probe EBUS (48% right, 47% left). The prototype successfully enabled cytologic assessment of subsegmental lymph nodes with adequate quality using the dedicated 25G aspiration needle. Thin convex probe EBUS has greater accessibility to peripheral airways in human lungs and is capable of sampling segmental lymph nodes using the aspiration needle. That will allow for more precise assessment of N1 nodes and, possibly, intrapulmonary lesions normally inaccessible to the conventional convex probe EBUS. Copyright © 2017 The Society of Thoracic Surgeons. Published by Elsevier Inc. All rights reserved.

Guidance and control of swarms of spacecraft

NASA Astrophysics Data System (ADS)

Morgan, Daniel James

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

Radius of convexity of a certain class of close-to-convex functions

NASA Astrophysics Data System (ADS)

Yahya, Abdullah; Soh, Shaharuddin Cik

2017-11-01

In the present paper, we consider and investigate a certain class of close-to-convex functions that defined in the unit disk, U = {z : |z| < 1}, which denotes as Re { ei αz/f '(z ) f (z )-f (-z ) } >δ where |α| < π, cos (α) > δ and 0 δ <1. Furthermore, we obtain preliminary result for bound f'(z) and determine result for radius of convexity.

Convex Graph Invariants

DTIC Science & Technology

2010-12-02

Motzkin, T. and Straus, E. (1965). Maxima for graphs and a new proof of a theorem of Turan . Canad. J. Math. 17 533–540. [33] Rendl, F. and Sotirov, R...Convex Graph Invariants Venkat Chandrasekaran, Pablo A . Parrilo, and Alan S. Willsky ∗ Laboratory for Information and Decision Systems Department of...this paper we study convex graph invariants, which are graph invariants that are convex functions of the adjacency matrix of a graph. Some examples

Allometric relationships between traveltime channel networks, convex hulls, and convexity measures

NASA Astrophysics Data System (ADS)

Tay, Lea Tien; Sagar, B. S. Daya; Chuah, Hean Teik

2006-06-01

The channel network (S) is a nonconvex set, while its basin [C(S)] is convex. We remove open-end points of the channel connectivity network iteratively to generate a traveltime sequence of networks (Sn). The convex hulls of these traveltime networks provide an interesting topological quantity, which has not been noted thus far. We compute lengths of shrinking traveltime networks L(Sn) and areas of corresponding convex hulls C(Sn), the ratios of which provide convexity measures CM(Sn) of traveltime networks. A statistically significant scaling relationship is found for a model network in the form L(Sn) ˜ A[C(Sn)]0.57. From the plots of the lengths of these traveltime networks and the areas of their corresponding convex hulls as functions of convexity measures, new power law relations are derived. Such relations for a model network are CM(Sn) ˜ ? and CM(Sn) ˜ ?. In addition to the model study, these relations for networks derived from seven subbasins of Cameron Highlands region of Peninsular Malaysia are provided. Further studies are needed on a large number of channel networks of distinct sizes and topologies to understand the relationships of these new exponents with other scaling exponents that define the scaling structure of river networks.

Gorlin-Goltz syndrome.

PubMed

Kohli, Munish; Kohli, Monica; Sharma, Naresh; Siddiqui, Saif Rauf; Tulsi, S P S

2010-01-01

Gorlin-Goltz syndrome is an inherited autosomal dominant disorder with complete penetrance and extreme variable expressivity. The authors present a case of an 11-year-old girl with typical features of Gorlin-Goltz syndrome with special respect to medical and dental problems which include multiple bony cage deformities like spina bifida with scoliosis having convexity to the left side, presence of an infantile uterus and multiple odonogenic keratocysts in the maxillofacial region.

Intelligent Distributed Systems

DTIC Science & Technology

2015-10-23

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

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

NASA Technical Reports Server (NTRS)

Ortiz, Francisco

2004-01-01

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

CPU timing routines for a CONVEX C220 computer system

NASA Technical Reports Server (NTRS)

Bynum, Mary Ann

1989-01-01

The timing routines available on the CONVEX C220 computer system in the Structural Mechanics Division (SMD) at NASA Langley Research Center are examined. The function of the timing routines, the use of the timing routines in sequential, parallel, and vector code, and the interpretation of the results from the timing routines with respect to the CONVEX model of computing are described. The timing routines available on the SMD CONVEX fall into two groups. The first group includes standard timing routines generally available with UNIX 4.3 BSD operating systems, while the second group includes routines unique to the SMD CONVEX. The standard timing routines described in this report are /bin/csh time,/bin/time, etime, and ctime. The routines unique to the SMD CONVEX are getinfo, second, cputime, toc, and a parallel profiling package made up of palprof, palinit, and palsum.

Decomposition method for zonal resource allocation problems in telecommunication networks

NASA Astrophysics Data System (ADS)

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

2016-11-01

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

On Viviani's Theorem and Its Extensions

ERIC Educational Resources Information Center

Abboud, Elias

2010-01-01

Viviani's theorem states that the sum of distances from any point inside an equilateral triangle to its sides is constant. Here, in an extension of this result, we show, using linear programming, that any convex polygon can be divided into parallel line segments on which the sum of the distances to the sides of the polygon is constant. Let us say…

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

PubMed

Wang, Lan; Kim, Yongdai; Li, Runze

2013-10-01

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

CALIBRATING NON-CONVEX PENALIZED REGRESSION IN ULTRA-HIGH DIMENSION

PubMed Central

Wang, Lan; Kim, Yongdai; Li, Runze

2014-01-01

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

The transition of a real-time single-rotor helicopter simulation program to a supercomputer

NASA Technical Reports Server (NTRS)

Martinez, Debbie

1995-01-01

This report presents the conversion effort and results of a real-time flight simulation application transition to a CONVEX supercomputer. Enclosed is a detailed description of the conversion process and a brief description of the Langley Research Center's (LaRC) flight simulation application program structure. Currently, this simulation program may be configured to represent Sikorsky S-61 helicopter (a five-blade, single-rotor, commercial passenger-type helicopter) or an Army Cobra helicopter (either the AH-1 G or AH-1 S model). This report refers to the Sikorsky S-61 simulation program since it is the most frequently used configuration.

Usefulness of the convexity apparent hyperperfusion sign in 123I-iodoamphetamine brain perfusion SPECT for the diagnosis of idiopathic normal pressure hydrocephalus.

PubMed

Ohmichi, Takuma; Kondo, Masaki; Itsukage, Masahiro; Koizumi, Hidetaka; Matsushima, Shigenori; Kuriyama, Nagato; Ishii, Kazunari; Mori, Etsuro; Yamada, Kei; Mizuno, Toshiki; Tokuda, Takahiko

2018-03-16

OBJECTIVE The gold standard for the diagnosis of idiopathic normal pressure hydrocephalus (iNPH) is the CSF removal test. For elderly patients, however, a less invasive diagnostic method is required. On MRI, high-convexity tightness was reported to be an important finding for the diagnosis of iNPH. On SPECT, patients with iNPH often show hyperperfusion of the high-convexity area. The authors tested 2 hypotheses regarding the SPECT finding: 1) it is relative hyperperfusion reflecting the increased gray matter density of the convexity, and 2) it is useful for the diagnosis of iNPH. The authors termed the SPECT finding the convexity apparent hyperperfusion (CAPPAH) sign. METHODS Two clinical studies were conducted. In study 1, SPECT was performed for 20 patients suspected of having iNPH, and regional cerebral blood flow (rCBF) of the high-convexity area was examined using quantitative analysis. Clinical differences between patients with the CAPPAH sign (CAP) and those without it (NCAP) were also compared. In study 2, the CAPPAH sign was retrospectively assessed in 30 patients with iNPH and 19 healthy controls using SPECT images and 3D stereotactic surface projection. RESULTS In study 1, rCBF of the high-convexity area of the CAP group was calculated as 35.2-43.7 ml/min/100 g, which is not higher than normal values of rCBF determined by SPECT. The NCAP group showed lower cognitive function and weaker responses to the removal of CSF than the CAP group. In study 2, the CAPPAH sign was positive only in patients with iNPH (24/30) and not in controls (sensitivity 80%, specificity 100%). The coincidence rate between tight high convexity on MRI and the CAPPAH sign was very high (28/30). CONCLUSIONS Patients with iNPH showed hyperperfusion of the high-convexity area on SPECT; however, the presence of the CAPPAH sign did not indicate real hyperperfusion of rCBF in the high-convexity area. The authors speculated that patients with iNPH without the CAPPAH sign, despite showing tight high convexity on MRI, might have comorbidities such as Alzheimer's disease.

A centre-free approach for resource allocation with lower bounds

NASA Astrophysics Data System (ADS)

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

2017-09-01

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

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

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

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

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

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

NASA Astrophysics Data System (ADS)

Xu, Jingyan; Noo, Frédéric

2017-09-01

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

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

NASA Astrophysics Data System (ADS)

Li, Xiao; Scaglione, Anna

2013-11-01

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

Constrained Optimal Transport

NASA Astrophysics Data System (ADS)

Ekren, Ibrahim; Soner, H. Mete

2018-03-01

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

Random search optimization based on genetic algorithm and discriminant function

NASA Technical Reports Server (NTRS)

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

1990-01-01

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

Weighted cubic and biharmonic splines

NASA Astrophysics Data System (ADS)

Kvasov, Boris; Kim, Tae-Wan

2017-01-01

In this paper we discuss the design of algorithms for interpolating discrete data by using weighted cubic and biharmonic splines in such a way that the monotonicity and convexity of the data are preserved. We formulate the problem as a differential multipoint boundary value problem and consider its finite-difference approximation. Two algorithms for automatic selection of shape control parameters (weights) are presented. For weighted biharmonic splines the resulting system of linear equations can be efficiently solved by combining Gaussian elimination with successive over-relaxation method or finite-difference schemes in fractional steps. We consider basic computational aspects and illustrate main features of this original approach.

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

Burke, J.V.

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

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

NASA Astrophysics Data System (ADS)

Chen, Xiang; Zhang, Xiong; Jia, Zupeng

2017-06-01

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

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

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

Ross, R.S.

1989-06-01

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

Experimental evaluation of the certification-trail method

NASA Technical Reports Server (NTRS)

Sullivan, Gregory F.; Wilson, Dwight S.; Masson, Gerald M.; Itoh, Mamoru; Smith, Warren W.; Kay, Jonathan S.

1993-01-01

Certification trails are a recently introduced and promising approach to fault-detection and fault-tolerance. A comprehensive attempt to assess experimentally the performance and overall value of the method is reported. The method is applied to algorithms for the following problems: huffman tree, shortest path, minimum spanning tree, sorting, and convex hull. Our results reveal many cases in which an approach using certification-trails allows for significantly faster overall program execution time than a basic time redundancy-approach. Algorithms for the answer-validation problem for abstract data types were also examined. This kind of problem provides a basis for applying the certification-trail method to wide classes of algorithms. Answer-validation solutions for two types of priority queues were implemented and analyzed. In both cases, the algorithm which performs answer-validation is substantially faster than the original algorithm for computing the answer. Next, a probabilistic model and analysis which enables comparison between the certification-trail method and the time-redundancy approach were presented. The analysis reveals some substantial and sometimes surprising advantages for ther certification-trail method. Finally, the work our group performed on the design and implementation of fault injection testbeds for experimental analysis of the certification trail technique is discussed. This work employs two distinct methodologies, software fault injection (modification of instruction, data, and stack segments of programs on a Sun Sparcstation ELC and on an IBM 386 PC) and hardware fault injection (control, address, and data lines of a Motorola MC68000-based target system pulsed at logical zero/one values). Our results indicate the viability of the certification trail technique. It is also believed that the tools developed provide a solid base for additional exploration.

A Path Algorithm for Constrained Estimation

PubMed Central

Zhou, Hua; Lange, Kenneth

2013-01-01

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

Data-Driven Engineering of Social Dynamics: Pattern Matching and Profit Maximization

PubMed Central

Peng, Huan-Kai; Lee, Hao-Chih; Pan, Jia-Yu; Marculescu, Radu

2016-01-01

In this paper, we define a new problem related to social media, namely, the data-driven engineering of social dynamics. More precisely, given a set of observations from the past, we aim at finding the best short-term intervention that can lead to predefined long-term outcomes. Toward this end, we propose a general formulation that covers two useful engineering tasks as special cases, namely, pattern matching and profit maximization. By incorporating a deep learning model, we derive a solution using convex relaxation and quadratic-programming transformation. Moreover, we propose a data-driven evaluation method in place of the expensive field experiments. Using a Twitter dataset, we demonstrate the effectiveness of our dynamics engineering approach for both pattern matching and profit maximization, and study the multifaceted interplay among several important factors of dynamics engineering, such as solution validity, pattern-matching accuracy, and intervention cost. Finally, the method we propose is general enough to work with multi-dimensional time series, so it can potentially be used in many other applications. PMID:26771830

Structural optimization of an alternate design for the Space Shuttle solid rocket booster field joint

NASA Technical Reports Server (NTRS)

Barthelemy, Jean-Francois M.; Rogers, James L., Jr.; Chang, Kwan J.

1987-01-01

A structural optimization procedure is used to determine the shape of an alternate design for the Shuttle's solid rocket booster field joint. In contrast to the tang and clevis design of the existing joint, this alternate design consists of two flanges bolted together. Configurations with 150 studs of 1 1/8 in diameter and 135 studs of 1 3/16 in diameter are considered. Using a nonlinear programming procedure, the joint weight is minimized under constraints on either von Mises or maximum normal stresses, joint opening and geometry. The procedure solves the design problem by replacing it by a sequence of approximate (convex) subproblems; the pattern of contact between the joint halves is determined every few cycles by a nonlinear displacement analysis. The minimum weight design has 135 studs of 1 3/16 in diameter and is designed under constraints on normal stresses. It weighs 1144 lb per joint more than the current tang and clevis design.

Data-Driven Engineering of Social Dynamics: Pattern Matching and Profit Maximization.

PubMed

Peng, Huan-Kai; Lee, Hao-Chih; Pan, Jia-Yu; Marculescu, Radu

2016-01-01

In this paper, we define a new problem related to social media, namely, the data-driven engineering of social dynamics. More precisely, given a set of observations from the past, we aim at finding the best short-term intervention that can lead to predefined long-term outcomes. Toward this end, we propose a general formulation that covers two useful engineering tasks as special cases, namely, pattern matching and profit maximization. By incorporating a deep learning model, we derive a solution using convex relaxation and quadratic-programming transformation. Moreover, we propose a data-driven evaluation method in place of the expensive field experiments. Using a Twitter dataset, we demonstrate the effectiveness of our dynamics engineering approach for both pattern matching and profit maximization, and study the multifaceted interplay among several important factors of dynamics engineering, such as solution validity, pattern-matching accuracy, and intervention cost. Finally, the method we propose is general enough to work with multi-dimensional time series, so it can potentially be used in many other applications.

Optimal bounds and extremal trajectories for time averages in dynamical systems

NASA Astrophysics Data System (ADS)

Tobasco, Ian; Goluskin, David; Doering, Charles

2017-11-01

For systems governed by differential equations it is natural to seek extremal solution trajectories, maximizing or minimizing the long-time average of a given quantity of interest. A priori bounds on optima can be proved by constructing auxiliary functions satisfying certain point-wise inequalities, the verification of which does not require solving the underlying equations. We prove that for any bounded autonomous ODE, the problems of finding extremal trajectories on the one hand and optimal auxiliary functions on the other are strongly dual in the sense of convex duality. As a result, auxiliary functions provide arbitrarily sharp bounds on optimal time averages. Furthermore, nearly optimal auxiliary functions provide volumes in phase space where maximal and nearly maximal trajectories must lie. For polynomial systems, such functions can be constructed by semidefinite programming. We illustrate these ideas using the Lorenz system, producing explicit volumes in phase space where extremal trajectories are guaranteed to reside. Supported by NSF Award DMS-1515161, Van Loo Postdoctoral Fellowships, and the John Simon Guggenheim Foundation.

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

PubMed Central

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

2011-01-01

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

A 'range test' for determining scatterers with unknown physical properties

NASA Astrophysics Data System (ADS)

Potthast, Roland; Sylvester, John; Kusiak, Steven

2003-06-01

We describe a new scheme for determining the convex scattering support of an unknown scatterer when the physical properties of the scatterers are not known. The convex scattering support is a subset of the scatterer and provides information about its location and estimates for its shape. For convex polygonal scatterers the scattering support coincides with the scatterer and we obtain full shape reconstructions. The method will be formulated for the reconstruction of the scatterers from the far field pattern for one or a few incident waves. The method is non-iterative in nature and belongs to the type of recently derived generalized sampling schemes such as the 'no response test' of Luke-Potthast. The range test operates by testing whether it is possible to analytically continue a far field to the exterior of any test domain Omegatest. By intersecting the convex hulls of various test domains we can produce a minimal convex set, the convex scattering support of which must be contained in the convex hull of the support of any scatterer which produces that far field. The convex scattering support is calculated by testing the range of special integral operators for a sampling set of test domains. The numerical results can be used as an approximation for the support of the unknown scatterer. We prove convergence and regularity of the scheme and show numerical examples for sound-soft, sound-hard and medium scatterers. We can apply the range test to non-convex scatterers as well. We can conclude that an Omegatest which passes the range test has a non-empty intersection with the infinity-support (the complement of the unbounded component of the complement of the support) of the true scatterer, but cannot find a minimal set which must be contained therein.

Gorlin-Goltz syndrome

PubMed Central

Kohli, Munish; Kohli, Monica; Sharma, Naresh; Siddiqui, Saif Rauf; Tulsi, S.P.S.

2010-01-01

Gorlin-Goltz syndrome is an inherited autosomal dominant disorder with complete penetrance and extreme variable expressivity. The authors present a case of an 11-year-old girl with typical features of Gorlin-Goltz syndrome with special respect to medical and dental problems which include multiple bony cage deformities like spina bifida with scoliosis having convexity to the left side, presence of an infantile uterus and multiple odonogenic keratocysts in the maxillofacial region. PMID:22442551

SATA Stochastic Algebraic Topology and Applications

DTIC Science & Technology

2017-01-23

Harris et al. Selective sampling after solving a convex problem". arXiv:1609.05609 [ math , stat] (Sept. 2016). arXiv: 1609.05609. 13. Baryshnikov...Functions, Adv. Math . 245, 573-586, 2014. 15. Y. Baryshnikov, Liberzon, Daniel,Robust stability conditions for switched linear systems: Commutator bounds...Consistency via Kernel Estimation, arXiv:1407.5272 [ math , stat] (July 2014) arXiv: 1407.5272. to appear in Bernoulli 18. O.Bobrowski and S.Weinberger

Inversion methods for interpretation of asteroid lightcurves

NASA Technical Reports Server (NTRS)

Kaasalainen, Mikko; Lamberg, L.; Lumme, K.

1992-01-01

We have developed methods of inversion that can be used in the determination of the three-dimensional shape or the albedo distribution of the surface of a body from disk-integrated photometry, assuming the shape to be strictly convex. In addition to the theory of inversion methods, we have studied the practical aspects of the inversion problem and applied our methods to lightcurve data of 39 Laetitia and 16 Psyche.

Duality of caustics in Minkowski billiards

NASA Astrophysics Data System (ADS)

Artstein-Avidan, S.; Florentin, D. I.; Ostrover, Y.; Rosen, D.

2018-04-01

In this paper we study convex caustics in Minkowski billiards. We show that for the Euclidean billiard dynamics in a planar smooth, centrally symmetric, strictly convex body K, for every convex caustic which K possesses, the ‘dual’ billiard dynamics in which the table is the Euclidean unit ball and the geometry that governs the motion is induced by the body K, possesses a dual convex caustic. Such a pair of caustics are dual in a strong sense, and in particular they have the same perimeter, Lazutkin parameter (both measured with respect to the corresponding geometries), and rotation number. We show moreover that for general Minkowski billiards this phenomenon fails, and one can construct a smooth caustic in a Minkowski billiard table which possesses no dual convex caustic.

NAS Parallel Benchmark Results 11-96. 1.0

NASA Technical Reports Server (NTRS)

Bailey, David H.; Bailey, David; Chancellor, Marisa K. (Technical Monitor)

1997-01-01

The NAS Parallel Benchmarks have been developed at NASA Ames Research Center to study the performance of parallel supercomputers. The eight benchmark problems are specified in a "pencil and paper" fashion. In other words, the complete details of the problem to be solved are given in a technical document, and except for a few restrictions, benchmarkers are free to select the language constructs and implementation techniques best suited for a particular system. These results represent the best results that have been reported to us by the vendors for the specific 3 systems listed. In this report, we present new NPB (Version 1.0) performance results for the following systems: DEC Alpha Server 8400 5/440, Fujitsu VPP Series (VX, VPP300, and VPP700), HP/Convex Exemplar SPP2000, IBM RS/6000 SP P2SC node (120 MHz), NEC SX-4/32, SGI/CRAY T3E, SGI Origin200, and SGI Origin2000. We also report High Performance Fortran (HPF) based NPB results for IBM SP2 Wide Nodes, HP/Convex Exemplar SPP2000, and SGI/CRAY T3D. These results have been submitted by Applied Parallel Research (APR) and Portland Group Inc. (PGI). We also present sustained performance per dollar for Class B LU, SP and BT benchmarks.

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.

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

PubMed

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

2017-01-01

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

On approximation and energy estimates for delta 6-convex functions.

PubMed

Saleem, Muhammad Shoaib; Pečarić, Josip; Rehman, Nasir; Khan, Muhammad Wahab; Zahoor, Muhammad Sajid

2018-01-01

The smooth approximation and weighted energy estimates for delta 6-convex functions are derived in this research. Moreover, we conclude that if 6-convex functions are closed in uniform norm, then their third derivatives are closed in weighted [Formula: see text]-norm.

Assessing the influence of lower facial profile convexity on perceived attractiveness in the orthognathic patient, clinician, and layperson.

PubMed

Naini, Farhad B; Donaldson, Ana Nora A; McDonald, Fraser; Cobourne, Martyn T

2012-09-01

The aim was a quantitative evaluation of how the severity of lower facial profile convexity influences perceived attractiveness. The lower facial profile of an idealized image was altered incrementally between 14° to -16°. Images were rated on a Likert scale by orthognathic patients, laypeople, and clinicians. Attractiveness ratings were greater for straight profiles in relation to convex/concave, with no significant difference between convex and concave profiles. Ratings decreased by 0.23 of a level for every degree increase in the convexity angle. Class II/III patients gave significantly reduced ratings of attractiveness and had greater desire for surgery than class I. A straight profile is perceived as most attractive and greater degrees of convexity or concavity deemed progressively less attractive, but a range of 10° to -12° may be deemed acceptable; beyond these values surgical correction is desired. Patients are most critical, and clinicians are more critical than laypeople. Copyright © 2012 Elsevier Inc. All rights reserved.

Dislocation dynamics in non-convex domains using finite elements with embedded discontinuities

NASA Astrophysics Data System (ADS)

Romero, Ignacio; Segurado, Javier; LLorca, Javier

2008-04-01

The standard strategy developed by Van der Giessen and Needleman (1995 Modelling Simul. Mater. Sci. Eng. 3 689) to simulate dislocation dynamics in two-dimensional finite domains was modified to account for the effect of dislocations leaving the crystal through a free surface in the case of arbitrary non-convex domains. The new approach incorporates the displacement jumps across the slip segments of the dislocations that have exited the crystal within the finite element analysis carried out to compute the image stresses on the dislocations due to the finite boundaries. This is done in a simple computationally efficient way by embedding the discontinuities in the finite element solution, a strategy often used in the numerical simulation of crack propagation in solids. Two academic examples are presented to validate and demonstrate the extended model and its implementation within a finite element program is detailed in the appendix.

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

PubMed

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

2016-01-01

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

General properties of solutions to inhomogeneous Black-Scholes equations with discontinuous maturity payoffs

NASA Astrophysics Data System (ADS)

O, Hyong-Chol; Jo, Jong-Jun; Kim, Ji-Sok

2016-02-01

We provide representations of solutions to terminal value problems of inhomogeneous Black-Scholes equations and study such general properties as min-max estimates, gradient estimates, monotonicity and convexity of the solutions with respect to the stock price variable, which are important for financial security pricing. In particular, we focus on finding representation of the gradient (with respect to the stock price variable) of solutions to the terminal value problems with discontinuous terminal payoffs or inhomogeneous terms. Such terminal value problems are often encountered in pricing problems of compound-like options such as Bermudan options or defaultable bonds with discrete default barrier, default intensity and endogenous default recovery. Our results can be used in pricing real defaultable bonds under consideration of existence of discrete coupons or taxes on coupons.

Topological numbering of features on a mesh

NASA Technical Reports Server (NTRS)

Atallah, Mikhail J.; Hambrusch, Susanne E.; Tewinkel, Lynn E.

1988-01-01

Assume a nxn binary image is given containing horizontally convex features; i.e., for each feature, each of its row's pixels form an interval on that row. The problem of assigning topological numbers to such features is considered; i.e., assign a number to every feature f so that all features to the left of f have a smaller number assigned to them. This problem arises in solutions to the stereo matching problem. A parallel algorithm to solve the topological numbering problem in O(n) time on an nxn mesh of processors is presented. The key idea of the solution is to create a tree from which the topological numbers can be obtained even though the tree does not uniquely represent the to the left of relationship of the features.

A non-local free boundary problem arising in a theory of financial bubbles

PubMed Central

Berestycki, Henri; Monneau, Regis; Scheinkman, José A.

2014-01-01

We consider an evolution non-local free boundary problem that arises in the modelling of speculative bubbles. The solution of the model is the speculative component in the price of an asset. In the framework of viscosity solutions, we show the existence and uniqueness of the solution. We also show that the solution is convex in space, and establish several monotonicity properties of the solution and of the free boundary with respect to parameters of the problem. To study the free boundary, we use, in particular, the fact that the odd part of the solution solves a more standard obstacle problem. We show that the free boundary is and describe the asymptotics of the free boundary as c, the cost of transacting the asset, goes to zero. PMID:25288815

Rapid figure-ground responses to stereograms reveal an advantage for a convex foreground.

PubMed

Bertamini, Marco; Lawson, Rebecca

2008-01-01

Convexity has long been recognised as a factor that affects figure - ground segmentation, even when pitted against other factors such as symmetry [Kanizsa and Gerbino, 1976 Art and Artefacts Ed.M Henle (New York: Springer) pp 25-32]. It is accepted in the literature that the difference between concave and convex contours is important for the visual system, and that there is a prior expectation favouring convexities as figure. We used bipartite stimuli and a simple task in which observers had to report whether the foreground was on the left or the right. We report objective evidence that supports the idea that convexity affects figure-ground assignment, even though our stimuli were not pictorial in that depth order was specified unambiguously by binocular disparity.

Holistic irrigation water management approach based on stochastic soil water dynamics

NASA Astrophysics Data System (ADS)

Alizadeh, H.; Mousavi, S. J.

2012-04-01

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

Collision detection for spacecraft proximity operations

NASA Technical Reports Server (NTRS)

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

1991-01-01

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

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

DOE PAGES

Azunre, P.

2016-09-21

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

The Shrinkage Model And Expert System Of Plastic Lens Formation

NASA Astrophysics Data System (ADS)

Chang, Rong-Seng

1988-06-01

Shrinkage causes both the appearance & dimension defects of the injected plastic lens. We have built up a model of state equations with the help of finite element analysis program to estimate the volume change (shrinkage and swelling) under the combinations of injection variables such as pressure and temperature etc., then the personal computer expert system has been build up to make that knowledge conveniently available to the user in the model design, process planning, process operation and some other work. The domain knowledge is represented by a R-graph (Relationship-graph) model which states the relationships of variables & equations. This model could be compare with other models in the expert system. If the user has better model to solve the shrinkage problem, the program will evaluate it automatically and a learning file will be trigger by the expert system to teach the user to update their knowledge base and modify the old model by this better model. The Rubin's model and Gilmore's model have been input to the expert system. The conflict has been solved both from the user and the deeper knowledge base. A cube prism and the convex lens examples have been shown in this paper. This program is written by MULISP language in IBM PC-AT. The natural language provides English Explaination of know why and know how and the automatic English translation for the equation rules and the production rules.

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

Burchett, Deon L.; Chen, Richard Li-Yang; Phillips, Cynthia A.

This report summarizes the work performed under the project project Next-Generation Algo- rithms for Assessing Infrastructure Vulnerability and Optimizing System Resilience. The goal of the project was to improve mathematical programming-based optimization technology for in- frastructure protection. In general, the owner of a network wishes to design a network a network that can perform well when certain transportation channels are inhibited (e.g. destroyed) by an adversary. These are typically bi-level problems where the owner designs a system, an adversary optimally attacks it, and then the owner can recover by optimally using the remaining network. This project funded three years ofmore » Deon Burchett's graduate research. Deon's graduate advisor, Professor Jean-Philippe Richard, and his Sandia advisors, Richard Chen and Cynthia Phillips, supported Deon on other funds or volunteer time. This report is, therefore. essentially a replication of the Ph.D. dissertation it funded [12] in a format required for project documentation. The thesis had some general polyhedral research. This is the study of the structure of the feasi- ble region of mathematical programs, such as integer programs. For example, an integer program optimizes a linear objective function subject to linear constraints, and (nonlinear) integrality con- straints on the variables. The feasible region without the integrality constraints is a convex polygon. Careful study of additional valid constraints can significantly improve computational performance. Here is the abstract from the dissertation: We perform a polyhedral study of a multi-commodity generalization of variable upper bound flow models. In particular, we establish some relations between facets of single- and multi- commodity models. We then introduce a new family of inequalities, which generalizes traditional flow cover inequalities to the multi-commodity context. We present encouraging numerical results. We also consider the directed edge-failure resilient network design problem (DRNDP). This problem entails the design of a directed multi-commodity flow network that is capable of fulfilling a specified percentage of demands in the event that any G arcs are destroyed, where G is a constant parameter. We present a formulation of DRNDP and solve it in a branch-column-cut framework. We present computational results.« less

The Band around a Convex Body

ERIC Educational Resources Information Center

Swanson, David

2011-01-01

We give elementary proofs of formulas for the area and perimeter of a planar convex body surrounded by a band of uniform thickness. The primary tool is a integral formula for the perimeter of a convex body which describes the perimeter in terms of the projections of the body onto lines in the plane.

A STRICTLY CONTRACTIVE PEACEMAN-RACHFORD SPLITTING METHOD FOR CONVEX PROGRAMMING.

PubMed

Bingsheng, He; Liu, Han; Wang, Zhaoran; Yuan, Xiaoming

2014-07-01

In this paper, we focus on the application of the Peaceman-Rachford splitting method (PRSM) to a convex minimization model with linear constraints and a separable objective function. Compared to the Douglas-Rachford splitting method (DRSM), another splitting method from which the alternating direction method of multipliers originates, PRSM requires more restrictive assumptions to ensure its convergence, while it is always faster whenever it is convergent. We first illustrate that the reason for this difference is that the iterative sequence generated by DRSM is strictly contractive, while that generated by PRSM is only contractive with respect to the solution set of the model. With only the convexity assumption on the objective function of the model under consideration, the convergence of PRSM is not guaranteed. But for this case, we show that the first t iterations of PRSM still enable us to find an approximate solution with an accuracy of O (1/ t ). A worst-case O (1/ t ) convergence rate of PRSM in the ergodic sense is thus established under mild assumptions. After that, we suggest attaching an underdetermined relaxation factor with PRSM to guarantee the strict contraction of its iterative sequence and thus propose a strictly contractive PRSM. A worst-case O (1/ t ) convergence rate of this strictly contractive PRSM in a nonergodic sense is established. We show the numerical efficiency of the strictly contractive PRSM by some applications in statistical learning and image processing.

North America Wound, Ostomy, and Continence and Enterostomal Therapy Nurses Current Ostomy Care Practice Related to Peristomal Skin Issues

PubMed Central

McNichol, Laurie; Boarini, Joy

2017-01-01

PURPOSE: The purpose of this study was to describe the practice of 796 ostomy nurses in North America in 2014 related to peristomal skin issues. DESIGN: Descriptive study. SUBJECTS AND SETTING: Participants were 796 wound, ostomy, and continence (WOC) and enterostomal therapy (ET) nurses currently practicing in the United States or Canada and caring for patients with ostomies. The collection of data occurred in conjunction with an educational program on peristomal skin complications and practice issues and solicited the participant's perception on the incidence and frequency of peristomal skin issues as well as on practice patterns. METHODS: Participants attended an educational program. They were also asked to anonymously respond to multiple-choice questions on ostomy care management via an audience response system followed by discussion of each item and their responses. This descriptive study reports on the answers to the questions as well as the pertinent discussion points. RESULTS: Participants estimated that approximately 77.70% of their patients developed peristomal skin issues. The most commonly encountered problem was irritant contact dermatitis (peristomal moisture-associated skin damage). Contributing factors were inappropriate use of a pouching system owing to lack of follow-up after hospital discharge. Reported interventions for the prevention and management of peristomal skin issues included preoperative stoma site marking, use of a convex pouching system, and barrier rings. However, subsequent discussion revealed that the frequency of use of these products varied considerably. Participants identified shortened hospital stays, absence of preoperative stoma marking, and limited outpatient follow-up as contributing to development of peristomal skin problems. CONCLUSION: WOC and ET nurses estimate that more than three-quarters of persons living with an ostomy develop peristomal skin problems. Multiple interventions for managing these problems were identified, but some variability in management approaches emerged. PMID:28362656

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

NASA Astrophysics Data System (ADS)

Goossens, Bart; Luong, Hiêp; Philips, Wilfried

2017-08-01

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

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

Dall-Anese, Emiliano; Simonetto, Andrea

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

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

PubMed

Skariah, Deepak G; Arigovindan, Muthuvel

2017-06-19

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

Convex set and linear mixing model

NASA Technical Reports Server (NTRS)

Xu, P.; Greeley, R.

1993-01-01

A major goal of optical remote sensing is to determine surface compositions of the earth and other planetary objects. For assessment of composition, single pixels in multi-spectral images usually record a mixture of the signals from various materials within the corresponding surface area. In this report, we introduce a closed and bounded convex set as a mathematical model for linear mixing. This model has a clear geometric implication because the closed and bounded convex set is a natural generalization of a triangle in n-space. The endmembers are extreme points of the convex set. Every point in the convex closure of the endmembers is a linear mixture of those endmembers, which is exactly how linear mixing is defined. With this model, some general criteria for selecting endmembers could be described. This model can lead to a better understanding of linear mixing models.

Convex composite wavelet frame and total variation-based image deblurring using nonconvex penalty functions

NASA Astrophysics Data System (ADS)

Shen, Zhengwei; Cheng, Lishuang

2017-09-01

Total variation (TV)-based image deblurring method can bring on staircase artifacts in the homogenous region of the latent images recovered from the degraded images while a wavelet/frame-based image deblurring method will lead to spurious noise spikes and pseudo-Gibbs artifacts in the vicinity of discontinuities of the latent images. To suppress these artifacts efficiently, we propose a nonconvex composite wavelet/frame and TV-based image deblurring model. In this model, the wavelet/frame and the TV-based methods may complement each other, which are verified by theoretical analysis and experimental results. To further improve the quality of the latent images, nonconvex penalty function is used to be the regularization terms of the model, which may induce a stronger sparse solution and will more accurately estimate the relative large gradient or wavelet/frame coefficients of the latent images. In addition, by choosing a suitable parameter to the nonconvex penalty function, the subproblem that splits by the alternative direction method of multipliers algorithm from the proposed model can be guaranteed to be a convex optimization problem; hence, each subproblem can converge to a global optimum. The mean doubly augmented Lagrangian and the isotropic split Bregman algorithms are used to solve these convex subproblems where the designed proximal operator is used to reduce the computational complexity of the algorithms. Extensive numerical experiments indicate that the proposed model and algorithms are comparable to other state-of-the-art model and methods.

A Generalized Distance’ Estimation Procedure for Intra-Urban Interaction

DTIC Science & Technology

Bettinger . It is found that available estimation techniques necessarily result in non-integer solutions. A mathematical device is therefore...The estimation of urban and regional travel patterns has been a necessary part of current efforts to establish land use guidelines for the Texas...paper details computational experience with travel estimation within Corpus Christi, Texas, using a new convex programming approach of Charnes, Raike and

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

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

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

2009-01-01

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

Global stability of steady states in the classical Stefan problem for general boundary shapes

PubMed Central

Hadžić, Mahir; Shkoller, Steve

2015-01-01

The classical one-phase Stefan problem (without surface tension) allows for a continuum of steady-state solutions, given by an arbitrary (but sufficiently smooth) domain together with zero temperature. We prove global-in-time stability of such steady states, assuming a sufficient degree of smoothness on the initial domain, but without any a priori restriction on the convexity properties of the initial shape. This is an extension of our previous result (Hadžić & Shkoller 2014 Commun. Pure Appl. Math. 68, 689–757 (doi:10.1002/cpa.21522)) in which we studied nearly spherical shapes. PMID:26261359

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

NASA Astrophysics Data System (ADS)

Kaveh, A.; Zolghadr, A.

2017-08-01

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

Optimal Full Information Synthesis for Flexible Structures Implemented on Cray Supercomputers

NASA Technical Reports Server (NTRS)

Lind, Rick; Balas, Gary J.

1995-01-01

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

M-estimation for robust sparse unmixing of hyperspectral images

NASA Astrophysics Data System (ADS)

Toomik, Maria; Lu, Shijian; Nelson, James D. B.

2016-10-01

Hyperspectral unmixing methods often use a conventional least squares based lasso which assumes that the data follows the Gaussian distribution. The normality assumption is an approximation which is generally invalid for real imagery data. We consider a robust (non-Gaussian) approach to sparse spectral unmixing of remotely sensed imagery which reduces the sensitivity of the estimator to outliers and relaxes the linearity assumption. The method consists of several appropriate penalties. We propose to use an lp norm with 0 < p < 1 in the sparse regression problem, which induces more sparsity in the results, but makes the problem non-convex. On the other hand, the problem, though non-convex, can be solved quite straightforwardly with an extensible algorithm based on iteratively reweighted least squares. To deal with the huge size of modern spectral libraries we introduce a library reduction step, similar to the multiple signal classification (MUSIC) array processing algorithm, which not only speeds up unmixing but also yields superior results. In the hyperspectral setting we extend the traditional least squares method to the robust heavy-tailed case and propose a generalised M-lasso solution. M-estimation replaces the Gaussian likelihood with a fixed function ρ(e) that restrains outliers. The M-estimate function reduces the effect of errors with large amplitudes or even assigns the outliers zero weights. Our experimental results on real hyperspectral data show that noise with large amplitudes (outliers) often exists in the data. This ability to mitigate the influence of such outliers can therefore offer greater robustness. Qualitative hyperspectral unmixing results on real hyperspectral image data corroborate the efficacy of the proposed method.

Anatomical study of the pelvis in patients with adolescent idiopathic scoliosis

PubMed Central

Qiu, Xu-Sheng; Zhang, Jun-Jie; Yang, Shang-Wen; Lv, Feng; Wang, Zhi-Wei; Chiew, Jonathan; Ma, Wei-Wei; Qiu, Yong

2012-01-01

Standing posterior–anterior (PA) radiographs from our clinical practice show that the concave and convex ilia are not always symmetrical in patients with adolescent idiopathic scoliosis (AIS). Transverse pelvic rotation may explain this observation, or pelvic asymmetry may be responsible. The present study investigated pelvic symmetry by examining the volume and linear measurements of the two hipbones in patients with AIS. Forty-two female patients with AIS were recruited for the study. Standing PA radiographs (covering the thoracic and lumbar spinal regions and the entire pelvis), CT scans and 3D reconstructions of the pelvis were obtained for all subjects. The concave/convex ratio of the inferior ilium at the sacroiliac joint medially (SI) and the anterior superior iliac spine laterally (ASIS) were measured on PA radiographs. Hipbone volumes and several distortion and abduction parameters were measured by post-processing software. The concave/convex ratio of SI–ASIS on PA radiographs was 0.97, which was significantly < 1 (P < 0.001). The concave and convex hipbone volumes were comparable in patients with AIS. The hipbone volumes were 257.3 ± 43.5 cm3 and 256.9 ± 42.6 cm3 at the concave and convex sides, respectively (P > 0.05). Furthermore, all distortion and abduction parameters were comparable between the convex and concave sides. Therefore, the present study showed that there was no pelvic asymmetry in patients with AIS, although the concave/convex ratio of SI–ASIS on PA radiographs was significantly < 1. The clinical phenomenon of asymmetrical concave and convex ilia in patients with AIS in preoperative standing PA radiographs may be caused by transverse pelvic rotation, but it is not due to developmental asymmetry or distortion of the pelvis. PMID:22133294

Anatomical study of the pelvis in patients with adolescent idiopathic scoliosis.

PubMed

Qiu, Xu-Sheng; Zhang, Jun-Jie; Yang, Shang-Wen; Lv, Feng; Wang, Zhi-Wei; Chiew, Jonathan; Ma, Wei-Wei; Qiu, Yong

2012-02-01

Standing posterior-anterior (PA) radiographs from our clinical practice show that the concave and convex ilia are not always symmetrical in patients with adolescent idiopathic scoliosis (AIS). Transverse pelvic rotation may explain this observation, or pelvic asymmetry may be responsible. The present study investigated pelvic symmetry by examining the volume and linear measurements of the two hipbones in patients with AIS. Forty-two female patients with AIS were recruited for the study. Standing PA radiographs (covering the thoracic and lumbar spinal regions and the entire pelvis), CT scans and 3D reconstructions of the pelvis were obtained for all subjects. The concave/convex ratio of the inferior ilium at the sacroiliac joint medially (SI) and the anterior superior iliac spine laterally (ASIS) were measured on PA radiographs. Hipbone volumes and several distortion and abduction parameters were measured by post-processing software. The concave/convex ratio of SI-ASIS on PA radiographs was 0.97, which was significantly < 1 (P < 0.001). The concave and convex hipbone volumes were comparable in patients with AIS. The hipbone volumes were 257.3 ± 43.5 cm(3) and 256.9 ± 42.6 cm(3) at the concave and convex sides, respectively (P > 0.05). Furthermore, all distortion and abduction parameters were comparable between the convex and concave sides. Therefore, the present study showed that there was no pelvic asymmetry in patients with AIS, although the concave/convex ratio of SI-ASIS on PA radiographs was significantly < 1. The clinical phenomenon of asymmetrical concave and convex ilia in patients with AIS in preoperative standing PA radiographs may be caused by transverse pelvic rotation, but it is not due to developmental asymmetry or distortion of the pelvis. © 2011 The Authors. Journal of Anatomy © 2011 Anatomical Society.

On the convexity of ROC curves estimated from radiological test results

PubMed Central

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

2010-01-01

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

Congruency effects in dot comparison tasks: convex hull is more important than dot area.

PubMed

Gilmore, Camilla; Cragg, Lucy; Hogan, Grace; Inglis, Matthew

2016-11-16

The dot comparison task, in which participants select the more numerous of two dot arrays, has become the predominant method of assessing Approximate Number System (ANS) acuity. Creation of the dot arrays requires the manipulation of visual characteristics, such as dot size and convex hull. For the task to provide a valid measure of ANS acuity, participants must ignore these characteristics and respond on the basis of number. Here, we report two experiments that explore the influence of dot area and convex hull on participants' accuracy on dot comparison tasks. We found that individuals' ability to ignore dot area information increases with age and display time. However, the influence of convex hull information remains stable across development and with additional time. This suggests that convex hull information is more difficult to inhibit when making judgements about numerosity and therefore it is crucial to control this when creating dot comparison tasks.

Space ultra-vacuum facility and method of operation

NASA Technical Reports Server (NTRS)

Naumann, Robert J. (Inventor)

1988-01-01

A wake shield space processing facility (10) for maintaining ultra-high levels of vacuum is described. The wake shield (12) is a truncated hemispherical section having a convex side (14) and a concave side (24). Material samples (68) to be processed are located on the convex side of the shield, which faces in the wake direction in operation in orbit. Necessary processing fixtures (20) and (22) are also located on the convex side. Support equipment including power supplies (40, 42), CMG package (46) and electronic control package (44) are located on the convex side (24) of the shield facing the ram direction. Prior to operation in orbit the wake shield is oriented in reverse with the convex side facing the ram direction to provide cleaning by exposure to ambient atomic oxygen. The shield is then baked-out by being pointed directed at the sun to obtain heating for a suitable period.

Generalized Differential Calculus and Applications to Optimization

NASA Astrophysics Data System (ADS)

Rector, Robert Blake Hayden

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

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

PubMed

Craft, David

2010-10-01

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

Inhibitory competition in figure-ground perception: context and convexity.

PubMed

Peterson, Mary A; Salvagio, Elizabeth

2008-12-15

Convexity has long been considered a potent cue as to which of two regions on opposite sides of an edge is the shaped figure. Experiment 1 shows that for a single edge, there is only a weak bias toward seeing the figure on the convex side. Experiments 1-3 show that the bias toward seeing the convex side as figure increases as the number of edges delimiting alternating convex and concave regions increases, provided that the concave regions are homogeneous in color. The results of Experiments 2 and 3 rule out a probability summation explanation for these context effects. Taken together, the results of Experiments 1-3 show that the homogeneity versus heterogeneity of the convex regions is irrelevant. Experiment 4 shows that homogeneity of alternating regions is not sufficient for context effects; a cue that favors the perception of the intervening regions as figures is necessary. Thus homogeneity alone does not alone operate as a background cue. We interpret our results within a model of figure-ground perception in which shape properties on opposite sides of an edge compete for representation and the competitive strength of weak competitors is further reduced when they are homogeneous.

Natural-Scene Statistics Predict How the Figure–Ground Cue of Convexity Affects Human Depth Perception

PubMed Central

Fowlkes, Charless C.; Banks, Martin S.

2010-01-01

The shape of the contour separating two regions strongly influences judgments of which region is “figure” and which is “ground.” Convexity and other figure–ground cues are generally assumed to indicate only which region is nearer, but nothing about how much the regions are separated in depth. To determine the depth information conveyed by convexity, we examined natural scenes and found that depth steps across surfaces with convex silhouettes are likely to be larger than steps across surfaces with concave silhouettes. In a psychophysical experiment, we found that humans exploit this correlation. For a given binocular disparity, observers perceived more depth when the near surface's silhouette was convex rather than concave. We estimated the depth distributions observers used in making those judgments: they were similar to the natural-scene distributions. Our findings show that convexity should be reclassified as a metric depth cue. They also suggest that the dichotomy between metric and nonmetric depth cues is false and that the depth information provided many cues should be evaluated with respect to natural-scene statistics. Finally, the findings provide an explanation for why figure–ground cues modulate the responses of disparity-sensitive cells in visual cortex. PMID:20505093

Global solutions to the equation of thermoelasticity with fading memory

NASA Astrophysics Data System (ADS)

Okada, Mari; Kawashima, Shuichi

2017-07-01

We consider the initial-history value problem for the one-dimensional equation of thermoelasticity with fading memory. It is proved that if the data are smooth and small, then a unique smooth solution exists globally in time and converges to the constant equilibrium state as time goes to infinity. Our proof is based on a technical energy method which makes use of the strict convexity of the entropy function and the properties of strongly positive definite kernels.

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

PubMed

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

2017-05-24

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

Robust Path Planning and Feedback Design Under Stochastic Uncertainty

NASA Technical Reports Server (NTRS)

Blackmore, Lars

2008-01-01

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

Efficient methods for overlapping group lasso.

PubMed

Yuan, Lei; Liu, Jun; Ye, Jieping

2013-09-01

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

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

NASA Astrophysics Data System (ADS)

Kamyar, Reza

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

On a partial differential equation method for determining the free energies and coexisting phase compositions of ternary mixtures from light scattering data.

PubMed

Ross, David S; Thurston, George M; Lutzer, Carl V

2008-08-14

In this paper we present a method for determining the free energies of ternary mixtures from light scattering data. We use an approximation that is appropriate for liquid mixtures, which we formulate as a second-order nonlinear partial differential equation. This partial differential equation (PDE) relates the Hessian of the intensive free energy to the efficiency of light scattering in the forward direction. This basic equation applies in regions of the phase diagram in which the mixtures are thermodynamically stable. In regions in which the mixtures are unstable or metastable, the appropriate PDE is the nonlinear equation for the convex hull. We formulate this equation along with continuity conditions for the transition between the two equations at cloud point loci. We show how to discretize this problem to obtain a finite-difference approximation to it, and we present an iterative method for solving the discretized problem. We present the results of calculations that were done with a computer program that implements our method. These calculations show that our method is capable of reconstructing test free energy functions from simulated light scattering data. If the cloud point loci are known, the method also finds the tie lines and tie triangles that describe thermodynamic equilibrium between two or among three liquid phases. A robust method for solving this PDE problem, such as the one presented here, can be a basis for optical, noninvasive means of characterizing the thermodynamics of multicomponent mixtures.

Manual for automatic generation of finite element models of spiral bevel gears in mesh

NASA Technical Reports Server (NTRS)

Bibel, G. D.; Reddy, S.; Kumar, A.

1994-01-01

The goal of this research is to develop computer programs that generate finite element models suitable for doing 3D contact analysis of faced milled spiral bevel gears in mesh. A pinion tooth and a gear tooth are created and put in mesh. There are two programs: Points.f and Pat.f to perform the analysis. Points.f is based on the equation of meshing for spiral bevel gears. It uses machine tool settings to solve for an N x M mesh of points on the four surfaces, pinion concave and convex, and gear concave and convex. Points.f creates the file POINTS.OUT, an ASCI file containing N x M points for each surface. (N is the number of node points along the length of the tooth, and M is nodes along the height.) Pat.f reads POINTS.OUT and creates the file tl.out. Tl.out is a series of PATRAN input commands. In addition to the mesh density on the tooth face, additional user specified variables are the number of finite elements through the thickness, and the number of finite elements along the tooth full fillet. A full fillet is assumed to exist for both the pinion and gear.

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.

Asymmetric Bulkheads for Cylindrical Pressure Vessels

NASA Technical Reports Server (NTRS)

Ford, Donald B.

2007-01-01

Asymmetric bulkheads are proposed for the ends of vertically oriented cylindrical pressure vessels. These bulkheads, which would feature both convex and concave contours, would offer advantages over purely convex, purely concave, and flat bulkheads (see figure). Intended originally to be applied to large tanks that hold propellant liquids for launching spacecraft, the asymmetric-bulkhead concept may also be attractive for terrestrial pressure vessels for which there are requirements to maximize volumetric and mass efficiencies. A description of the relative advantages and disadvantages of prior symmetric bulkhead configurations is prerequisite to understanding the advantages of the proposed asymmetric configuration: In order to obtain adequate strength, flat bulkheads must be made thicker, relative to concave and convex bulkheads; the difference in thickness is such that, other things being equal, pressure vessels with flat bulkheads must be made heavier than ones with concave or convex bulkheads. Convex bulkhead designs increase overall tank lengths, thereby necessitating additional supporting structure for keeping tanks vertical. Concave bulkhead configurations increase tank lengths and detract from volumetric efficiency, even though they do not necessitate additional supporting structure. The shape of a bulkhead affects the proportion of residual fluid in a tank that is, the portion of fluid that unavoidably remains in the tank during outflow and hence cannot be used. In this regard, a flat bulkhead is disadvantageous in two respects: (1) It lacks a single low point for optimum placement of an outlet and (2) a vortex that forms at the outlet during outflow prevents a relatively large amount of fluid from leaving the tank. A concave bulkhead also lacks a single low point for optimum placement of an outlet. Like purely concave and purely convex bulkhead configurations, the proposed asymmetric bulkhead configurations would be more mass-efficient than is the flat bulkhead configuration. In comparison with both purely convex and purely concave configurations, the proposed asymmetric configurations would offer greater volumetric efficiency. Relative to a purely convex bulkhead configuration, the corresponding asymmetric configuration would result in a shorter tank, thus demanding less supporting structure. An asymmetric configuration provides a low point for optimum location of a drain, and the convex shape at the drain location minimizes the amount of residual fluid.

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

PubMed Central

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

2015-01-01

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

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

PubMed

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

2015-03-20

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

Convexity and concavity constants in Lorentz and Marcinkiewicz spaces

NASA Astrophysics Data System (ADS)

Kaminska, Anna; Parrish, Anca M.

2008-07-01

We provide here the formulas for the q-convexity and q-concavity constants for function and sequence Lorentz spaces associated to either decreasing or increasing weights. It yields also the formula for the q-convexity constants in function and sequence Marcinkiewicz spaces. In this paper we extent and enhance the results from [G.J.O. Jameson, The q-concavity constants of Lorentz sequence spaces and related inequalities, Math. Z. 227 (1998) 129-142] and [A. Kaminska, A.M. Parrish, The q-concavity and q-convexity constants in Lorentz spaces, in: Banach Spaces and Their Applications in Analysis, Conference in Honor of Nigel Kalton, May 2006, Walter de Gruyter, Berlin, 2007, pp. 357-373].

Convexity of quantum χ2-divergence.

PubMed

Hansen, Frank

2011-06-21

The general quantum χ(2)-divergence has recently been introduced by Temme et al. [Temme K, Kastoryano M, Ruskai M, Wolf M, Verstrate F (2010) J Math Phys 51:122201] and applied to quantum channels (quantum Markov processes). The quantum χ(2)-divergence is not unique, as opposed to the classical χ(2)-divergence, but depends on the choice of quantum statistics. It was noticed that the elements in a particular one-parameter family of quantum χ(2)-divergences are convex functions in the density matrices (ρ,σ), thus mirroring the convexity of the classical χ(2)(p,q)-divergence in probability distributions (p,q). We prove that any quantum χ(2)-divergence is a convex function in its two arguments.

Entropy and convexity for nonlinear partial differential equations

PubMed Central

Ball, John M.; Chen, Gui-Qiang G.

2013-01-01

Partial differential equations are ubiquitous in almost all applications of mathematics, where they provide a natural mathematical description of many phenomena involving change in physical, chemical, biological and social processes. The concept of entropy originated in thermodynamics and statistical physics during the nineteenth century to describe the heat exchanges that occur in the thermal processes in a thermodynamic system, while the original notion of convexity is for sets and functions in mathematics. Since then, entropy and convexity have become two of the most important concepts in mathematics. In particular, nonlinear methods via entropy and convexity have been playing an increasingly important role in the analysis of nonlinear partial differential equations in recent decades. This opening article of the Theme Issue is intended to provide an introduction to entropy, convexity and related nonlinear methods for the analysis of nonlinear partial differential equations. We also provide a brief discussion about the content and contributions of the papers that make up this Theme Issue. PMID:24249768

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

NASA Astrophysics Data System (ADS)

Yang, Jia Sheng

2018-06-01

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

Entropy and convexity for nonlinear partial differential equations.

PubMed

Ball, John M; Chen, Gui-Qiang G

2013-12-28

Partial differential equations are ubiquitous in almost all applications of mathematics, where they provide a natural mathematical description of many phenomena involving change in physical, chemical, biological and social processes. The concept of entropy originated in thermodynamics and statistical physics during the nineteenth century to describe the heat exchanges that occur in the thermal processes in a thermodynamic system, while the original notion of convexity is for sets and functions in mathematics. Since then, entropy and convexity have become two of the most important concepts in mathematics. In particular, nonlinear methods via entropy and convexity have been playing an increasingly important role in the analysis of nonlinear partial differential equations in recent decades. This opening article of the Theme Issue is intended to provide an introduction to entropy, convexity and related nonlinear methods for the analysis of nonlinear partial differential equations. We also provide a brief discussion about the content and contributions of the papers that make up this Theme Issue.

A STRICTLY CONTRACTIVE PEACEMAN–RACHFORD SPLITTING METHOD FOR CONVEX PROGRAMMING

PubMed Central

BINGSHENG, HE; LIU, HAN; WANG, ZHAORAN; YUAN, XIAOMING

2014-01-01

In this paper, we focus on the application of the Peaceman–Rachford splitting method (PRSM) to a convex minimization model with linear constraints and a separable objective function. Compared to the Douglas–Rachford splitting method (DRSM), another splitting method from which the alternating direction method of multipliers originates, PRSM requires more restrictive assumptions to ensure its convergence, while it is always faster whenever it is convergent. We first illustrate that the reason for this difference is that the iterative sequence generated by DRSM is strictly contractive, while that generated by PRSM is only contractive with respect to the solution set of the model. With only the convexity assumption on the objective function of the model under consideration, the convergence of PRSM is not guaranteed. But for this case, we show that the first t iterations of PRSM still enable us to find an approximate solution with an accuracy of O(1/t). A worst-case O(1/t) convergence rate of PRSM in the ergodic sense is thus established under mild assumptions. After that, we suggest attaching an underdetermined relaxation factor with PRSM to guarantee the strict contraction of its iterative sequence and thus propose a strictly contractive PRSM. A worst-case O(1/t) convergence rate of this strictly contractive PRSM in a nonergodic sense is established. We show the numerical efficiency of the strictly contractive PRSM by some applications in statistical learning and image processing. PMID:25620862

Nonconvex model predictive control for commercial refrigeration

NASA Astrophysics Data System (ADS)

Gybel Hovgaard, Tobias; Boyd, Stephen; Larsen, Lars F. S.; Bagterp Jørgensen, John

2013-08-01

We consider the control of a commercial multi-zone refrigeration system, consisting of several cooling units that share a common compressor, and is used to cool multiple areas or rooms. In each time period we choose cooling capacity to each unit and a common evaporation temperature. The goal is to minimise the total energy cost, using real-time electricity prices, while obeying temperature constraints on the zones. We propose a variation on model predictive control to achieve this goal. When the right variables are used, the dynamics of the system are linear, and the constraints are convex. The cost function, however, is nonconvex due to the temperature dependence of thermodynamic efficiency. To handle this nonconvexity we propose a sequential convex optimisation method, which typically converges in fewer than 5 or so iterations. We employ a fast convex quadratic programming solver to carry out the iterations, which is more than fast enough to run in real time. We demonstrate our method on a realistic model, with a full year simulation and 15-minute time periods, using historical electricity prices and weather data, as well as random variations in thermal load. These simulations show substantial cost savings, on the order of 30%, compared to a standard thermostat-based control system. Perhaps more important, we see that the method exhibits sophisticated response to real-time variations in electricity prices. This demand response is critical to help balance real-time uncertainties in generation capacity associated with large penetration of intermittent renewable energy sources in a future smart grid.

Mechanical and optical behavior of a tunable liquid lens using a variable cross section membrane: modeling results

NASA Astrophysics Data System (ADS)

Flores-Bustamante, Mario C.; Rosete-Aguilar, Martha; Calixto, Sergio

2016-03-01

A lens containing a liquid medium and having at least one elastic membrane as one of its components is known as an elastic membrane lens (EML). The elastic membrane may have a constant or variable thickness. The optical properties of the EML change by modifying the profile of its elastic membrane(s). The EML formed of elastic constant thickness membrane(s) have been studied extensively. However, EML information using elastic membrane of variable thickness is limited. In this work, we present simulation results of the mechanical and optical behavior of two EML with variable thickness membranes (convex-plane membranes). The profile of its surfaces were modified by liquid medium volume increases. The model of the convex-plane membranes, as well as the simulation of its mechanical behavior, were performed using Solidworks® software; and surface's points of the deformed elastic lens were obtained. Experimental stress-strain data, obtained from a silicone rubber simple tensile test, according to ASTM D638 norm, were used in the simulation. Algebraic expressions, (Schwarzschild formula, up to four deformation coefficients, in a cylindrical coordinate system (r, z)), of the meridional profiles of the first and second surfaces of the deformed convex-plane membranes, were obtained using the results from Solidworks® and a program in the software Mathematica®. The optical performance of the EML was obtained by simulation using the software OSLO® and the algebraic expressions obtained in Mathematica®.

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

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

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

2010-12-15

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

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

PubMed

Mei, Gang

2016-01-01

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

Comparison of thawing and freezing dark energy parametrizations

NASA Astrophysics Data System (ADS)

Pantazis, G.; Nesseris, S.; Perivolaropoulos, L.

2016-05-01

Dark energy equation of state w (z ) parametrizations with two parameters and given monotonicity are generically either convex or concave functions. This makes them suitable for fitting either freezing or thawing quintessence models but not both simultaneously. Fitting a data set based on a freezing model with an unsuitable (concave when increasing) w (z ) parametrization [like Chevallier-Polarski-Linder (CPL)] can lead to significant misleading features like crossing of the phantom divide line, incorrect w (z =0 ), incorrect slope, etc., that are not present in the underlying cosmological model. To demonstrate this fact we generate scattered cosmological data at both the level of w (z ) and the luminosity distance DL(z ) based on either thawing or freezing quintessence models and fit them using parametrizations of convex and of concave type. We then compare statistically significant features of the best fit w (z ) with actual features of the underlying model. We thus verify that the use of unsuitable parametrizations can lead to misleading conclusions. In order to avoid these problems it is important to either use both convex and concave parametrizations and select the one with the best χ2 or use principal component analysis thus splitting the redshift range into independent bins. In the latter case, however, significant information about the slope of w (z ) at high redshifts is lost. Finally, we propose a new family of parametrizations w (z )=w0+wa(z/1 +z )n which generalizes the CPL and interpolates between thawing and freezing parametrizations as the parameter n increases to values larger than 1.

Intelligent estimation of spatially distributed soil physical properties

USGS Publications Warehouse

Iwashita, F.; Friedel, M.J.; Ribeiro, G.F.; Fraser, Stephen J.

2012-01-01

Spatial analysis of soil samples is often times not possible when measurements are limited in number or clustered. To obviate potential problems, we propose a new approach based on the self-organizing map (SOM) technique. This approach exploits underlying nonlinear relation of the steady-state geomorphic concave-convex nature of hillslopes (from hilltop to bottom of the valley) to spatially limited soil textural data. The topographic features are extracted from Shuttle Radar Topographic Mission elevation data; whereas soil textural (clay, silt, and sand) and hydraulic data were collected in 29 spatially random locations (50 to 75. cm depth). In contrast to traditional principal component analysis, the SOM identifies relations among relief features, such as, slope, horizontal curvature and vertical curvature. Stochastic cross-validation indicates that the SOM is unbiased and provides a way to measure the magnitude of prediction uncertainty for all variables. The SOM cross-component plots of the soil texture reveals higher clay proportions at concave areas with convergent hydrological flux and lower proportions for convex areas with divergent flux. The sand ratio has an opposite pattern with higher values near the ridge and lower values near the valley. Silt has a trend similar to sand, although less pronounced. The relation between soil texture and concave-convex hillslope features reveals that subsurface weathering and transport is an important process that changed from loss-to-gain at the rectilinear hillslope point. These results illustrate that the SOM can be used to capture and predict nonlinear hillslope relations among relief, soil texture, and hydraulic conductivity data. ?? 2011 Elsevier B.V.

An exact general remeshing scheme applied to physically conservative voxelization

DOE PAGES

Powell, Devon; Abel, Tom

2015-05-21

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

Stochastic Network Interdiction

DTIC Science & Technology

1998-04-01

UB(6, g) are monotonic in the sense that if 69 is a refinement of 6: wI~6! < wI~69! and w# ~6, g! > w# ~69, g!. See Hausch and Ziemba (1983) for...of Vulnerability—The Integrity Family. Networks 24, 207–213. HAUSCH, D. B., AND W. T. ZIEMBA . 1983. Bounds on the Value of Information in Uncertain...Decision Problems II. Stochastics 10, 181–217. HUANG, C. C., W. T. ZIEMBA , AND A. BEN-TAL. 1977. Bounds on the Expectation of a Convex Function of a

A study on ?-dissipative synchronisation of coupled reaction-diffusion neural networks with time-varying delays

NASA Astrophysics Data System (ADS)

Ali, M. Syed; Zhu, Quanxin; Pavithra, S.; Gunasekaran, N.

2018-03-01

This study examines the problem of dissipative synchronisation of coupled reaction-diffusion neural networks with time-varying delays. This paper proposes a complex dynamical network consisting of N linearly and diffusively coupled identical reaction-diffusion neural networks. By constructing a suitable Lyapunov-Krasovskii functional (LKF), utilisation of Jensen's inequality and reciprocally convex combination (RCC) approach, strictly ?-dissipative conditions of the addressed systems are derived. Finally, a numerical example is given to show the effectiveness of the theoretical results.

Hodograph analysis in aircraft trajectory optimization

NASA Technical Reports Server (NTRS)

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

1993-01-01

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

Corrigendum to “The Schwarz alternating method in solid mechanics” [Comput. Methods Appl. Mech. Engrg. 319 (2017) 19–51

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

Mota, Alejandro; Tezaur, Irina; Alleman, Coleman

This corrigendum clarifies the conditions under which the proof of convergence of Theorem 1 from the original article is valid. We erroneously stated as one of the conditions for the Schwarz alternating method to converge that the energy functional be strictly convex for the solid mechanics problem. Finally, we have relaxed that assumption and changed the corresponding parts of the text. None of the results or other parts of the original article are affected.

The nucleolus is well-posed

NASA Astrophysics Data System (ADS)

Fragnelli, Vito; Patrone, Fioravante; Torre, Anna

2006-02-01

The lexicographic order is not representable by a real-valued function, contrary to many other orders or preorders. So, standard tools and results for well-posed minimum problems cannot be used. We prove that under suitable hypotheses it is however possible to guarantee the well-posedness of a lexicographic minimum over a compact or convex set. This result allows us to prove that some game theoretical solution concepts, based on lexicographic order are well-posed: in particular, this is true for the nucleolus.

A Lower Bound for the Norm of the Solution of a Nonlinear Volterra Equation in One-Dimensional Viscoelasticity.

DTIC Science & Technology

1980-12-09

34, Symp. on Non-well-posed Problems and Logarithmic Convexity (Lecture Notes on Math. #316), pp. 31-5h, Springer, 1973. 3. Greenberg , J.M., MacCamy, R.C...34Continuous Data Dependence for an Abstract Volterra Integro- Differential Equation in Hilbert Space with Applications to Viscoelasticity", Annali Scuola... Hilbert Space", to appear in the J. Applicable Analysis. 8. Slemrod, M., "Instability of Steady Shearing Flows in a Nonlinear Viscoelastic Fluid", Arch

Corrigendum to “The Schwarz alternating method in solid mechanics” [Comput. Methods Appl. Mech. Engrg. 319 (2017) 19–51

DOE PAGES

Mota, Alejandro; Tezaur, Irina; Alleman, Coleman

2017-12-06

This corrigendum clarifies the conditions under which the proof of convergence of Theorem 1 from the original article is valid. We erroneously stated as one of the conditions for the Schwarz alternating method to converge that the energy functional be strictly convex for the solid mechanics problem. Finally, we have relaxed that assumption and changed the corresponding parts of the text. None of the results or other parts of the original article are affected.

Square Deal: Lower Bounds and Improved Relaxations for Tensor Recovery

DTIC Science & Technology

2013-08-16

problem size n from 10 to 30 with increment 1, and the observation ratio ρ from 0.01 to 0.2 with increment 0.01. For each (ρ, n)-pair, we simulate 5 test ...Foundations of Computational Mathematics, 12(6):805–849, 2012. [CRT] Emmanuel J. Candès, Justin K. Romberg , and Terence Tao. Stable signal recov- ery...2012. [SDS10] Marco Signoretto, Lieven De Lathauwer, and Johan AK Suykens. Nuclear norms for tensors and their use for convex multilinear estimation

Computing the Feasible Spaces of Optimal Power Flow Problems

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

Molzahn, Daniel K.

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

Numerical optimization in Hilbert space using inexact function and gradient evaluations

NASA Technical Reports Server (NTRS)

Carter, Richard G.

1989-01-01

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

Computing the Feasible Spaces of Optimal Power Flow Problems

DOE PAGES

Molzahn, Daniel K.

2017-03-15

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

Network-Cognizant Design of Decentralized Volt/VAR Controllers

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

Baker, Kyri A; Bernstein, Andrey; Zhao, Changhong

This paper considers the problem of designing decentralized Volt/VAR controllers for distributed energy resources (DERs). The voltage-reactive power characteristics of individual DERs are obtained by solving a convex optimization problem, where given performance objectives (e.g., minimization of the voltage deviations from a given profile) are specified and stability constraints are enforced. The resultant Volt/VAR characteristics are network-cognizant, in the sense that they embed information on the location of the DERs and, consequently, on the effect of reactive-power adjustments on the voltages throughout the feeder. Bounds on the maximum voltage deviation incurred by the controllers are analytically established. Numerical results aremore » reported to corroborate the technical findings.« less

Dynamic history-dependent variational-hemivariational inequalities with applications to contact mechanics

NASA Astrophysics Data System (ADS)

Migórski, Stanislaw; Ogorzaly, Justyna

2017-02-01

In the paper we deliver a new existence and uniqueness result for a class of abstract nonlinear variational-hemivariational inequalities which are governed by two operators depending on the history of the solution, and include two nondifferentiable functionals, a convex and a nonconvex one. Then, we consider an initial boundary value problem which describes a model of evolution of a viscoelastic body in contact with a foundation. The contact process is assumed to be dynamic, and the friction is described by subdifferential boundary conditions. Both the constitutive law and the contact condition involve memory operators. As an application of the abstract theory, we provide a result on the unique weak solvability of the contact problem.

On the convergence of a linesearch based proximal-gradient method for nonconvex optimization

NASA Astrophysics Data System (ADS)

Bonettini, S.; Loris, I.; Porta, F.; Prato, M.; Rebegoldi, S.

2017-05-01

We consider a variable metric linesearch based proximal gradient method for the minimization of the sum of a smooth, possibly nonconvex function plus a convex, possibly nonsmooth term. We prove convergence of this iterative algorithm to a critical point if the objective function satisfies the Kurdyka-Łojasiewicz property at each point of its domain, under the assumption that a limit point exists. The proposed method is applied to a wide collection of image processing problems and our numerical tests show that our algorithm results to be flexible, robust and competitive when compared to recently proposed approaches able to address the optimization problems arising in the considered applications.

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

NASA Astrophysics Data System (ADS)

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

2017-09-01

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

Combining feature extraction and classification for fNIRS BCIs by regularized least squares optimization.

PubMed

Heger, Dominic; Herff, Christian; Schultz, Tanja

2014-01-01

In this paper, we show that multiple operations of the typical pattern recognition chain of an fNIRS-based BCI, including feature extraction and classification, can be unified by solving a convex optimization problem. We formulate a regularized least squares problem that learns a single affine transformation of raw HbO(2) and HbR signals. We show that this transformation can achieve competitive results in an fNIRS BCI classification task, as it significantly improves recognition of different levels of workload over previously published results on a publicly available n-back data set. Furthermore, we visualize the learned models and analyze their spatio-temporal characteristics.

Estimation and Selection via Absolute Penalized Convex Minimization And Its Multistage Adaptive Applications

PubMed Central

Huang, Jian; Zhang, Cun-Hui

2013-01-01

The ℓ1-penalized method, or the Lasso, has emerged as an important tool for the analysis of large data sets. Many important results have been obtained for the Lasso in linear regression which have led to a deeper understanding of high-dimensional statistical problems. In this article, we consider a class of weighted ℓ1-penalized estimators for convex loss functions of a general form, including the generalized linear models. We study the estimation, prediction, selection and sparsity properties of the weighted ℓ1-penalized estimator in sparse, high-dimensional settings where the number of predictors p can be much larger than the sample size n. Adaptive Lasso is considered as a special case. A multistage method is developed to approximate concave regularized estimation by applying an adaptive Lasso recursively. We provide prediction and estimation oracle inequalities for single- and multi-stage estimators, a general selection consistency theorem, and an upper bound for the dimension of the Lasso estimator. Important models including the linear regression, logistic regression and log-linear models are used throughout to illustrate the applications of the general results. PMID:24348100

Decomposability and convex structure of thermal processes

NASA Astrophysics Data System (ADS)

Mazurek, Paweł; Horodecki, Michał

2018-05-01

We present an example of a thermal process (TP) for a system of d energy levels, which cannot be performed without an instant access to the whole energy space. This TP is uniquely connected with a transition between some states of the system, that cannot be performed without access to the whole energy space even when approximate transitions are allowed. Pursuing the question about the decomposability of TPs into convex combinations of compositions of processes acting non-trivially on smaller subspaces, we investigate transitions within the subspace of states diagonal in the energy basis. For three level systems, we determine the set of extremal points of these operations, as well as the minimal set of operations needed to perform an arbitrary TP, and connect the set of TPs with thermomajorization criterion. We show that the structure of the set depends on temperature, which is associated with the fact that TPs cannot increase deterministically extractable work from a state—the conclusion that holds for arbitrary d level system. We also connect the decomposability problem with detailed balance symmetry of an extremal TPs.

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

PubMed

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

2017-01-01

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

Parabolic Systems with p, q-Growth: A Variational Approach

NASA Astrophysics Data System (ADS)

Bögelein, Verena; Duzaar, Frank; Marcellini, Paolo

2013-10-01

We consider the evolution problem associated with a convex integrand {f : {R}^{Nn}to [0,infty)} satisfying a non-standard p, q-growth assumption. To establish the existence of solutions we introduce the concept of variational solutions. In contrast to weak solutions, that is, mappings {u\\colon Ω_T to {R}^n} which solve partial_tu-div Df(Du)=0 weakly in {Ω_T}, variational solutions exist under a much weaker assumption on the gap q - p. Here, we prove the existence of variational solutions provided the integrand f is strictly convex and 2n/n+2 < p le q < p+1. These variational solutions turn out to be unique under certain mild additional assumptions on the data. Moreover, if the gap satisfies the natural stronger assumption 2le p le q < p+ minbig \\{1,4/n big \\}, we show that variational solutions are actually weak solutions. This means that solutions u admit the necessary higher integrability of the spatial derivative Du to satisfy the parabolic system in the weak sense, that is, we prove that uin L^q_locbig(0,T; W^{1,q}_loc(Ω,{R}^N)big).

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

NASA Astrophysics Data System (ADS)

Lang, Hans-Dieter; Sarris, Costas D.

2017-11-01

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