Scenario generation for stochastic optimization problems via the sparse grid method

DOE PAGES

Chen, Michael; Mehrotra, Sanjay; Papp, David

2015-04-19

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

Distributed Wireless Power Transfer With Energy Feedback

NASA Astrophysics Data System (ADS)

Lee, Seunghyun; Zhang, Rui

2017-04-01

Energy beamforming (EB) is a key technique for achieving efficient radio-frequency (RF) transmission enabled wireless energy transfer (WET). By optimally designing the waveforms from multiple energy transmitters (ETs) over the wireless channels, they can be constructively combined at the energy receiver (ER) to achieve an EB gain that scales with the number of ETs. However, the optimal design of EB waveforms requires accurate channel state information (CSI) at the ETs, which is challenging to obtain practically, especially in a distributed system with ETs at separate locations. In this paper, we study practical and efficient channel training methods to achieve optimal EB in a distributed WET system. We propose two protocols with and without centralized coordination, respectively, where distributed ETs either sequentially or in parallel adapt their transmit phases based on a low-complexity energy feedback from the ER. The energy feedback only depends on the received power level at the ER, where each feedback indicates one particular transmit phase that results in the maximum harvested power over a set of previously used phases. Simulation results show that the two proposed training protocols converge very fast in practical WET systems even with a large number of distributed ETs, while the protocol with sequential ET phase adaptation is also analytically shown to converge to the optimal EB design with perfect CSI by increasing the training time. Numerical results are also provided to evaluate the performance of the proposed distributed EB and training designs as compared to other benchmark schemes.

Internal force field in proteins seen by divergence entropy

PubMed Central

Marchewka, Damian; Banach, Mateusz; Roterman, Irena

2011-01-01

The characteristic distribution of non-binding interactions in a protein is described. It establishes that hydrophobic interactions can be characterized by suitable 3D Gauss functions while electrostatic interactions generally follow a random distribution. The implementation of this observation suggests differentiated optimization procedure for these two types of interactions. The electrostatic interaction may follow traditional energy optimization while the criteria for convergence shall measure the accordance with 3-D Gauss function. PMID:21769190

A Collaborative Neurodynamic Approach to Multiple-Objective Distributed Optimization.

PubMed

Yang, Shaofu; Liu, Qingshan; Wang, Jun

2018-04-01

This paper is concerned with multiple-objective distributed optimization. Based on objective weighting and decision space decomposition, a collaborative neurodynamic approach to multiobjective distributed optimization is presented. In the approach, a system of collaborative neural networks is developed to search for Pareto optimal solutions, where each neural network is associated with one objective function and given constraints. Sufficient conditions are derived for ascertaining the convergence to a Pareto optimal solution of the collaborative neurodynamic system. In addition, it is proved that each connected subsystem can generate a Pareto optimal solution when the communication topology is disconnected. Then, a switching-topology-based method is proposed to compute multiple Pareto optimal solutions for discretized approximation of Pareto front. Finally, simulation results are discussed to substantiate the performance of the collaborative neurodynamic approach. A portfolio selection application is also given.

Improved mine blast algorithm for optimal cost design of water distribution systems

NASA Astrophysics Data System (ADS)

Sadollah, Ali; Guen Yoo, Do; Kim, Joong Hoon

2015-12-01

The design of water distribution systems is a large class of combinatorial, nonlinear optimization problems with complex constraints such as conservation of mass and energy equations. Since feasible solutions are often extremely complex, traditional optimization techniques are insufficient. Recently, metaheuristic algorithms have been applied to this class of problems because they are highly efficient. In this article, a recently developed optimizer called the mine blast algorithm (MBA) is considered. The MBA is improved and coupled with the hydraulic simulator EPANET to find the optimal cost design for water distribution systems. The performance of the improved mine blast algorithm (IMBA) is demonstrated using the well-known Hanoi, New York tunnels and Balerma benchmark networks. Optimization results obtained using IMBA are compared to those using MBA and other optimizers in terms of their minimum construction costs and convergence rates. For the complex Balerma network, IMBA offers the cheapest network design compared to other optimization algorithms.

On the Improvement of Convergence Performance for Integrated Design of Wind Turbine Blade Using a Vector Dominating Multi-objective Evolution Algorithm

NASA Astrophysics Data System (ADS)

Wang, L.; Wang, T. G.; Wu, J. H.; Cheng, G. P.

2016-09-01

A novel multi-objective optimization algorithm incorporating evolution strategies and vector mechanisms, referred as VD-MOEA, is proposed and applied in aerodynamic- structural integrated design of wind turbine blade. In the algorithm, a set of uniformly distributed vectors is constructed to guide population in moving forward to the Pareto front rapidly and maintain population diversity with high efficiency. For example, two- and three- objective designs of 1.5MW wind turbine blade are subsequently carried out for the optimization objectives of maximum annual energy production, minimum blade mass, and minimum extreme root thrust. The results show that the Pareto optimal solutions can be obtained in one single simulation run and uniformly distributed in the objective space, maximally maintaining the population diversity. In comparison to conventional evolution algorithms, VD-MOEA displays dramatic improvement of algorithm performance in both convergence and diversity preservation for handling complex problems of multi-variables, multi-objectives and multi-constraints. This provides a reliable high-performance optimization approach for the aerodynamic-structural integrated design of wind turbine blade.

Inversion method based on stochastic optimization for particle sizing.

PubMed

Sánchez-Escobar, Juan Jaime; Barbosa-Santillán, Liliana Ibeth; Vargas-Ubera, Javier; Aguilar-Valdés, Félix

2016-08-01

A stochastic inverse method is presented based on a hybrid evolutionary optimization algorithm (HEOA) to retrieve a monomodal particle-size distribution (PSD) from the angular distribution of scattered light. By solving an optimization problem, the HEOA (with the Fraunhofer approximation) retrieves the PSD from an intensity pattern generated by Mie theory. The analyzed light-scattering pattern can be attributed to unimodal normal, gamma, or lognormal distribution of spherical particles covering the interval of modal size parameters 46≤α≤150. The HEOA ensures convergence to the near-optimal solution during the optimization of a real-valued objective function by combining the advantages of a multimember evolution strategy and locally weighted linear regression. The numerical results show that our HEOA can be satisfactorily applied to solve the inverse light-scattering problem.

Regulation of Renewable Energy Sources to Optimal Power Flow Solutions Using ADMM

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

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

This paper considers power distribution systems featuring renewable energy sources (RESs), and develops a distributed optimization method to steer the RES output powers to solutions of AC optimal power flow (OPF) problems. The design of the proposed method leverages suitable linear approximations of the AC-power flow equations, and is based on the Alternating Direction Method of Multipliers (ADMM). Convergence of the RES-inverter output powers to solutions of the OPF problem is established under suitable conditions on the stepsize as well as mismatches between the commanded setpoints and actual RES output powers. In a broad sense, the methods and results proposedmore » here are also applicable to other distributed optimization problem setups with ADMM and inexact dual updates.« less

Bayesian ensemble refinement by replica simulations and reweighting.

PubMed

Hummer, Gerhard; Köfinger, Jürgen

2015-12-28

We describe different Bayesian ensemble refinement methods, examine their interrelation, and discuss their practical application. With ensemble refinement, the properties of dynamic and partially disordered (bio)molecular structures can be characterized by integrating a wide range of experimental data, including measurements of ensemble-averaged observables. We start from a Bayesian formulation in which the posterior is a functional that ranks different configuration space distributions. By maximizing this posterior, we derive an optimal Bayesian ensemble distribution. For discrete configurations, this optimal distribution is identical to that obtained by the maximum entropy "ensemble refinement of SAXS" (EROS) formulation. Bayesian replica ensemble refinement enhances the sampling of relevant configurations by imposing restraints on averages of observables in coupled replica molecular dynamics simulations. We show that the strength of the restraints should scale linearly with the number of replicas to ensure convergence to the optimal Bayesian result in the limit of infinitely many replicas. In the "Bayesian inference of ensembles" method, we combine the replica and EROS approaches to accelerate the convergence. An adaptive algorithm can be used to sample directly from the optimal ensemble, without replicas. We discuss the incorporation of single-molecule measurements and dynamic observables such as relaxation parameters. The theoretical analysis of different Bayesian ensemble refinement approaches provides a basis for practical applications and a starting point for further investigations.

Bayesian ensemble refinement by replica simulations and reweighting

NASA Astrophysics Data System (ADS)

Hummer, Gerhard; Köfinger, Jürgen

2015-12-01

We describe different Bayesian ensemble refinement methods, examine their interrelation, and discuss their practical application. With ensemble refinement, the properties of dynamic and partially disordered (bio)molecular structures can be characterized by integrating a wide range of experimental data, including measurements of ensemble-averaged observables. We start from a Bayesian formulation in which the posterior is a functional that ranks different configuration space distributions. By maximizing this posterior, we derive an optimal Bayesian ensemble distribution. For discrete configurations, this optimal distribution is identical to that obtained by the maximum entropy "ensemble refinement of SAXS" (EROS) formulation. Bayesian replica ensemble refinement enhances the sampling of relevant configurations by imposing restraints on averages of observables in coupled replica molecular dynamics simulations. We show that the strength of the restraints should scale linearly with the number of replicas to ensure convergence to the optimal Bayesian result in the limit of infinitely many replicas. In the "Bayesian inference of ensembles" method, we combine the replica and EROS approaches to accelerate the convergence. An adaptive algorithm can be used to sample directly from the optimal ensemble, without replicas. We discuss the incorporation of single-molecule measurements and dynamic observables such as relaxation parameters. The theoretical analysis of different Bayesian ensemble refinement approaches provides a basis for practical applications and a starting point for further investigations.

Optimal Power Flow Pursuit

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

Dall'Anese, Emiliano; Simonetto, Andrea

This paper considers distribution networks featuring inverter-interfaced distributed energy resources, and develops distributed feedback controllers that continuously drive the inverter output powers to solutions of AC optimal power flow (OPF) problems. Particularly, the controllers update the power setpoints based on voltage measurements as well as given (time-varying) OPF targets, and entail elementary operations implementable onto low-cost microcontrollers that accompany power-electronics interfaces of gateways and inverters. The design of the control framework is based on suitable linear approximations of the AC power-flow equations as well as Lagrangian regularization methods. Convergence and OPF-target tracking capabilities of the controllers are analytically established. Overall,more » the proposed method allows to bypass traditional hierarchical setups where feedback control and optimization operate at distinct time scales, and to enable real-time optimization of distribution systems.« less

Optimal configuration of power grid sources based on optimal particle swarm algorithm

NASA Astrophysics Data System (ADS)

Wen, Yuanhua

2018-04-01

In order to optimize the distribution problem of power grid sources, an optimized particle swarm optimization algorithm is proposed. First, the concept of multi-objective optimization and the Pareto solution set are enumerated. Then, the performance of the classical genetic algorithm, the classical particle swarm optimization algorithm and the improved particle swarm optimization algorithm are analyzed. The three algorithms are simulated respectively. Compared with the test results of each algorithm, the superiority of the algorithm in convergence and optimization performance is proved, which lays the foundation for subsequent micro-grid power optimization configuration solution.

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

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

This paper considers power distribution systems featuring renewable energy sources (RESs), and develops a distributed optimization method to steer the RES output powers to solutions of AC optimal power flow (OPF) problems. The design of the proposed method leverages suitable linear approximations of the AC-power flow equations, and is based on the Alternating Direction Method of Multipliers (ADMM). Convergence of the RES-inverter output powers to solutions of the OPF problem is established under suitable conditions on the stepsize as well as mismatches between the commanded setpoints and actual RES output powers. In a broad sense, the methods and results proposedmore » here are also applicable to other distributed optimization problem setups with ADMM and inexact dual updates.« less

Converging prescription brand shares as evidence of physician learning.

PubMed

Walker, Doug

2012-01-01

Within a drug category, there is an optimal brand the physician could choose to prescribe based on the patient's particular condition and characteristics. Physicians desire to prescribe the best brand for each patient for professional, moral, and legal reasons. Ideally, detailing provides information that supports this effort. This study finds that, over time, the proportion of prescriptions written for each brand moves toward a stable distribution--a convergence in which each brand's share in the category appears to match the proportion of prescription writing opportunities where the brand is the best choice for the patient. Detailing supports this convergence.

K-Minimax Stochastic Programming Problems

NASA Astrophysics Data System (ADS)

Nedeva, C.

2007-10-01

The purpose of this paper is a discussion of a numerical procedure based on the simplex method for stochastic optimization problems with partially known distribution functions. The convergence of this procedure is proved by the condition on dual problems.

The effect of model uncertainty on some optimal routing problems

NASA Technical Reports Server (NTRS)

Mohanty, Bibhu; Cassandras, Christos G.

1991-01-01

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

Galerkin approximation for inverse problems for nonautonomous nonlinear distributed systems

NASA Technical Reports Server (NTRS)

Banks, H. T.; Reich, Simeon; Rosen, I. G.

1988-01-01

An abstract framework and convergence theory is developed for Galerkin approximation for inverse problems involving the identification of nonautonomous nonlinear distributed parameter systems. A set of relatively easily verified conditions is provided which are sufficient to guarantee the existence of optimal solutions and their approximation by a sequence of solutions to a sequence of approximating finite dimensional identification problems. The approach is based on the theory of monotone operators in Banach spaces and is applicable to a reasonably broad class of nonlinear distributed systems. Operator theoretic and variational techniques are used to establish a fundamental convergence result. An example involving evolution systems with dynamics described by nonstationary quasilinear elliptic operators along with some applications are presented and discussed.

Testing Adaptive Hypotheses of Convergence with Functional Landscapes: A Case Study of Bone-Cracking Hypercarnivores

PubMed Central

Tseng, Zhijie Jack

2013-01-01

Morphological convergence is a well documented phenomenon in mammals, and adaptive explanations are commonly employed to infer similar functions for convergent characteristics. I present a study that adopts aspects of theoretical morphology and engineering optimization to test hypotheses about adaptive convergent evolution. Bone-cracking ecomorphologies in Carnivora were used as a case study. Previous research has shown that skull deepening and widening are major evolutionary patterns in convergent bone-cracking canids and hyaenids. A simple two-dimensional design space, with skull width-to-length and depth-to-length ratios as variables, was used to examine optimized shapes for two functional properties: mechanical advantage (MA) and strain energy (SE). Functionality of theoretical skull shapes was studied using finite element analysis (FEA) and visualized as functional landscapes. The distribution of actual skull shapes in the landscape showed a convergent trend of plesiomorphically low-MA and moderate-SE skulls evolving towards higher-MA and moderate-SE skulls; this is corroborated by FEA of 13 actual specimens. Nevertheless, regions exist in the landscape where high-MA and lower-SE shapes are not represented by existing species; their vacancy is observed even at higher taxonomic levels. Results highlight the interaction of biomechanical and non-biomechanical factors in constraining general skull dimensions to localized functional optima through evolution. PMID:23734244

A Stochastic Inversion Method for Potential Field Data: Ant Colony Optimization

NASA Astrophysics Data System (ADS)

Liu, Shuang; Hu, Xiangyun; Liu, Tianyou

2014-07-01

Simulating natural ants' foraging behavior, the ant colony optimization (ACO) algorithm performs excellently in combinational optimization problems, for example the traveling salesman problem and the quadratic assignment problem. However, the ACO is seldom used to inverted for gravitational and magnetic data. On the basis of the continuous and multi-dimensional objective function for potential field data optimization inversion, we present the node partition strategy ACO (NP-ACO) algorithm for inversion of model variables of fixed shape and recovery of physical property distributions of complicated shape models. We divide the continuous variables into discrete nodes and ants directionally tour the nodes by use of transition probabilities. We update the pheromone trails by use of Gaussian mapping between the objective function value and the quantity of pheromone. It can analyze the search results in real time and promote the rate of convergence and precision of inversion. Traditional mapping, including the ant-cycle system, weaken the differences between ant individuals and lead to premature convergence. We tested our method by use of synthetic data and real data from scenarios involving gravity and magnetic anomalies. The inverted model variables and recovered physical property distributions were in good agreement with the true values. The ACO algorithm for binary representation imaging and full imaging can recover sharper physical property distributions than traditional linear inversion methods. The ACO has good optimization capability and some excellent characteristics, for example robustness, parallel implementation, and portability, compared with other stochastic metaheuristics.

Improved techniques for outgoing wave variational principle calculations of converged state-to-state transition probabilities for chemical reactions

NASA Technical Reports Server (NTRS)

Mielke, Steven L.; Truhlar, Donald G.; Schwenke, David W.

1991-01-01

Improved techniques and well-optimized basis sets are presented for application of the outgoing wave variational principle to calculate converged quantum mechanical reaction probabilities. They are illustrated with calculations for the reactions D + H2 yields HD + H with total angular momentum J = 3 and F + H2 yields HF + H with J = 0 and 3. The optimization involves the choice of distortion potential, the grid for calculating half-integrated Green's functions, the placement, width, and number of primitive distributed Gaussians, and the computationally most efficient partition between dynamically adapted and primitive basis functions. Benchmark calculations with 224-1064 channels are presented.

Distributed Optimal Consensus Over Resource Allocation Network and Its Application to Dynamical Economic Dispatch.

PubMed

Li, Chaojie; Yu, Xinghuo; Huang, Tingwen; He, Xing; Chaojie Li; Xinghuo Yu; Tingwen Huang; Xing He; Li, Chaojie; Huang, Tingwen; He, Xing; Yu, Xinghuo

2018-06-01

The resource allocation problem is studied and reformulated by a distributed interior point method via a -logarithmic barrier. By the facilitation of the graph Laplacian, a fully distributed continuous-time multiagent system is developed for solving the problem. Specifically, to avoid high singularity of the -logarithmic barrier at boundary, an adaptive parameter switching strategy is introduced into this dynamical multiagent system. The convergence rate of the distributed algorithm is obtained. Moreover, a novel distributed primal-dual dynamical multiagent system is designed in a smart grid scenario to seek the saddle point of dynamical economic dispatch, which coincides with the optimal solution. The dual decomposition technique is applied to transform the optimization problem into easily solvable resource allocation subproblems with local inequality constraints. The good performance of the new dynamical systems is, respectively, verified by a numerical example and the IEEE six-bus test system-based simulations.

Chandrasekhar equations and computational algorithms for distributed parameter systems

NASA Technical Reports Server (NTRS)

Burns, J. A.; Ito, K.; Powers, R. K.

1984-01-01

The Chandrasekhar equations arising in optimal control problems for linear distributed parameter systems are considered. The equations are derived via approximation theory. This approach is used to obtain existence, uniqueness, and strong differentiability of the solutions and provides the basis for a convergent computation scheme for approximating feedback gain operators. A numerical example is presented to illustrate these ideas.

Numerical convergence and validation of the DIMP inverse particle transport model

DOE PAGES

Nelson, Noel; Azmy, Yousry

2017-09-01

The data integration with modeled predictions (DIMP) model is a promising inverse radiation transport method for solving the special nuclear material (SNM) holdup problem. Unlike previous methods, DIMP is a completely passive nondestructive assay technique that requires no initial assumptions regarding the source distribution or active measurement time. DIMP predicts the most probable source location and distribution through Bayesian inference and quasi-Newtonian optimization of predicted detector re-sponses (using the adjoint transport solution) with measured responses. DIMP performs well with for-ward hemispherical collimation and unshielded measurements, but several considerations are required when using narrow-view collimated detectors. DIMP converged well to themore » correct source distribution as the number of synthetic responses increased. DIMP also performed well for the first experimental validation exercise after applying a collimation factor, and sufficiently reducing the source search vol-ume's extent to prevent the optimizer from getting stuck in local minima. DIMP's simple point detector response function (DRF) is being improved to address coplanar false positive/negative responses, and an angular DRF is being considered for integration with the next version of DIMP to account for highly collimated responses. Overall, DIMP shows promise for solving the SNM holdup inverse problem, especially once an improved optimization algorithm is implemented.« less

Multi-AUV autonomous task planning based on the scroll time domain quantum bee colony optimization algorithm in uncertain environment

PubMed Central

Zhang, Rubo; Yang, Yu

2017-01-01

Research on distributed task planning model for multi-autonomous underwater vehicle (MAUV). A scroll time domain quantum artificial bee colony (STDQABC) optimization algorithm is proposed to solve the multi-AUV optimal task planning scheme. In the uncertain marine environment, the rolling time domain control technique is used to realize a numerical optimization in a narrowed time range. Rolling time domain control is one of the better task planning techniques, which can greatly reduce the computational workload and realize the tradeoff between AUV dynamics, environment and cost. Finally, a simulation experiment was performed to evaluate the distributed task planning performance of the scroll time domain quantum bee colony optimization algorithm. The simulation results demonstrate that the STDQABC algorithm converges faster than the QABC and ABC algorithms in terms of both iterations and running time. The STDQABC algorithm can effectively improve MAUV distributed tasking planning performance, complete the task goal and get the approximate optimal solution. PMID:29186166

Multi-AUV autonomous task planning based on the scroll time domain quantum bee colony optimization algorithm in uncertain environment.

PubMed

Li, Jianjun; Zhang, Rubo; Yang, Yu

2017-01-01

Research on distributed task planning model for multi-autonomous underwater vehicle (MAUV). A scroll time domain quantum artificial bee colony (STDQABC) optimization algorithm is proposed to solve the multi-AUV optimal task planning scheme. In the uncertain marine environment, the rolling time domain control technique is used to realize a numerical optimization in a narrowed time range. Rolling time domain control is one of the better task planning techniques, which can greatly reduce the computational workload and realize the tradeoff between AUV dynamics, environment and cost. Finally, a simulation experiment was performed to evaluate the distributed task planning performance of the scroll time domain quantum bee colony optimization algorithm. The simulation results demonstrate that the STDQABC algorithm converges faster than the QABC and ABC algorithms in terms of both iterations and running time. The STDQABC algorithm can effectively improve MAUV distributed tasking planning performance, complete the task goal and get the approximate optimal solution.

Optimal Regulation of Virtual Power Plants

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

Dall Anese, Emiliano; Guggilam, Swaroop S.; Simonetto, Andrea

This paper develops a real-time algorithmic framework for aggregations of distributed energy resources (DERs) in distribution networks to provide regulation services in response to transmission-level requests. Leveraging online primal-dual-type methods for time-varying optimization problems and suitable linearizations of the nonlinear AC power-flow equations, we believe this work establishes the system-theoretic foundation to realize the vision of distribution-level virtual power plants. The optimization framework controls the output powers of dispatchable DERs such that, in aggregate, they respond to automatic-generation-control and/or regulation-services commands. This is achieved while concurrently regulating voltages within the feeder and maximizing customers' and utility's performance objectives. Convergence andmore » tracking capabilities are analytically established under suitable modeling assumptions. Simulations are provided to validate the proposed approach.« less

Dynamic ADMM for Real-Time Optimal Power Flow

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

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

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

Dynamic ADMM for Real-Time Optimal Power Flow: Preprint

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

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

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

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

Hybrid artificial bee colony algorithm for parameter optimization of five-parameter bidirectional reflectance distribution function model.

PubMed

Wang, Qianqian; Zhao, Jing; Gong, Yong; Hao, Qun; Peng, Zhong

2017-11-20

A hybrid artificial bee colony (ABC) algorithm inspired by the best-so-far solution and bacterial chemotaxis was introduced to optimize the parameters of the five-parameter bidirectional reflectance distribution function (BRDF) model. To verify the performance of the hybrid ABC algorithm, we measured BRDF of three kinds of samples and simulated the undetermined parameters of the five-parameter BRDF model using the hybrid ABC algorithm and the genetic algorithm, respectively. The experimental results demonstrate that the hybrid ABC algorithm outperforms the genetic algorithm in convergence speed, accuracy, and time efficiency under the same conditions.

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

A modified estimation distribution algorithm based on extreme elitism.

PubMed

Gao, Shujun; de Silva, Clarence W

2016-12-01

An existing estimation distribution algorithm (EDA) with univariate marginal Gaussian model was improved by designing and incorporating an extreme elitism selection method. This selection method highlighted the effect of a few top best solutions in the evolution and advanced EDA to form a primary evolution direction and obtain a fast convergence rate. Simultaneously, this selection can also keep the population diversity to make EDA avoid premature convergence. Then the modified EDA was tested by means of benchmark low-dimensional and high-dimensional optimization problems to illustrate the gains in using this extreme elitism selection. Besides, no-free-lunch theorem was implemented in the analysis of the effect of this new selection on EDAs. Copyright © 2016 Elsevier Ireland Ltd. All rights reserved.

Distributed query plan generation using multiobjective genetic algorithm.

PubMed

Panicker, Shina; Kumar, T V Vijay

2014-01-01

A distributed query processing strategy, which is a key performance determinant in accessing distributed databases, aims to minimize the total query processing cost. One way to achieve this is by generating efficient distributed query plans that involve fewer sites for processing a query. In the case of distributed relational databases, the number of possible query plans increases exponentially with respect to the number of relations accessed by the query and the number of sites where these relations reside. Consequently, computing optimal distributed query plans becomes a complex problem. This distributed query plan generation (DQPG) problem has already been addressed using single objective genetic algorithm, where the objective is to minimize the total query processing cost comprising the local processing cost (LPC) and the site-to-site communication cost (CC). In this paper, this DQPG problem is formulated and solved as a biobjective optimization problem with the two objectives being minimize total LPC and minimize total CC. These objectives are simultaneously optimized using a multiobjective genetic algorithm NSGA-II. Experimental comparison of the proposed NSGA-II based DQPG algorithm with the single objective genetic algorithm shows that the former performs comparatively better and converges quickly towards optimal solutions for an observed crossover and mutation probability.

Distributed Query Plan Generation Using Multiobjective Genetic Algorithm

PubMed Central

Panicker, Shina; Vijay Kumar, T. V.

2014-01-01

A distributed query processing strategy, which is a key performance determinant in accessing distributed databases, aims to minimize the total query processing cost. One way to achieve this is by generating efficient distributed query plans that involve fewer sites for processing a query. In the case of distributed relational databases, the number of possible query plans increases exponentially with respect to the number of relations accessed by the query and the number of sites where these relations reside. Consequently, computing optimal distributed query plans becomes a complex problem. This distributed query plan generation (DQPG) problem has already been addressed using single objective genetic algorithm, where the objective is to minimize the total query processing cost comprising the local processing cost (LPC) and the site-to-site communication cost (CC). In this paper, this DQPG problem is formulated and solved as a biobjective optimization problem with the two objectives being minimize total LPC and minimize total CC. These objectives are simultaneously optimized using a multiobjective genetic algorithm NSGA-II. Experimental comparison of the proposed NSGA-II based DQPG algorithm with the single objective genetic algorithm shows that the former performs comparatively better and converges quickly towards optimal solutions for an observed crossover and mutation probability. PMID:24963513

Research reactor loading pattern optimization using estimation of distribution algorithms

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

Jiang, S.; Ziver, K.; AMCG Group, RM Consultants, Abingdon

2006-07-01

A new evolutionary search based approach for solving the nuclear reactor loading pattern optimization problems is presented based on the Estimation of Distribution Algorithms. The optimization technique developed is then applied to the maximization of the effective multiplication factor (K{sub eff}) of the Imperial College CONSORT research reactor (the last remaining civilian research reactor in the United Kingdom). A new elitism-guided searching strategy has been developed and applied to improve the local convergence together with some problem-dependent information based on the 'stand-alone K{sub eff} with fuel coupling calculations. A comparison study between the EDAs and a Genetic Algorithm with Heuristicmore » Tie Breaking Crossover operator has shown that the new algorithm is efficient and robust. (authors)« less

Algorithms for the optimization of RBE-weighted dose in particle therapy.

PubMed

Horcicka, M; Meyer, C; Buschbacher, A; Durante, M; Krämer, M

2013-01-21

We report on various algorithms used for the nonlinear optimization of RBE-weighted dose in particle therapy. Concerning the dose calculation carbon ions are considered and biological effects are calculated by the Local Effect Model. Taking biological effects fully into account requires iterative methods to solve the optimization problem. We implemented several additional algorithms into GSI's treatment planning system TRiP98, like the BFGS-algorithm and the method of conjugated gradients, in order to investigate their computational performance. We modified textbook iteration procedures to improve the convergence speed. The performance of the algorithms is presented by convergence in terms of iterations and computation time. We found that the Fletcher-Reeves variant of the method of conjugated gradients is the algorithm with the best computational performance. With this algorithm we could speed up computation times by a factor of 4 compared to the method of steepest descent, which was used before. With our new methods it is possible to optimize complex treatment plans in a few minutes leading to good dose distributions. At the end we discuss future goals concerning dose optimization issues in particle therapy which might benefit from fast optimization solvers.

Algorithms for the optimization of RBE-weighted dose in particle therapy

NASA Astrophysics Data System (ADS)

Horcicka, M.; Meyer, C.; Buschbacher, A.; Durante, M.; Krämer, M.

2013-01-01

We report on various algorithms used for the nonlinear optimization of RBE-weighted dose in particle therapy. Concerning the dose calculation carbon ions are considered and biological effects are calculated by the Local Effect Model. Taking biological effects fully into account requires iterative methods to solve the optimization problem. We implemented several additional algorithms into GSI's treatment planning system TRiP98, like the BFGS-algorithm and the method of conjugated gradients, in order to investigate their computational performance. We modified textbook iteration procedures to improve the convergence speed. The performance of the algorithms is presented by convergence in terms of iterations and computation time. We found that the Fletcher-Reeves variant of the method of conjugated gradients is the algorithm with the best computational performance. With this algorithm we could speed up computation times by a factor of 4 compared to the method of steepest descent, which was used before. With our new methods it is possible to optimize complex treatment plans in a few minutes leading to good dose distributions. At the end we discuss future goals concerning dose optimization issues in particle therapy which might benefit from fast optimization solvers.

The optimal modified variational iteration method for the Lane-Emden equations with Neumann and Robin boundary conditions

NASA Astrophysics Data System (ADS)

Singh, Randhir; Das, Nilima; Kumar, Jitendra

2017-06-01

An effective analytical technique is proposed for the solution of the Lane-Emden equations. The proposed technique is based on the variational iteration method (VIM) and the convergence control parameter h . In order to avoid solving a sequence of nonlinear algebraic or complicated integrals for the derivation of unknown constant, the boundary conditions are used before designing the recursive scheme for solution. The series solutions are found which converges rapidly to the exact solution. Convergence analysis and error bounds are discussed. Accuracy, applicability of the method is examined by solving three singular problems: i) nonlinear Poisson-Boltzmann equation, ii) distribution of heat sources in the human head, iii) second-kind Lane-Emden equation.

A fast elitism Gaussian estimation of distribution algorithm and application for PID optimization.

PubMed

Xu, Qingyang; Zhang, Chengjin; Zhang, Li

2014-01-01

Estimation of distribution algorithm (EDA) is an intelligent optimization algorithm based on the probability statistics theory. A fast elitism Gaussian estimation of distribution algorithm (FEGEDA) is proposed in this paper. The Gaussian probability model is used to model the solution distribution. The parameters of Gaussian come from the statistical information of the best individuals by fast learning rule. A fast learning rule is used to enhance the efficiency of the algorithm, and an elitism strategy is used to maintain the convergent performance. The performances of the algorithm are examined based upon several benchmarks. In the simulations, a one-dimensional benchmark is used to visualize the optimization process and probability model learning process during the evolution, and several two-dimensional and higher dimensional benchmarks are used to testify the performance of FEGEDA. The experimental results indicate the capability of FEGEDA, especially in the higher dimensional problems, and the FEGEDA exhibits a better performance than some other algorithms and EDAs. Finally, FEGEDA is used in PID controller optimization of PMSM and compared with the classical-PID and GA.

A Fast Elitism Gaussian Estimation of Distribution Algorithm and Application for PID Optimization

PubMed Central

Xu, Qingyang; Zhang, Chengjin; Zhang, Li

2014-01-01

Estimation of distribution algorithm (EDA) is an intelligent optimization algorithm based on the probability statistics theory. A fast elitism Gaussian estimation of distribution algorithm (FEGEDA) is proposed in this paper. The Gaussian probability model is used to model the solution distribution. The parameters of Gaussian come from the statistical information of the best individuals by fast learning rule. A fast learning rule is used to enhance the efficiency of the algorithm, and an elitism strategy is used to maintain the convergent performance. The performances of the algorithm are examined based upon several benchmarks. In the simulations, a one-dimensional benchmark is used to visualize the optimization process and probability model learning process during the evolution, and several two-dimensional and higher dimensional benchmarks are used to testify the performance of FEGEDA. The experimental results indicate the capability of FEGEDA, especially in the higher dimensional problems, and the FEGEDA exhibits a better performance than some other algorithms and EDAs. Finally, FEGEDA is used in PID controller optimization of PMSM and compared with the classical-PID and GA. PMID:24892059

Optimal updating magnitude in adaptive flat-distribution sampling

NASA Astrophysics Data System (ADS)

Zhang, Cheng; Drake, Justin A.; Ma, Jianpeng; Pettitt, B. Montgomery

2017-11-01

We present a study on the optimization of the updating magnitude for a class of free energy methods based on flat-distribution sampling, including the Wang-Landau (WL) algorithm and metadynamics. These methods rely on adaptive construction of a bias potential that offsets the potential of mean force by histogram-based updates. The convergence of the bias potential can be improved by decreasing the updating magnitude with an optimal schedule. We show that while the asymptotically optimal schedule for the single-bin updating scheme (commonly used in the WL algorithm) is given by the known inverse-time formula, that for the Gaussian updating scheme (commonly used in metadynamics) is often more complex. We further show that the single-bin updating scheme is optimal for very long simulations, and it can be generalized to a class of bandpass updating schemes that are similarly optimal. These bandpass updating schemes target only a few long-range distribution modes and their optimal schedule is also given by the inverse-time formula. Constructed from orthogonal polynomials, the bandpass updating schemes generalize the WL and Langfeld-Lucini-Rago algorithms as an automatic parameter tuning scheme for umbrella sampling.

Optimal updating magnitude in adaptive flat-distribution sampling.

PubMed

Zhang, Cheng; Drake, Justin A; Ma, Jianpeng; Pettitt, B Montgomery

2017-11-07

We present a study on the optimization of the updating magnitude for a class of free energy methods based on flat-distribution sampling, including the Wang-Landau (WL) algorithm and metadynamics. These methods rely on adaptive construction of a bias potential that offsets the potential of mean force by histogram-based updates. The convergence of the bias potential can be improved by decreasing the updating magnitude with an optimal schedule. We show that while the asymptotically optimal schedule for the single-bin updating scheme (commonly used in the WL algorithm) is given by the known inverse-time formula, that for the Gaussian updating scheme (commonly used in metadynamics) is often more complex. We further show that the single-bin updating scheme is optimal for very long simulations, and it can be generalized to a class of bandpass updating schemes that are similarly optimal. These bandpass updating schemes target only a few long-range distribution modes and their optimal schedule is also given by the inverse-time formula. Constructed from orthogonal polynomials, the bandpass updating schemes generalize the WL and Langfeld-Lucini-Rago algorithms as an automatic parameter tuning scheme for umbrella sampling.

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

PubMed

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

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

Approximating the linear quadratic optimal control law for hereditary systems with delays in the control

NASA Technical Reports Server (NTRS)

Milman, Mark H.

1987-01-01

The fundamental control synthesis issue of establishing a priori convergence rates of approximation schemes for feedback controllers for a class of distributed parameter systems is addressed within the context of hereditary systems. Specifically, a factorization approach is presented for deriving approximations to the optimal feedback gains for the linear regulator-quadratic cost problem associated with time-varying functional differential equations with control delays. The approach is based on a discretization of the state penalty which leads to a simple structure for the feedback control law. General properties of the Volterra factors of Hilbert-Schmidt operators are then used to obtain convergence results for the controls, trajectories and feedback kernels. Two algorithms are derived from the basic approximation scheme, including a fast algorithm, in the time-invariant case. A numerical example is also considered.

Approximating the linear quadratic optimal control law for hereditary systems with delays in the control

NASA Technical Reports Server (NTRS)

Milman, Mark H.

1988-01-01

The fundamental control synthesis issue of establishing a priori convergence rates of approximation schemes for feedback controllers for a class of distributed parameter systems is addressed within the context of hereditary schemes. Specifically, a factorization approach is presented for deriving approximations to the optimal feedback gains for the linear regulator-quadratic cost problem associated with time-varying functional differential equations with control delays. The approach is based on a discretization of the state penalty which leads to a simple structure for the feedback control law. General properties of the Volterra factors of Hilbert-Schmidt operators are then used to obtain convergence results for the controls, trajectories and feedback kernels. Two algorithms are derived from the basic approximation scheme, including a fast algorithm, in the time-invariant case. A numerical example is also considered.

Optimal and fast E/B separation with a dual messenger field

NASA Astrophysics Data System (ADS)

Kodi Ramanah, Doogesh; Lavaux, Guilhem; Wandelt, Benjamin D.

2018-05-01

We adapt our recently proposed dual messenger algorithm for spin field reconstruction and showcase its efficiency and effectiveness in Wiener filtering polarized cosmic microwave background (CMB) maps. Unlike conventional preconditioned conjugate gradient (PCG) solvers, our preconditioner-free technique can deal with high-resolution joint temperature and polarization maps with inhomogeneous noise distributions and arbitrary mask geometries with relative ease. Various convergence diagnostics illustrate the high quality of the dual messenger reconstruction. In contrast, the PCG implementation fails to converge to a reasonable solution for the specific problem considered. The implementation of the dual messenger method is straightforward and guarantees numerical stability and convergence. We show how the algorithm can be modified to generate fluctuation maps, which, combined with the Wiener filter solution, yield unbiased constrained signal realizations, consistent with observed data. This algorithm presents a pathway to exact global analyses of high-resolution and high-sensitivity CMB data for a statistically optimal separation of E and B modes. It is therefore relevant for current and next-generation CMB experiments, in the quest for the elusive primordial B-mode signal.

Active and Reactive Power Optimal Dispatch Associated with Load and DG Uncertainties in Active Distribution Network

NASA Astrophysics Data System (ADS)

Gao, F.; Song, X. H.; Zhang, Y.; Li, J. F.; Zhao, S. S.; Ma, W. Q.; Jia, Z. Y.

2017-05-01

In order to reduce the adverse effects of uncertainty on optimal dispatch in active distribution network, an optimal dispatch model based on chance-constrained programming is proposed in this paper. In this model, the active and reactive power of DG can be dispatched at the aim of reducing the operating cost. The effect of operation strategy on the cost can be reflected in the objective which contains the cost of network loss, DG curtailment, DG reactive power ancillary service, and power quality compensation. At the same time, the probabilistic constraints can reflect the operation risk degree. Then the optimal dispatch model is simplified as a series of single stage model which can avoid large variable dimension and improve the convergence speed. And the single stage model is solved using a combination of particle swarm optimization (PSO) and point estimate method (PEM). Finally, the proposed optimal dispatch model and method is verified by the IEEE33 test system.

Optimal design of solidification processes

NASA Technical Reports Server (NTRS)

Dantzig, Jonathan A.; Tortorelli, Daniel A.

1991-01-01

An optimal design algorithm is presented for the analysis of general solidification processes, and is demonstrated for the growth of GaAs crystals in a Bridgman furnace. The system is optimal in the sense that the prespecified temperature distribution in the solidifying materials is obtained to maximize product quality. The optimization uses traditional numerical programming techniques which require the evaluation of cost and constraint functions and their sensitivities. The finite element method is incorporated to analyze the crystal solidification problem, evaluate the cost and constraint functions, and compute the sensitivities. These techniques are demonstrated in the crystal growth application by determining an optimal furnace wall temperature distribution to obtain the desired temperature profile in the crystal, and hence to maximize the crystal's quality. Several numerical optimization algorithms are studied to determine the proper convergence criteria, effective 1-D search strategies, appropriate forms of the cost and constraint functions, etc. In particular, we incorporate the conjugate gradient and quasi-Newton methods for unconstrained problems. The efficiency and effectiveness of each algorithm is presented in the example problem.

An Efficacious Multi-Objective Fuzzy Linear Programming Approach for Optimal Power Flow Considering Distributed Generation.

PubMed

Warid, Warid; Hizam, Hashim; Mariun, Norman; Abdul-Wahab, Noor Izzri

2016-01-01

This paper proposes a new formulation for the multi-objective optimal power flow (MOOPF) problem for meshed power networks considering distributed generation. An efficacious multi-objective fuzzy linear programming optimization (MFLP) algorithm is proposed to solve the aforementioned problem with and without considering the distributed generation (DG) effect. A variant combination of objectives is considered for simultaneous optimization, including power loss, voltage stability, and shunt capacitors MVAR reserve. Fuzzy membership functions for these objectives are designed with extreme targets, whereas the inequality constraints are treated as hard constraints. The multi-objective fuzzy optimal power flow (OPF) formulation was converted into a crisp OPF in a successive linear programming (SLP) framework and solved using an efficient interior point method (IPM). To test the efficacy of the proposed approach, simulations are performed on the IEEE 30-busand IEEE 118-bus test systems. The MFLP optimization is solved for several optimization cases. The obtained results are compared with those presented in the literature. A unique solution with a high satisfaction for the assigned targets is gained. Results demonstrate the effectiveness of the proposed MFLP technique in terms of solution optimality and rapid convergence. Moreover, the results indicate that using the optimal DG location with the MFLP algorithm provides the solution with the highest quality.

An Efficacious Multi-Objective Fuzzy Linear Programming Approach for Optimal Power Flow Considering Distributed Generation

PubMed Central

Warid, Warid; Hizam, Hashim; Mariun, Norman; Abdul-Wahab, Noor Izzri

2016-01-01

This paper proposes a new formulation for the multi-objective optimal power flow (MOOPF) problem for meshed power networks considering distributed generation. An efficacious multi-objective fuzzy linear programming optimization (MFLP) algorithm is proposed to solve the aforementioned problem with and without considering the distributed generation (DG) effect. A variant combination of objectives is considered for simultaneous optimization, including power loss, voltage stability, and shunt capacitors MVAR reserve. Fuzzy membership functions for these objectives are designed with extreme targets, whereas the inequality constraints are treated as hard constraints. The multi-objective fuzzy optimal power flow (OPF) formulation was converted into a crisp OPF in a successive linear programming (SLP) framework and solved using an efficient interior point method (IPM). To test the efficacy of the proposed approach, simulations are performed on the IEEE 30-busand IEEE 118-bus test systems. The MFLP optimization is solved for several optimization cases. The obtained results are compared with those presented in the literature. A unique solution with a high satisfaction for the assigned targets is gained. Results demonstrate the effectiveness of the proposed MFLP technique in terms of solution optimality and rapid convergence. Moreover, the results indicate that using the optimal DG location with the MFLP algorithm provides the solution with the highest quality. PMID:26954783

Cosmological information in Gaussianized weak lensing signals

NASA Astrophysics Data System (ADS)

Joachimi, B.; Taylor, A. N.; Kiessling, A.

2011-11-01

Gaussianizing the one-point distribution of the weak gravitational lensing convergence has recently been shown to increase the signal-to-noise ratio contained in two-point statistics. We investigate the information on cosmology that can be extracted from the transformed convergence fields. Employing Box-Cox transformations to determine optimal transformations to Gaussianity, we develop analytical models for the transformed power spectrum, including effects of noise and smoothing. We find that optimized Box-Cox transformations perform substantially better than an offset logarithmic transformation in Gaussianizing the convergence, but both yield very similar results for the signal-to-noise ratio. None of the transformations is capable of eliminating correlations of the power spectra between different angular frequencies, which we demonstrate to have a significant impact on the errors in cosmology. Analytic models of the Gaussianized power spectrum yield good fits to the simulations and produce unbiased parameter estimates in the majority of cases, where the exceptions can be traced back to the limitations in modelling the higher order correlations of the original convergence. In the ideal case, without galaxy shape noise, we find an increase in the cumulative signal-to-noise ratio by a factor of 2.6 for angular frequencies up to ℓ= 1500, and a decrease in the area of the confidence region in the Ωm-σ8 plane, measured in terms of q-values, by a factor of 4.4 for the best performing transformation. When adding a realistic level of shape noise, all transformations perform poorly with little decorrelation of angular frequencies, a maximum increase in signal-to-noise ratio of 34 per cent, and even slightly degraded errors on cosmological parameters. We argue that to find Gaussianizing transformations of practical use, it will be necessary to go beyond transformations of the one-point distribution of the convergence, extend the analysis deeper into the non-linear regime and resort to an exploration of parameter space via simulations.

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.

SU-E-T-422: Fast Analytical Beamlet Optimization for Volumetric Intensity-Modulated Arc Therapy

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

Chan, Kenny S K; Lee, Louis K Y; Xing, L

2015-06-15

Purpose: To implement a fast optimization algorithm on CPU/GPU heterogeneous computing platform and to obtain an optimal fluence for a given target dose distribution from the pre-calculated beamlets in an analytical approach. Methods: The 2D target dose distribution was modeled as an n-dimensional vector and estimated by a linear combination of independent basis vectors. The basis set was composed of the pre-calculated beamlet dose distributions at every 6 degrees of gantry angle and the cost function was set as the magnitude square of the vector difference between the target and the estimated dose distribution. The optimal weighting of the basis,more » which corresponds to the optimal fluence, was obtained analytically by the least square method. Those basis vectors with a positive weighting were selected for entering into the next level of optimization. Totally, 7 levels of optimization were implemented in the study.Ten head-and-neck and ten prostate carcinoma cases were selected for the study and mapped to a round water phantom with a diameter of 20cm. The Matlab computation was performed in a heterogeneous programming environment with Intel i7 CPU and NVIDIA Geforce 840M GPU. Results: In all selected cases, the estimated dose distribution was in a good agreement with the given target dose distribution and their correlation coefficients were found to be in the range of 0.9992 to 0.9997. Their root-mean-square error was monotonically decreasing and converging after 7 cycles of optimization. The computation took only about 10 seconds and the optimal fluence maps at each gantry angle throughout an arc were quickly obtained. Conclusion: An analytical approach is derived for finding the optimal fluence for a given target dose distribution and a fast optimization algorithm implemented on the CPU/GPU heterogeneous computing environment greatly reduces the optimization time.« less

2D Inviscid and Viscous Inverse Design Using Continuous Adjoint and Lax-Wendroff Formulation

NASA Astrophysics Data System (ADS)

Proctor, Camron Lisle

The continuous adjoint (CA) technique for optimization and/or inverse-design of aerodynamic components has seen nearly 30 years of documented success in academia. The benefits of using CA versus a direct sensitivity analysis are shown repeatedly in the literature. However, the use of CA in industry is relatively unheard-of. The sparseness of industry contributions to the field may be attributed to the tediousness of the derivation and/or to the difficulties in implementation due to the lack of well-documented adjoint numerical methods. The focus of this work has been to thoroughly document the techniques required to build a two-dimensional CA inverse-design tool. To this end, this work begins with a short background on computational fluid dynamics (CFD) and the use of optimization tools in conjunction with CFD tools to solve aerodynamic optimization problems. A thorough derivation of the continuous adjoint equations and the accompanying gradient calculations for inviscid and viscous constraining equations follows the introduction. Next, the numerical techniques used for solving the partial differential equations (PDEs) governing the flow equations and the adjoint equations are described. Numerical techniques for the supplementary equations are discussed briefly. Subsequently, a verification of the efficacy of the inverse design tool, for the inviscid adjoint equations as well as possible numerical implementation pitfalls are discussed. The NACA0012 airfoil is used as an initial airfoil and surface pressure distribution and the NACA16009 is used as the desired pressure and vice versa. Using a Savitsky-Golay gradient filter, convergence (defined as a cost function<1E-5) is reached in approximately 220 design iteration using 121 design variables. The inverse-design using inviscid adjoint equations results are followed by the discussion of the viscous inverse design results and techniques used to further the convergence of the optimizer. The relationship between limiting step-size and convergence in a line-search optimization is shown to slightly decrease the final cost function at significant computational cost. A gradient damping technique is presented and shown to increase the convergence rate for the optimization in viscous problems, at a negligible increase in computational cost, but is insufficient to converge the solution. Systematically including adjacent surface vertices in the perturbation of a design variable, also a surface vertex, is shown to affect the convergence capability of the viscous optimizer. Finally, a comparison of using inviscid adjoint equations, as opposed to viscous adjoint equations, on viscous flow is presented, and the inviscid adjoint paired with viscous flow is found to reduce the cost function further than the viscous adjoint for the presented problem.

Some Simple Formulas for Posterior Convergence Rates

PubMed Central

2014-01-01

We derive some simple relations that demonstrate how the posterior convergence rate is related to two driving factors: a “penalized divergence” of the prior, which measures the ability of the prior distribution to propose a nonnegligible set of working models to approximate the true model and a “norm complexity” of the prior, which measures the complexity of the prior support, weighted by the prior probability masses. These formulas are explicit and involve no essential assumptions and are easy to apply. We apply this approach to the case with model averaging and derive some useful oracle inequalities that can optimize the performance adaptively without knowing the true model. PMID:27379278

On the ``optimal'' spatial distribution and directional anisotropy of the filter-width and grid-resolution in large eddy simulation

NASA Astrophysics Data System (ADS)

Toosi, Siavash; Larsson, Johan

2017-11-01

The accuracy of an LES depends directly on the accuracy of the resolved part of the turbulence. The continuing increase in computational power enables the application of LES to increasingly complex flow problems for which the LES community lacks the experience of knowing what the ``optimal'' or even an ``acceptable'' grid (or equivalently filter-width distribution) is. The goal of this work is to introduce a systematic approach to finding the ``optimal'' grid/filter-width distribution and their ``optimal'' anisotropy. The method is tested first on the turbulent channel flow, mainly to see if it is able to predict the right anisotropy of the filter/grid, and then on the more complicated case of flow over a backward-facing step, to test its ability to predict the right distribution and anisotropy of the filter/grid simultaneously, hence leading to a converged solution. This work has been supported by the Naval Air Warfare Center Aircraft Division at Pax River, MD, under contract N00421132M021. Computing time has been provided by the University of Maryland supercomputing resources (http://hpcc.umd.edu).

QUADRO: A SUPERVISED DIMENSION REDUCTION METHOD VIA RAYLEIGH QUOTIENT OPTIMIZATION

PubMed Central

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

2016-01-01

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

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 New Distributed Optimization for Community Microgrids Scheduling

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

Starke, Michael R; Tomsovic, Kevin

This paper proposes a distributed optimization model for community microgrids considering the building thermal dynamics and customer comfort preference. The microgrid central controller (MCC) minimizes the total cost of operating the community microgrid, including fuel cost, purchasing cost, battery degradation cost and voluntary load shedding cost based on the customers' consumption, while the building energy management systems (BEMS) minimize their electricity bills as well as the cost associated with customer discomfort due to room temperature deviation from the set point. The BEMSs and the MCC exchange information on energy consumption and prices. When the optimization converges, the distributed generation scheduling,more » energy storage charging/discharging and customers' consumption as well as the energy prices are determined. In particular, we integrate the detailed thermal dynamic characteristics of buildings into the proposed model. The heating, ventilation and air-conditioning (HVAC) systems can be scheduled intelligently to reduce the electricity cost while maintaining the indoor temperature in the comfort range set by customers. Numerical simulation results show the effectiveness of proposed model.« less

Consensus-based distributed cooperative learning from closed-loop neural control systems.

PubMed

Chen, Weisheng; Hua, Shaoyong; Zhang, Huaguang

2015-02-01

In this paper, the neural tracking problem is addressed for a group of uncertain nonlinear systems where the system structures are identical but the reference signals are different. This paper focuses on studying the learning capability of neural networks (NNs) during the control process. First, we propose a novel control scheme called distributed cooperative learning (DCL) control scheme, by establishing the communication topology among adaptive laws of NN weights to share their learned knowledge online. It is further proved that if the communication topology is undirected and connected, all estimated weights of NNs can converge to small neighborhoods around their optimal values over a domain consisting of the union of all state orbits. Second, as a corollary it is shown that the conclusion on the deterministic learning still holds in the decentralized adaptive neural control scheme where, however, the estimated weights of NNs just converge to small neighborhoods of the optimal values along their own state orbits. Thus, the learned controllers obtained by DCL scheme have the better generalization capability than ones obtained by decentralized learning method. A simulation example is provided to verify the effectiveness and advantages of the control schemes proposed in this paper.

Modeling the distribution of extreme share return in Malaysia using Generalized Extreme Value (GEV) distribution

NASA Astrophysics Data System (ADS)

Hasan, Husna; Radi, Noor Fadhilah Ahmad; Kassim, Suraiya

2012-05-01

Extreme share return in Malaysia is studied. The monthly, quarterly, half yearly and yearly maximum returns are fitted to the Generalized Extreme Value (GEV) distribution. The Augmented Dickey Fuller (ADF) and Phillips Perron (PP) tests are performed to test for stationarity, while Mann-Kendall (MK) test is for the presence of monotonic trend. Maximum Likelihood Estimation (MLE) is used to estimate the parameter while L-moments estimate (LMOM) is used to initialize the MLE optimization routine for the stationary model. Likelihood ratio test is performed to determine the best model. Sherman's goodness of fit test is used to assess the quality of convergence of the GEV distribution by these monthly, quarterly, half yearly and yearly maximum. Returns levels are then estimated for prediction and planning purposes. The results show all maximum returns for all selection periods are stationary. The Mann-Kendall test indicates the existence of trend. Thus, we ought to model for non-stationary model too. Model 2, where the location parameter is increasing with time is the best for all selection intervals. Sherman's goodness of fit test shows that monthly, quarterly, half yearly and yearly maximum converge to the GEV distribution. From the results, it seems reasonable to conclude that yearly maximum is better for the convergence to the GEV distribution especially if longer records are available. Return level estimates, which is the return level (in this study return amount) that is expected to be exceeded, an average, once every t time periods starts to appear in the confidence interval of T = 50 for quarterly, half yearly and yearly maximum.

On convergence of differential evolution over a class of continuous functions with unique global optimum.

PubMed

Ghosh, Sayan; Das, Swagatam; Vasilakos, Athanasios V; Suresh, Kaushik

2012-02-01

Differential evolution (DE) is arguably one of the most powerful stochastic real-parameter optimization algorithms of current interest. Since its inception in the mid 1990s, DE has been finding many successful applications in real-world optimization problems from diverse domains of science and engineering. This paper takes a first significant step toward the convergence analysis of a canonical DE (DE/rand/1/bin) algorithm. It first deduces a time-recursive relationship for the probability density function (PDF) of the trial solutions, taking into consideration the DE-type mutation, crossover, and selection mechanisms. Then, by applying the concepts of Lyapunov stability theorems, it shows that as time approaches infinity, the PDF of the trial solutions concentrates narrowly around the global optimum of the objective function, assuming the shape of a Dirac delta distribution. Asymptotic convergence behavior of the population PDF is established by constructing a Lyapunov functional based on the PDF and showing that it monotonically decreases with time. The analysis is applicable to a class of continuous and real-valued objective functions that possesses a unique global optimum (but may have multiple local optima). Theoretical results have been substantiated with relevant computer simulations.

Approximation of Optimal Infinite Dimensional Compensators for Flexible Structures

NASA Technical Reports Server (NTRS)

Gibson, J. S.; Mingori, D. L.; Adamian, A.; Jabbari, F.

1985-01-01

The infinite dimensional compensator for a large class of flexible structures, modeled as distributed systems are discussed, as well as an approximation scheme for designing finite dimensional compensators to approximate the infinite dimensional compensator. The approximation scheme is applied to develop a compensator for a space antenna model based on wrap-rib antennas being built currently. While the present model has been simplified, it retains the salient features of rigid body modes and several distributed components of different characteristics. The control and estimator gains are represented by functional gains, which provide graphical representations of the control and estimator laws. These functional gains also indicate the convergence of the finite dimensional compensators and show which modes the optimal compensator ignores.

Siting and sizing of distributed generators based on improved simulated annealing particle swarm optimization.

PubMed

Su, Hongsheng

2017-12-18

Distributed power grids generally contain multiple diverse types of distributed generators (DGs). Traditional particle swarm optimization (PSO) and simulated annealing PSO (SA-PSO) algorithms have some deficiencies in site selection and capacity determination of DGs, such as slow convergence speed and easily falling into local trap. In this paper, an improved SA-PSO (ISA-PSO) algorithm is proposed by introducing crossover and mutation operators of genetic algorithm (GA) into SA-PSO, so that the capabilities of the algorithm are well embodied in global searching and local exploration. In addition, diverse types of DGs are made equivalent to four types of nodes in flow calculation by the backward or forward sweep method, and reactive power sharing principles and allocation theory are applied to determine initial reactive power value and execute subsequent correction, thus providing the algorithm a better start to speed up the convergence. Finally, a mathematical model of the minimum economic cost is established for the siting and sizing of DGs under the location and capacity uncertainties of each single DG. Its objective function considers investment and operation cost of DGs, grid loss cost, annual purchase electricity cost, and environmental pollution cost, and the constraints include power flow, bus voltage, conductor current, and DG capacity. Through applications in an IEEE33-node distributed system, it is found that the proposed method can achieve desirable economic efficiency and safer voltage level relative to traditional PSO and SA-PSO algorithms, and is a more effective planning method for the siting and sizing of DGs in distributed power grids.

A pheromone-rate-based analysis on the convergence time of ACO algorithm.

PubMed

Huang, Han; Wu, Chun-Guo; Hao, Zhi-Feng

2009-08-01

Ant colony optimization (ACO) has widely been applied to solve combinatorial optimization problems in recent years. There are few studies, however, on its convergence time, which reflects how many iteration times ACO algorithms spend in converging to the optimal solution. Based on the absorbing Markov chain model, we analyze the ACO convergence time in this paper. First, we present a general result for the estimation of convergence time to reveal the relationship between convergence time and pheromone rate. This general result is then extended to a two-step analysis of the convergence time, which includes the following: 1) the iteration time that the pheromone rate spends on reaching the objective value and 2) the convergence time that is calculated with the objective pheromone rate in expectation. Furthermore, four brief ACO algorithms are investigated by using the proposed theoretical results as case studies. Finally, the conclusions of the case studies that the pheromone rate and its deviation determine the expected convergence time are numerically verified with the experiment results of four one-ant ACO algorithms and four ten-ant ACO algorithms.

On the Optimization of Aerospace Plane Ascent Trajectory

NASA Astrophysics Data System (ADS)

Al-Garni, Ahmed; Kassem, Ayman Hamdy

A hybrid heuristic optimization technique based on genetic algorithms and particle swarm optimization has been developed and tested for trajectory optimization problems with multi-constraints and a multi-objective cost function. The technique is used to calculate control settings for two types for ascending trajectories (constant dynamic pressure and minimum-fuel-minimum-heat) for a two-dimensional model of an aerospace plane. A thorough statistical analysis is done on the hybrid technique to make comparisons with both basic genetic algorithms and particle swarm optimization techniques with respect to convergence and execution time. Genetic algorithm optimization showed better execution time performance while particle swarm optimization showed better convergence performance. The hybrid optimization technique, benefiting from both techniques, showed superior robust performance compromising convergence trends and execution time.

Learning Multirobot Hose Transportation and Deployment by Distributed Round-Robin Q-Learning.

PubMed

Fernandez-Gauna, Borja; Etxeberria-Agiriano, Ismael; Graña, Manuel

2015-01-01

Multi-Agent Reinforcement Learning (MARL) algorithms face two main difficulties: the curse of dimensionality, and environment non-stationarity due to the independent learning processes carried out by the agents concurrently. In this paper we formalize and prove the convergence of a Distributed Round Robin Q-learning (D-RR-QL) algorithm for cooperative systems. The computational complexity of this algorithm increases linearly with the number of agents. Moreover, it eliminates environment non sta tionarity by carrying a round-robin scheduling of the action selection and execution. That this learning scheme allows the implementation of Modular State-Action Vetoes (MSAV) in cooperative multi-agent systems, which speeds up learning convergence in over-constrained systems by vetoing state-action pairs which lead to undesired termination states (UTS) in the relevant state-action subspace. Each agent's local state-action value function learning is an independent process, including the MSAV policies. Coordination of locally optimal policies to obtain the global optimal joint policy is achieved by a greedy selection procedure using message passing. We show that D-RR-QL improves over state-of-the-art approaches, such as Distributed Q-Learning, Team Q-Learning and Coordinated Reinforcement Learning in a paradigmatic Linked Multi-Component Robotic System (L-MCRS) control problem: the hose transportation task. L-MCRS are over-constrained systems with many UTS induced by the interaction of the passive linking element and the active mobile robots.

Finite-dimensional approximation for optimal fixed-order compensation of distributed parameter systems

NASA Technical Reports Server (NTRS)

Bernstein, Dennis S.; Rosen, I. G.

1988-01-01

In controlling distributed parameter systems it is often desirable to obtain low-order, finite-dimensional controllers in order to minimize real-time computational requirements. Standard approaches to this problem employ model/controller reduction techniques in conjunction with LQG theory. In this paper we consider the finite-dimensional approximation of the infinite-dimensional Bernstein/Hyland optimal projection theory. This approach yields fixed-finite-order controllers which are optimal with respect to high-order, approximating, finite-dimensional plant models. The technique is illustrated by computing a sequence of first-order controllers for one-dimensional, single-input/single-output, parabolic (heat/diffusion) and hereditary systems using spline-based, Ritz-Galerkin, finite element approximation. Numerical studies indicate convergence of the feedback gains with less than 2 percent performance degradation over full-order LQG controllers for the parabolic system and 10 percent degradation for the hereditary system.

Rotor cascade shape optimization with unsteady passing wakes using implicit dual time stepping method

NASA Astrophysics Data System (ADS)

Lee, Eun Seok

2000-10-01

An improved aerodynamics performance of a turbine cascade shape can be achieved by an understanding of the flow-field associated with the stator-rotor interaction. In this research, an axial gas turbine airfoil cascade shape is optimized for improved aerodynamic performance by using an unsteady Navier-Stokes solver and a parallel genetic algorithm. The objective of the research is twofold: (1) to develop a computational fluid dynamics code having faster convergence rate and unsteady flow simulation capabilities, and (2) to optimize a turbine airfoil cascade shape with unsteady passing wakes for improved aerodynamic performance. The computer code solves the Reynolds averaged Navier-Stokes equations. It is based on the explicit, finite difference, Runge-Kutta time marching scheme and the Diagonalized Alternating Direction Implicit (DADI) scheme, with the Baldwin-Lomax algebraic and k-epsilon turbulence modeling. Improvements in the code focused on the cascade shape design capability, convergence acceleration and unsteady formulation. First, the inverse shape design method was implemented in the code to provide the design capability, where a surface transpiration concept was employed as an inverse technique to modify the geometry satisfying the user specified pressure distribution on the airfoil surface. Second, an approximation storage multigrid method was implemented as an acceleration technique. Third, the preconditioning method was adopted to speed up the convergence rate in solving the low Mach number flows. Finally, the implicit dual time stepping method was incorporated in order to simulate the unsteady flow-fields. For the unsteady code validation, the Stokes's 2nd problem and the Poiseuille flow were chosen and compared with the computed results and analytic solutions. To test the code's ability to capture the natural unsteady flow phenomena, vortex shedding past a cylinder and the shock oscillation over a bicircular airfoil were simulated and compared with experiments and other research results. The rotor cascade shape optimization with unsteady passing wakes was performed to obtain an improved aerodynamic performance using the unsteady Navier-Stokes solver. Two objective functions were defined as minimization of total pressure loss and maximization of lift, while the mass flow rate was fixed. A parallel genetic algorithm was used as an optimizer and the penalty method was introduced. Each individual's objective function was computed simultaneously by using a 32 processor distributed memory computer. One optimization took about four days.

Convergence Estimates for Multidisciplinary Analysis and Optimization

NASA Technical Reports Server (NTRS)

Arian, Eyal

1997-01-01

A quantitative analysis of coupling between systems of equations is introduced. This analysis is then applied to problems in multidisciplinary analysis, sensitivity, and optimization. For the sensitivity and optimization problems both multidisciplinary and single discipline feasibility schemes are considered. In all these cases a "convergence factor" is estimated in terms of the Jacobians and Hessians of the system, thus it can also be approximated by existing disciplinary analysis and optimization codes. The convergence factor is identified with the measure for the "coupling" between the disciplines in the system. Applications to algorithm development are discussed. Demonstration of the convergence estimates and numerical results are given for a system composed of two non-linear algebraic equations, and for a system composed of two PDEs modeling aeroelasticity.

Safe-trajectory optimization and tracking control in ultra-close proximity to a failed satellite

NASA Astrophysics Data System (ADS)

Zhang, Jingrui; Chu, Xiaoyu; Zhang, Yao; Hu, Quan; Zhai, Guang; Li, Yanyan

2018-03-01

This paper presents a trajectory-optimization method for a chaser spacecraft operating in ultra-close proximity to a failed satellite. Based on the combination of active and passive trajectory protection, the constraints in the optimization framework are formulated for collision avoidance and successful docking in the presence of any thruster failure. The constraints are then handled by an adaptive Gauss pseudospectral method, in which the dynamic residuals are used as the metric to determine the distribution of collocation points. A finite-time feedback control is further employed in tracking the optimized trajectory. In particular, the stability and convergence of the controller are proved. Numerical results are given to demonstrate the effectiveness of the proposed methods.

ConvAn: a convergence analyzing tool for optimization of biochemical networks.

PubMed

Kostromins, Andrejs; Mozga, Ivars; Stalidzans, Egils

2012-01-01

Dynamic models of biochemical networks usually are described as a system of nonlinear differential equations. In case of optimization of models for purpose of parameter estimation or design of new properties mainly numerical methods are used. That causes problems of optimization predictability as most of numerical optimization methods have stochastic properties and the convergence of the objective function to the global optimum is hardly predictable. Determination of suitable optimization method and necessary duration of optimization becomes critical in case of evaluation of high number of combinations of adjustable parameters or in case of large dynamic models. This task is complex due to variety of optimization methods, software tools and nonlinearity features of models in different parameter spaces. A software tool ConvAn is developed to analyze statistical properties of convergence dynamics for optimization runs with particular optimization method, model, software tool, set of optimization method parameters and number of adjustable parameters of the model. The convergence curves can be normalized automatically to enable comparison of different methods and models in the same scale. By the help of the biochemistry adapted graphical user interface of ConvAn it is possible to compare different optimization methods in terms of ability to find the global optima or values close to that as well as the necessary computational time to reach them. It is possible to estimate the optimization performance for different number of adjustable parameters. The functionality of ConvAn enables statistical assessment of necessary optimization time depending on the necessary optimization accuracy. Optimization methods, which are not suitable for a particular optimization task, can be rejected if they have poor repeatability or convergence properties. The software ConvAn is freely available on www.biosystems.lv/convan. Copyright © 2011 Elsevier Ireland Ltd. All rights reserved.

Optimal coordinated voltage control in active distribution networks using backtracking search algorithm

PubMed Central

Tengku Hashim, Tengku Juhana; Mohamed, Azah

2017-01-01

The growing interest in distributed generation (DG) in recent years has led to a number of generators connected to a distribution system. The integration of DGs in a distribution system has resulted in a network known as active distribution network due to the existence of bidirectional power flow in the system. Voltage rise issue is one of the predominantly important technical issues to be addressed when DGs exist in an active distribution network. This paper presents the application of the backtracking search algorithm (BSA), which is relatively new optimisation technique to determine the optimal settings of coordinated voltage control in a distribution system. The coordinated voltage control considers power factor, on-load tap-changer and generation curtailment control to manage voltage rise issue. A multi-objective function is formulated to minimise total losses and voltage deviation in a distribution system. The proposed BSA is compared with that of particle swarm optimisation (PSO) so as to evaluate its effectiveness in determining the optimal settings of power factor, tap-changer and percentage active power generation to be curtailed. The load flow algorithm from MATPOWER is integrated in the MATLAB environment to solve the multi-objective optimisation problem. Both the BSA and PSO optimisation techniques have been tested on a radial 13-bus distribution system and the results show that the BSA performs better than PSO by providing better fitness value and convergence rate. PMID:28991919

Optimal coordinated voltage control in active distribution networks using backtracking search algorithm.

PubMed

Tengku Hashim, Tengku Juhana; Mohamed, Azah

2017-01-01

The growing interest in distributed generation (DG) in recent years has led to a number of generators connected to a distribution system. The integration of DGs in a distribution system has resulted in a network known as active distribution network due to the existence of bidirectional power flow in the system. Voltage rise issue is one of the predominantly important technical issues to be addressed when DGs exist in an active distribution network. This paper presents the application of the backtracking search algorithm (BSA), which is relatively new optimisation technique to determine the optimal settings of coordinated voltage control in a distribution system. The coordinated voltage control considers power factor, on-load tap-changer and generation curtailment control to manage voltage rise issue. A multi-objective function is formulated to minimise total losses and voltage deviation in a distribution system. The proposed BSA is compared with that of particle swarm optimisation (PSO) so as to evaluate its effectiveness in determining the optimal settings of power factor, tap-changer and percentage active power generation to be curtailed. The load flow algorithm from MATPOWER is integrated in the MATLAB environment to solve the multi-objective optimisation problem. Both the BSA and PSO optimisation techniques have been tested on a radial 13-bus distribution system and the results show that the BSA performs better than PSO by providing better fitness value and convergence rate.

Data fitting and image fine-tuning approach to solve the inverse problem in fluorescence molecular imaging

NASA Astrophysics Data System (ADS)

Gorpas, Dimitris; Politopoulos, Kostas; Yova, Dido; Andersson-Engels, Stefan

2008-02-01

One of the most challenging problems in medical imaging is to "see" a tumour embedded into tissue, which is a turbid medium, by using fluorescent probes for tumour labeling. This problem, despite the efforts made during the last years, has not been fully encountered yet, due to the non-linear nature of the inverse problem and the convergence failures of many optimization techniques. This paper describes a robust solution of the inverse problem, based on data fitting and image fine-tuning techniques. As a forward solver the coupled radiative transfer equation and diffusion approximation model is proposed and compromised via a finite element method, enhanced with adaptive multi-grids for faster and more accurate convergence. A database is constructed by application of the forward model on virtual tumours with known geometry, and thus fluorophore distribution, embedded into simulated tissues. The fitting procedure produces the best matching between the real and virtual data, and thus provides the initial estimation of the fluorophore distribution. Using this information, the coupled radiative transfer equation and diffusion approximation model has the required initial values for a computational reasonable and successful convergence during the image fine-tuning application.

Efficient hybrid evolutionary algorithm for optimization of a strip coiling process

NASA Astrophysics Data System (ADS)

Pholdee, Nantiwat; Park, Won-Woong; Kim, Dong-Kyu; Im, Yong-Taek; Bureerat, Sujin; Kwon, Hyuck-Cheol; Chun, Myung-Sik

2015-04-01

This article proposes an efficient metaheuristic based on hybridization of teaching-learning-based optimization and differential evolution for optimization to improve the flatness of a strip during a strip coiling process. Differential evolution operators were integrated into the teaching-learning-based optimization with a Latin hypercube sampling technique for generation of an initial population. The objective function was introduced to reduce axial inhomogeneity of the stress distribution and the maximum compressive stress calculated by Love's elastic solution within the thin strip, which may cause an irregular surface profile of the strip during the strip coiling process. The hybrid optimizer and several well-established evolutionary algorithms (EAs) were used to solve the optimization problem. The comparative studies show that the proposed hybrid algorithm outperformed other EAs in terms of convergence rate and consistency. It was found that the proposed hybrid approach was powerful for process optimization, especially with a large-scale design problem.

Optimal nonlinear filtering using the finite-volume method

NASA Astrophysics Data System (ADS)

Fox, Colin; Morrison, Malcolm E. K.; Norton, Richard A.; Molteno, Timothy C. A.

2018-01-01

Optimal sequential inference, or filtering, for the state of a deterministic dynamical system requires simulation of the Frobenius-Perron operator, that can be formulated as the solution of a continuity equation. For low-dimensional, smooth systems, the finite-volume numerical method provides a solution that conserves probability and gives estimates that converge to the optimal continuous-time values, while a Courant-Friedrichs-Lewy-type condition assures that intermediate discretized solutions remain positive density functions. This method is demonstrated in an example of nonlinear filtering for the state of a simple pendulum, with comparison to results using the unscented Kalman filter, and for a case where rank-deficient observations lead to multimodal probability distributions.

Policy Gradient Adaptive Dynamic Programming for Data-Based Optimal Control.

PubMed

Luo, Biao; Liu, Derong; Wu, Huai-Ning; Wang, Ding; Lewis, Frank L

2017-10-01

The model-free optimal control problem of general discrete-time nonlinear systems is considered in this paper, and a data-based policy gradient adaptive dynamic programming (PGADP) algorithm is developed to design an adaptive optimal controller method. By using offline and online data rather than the mathematical system model, the PGADP algorithm improves control policy with a gradient descent scheme. The convergence of the PGADP algorithm is proved by demonstrating that the constructed Q -function sequence converges to the optimal Q -function. Based on the PGADP algorithm, the adaptive control method is developed with an actor-critic structure and the method of weighted residuals. Its convergence properties are analyzed, where the approximate Q -function converges to its optimum. Computer simulation results demonstrate the effectiveness of the PGADP-based adaptive control method.

A distributed multichannel demand-adaptive P2P VoD system with optimized caching and neighbor-selection

NASA Astrophysics Data System (ADS)

Zhang, Hao; Chen, Minghua; Parekh, Abhay; Ramchandran, Kannan

2011-09-01

We design a distributed multi-channel P2P Video-on-Demand (VoD) system using "plug-and-play" helpers. Helpers are heterogenous "micro-servers" with limited storage, bandwidth and number of users they can serve simultaneously. Our proposed system has the following salient features: (1) it jointly optimizes over helper-user connection topology, video storage distribution and transmission bandwidth allocation; (2) it minimizes server load, and is adaptable to varying supply and demand patterns across multiple video channels irrespective of video popularity; and (3) it is fully distributed and requires little or no maintenance overhead. The combinatorial nature of the problem and the system demand for distributed algorithms makes the problem uniquely challenging. By utilizing Lagrangian decomposition and Markov chain approximation based arguments, we address this challenge by designing two distributed algorithms running in tandem: a primal-dual storage and bandwidth allocation algorithm and a "soft-worst-neighbor-choking" topology-building algorithm. Our scheme provably converges to a near-optimal solution, and is easy to implement in practice. Packet-level simulation results show that the proposed scheme achieves minimum sever load under highly heterogeneous combinations of supply and demand patterns, and is robust to system dynamics of user/helper churn, user/helper asynchrony, and random delays in the network.

A distributed approach for optimizing cascaded classifier topologies in real-time stream mining systems.

PubMed

Foo, Brian; van der Schaar, Mihaela

2010-11-01

In this paper, we discuss distributed optimization techniques for configuring classifiers in a real-time, informationally-distributed stream mining system. Due to the large volume of streaming data, stream mining systems must often cope with overload, which can lead to poor performance and intolerable processing delay for real-time applications. Furthermore, optimizing over an entire system of classifiers is a difficult task since changing the filtering process at one classifier can impact both the feature values of data arriving at classifiers further downstream and thus, the classification performance achieved by an ensemble of classifiers, as well as the end-to-end processing delay. To address this problem, this paper makes three main contributions: 1) Based on classification and queuing theoretic models, we propose a utility metric that captures both the performance and the delay of a binary filtering classifier system. 2) We introduce a low-complexity framework for estimating the system utility by observing, estimating, and/or exchanging parameters between the inter-related classifiers deployed across the system. 3) We provide distributed algorithms to reconfigure the system, and analyze the algorithms based on their convergence properties, optimality, information exchange overhead, and rate of adaptation to non-stationary data sources. We provide results using different video classifier systems.

Convergence analysis of evolutionary algorithms that are based on the paradigm of information geometry.

PubMed

Beyer, Hans-Georg

2014-01-01

The convergence behaviors of so-called natural evolution strategies (NES) and of the information-geometric optimization (IGO) approach are considered. After a review of the NES/IGO ideas, which are based on information geometry, the implications of this philosophy w.r.t. optimization dynamics are investigated considering the optimization performance on the class of positive quadratic objective functions (the ellipsoid model). Exact differential equations describing the approach to the optimizer are derived and solved. It is rigorously shown that the original NES philosophy optimizing the expected value of the objective functions leads to very slow (i.e., sublinear) convergence toward the optimizer. This is the real reason why state of the art implementations of IGO algorithms optimize the expected value of transformed objective functions, for example, by utility functions based on ranking. It is shown that these utility functions are localized fitness functions that change during the IGO flow. The governing differential equations describing this flow are derived. In the case of convergence, the solutions to these equations exhibit an exponentially fast approach to the optimizer (i.e., linear convergence order). Furthermore, it is proven that the IGO philosophy leads to an adaptation of the covariance matrix that equals in the asymptotic limit-up to a scalar factor-the inverse of the Hessian of the objective function considered.

Evaluation of Genetic Algorithm Concepts Using Model Problems. Part 2; Multi-Objective Optimization

NASA Technical Reports Server (NTRS)

Holst, Terry L.; Pulliam, Thomas H.

2003-01-01

A genetic algorithm approach suitable for solving multi-objective optimization problems is described and evaluated using a series of simple model problems. Several new features including a binning selection algorithm and a gene-space transformation procedure are included. The genetic algorithm is suitable for finding pareto optimal solutions in search spaces that are defined by any number of genes and that contain any number of local extrema. Results indicate that the genetic algorithm optimization approach is flexible in application and extremely reliable, providing optimal results for all optimization problems attempted. The binning algorithm generally provides pareto front quality enhancements and moderate convergence efficiency improvements for most of the model problems. The gene-space transformation procedure provides a large convergence efficiency enhancement for problems with non-convoluted pareto fronts and a degradation in efficiency for problems with convoluted pareto fronts. The most difficult problems --multi-mode search spaces with a large number of genes and convoluted pareto fronts-- require a large number of function evaluations for GA convergence, but always converge.

Mesh refinement in finite element analysis by minimization of the stiffness matrix trace

NASA Technical Reports Server (NTRS)

Kittur, Madan G.; Huston, Ronald L.

1989-01-01

Most finite element packages provide means to generate meshes automatically. However, the user is usually confronted with the problem of not knowing whether the mesh generated is appropriate for the problem at hand. Since the accuracy of the finite element results is mesh dependent, mesh selection forms a very important step in the analysis. Indeed, in accurate analyses, meshes need to be refined or rezoned until the solution converges to a value so that the error is below a predetermined tolerance. A-posteriori methods use error indicators, developed by using the theory of interpolation and approximation theory, for mesh refinements. Some use other criterions, such as strain energy density variation and stress contours for example, to obtain near optimal meshes. Although these methods are adaptive, they are expensive. Alternatively, a priori methods, until now available, use geometrical parameters, for example, element aspect ratio. Therefore, they are not adaptive by nature. An adaptive a-priori method is developed. The criterion is that the minimization of the trace of the stiffness matrix with respect to the nodal coordinates, leads to a minimization of the potential energy, and as a consequence provide a good starting mesh. In a few examples the method is shown to provide the optimal mesh. The method is also shown to be relatively simple and amenable to development of computer algorithms. When the procedure is used in conjunction with a-posteriori methods of grid refinement, it is shown that fewer refinement iterations and fewer degrees of freedom are required for convergence as opposed to when the procedure is not used. The mesh obtained is shown to have uniform distribution of stiffness among the nodes and elements which, as a consequence, leads to uniform error distribution. Thus the mesh obtained meets the optimality criterion of uniform error distribution.

Nash Social Welfare in Multiagent Resource Allocation

NASA Astrophysics Data System (ADS)

Ramezani, Sara; Endriss, Ulle

We study different aspects of the multiagent resource allocation problem when the objective is to find an allocation that maximizes Nash social welfare, the product of the utilities of the individual agents. The Nash solution is an important welfare criterion that combines efficiency and fairness considerations. We show that the problem of finding an optimal outcome is NP-hard for a number of different languages for representing agent preferences; we establish new results regarding convergence to Nash-optimal outcomes in a distributed negotiation framework; and we design and test algorithms similar to those applied in combinatorial auctions for computing such an outcome directly.

Iterative updating of model error for Bayesian inversion

NASA Astrophysics Data System (ADS)

Calvetti, Daniela; Dunlop, Matthew; Somersalo, Erkki; Stuart, Andrew

2018-02-01

In computational inverse problems, it is common that a detailed and accurate forward model is approximated by a computationally less challenging substitute. The model reduction may be necessary to meet constraints in computing time when optimization algorithms are used to find a single estimate, or to speed up Markov chain Monte Carlo (MCMC) calculations in the Bayesian framework. The use of an approximate model introduces a discrepancy, or modeling error, that may have a detrimental effect on the solution of the ill-posed inverse problem, or it may severely distort the estimate of the posterior distribution. In the Bayesian paradigm, the modeling error can be considered as a random variable, and by using an estimate of the probability distribution of the unknown, one may estimate the probability distribution of the modeling error and incorporate it into the inversion. We introduce an algorithm which iterates this idea to update the distribution of the model error, leading to a sequence of posterior distributions that are demonstrated empirically to capture the underlying truth with increasing accuracy. Since the algorithm is not based on rejections, it requires only limited full model evaluations. We show analytically that, in the linear Gaussian case, the algorithm converges geometrically fast with respect to the number of iterations when the data is finite dimensional. For more general models, we introduce particle approximations of the iteratively generated sequence of distributions; we also prove that each element of the sequence converges in the large particle limit under a simplifying assumption. We show numerically that, as in the linear case, rapid convergence occurs with respect to the number of iterations. Additionally, we show through computed examples that point estimates obtained from this iterative algorithm are superior to those obtained by neglecting the model error.

Visualizing and improving the robustness of phase retrieval algorithms

DOE PAGES

Tripathi, Ashish; Leyffer, Sven; Munson, Todd; ...

2015-06-01

Coherent x-ray diffractive imaging is a novel imaging technique that utilizes phase retrieval and nonlinear optimization methods to image matter at nanometer scales. We explore how the convergence properties of a popular phase retrieval algorithm, Fienup's HIO, behave by introducing a reduced dimensionality problem allowing us to visualize and quantify convergence to local minima and the globally optimal solution. We then introduce generalizations of HIO that improve upon the original algorithm's ability to converge to the globally optimal solution.

Visualizing and improving the robustness of phase retrieval algorithms

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

Tripathi, Ashish; Leyffer, Sven; Munson, Todd

Coherent x-ray diffractive imaging is a novel imaging technique that utilizes phase retrieval and nonlinear optimization methods to image matter at nanometer scales. We explore how the convergence properties of a popular phase retrieval algorithm, Fienup's HIO, behave by introducing a reduced dimensionality problem allowing us to visualize and quantify convergence to local minima and the globally optimal solution. We then introduce generalizations of HIO that improve upon the original algorithm's ability to converge to the globally optimal solution.

Design of Distributed Controllers Seeking Optimal Power Flow Solutions Under Communication Constraints

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

Dall'Anese, Emiliano; Simonetto, Andrea; Dhople, Sairaj

This paper focuses on power distribution networks featuring inverter-interfaced distributed energy resources (DERs), and develops feedback controllers that drive the DER output powers to solutions of time-varying AC optimal power flow (OPF) problems. Control synthesis is grounded on primal-dual-type methods for regularized Lagrangian functions, as well as linear approximations of the AC power-flow equations. Convergence and OPF-solution-tracking capabilities are established while acknowledging: i) communication-packet losses, and ii) partial updates of control signals. The latter case is particularly relevant since it enables asynchronous operation of the controllers where DER setpoints are updated at a fast time scale based on local voltagemore » measurements, and information on the network state is utilized if and when available, based on communication constraints. As an application, the paper considers distribution systems with high photovoltaic integration, and demonstrates that the proposed framework provides fast voltage-regulation capabilities, while enabling the near real-time pursuit of solutions of AC OPF problems.« less

Design of Distributed Controllers Seeking Optimal Power Flow Solutions under Communication Constraints: Preprint

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

Dall'Anese, Emiliano; Simonetto, Andrea; Dhople, Sairaj

This paper focuses on power distribution networks featuring inverter-interfaced distributed energy resources (DERs), and develops feedback controllers that drive the DER output powers to solutions of time-varying AC optimal power flow (OPF) problems. Control synthesis is grounded on primal-dual-type methods for regularized Lagrangian functions, as well as linear approximations of the AC power-flow equations. Convergence and OPF-solution-tracking capabilities are established while acknowledging: i) communication-packet losses, and ii) partial updates of control signals. The latter case is particularly relevant since it enables asynchronous operation of the controllers where DER setpoints are updated at a fast time scale based on local voltagemore » measurements, and information on the network state is utilized if and when available, based on communication constraints. As an application, the paper considers distribution systems with high photovoltaic integration, and demonstrates that the proposed framework provides fast voltage-regulation capabilities, while enabling the near real-time pursuit of solutions of AC OPF problems.« less

A fuzzy discrete harmony search algorithm applied to annual cost reduction in radial distribution systems

NASA Astrophysics Data System (ADS)

Ameli, Kazem; Alfi, Alireza; Aghaebrahimi, Mohammadreza

2016-09-01

Similarly to other optimization algorithms, harmony search (HS) is quite sensitive to the tuning parameters. Several variants of the HS algorithm have been developed to decrease the parameter-dependency character of HS. This article proposes a novel version of the discrete harmony search (DHS) algorithm, namely fuzzy discrete harmony search (FDHS), for optimizing capacitor placement in distribution systems. In the FDHS, a fuzzy system is employed to dynamically adjust two parameter values, i.e. harmony memory considering rate and pitch adjusting rate, with respect to normalized mean fitness of the harmony memory. The key aspect of FDHS is that it needs substantially fewer iterations to reach convergence in comparison with classical discrete harmony search (CDHS). To the authors' knowledge, this is the first application of DHS to specify appropriate capacitor locations and their best amounts in the distribution systems. Simulations are provided for 10-, 34-, 85- and 141-bus distribution systems using CDHS and FDHS. The results show the effectiveness of FDHS over previous related studies.

An Adaptive Cultural Algorithm with Improved Quantum-behaved Particle Swarm Optimization for Sonar Image Detection.

PubMed

Wang, Xingmei; Hao, Wenqian; Li, Qiming

2017-12-18

This paper proposes an adaptive cultural algorithm with improved quantum-behaved particle swarm optimization (ACA-IQPSO) to detect the underwater sonar image. In the population space, to improve searching ability of particles, iterative times and the fitness value of particles are regarded as factors to adaptively adjust the contraction-expansion coefficient of the quantum-behaved particle swarm optimization algorithm (QPSO). The improved quantum-behaved particle swarm optimization algorithm (IQPSO) can make particles adjust their behaviours according to their quality. In the belief space, a new update strategy is adopted to update cultural individuals according to the idea of the update strategy in shuffled frog leaping algorithm (SFLA). Moreover, to enhance the utilization of information in the population space and belief space, accept function and influence function are redesigned in the new communication protocol. The experimental results show that ACA-IQPSO can obtain good clustering centres according to the grey distribution information of underwater sonar images, and accurately complete underwater objects detection. Compared with other algorithms, the proposed ACA-IQPSO has good effectiveness, excellent adaptability, a powerful searching ability and high convergence efficiency. Meanwhile, the experimental results of the benchmark functions can further demonstrate that the proposed ACA-IQPSO has better searching ability, convergence efficiency and stability.

Linear feasibility algorithms for treatment planning in interstitial photodynamic therapy

NASA Astrophysics Data System (ADS)

Rendon, A.; Beck, J. C.; Lilge, Lothar

2008-02-01

Interstitial Photodynamic therapy (IPDT) has been under intense investigation in recent years, with multiple clinical trials underway. This effort has demanded the development of optimization strategies that determine the best locations and output powers for light sources (cylindrical or point diffusers) to achieve an optimal light delivery. Furthermore, we have recently introduced cylindrical diffusers with customizable emission profiles, placing additional requirements on the optimization algorithms, particularly in terms of the stability of the inverse problem. Here, we present a general class of linear feasibility algorithms and their properties. Moreover, we compare two particular instances of these algorithms, which are been used in the context of IPDT: the Cimmino algorithm and a weighted gradient descent (WGD) algorithm. The algorithms were compared in terms of their convergence properties, the cost function they minimize in the infeasible case, their ability to regularize the inverse problem, and the resulting optimal light dose distributions. Our results show that the WGD algorithm overall performs slightly better than the Cimmino algorithm and that it converges to a minimizer of a clinically relevant cost function in the infeasible case. Interestingly however, treatment plans resulting from either algorithms were very similar in terms of the resulting fluence maps and dose volume histograms, once the diffuser powers adjusted to achieve equal prostate coverage.

Research on particle swarm optimization algorithm based on optimal movement probability

NASA Astrophysics Data System (ADS)

Ma, Jianhong; Zhang, Han; He, Baofeng

2017-01-01

The particle swarm optimization algorithm to improve the control precision, and has great application value training neural network and fuzzy system control fields etc.The traditional particle swarm algorithm is used for the training of feed forward neural networks,the search efficiency is low, and easy to fall into local convergence.An improved particle swarm optimization algorithm is proposed based on error back propagation gradient descent. Particle swarm optimization for Solving Least Squares Problems to meme group, the particles in the fitness ranking, optimization problem of the overall consideration, the error back propagation gradient descent training BP neural network, particle to update the velocity and position according to their individual optimal and global optimization, make the particles more to the social optimal learning and less to its optimal learning, it can avoid the particles fall into local optimum, by using gradient information can accelerate the PSO local search ability, improve the multi beam particle swarm depth zero less trajectory information search efficiency, the realization of improved particle swarm optimization algorithm. Simulation results show that the algorithm in the initial stage of rapid convergence to the global optimal solution can be near to the global optimal solution and keep close to the trend, the algorithm has faster convergence speed and search performance in the same running time, it can improve the convergence speed of the algorithm, especially the later search efficiency.

Ant system: optimization by a colony of cooperating agents.

PubMed

Dorigo, M; Maniezzo, V; Colorni, A

1996-01-01

An analogy with the way ant colonies function has suggested the definition of a new computational paradigm, which we call ant system (AS). We propose it as a viable new approach to stochastic combinatorial optimization. The main characteristics of this model are positive feedback, distributed computation, and the use of a constructive greedy heuristic. Positive feedback accounts for rapid discovery of good solutions, distributed computation avoids premature convergence, and the greedy heuristic helps find acceptable solutions in the early stages of the search process. We apply the proposed methodology to the classical traveling salesman problem (TSP), and report simulation results. We also discuss parameter selection and the early setups of the model, and compare it with tabu search and simulated annealing using TSP. To demonstrate the robustness of the approach, we show how the ant system (AS) can be applied to other optimization problems like the asymmetric traveling salesman, the quadratic assignment and the job-shop scheduling. Finally we discuss the salient characteristics-global data structure revision, distributed communication and probabilistic transitions of the AS.

Spiral bacterial foraging optimization method: Algorithm, evaluation and convergence analysis

NASA Astrophysics Data System (ADS)

Kasaiezadeh, Alireza; Khajepour, Amir; Waslander, Steven L.

2014-04-01

A biologically-inspired algorithm called Spiral Bacterial Foraging Optimization (SBFO) is investigated in this article. SBFO, previously proposed by the same authors, is a multi-agent, gradient-based algorithm that minimizes both the main objective function (local cost) and the distance between each agent and a temporary central point (global cost). A random jump is included normal to the connecting line of each agent to the central point, which produces a vortex around the temporary central point. This random jump is also suitable to cope with premature convergence, which is a feature of swarm-based optimization methods. The most important advantages of this algorithm are as follows: First, this algorithm involves a stochastic type of search with a deterministic convergence. Second, as gradient-based methods are employed, faster convergence is demonstrated over GA, DE, BFO, etc. Third, the algorithm can be implemented in a parallel fashion in order to decentralize large-scale computation. Fourth, the algorithm has a limited number of tunable parameters, and finally SBFO has a strong certainty of convergence which is rare in existing global optimization algorithms. A detailed convergence analysis of SBFO for continuously differentiable objective functions has also been investigated in this article.

CQPSO scheduling algorithm for heterogeneous multi-core DAG task model

NASA Astrophysics Data System (ADS)

Zhai, Wenzheng; Hu, Yue-Li; Ran, Feng

2017-07-01

Efficient task scheduling is critical to achieve high performance in a heterogeneous multi-core computing environment. The paper focuses on the heterogeneous multi-core directed acyclic graph (DAG) task model and proposes a novel task scheduling method based on an improved chaotic quantum-behaved particle swarm optimization (CQPSO) algorithm. A task priority scheduling list was built. A processor with minimum cumulative earliest finish time (EFT) was acted as the object of the first task assignment. The task precedence relationships were satisfied and the total execution time of all tasks was minimized. The experimental results show that the proposed algorithm has the advantage of optimization abilities, simple and feasible, fast convergence, and can be applied to the task scheduling optimization for other heterogeneous and distributed environment.

An iterative procedure for obtaining maximum-likelihood estimates of the parameters for a mixture of normal distributions

NASA Technical Reports Server (NTRS)

Peters, B. C., Jr.; Walker, H. F.

1978-01-01

This paper addresses the problem of obtaining numerically maximum-likelihood estimates of the parameters for a mixture of normal distributions. In recent literature, a certain successive-approximations procedure, based on the likelihood equations, was shown empirically to be effective in numerically approximating such maximum-likelihood estimates; however, the reliability of this procedure was not established theoretically. Here, we introduce a general iterative procedure, of the generalized steepest-ascent (deflected-gradient) type, which is just the procedure known in the literature when the step-size is taken to be 1. We show that, with probability 1 as the sample size grows large, this procedure converges locally to the strongly consistent maximum-likelihood estimate whenever the step-size lies between 0 and 2. We also show that the step-size which yields optimal local convergence rates for large samples is determined in a sense by the 'separation' of the component normal densities and is bounded below by a number between 1 and 2.

An iterative procedure for obtaining maximum-likelihood estimates of the parameters for a mixture of normal distributions, 2

NASA Technical Reports Server (NTRS)

Peters, B. C., Jr.; Walker, H. F.

1976-01-01

The problem of obtaining numerically maximum likelihood estimates of the parameters for a mixture of normal distributions is addressed. In recent literature, a certain successive approximations procedure, based on the likelihood equations, is shown empirically to be effective in numerically approximating such maximum-likelihood estimates; however, the reliability of this procedure was not established theoretically. Here, a general iterative procedure is introduced, of the generalized steepest-ascent (deflected-gradient) type, which is just the procedure known in the literature when the step-size is taken to be 1. With probability 1 as the sample size grows large, it is shown that this procedure converges locally to the strongly consistent maximum-likelihood estimate whenever the step-size lies between 0 and 2. The step-size which yields optimal local convergence rates for large samples is determined in a sense by the separation of the component normal densities and is bounded below by a number between 1 and 2.

A chaos wolf optimization algorithm with self-adaptive variable step-size

NASA Astrophysics Data System (ADS)

Zhu, Yong; Jiang, Wanlu; Kong, Xiangdong; Quan, Lingxiao; Zhang, Yongshun

2017-10-01

To explore the problem of parameter optimization for complex nonlinear function, a chaos wolf optimization algorithm (CWOA) with self-adaptive variable step-size was proposed. The algorithm was based on the swarm intelligence of wolf pack, which fully simulated the predation behavior and prey distribution way of wolves. It possessed three intelligent behaviors such as migration, summons and siege. And the competition rule as "winner-take-all" and the update mechanism as "survival of the fittest" were also the characteristics of the algorithm. Moreover, it combined the strategies of self-adaptive variable step-size search and chaos optimization. The CWOA was utilized in parameter optimization of twelve typical and complex nonlinear functions. And the obtained results were compared with many existing algorithms, including the classical genetic algorithm, the particle swarm optimization algorithm and the leader wolf pack search algorithm. The investigation results indicate that CWOA possess preferable optimization ability. There are advantages in optimization accuracy and convergence rate. Furthermore, it demonstrates high robustness and global searching ability.

Rapid Prototyping of Application Specific Signal Processors Program

DTIC Science & Technology

1992-10-09

EREQ Query optimizer generator from the University of Colorado. In the five year time frame , this trend toward convergence makes it a non- issue ...related issues . TI’s RASSP vision plans to leverage and support CALS as a baseline for addressing data formatting and handling. Previously stated CALS goals ...of the U.S. Gc;:zrnrenL Distibution Statement A. Approved for public release; distribution is unlimited. Prepared By: _-- Texas Instruments Integrated

Numerical Optimization of converging diverging miniature cavitating nozzles

NASA Astrophysics Data System (ADS)

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

2015-12-01

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

Generalized hamming networks and applications.

PubMed

Koutroumbas, Konstantinos; Kalouptsidis, Nicholas

2005-09-01

In this paper the classical Hamming network is generalized in various ways. First, for the Hamming maxnet, a generalized model is proposed, which covers under its umbrella most of the existing versions of the Hamming Maxnet. The network dynamics are time varying while the commonly used ramp function may be replaced by a much more general non-linear function. Also, the weight parameters of the network are time varying. A detailed convergence analysis is provided. A bound on the number of iterations required for convergence is derived and its distribution functions are given for the cases where the initial values of the nodes of the Hamming maxnet stem from the uniform and the peak distributions. Stabilization mechanisms aiming to prevent the node(s) with the maximum initial value diverging to infinity or decaying to zero are described. Simulations demonstrate the advantages of the proposed extension. Also, a rough comparison between the proposed generalized scheme as well as the original Hamming maxnet and its variants is carried out in terms of the time required for convergence, in hardware implementations. Finally, the other two parts of the Hamming network, namely the competitors generating module and the decoding module, are briefly considered in the framework of various applications such as classification/clustering, vector quantization and function optimization.

Estimation of interfacial heat transfer coefficient in inverse heat conduction problems based on artificial fish swarm algorithm

NASA Astrophysics Data System (ADS)

Wang, Xiaowei; Li, Huiping; Li, Zhichao

2018-04-01

The interfacial heat transfer coefficient (IHTC) is one of the most important thermal physical parameters which have significant effects on the calculation accuracy of physical fields in the numerical simulation. In this study, the artificial fish swarm algorithm (AFSA) was used to evaluate the IHTC between the heated sample and the quenchant in a one-dimensional heat conduction problem. AFSA is a global optimization method. In order to speed up the convergence speed, a hybrid method which is the combination of AFSA and normal distribution method (ZAFSA) was presented. The IHTC evaluated by ZAFSA were compared with those attained by AFSA and the advanced-retreat method and golden section method. The results show that the reasonable IHTC is obtained by using ZAFSA, the convergence of hybrid method is well. The algorithm based on ZAFSA can not only accelerate the convergence speed, but also reduce the numerical oscillation in the evaluation of IHTC.

High convergence efficiency design of flat Fresnel lens with large aperture

NASA Astrophysics Data System (ADS)

Ke, Jieyao; Zhao, Changming; Guan, Zhe

2018-01-01

This paper designed a circle-shaped Fresnel lens with large aperture as part of the solar pumped laser design project. The Fresnel lens designed in this paper simulate in size 1000mm×1000mm, focus length 1200mm and polymethyl methacrylate (PMMA) material in order to conduct high convergence efficiency. In the light of design requirement of concentric ring with same width of 0.3mm, this paper proposed an optimized Fresnel lens design based on previous sphere design and conduct light tracing simulation in Matlab. This paper also analyzed the effect of light spot size, light intensity distribution, optical efficiency under four conditions, monochromatic parallel light, parallel spectrum light, divergent monochromatic light and sunlight. Design by 550nm wavelength and under the condition of Fresnel reflection, the results indicated that the designed lens could convergent sunlight in diffraction limit of 11.8mm with a 78.7% optical efficiency, better than the sphere cutting design results of 30.4%.

Optimal Power Control in Wireless Powered Sensor Networks: A Dynamic Game-Based Approach

PubMed Central

Xu, Haitao; Guo, Chao; Zhang, Long

2017-01-01

In wireless powered sensor networks (WPSN), it is essential to research uplink transmit power control in order to achieve throughput performance balancing and energy scheduling. Each sensor should have an optimal transmit power level for revenue maximization. In this paper, we discuss a dynamic game-based algorithm for optimal power control in WPSN. The main idea is to use the non-cooperative differential game to control the uplink transmit power of wireless sensors in WPSN, to extend their working hours and to meet QoS (Quality of Services) requirements. Subsequently, the Nash equilibrium solutions are obtained through Bellman dynamic programming. At the same time, an uplink power control algorithm is proposed in a distributed manner. Through numerical simulations, we demonstrate that our algorithm can obtain optimal power control and reach convergence for an infinite horizon. PMID:28282945

A homotopy algorithm for digital optimal projection control GASD-HADOC

NASA Technical Reports Server (NTRS)

Collins, Emmanuel G., Jr.; Richter, Stephen; Davis, Lawrence D.

1993-01-01

The linear-quadratic-gaussian (LQG) compensator was developed to facilitate the design of control laws for multi-input, multi-output (MIMO) systems. The compensator is computed by solving two algebraic equations for which standard closed-loop solutions exist. Unfortunately, the minimal dimension of an LQG compensator is almost always equal to the dimension of the plant and can thus often violate practical implementation constraints on controller order. This deficiency is especially highlighted when considering control-design for high-order systems such as flexible space structures. This deficiency motivated the development of techniques that enable the design of optimal controllers whose dimension is less than that of the design plant. A homotopy approach based on the optimal projection equations that characterize the necessary conditions for optimal reduced-order control. Homotopy algorithms have global convergence properties and hence do not require that the initializing reduced-order controller be close to the optimal reduced-order controller to guarantee convergence. However, the homotopy algorithm previously developed for solving the optimal projection equations has sublinear convergence properties and the convergence slows at higher authority levels and may fail. A new homotopy algorithm for synthesizing optimal reduced-order controllers for discrete-time systems is described. Unlike the previous homotopy approach, the new algorithm is a gradient-based, parameter optimization formulation and was implemented in MATLAB. The results reported may offer the foundation for a reliable approach to optimal, reduced-order controller design.

Regulation of Dynamical Systems to Optimal Solutions of Semidefinite Programs: Algorithms and Applications to AC Optimal Power Flow

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

Dall'Anese, Emiliano; Dhople, Sairaj V.; Giannakis, Georgios B.

2015-07-01

This paper considers a collection of networked nonlinear dynamical systems, and addresses the synthesis of feedback controllers that seek optimal operating points corresponding to the solution of pertinent network-wide optimization problems. Particular emphasis is placed on the solution of semidefinite programs (SDPs). The design of the feedback controller is grounded on a dual e-subgradient approach, with the dual iterates utilized to dynamically update the dynamical-system reference signals. Global convergence is guaranteed for diminishing stepsize rules, even when the reference inputs are updated at a faster rate than the dynamical-system settling time. The application of the proposed framework to the controlmore » of power-electronic inverters in AC distribution systems is discussed. The objective is to bridge the time-scale separation between real-time inverter control and network-wide optimization. Optimization objectives assume the form of SDP relaxations of prototypical AC optimal power flow problems.« less

Illumination system development using design and analysis of computer experiments

NASA Astrophysics Data System (ADS)

Keresztes, Janos C.; De Ketelaere, Bart; Audenaert, Jan; Koshel, R. J.; Saeys, Wouter

2015-09-01

Computer assisted optimal illumination design is crucial when developing cost-effective machine vision systems. Standard local optimization methods, such as downhill simplex optimization (DHSO), often result in an optimal solution that is influenced by the starting point by converging to a local minimum, especially when dealing with high dimensional illumination designs or nonlinear merit spaces. This work presents a novel nonlinear optimization approach, based on design and analysis of computer experiments (DACE). The methodology is first illustrated with a 2D case study of four light sources symmetrically positioned along a fixed arc in order to obtain optimal irradiance uniformity on a flat Lambertian reflecting target at the arc center. The first step consists of choosing angular positions with no overlap between sources using a fast, flexible space filling design. Ray-tracing simulations are then performed at the design points and a merit function is used for each configuration to quantify the homogeneity of the irradiance at the target. The obtained homogeneities at the design points are further used as input to a Gaussian Process (GP), which develops a preliminary distribution for the expected merit space. Global optimization is then performed on the GP more likely providing optimal parameters. Next, the light positioning case study is further investigated by varying the radius of the arc, and by adding two spots symmetrically positioned along an arc diametrically opposed to the first one. The added value of using DACE with regard to the performance in convergence is 6 times faster than the standard simplex method for equal uniformity of 97%. The obtained results were successfully validated experimentally using a short-wavelength infrared (SWIR) hyperspectral imager monitoring a Spectralon panel illuminated by tungsten halogen sources with 10% of relative error.

Technology, energy and the environment

NASA Astrophysics Data System (ADS)

Mitchell, Glenn Terry

This dissertation consists of three distinct papers concerned with technology, energy and the environment. The first paper is an empirical analysis of production under uncertainty, using agricultural production data from the central United States. Unlike previous work, this analysis identifies the effect of actual realizations of weather as well as farmers' expectations about weather. The results indicate that both of these are significant factors explaining short run profits in agriculture. Expectations about weather, called climate, affect production choices, and actual weather affects realized output. These results provide better understanding of the effect of climate change in agriculture. The second paper examines how emissions taxes induce innovation that reduces pollution. A polluting firm chooses technical improvement to minimize cost over an infinite horizon, given an emission tax set by a planner. This leads to a solution path for technical change. Changes in the tax rate affect the path for innovation. Setting the tax at equal to the marginal damage (which is optimal in a static setting with no technical change) is not optimal in the presence of technical change. When abatement is also available as an alternative to technical change, changes in the tax can have mixed effects, due to substitution effects. The third paper extends the theoretical framework for exploring the diffusion of new technologies. Information about new technologies spreads through the economy by means of a network. The pattern of diffusion will depend on the structure of this network. Observed networks are the result of an evolutionary process. This paper identifies how these evolutionary outcomes compare with optimal solutions. The conditions guaranteeing convergence to an optimal outcome are quite stringent. It is useful to determine the set of initial population states that do converge to an optimal outcome. The distribution of costs and benefits among the agents within an information processing structure plays a critical role in defining this set. These distributional arrangements represent alternative institutional regimes. Institutional changes can improve outcomes, free the flow of information, and encourage the diffusion of profitable new technologies.

Multimodal Optimization by Covariance Matrix Self-Adaptation Evolution Strategy with Repelling Subpopulations.

PubMed

Ahrari, Ali; Deb, Kalyanmoy; Preuss, Mike

2017-01-01

During the recent decades, many niching methods have been proposed and empirically verified on some available test problems. They often rely on some particular assumptions associated with the distribution, shape, and size of the basins, which can seldom be made in practical optimization problems. This study utilizes several existing concepts and techniques, such as taboo points, normalized Mahalanobis distance, and the Ursem's hill-valley function in order to develop a new tool for multimodal optimization, which does not make any of these assumptions. In the proposed method, several subpopulations explore the search space in parallel. Offspring of a subpopulation are forced to maintain a sufficient distance to the center of fitter subpopulations and the previously identified basins, which are marked as taboo points. The taboo points repel the subpopulation to prevent convergence to the same basin. A strategy to update the repelling power of the taboo points is proposed to address the challenge of basins of dissimilar size. The local shape of a basin is also approximated by the distribution of the subpopulation members converging to that basin. The proposed niching strategy is incorporated into the covariance matrix self-adaptation evolution strategy (CMSA-ES), a potent global optimization method. The resultant method, called the covariance matrix self-adaptation with repelling subpopulations (RS-CMSA), is assessed and compared to several state-of-the-art niching methods on a standard test suite for multimodal optimization. An organized procedure for parameter setting is followed which assumes a rough estimation of the desired/expected number of minima available. Performance sensitivity to the accuracy of this estimation is also studied by introducing the concept of robust mean peak ratio. Based on the numerical results using the available and the introduced performance measures, RS-CMSA emerges as the most successful method when robustness and efficiency are considered at the same time.

The numerical evaluation of maximum-likelihood estimates of the parameters for a mixture of normal distributions from partially identified samples

NASA Technical Reports Server (NTRS)

Walker, H. F.

1976-01-01

Likelihood equations determined by the two types of samples which are necessary conditions for a maximum-likelihood estimate are considered. These equations, suggest certain successive-approximations iterative procedures for obtaining maximum-likelihood estimates. These are generalized steepest ascent (deflected gradient) procedures. It is shown that, with probability 1 as N sub 0 approaches infinity (regardless of the relative sizes of N sub 0 and N sub 1, i=1,...,m), these procedures converge locally to the strongly consistent maximum-likelihood estimates whenever the step size is between 0 and 2. Furthermore, the value of the step size which yields optimal local convergence rates is bounded from below by a number which always lies between 1 and 2.

DQM: Decentralized Quadratically Approximated Alternating Direction Method of Multipliers

NASA Astrophysics Data System (ADS)

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

2016-10-01

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

A Distribution-class Locational Marginal Price (DLMP) Index for Enhanced Distribution Systems

NASA Astrophysics Data System (ADS)

Akinbode, Oluwaseyi Wemimo

The smart grid initiative is the impetus behind changes that are expected to culminate into an enhanced distribution system with the communication and control infrastructure to support advanced distribution system applications and resources such as distributed generation, energy storage systems, and price responsive loads. This research proposes a distribution-class analog of the transmission LMP (DLMP) as an enabler of the advanced applications of the enhanced distribution system. The DLMP is envisioned as a control signal that can incentivize distribution system resources to behave optimally in a manner that benefits economic efficiency and system reliability and that can optimally couple the transmission and the distribution systems. The DLMP is calculated from a two-stage optimization problem; a transmission system OPF and a distribution system OPF. An iterative framework that ensures accurate representation of the distribution system's price sensitive resources for the transmission system problem and vice versa is developed and its convergence problem is discussed. As part of the DLMP calculation framework, a DCOPF formulation that endogenously captures the effect of real power losses is discussed. The formulation uses piecewise linear functions to approximate losses. This thesis explores, with theoretical proofs, the breakdown of the loss approximation technique when non-positive DLMPs/LMPs occur and discusses a mixed integer linear programming formulation that corrects the breakdown. The DLMP is numerically illustrated in traditional and enhanced distribution systems and its superiority to contemporary pricing mechanisms is demonstrated using price responsive loads. Results show that the impact of the inaccuracy of contemporary pricing schemes becomes significant as flexible resources increase. At high elasticity, aggregate load consumption deviated from the optimal consumption by up to about 45 percent when using a flat or time-of-use rate. Individual load consumption deviated by up to 25 percent when using a real-time price. The superiority of the DLMP is more pronounced when important distribution network conditions are not reflected by contemporary prices. The individual load consumption incentivized by the real-time price deviated by up to 90 percent from the optimal consumption in a congested distribution network. While the DLMP internalizes congestion management, the consumption incentivized by the real-time price caused overloads.

Propeller performance analysis and multidisciplinary optimization using a genetic algorithm

NASA Astrophysics Data System (ADS)

Burger, Christoph

A propeller performance analysis program has been developed and integrated into a Genetic Algorithm for design optimization. The design tool will produce optimal propeller geometries for a given goal, which includes performance and/or acoustic signature. A vortex lattice model is used for the propeller performance analysis and a subsonic compact source model is used for the acoustic signature determination. Compressibility effects are taken into account with the implementation of Prandtl-Glauert domain stretching. Viscous effects are considered with a simple Reynolds number based model to account for the effects of viscosity in the spanwise direction. An empirical flow separation model developed from experimental lift and drag coefficient data of a NACA 0012 airfoil is included. The propeller geometry is generated using a recently introduced Class/Shape function methodology to allow for efficient use of a wide design space. Optimizing the angle of attack, the chord, the sweep and the local airfoil sections, produced blades with favorable tradeoffs between single and multiple point optimizations of propeller performance and acoustic noise signatures. Optimizations using a binary encoded IMPROVE(c) Genetic Algorithm (GA) and a real encoded GA were obtained after optimization runs with some premature convergence. The newly developed real encoded GA was used to obtain the majority of the results which produced generally better convergence characteristics when compared to the binary encoded GA. The optimization trade-offs show that single point optimized propellers have favorable performance, but circulation distributions were less smooth when compared to dual point or multiobjective optimizations. Some of the single point optimizations generated propellers with proplets which show a loading shift to the blade tip region. When noise is included into the objective functions some propellers indicate a circulation shift to the inboard sections of the propeller as well as a reduction in propeller diameter. In addition the propeller number was increased in some optimizations to reduce the acoustic blade signature.

Segmentation of MRI Brain Images with an Improved Harmony Searching Algorithm.

PubMed

Yang, Zhang; Shufan, Ye; Li, Guo; Weifeng, Ding

2016-01-01

The harmony searching (HS) algorithm is a kind of optimization search algorithm currently applied in many practical problems. The HS algorithm constantly revises variables in the harmony database and the probability of different values that can be used to complete iteration convergence to achieve the optimal effect. Accordingly, this study proposed a modified algorithm to improve the efficiency of the algorithm. First, a rough set algorithm was employed to improve the convergence and accuracy of the HS algorithm. Then, the optimal value was obtained using the improved HS algorithm. The optimal value of convergence was employed as the initial value of the fuzzy clustering algorithm for segmenting magnetic resonance imaging (MRI) brain images. Experimental results showed that the improved HS algorithm attained better convergence and more accurate results than those of the original HS algorithm. In our study, the MRI image segmentation effect of the improved algorithm was superior to that of the original fuzzy clustering method.

Segmentation of MRI Brain Images with an Improved Harmony Searching Algorithm

PubMed Central

Yang, Zhang; Li, Guo; Weifeng, Ding

2016-01-01

The harmony searching (HS) algorithm is a kind of optimization search algorithm currently applied in many practical problems. The HS algorithm constantly revises variables in the harmony database and the probability of different values that can be used to complete iteration convergence to achieve the optimal effect. Accordingly, this study proposed a modified algorithm to improve the efficiency of the algorithm. First, a rough set algorithm was employed to improve the convergence and accuracy of the HS algorithm. Then, the optimal value was obtained using the improved HS algorithm. The optimal value of convergence was employed as the initial value of the fuzzy clustering algorithm for segmenting magnetic resonance imaging (MRI) brain images. Experimental results showed that the improved HS algorithm attained better convergence and more accurate results than those of the original HS algorithm. In our study, the MRI image segmentation effect of the improved algorithm was superior to that of the original fuzzy clustering method. PMID:27403428

GALAXY: A new hybrid MOEA for the optimal design of Water Distribution Systems

NASA Astrophysics Data System (ADS)

Wang, Q.; Savić, D. A.; Kapelan, Z.

2017-03-01

A new hybrid optimizer, called genetically adaptive leaping algorithm for approximation and diversity (GALAXY), is proposed for dealing with the discrete, combinatorial, multiobjective design of Water Distribution Systems (WDSs), which is NP-hard and computationally intensive. The merit of GALAXY is its ability to alleviate to a great extent the parameterization issue and the high computational overhead. It follows the generational framework of Multiobjective Evolutionary Algorithms (MOEAs) and includes six search operators and several important strategies. These operators are selected based on their leaping ability in the objective space from the global and local search perspectives. These strategies steer the optimization and balance the exploration and exploitation aspects simultaneously. A highlighted feature of GALAXY lies in the fact that it eliminates majority of parameters, thus being robust and easy-to-use. The comparative studies between GALAXY and three representative MOEAs on five benchmark WDS design problems confirm its competitiveness. GALAXY can identify better converged and distributed boundary solutions efficiently and consistently, indicating a much more balanced capability between the global and local search. Moreover, its advantages over other MOEAs become more substantial as the complexity of the design problem increases.

Learning overcomplete representations from distributed data: a brief review

NASA Astrophysics Data System (ADS)

Raja, Haroon; Bajwa, Waheed U.

2016-05-01

Most of the research on dictionary learning has focused on developing algorithms under the assumption that data is available at a centralized location. But often the data is not available at a centralized location due to practical constraints like data aggregation costs, privacy concerns, etc. Using centralized dictionary learning algorithms may not be the optimal choice in such settings. This motivates the design of dictionary learning algorithms that consider distributed nature of data as one of the problem variables. Just like centralized settings, distributed dictionary learning problem can be posed in more than one way depending on the problem setup. Most notable distinguishing features are the online versus batch nature of data and the representative versus discriminative nature of the dictionaries. In this paper, several distributed dictionary learning algorithms that are designed to tackle different problem setups are reviewed. One of these algorithms is cloud K-SVD, which solves the dictionary learning problem for batch data in distributed settings. One distinguishing feature of cloud K-SVD is that it has been shown to converge to its centralized counterpart, namely, the K-SVD solution. On the other hand, no such guarantees are provided for other distributed dictionary learning algorithms. Convergence of cloud K-SVD to the centralized K-SVD solution means problems that are solvable by K-SVD in centralized settings can now be solved in distributed settings with similar performance. Finally, cloud K-SVD is used as an example to show the advantages that are attainable by deploying distributed dictionary algorithms for real world distributed datasets.

Improved understanding of the searching behavior of ant colony optimization algorithms applied to the water distribution design problem

NASA Astrophysics Data System (ADS)

Zecchin, A. C.; Simpson, A. R.; Maier, H. R.; Marchi, A.; Nixon, J. B.

2012-09-01

Evolutionary algorithms (EAs) have been applied successfully to many water resource problems, such as system design, management decision formulation, and model calibration. The performance of an EA with respect to a particular problem type is dependent on how effectively its internal operators balance the exploitation/exploration trade-off to iteratively find solutions of an increasing quality. For a given problem, different algorithms are observed to produce a variety of different final performances, but there have been surprisingly few investigations into characterizing how the different internal mechanisms alter the algorithm's searching behavior, in both the objective and decision space, to arrive at this final performance. This paper presents metrics for analyzing the searching behavior of ant colony optimization algorithms, a particular type of EA, for the optimal water distribution system design problem, which is a classical NP-hard problem in civil engineering. Using the proposed metrics, behavior is characterized in terms of three different attributes: (1) the effectiveness of the search in improving its solution quality and entering into optimal or near-optimal regions of the search space, (2) the extent to which the algorithm explores as it converges to solutions, and (3) the searching behavior with respect to the feasible and infeasible regions. A range of case studies is considered, where a number of ant colony optimization variants are applied to a selection of water distribution system optimization problems. The results demonstrate the utility of the proposed metrics to give greater insight into how the internal operators affect each algorithm's searching behavior.

Stress-Constrained Structural Topology Optimization with Design-Dependent Loads

NASA Astrophysics Data System (ADS)

Lee, Edmund

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

Sensitivity of Optimal Solutions to Control Problems for Second Order Evolution Subdifferential Inclusions.

PubMed

Bartosz, Krzysztof; Denkowski, Zdzisław; Kalita, Piotr

In this paper the sensitivity of optimal solutions to control problems described by second order evolution subdifferential inclusions under perturbations of state relations and of cost functionals is investigated. First we establish a new existence result for a class of such inclusions. Then, based on the theory of sequential [Formula: see text]-convergence we recall the abstract scheme concerning convergence of minimal values and minimizers. The abstract scheme works provided we can establish two properties: the Kuratowski convergence of solution sets for the state relations and some complementary [Formula: see text]-convergence of the cost functionals. Then these two properties are implemented in the considered case.

Modified artificial bee colony algorithm for reactive power optimization

NASA Astrophysics Data System (ADS)

Sulaiman, Noorazliza; Mohamad-Saleh, Junita; Abro, Abdul Ghani

2015-05-01

Bio-inspired algorithms (BIAs) implemented to solve various optimization problems have shown promising results which are very important in this severely complex real-world. Artificial Bee Colony (ABC) algorithm, a kind of BIAs has demonstrated tremendous results as compared to other optimization algorithms. This paper presents a new modified ABC algorithm referred to as JA-ABC3 with the aim to enhance convergence speed and avoid premature convergence. The proposed algorithm has been simulated on ten commonly used benchmarks functions. Its performance has also been compared with other existing ABC variants. To justify its robust applicability, the proposed algorithm has been tested to solve Reactive Power Optimization problem. The results have shown that the proposed algorithm has superior performance to other existing ABC variants e.g. GABC, BABC1, BABC2, BsfABC dan IABC in terms of convergence speed. Furthermore, the proposed algorithm has also demonstrated excellence performance in solving Reactive Power Optimization problem.

A method to incorporate leakage and head scatter corrections into a tomotherapy inverse treatment planning algorithm

NASA Astrophysics Data System (ADS)

Holmes, Timothy W.

2001-01-01

A detailed tomotherapy inverse treatment planning method is described which incorporates leakage and head scatter corrections during each iteration of the optimization process, allowing these effects to be directly accounted for in the optimized dose distribution. It is shown that the conventional inverse planning method for optimizing incident intensity can be extended to include a `concurrent' leaf sequencing operation from which the leakage and head scatter corrections are determined. The method is demonstrated using the steepest-descent optimization technique with constant step size and a least-squared error objective. The method was implemented using the MATLAB scientific programming environment and its feasibility demonstrated for 2D test cases simulating treatment delivery using a single coplanar rotation. The results indicate that this modification does not significantly affect convergence of the intensity optimization method when exposure times of individual leaves are stratified to a large number of levels (>100) during leaf sequencing. In general, the addition of aperture dependent corrections, especially `head scatter', reduces incident fluence in local regions of the modulated fan beam, resulting in increased exposure times for individual collimator leaves. These local variations can result in 5% or greater local variation in the optimized dose distribution compared to the uncorrected case. The overall efficiency of the modified intensity optimization algorithm is comparable to that of the original unmodified case.

SU-F-J-105: Towards a Novel Treatment Planning Pipeline Delivering Pareto- Optimal Plans While Enabling Inter- and Intrafraction Plan Adaptation

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

Kontaxis, C; Bol, G; Lagendijk, J

2016-06-15

Purpose: To develop a new IMRT treatment planning methodology suitable for the new generation of MR-linear accelerator machines. The pipeline is able to deliver Pareto-optimal plans and can be utilized for conventional treatments as well as for inter- and intrafraction plan adaptation based on real-time MR-data. Methods: A Pareto-optimal plan is generated using the automated multicriterial optimization approach Erasmus-iCycle. The resulting dose distribution is used as input to the second part of the pipeline, an iterative process which generates deliverable segments that target the latest anatomical state and gradually converges to the prescribed dose. This process continues until a certainmore » percentage of the dose has been delivered. Under a conventional treatment, a Segment Weight Optimization (SWO) is then performed to ensure convergence to the prescribed dose. In the case of inter- and intrafraction adaptation, post-processing steps like SWO cannot be employed due to the changing anatomy. This is instead addressed by transferring the missing/excess dose to the input of the subsequent fraction. In this work, the resulting plans were delivered on a Delta4 phantom as a final Quality Assurance test. Results: A conventional static SWO IMRT plan was generated for two prostate cases. The sequencer faithfully reproduced the input dose for all volumes of interest. For the two cases the mean relative dose difference of the PTV between the ideal input and sequenced dose was 0.1% and −0.02% respectively. Both plans were delivered on a Delta4 phantom and passed the clinical Quality Assurance procedures by achieving 100% pass rate at a 3%/3mm gamma analysis. Conclusion: We have developed a new sequencing methodology capable of online plan adaptation. In this work, we extended the pipeline to support Pareto-optimal input and clinically validated that it can accurately achieve these ideal distributions, while its flexible design enables inter- and intrafraction plan adaptation. This research is financially supported by Elekta AB, Stockholm, Sweden.« less

Distributed Channel Allocation and Time Slot Optimization for Green Internet of Things.

PubMed

Ding, Kaiqi; Zhao, Haitao; Hu, Xiping; Wei, Jibo

2017-10-28

In sustainable smart cities, power saving is a severe challenge in the energy-constrained Internet of Things (IoT). Efficient utilization of limited multiple non-overlap channels and time resources is a promising solution to reduce the network interference and save energy consumption. In this paper, we propose a joint channel allocation and time slot optimization solution for IoT. First, we propose a channel ranking algorithm which enables each node to rank its available channels based on the channel properties. Then, we propose a distributed channel allocation algorithm so that each node can choose a proper channel based on the channel ranking and its own residual energy. Finally, the sleeping duration and spectrum sensing duration are jointly optimized to maximize the normalized throughput and satisfy energy consumption constraints simultaneously. Different from the former approaches, our proposed solution requires no central coordination or any global information that each node can operate based on its own local information in a total distributed manner. Also, theoretical analysis and extensive simulations have validated that when applying our solution in the network of IoT: (i) each node can be allocated to a proper channel based on the residual energy to balance the lifetime; (ii) the network can rapidly converge to a collision-free transmission through each node's learning ability in the process of the distributed channel allocation; and (iii) the network throughput is further improved via the dynamic time slot optimization.

Trajectory optimization of spacecraft high-thrust orbit transfer using a modified evolutionary algorithm

NASA Astrophysics Data System (ADS)

Shirazi, Abolfazl

2016-10-01

This article introduces a new method to optimize finite-burn orbital manoeuvres based on a modified evolutionary algorithm. Optimization is carried out based on conversion of the orbital manoeuvre into a parameter optimization problem by assigning inverse tangential functions to the changes in direction angles of the thrust vector. The problem is analysed using boundary delimitation in a common optimization algorithm. A method is introduced to achieve acceptable values for optimization variables using nonlinear simulation, which results in an enlarged convergence domain. The presented algorithm benefits from high optimality and fast convergence time. A numerical example of a three-dimensional optimal orbital transfer is presented and the accuracy of the proposed algorithm is shown.

Convergence analysis of particle swarm optimization (PSO) method on the with-in host dengue infection treatment model

NASA Astrophysics Data System (ADS)

Handayani, D.; Nuraini, N.; Tse, O.; Saragih, R.; Naiborhu, J.

2016-04-01

PSO is a computational optimization method motivated by the social behavior of organisms like bird flocking, fish schooling and human social relations. PSO is one of the most important swarm intelligence algorithms. In this study, we analyze the convergence of PSO when it is applied to with-in host dengue infection treatment model simulation in our early research. We used PSO method to construct the initial adjoin equation and to solve a control problem. Its properties of control input on the continuity of objective function and ability of adapting to the dynamic environment made us have to analyze the convergence of PSO. With the convergence analysis of PSO we will have some parameters that ensure the convergence result of numerical simulations on this model using PSO.

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

PubMed

Liu, Qingshan; Wang, Jun

2011-04-01

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

Multi-modulus algorithm based on global artificial fish swarm intelligent optimization of DNA encoding sequences.

PubMed

Guo, Y C; Wang, H; Wu, H P; Zhang, M Q

2015-12-21

Aimed to address the defects of the large mean square error (MSE), and the slow convergence speed in equalizing the multi-modulus signals of the constant modulus algorithm (CMA), a multi-modulus algorithm (MMA) based on global artificial fish swarm (GAFS) intelligent optimization of DNA encoding sequences (GAFS-DNA-MMA) was proposed. To improve the convergence rate and reduce the MSE, this proposed algorithm adopted an encoding method based on DNA nucleotide chains to provide a possible solution to the problem. Furthermore, the GAFS algorithm, with its fast convergence and global search ability, was used to find the best sequence. The real and imaginary parts of the initial optimal weight vector of MMA were obtained through DNA coding of the best sequence. The simulation results show that the proposed algorithm has a faster convergence speed and smaller MSE in comparison with the CMA, the MMA, and the AFS-DNA-MMA.

3-D phononic crystals with ultra-wide band gaps

PubMed Central

Lu, Yan; Yang, Yang; Guest, James K.; Srivastava, Ankit

2017-01-01

In this paper gradient based topology optimization (TO) is used to discover 3-D phononic structures that exhibit ultra-wide normalized all-angle all-mode band gaps. The challenging computational task of repeated 3-D phononic band-structure evaluations is accomplished by a combination of a fast mixed variational eigenvalue solver and distributed Graphic Processing Unit (GPU) parallel computations. The TO algorithm utilizes the material distribution-based approach and a gradient-based optimizer. The design sensitivity for the mixed variational eigenvalue problem is derived using the adjoint method and is implemented through highly efficient vectorization techniques. We present optimized results for two-material simple cubic (SC), body centered cubic (BCC), and face centered cubic (FCC) crystal structures and show that in each of these cases different initial designs converge to single inclusion network topologies within their corresponding primitive cells. The optimized results show that large phononic stop bands for bulk wave propagation can be achieved at lower than close packed spherical configurations leading to lighter unit cells. For tungsten carbide - epoxy crystals we identify all angle all mode normalized stop bands exceeding 100%, which is larger than what is possible with only spherical inclusions. PMID:28233812

3-D phononic crystals with ultra-wide band gaps.

PubMed

Lu, Yan; Yang, Yang; Guest, James K; Srivastava, Ankit

2017-02-24

In this paper gradient based topology optimization (TO) is used to discover 3-D phononic structures that exhibit ultra-wide normalized all-angle all-mode band gaps. The challenging computational task of repeated 3-D phononic band-structure evaluations is accomplished by a combination of a fast mixed variational eigenvalue solver and distributed Graphic Processing Unit (GPU) parallel computations. The TO algorithm utilizes the material distribution-based approach and a gradient-based optimizer. The design sensitivity for the mixed variational eigenvalue problem is derived using the adjoint method and is implemented through highly efficient vectorization techniques. We present optimized results for two-material simple cubic (SC), body centered cubic (BCC), and face centered cubic (FCC) crystal structures and show that in each of these cases different initial designs converge to single inclusion network topologies within their corresponding primitive cells. The optimized results show that large phononic stop bands for bulk wave propagation can be achieved at lower than close packed spherical configurations leading to lighter unit cells. For tungsten carbide - epoxy crystals we identify all angle all mode normalized stop bands exceeding 100%, which is larger than what is possible with only spherical inclusions.

Distributed Optimal Consensus Control for Multiagent Systems With Input Delay.

PubMed

Zhang, Huaipin; Yue, Dong; Zhao, Wei; Hu, Songlin; Dou, Chunxia; Huaipin Zhang; Dong Yue; Wei Zhao; Songlin Hu; Chunxia Dou; Hu, Songlin; Zhang, Huaipin; Dou, Chunxia; Yue, Dong; Zhao, Wei

2018-06-01

This paper addresses the problem of distributed optimal consensus control for a continuous-time heterogeneous linear multiagent system subject to time varying input delays. First, by discretization and model transformation, the continuous-time input-delayed system is converted into a discrete-time delay-free system. Two delicate performance index functions are defined for these two systems. It is shown that the performance index functions are equivalent and the optimal consensus control problem of the input-delayed system can be cast into that of the delay-free system. Second, by virtue of the Hamilton-Jacobi-Bellman (HJB) equations, an optimal control policy for each agent is designed based on the delay-free system and a novel value iteration algorithm is proposed to learn the solutions to the HJB equations online. The proposed adaptive dynamic programming algorithm is implemented on the basis of a critic-action neural network (NN) structure. Third, it is proved that local consensus errors of the two systems and weight estimation errors of the critic-action NNs are uniformly ultimately bounded while the approximated control policies converge to their target values. Finally, two simulation examples are presented to illustrate the effectiveness of the developed method.

Use of mathematical decomposition to optimize investments in gas production and distribution

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

Dougherty, E.L.; Lombardino, E.; Hutchinson, P.

1986-01-01

This paper presents an analytical approach based upon the decomposition method of mathematical programming for determining the optimal investment sequence in each year of a planning horizon for a group of reservoirs that produce gas and gas liquids through a trunk-line network and a gas processing plant. The paper describes the development of the simulation and investment planning system (SIPS) to perform the required calculations. Net present value (NPV) is maximized with the requirement that the incremental present value ratio (PWPI) of any investment in any reservoir be greater than a specified minimum value. A unique feature is a gasmore » reservoir simulation model that aids SIPS in evaluating field development investments. The optimal solution supplies specified dry gas offtake requirements through time until the remaining reserves are insufficient to meet requirements economically. The sales value of recovered liquids contributes significantly to NPV, while the required spare gas-producing capacity reduces NPV. Sips was used successfully for 4 years to generate annual investment plans and operating budgets, and to perform many special studies for a producing complex containing over 50 reservoirs. This experience is reviewed. In considering this large problem, SIPS converges to the optimal solution in 10 to 20 iterations. The primary factor that determines this number is how good the starting guess is. Although sips can generate a starting guess, beginning with a previous optimal solution ordinarily results in faster convergence. Computing time increases in proportion to the number of reservoirs because more than 90% of computing time is spent solving the, reservoir, subproblems.« less

Temporal patterns of mental model convergence: implications for distributed teams interacting in electronic collaboration spaces.

PubMed

McComb, Sara; Kennedy, Deanna; Perryman, Rebecca; Warner, Norman; Letsky, Michael

2010-04-01

Our objective is to capture temporal patterns in mental model convergence processes and differences in these patterns between distributed teams using an electronic collaboration space and face-to-face teams with no interface. Distributed teams, as sociotechnical systems, collaborate via technology to work on their task. The way in which they process information to inform their mental models may be examined via team communication and may unfold differently than it does in face-to-face teams. We conducted our analysis on 32 three-member teams working on a planning task. Half of the teams worked as distributed teams in an electronic collaboration space, and the other half worked face-to-face without an interface. Using event history analysis, we found temporal interdependencies among the initial convergence points of the multiple mental models we examined. Furthermore, the timing of mental model convergence and the onset of task work discussions were related to team performance. Differences existed in the temporal patterns of convergence and task work discussions across conditions. Distributed teams interacting via an electronic interface and face-to-face teams with no interface converged on multiple mental models, but their communication patterns differed. In particular, distributed teams with an electronic interface required less overall communication, converged on all mental models later in their life cycles, and exhibited more linear cognitive processes than did face-to-face teams interacting verbally. Managers need unique strategies for facilitating communication and mental model convergence depending on teams' degrees of collocation and access to an interface, which in turn will enhance team performance.

An Efficient Method Coupling Kernel Principal Component Analysis with Adjoint-Based Optimal Control and Its Goal-Oriented Extensions

NASA Astrophysics Data System (ADS)

Thimmisetty, C.; Talbot, C.; Tong, C. H.; Chen, X.

2016-12-01

The representativeness of available data poses a significant fundamental challenge to the quantification of uncertainty in geophysical systems. Furthermore, the successful application of machine learning methods to geophysical problems involving data assimilation is inherently constrained by the extent to which obtainable data represent the problem considered. We show how the adjoint method, coupled with optimization based on methods of machine learning, can facilitate the minimization of an objective function defined on a space of significantly reduced dimension. By considering uncertain parameters as constituting a stochastic process, the Karhunen-Loeve expansion and its nonlinear extensions furnish an optimal basis with respect to which optimization using L-BFGS can be carried out. In particular, we demonstrate that kernel PCA can be coupled with adjoint-based optimal control methods to successfully determine the distribution of material parameter values for problems in the context of channelized deformable media governed by the equations of linear elasticity. Since certain subsets of the original data are characterized by different features, the convergence rate of the method in part depends on, and may be limited by, the observations used to furnish the kernel principal component basis. By determining appropriate weights for realizations of the stochastic random field, then, one may accelerate the convergence of the method. To this end, we present a formulation of Weighted PCA combined with a gradient-based means using automatic differentiation to iteratively re-weight observations concurrent with the determination of an optimal reduced set control variables in the feature space. We demonstrate how improvements in the accuracy and computational efficiency of the weighted linear method can be achieved over existing unweighted kernel methods, and discuss nonlinear extensions of the algorithm.

Photovoltaic Inverter Controllers Seeking AC Optimal Power Flow Solutions

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

Dall'Anese, Emiliano; Dhople, Sairaj V.; Giannakis, Georgios B.

This paper considers future distribution networks featuring inverter-interfaced photovoltaic (PV) systems, and addresses the synthesis of feedback controllers that seek real- and reactive-power inverter setpoints corresponding to AC optimal power flow (OPF) solutions. The objective is to bridge the temporal gap between long-term system optimization and real-time inverter control, and enable seamless PV-owner participation without compromising system efficiency and stability. The design of the controllers is grounded on a dual ..epsilon..-subgradient method, while semidefinite programming relaxations are advocated to bypass the non-convexity of AC OPF formulations. Global convergence of inverter output powers is analytically established for diminishing stepsize rules formore » cases where: i) computational limits dictate asynchronous updates of the controller signals, and ii) inverter reference inputs may be updated at a faster rate than the power-output settling time.« less

Testing calibration routines for LISFLOOD, a distributed hydrological model

NASA Astrophysics Data System (ADS)

Pannemans, B.

2009-04-01

Traditionally hydrological models are considered as difficult to calibrate: their highly non-linearity results in rugged and rough response surfaces were calibration algorithms easily get stuck in local minima. For the calibration of distributed hydrological models two extra factors play an important role: on the one hand they are often costly on computation, thus restricting the feasible number of model runs; on the other hand their distributed nature smooths the response surface, thus facilitating the search for a global minimum. Lisflood is a distributed hydrological model currently used for the European Flood Alert System - EFAS (Van der Knijff et al, 2008). Its upcoming recalibration over more then 200 catchments, each with an average runtime of 2-3 minutes, proved a perfect occasion to put several existing calibration algorithms to the test. The tested routines are Downhill Simplex (DHS, Nelder and Mead, 1965), SCEUA (Duan et Al. 1993), SCEM (Vrugt et al., 2003) and AMALGAM (Vrugt et al., 2008), and they were evaluated on their capability to efficiently converge onto the global minimum and on the spread in the found solutions in repeated runs. The routines were let loose on a simple hyperbolic function, on a Lisflood catchment using model output as observation, and on two Lisflood catchments using real observations (one on the river Inn in the Alps, the other along the downstream stretch of the Elbe). On the mathematical problem and on the catchment with synthetic observations DHS proved to be the fastest and the most efficient in finding a solution. SCEUA and AMALGAM are a slower, but while SCEUA keeps converging on the exact solution, AMALGAM slows down after about 600 runs. For the Lisflood models with real-time observations AMALGAM (hybrid algorithm that combines several other algorithms, we used CMA, PSO and GA) came as fastest out of the tests, and giving comparable results in consecutive runs. However, some more work is needed to tweak the stopping criteria. SCEUA is a bit slower, but has very transparent stopping rules. Both have closed in on the minima after about 600 runs. DHS equals only SCEUA on convergence speed. The stopping criteria we applied so far are too strict, causing it to stop too early. SCEM converges 5-6 times slower. This is a high price for the parameter uncertainty analysis that is simultaneously done. The ease with which all algorithms find the same optimum suggests that we are dealing with a smooth and relatively simple response surface. This leaves room for other deterministic calibration algorithms being smarter than DHS in sliding downhill. PEST seems promising but sofar we haven't managed to get it running with LISFLOOD. • Duan, Q.; Gupta, V. & Sorooshian, S., 1993, Shuffled complex evolution approach for effective and efficient global minimization, J Optim Theory Appl, Kluwer Academic Publishers-Plenum Publishers, 76, 501-521 • Nelder, J. & Mead, R., 1965, A simplex method for function minimization, Comput. J., 7, 308-313 • Van Der Knijff, J. M.; Younis, J. & De Roo, A. P. J., 2008, LISFLOOD: a GIS-based distributed model for river basin scale water balance and flood simulation, International Journal of Geographical Information Science, • Vrugt, J.; Gupta, H.; Bouten, W. & Sorooshian, S., 2003, A Shuffled Complex Evolution Metropolis algorithm for optimization and uncertainty assessment of hydrologic model parameters, Water Resour. Res., 39 • Vrugt, J.; Robinson, B. & Hyman, J., 2008, Self-Adaptive Multimethod Search for Global Optimization in Real-Parameter Spaces, IEEE Trans Evol Comput, IEEE,

Electronic neural networks for global optimization

NASA Technical Reports Server (NTRS)

Thakoor, A. P.; Moopenn, A. W.; Eberhardt, S.

1990-01-01

An electronic neural network with feedback architecture, implemented in analog custom VLSI is described. Its application to problems of global optimization for dynamic assignment is discussed. The convergence properties of the neural network hardware are compared with computer simulation results. The neural network's ability to provide optimal or near optimal solutions within only a few neuron time constants, a speed enhancement of several orders of magnitude over conventional search methods, is demonstrated. The effect of noise on the circuit dynamics and the convergence behavior of the neural network hardware is also examined.

A novel recurrent neural network with finite-time convergence for linear programming.

PubMed

Liu, Qingshan; Cao, Jinde; Chen, Guanrong

2010-11-01

In this letter, a novel recurrent neural network based on the gradient method is proposed for solving linear programming problems. Finite-time convergence of the proposed neural network is proved by using the Lyapunov method. Compared with the existing neural networks for linear programming, the proposed neural network is globally convergent to exact optimal solutions in finite time, which is remarkable and rare in the literature of neural networks for optimization. Some numerical examples are given to show the effectiveness and excellent performance of the new recurrent neural network.

Improving the Fitness of High-Dimensional Biomechanical Models via Data-Driven Stochastic Exploration

PubMed Central

Bustamante, Carlos D.; Valero-Cuevas, Francisco J.

2010-01-01

The field of complex biomechanical modeling has begun to rely on Monte Carlo techniques to investigate the effects of parameter variability and measurement uncertainty on model outputs, search for optimal parameter combinations, and define model limitations. However, advanced stochastic methods to perform data-driven explorations, such as Markov chain Monte Carlo (MCMC), become necessary as the number of model parameters increases. Here, we demonstrate the feasibility and, what to our knowledge is, the first use of an MCMC approach to improve the fitness of realistically large biomechanical models. We used a Metropolis–Hastings algorithm to search increasingly complex parameter landscapes (3, 8, 24, and 36 dimensions) to uncover underlying distributions of anatomical parameters of a “truth model” of the human thumb on the basis of simulated kinematic data (thumbnail location, orientation, and linear and angular velocities) polluted by zero-mean, uncorrelated multivariate Gaussian “measurement noise.” Driven by these data, ten Markov chains searched each model parameter space for the subspace that best fit the data (posterior distribution). As expected, the convergence time increased, more local minima were found, and marginal distributions broadened as the parameter space complexity increased. In the 36-D scenario, some chains found local minima but the majority of chains converged to the true posterior distribution (confirmed using a cross-validation dataset), thus demonstrating the feasibility and utility of these methods for realistically large biomechanical problems. PMID:19272906

Statistical analysis of latent generalized correlation matrix estimation in transelliptical distribution.

PubMed

Han, Fang; Liu, Han

2017-02-01

Correlation matrix plays a key role in many multivariate methods (e.g., graphical model estimation and factor analysis). The current state-of-the-art in estimating large correlation matrices focuses on the use of Pearson's sample correlation matrix. Although Pearson's sample correlation matrix enjoys various good properties under Gaussian models, its not an effective estimator when facing heavy-tail distributions with possible outliers. As a robust alternative, Han and Liu (2013b) advocated the use of a transformed version of the Kendall's tau sample correlation matrix in estimating high dimensional latent generalized correlation matrix under the transelliptical distribution family (or elliptical copula). The transelliptical family assumes that after unspecified marginal monotone transformations, the data follow an elliptical distribution. In this paper, we study the theoretical properties of the Kendall's tau sample correlation matrix and its transformed version proposed in Han and Liu (2013b) for estimating the population Kendall's tau correlation matrix and the latent Pearson's correlation matrix under both spectral and restricted spectral norms. With regard to the spectral norm, we highlight the role of "effective rank" in quantifying the rate of convergence. With regard to the restricted spectral norm, we for the first time present a "sign subgaussian condition" which is sufficient to guarantee that the rank-based correlation matrix estimator attains the optimal rate of convergence. In both cases, we do not need any moment condition.

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.

Axioms of adaptivity

PubMed Central

Carstensen, C.; Feischl, M.; Page, M.; Praetorius, D.

2014-01-01

This paper aims first at a simultaneous axiomatic presentation of the proof of optimal convergence rates for adaptive finite element methods and second at some refinements of particular questions like the avoidance of (discrete) lower bounds, inexact solvers, inhomogeneous boundary data, or the use of equivalent error estimators. Solely four axioms guarantee the optimality in terms of the error estimators. Compared to the state of the art in the temporary literature, the improvements of this article can be summarized as follows: First, a general framework is presented which covers the existing literature on optimality of adaptive schemes. The abstract analysis covers linear as well as nonlinear problems and is independent of the underlying finite element or boundary element method. Second, efficiency of the error estimator is neither needed to prove convergence nor quasi-optimal convergence behavior of the error estimator. In this paper, efficiency exclusively characterizes the approximation classes involved in terms of the best-approximation error and data resolution and so the upper bound on the optimal marking parameters does not depend on the efficiency constant. Third, some general quasi-Galerkin orthogonality is not only sufficient, but also necessary for the R-linear convergence of the error estimator, which is a fundamental ingredient in the current quasi-optimality analysis due to Stevenson 2007. Finally, the general analysis allows for equivalent error estimators and inexact solvers as well as different non-homogeneous and mixed boundary conditions. PMID:25983390

How hot? Systematic convergence of the replica exchange method using multiple reservoirs.

PubMed

Ruscio, Jory Z; Fawzi, Nicolas L; Head-Gordon, Teresa

2010-02-01

We have devised a systematic approach to converge a replica exchange molecular dynamics simulation by dividing the full temperature range into a series of higher temperature reservoirs and a finite number of lower temperature subreplicas. A defined highest temperature reservoir of equilibrium conformations is used to help converge a lower but still hot temperature subreplica, which in turn serves as the high-temperature reservoir for the next set of lower temperature subreplicas. The process is continued until an optimal temperature reservoir is reached to converge the simulation at the target temperature. This gradual convergence of subreplicas allows for better and faster convergence at the temperature of interest and all intermediate temperatures for thermodynamic analysis, as well as optimizing the use of multiple processors. We illustrate the overall effectiveness of our multiple reservoir replica exchange strategy by comparing sampling and computational efficiency with respect to replica exchange, as well as comparing methods when converging the structural ensemble of the disordered Abeta(21-30) peptide simulated with explicit water by comparing calculated Rotating Overhauser Effect Spectroscopy intensities to experimentally measured values. Copyright 2009 Wiley Periodicals, Inc.

Convergent evolution of mechanically optimal locomotion in aquatic invertebrates and vertebrates.

PubMed

Bale, Rahul; Neveln, Izaak D; Bhalla, Amneet Pal Singh; MacIver, Malcolm A; Patankar, Neelesh A

2015-04-01

Examples of animals evolving similar traits despite the absence of that trait in the last common ancestor, such as the wing and camera-type lens eye in vertebrates and invertebrates, are called cases of convergent evolution. Instances of convergent evolution of locomotory patterns that quantitatively agree with the mechanically optimal solution are very rare. Here, we show that, with respect to a very diverse group of aquatic animals, a mechanically optimal method of swimming with elongated fins has evolved independently at least eight times in both vertebrate and invertebrate swimmers across three different phyla. Specifically, if we take the length of an undulation along an animal's fin during swimming and divide it by the mean amplitude of undulations along the fin length, the result is consistently around twenty. We call this value the optimal specific wavelength (OSW). We show that the OSW maximizes the force generated by the body, which also maximizes swimming speed. We hypothesize a mechanical basis for this optimality and suggest reasons for its repeated emergence through evolution.

Data-Driven Zero-Sum Neuro-Optimal Control for a Class of Continuous-Time Unknown Nonlinear Systems With Disturbance Using ADP.

PubMed

Wei, Qinglai; Song, Ruizhuo; Yan, Pengfei

2016-02-01

This paper is concerned with a new data-driven zero-sum neuro-optimal control problem for continuous-time unknown nonlinear systems with disturbance. According to the input-output data of the nonlinear system, an effective recurrent neural network is introduced to reconstruct the dynamics of the nonlinear system. Considering the system disturbance as a control input, a two-player zero-sum optimal control problem is established. Adaptive dynamic programming (ADP) is developed to obtain the optimal control under the worst case of the disturbance. Three single-layer neural networks, including one critic and two action networks, are employed to approximate the performance index function, the optimal control law, and the disturbance, respectively, for facilitating the implementation of the ADP method. Convergence properties of the ADP method are developed to show that the system state will converge to a finite neighborhood of the equilibrium. The weight matrices of the critic and the two action networks are also convergent to finite neighborhoods of their optimal ones. Finally, the simulation results will show the effectiveness of the developed data-driven ADP methods.

Design Optimization Method for Composite Components Based on Moment Reliability-Sensitivity Criteria

NASA Astrophysics Data System (ADS)

Sun, Zhigang; Wang, Changxi; Niu, Xuming; Song, Yingdong

2017-08-01

In this paper, a Reliability-Sensitivity Based Design Optimization (RSBDO) methodology for the design of the ceramic matrix composites (CMCs) components has been proposed. A practical and efficient method for reliability analysis and sensitivity analysis of complex components with arbitrary distribution parameters are investigated by using the perturbation method, the respond surface method, the Edgeworth series and the sensitivity analysis approach. The RSBDO methodology is then established by incorporating sensitivity calculation model into RBDO methodology. Finally, the proposed RSBDO methodology is applied to the design of the CMCs components. By comparing with Monte Carlo simulation, the numerical results demonstrate that the proposed methodology provides an accurate, convergent and computationally efficient method for reliability-analysis based finite element modeling engineering practice.

The solution of private problems for optimization heat exchangers parameters

NASA Astrophysics Data System (ADS)

Melekhin, A.

2017-11-01

The relevance of the topic due to the decision of problems of the economy of resources in heating systems of buildings. To solve this problem we have developed an integrated method of research which allows solving tasks on optimization of parameters of heat exchangers. This method decides multicriteria optimization problem with the program nonlinear optimization on the basis of software with the introduction of an array of temperatures obtained using thermography. The author have developed a mathematical model of process of heat exchange in heat exchange surfaces of apparatuses with the solution of multicriteria optimization problem and check its adequacy to the experimental stand in the visualization of thermal fields, an optimal range of managed parameters influencing the process of heat exchange with minimal metal consumption and the maximum heat output fin heat exchanger, the regularities of heat exchange process with getting generalizing dependencies distribution of temperature on the heat-release surface of the heat exchanger vehicles, defined convergence of the results of research in the calculation on the basis of theoretical dependencies and solving mathematical model.

Aerospace engineering design by systematic decomposition and multilevel optimization

NASA Technical Reports Server (NTRS)

Sobieszczanski-Sobieski, J.; Giles, G. L.; Barthelemy, J.-F. M.

1984-01-01

This paper describes a method for systematic analysis and optimization of large engineering systems, e.g., aircraft, by decomposition of a large task into a set of smaller, self-contained subtasks that can be solved concurrently. The subtasks may be arranged in many hierarchical levels with the assembled system at the top level. Analyses are carried out in each subtask using inputs received from other subtasks, and are followed by optimizations carried out from the bottom up. Each optimization at the lower levels is augmented by analysis of its sensitivity to the inputs received from other subtasks to account for the couplings among the subtasks in a formal manner. The analysis and optimization operations alternate iteratively until they converge to a system design whose performance is maximized with all constraints satisfied. The method, which is still under development, is tentatively validated by test cases in structural applications and an aircraft configuration optimization. It is pointed out that the method is intended to be compatible with the typical engineering organization and the modern technology of distributed computing.

Stochastic optimization algorithms for barrier dividend strategies

NASA Astrophysics Data System (ADS)

Yin, G.; Song, Q. S.; Yang, H.

2009-01-01

This work focuses on finding optimal barrier policy for an insurance risk model when the dividends are paid to the share holders according to a barrier strategy. A new approach based on stochastic optimization methods is developed. Compared with the existing results in the literature, more general surplus processes are considered. Precise models of the surplus need not be known; only noise-corrupted observations of the dividends are used. Using barrier-type strategies, a class of stochastic optimization algorithms are developed. Convergence of the algorithm is analyzed; rate of convergence is also provided. Numerical results are reported to demonstrate the performance of the algorithm.

Power allocation for SWIPT in K-user interference channels using game theory

NASA Astrophysics Data System (ADS)

Wen, Zhigang; Liu, Ying; Liu, Xiaoqing; Li, Shan; Chen, Xianya

2018-12-01

A simultaneous wireless information and power transfer system in interference channels of multi-users is considered. In this system, each transmitter sends one data stream to its targeted receiver, which causes interference to other receivers. Since all transmitter-receiver links want to maximize their own average transmission rate, a power allocation problem under the transmit power constraints and the energy-harvesting constraints is developed. To solve this problem, we propose a game theory framework. Then, we convert the game into a variational inequalities problem by establishing the connection between game theory and variational inequalities and solve the variational inequalities problem. Through theoretical analysis, the existence and uniqueness of Nash equilibrium are both guaranteed by the theory of variational inequalities. A distributed iterative alternating optimization water-filling algorithm is derived, which is proved to converge. Numerical results show that the proposed algorithm reaches fast convergence and achieves a higher sum rate than the unaided scheme.

The development of three-dimensional adjoint method for flow control with blowing in convergent-divergent nozzle flows

NASA Astrophysics Data System (ADS)

Sikarwar, Nidhi

The noise produced by the low bypass ratio turbofan engines used to power fighter aircraft is a problem for communities near military bases and for personnel working in close proximity to the aircraft. For example, carrier deck personnel are subject to noise exposure that can result in Noise-Induced Hearing Loss which in-turn results in over a billion dollars of disability payments by the Veterans Administration. Several methods have been proposed to reduce the jet noise at the source. These methods include microjet injection of air or water downstream of the jet exit, chevrons, and corrugated nozzle inserts. The last method involves the insertion of corrugated seals into the diverging section of a military-style convergent-divergent jet nozzle (to replace the existing seals). This has been shown to reduce both the broadband shock-associated noise as well as the mixing noise in the peak noise radiation direction. However, the original inserts were designed to be effective for a take-off condition where the jet is over-expanded. The nozzle performance would be expected to degrade at other conditions, such as in cruise at altitude. A new method has been proposed to achieve the same effects as corrugated seals, but using fluidic inserts. This involves injection of air, at relatively low pressures and total mass flow rates, into the diverging section of the nozzle. These fluidic inserts" deflect the flow in the same way as the mechanical inserts. The fluidic inserts represent an active control method, since the injectors can be modified or turned off depending on the jet operating conditions. Noise reductions in the peak noise direction of 5 to 6 dB have been achieved and broadband shock-associated noise is effectively suppressed. There are multiple parameters to be considered in the design of the fluidic inserts. This includes the number and location of the injectors and the pressures and mass flow rates to be used. These could be optimized on an ad hoc basis with multiple experiments or numerical simulations. Alternatively an inverse design method can be used. An adjoint optimization method can be used to achieve the optimum blowing rate. It is shown that the method works for both geometry optimization and active control of the flow in order to deflect the flow in desirable ways. An adjoint optimization method is described. It is used to determine the blowing distribution in the diverging section of a convergent-divergent nozzle that gives a desired pressure distribution in the nozzle. Both the direct and adjoint problems and their associated boundary conditions are developed. The adjoint method is used to determine the blowing distribution required to minimize the shock strength in the nozzle to achieve a known target pressure and to achieve close to an ideally expanded flow pressure. A multi-block structured solver is developed to calculate the flow solution and associated adjoint variables. Two and three-dimensional calculations are performed for internal and external of the nozzle domains. A two step MacCormack scheme based on predictor- corrector technique is was used for some calculations. The four and five stage Runge-Kutta schemes are also used to artificially march in time. A modified Runge-Kutta scheme is used to accelerate the convergence to a steady state. Second order artificial dissipation has been added to stabilize the calculations. The steepest decent method has been used for the optimization of the blowing velocity after the gradients of the cost function with respect to the blowing velocity are calculated using adjoint method. Several examples are given of the optimization of blowing using the adjoint method.

A Chaotic Particle Swarm Optimization-Based Heuristic for Market-Oriented Task-Level Scheduling in Cloud Workflow Systems.

PubMed

Li, Xuejun; Xu, Jia; Yang, Yun

2015-01-01

Cloud workflow system is a kind of platform service based on cloud computing. It facilitates the automation of workflow applications. Between cloud workflow system and its counterparts, market-oriented business model is one of the most prominent factors. The optimization of task-level scheduling in cloud workflow system is a hot topic. As the scheduling is a NP problem, Ant Colony Optimization (ACO) and Particle Swarm Optimization (PSO) have been proposed to optimize the cost. However, they have the characteristic of premature convergence in optimization process and therefore cannot effectively reduce the cost. To solve these problems, Chaotic Particle Swarm Optimization (CPSO) algorithm with chaotic sequence and adaptive inertia weight factor is applied to present the task-level scheduling. Chaotic sequence with high randomness improves the diversity of solutions, and its regularity assures a good global convergence. Adaptive inertia weight factor depends on the estimate value of cost. It makes the scheduling avoid premature convergence by properly balancing between global and local exploration. The experimental simulation shows that the cost obtained by our scheduling is always lower than the other two representative counterparts.

A Chaotic Particle Swarm Optimization-Based Heuristic for Market-Oriented Task-Level Scheduling in Cloud Workflow Systems

PubMed Central

Li, Xuejun; Xu, Jia; Yang, Yun

2015-01-01

Cloud workflow system is a kind of platform service based on cloud computing. It facilitates the automation of workflow applications. Between cloud workflow system and its counterparts, market-oriented business model is one of the most prominent factors. The optimization of task-level scheduling in cloud workflow system is a hot topic. As the scheduling is a NP problem, Ant Colony Optimization (ACO) and Particle Swarm Optimization (PSO) have been proposed to optimize the cost. However, they have the characteristic of premature convergence in optimization process and therefore cannot effectively reduce the cost. To solve these problems, Chaotic Particle Swarm Optimization (CPSO) algorithm with chaotic sequence and adaptive inertia weight factor is applied to present the task-level scheduling. Chaotic sequence with high randomness improves the diversity of solutions, and its regularity assures a good global convergence. Adaptive inertia weight factor depends on the estimate value of cost. It makes the scheduling avoid premature convergence by properly balancing between global and local exploration. The experimental simulation shows that the cost obtained by our scheduling is always lower than the other two representative counterparts. PMID:26357510

Distributed optimisation problem with communication delay and external disturbance

NASA Astrophysics Data System (ADS)

Tran, Ngoc-Tu; Xiao, Jiang-Wen; Wang, Yan-Wu; Yang, Wu

2017-12-01

This paper investigates the distributed optimisation problem for the multi-agent systems (MASs) with the simultaneous presence of external disturbance and the communication delay. To solve this problem, a two-step design scheme is introduced. In the first step, based on the internal model principle, the internal model term is constructed to compensate the disturbance asymptotically. In the second step, a distributed optimisation algorithm is designed to solve the distributed optimisation problem based on the MASs with the simultaneous presence of disturbance and communication delay. Moreover, in the proposed algorithm, each agent interacts with its neighbours through the connected topology and the delay occurs during the information exchange. By utilising Lyapunov-Krasovskii functional, the delay-dependent conditions are derived for both slowly and fast time-varying delay, respectively, to ensure the convergence of the algorithm to the optimal solution of the optimisation problem. Several numerical simulation examples are provided to illustrate the effectiveness of the theoretical results.

Consistent latent position estimation and vertex classification for random dot product graphs.

PubMed

Sussman, Daniel L; Tang, Minh; Priebe, Carey E

2014-01-01

In this work, we show that using the eigen-decomposition of the adjacency matrix, we can consistently estimate latent positions for random dot product graphs provided the latent positions are i.i.d. from some distribution. If class labels are observed for a number of vertices tending to infinity, then we show that the remaining vertices can be classified with error converging to Bayes optimal using the $(k)$-nearest-neighbors classification rule. We evaluate the proposed methods on simulated data and a graph derived from Wikipedia.

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

NASA Astrophysics Data System (ADS)

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

2016-12-01

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

Optimal Linear Responses for Markov Chains and Stochastically Perturbed Dynamical Systems

NASA Astrophysics Data System (ADS)

Antown, Fadi; Dragičević, Davor; Froyland, Gary

2018-03-01

The linear response of a dynamical system refers to changes to properties of the system when small external perturbations are applied. We consider the little-studied question of selecting an optimal perturbation so as to (i) maximise the linear response of the equilibrium distribution of the system, (ii) maximise the linear response of the expectation of a specified observable, and (iii) maximise the linear response of the rate of convergence of the system to the equilibrium distribution. We also consider the inhomogeneous, sequential, or time-dependent situation where the governing dynamics is not stationary and one wishes to select a sequence of small perturbations so as to maximise the overall linear response at some terminal time. We develop the theory for finite-state Markov chains, provide explicit solutions for some illustrative examples, and numerically apply our theory to stochastically perturbed dynamical systems, where the Markov chain is replaced by a matrix representation of an approximate annealed transfer operator for the random dynamical system.

Improved Quantum Artificial Fish Algorithm Application to Distributed Network Considering Distributed Generation.

PubMed

Du, Tingsong; Hu, Yang; Ke, Xianting

2015-01-01

An improved quantum artificial fish swarm algorithm (IQAFSA) for solving distributed network programming considering distributed generation is proposed in this work. The IQAFSA based on quantum computing which has exponential acceleration for heuristic algorithm uses quantum bits to code artificial fish and quantum revolving gate, preying behavior, and following behavior and variation of quantum artificial fish to update the artificial fish for searching for optimal value. Then, we apply the proposed new algorithm, the quantum artificial fish swarm algorithm (QAFSA), the basic artificial fish swarm algorithm (BAFSA), and the global edition artificial fish swarm algorithm (GAFSA) to the simulation experiments for some typical test functions, respectively. The simulation results demonstrate that the proposed algorithm can escape from the local extremum effectively and has higher convergence speed and better accuracy. Finally, applying IQAFSA to distributed network problems and the simulation results for 33-bus radial distribution network system show that IQAFSA can get the minimum power loss after comparing with BAFSA, GAFSA, and QAFSA.

Improved Quantum Artificial Fish Algorithm Application to Distributed Network Considering Distributed Generation

PubMed Central

Hu, Yang; Ke, Xianting

2015-01-01

An improved quantum artificial fish swarm algorithm (IQAFSA) for solving distributed network programming considering distributed generation is proposed in this work. The IQAFSA based on quantum computing which has exponential acceleration for heuristic algorithm uses quantum bits to code artificial fish and quantum revolving gate, preying behavior, and following behavior and variation of quantum artificial fish to update the artificial fish for searching for optimal value. Then, we apply the proposed new algorithm, the quantum artificial fish swarm algorithm (QAFSA), the basic artificial fish swarm algorithm (BAFSA), and the global edition artificial fish swarm algorithm (GAFSA) to the simulation experiments for some typical test functions, respectively. The simulation results demonstrate that the proposed algorithm can escape from the local extremum effectively and has higher convergence speed and better accuracy. Finally, applying IQAFSA to distributed network problems and the simulation results for 33-bus radial distribution network system show that IQAFSA can get the minimum power loss after comparing with BAFSA, GAFSA, and QAFSA. PMID:26447713

Design optimization of axial flow hydraulic turbine runner: Part II - multi-objective constrained optimization method

NASA Astrophysics Data System (ADS)

Peng, Guoyi; Cao, Shuliang; Ishizuka, Masaru; Hayama, Shinji

2002-06-01

This paper is concerned with the design optimization of axial flow hydraulic turbine runner blade geometry. In order to obtain a better design plan with good performance, a new comprehensive performance optimization procedure has been presented by combining a multi-variable multi-objective constrained optimization model with a Q3D inverse computation and a performance prediction procedure. With careful analysis of the inverse design of axial hydraulic turbine runner, the total hydraulic loss and the cavitation coefficient are taken as optimization objectives and a comprehensive objective function is defined using the weight factors. Parameters of a newly proposed blade bound circulation distribution function and parameters describing positions of blade leading and training edges in the meridional flow passage are taken as optimization variables.The optimization procedure has been applied to the design optimization of a Kaplan runner with specific speed of 440 kW. Numerical results show that the performance of designed runner is successfully improved through optimization computation. The optimization model is found to be validated and it has the feature of good convergence. With the multi-objective optimization model, it is possible to control the performance of designed runner by adjusting the value of weight factors defining the comprehensive objective function. Copyright

Augmented l1 and Nuclear-Norm Models with a Globally Linearly Convergent Algorithm. Revision 1

DTIC Science & Technology

2012-10-17

nonzero and sampled from the standard Gaussian distribution (for Figure 2) or the Bernoulli distribution (for Figure 3). Both tests had the same sensing...dual variable y(k) Figure 3: Convergence of primal and dual variables of three algorithms on Bernoulli sparse x0 was the slowest. Besides the obvious...slower convergence than the final stage. Comparing the results of two tests, the convergence was faster on the Bernoulli sparse signal than the

Tailored parameter optimization methods for ordinary differential equation models with steady-state constraints.

PubMed

Fiedler, Anna; Raeth, Sebastian; Theis, Fabian J; Hausser, Angelika; Hasenauer, Jan

2016-08-22

Ordinary differential equation (ODE) models are widely used to describe (bio-)chemical and biological processes. To enhance the predictive power of these models, their unknown parameters are estimated from experimental data. These experimental data are mostly collected in perturbation experiments, in which the processes are pushed out of steady state by applying a stimulus. The information that the initial condition is a steady state of the unperturbed process provides valuable information, as it restricts the dynamics of the process and thereby the parameters. However, implementing steady-state constraints in the optimization often results in convergence problems. In this manuscript, we propose two new methods for solving optimization problems with steady-state constraints. The first method exploits ideas from optimization algorithms on manifolds and introduces a retraction operator, essentially reducing the dimension of the optimization problem. The second method is based on the continuous analogue of the optimization problem. This continuous analogue is an ODE whose equilibrium points are the optima of the constrained optimization problem. This equivalence enables the use of adaptive numerical methods for solving optimization problems with steady-state constraints. Both methods are tailored to the problem structure and exploit the local geometry of the steady-state manifold and its stability properties. A parameterization of the steady-state manifold is not required. The efficiency and reliability of the proposed methods is evaluated using one toy example and two applications. The first application example uses published data while the second uses a novel dataset for Raf/MEK/ERK signaling. The proposed methods demonstrated better convergence properties than state-of-the-art methods employed in systems and computational biology. Furthermore, the average computation time per converged start is significantly lower. In addition to the theoretical results, the analysis of the dataset for Raf/MEK/ERK signaling provides novel biological insights regarding the existence of feedback regulation. Many optimization problems considered in systems and computational biology are subject to steady-state constraints. While most optimization methods have convergence problems if these steady-state constraints are highly nonlinear, the methods presented recover the convergence properties of optimizers which can exploit an analytical expression for the parameter-dependent steady state. This renders them an excellent alternative to methods which are currently employed in systems and computational biology.

Optimal Pricing and Power Allocation for Collaborative Jamming with Full Channel Knowledge in Wireless Sensor Networks

PubMed Central

Jeong, Dae-Kyo; Kim, Insook; Kim, Dongwoo

2017-01-01

This paper presents a price-searching model in which a source node (Alice) seeks friendly jammers that prevent eavesdroppers (Eves) from snooping legitimate communications by generating interference or noise. Unlike existing models, the distributed jammers also have data to send to their respective destinations and are allowed to access Alice’s channel if it can transmit sufficient jamming power, which is referred to as collaborative jamming in this paper. For the power used to deliver its own signal, the jammer should pay Alice. The price of the jammers’ signal power is set by Alice and provides a tradeoff between the signal and the jamming power. This paper presents, in closed-form, an optimal price that maximizes Alice’s benefit and the corresponding optimal power allocation from a jammers’ perspective by assuming that the network-wide channel knowledge is shared by Alice and jammers. For a multiple-jammer scenario where Alice hardly has the channel knowledge, this paper provides a distributed and interactive price-searching procedure that geometrically converges to an optimal price and shows that Alice by a greedy selection policy achieves certain diversity gain, which increases log-linearly as the number of (potential) jammers grows. Various numerical examples are presented to illustrate the behavior of the proposed model. PMID:29165373

Optimal Pricing and Power Allocation for Collaborative Jamming with Full Channel Knowledge in Wireless Sensor Networks.

PubMed

Jeong, Dae-Kyo; Kim, Insook; Kim, Dongwoo

2017-11-22

This paper presents a price-searching model in which a source node (Alice) seeks friendly jammers that prevent eavesdroppers (Eves) from snooping legitimate communications by generating interference or noise. Unlike existing models, the distributed jammers also have data to send to their respective destinations and are allowed to access Alice's channel if it can transmit sufficient jamming power, which is referred to as collaborative jamming in this paper. For the power used to deliver its own signal, the jammer should pay Alice. The price of the jammers' signal power is set by Alice and provides a tradeoff between the signal and the jamming power. This paper presents, in closed-form, an optimal price that maximizes Alice's benefit and the corresponding optimal power allocation from a jammers' perspective by assuming that the network-wide channel knowledge is shared by Alice and jammers. For a multiple-jammer scenario where Alice hardly has the channel knowledge, this paper provides a distributed and interactive price-searching procedure that geometrically converges to an optimal price and shows that Alice by a greedy selection policy achieves certain diversity gain, which increases log-linearly as the number of (potential) jammers grows. Various numerical examples are presented to illustrate the behavior of the proposed model.

A novel surrogate-based approach for optimal design of electromagnetic-based circuits

NASA Astrophysics Data System (ADS)

Hassan, Abdel-Karim S. O.; Mohamed, Ahmed S. A.; Rabie, Azza A.; Etman, Ahmed S.

2016-02-01

A new geometric design centring approach for optimal design of central processing unit-intensive electromagnetic (EM)-based circuits is introduced. The approach uses norms related to the probability distribution of the circuit parameters to find distances from a point to the feasible region boundaries by solving nonlinear optimization problems. Based on these normed distances, the design centring problem is formulated as a max-min optimization problem. A convergent iterative boundary search technique is exploited to find the normed distances. To alleviate the computation cost associated with the EM-based circuits design cycle, space-mapping (SM) surrogates are used to create a sequence of iteratively updated feasible region approximations. In each SM feasible region approximation, the centring process using normed distances is implemented, leading to a better centre point. The process is repeated until a final design centre is attained. Practical examples are given to show the effectiveness of the new design centring method for EM-based circuits.

Aerodynamic shape optimization of Airfoils in 2-D incompressible flow

NASA Astrophysics Data System (ADS)

Rangasamy, Srinivethan; Upadhyay, Harshal; Somasekaran, Sandeep; Raghunath, Sreekanth

2010-11-01

An optimization framework was developed for maximizing the region of 2-D airfoil immersed in laminar flow with enhanced aerodynamic performance. It uses genetic algorithm over a population of 125, across 1000 generations, to optimize the airfoil. On a stand-alone computer, a run takes about an hour to obtain a converged solution. The airfoil geometry was generated using two Bezier curves; one to represent the thickness and the other the camber of the airfoil. The airfoil profile was generated by adding and subtracting the thickness curve from the camber curve. The coefficient of lift and drag was computed using potential velocity distribution obtained from panel code, and boundary layer transition prediction code was used to predict the location of onset of transition. The objective function of a particular design is evaluated as the weighted-average of aerodynamic characteristics at various angles of attacks. Optimization was carried out for several objective functions and the airfoil designs obtained were analyzed.

OpenMC In Situ Source Convergence Detection

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

Aldrich, Garrett Allen; Dutta, Soumya; Woodring, Jonathan Lee

2016-05-07

We designed and implemented an in situ version of particle source convergence for the OpenMC particle transport simulator. OpenMC is a Monte Carlo based-particle simulator for neutron criticality calculations. For the transport simulation to be accurate, source particles must converge on a spatial distribution. Typically, convergence is obtained by iterating the simulation by a user-settable, fixed number of steps, and it is assumed that convergence is achieved. We instead implement a method to detect convergence, using the stochastic oscillator for identifying convergence of source particles based on their accumulated Shannon Entropy. Using our in situ convergence detection, we are ablemore » to detect and begin tallying results for the full simulation once the proper source distribution has been confirmed. Our method ensures that the simulation is not started too early, by a user setting too optimistic parameters, or too late, by setting too conservative a parameter.« less

Distributed support vector machine in master-slave mode.

PubMed

Chen, Qingguo; Cao, Feilong

2018-05-01

It is well known that the support vector machine (SVM) is an effective learning algorithm. The alternating direction method of multipliers (ADMM) algorithm has emerged as a powerful technique for solving distributed optimisation models. This paper proposes a distributed SVM algorithm in a master-slave mode (MS-DSVM), which integrates a distributed SVM and ADMM acting in a master-slave configuration where the master node and slave nodes are connected, meaning the results can be broadcasted. The distributed SVM is regarded as a regularised optimisation problem and modelled as a series of convex optimisation sub-problems that are solved by ADMM. Additionally, the over-relaxation technique is utilised to accelerate the convergence rate of the proposed MS-DSVM. Our theoretical analysis demonstrates that the proposed MS-DSVM has linear convergence, meaning it possesses the fastest convergence rate among existing standard distributed ADMM algorithms. Numerical examples demonstrate that the convergence and accuracy of the proposed MS-DSVM are superior to those of existing methods under the ADMM framework. Copyright © 2018 Elsevier Ltd. All rights reserved.

Strong convergence and convergence rates of approximating solutions for algebraic Riccati equations in Hilbert spaces

NASA Technical Reports Server (NTRS)

Ito, Kazufumi

1987-01-01

The linear quadratic optimal control problem on infinite time interval for linear time-invariant systems defined on Hilbert spaces is considered. The optimal control is given by a feedback form in terms of solution pi to the associated algebraic Riccati equation (ARE). A Ritz type approximation is used to obtain a sequence pi sup N of finite dimensional approximations of the solution to ARE. A sufficient condition that shows pi sup N converges strongly to pi is obtained. Under this condition, a formula is derived which can be used to obtain a rate of convergence of pi sup N to pi. The results of the Galerkin approximation is demonstrated and applied for parabolic systems and the averaging approximation for hereditary differential systems.

Convergence Analysis of the Graph Allen-Cahn Scheme

DTIC Science & Technology

2016-02-01

CONVERGENCE ANALYSIS OF THE GRAPH ALLEN-CAHN SCHEME ∗ XIYANG LUO† AND ANDREA L. BERTOZZI† Abstract. Graph partitioning problems have a wide range of...optimization, convergence and monotonicity are shown for a class of schemes under a graph-independent timestep restriction. We also analyze the effects of...spectral truncation, a common technique used to save computational cost. Convergence of the scheme with spectral truncation is also proved under a

Blind One-Bit Compressive Sampling

DTIC Science & Technology

2013-01-17

14] Q. Li, C. A. Micchelli, L. Shen, and Y. Xu, A proximity algorithm accelerated by Gauss - Seidel iterations for L1/TV denoising models, Inverse...methods for nonconvex optimization on the unit sphere and has a provable convergence guarantees. Binary iterative hard thresholding (BIHT) algorithms were... Convergence analysis of the algorithm is presented. Our approach is to obtain a sequence of optimization problems by successively approximating the ℓ0

Composable security proof for continuous-variable quantum key distribution with coherent States.

PubMed

Leverrier, Anthony

2015-02-20

We give the first composable security proof for continuous-variable quantum key distribution with coherent states against collective attacks. Crucially, in the limit of large blocks the secret key rate converges to the usual value computed from the Holevo bound. Combining our proof with either the de Finetti theorem or the postselection technique then shows the security of the protocol against general attacks, thereby confirming the long-standing conjecture that Gaussian attacks are optimal asymptotically in the composable security framework. We expect that our parameter estimation procedure, which does not rely on any assumption about the quantum state being measured, will find applications elsewhere, for instance, for the reliable quantification of continuous-variable entanglement in finite-size settings.

Solving NP-Hard Problems with Physarum-Based Ant Colony System.

PubMed

Liu, Yuxin; Gao, Chao; Zhang, Zili; Lu, Yuxiao; Chen, Shi; Liang, Mingxin; Tao, Li

2017-01-01

NP-hard problems exist in many real world applications. Ant colony optimization (ACO) algorithms can provide approximate solutions for those NP-hard problems, but the performance of ACO algorithms is significantly reduced due to premature convergence and weak robustness, etc. With these observations in mind, this paper proposes a Physarum-based pheromone matrix optimization strategy in ant colony system (ACS) for solving NP-hard problems such as traveling salesman problem (TSP) and 0/1 knapsack problem (0/1 KP). In the Physarum-inspired mathematical model, one of the unique characteristics is that critical tubes can be reserved in the process of network evolution. The optimized updating strategy employs the unique feature and accelerates the positive feedback process in ACS, which contributes to the quick convergence of the optimal solution. Some experiments were conducted using both benchmark and real datasets. The experimental results show that the optimized ACS outperforms other meta-heuristic algorithms in accuracy and robustness for solving TSPs. Meanwhile, the convergence rate and robustness for solving 0/1 KPs are better than those of classical ACS.

Convergent Evolution of Mechanically Optimal Locomotion in Aquatic Invertebrates and Vertebrates

PubMed Central

Bale, Rahul; Neveln, Izaak D.; Bhalla, Amneet Pal Singh

2015-01-01

Examples of animals evolving similar traits despite the absence of that trait in the last common ancestor, such as the wing and camera-type lens eye in vertebrates and invertebrates, are called cases of convergent evolution. Instances of convergent evolution of locomotory patterns that quantitatively agree with the mechanically optimal solution are very rare. Here, we show that, with respect to a very diverse group of aquatic animals, a mechanically optimal method of swimming with elongated fins has evolved independently at least eight times in both vertebrate and invertebrate swimmers across three different phyla. Specifically, if we take the length of an undulation along an animal’s fin during swimming and divide it by the mean amplitude of undulations along the fin length, the result is consistently around twenty. We call this value the optimal specific wavelength (OSW). We show that the OSW maximizes the force generated by the body, which also maximizes swimming speed. We hypothesize a mechanical basis for this optimality and suggest reasons for its repeated emergence through evolution. PMID:25919026

Online adaptive optimal control for continuous-time nonlinear systems with completely unknown dynamics

NASA Astrophysics Data System (ADS)

Lv, Yongfeng; Na, Jing; Yang, Qinmin; Wu, Xing; Guo, Yu

2016-01-01

An online adaptive optimal control is proposed for continuous-time nonlinear systems with completely unknown dynamics, which is achieved by developing a novel identifier-critic-based approximate dynamic programming algorithm with a dual neural network (NN) approximation structure. First, an adaptive NN identifier is designed to obviate the requirement of complete knowledge of system dynamics, and a critic NN is employed to approximate the optimal value function. Then, the optimal control law is computed based on the information from the identifier NN and the critic NN, so that the actor NN is not needed. In particular, a novel adaptive law design method with the parameter estimation error is proposed to online update the weights of both identifier NN and critic NN simultaneously, which converge to small neighbourhoods around their ideal values. The closed-loop system stability and the convergence to small vicinity around the optimal solution are all proved by means of the Lyapunov theory. The proposed adaptation algorithm is also improved to achieve finite-time convergence of the NN weights. Finally, simulation results are provided to exemplify the efficacy of the proposed methods.

Han's model parameters for microalgae grown under intermittent illumination: Determined using particle swarm optimization.

PubMed

Pozzobon, Victor; Perre, Patrick

2018-01-21

This work provides a model and the associated set of parameters allowing for microalgae population growth computation under intermittent lightning. Han's model is coupled with a simple microalgae growth model to yield a relationship between illumination and population growth. The model parameters were obtained by fitting a dataset available in literature using Particle Swarm Optimization method. In their work, authors grew microalgae in excess of nutrients under flashing conditions. Light/dark cycles used for these experimentations are quite close to those found in photobioreactor, i.e. ranging from several seconds to one minute. In this work, in addition to producing the set of parameters, Particle Swarm Optimization robustness was assessed. To do so, two different swarm initialization techniques were used, i.e. uniform and random distribution throughout the search-space. Both yielded the same results. In addition, swarm distribution analysis reveals that the swarm converges to a unique minimum. Thus, the produced set of parameters can be trustfully used to link light intensity to population growth rate. Furthermore, the set is capable to describe photodamages effects on population growth. Hence, accounting for light overexposure effect on algal growth. Copyright © 2017 Elsevier Ltd. All rights reserved.

A dual method for optimal control problems with initial and final boundary constraints.

NASA Technical Reports Server (NTRS)

Pironneau, O.; Polak, E.

1973-01-01

This paper presents two new algorithms belonging to the family of dual methods of centers. The first can be used for solving fixed time optimal control problems with inequality constraints on the initial and terminal states. The second one can be used for solving fixed time optimal control problems with inequality constraints on the initial and terminal states and with affine instantaneous inequality constraints on the control. Convergence is established for both algorithms. Qualitative reasoning indicates that the rate of convergence is linear.

Application of Improved APO Algorithm in Vulnerability Assessment and Reconstruction of Microgrid

NASA Astrophysics Data System (ADS)

Xie, Jili; Ma, Hailing

2018-01-01

Artificial Physics Optimization (APO) has good global search ability and can avoid the premature convergence phenomenon in PSO algorithm, which has good stability of fast convergence and robustness. On the basis of APO of the vector model, a reactive power optimization algorithm based on improved APO algorithm is proposed for the static structure and dynamic operation characteristics of microgrid. The simulation test is carried out through the IEEE 30-bus system and the result shows that the algorithm has better efficiency and accuracy compared with other optimization algorithms.

PS-FW: A Hybrid Algorithm Based on Particle Swarm and Fireworks for Global Optimization

PubMed Central

Chen, Shuangqing; Wei, Lixin; Guan, Bing

2018-01-01

Particle swarm optimization (PSO) and fireworks algorithm (FWA) are two recently developed optimization methods which have been applied in various areas due to their simplicity and efficiency. However, when being applied to high-dimensional optimization problems, PSO algorithm may be trapped in the local optima owing to the lack of powerful global exploration capability, and fireworks algorithm is difficult to converge in some cases because of its relatively low local exploitation efficiency for noncore fireworks. In this paper, a hybrid algorithm called PS-FW is presented, in which the modified operators of FWA are embedded into the solving process of PSO. In the iteration process, the abandonment and supplement mechanism is adopted to balance the exploration and exploitation ability of PS-FW, and the modified explosion operator and the novel mutation operator are proposed to speed up the global convergence and to avoid prematurity. To verify the performance of the proposed PS-FW algorithm, 22 high-dimensional benchmark functions have been employed, and it is compared with PSO, FWA, stdPSO, CPSO, CLPSO, FIPS, Frankenstein, and ALWPSO algorithms. Results show that the PS-FW algorithm is an efficient, robust, and fast converging optimization method for solving global optimization problems. PMID:29675036

A time-domain decomposition iterative method for the solution of distributed linear quadratic optimal control problems

NASA Astrophysics Data System (ADS)

Heinkenschloss, Matthias

2005-01-01

We study a class of time-domain decomposition-based methods for the numerical solution of large-scale linear quadratic optimal control problems. Our methods are based on a multiple shooting reformulation of the linear quadratic optimal control problem as a discrete-time optimal control (DTOC) problem. The optimality conditions for this DTOC problem lead to a linear block tridiagonal system. The diagonal blocks are invertible and are related to the original linear quadratic optimal control problem restricted to smaller time-subintervals. This motivates the application of block Gauss-Seidel (GS)-type methods for the solution of the block tridiagonal systems. Numerical experiments show that the spectral radii of the block GS iteration matrices are larger than one for typical applications, but that the eigenvalues of the iteration matrices decay to zero fast. Hence, while the GS method is not expected to convergence for typical applications, it can be effective as a preconditioner for Krylov-subspace methods. This is confirmed by our numerical tests.A byproduct of this research is the insight that certain instantaneous control techniques can be viewed as the application of one step of the forward block GS method applied to the DTOC optimality system.

Optimal Operation and Management for Smart Grid Subsumed High Penetration of Renewable Energy, Electric Vehicle, and Battery Energy Storage System

NASA Astrophysics Data System (ADS)

Shigenobu, Ryuto; Noorzad, Ahmad Samim; Muarapaz, Cirio; Yona, Atsushi; Senjyu, Tomonobu

2016-04-01

Distributed generators (DG) and renewable energy sources have been attracting special attention in distribution systems in all over the world. Renewable energies, such as photovoltaic (PV) and wind turbine generators are considered as green energy. However, a large amount of DG penetration causes voltage deviation beyond the statutory range and reverse power flow at interconnection points in the distribution system. If excessive voltage deviation occurs, consumer's electric devices might break and reverse power flow will also has a negative impact on the transmission system. Thus, mass interconnections of DGs has an adverse effect on both of the utility and the customer. Therefore, reactive power control method is proposed previous research by using inverters attached DGs for prevent voltage deviations. Moreover, battery energy storage system (BESS) is also proposed for resolve reverse power flow. In addition, it is possible to supply high quality power for managing DGs and BESSs. Therefore, this paper proposes a method to maintain voltage, active power, and reactive power flow at interconnection points by using cooperative controlled of PVs, house BESSs, EVs, large BESSs, and existing voltage control devices. This paper not only protect distribution system, but also attain distribution loss reduction and effectivity management of control devices. Therefore mentioned control objectives are formulated as an optimization problem that is solved by using the Particle Swarm Optimization (PSO) algorithm. Modified scheduling method is proposed in order to improve convergence probability of scheduling scheme. The effectiveness of the proposed method is verified by case studies results and by using numerical simulations in MATLAB®.

Statistical analysis of latent generalized correlation matrix estimation in transelliptical distribution

PubMed Central

Han, Fang; Liu, Han

2016-01-01

Correlation matrix plays a key role in many multivariate methods (e.g., graphical model estimation and factor analysis). The current state-of-the-art in estimating large correlation matrices focuses on the use of Pearson’s sample correlation matrix. Although Pearson’s sample correlation matrix enjoys various good properties under Gaussian models, its not an effective estimator when facing heavy-tail distributions with possible outliers. As a robust alternative, Han and Liu (2013b) advocated the use of a transformed version of the Kendall’s tau sample correlation matrix in estimating high dimensional latent generalized correlation matrix under the transelliptical distribution family (or elliptical copula). The transelliptical family assumes that after unspecified marginal monotone transformations, the data follow an elliptical distribution. In this paper, we study the theoretical properties of the Kendall’s tau sample correlation matrix and its transformed version proposed in Han and Liu (2013b) for estimating the population Kendall’s tau correlation matrix and the latent Pearson’s correlation matrix under both spectral and restricted spectral norms. With regard to the spectral norm, we highlight the role of “effective rank” in quantifying the rate of convergence. With regard to the restricted spectral norm, we for the first time present a “sign subgaussian condition” which is sufficient to guarantee that the rank-based correlation matrix estimator attains the optimal rate of convergence. In both cases, we do not need any moment condition. PMID:28337068

Reliability enhancement of Navier-Stokes codes through convergence enhancement

NASA Technical Reports Server (NTRS)

Choi, K.-Y.; Dulikravich, G. S.

1993-01-01

Reduction of total computing time required by an iterative algorithm for solving Navier-Stokes equations is an important aspect of making the existing and future analysis codes more cost effective. Several attempts have been made to accelerate the convergence of an explicit Runge-Kutta time-stepping algorithm. These acceleration methods are based on local time stepping, implicit residual smoothing, enthalpy damping, and multigrid techniques. Also, an extrapolation procedure based on the power method and the Minimal Residual Method (MRM) were applied to the Jameson's multigrid algorithm. The MRM uses same values of optimal weights for the corrections to every equation in a system and has not been shown to accelerate the scheme without multigriding. Our Distributed Minimal Residual (DMR) method based on our General Nonlinear Minimal Residual (GNLMR) method allows each component of the solution vector in a system of equations to have its own convergence speed. The DMR method was found capable of reducing the computation time by 10-75 percent depending on the test case and grid used. Recently, we have developed and tested a new method termed Sensitivity Based DMR or SBMR method that is easier to implement in different codes and is even more robust and computationally efficient than our DMR method.

Reliability enhancement of Navier-Stokes codes through convergence enhancement

NASA Astrophysics Data System (ADS)

Choi, K.-Y.; Dulikravich, G. S.

1993-11-01

Reduction of total computing time required by an iterative algorithm for solving Navier-Stokes equations is an important aspect of making the existing and future analysis codes more cost effective. Several attempts have been made to accelerate the convergence of an explicit Runge-Kutta time-stepping algorithm. These acceleration methods are based on local time stepping, implicit residual smoothing, enthalpy damping, and multigrid techniques. Also, an extrapolation procedure based on the power method and the Minimal Residual Method (MRM) were applied to the Jameson's multigrid algorithm. The MRM uses same values of optimal weights for the corrections to every equation in a system and has not been shown to accelerate the scheme without multigriding. Our Distributed Minimal Residual (DMR) method based on our General Nonlinear Minimal Residual (GNLMR) method allows each component of the solution vector in a system of equations to have its own convergence speed. The DMR method was found capable of reducing the computation time by 10-75 percent depending on the test case and grid used. Recently, we have developed and tested a new method termed Sensitivity Based DMR or SBMR method that is easier to implement in different codes and is even more robust and computationally efficient than our DMR method.

Optimal discrete-time LQR problems for parabolic systems with unbounded input: Approximation and convergence

NASA Technical Reports Server (NTRS)

Rosen, I. G.

1988-01-01

An abstract approximation and convergence theory for the closed-loop solution of discrete-time linear-quadratic regulator problems for parabolic systems with unbounded input is developed. Under relatively mild stabilizability and detectability assumptions, functional analytic, operator techniques are used to demonstrate the norm convergence of Galerkin-based approximations to the optimal feedback control gains. The application of the general theory to a class of abstract boundary control systems is considered. Two examples, one involving the Neumann boundary control of a one-dimensional heat equation, and the other, the vibration control of a cantilevered viscoelastic beam via shear input at the free end, are discussed.

RES: Regularized Stochastic BFGS Algorithm

NASA Astrophysics Data System (ADS)

Mokhtari, Aryan; Ribeiro, Alejandro

2014-12-01

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

Error field optimization in DIII-D using extremum seeking control

NASA Astrophysics Data System (ADS)

Lanctot, M. J.; Olofsson, K. E. J.; Capella, M.; Humphreys, D. A.; Eidietis, N.; Hanson, J. M.; Paz-Soldan, C.; Strait, E. J.; Walker, M. L.

2016-07-01

DIII-D experiments have demonstrated a new real-time approach to tokamak error field control based on maximizing the toroidal angular momentum. This approach uses extremum seeking control theory to optimize the error field in real time without inducing instabilities. Slowly-rotating n  =  1 fields (the dither), generated by external coils, are used to perturb the angular momentum, monitored in real-time using a charge-exchange spectroscopy diagnostic. Simple signal processing of the rotation measurements extracts information about the rotation gradient with respect to the control coil currents. This information is used to converge the control coil currents to a point that maximizes the toroidal angular momentum. The technique is well-suited for multi-coil, multi-harmonic error field optimizations in disruption sensitive devices as it does not require triggering locked tearing modes or plasma current disruptions. Control simulations highlight the importance of the initial search direction on the rate of the convergence, and identify future algorithm upgrades that may allow more rapid convergence that projects to convergence times in ITER on the order of tens of seconds.

Non-linear Multidimensional Optimization for use in Wire Scanner Fitting

NASA Astrophysics Data System (ADS)

Henderson, Alyssa; Terzic, Balsa; Hofler, Alicia; Center Advanced Studies of Accelerators Collaboration

2014-03-01

To ensure experiment efficiency and quality from the Continuous Electron Beam Accelerator at Jefferson Lab, beam energy, size, and position must be measured. Wire scanners are devices inserted into the beamline to produce measurements which are used to obtain beam properties. Extracting physical information from the wire scanner measurements begins by fitting Gaussian curves to the data. This study focuses on optimizing and automating this curve-fitting procedure. We use a hybrid approach combining the efficiency of Newton Conjugate Gradient (NCG) method with the global convergence of three nature-inspired (NI) optimization approaches: genetic algorithm, differential evolution, and particle-swarm. In this Python-implemented approach, augmenting the locally-convergent NCG with one of the globally-convergent methods ensures the quality, robustness, and automation of curve-fitting. After comparing the methods, we establish that given an initial data-derived guess, each finds a solution with the same chi-square- a measurement of the agreement of the fit to the data. NCG is the fastest method, so it is the first to attempt data-fitting. The curve-fitting procedure escalates to one of the globally-convergent NI methods only if NCG fails, thereby ensuring a successful fit. This method allows for the most optimal signal fit and can be easily applied to similar problems.

Study on transfer optimization of urban rail transit and conventional public transport

NASA Astrophysics Data System (ADS)

Wang, Jie; Sun, Quan Xin; Mao, Bao Hua

2018-04-01

This paper mainly studies the time optimization of feeder connection between rail transit and conventional bus in a shopping center. In order to achieve the goal of connecting rail transportation effectively and optimizing the convergence between the two transportations, the things had to be done are optimizing the departure intervals, shorting the passenger transfer time and improving the service level of public transit. Based on the goal that has the minimum of total waiting time of passengers and the number of start of classes, establish the optimizing model of bus connecting of departure time. This model has some constrains such as transfer time, load factor, and the convergence of public transportation grid spacing. It solves the problems by using genetic algorithms.

Modified dwell time optimization model and its applications in subaperture polishing.

PubMed

Dong, Zhichao; Cheng, Haobo; Tam, Hon-Yuen

2014-05-20

The optimization of dwell time is an important procedure in deterministic subaperture polishing. We present a modified optimization model of dwell time by iterative and numerical method, assisted by extended surface forms and tool paths for suppressing the edge effect. Compared with discrete convolution and linear equation models, the proposed model has essential compatibility with arbitrary tool paths, multiple tool influence functions (TIFs) in one optimization, and asymmetric TIFs. The emulational fabrication of a Φ200  mm workpiece by the proposed model yields a smooth, continuous, and non-negative dwell time map with a root-mean-square (RMS) convergence rate of 99.6%, and the optimization costs much less time. By the proposed model, influences of TIF size and path interval to convergence rate and polishing time are optimized, respectively, for typical low and middle spatial-frequency errors. Results show that (1) the TIF size is nonlinear inversely proportional to convergence rate and polishing time. A TIF size of ~1/7 workpiece size is preferred; (2) the polishing time is less sensitive to path interval, but increasing the interval markedly reduces the convergence rate. A path interval of ~1/8-1/10 of the TIF size is deemed to be appropriate. The proposed model is deployed on a JR-1800 and MRF-180 machine. Figuring results of Φ920  mm Zerodur paraboloid and Φ100  mm Zerodur plane by them yield RMS of 0.016λ and 0.013λ (λ=632.8  nm), respectively, and thereby validate the feasibility of proposed dwell time model used for subaperture polishing.

Sequential Nonlinear Learning for Distributed Multiagent Systems via Extreme Learning Machines.

PubMed

Vanli, Nuri Denizcan; Sayin, Muhammed O; Delibalta, Ibrahim; Kozat, Suleyman Serdar

2017-03-01

We study online nonlinear learning over distributed multiagent systems, where each agent employs a single hidden layer feedforward neural network (SLFN) structure to sequentially minimize arbitrary loss functions. In particular, each agent trains its own SLFN using only the data that is revealed to itself. On the other hand, the aim of the multiagent system is to train the SLFN at each agent as well as the optimal centralized batch SLFN that has access to all the data, by exchanging information between neighboring agents. We address this problem by introducing a distributed subgradient-based extreme learning machine algorithm. The proposed algorithm provides guaranteed upper bounds on the performance of the SLFN at each agent and shows that each of these individual SLFNs asymptotically achieves the performance of the optimal centralized batch SLFN. Our performance guarantees explicitly distinguish the effects of data- and network-dependent parameters on the convergence rate of the proposed algorithm. The experimental results illustrate that the proposed algorithm achieves the oracle performance significantly faster than the state-of-the-art methods in the machine learning and signal processing literature. Hence, the proposed method is highly appealing for the applications involving big data.

Maintained Individual Data Distributed Likelihood Estimation (MIDDLE)

PubMed Central

Boker, Steven M.; Brick, Timothy R.; Pritikin, Joshua N.; Wang, Yang; von Oertzen, Timo; Brown, Donald; Lach, John; Estabrook, Ryne; Hunter, Michael D.; Maes, Hermine H.; Neale, Michael C.

2015-01-01

Maintained Individual Data Distributed Likelihood Estimation (MIDDLE) is a novel paradigm for research in the behavioral, social, and health sciences. The MIDDLE approach is based on the seemingly-impossible idea that data can be privately maintained by participants and never revealed to researchers, while still enabling statistical models to be fit and scientific hypotheses tested. MIDDLE rests on the assumption that participant data should belong to, be controlled by, and remain in the possession of the participants themselves. Distributed likelihood estimation refers to fitting statistical models by sending an objective function and vector of parameters to each participants’ personal device (e.g., smartphone, tablet, computer), where the likelihood of that individual’s data is calculated locally. Only the likelihood value is returned to the central optimizer. The optimizer aggregates likelihood values from responding participants and chooses new vectors of parameters until the model converges. A MIDDLE study provides significantly greater privacy for participants, automatic management of opt-in and opt-out consent, lower cost for the researcher and funding institute, and faster determination of results. Furthermore, if a participant opts into several studies simultaneously and opts into data sharing, these studies automatically have access to individual-level longitudinal data linked across all studies. PMID:26717128

Dynamic Power Distribution System Management With a Locally Connected Communication Network

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

Dall-Anese, Emiliano; Zhang, Kaiqing; Basar, Tamer

Coordinated optimization and control of distribution-level assets can enable a reliable and optimal integration of massive amount of distributed energy resources (DERs) and facilitate distribution system management (DSM). Accordingly, the objective is to coordinate the power injection at the DERs to maintain certain quantities across the network, e.g., voltage magnitude, line flows, or line losses, to be close to a desired profile. By and large, the performance of the DSM algorithms has been challenged by two factors: i) the possibly non-strongly connected communication network over DERs that hinders the coordination; ii) the dynamics of the real system caused by themore » DERs with heterogeneous capabilities, time-varying operating conditions, and real-time measurement mismatches. In this paper, we investigate the modeling and algorithm design and analysis with the consideration of these two factors. In particular, a game theoretic characterization is first proposed to account for a locally connected communication network over DERs, along with the analysis of the existence and uniqueness of the Nash equilibrium (NE) therein. To achieve the equilibrium in a distributed fashion, a projected-gradient-based asynchronous DSM algorithm is then advocated. The algorithm performance, including the convergence speed and the tracking error, is analytically guaranteed under the dynamic setting. Extensive numerical tests on both synthetic and realistic cases corroborate the analytical results derived.« less

Discrete-Time Stable Generalized Self-Learning Optimal Control With Approximation Errors.

PubMed

Wei, Qinglai; Li, Benkai; Song, Ruizhuo

2018-04-01

In this paper, a generalized policy iteration (GPI) algorithm with approximation errors is developed for solving infinite horizon optimal control problems for nonlinear systems. The developed stable GPI algorithm provides a general structure of discrete-time iterative adaptive dynamic programming algorithms, by which most of the discrete-time reinforcement learning algorithms can be described using the GPI structure. It is for the first time that approximation errors are explicitly considered in the GPI algorithm. The properties of the stable GPI algorithm with approximation errors are analyzed. The admissibility of the approximate iterative control law can be guaranteed if the approximation errors satisfy the admissibility criteria. The convergence of the developed algorithm is established, which shows that the iterative value function is convergent to a finite neighborhood of the optimal performance index function, if the approximate errors satisfy the convergence criterion. Finally, numerical examples and comparisons are presented.

Annealing Ant Colony Optimization with Mutation Operator for Solving TSP.

PubMed

Mohsen, Abdulqader M

2016-01-01

Ant Colony Optimization (ACO) has been successfully applied to solve a wide range of combinatorial optimization problems such as minimum spanning tree, traveling salesman problem, and quadratic assignment problem. Basic ACO has drawbacks of trapping into local minimum and low convergence rate. Simulated annealing (SA) and mutation operator have the jumping ability and global convergence; and local search has the ability to speed up the convergence. Therefore, this paper proposed a hybrid ACO algorithm integrating the advantages of ACO, SA, mutation operator, and local search procedure to solve the traveling salesman problem. The core of algorithm is based on the ACO. SA and mutation operator were used to increase the ants population diversity from time to time and the local search was used to exploit the current search area efficiently. The comparative experiments, using 24 TSP instances from TSPLIB, show that the proposed algorithm outperformed some well-known algorithms in the literature in terms of solution quality.

Optimized iterative decoding method for TPC coded CPM

NASA Astrophysics Data System (ADS)

Ma, Yanmin; Lai, Penghui; Wang, Shilian; Xie, Shunqin; Zhang, Wei

2018-05-01

Turbo Product Code (TPC) coded Continuous Phase Modulation (CPM) system (TPC-CPM) has been widely used in aeronautical telemetry and satellite communication. This paper mainly investigates the improvement and optimization on the TPC-CPM system. We first add the interleaver and deinterleaver to the TPC-CPM system, and then establish an iterative system to iteratively decode. However, the improved system has a poor convergence ability. To overcome this issue, we use the Extrinsic Information Transfer (EXIT) analysis to find the optimal factors for the system. The experiments show our method is efficient to improve the convergence performance.

Learning in engineered multi-agent systems

NASA Astrophysics Data System (ADS)

Menon, Anup

Consider the problem of maximizing the total power produced by a wind farm. Due to aerodynamic interactions between wind turbines, each turbine maximizing its individual power---as is the case in present-day wind farms---does not lead to optimal farm-level power capture. Further, there are no good models to capture the said aerodynamic interactions, rendering model based optimization techniques ineffective. Thus, model-free distributed algorithms are needed that help turbines adapt their power production on-line so as to maximize farm-level power capture. Motivated by such problems, the main focus of this dissertation is a distributed model-free optimization problem in the context of multi-agent systems. The set-up comprises of a fixed number of agents, each of which can pick an action and observe the value of its individual utility function. An individual's utility function may depend on the collective action taken by all agents. The exact functional form (or model) of the agent utility functions, however, are unknown; an agent can only measure the numeric value of its utility. The objective of the multi-agent system is to optimize the welfare function (i.e. sum of the individual utility functions). Such a collaborative task requires communications between agents and we allow for the possibility of such inter-agent communications. We also pay attention to the role played by the pattern of such information exchange on certain aspects of performance. We develop two algorithms to solve this problem. The first one, engineered Interactive Trial and Error Learning (eITEL) algorithm, is based on a line of work in the Learning in Games literature and applies when agent actions are drawn from finite sets. While in a model-free setting, we introduce a novel qualitative graph-theoretic framework to encode known directed interactions of the form "which agents' action affect which others' payoff" (interaction graph). We encode explicit inter-agent communications in a directed graph (communication graph) and, under certain conditions, prove convergence of agent joint action (under eITEL) to the welfare optimizing set. The main condition requires that the union of interaction and communication graphs be strongly connected; thus the algorithm combines an implicit form of communication (via interactions through utility functions) with explicit inter-agent communications to achieve the given collaborative goal. This work has kinship with certain evolutionary computation techniques such as Simulated Annealing; the algorithm steps are carefully designed such that it describes an ergodic Markov chain with a stationary distribution that has support over states where agent joint actions optimize the welfare function. The main analysis tool is perturbed Markov chains and results of broader interest regarding these are derived as well. The other algorithm, Collaborative Extremum Seeking (CES), uses techniques from extremum seeking control to solve the problem when agent actions are drawn from the set of real numbers. In this case, under the assumption of existence of a local minimizer for the welfare function and a connected undirected communication graph between agents, a result regarding convergence of joint action to a small neighborhood of a local optimizer of the welfare function is proved. Since extremum seeking control uses a simultaneous gradient estimation-descent scheme, gradient information available in the continuous action space formulation is exploited by the CES algorithm to yield improved convergence speeds. The effectiveness of this algorithm for the wind farm power maximization problem is evaluated via simulations. Lastly, we turn to a different question regarding role of the information exchange pattern on performance of distributed control systems by means of a case study for the vehicle platooning problem. In the vehicle platoon control problem, the objective is to design distributed control laws for individual vehicles in a platoon (or a road-train) that regulate inter-vehicle distances at a specified safe value while the entire platoon follows a leader-vehicle. While most of the literature on the problem deals with some inadequacy in control performance when the information exchange is of the nearest neighbor-type, we consider an arbitrary graph serving as information exchange pattern and derive a relationship between how a certain indicator of control performance is related to the information pattern. Such analysis helps in understanding qualitative features of the `right' information pattern for this problem.

Influence of savanna fire on Australian monsoon season precipitation and circulation as simulated using a distributed computing environment

NASA Astrophysics Data System (ADS)

Lynch, Amanda H.; Abramson, David; Görgen, Klaus; Beringer, Jason; Uotila, Petteri

2007-10-01

Fires in the Australian savanna have been hypothesized to affect monsoon evolution, but the hypothesis is controversial and the effects have not been quantified. A distributed computing approach allows the development of a challenging experimental design that permits simultaneous variation of all fire attributes. The climate model simulations are distributed around multiple independent computer clusters in six countries, an approach that has potential for a range of other large simulation applications in the earth sciences. The experiment clarifies that savanna burning can shape the monsoon through two mechanisms. Boundary-layer circulation and large-scale convergence is intensified monotonically through increasing fire intensity and area burned. However, thresholds of fire timing and area are evident in the consequent influence on monsoon rainfall. In the optimal band of late, high intensity fires with a somewhat limited extent, it is possible for the wet season to be significantly enhanced.

Choosing surgical lighting in the LED era.

PubMed

Knulst, Arjan J; Stassen, Laurents P S; Grimbergen, Cornelis A; Dankelman, Jenny

2009-12-01

The aim of this study is to evaluate the illumination characteristics of LED lights objectively to ease the selection of surgical lighting. The illuminance distributions of 5 main and 4 auxiliary lights were measured in 8 clinically relevant scenarios. For each light and scenario, the maximum illuminance E(c) (klux) and the size of the light field d(10) (mm) were computed. The results showed: that large variations for both E(c) (25-160 klux) and d(10) (109-300 mm) existed; that using auxiliary lights reduced both E(c) and d(10) by up to 80% and 30%; that with segmented lights, uneven light distributions occurred; and that with colored LED lights shadow edges on the surgical field became colored. Objective illuminance measurements show a wide variation between lights and a superiority of main over auxiliary lights. Uneven light distributions and colored shadows indicate that LED lights still need to converge to an optimal design.

Development of a wavefront sensor for terahertz pulses.

PubMed

Abraham, Emmanuel; Cahyadi, Harsono; Brossard, Mathilde; Degert, Jérôme; Freysz, Eric; Yasui, Takeshi

2016-03-07

Wavefront characterization of terahertz pulses is essential to optimize far-field intensity distribution of time-domain (imaging) spectrometers or increase the peak power of intense terahertz sources. In this paper, we report on the wavefront measurement of terahertz pulses using a Hartmann sensor associated with a 2D electro-optic imaging system composed of a ZnTe crystal and a CMOS camera. We quantitatively determined the deformations of planar and converging spherical wavefronts using the modal Zernike reconstruction least-squares method. Associated with deformable mirrors, the sensor will also open the route to terahertz adaptive optics.

MC3: Multi-core Markov-chain Monte Carlo code

NASA Astrophysics Data System (ADS)

Cubillos, Patricio; Harrington, Joseph; Lust, Nate; Foster, AJ; Stemm, Madison; Loredo, Tom; Stevenson, Kevin; Campo, Chris; Hardin, Matt; Hardy, Ryan

2016-10-01

MC3 (Multi-core Markov-chain Monte Carlo) is a Bayesian statistics tool that can be executed from the shell prompt or interactively through the Python interpreter with single- or multiple-CPU parallel computing. It offers Markov-chain Monte Carlo (MCMC) posterior-distribution sampling for several algorithms, Levenberg-Marquardt least-squares optimization, and uniform non-informative, Jeffreys non-informative, or Gaussian-informative priors. MC3 can share the same value among multiple parameters and fix the value of parameters to constant values, and offers Gelman-Rubin convergence testing and correlated-noise estimation with time-averaging or wavelet-based likelihood estimation methods.

Weighted Global Artificial Bee Colony Algorithm Makes Gas Sensor Deployment Efficient

PubMed Central

Jiang, Ye; He, Ziqing; Li, Yanhai; Xu, Zhengyi; Wei, Jianming

2016-01-01

This paper proposes an improved artificial bee colony algorithm named Weighted Global ABC (WGABC) algorithm, which is designed to improve the convergence speed in the search stage of solution search equation. The new method not only considers the effect of global factors on the convergence speed in the search phase, but also provides the expression of global factor weights. Experiment on benchmark functions proved that the algorithm can improve the convergence speed greatly. We arrive at the gas diffusion concentration based on the theory of CFD and then simulate the gas diffusion model with the influence of buildings based on the algorithm. Simulation verified the effectiveness of the WGABC algorithm in improving the convergence speed in optimal deployment scheme of gas sensors. Finally, it is verified that the optimal deployment method based on WGABC algorithm can improve the monitoring efficiency of sensors greatly as compared with the conventional deployment methods. PMID:27322262

The trust-region self-consistent field method in Kohn-Sham density-functional theory.

PubMed

Thøgersen, Lea; Olsen, Jeppe; Köhn, Andreas; Jørgensen, Poul; Sałek, Paweł; Helgaker, Trygve

2005-08-15

The trust-region self-consistent field (TRSCF) method is extended to the optimization of the Kohn-Sham energy. In the TRSCF method, both the Roothaan-Hall step and the density-subspace minimization step are replaced by trust-region optimizations of local approximations to the Kohn-Sham energy, leading to a controlled, monotonic convergence towards the optimized energy. Previously the TRSCF method has been developed for optimization of the Hartree-Fock energy, which is a simple quadratic function in the density matrix. However, since the Kohn-Sham energy is a nonquadratic function of the density matrix, the local energy functions must be generalized for use with the Kohn-Sham model. Such a generalization, which contains the Hartree-Fock model as a special case, is presented here. For comparison, a rederivation of the popular direct inversion in the iterative subspace (DIIS) algorithm is performed, demonstrating that the DIIS method may be viewed as a quasi-Newton method, explaining its fast local convergence. In the global region the convergence behavior of DIIS is less predictable. The related energy DIIS technique is also discussed and shown to be inappropriate for the optimization of the Kohn-Sham energy.

Computerized optimization of multiple isocentres in stereotactic convergent beam irradiation

NASA Astrophysics Data System (ADS)

Treuer, U.; Treuer, H.; Hoevels, M.; Müller, R. P.; Sturm, V.

1998-01-01

A method for the fully computerized determination and optimization of positions of target points and collimator sizes in convergent beam irradiation is presented. In conventional interactive trial and error methods, which are very time consuming, the treatment parameters are chosen according to the operator's experience and improved successively. This time is reduced significantly by the use of a computerized procedure. After the definition of target volume and organs at risk in the CT or MR scans, an initial configuration is created automatically. In the next step the target point positions and collimator diameters are optimized by the program. The aim of the optimization is to find a configuration for which a prescribed dose at the target surface is approximated as close as possible. At the same time dose peaks inside the target volume are minimized and organs at risk and tissue surrounding the target are spared. To enhance the speed of the optimization a fast method for approximate dose calculation in convergent beam irradiation is used. A possible application of the method for calculating the leaf positions when irradiating with a micromultileaf collimator is briefly discussed. The success of the procedure has been demonstrated for several clinical cases with up to six target points.

A theoretical framework for convergence and continuous dependence of estimates in inverse problems for distributed parameter systems

NASA Technical Reports Server (NTRS)

Banks, H. T.; Ito, K.

1988-01-01

Numerical techniques for parameter identification in distributed-parameter systems are developed analytically. A general convergence and stability framework (for continuous dependence on observations) is derived for first-order systems on the basis of (1) a weak formulation in terms of sesquilinear forms and (2) the resolvent convergence form of the Trotter-Kato approximation. The extension of this framework to second-order systems is considered.

A Bayesian Sampler for Optimization of Protein Domain Hierarchies

PubMed Central

2014-01-01

Abstract The process of identifying and modeling functionally divergent subgroups for a specific protein domain class and arranging these subgroups hierarchically has, thus far, largely been done via manual curation. How to accomplish this automatically and optimally is an unsolved statistical and algorithmic problem that is addressed here via Markov chain Monte Carlo sampling. Taking as input a (typically very large) multiple-sequence alignment, the sampler creates and optimizes a hierarchy by adding and deleting leaf nodes, by moving nodes and subtrees up and down the hierarchy, by inserting or deleting internal nodes, and by redefining the sequences and conserved patterns associated with each node. All such operations are based on a probability distribution that models the conserved and divergent patterns defining each subgroup. When we view these patterns as sequence determinants of protein function, each node or subtree in such a hierarchy corresponds to a subgroup of sequences with similar biological properties. The sampler can be applied either de novo or to an existing hierarchy. When applied to 60 protein domains from multiple starting points in this way, it converged on similar solutions with nearly identical log-likelihood ratio scores, suggesting that it typically finds the optimal peak in the posterior probability distribution. Similarities and differences between independently generated, nearly optimal hierarchies for a given domain help distinguish robust from statistically uncertain features. Thus, a future application of the sampler is to provide confidence measures for various features of a domain hierarchy. PMID:24494927

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.

Analyzing the Effect of Multi-fuel and Practical Constraints on Realistic Economic Load Dispatch using Novel Two-stage PSO

NASA Astrophysics Data System (ADS)

Chintalapudi, V. S.; Sirigiri, Sivanagaraju

2017-04-01

In power system restructuring, pricing the electrical power plays a vital role in cost allocation between suppliers and consumers. In optimal power dispatch problem, not only the cost of active power generation but also the costs of reactive power generated by the generators should be considered to increase the effectiveness of the problem. As the characteristics of reactive power cost curve are similar to that of active power cost curve, a nonconvex reactive power cost function is formulated. In this paper, a more realistic multi-fuel total cost objective is formulated by considering active and reactive power costs of generators. The formulated cost function is optimized by satisfying equality, in-equality and practical constraints using the proposed uniform distributed two-stage particle swarm optimization. The proposed algorithm is a combination of uniform distribution of control variables (to start the iterative process with good initial value) and two-stage initialization processes (to obtain best final value in less number of iterations) can enhance the effectiveness of convergence characteristics. Obtained results for the considered standard test functions and electrical systems indicate the effectiveness of the proposed algorithm and can obtain efficient solution when compared to existing methods. Hence, the proposed method is a promising method and can be easily applied to optimize the power system objectives.

Approximations and Solution Estimates in Optimization

DTIC Science & Technology

2016-04-06

comprehensive descriptions of epi-convergence and its connections to variational analysis broadly. Our motivation for going beyond normed linear spaces , which...proper, every closed ball in this metric space is compact and the existence of solutions of such optimal fitting problems is more easily established...lsc-fcns(X), dl(fν , f) → 0 implies that fν epi-converges to f. We recall that a metric space is proper if every closed ball in that space is compact

Non-linear Multidimensional Optimization for use in Wire Scanner Fitting

NASA Astrophysics Data System (ADS)

Henderson, Alyssa; Terzic, Balsa; Hofler, Alicia; CASA and Accelerator Ops Collaboration

2013-10-01

To ensure experiment efficiency and quality from the Continuous Electron Beam Accelerator at Jefferson Lab, beam energy, size, and position must be measured. Wire scanners are devices inserted into the beamline to produce measurements which are used to obtain beam properties. Extracting physical information from the wire scanner measurements begins by fitting Gaussian curves to the data. This study focuses on optimizing and automating this curve-fitting procedure. We use a hybrid approach combining the efficiency of Newton Conjugate Gradient (NCG) method with the global convergence of three nature-inspired (NI) optimization approaches: genetic algorithm, differential evolution, and particle-swarm. In this Python-implemented approach, augmenting the locally-convergent NCG with one of the globally-convergent methods ensures the quality, robustness, and automation of curve-fitting. After comparing the methods, we establish that given an initial data-derived guess, each finds a solution with the same chi-square- a measurement of the agreement of the fit to the data. NCG is the fastest method, so it is the first to attempt data-fitting. The curve-fitting procedure escalates to one of the globally-convergent NI methods only if NCG fails, thereby ensuring a successful fit. This method allows for the most optimal signal fit and can be easily applied to similar problems. Financial support from DoE, NSF, ODU, DoD, and Jefferson Lab.

Efficient robust conditional random fields.

PubMed

Song, Dongjin; Liu, Wei; Zhou, Tianyi; Tao, Dacheng; Meyer, David A

2015-10-01

Conditional random fields (CRFs) are a flexible yet powerful probabilistic approach and have shown advantages for popular applications in various areas, including text analysis, bioinformatics, and computer vision. Traditional CRF models, however, are incapable of selecting relevant features as well as suppressing noise from noisy original features. Moreover, conventional optimization methods often converge slowly in solving the training procedure of CRFs, and will degrade significantly for tasks with a large number of samples and features. In this paper, we propose robust CRFs (RCRFs) to simultaneously select relevant features. An optimal gradient method (OGM) is further designed to train RCRFs efficiently. Specifically, the proposed RCRFs employ the l1 norm of the model parameters to regularize the objective used by traditional CRFs, therefore enabling discovery of the relevant unary features and pairwise features of CRFs. In each iteration of OGM, the gradient direction is determined jointly by the current gradient together with the historical gradients, and the Lipschitz constant is leveraged to specify the proper step size. We show that an OGM can tackle the RCRF model training very efficiently, achieving the optimal convergence rate [Formula: see text] (where k is the number of iterations). This convergence rate is theoretically superior to the convergence rate O(1/k) of previous first-order optimization methods. Extensive experiments performed on three practical image segmentation tasks demonstrate the efficacy of OGM in training our proposed RCRFs.

The effect of statistical noise on IMRT plan quality and convergence for MC-based and MC-correction-based optimized treatment plans.

PubMed

Siebers, Jeffrey V

2008-04-04

Monte Carlo (MC) is rarely used for IMRT plan optimization outside of research centres due to the extensive computational resources or long computation times required to complete the process. Time can be reduced by degrading the statistical precision of the MC dose calculation used within the optimization loop. However, this eventually introduces optimization convergence errors (OCEs). This study determines the statistical noise levels tolerated during MC-IMRT optimization under the condition that the optimized plan has OCEs <100 cGy (1.5% of the prescription dose) for MC-optimized IMRT treatment plans.Seven-field prostate IMRT treatment plans for 10 prostate patients are used in this study. Pre-optimization is performed for deliverable beams with a pencil-beam (PB) dose algorithm. Further deliverable-based optimization proceeds using: (1) MC-based optimization, where dose is recomputed with MC after each intensity update or (2) a once-corrected (OC) MC-hybrid optimization, where a MC dose computation defines beam-by-beam dose correction matrices that are used during a PB-based optimization. Optimizations are performed with nominal per beam MC statistical precisions of 2, 5, 8, 10, 15, and 20%. Following optimizer convergence, beams are re-computed with MC using 2% per beam nominal statistical precision and the 2 PTV and 10 OAR dose indices used in the optimization objective function are tallied. For both the MC-optimization and OC-optimization methods, statistical equivalence tests found that OCEs are less than 1.5% of the prescription dose for plans optimized with nominal statistical uncertainties of up to 10% per beam. The achieved statistical uncertainty in the patient for the 10% per beam simulations from the combination of the 7 beams is ~3% with respect to maximum dose for voxels with D>0.5D(max). The MC dose computation time for the OC-optimization is only 6.2 minutes on a single 3 Ghz processor with results clinically equivalent to high precision MC computations.

A Coarse-Alignment Method Based on the Optimal-REQUEST Algorithm

PubMed Central

Zhu, Yongyun

2018-01-01

In this paper, we proposed a coarse-alignment method for strapdown inertial navigation systems based on attitude determination. The observation vectors, which can be obtained by inertial sensors, usually contain various types of noise, which affects the convergence rate and the accuracy of the coarse alignment. Given this drawback, we studied an attitude-determination method named optimal-REQUEST, which is an optimal method for attitude determination that is based on observation vectors. Compared to the traditional attitude-determination method, the filtering gain of the proposed method is tuned autonomously; thus, the convergence rate of the attitude determination is faster than in the traditional method. Within the proposed method, we developed an iterative method for determining the attitude quaternion. We carried out simulation and turntable tests, which we used to validate the proposed method’s performance. The experiment’s results showed that the convergence rate of the proposed optimal-REQUEST algorithm is faster and that the coarse alignment’s stability is higher. In summary, the proposed method has a high applicability to practical systems. PMID:29337895

Performance of Nonlinear Finite-Difference Poisson-Boltzmann Solvers

PubMed Central

Cai, Qin; Hsieh, Meng-Juei; Wang, Jun; Luo, Ray

2014-01-01

We implemented and optimized seven finite-difference solvers for the full nonlinear Poisson-Boltzmann equation in biomolecular applications, including four relaxation methods, one conjugate gradient method, and two inexact Newton methods. The performance of the seven solvers was extensively evaluated with a large number of nucleic acids and proteins. Worth noting is the inexact Newton method in our analysis. We investigated the role of linear solvers in its performance by incorporating the incomplete Cholesky conjugate gradient and the geometric multigrid into its inner linear loop. We tailored and optimized both linear solvers for faster convergence rate. In addition, we explored strategies to optimize the successive over-relaxation method to reduce its convergence failures without too much sacrifice in its convergence rate. Specifically we attempted to adaptively change the relaxation parameter and to utilize the damping strategy from the inexact Newton method to improve the successive over-relaxation method. Our analysis shows that the nonlinear methods accompanied with a functional-assisted strategy, such as the conjugate gradient method and the inexact Newton method, can guarantee convergence in the tested molecules. Especially the inexact Newton method exhibits impressive performance when it is combined with highly efficient linear solvers that are tailored for its special requirement. PMID:24723843

Error field optimization in DIII-D using extremum seeking control

DOE PAGES

Lanctot, M. J.; Olofsson, K. E. J.; Capella, M.; ...

2016-06-03

A closed-loop error field control algorithm is implemented in the Plasma Control System of the DIII-D tokamak and used to identify optimal control currents during a single plasma discharge. The algorithm, based on established extremum seeking control theory, exploits the link in tokamaks between maximizing the toroidal angular momentum and minimizing deleterious non-axisymmetric magnetic fields. Slowly-rotating n = 1 fields (the dither), generated by external coils, are used to perturb the angular momentum, monitored in real-time using a charge-exchange spectroscopy diagnostic. Simple signal processing of the rotation measurements extracts information about the rotation gradient with respect to the control coilmore » currents. This information is used to converge the control coil currents to a point that maximizes the toroidal angular momentum. The technique is well-suited for multi-coil, multi-harmonic error field optimizations in disruption sensitive devices as it does not require triggering locked tearing modes or plasma current disruptions. Control simulations highlight the importance of the initial search direction on the rate of the convergence, and identify future algorithm upgrades that may allow more rapid convergence that projects to convergence times in ITER on the order of tens of seconds.« less

High Fidelity Modeling of Field-Reversed Configuration (FRC) Thrusters (Briefing Charts)

DTIC Science & Technology

2017-05-24

Converged Math → Irrelevant Solutions? Validation: Fluids Example Stoke’s Flow MARTIN, SOUSA, TRAN (AFRL/RQRS) DISTRIBUTION A - APPROVED FOR PUBLIC RELEASE...Convergence Tests Converged Math → Irrelevant Solutions? Must be Aware of Valid Assumption Regions Validation: Fluids Example Stoke’s Flow Potential...AND VALIDATION Verification: Asymptotic Models → Analytical Solutions Yields Exact Convergence Tests Converged Math → Irrelevant Solutions? Must be

The art of research: Opportunities for a science-based approach

DOE PAGES

Silva, Austin Ray; Avina, Glory Emmanuel; Tsao, Jeffrey Y.

2016-02-01

Research, the manufacture of knowledge, is currently practiced largely as an “art,” not a “science.” Just as science (understanding) and technology (tools) have revolutionized the manufacture of other goods and services, it is natural, perhaps inevitable, that they will ultimately also be applied to the manufacture of knowledge. In this article, we present an emerging perspective on opportunities for such application, at three different levels of the research enterprise. At the cognitive science level of the individual researcher, opportunities include: overcoming idea fixation and sloppy thinking, and balancing divergent and convergent thinking. At the social network level of the researchmore » team, opportunities include: overcoming strong links and groupthink, and optimally distributing divergent and convergent thinking between individuals and teams. At the research ecosystem level of the research institution and the larger national and international community of researchers, opportunities include: overcoming GPA and performance fixation, overcoming narrow measures of research impact, and overcoming (or harnessing) existential/social stress.« less

A fuzzy reinforcement learning approach to power control in wireless transmitters.

PubMed

Vengerov, David; Bambos, Nicholas; Berenji, Hamid R

2005-08-01

We address the issue of power-controlled shared channel access in wireless networks supporting packetized data traffic. We formulate this problem using the dynamic programming framework and present a new distributed fuzzy reinforcement learning algorithm (ACFRL-2) capable of adequately solving a class of problems to which the power control problem belongs. Our experimental results show that the algorithm converges almost deterministically to a neighborhood of optimal parameter values, as opposed to a very noisy stochastic convergence of earlier algorithms. The main tradeoff facing a transmitter is to balance its current power level with future backlog in the presence of stochastically changing interference. Simulation experiments demonstrate that the ACFRL-2 algorithm achieves significant performance gains over the standard power control approach used in CDMA2000. Such a large improvement is explained by the fact that ACFRL-2 allows transmitters to learn implicit coordination policies, which back off under stressful channel conditions as opposed to engaging in escalating "power wars."

The art of research: Opportunities for a science-based approach

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

Silva, Austin Ray; Avina, Glory Emmanuel; Tsao, Jeffrey Y.

Research, the manufacture of knowledge, is currently practiced largely as an “art,” not a “science.” Just as science (understanding) and technology (tools) have revolutionized the manufacture of other goods and services, it is natural, perhaps inevitable, that they will ultimately also be applied to the manufacture of knowledge. In this article, we present an emerging perspective on opportunities for such application, at three different levels of the research enterprise. At the cognitive science level of the individual researcher, opportunities include: overcoming idea fixation and sloppy thinking, and balancing divergent and convergent thinking. At the social network level of the researchmore » team, opportunities include: overcoming strong links and groupthink, and optimally distributing divergent and convergent thinking between individuals and teams. At the research ecosystem level of the research institution and the larger national and international community of researchers, opportunities include: overcoming GPA and performance fixation, overcoming narrow measures of research impact, and overcoming (or harnessing) existential/social stress.« less

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.

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

Hamiltonian Monte Carlo acceleration using surrogate functions with random bases.

PubMed

Zhang, Cheng; Shahbaba, Babak; Zhao, Hongkai

2017-11-01

For big data analysis, high computational cost for Bayesian methods often limits their applications in practice. In recent years, there have been many attempts to improve computational efficiency of Bayesian inference. Here we propose an efficient and scalable computational technique for a state-of-the-art Markov chain Monte Carlo methods, namely, Hamiltonian Monte Carlo. The key idea is to explore and exploit the structure and regularity in parameter space for the underlying probabilistic model to construct an effective approximation of its geometric properties. To this end, we build a surrogate function to approximate the target distribution using properly chosen random bases and an efficient optimization process. The resulting method provides a flexible, scalable, and efficient sampling algorithm, which converges to the correct target distribution. We show that by choosing the basis functions and optimization process differently, our method can be related to other approaches for the construction of surrogate functions such as generalized additive models or Gaussian process models. Experiments based on simulated and real data show that our approach leads to substantially more efficient sampling algorithms compared to existing state-of-the-art methods.

Investigating multi-objective fluence and beam orientation IMRT optimization

NASA Astrophysics Data System (ADS)

Potrebko, Peter S.; Fiege, Jason; Biagioli, Matthew; Poleszczuk, Jan

2017-07-01

Radiation Oncology treatment planning requires compromises to be made between clinical objectives that are invariably in conflict. It would be beneficial to have a ‘bird’s-eye-view’ perspective of the full spectrum of treatment plans that represent the possible trade-offs between delivering the intended dose to the planning target volume (PTV) while optimally sparing the organs-at-risk (OARs). In this work, the authors demonstrate Pareto-aware radiotherapy evolutionary treatment optimization (PARETO), a multi-objective tool featuring such bird’s-eye-view functionality, which optimizes fluence patterns and beam angles for intensity-modulated radiation therapy (IMRT) treatment planning. The problem of IMRT treatment plan optimization is managed as a combined monolithic problem, where all beam fluence and angle parameters are treated equally during the optimization. To achieve this, PARETO is built around a powerful multi-objective evolutionary algorithm, called Ferret, which simultaneously optimizes multiple fitness functions that encode the attributes of the desired dose distribution for the PTV and OARs. The graphical interfaces within PARETO provide useful information such as: the convergence behavior during optimization, trade-off plots between the competing objectives, and a graphical representation of the optimal solution database allowing for the rapid exploration of treatment plan quality through the evaluation of dose-volume histograms and isodose distributions. PARETO was evaluated for two relatively complex clinical cases, a paranasal sinus and a pancreas case. The end result of each PARETO run was a database of optimal (non-dominated) treatment plans that demonstrated trade-offs between the OAR and PTV fitness functions, which were all equally good in the Pareto-optimal sense (where no one objective can be improved without worsening at least one other). Ferret was able to produce high quality solutions even though a large number of parameters, such as beam fluence and beam angles, were included in the optimization.

Demons deformable registration for CBCT-guided procedures in the head and neck: Convergence and accuracy

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

Nithiananthan, S.; Brock, K. K.; Daly, M. J.

2009-10-15

Purpose: The accuracy and convergence behavior of a variant of the Demons deformable registration algorithm were investigated for use in cone-beam CT (CBCT)-guided procedures of the head and neck. Online use of deformable registration for guidance of therapeutic procedures such as image-guided surgery or radiation therapy places trade-offs on accuracy and computational expense. This work describes a convergence criterion for Demons registration developed to balance these demands; the accuracy of a multiscale Demons implementation using this convergence criterion is quantified in CBCT images of the head and neck. Methods: Using an open-source ''symmetric'' Demons registration algorithm, a convergence criterion basedmore » on the change in the deformation field between iterations was developed to advance among multiple levels of a multiscale image pyramid in a manner that optimized accuracy and computation time. The convergence criterion was optimized in cadaver studies involving CBCT images acquired using a surgical C-arm prototype modified for 3D intraoperative imaging. CBCT-to-CBCT registration was performed and accuracy was quantified in terms of the normalized cross-correlation (NCC) and target registration error (TRE). The accuracy and robustness of the algorithm were then tested in clinical CBCT images of ten patients undergoing radiation therapy of the head and neck. Results: The cadaver model allowed optimization of the convergence factor and initial measurements of registration accuracy: Demons registration exhibited TRE=(0.8{+-}0.3) mm and NCC=0.99 in the cadaveric head compared to TRE=(2.6{+-}1.0) mm and NCC=0.93 with rigid registration. Similarly for the patient data, Demons registration gave mean TRE=(1.6{+-}0.9) mm compared to rigid registration TRE=(3.6{+-}1.9) mm, suggesting registration accuracy at or near the voxel size of the patient images (1x1x2 mm{sup 3}). The multiscale implementation based on optimal convergence criteria completed registration in 52 s for the cadaveric head and in an average time of 270 s for the larger FOV patient images. Conclusions: Appropriate selection of convergence and multiscale parameters in Demons registration was shown to reduce computational expense without sacrificing registration performance. For intraoperative CBCT imaging with deformable registration, the ability to perform accurate registration within the stringent time requirements of the operating environment could offer a useful clinical tool allowing integration of preoperative information while accurately reflecting changes in the patient anatomy. Similarly for CBCT-guided radiation therapy, fast accurate deformable registration could further augment high-precision treatment strategies.« less

Demons deformable registration for CBCT-guided procedures in the head and neck: convergence and accuracy.

PubMed

Nithiananthan, S; Brock, K K; Daly, M J; Chan, H; Irish, J C; Siewerdsen, J H

2009-10-01

The accuracy and convergence behavior of a variant of the Demons deformable registration algorithm were investigated for use in cone-beam CT (CBCT)-guided procedures of the head and neck. Online use of deformable registration for guidance of therapeutic procedures such as image-guided surgery or radiation therapy places trade-offs on accuracy and computational expense. This work describes a convergence criterion for Demons registration developed to balance these demands; the accuracy of a multiscale Demons implementation using this convergence criterion is quantified in CBCT images of the head and neck. Using an open-source "symmetric" Demons registration algorithm, a convergence criterion based on the change in the deformation field between iterations was developed to advance among multiple levels of a multiscale image pyramid in a manner that optimized accuracy and computation time. The convergence criterion was optimized in cadaver studies involving CBCT images acquired using a surgical C-arm prototype modified for 3D intraoperative imaging. CBCT-to-CBCT registration was performed and accuracy was quantified in terms of the normalized cross-correlation (NCC) and target registration error (TRE). The accuracy and robustness of the algorithm were then tested in clinical CBCT images of ten patients undergoing radiation therapy of the head and neck. The cadaver model allowed optimization of the convergence factor and initial measurements of registration accuracy: Demons registration exhibited TRE=(0.8+/-0.3) mm and NCC =0.99 in the cadaveric head compared to TRE=(2.6+/-1.0) mm and NCC=0.93 with rigid registration. Similarly for the patient data, Demons registration gave mean TRE=(1.6+/-0.9) mm compared to rigid registration TRE=(3.6+/-1.9) mm, suggesting registration accuracy at or near the voxel size of the patient images (1 x 1 x 2 mm3). The multiscale implementation based on optimal convergence criteria completed registration in 52 s for the cadaveric head and in an average time of 270 s for the larger FOV patient images. Appropriate selection of convergence and multiscale parameters in Demons registration was shown to reduce computational expense without sacrificing registration performance. For intraoperative CBCT imaging with deformable registration, the ability to perform accurate registration within the stringent time requirements of the operating environment could offer a useful clinical tool allowing integration of preoperative information while accurately reflecting changes in the patient anatomy. Similarly for CBCT-guided radiation therapy, fast accurate deformable registration could further augment high-precision treatment strategies.

Demons deformable registration for CBCT-guided procedures in the head and neck: Convergence and accuracy

PubMed Central

Nithiananthan, S.; Brock, K. K.; Daly, M. J.; Chan, H.; Irish, J. C.; Siewerdsen, J. H.

2009-01-01

Purpose: The accuracy and convergence behavior of a variant of the Demons deformable registration algorithm were investigated for use in cone-beam CT (CBCT)-guided procedures of the head and neck. Online use of deformable registration for guidance of therapeutic procedures such as image-guided surgery or radiation therapy places trade-offs on accuracy and computational expense. This work describes a convergence criterion for Demons registration developed to balance these demands; the accuracy of a multiscale Demons implementation using this convergence criterion is quantified in CBCT images of the head and neck. Methods: Using an open-source “symmetric” Demons registration algorithm, a convergence criterion based on the change in the deformation field between iterations was developed to advance among multiple levels of a multiscale image pyramid in a manner that optimized accuracy and computation time. The convergence criterion was optimized in cadaver studies involving CBCT images acquired using a surgical C-arm prototype modified for 3D intraoperative imaging. CBCT-to-CBCT registration was performed and accuracy was quantified in terms of the normalized cross-correlation (NCC) and target registration error (TRE). The accuracy and robustness of the algorithm were then tested in clinical CBCT images of ten patients undergoing radiation therapy of the head and neck. Results: The cadaver model allowed optimization of the convergence factor and initial measurements of registration accuracy: Demons registration exhibited TRE=(0.8±0.3) mm and NCC=0.99 in the cadaveric head compared to TRE=(2.6±1.0) mm and NCC=0.93 with rigid registration. Similarly for the patient data, Demons registration gave mean TRE=(1.6±0.9) mm compared to rigid registration TRE=(3.6±1.9) mm, suggesting registration accuracy at or near the voxel size of the patient images (1×1×2 mm3). The multiscale implementation based on optimal convergence criteria completed registration in 52 s for the cadaveric head and in an average time of 270 s for the larger FOV patient images. Conclusions: Appropriate selection of convergence and multiscale parameters in Demons registration was shown to reduce computational expense without sacrificing registration performance. For intraoperative CBCT imaging with deformable registration, the ability to perform accurate registration within the stringent time requirements of the operating environment could offer a useful clinical tool allowing integration of preoperative information while accurately reflecting changes in the patient anatomy. Similarly for CBCT-guided radiation therapy, fast accurate deformable registration could further augment high-precision treatment strategies. PMID:19928106

Towards inverse modeling of turbidity currents: The inverse lock-exchange problem

NASA Astrophysics Data System (ADS)

Lesshafft, Lutz; Meiburg, Eckart; Kneller, Ben; Marsden, Alison

2011-04-01

A new approach is introduced for turbidite modeling, leveraging the potential of computational fluid dynamics methods to simulate the flow processes that led to turbidite formation. The practical use of numerical flow simulation for the purpose of turbidite modeling so far is hindered by the need to specify parameters and initial flow conditions that are a priori unknown. The present study proposes a method to determine optimal simulation parameters via an automated optimization process. An iterative procedure matches deposit predictions from successive flow simulations against available localized reference data, as in practice may be obtained from well logs, and aims at convergence towards the best-fit scenario. The final result is a prediction of the entire deposit thickness and local grain size distribution. The optimization strategy is based on a derivative-free, surrogate-based technique. Direct numerical simulations are performed to compute the flow dynamics. A proof of concept is successfully conducted for the simple test case of a two-dimensional lock-exchange turbidity current. The optimization approach is demonstrated to accurately retrieve the initial conditions used in a reference calculation.

Evaluation of Genetic Algorithm Concepts using Model Problems. Part 1; Single-Objective Optimization

NASA Technical Reports Server (NTRS)

Holst, Terry L.; Pulliam, Thomas H.

2003-01-01

A genetic-algorithm-based optimization approach is described and evaluated using a simple hill-climbing model problem. The model problem utilized herein allows for the broad specification of a large number of search spaces including spaces with an arbitrary number of genes or decision variables and an arbitrary number hills or modes. In the present study, only single objective problems are considered. Results indicate that the genetic algorithm optimization approach is flexible in application and extremely reliable, providing optimal results for all problems attempted. The most difficult problems - those with large hyper-volumes and multi-mode search spaces containing a large number of genes - require a large number of function evaluations for GA convergence, but they always converge.

A hybrid multi-objective evolutionary algorithm for wind-turbine blade optimization

NASA Astrophysics Data System (ADS)

Sessarego, M.; Dixon, K. R.; Rival, D. E.; Wood, D. H.

2015-08-01

A concurrent-hybrid non-dominated sorting genetic algorithm (hybrid NSGA-II) has been developed and applied to the simultaneous optimization of the annual energy production, flapwise root-bending moment and mass of the NREL 5 MW wind-turbine blade. By hybridizing a multi-objective evolutionary algorithm (MOEA) with gradient-based local search, it is believed that the optimal set of blade designs could be achieved in lower computational cost than for a conventional MOEA. To measure the convergence between the hybrid and non-hybrid NSGA-II on a wind-turbine blade optimization problem, a computationally intensive case was performed using the non-hybrid NSGA-II. From this particular case, a three-dimensional surface representing the optimal trade-off between the annual energy production, flapwise root-bending moment and blade mass was achieved. The inclusion of local gradients in the blade optimization, however, shows no improvement in the convergence for this three-objective problem.

FMRQ-A Multiagent Reinforcement Learning Algorithm for Fully Cooperative Tasks.

PubMed

Zhang, Zhen; Zhao, Dongbin; Gao, Junwei; Wang, Dongqing; Dai, Yujie

2017-06-01

In this paper, we propose a multiagent reinforcement learning algorithm dealing with fully cooperative tasks. The algorithm is called frequency of the maximum reward Q-learning (FMRQ). FMRQ aims to achieve one of the optimal Nash equilibria so as to optimize the performance index in multiagent systems. The frequency of obtaining the highest global immediate reward instead of immediate reward is used as the reinforcement signal. With FMRQ each agent does not need the observation of the other agents' actions and only shares its state and reward at each step. We validate FMRQ through case studies of repeated games: four cases of two-player two-action and one case of three-player two-action. It is demonstrated that FMRQ can converge to one of the optimal Nash equilibria in these cases. Moreover, comparison experiments on tasks with multiple states and finite steps are conducted. One is box-pushing and the other one is distributed sensor network problem. Experimental results show that the proposed algorithm outperforms others with higher performance.

Vehicle routing problem with time windows using natural inspired algorithms

NASA Astrophysics Data System (ADS)

Pratiwi, A. B.; Pratama, A.; Sa’diyah, I.; Suprajitno, H.

2018-03-01

Process of distribution of goods needs a strategy to make the total cost spent for operational activities minimized. But there are several constrains have to be satisfied which are the capacity of the vehicles and the service time of the customers. This Vehicle Routing Problem with Time Windows (VRPTW) gives complex constrains problem. This paper proposes natural inspired algorithms for dealing with constrains of VRPTW which involves Bat Algorithm and Cat Swarm Optimization. Bat Algorithm is being hybrid with Simulated Annealing, the worst solution of Bat Algorithm is replaced by the solution from Simulated Annealing. Algorithm which is based on behavior of cats, Cat Swarm Optimization, is improved using Crow Search Algorithm to make simplier and faster convergence. From the computational result, these algorithms give good performances in finding the minimized total distance. Higher number of population causes better computational performance. The improved Cat Swarm Optimization with Crow Search gives better performance than the hybridization of Bat Algorithm and Simulated Annealing in dealing with big data.

Convergence of calls as animals form social bonds, active compensation for noisy communication channels, and the evolution of vocal learning in mammals.

PubMed

Tyack, Peter L

2008-08-01

The classic evidence for vocal production learning involves imitation of novel, often anthropogenic sounds. Among mammals, this has been reported for dolphins, elephants, harbor seals, and humans. A broader taxonomic distribution has been reported for vocal convergence, where the acoustic properties of calls from different individuals converge when they are housed together in captivity or form social bonds in the wild. Vocal convergence has been demonstrated for animals as diverse as songbirds, parakeets, hummingbirds, bats, elephants, cetaceans, and primates. For most species, call convergence is thought to reflect a group-distinctive identifier, with shared calls reflecting and strengthening social bonds. A ubiquitous function for vocal production learning that is starting to receive attention involves modifying signals to improve communication in a noisy channel. Pooling data on vocal imitation, vocal convergence, and compensation for noise suggests a wider taxonomic distribution of vocal production learning among mammals than has been generally appreciated. The wide taxonomic distribution of this evidence for vocal production learning suggests that perhaps more of the neural underpinnings for vocal production learning are in place in mammals than is usually recognized. (c) 2008 APA, all rights reserved

Non-adaptive and adaptive hybrid approaches for enhancing water quality management

NASA Astrophysics Data System (ADS)

Kalwij, Ineke M.; Peralta, Richard C.

2008-09-01

SummaryUsing optimization to help solve groundwater management problems cost-effectively is becoming increasingly important. Hybrid optimization approaches, that combine two or more optimization algorithms, will become valuable and common tools for addressing complex nonlinear hydrologic problems. Hybrid heuristic optimizers have capabilities far beyond those of a simple genetic algorithm (SGA), and are continuously improving. SGAs having only parent selection, crossover, and mutation are inefficient and rarely used for optimizing contaminant transport management. Even an advanced genetic algorithm (AGA) that includes elitism (to emphasize using the best strategies as parents) and healing (to help assure optimal strategy feasibility) is undesirably inefficient. Much more efficient than an AGA is the presented hybrid (AGCT), which adds comprehensive tabu search (TS) features to an AGA. TS mechanisms (TS probability, tabu list size, search coarseness and solution space size, and a TS threshold value) force the optimizer to search portions of the solution space that yield superior pumping strategies, and to avoid reproducing similar or inferior strategies. An AGCT characteristic is that TS control parameters are unchanging during optimization. However, TS parameter values that are ideal for optimization commencement can be undesirable when nearing assumed global optimality. The second presented hybrid, termed global converger (GC), is significantly better than the AGCT. GC includes AGCT plus feedback-driven auto-adaptive control that dynamically changes TS parameters during run-time. Before comparing AGCT and GC, we empirically derived scaled dimensionless TS control parameter guidelines by evaluating 50 sets of parameter values for a hypothetical optimization problem. For the hypothetical area, AGCT optimized both well locations and pumping rates. The parameters are useful starting values because using trial-and-error to identify an ideal combination of control parameter values for a new optimization problem can be time consuming. For comparison, AGA, AGCT, and GC are applied to optimize pumping rates for assumed well locations of a complex large-scale contaminant transport and remediation optimization problem at Blaine Naval Ammunition Depot (NAD). Both hybrid approaches converged more closely to the optimal solution than the non-hybrid AGA. GC averaged 18.79% better convergence than AGCT, and 31.9% than AGA, within the same computation time (12.5 days). AGCT averaged 13.1% better convergence than AGA. The GC can significantly reduce the burden of employing computationally intensive hydrologic simulation models within a limited time period and for real-world optimization problems. Although demonstrated for a groundwater quality problem, it is also applicable to other arenas, such as managing salt water intrusion and surface water contaminant loading.

Adaptiveness in monotone pseudo-Boolean optimization and stochastic neural computation.

PubMed

Grossi, Giuliano

2009-08-01

Hopfield neural network (HNN) is a nonlinear computational model successfully applied in finding near-optimal solutions of several difficult combinatorial problems. In many cases, the network energy function is obtained through a learning procedure so that its minima are states falling into a proper subspace (feasible region) of the search space. However, because of the network nonlinearity, a number of undesirable local energy minima emerge from the learning procedure, significantly effecting the network performance. In the neural model analyzed here, we combine both a penalty and a stochastic process in order to enhance the performance of a binary HNN. The penalty strategy allows us to gradually lead the search towards states representing feasible solutions, so avoiding oscillatory behaviors or asymptotically instable convergence. Presence of stochastic dynamics potentially prevents the network to fall into shallow local minima of the energy function, i.e., quite far from global optimum. Hence, for a given fixed network topology, the desired final distribution on the states can be reached by carefully modulating such process. The model uses pseudo-Boolean functions both to express problem constraints and cost function; a combination of these two functions is then interpreted as energy of the neural network. A wide variety of NP-hard problems fall in the class of problems that can be solved by the model at hand, particularly those having a monotonic quadratic pseudo-Boolean function as constraint function. That is, functions easily derived by closed algebraic expressions representing the constraint structure and easy (polynomial time) to maximize. We show the asymptotic convergence properties of this model characterizing its state space distribution at thermal equilibrium in terms of Markov chain and give evidence of its ability to find high quality solutions on benchmarks and randomly generated instances of two specific problems taken from the computational graph theory.

A parallel competitive Particle Swarm Optimization for non-linear first arrival traveltime tomography and uncertainty quantification

NASA Astrophysics Data System (ADS)

Luu, Keurfon; Noble, Mark; Gesret, Alexandrine; Belayouni, Nidhal; Roux, Pierre-François

2018-04-01

Seismic traveltime tomography is an optimization problem that requires large computational efforts. Therefore, linearized techniques are commonly used for their low computational cost. These local optimization methods are likely to get trapped in a local minimum as they critically depend on the initial model. On the other hand, global optimization methods based on MCMC are insensitive to the initial model but turn out to be computationally expensive. Particle Swarm Optimization (PSO) is a rather new global optimization approach with few tuning parameters that has shown excellent convergence rates and is straightforwardly parallelizable, allowing a good distribution of the workload. However, while it can traverse several local minima of the evaluated misfit function, classical implementation of PSO can get trapped in local minima at later iterations as particles inertia dim. We propose a Competitive PSO (CPSO) to help particles to escape from local minima with a simple implementation that improves swarm's diversity. The model space can be sampled by running the optimizer multiple times and by keeping all the models explored by the swarms in the different runs. A traveltime tomography algorithm based on CPSO is successfully applied on a real 3D data set in the context of induced seismicity.

Application of the optimal homotopy asymptotic method to nonlinear Bingham fluid dampers

NASA Astrophysics Data System (ADS)

Marinca, Vasile; Ene, Remus-Daniel; Bereteu, Liviu

2017-10-01

Dynamic response time is an important feature for determining the performance of magnetorheological (MR) dampers in practical civil engineering applications. The objective of this paper is to show how to use the Optimal Homotopy Asymptotic Method (OHAM) to give approximate analytical solutions of the nonlinear differential equation of a modified Bingham model with non-viscous exponential damping. Our procedure does not depend upon small parameters and provides us with a convenient way to optimally control the convergence of the approximate solutions. OHAM is very efficient in practice for ensuring very rapid convergence of the solution after only one iteration and with a small number of steps.

Compressive sampling of polynomial chaos expansions: Convergence analysis and sampling strategies

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

Hampton, Jerrad; Doostan, Alireza, E-mail: alireza.doostan@colorado.edu

2015-01-01

Sampling orthogonal polynomial bases via Monte Carlo is of interest for uncertainty quantification of models with random inputs, using Polynomial Chaos (PC) expansions. It is known that bounding a probabilistic parameter, referred to as coherence, yields a bound on the number of samples necessary to identify coefficients in a sparse PC expansion via solution to an ℓ{sub 1}-minimization problem. Utilizing results for orthogonal polynomials, we bound the coherence parameter for polynomials of Hermite and Legendre type under their respective natural sampling distribution. In both polynomial bases we identify an importance sampling distribution which yields a bound with weaker dependence onmore » the order of the approximation. For more general orthonormal bases, we propose the coherence-optimal sampling: a Markov Chain Monte Carlo sampling, which directly uses the basis functions under consideration to achieve a statistical optimality among all sampling schemes with identical support. We demonstrate these different sampling strategies numerically in both high-order and high-dimensional, manufactured PC expansions. In addition, the quality of each sampling method is compared in the identification of solutions to two differential equations, one with a high-dimensional random input and the other with a high-order PC expansion. In both cases, the coherence-optimal sampling scheme leads to similar or considerably improved accuracy.« less

An error analysis of least-squares finite element method of velocity-pressure-vorticity formulation for Stokes problem

NASA Technical Reports Server (NTRS)

Chang, Ching L.; Jiang, Bo-Nan

1990-01-01

A theoretical proof of the optimal rate of convergence for the least-squares method is developed for the Stokes problem based on the velocity-pressure-vorticity formula. The 2D Stokes problem is analyzed to define the product space and its inner product, and the a priori estimates are derived to give the finite-element approximation. The least-squares method is found to converge at the optimal rate for equal-order interpolation.

Optimal convergence in naming game with geography-based negotiation on small-world networks

NASA Astrophysics Data System (ADS)

Liu, Run-Ran; Wang, Wen-Xu; Lai, Ying-Cheng; Chen, Guanrong; Wang, Bing-Hong

2011-01-01

We propose a negotiation strategy to address the effect of geography on the dynamics of naming games over small-world networks. Communication and negotiation frequencies between two agents are determined by their geographical distance in terms of a parameter characterizing the correlation between interaction strength and the distance. A finding is that there exists an optimal parameter value leading to fastest convergence to global consensus on naming. Numerical computations and a theoretical analysis are provided to substantiate our findings.

Minimizing Uncertainties Impact in Decision Making with an Applicability Study for Economic Power Dispatch

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

Wang, Hong; Wang, Shaobu; Fan, Rui

This report summaries the work performed under the LDRD project on the preliminary study on knowledge automation, where specific focus has been made on the investigation of the impact of uncertainties of human decision making onto the optimization of the process operation. At first the statistics on signals from the Brain-Computing Interface (BCI) is analyzed so as to obtain the uncertainties characterization of human operators during the decision making phase using the electroencephalogram (EEG) signals. This is then followed by the discussions of an architecture that reveals the equivalence between optimization and closed loop feedback control design, where it hasmore » been shown that all the optimization problems can be transferred into the control design problem for closed loop systems. This has led to a “closed loop” framework, where the structure of the decision making is shown to be subjected to both process disturbances and controller’s uncertainties. The latter can well represent the uncertainties or randomness occurred during human decision making phase. As a result, a stochastic optimization problem has been formulated and a novel solution has been proposed using probability density function (PDF) shaping for both the cost function and the constraints using stochastic distribution control concept. A sufficient condition has been derived that guarantees the convergence of the optimal solution and discussions have been made for both the total probabilistic solution and chanced constrained optimization which have been well-studied in optimal power flows (OPF) area. A simple case study has been carried out for the economic dispatch of powers for a grid system when there are distributed energy resources (DERs) in the system, and encouraging results have been obtained showing that a significant savings on the generation cost can be expected.« less

Research on NGN network control technology

NASA Astrophysics Data System (ADS)

Li, WenYao; Zhou, Fang; Wu, JianXue; Li, ZhiGuang

2004-04-01

Nowadays NGN (Next Generation Network) is the hotspot for discussion and research in IT section. The NGN core technology is the network control technology. The key goal of NGN is to realize the network convergence and evolution. Referring to overlay network model core on Softswitch technology, circuit switch network and IP network convergence realized. Referring to the optical transmission network core on ASTN/ASON, service layer (i.e. IP layer) and optical transmission convergence realized. Together with the distributing feature of NGN network control technology, on NGN platform, overview of combining Softswitch and ASTN/ASON control technology, the solution whether IP should be the NGN core carrier platform attracts general attention, and this is also a QoS problem on NGN end to end. This solution produces the significant practical meaning on equipment development, network deployment, network design and optimization, especially on realizing present network smooth evolving to the NGN. This is why this paper puts forward the research topic on the NGN network control technology. This paper introduces basics on NGN network control technology, then proposes NGN network control reference model, at the same time describes a realizable network structure of NGN. Based on above, from the view of function realization, NGN network control technology is discussed and its work mechanism is analyzed.

Decentralized Network Interdiction Games

DTIC Science & Technology

2015-12-31

approach is termed as the sample average approximation ( SAA ) method, and theories on the asymptotic convergence to the original problem’s optimal...used in the SAA method’s convergence. While we provided detailed proof of such convergence in [P3], a side benefit of the proof is that it weakens the...conditions required when applying the general SAA approach to the block-structured stochastic programming problem 17. As the conditions known in the

Convergent surface water distributions in U.S. cities

Treesearch

M.K. Steele; J.B. Heffernan; N. Bettez; J. Cavender-Bares; P.M. Groffman; J.M. Grove; S. Hall; S.E. Hobbie; K. Larson; J.L. Morse; C. Neill; K.C. Nelson; J. O' Neil-Dunne; L. Ogden; D.E. Pataki; C. Polsky; R. Roy Chowdhury

2014-01-01

Earth's surface is rapidly urbanizing, resulting in dramatic changes in the abundance, distribution and character of surface water features in urban landscapes. However, the scope and consequences of surface water redistribution at broad spatial scales are not well understood. We hypothesized that urbanization would lead to convergent surface water abundance and...

Value Iteration Adaptive Dynamic Programming for Optimal Control of Discrete-Time Nonlinear Systems.

PubMed

Wei, Qinglai; Liu, Derong; Lin, Hanquan

2016-03-01

In this paper, a value iteration adaptive dynamic programming (ADP) algorithm is developed to solve infinite horizon undiscounted optimal control problems for discrete-time nonlinear systems. The present value iteration ADP algorithm permits an arbitrary positive semi-definite function to initialize the algorithm. A novel convergence analysis is developed to guarantee that the iterative value function converges to the optimal performance index function. Initialized by different initial functions, it is proven that the iterative value function will be monotonically nonincreasing, monotonically nondecreasing, or nonmonotonic and will converge to the optimum. In this paper, for the first time, the admissibility properties of the iterative control laws are developed for value iteration algorithms. It is emphasized that new termination criteria are established to guarantee the effectiveness of the iterative control laws. Neural networks are used to approximate the iterative value function and compute the iterative control law, respectively, for facilitating the implementation of the iterative ADP algorithm. Finally, two simulation examples are given to illustrate the performance of the present method.

Investigation and appreciation of optimal output feedback. Volume 1: A convergent algorithm for the stochastic infinite-time discrete optimal output feedback problem

NASA Technical Reports Server (NTRS)

Halyo, N.; Broussard, J. R.

1984-01-01

The stochastic, infinite time, discrete output feedback problem for time invariant linear systems is examined. Two sets of sufficient conditions for the existence of a stable, globally optimal solution are presented. An expression for the total change in the cost function due to a change in the feedback gain is obtained. This expression is used to show that a sequence of gains can be obtained by an algorithm, so that the corresponding cost sequence is monotonically decreasing and the corresponding sequence of the cost gradient converges to zero. The algorithm is guaranteed to obtain a critical point of the cost function. The computational steps necessary to implement the algorithm on a computer are presented. The results are applied to a digital outer loop flight control problem. The numerical results for this 13th order problem indicate a rate of convergence considerably faster than two other algorithms used for comparison.

Annealing Ant Colony Optimization with Mutation Operator for Solving TSP

PubMed Central

2016-01-01

Ant Colony Optimization (ACO) has been successfully applied to solve a wide range of combinatorial optimization problems such as minimum spanning tree, traveling salesman problem, and quadratic assignment problem. Basic ACO has drawbacks of trapping into local minimum and low convergence rate. Simulated annealing (SA) and mutation operator have the jumping ability and global convergence; and local search has the ability to speed up the convergence. Therefore, this paper proposed a hybrid ACO algorithm integrating the advantages of ACO, SA, mutation operator, and local search procedure to solve the traveling salesman problem. The core of algorithm is based on the ACO. SA and mutation operator were used to increase the ants population diversity from time to time and the local search was used to exploit the current search area efficiently. The comparative experiments, using 24 TSP instances from TSPLIB, show that the proposed algorithm outperformed some well-known algorithms in the literature in terms of solution quality. PMID:27999590

A Rapid Convergent Low Complexity Interference Alignment Algorithm for Wireless Sensor Networks.

PubMed

Jiang, Lihui; Wu, Zhilu; Ren, Guanghui; Wang, Gangyi; Zhao, Nan

2015-07-29

Interference alignment (IA) is a novel technique that can effectively eliminate the interference and approach the sum capacity of wireless sensor networks (WSNs) when the signal-to-noise ratio (SNR) is high, by casting the desired signal and interference into different signal subspaces. The traditional alternating minimization interference leakage (AMIL) algorithm for IA shows good performance in high SNR regimes, however, the complexity of the AMIL algorithm increases dramatically as the number of users and antennas increases, posing limits to its applications in the practical systems. In this paper, a novel IA algorithm, called directional quartic optimal (DQO) algorithm, is proposed to minimize the interference leakage with rapid convergence and low complexity. The properties of the AMIL algorithm are investigated, and it is discovered that the difference between the two consecutive iteration results of the AMIL algorithm will approximately point to the convergence solution when the precoding and decoding matrices obtained from the intermediate iterations are sufficiently close to their convergence values. Based on this important property, the proposed DQO algorithm employs the line search procedure so that it can converge to the destination directly. In addition, the optimal step size can be determined analytically by optimizing a quartic function. Numerical results show that the proposed DQO algorithm can suppress the interference leakage more rapidly than the traditional AMIL algorithm, and can achieve the same level of sum rate as that of AMIL algorithm with far less iterations and execution time.

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.

Optimization of the graph model of the water conduit network, based on the approach of search space reducing

NASA Astrophysics Data System (ADS)

Korovin, Iakov S.; Tkachenko, Maxim G.

2018-03-01

In this paper we present a heuristic approach, improving the efficiency of methods, used for creation of efficient architecture of water distribution networks. The essence of the approach is a procedure of search space reduction the by limiting the range of available pipe diameters that can be used for each edge of the network graph. In order to proceed the reduction, two opposite boundary scenarios for the distribution of flows are analysed, after which the resulting range is further narrowed by applying a flow rate limitation for each edge of the network. The first boundary scenario provides the most uniform distribution of the flow in the network, the opposite scenario created the net with the highest possible flow level. The parameters of both distributions are calculated by optimizing systems of quadratic functions in a confined space, which can be effectively performed with small time costs. This approach was used to modify the genetic algorithm (GA). The proposed GA provides a variable number of variants of each gene, according to the number of diameters in list, taking into account flow restrictions. The proposed approach was implemented to the evaluation of a well-known test network - the Hanoi water distribution network [1], the results of research were compared with a classical GA with an unlimited search space. On the test data, the proposed trip significantly reduced the search space and provided faster and more obvious convergence in comparison with the classical version of GA.

Bandwidth auction for SVC streaming in dynamic multi-overlay

NASA Astrophysics Data System (ADS)

Xiong, Yanting; Zou, Junni; Xiong, Hongkai

2010-07-01

In this paper, we study the optimal bandwidth allocation for scalable video coding (SVC) streaming in multiple overlays. We model the whole bandwidth request and distribution process as a set of decentralized auction games between the competing peers. For the upstream peer, a bandwidth allocation mechanism is introduced to maximize the aggregate revenue. For the downstream peer, a dynamic bidding strategy is proposed. It achieves maximum utility and efficient resource usage by collaborating with a content-aware layer dropping/adding strategy. Also, the convergence of the proposed auction games is theoretically proved. Experimental results show that the auction strategies can adapt to dynamic join of competing peers and video layers.

A recurrent neural network for solving bilevel linear programming problem.

PubMed

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

2014-04-01

In this brief, based on the method of penalty functions, a recurrent neural network (NN) modeled by means of a differential inclusion is proposed for solving the bilevel linear programming problem (BLPP). Compared with the existing NNs for BLPP, the model has the least number of state variables and simple structure. Using nonsmooth analysis, the theory of differential inclusions, and Lyapunov-like method, the equilibrium point sequence of the proposed NNs can approximately converge to an optimal solution of BLPP under certain conditions. Finally, the numerical simulations of a supply chain distribution model have shown excellent performance of the proposed recurrent NNs.

Hierarchical dispatch using two-stage optimisation for electricity markets in smart grid

NASA Astrophysics Data System (ADS)

Yang, Jie; Zhang, Guoshan; Ma, Kai

2016-11-01

This paper proposes a hierarchical dispatch method for the electricity markets consisting of wholesale markets and retail markets. In the wholesale markets, the generators and the retailers decide the generation and the purchase according to the market-clearing price. In the retail markets, the retailers set the retail price to adjust the electricity consumption of the consumers. Due to the two-way communications in smart grid, the retailers can decide the electricity purchase from the wholesale markets based on the information on electricity usage of consumers in the retail markets. We establish the hierarchical dispatch model for the wholesale markets and the retail markets and develop distributed algorithms to search for the optimal generation, purchase, and consumption. Numerical results show the balance between the supply and demand, the profits of the retailers, and the convergence of the distributed algorithms.

Blade design and analysis using a modified Euler solver

NASA Technical Reports Server (NTRS)

Leonard, O.; Vandenbraembussche, R. A.

1991-01-01

An iterative method for blade design based on Euler solver and described in an earlier paper is used to design compressor and turbine blades providing shock free transonic flows. The method shows a rapid convergence, and indicates how much the flow is sensitive to small modifications of the blade geometry, that the classical iterative use of analysis methods might not be able to define. The relationship between the required Mach number distribution and the resulting geometry is discussed. Examples show how geometrical constraints imposed upon the blade shape can be respected by using free geometrical parameters or by relaxing the required Mach number distribution. The same code is used both for the design of the required geometry and for the off-design calculations. Examples illustrate the difficulty of designing blade shapes with optimal performance also outside of the design point.

Methodological aspects of an adaptive multidirectional pattern search to optimize speech perception using three hearing-aid algorithms

NASA Astrophysics Data System (ADS)

Franck, Bas A. M.; Dreschler, Wouter A.; Lyzenga, Johannes

2004-12-01

In this study we investigated the reliability and convergence characteristics of an adaptive multidirectional pattern search procedure, relative to a nonadaptive multidirectional pattern search procedure. The procedure was designed to optimize three speech-processing strategies. These comprise noise reduction, spectral enhancement, and spectral lift. The search is based on a paired-comparison paradigm, in which subjects evaluated the listening comfort of speech-in-noise fragments. The procedural and nonprocedural factors that influence the reliability and convergence of the procedure are studied using various test conditions. The test conditions combine different tests, initial settings, background noise types, and step size configurations. Seven normal hearing subjects participated in this study. The results indicate that the reliability of the optimization strategy may benefit from the use of an adaptive step size. Decreasing the step size increases accuracy, while increasing the step size can be beneficial to create clear perceptual differences in the comparisons. The reliability also depends on starting point, stop criterion, step size constraints, background noise, algorithms used, as well as the presence of drifting cues and suboptimal settings. There appears to be a trade-off between reliability and convergence, i.e., when the step size is enlarged the reliability improves, but the convergence deteriorates. .

An efficient interior-point algorithm with new non-monotone line search filter method for nonlinear constrained programming

NASA Astrophysics Data System (ADS)

Wang, Liwei; Liu, Xinggao; Zhang, Zeyin

2017-02-01

An efficient primal-dual interior-point algorithm using a new non-monotone line search filter method is presented for nonlinear constrained programming, which is widely applied in engineering optimization. The new non-monotone line search technique is introduced to lead to relaxed step acceptance conditions and improved convergence performance. It can also avoid the choice of the upper bound on the memory, which brings obvious disadvantages to traditional techniques. Under mild assumptions, the global convergence of the new non-monotone line search filter method is analysed, and fast local convergence is ensured by second order corrections. The proposed algorithm is applied to the classical alkylation process optimization problem and the results illustrate its effectiveness. Some comprehensive comparisons to existing methods are also presented.

Degeneracy in NLP and the development of results motivated by its presence

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

Fiacco, A.; Liu, J.

We study notions of nondegeneracy and several levels of increasing degeneracy from the perspective of the local behavior of a local solution of a nonlinear program when problem parameters are slightly perturbed. This overview may be viewed as a structured survey of sensitivity and stability results: the focus is on progressive levels of degeneracy. We note connections of nondegeneracy with the convergence of algorithms and observe the striking parallel between the effects of nondegeneracy and degeneracy on optimality conditions, stability analysis and algorithmic convergence behavior. Although our orientation here is primarily interpretive and noncritical, we conclude that more effort ismore » needed to unify optimality, stability and convergence theory and more results are needed in all three areas for radically degenerate problems.« less

Cuckoo Search Algorithm Based on Repeat-Cycle Asymptotic Self-Learning and Self-Evolving Disturbance for Function Optimization

PubMed Central

Wang, Jie-sheng; Li, Shu-xia; Song, Jiang-di

2015-01-01

In order to improve convergence velocity and optimization accuracy of the cuckoo search (CS) algorithm for solving the function optimization problems, a new improved cuckoo search algorithm based on the repeat-cycle asymptotic self-learning and self-evolving disturbance (RC-SSCS) is proposed. A disturbance operation is added into the algorithm by constructing a disturbance factor to make a more careful and thorough search near the bird's nests location. In order to select a reasonable repeat-cycled disturbance number, a further study on the choice of disturbance times is made. Finally, six typical test functions are adopted to carry out simulation experiments, meanwhile, compare algorithms of this paper with two typical swarm intelligence algorithms particle swarm optimization (PSO) algorithm and artificial bee colony (ABC) algorithm. The results show that the improved cuckoo search algorithm has better convergence velocity and optimization accuracy. PMID:26366164

Feed-Forward Neural Network Soft-Sensor Modeling of Flotation Process Based on Particle Swarm Optimization and Gravitational Search Algorithm

PubMed Central

Wang, Jie-Sheng; Han, Shuang

2015-01-01

For predicting the key technology indicators (concentrate grade and tailings recovery rate) of flotation process, a feed-forward neural network (FNN) based soft-sensor model optimized by the hybrid algorithm combining particle swarm optimization (PSO) algorithm and gravitational search algorithm (GSA) is proposed. Although GSA has better optimization capability, it has slow convergence velocity and is easy to fall into local optimum. So in this paper, the velocity vector and position vector of GSA are adjusted by PSO algorithm in order to improve its convergence speed and prediction accuracy. Finally, the proposed hybrid algorithm is adopted to optimize the parameters of FNN soft-sensor model. Simulation results show that the model has better generalization and prediction accuracy for the concentrate grade and tailings recovery rate to meet the online soft-sensor requirements of the real-time control in the flotation process. PMID:26583034

Teaching-learning-based Optimization Algorithm for Parameter Identification in the Design of IIR Filters

NASA Astrophysics Data System (ADS)

Singh, R.; Verma, H. K.

2013-12-01

This paper presents a teaching-learning-based optimization (TLBO) algorithm to solve parameter identification problems in the designing of digital infinite impulse response (IIR) filter. TLBO based filter modelling is applied to calculate the parameters of unknown plant in simulations. Unlike other heuristic search algorithms, TLBO algorithm is an algorithm-specific parameter-less algorithm. In this paper big bang-big crunch (BB-BC) optimization and PSO algorithms are also applied to filter design for comparison. Unknown filter parameters are considered as a vector to be optimized by these algorithms. MATLAB programming is used for implementation of proposed algorithms. Experimental results show that the TLBO is more accurate to estimate the filter parameters than the BB-BC optimization algorithm and has faster convergence rate when compared to PSO algorithm. TLBO is used where accuracy is more essential than the convergence speed.

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

NASA Astrophysics Data System (ADS)

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

2017-09-01

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

Model-Free Optimal Tracking Control via Critic-Only Q-Learning.

PubMed

Luo, Biao; Liu, Derong; Huang, Tingwen; Wang, Ding

2016-10-01

Model-free control is an important and promising topic in control fields, which has attracted extensive attention in the past few years. In this paper, we aim to solve the model-free optimal tracking control problem of nonaffine nonlinear discrete-time systems. A critic-only Q-learning (CoQL) method is developed, which learns the optimal tracking control from real system data, and thus avoids solving the tracking Hamilton-Jacobi-Bellman equation. First, the Q-learning algorithm is proposed based on the augmented system, and its convergence is established. Using only one neural network for approximating the Q-function, the CoQL method is developed to implement the Q-learning algorithm. Furthermore, the convergence of the CoQL method is proved with the consideration of neural network approximation error. With the convergent Q-function obtained from the CoQL method, the adaptive optimal tracking control is designed based on the gradient descent scheme. Finally, the effectiveness of the developed CoQL method is demonstrated through simulation studies. The developed CoQL method learns with off-policy data and implements with a critic-only structure, thus it is easy to realize and overcome the inadequate exploration problem.

Adaptive optimal control of unknown constrained-input systems using policy iteration and neural networks.

PubMed

Modares, Hamidreza; Lewis, Frank L; Naghibi-Sistani, Mohammad-Bagher

2013-10-01

This paper presents an online policy iteration (PI) algorithm to learn the continuous-time optimal control solution for unknown constrained-input systems. The proposed PI algorithm is implemented on an actor-critic structure where two neural networks (NNs) are tuned online and simultaneously to generate the optimal bounded control policy. The requirement of complete knowledge of the system dynamics is obviated by employing a novel NN identifier in conjunction with the actor and critic NNs. It is shown how the identifier weights estimation error affects the convergence of the critic NN. A novel learning rule is developed to guarantee that the identifier weights converge to small neighborhoods of their ideal values exponentially fast. To provide an easy-to-check persistence of excitation condition, the experience replay technique is used. That is, recorded past experiences are used simultaneously with current data for the adaptation of the identifier weights. Stability of the whole system consisting of the actor, critic, system state, and system identifier is guaranteed while all three networks undergo adaptation. Convergence to a near-optimal control law is also shown. The effectiveness of the proposed method is illustrated with a simulation example.

Advanced Understanding of Convection Initiation and Optimizing Cloud Seeding by Advanced Remote Sensing and Land Cover Modification over the United Arab Emirates

NASA Astrophysics Data System (ADS)

Wulfmeyer, V.; Behrendt, A.; Branch, O.; Schwitalla, T.

2016-12-01

A prerequisite for significant precipitation amounts is the presence of convergence zones. These are due to land surface heterogeneity, orography as well as mesoscale and synoptic scale circulations. Only, if these convergence zones are strong enough and interact with an upper level instability, deep convection can be initiated. For the understanding of convection initiation (CI) and optimal cloud seeding deployment, it is essential that these convergence zones are detected before clouds are developing in order to preempt the decisive microphysical processes for liquid water and ice formation. In this presentation, a new project on Optimizing Cloud Seeding by Advanced Remote Sensing and Land Cover Modification (OCAL) is introduced, which is funded by the United Arab Emirates Rain Enhancement Program (UAEREP). This project has two research components. The first component focuses on an improved detection and forecasting of convergence zones and CI by a) operation of scanning Doppler lidar and cloud radar systems during two seasonal field campaigns in orographic terrain and over the desert in the UAE, and b) advanced forecasting of convergence zones and CI with the WRF-NOAHMP model system. Nowcasting to short-range forecasting of convection will be improved by the assimilation of Doppler lidar and the UAE radar network data. For the latter, we will apply a new model forward operator developed at our institute. Forecast uncertainties will be assessed by ensemble simulations driven by ECMWF boundaries. The second research component of OCAL will study whether artificial modifications of land surface heterogeneity are possible through plantations or changes of terrain, leading to an amplification of convergence zones. This is based on our pioneering work on high-resolution modeling of the impact of plantations on weather and climate in arid regions. A specific design of the shape and location of plantations can lead to the formation of convergence zones, which can strengthen convergent flows already existing in the region of interest, thus amplifying convection and precipitation. We expect that this method can be successfully applied in regions with pre-existing land-surface heterogeneity and orography such as coastal areas with land-sea breezes and the Al Hajar Mountain range.

An Energy Integrated Dispatching Strategy of Multi- energy Based on Energy Internet

NASA Astrophysics Data System (ADS)

Jin, Weixia; Han, Jun

2018-01-01

Energy internet is a new way of energy use. Energy internet achieves energy efficiency and low cost by scheduling a variety of different forms of energy. Particle Swarm Optimization (PSO) is an advanced algorithm with few parameters, high computational precision and fast convergence speed. By improving the parameters ω, c1 and c2, PSO can improve the convergence speed and calculation accuracy. The objective of optimizing model is lowest cost of fuel, which can meet the load of electricity, heat and cold after all the renewable energy is received. Due to the different energy structure and price in different regions, the optimization strategy needs to be determined according to the algorithm and model.

A modified conjugate gradient coefficient with inexact line search for unconstrained optimization

NASA Astrophysics Data System (ADS)

Aini, Nurul; Rivaie, Mohd; Mamat, Mustafa

2016-11-01

Conjugate gradient (CG) method is a line search algorithm mostly known for its wide application in solving unconstrained optimization problems. Its low memory requirements and global convergence properties makes it one of the most preferred method in real life application such as in engineering and business. In this paper, we present a new CG method based on AMR* and CD method for solving unconstrained optimization functions. The resulting algorithm is proven to have both the sufficient descent and global convergence properties under inexact line search. Numerical tests are conducted to assess the effectiveness of the new method in comparison to some previous CG methods. The results obtained indicate that our method is indeed superior.

Rapid computation of directional wellbore drawdown in a confined aquifer via Poisson resummation

NASA Astrophysics Data System (ADS)

Blumenthal, Benjamin J.; Zhan, Hongbin

2016-08-01

We have derived a rapidly computed analytical solution for drawdown caused by a partially or fully penetrating directional wellbore (vertical, horizontal, or slant) via Green's function method. The mathematical model assumes an anisotropic, homogeneous, confined, box-shaped aquifer. Any dimension of the box can have one of six possible boundary conditions: 1) both sides no-flux; 2) one side no-flux - one side constant-head; 3) both sides constant-head; 4) one side no-flux; 5) one side constant-head; 6) free boundary conditions. The solution has been optimized for rapid computation via Poisson Resummation, derivation of convergence rates, and numerical optimization of integration techniques. Upon application of the Poisson Resummation method, we were able to derive two sets of solutions with inverse convergence rates, namely an early-time rapidly convergent series (solution-A) and a late-time rapidly convergent series (solution-B). From this work we were able to link Green's function method (solution-B) back to image well theory (solution-A). We then derived an equation defining when the convergence rate between solution-A and solution-B is the same, which we termed the switch time. Utilizing the more rapidly convergent solution at the appropriate time, we obtained rapid convergence at all times. We have also shown that one may simplify each of the three infinite series for the three-dimensional solution to 11 terms and still maintain a maximum relative error of less than 10-14.

Distributed Sensing and Processing: A Graphical Model Approach

DTIC Science & Technology

2005-11-30

that Ramanujan graph toplogies maximize the convergence rate of distributed detection consensus algorithms, improving over three orders of...small world type network designs. 14. SUBJECT TERMS Ramanujan graphs, sensor network topology, sensor network...that Ramanujan graphs, for which there are explicit algebraic constructions, have large eigenratios, converging much faster than structured graphs

An Improved Ensemble of Random Vector Functional Link Networks Based on Particle Swarm Optimization with Double Optimization Strategy

PubMed Central

Ling, Qing-Hua; Song, Yu-Qing; Han, Fei; Yang, Dan; Huang, De-Shuang

2016-01-01

For ensemble learning, how to select and combine the candidate classifiers are two key issues which influence the performance of the ensemble system dramatically. Random vector functional link networks (RVFL) without direct input-to-output links is one of suitable base-classifiers for ensemble systems because of its fast learning speed, simple structure and good generalization performance. In this paper, to obtain a more compact ensemble system with improved convergence performance, an improved ensemble of RVFL based on attractive and repulsive particle swarm optimization (ARPSO) with double optimization strategy is proposed. In the proposed method, ARPSO is applied to select and combine the candidate RVFL. As for using ARPSO to select the optimal base RVFL, ARPSO considers both the convergence accuracy on the validation data and the diversity of the candidate ensemble system to build the RVFL ensembles. In the process of combining RVFL, the ensemble weights corresponding to the base RVFL are initialized by the minimum norm least-square method and then further optimized by ARPSO. Finally, a few redundant RVFL is pruned, and thus the more compact ensemble of RVFL is obtained. Moreover, in this paper, theoretical analysis and justification on how to prune the base classifiers on classification problem is presented, and a simple and practically feasible strategy for pruning redundant base classifiers on both classification and regression problems is proposed. Since the double optimization is performed on the basis of the single optimization, the ensemble of RVFL built by the proposed method outperforms that built by some single optimization methods. Experiment results on function approximation and classification problems verify that the proposed method could improve its convergence accuracy as well as reduce the complexity of the ensemble system. PMID:27835638

An Improved Ensemble of Random Vector Functional Link Networks Based on Particle Swarm Optimization with Double Optimization Strategy.

PubMed

Ling, Qing-Hua; Song, Yu-Qing; Han, Fei; Yang, Dan; Huang, De-Shuang

2016-01-01

For ensemble learning, how to select and combine the candidate classifiers are two key issues which influence the performance of the ensemble system dramatically. Random vector functional link networks (RVFL) without direct input-to-output links is one of suitable base-classifiers for ensemble systems because of its fast learning speed, simple structure and good generalization performance. In this paper, to obtain a more compact ensemble system with improved convergence performance, an improved ensemble of RVFL based on attractive and repulsive particle swarm optimization (ARPSO) with double optimization strategy is proposed. In the proposed method, ARPSO is applied to select and combine the candidate RVFL. As for using ARPSO to select the optimal base RVFL, ARPSO considers both the convergence accuracy on the validation data and the diversity of the candidate ensemble system to build the RVFL ensembles. In the process of combining RVFL, the ensemble weights corresponding to the base RVFL are initialized by the minimum norm least-square method and then further optimized by ARPSO. Finally, a few redundant RVFL is pruned, and thus the more compact ensemble of RVFL is obtained. Moreover, in this paper, theoretical analysis and justification on how to prune the base classifiers on classification problem is presented, and a simple and practically feasible strategy for pruning redundant base classifiers on both classification and regression problems is proposed. Since the double optimization is performed on the basis of the single optimization, the ensemble of RVFL built by the proposed method outperforms that built by some single optimization methods. Experiment results on function approximation and classification problems verify that the proposed method could improve its convergence accuracy as well as reduce the complexity of the ensemble system.

Convergence of Asymptotic Systems of Non-autonomous Neural Network Models with Infinite Distributed Delays

NASA Astrophysics Data System (ADS)

Oliveira, José J.

2017-10-01

In this paper, we investigate the global convergence of solutions of non-autonomous Hopfield neural network models with discrete time-varying delays, infinite distributed delays, and possible unbounded coefficient functions. Instead of using Lyapunov functionals, we explore intrinsic features between the non-autonomous systems and their asymptotic systems to ensure the boundedness and global convergence of the solutions of the studied models. Our results are new and complement known results in the literature. The theoretical analysis is illustrated with some examples and numerical simulations.

A Conjugate Gradient Algorithm with Function Value Information and N-Step Quadratic Convergence for Unconstrained Optimization.

PubMed

Li, Xiangrong; Zhao, Xupei; Duan, Xiabin; Wang, Xiaoliang

2015-01-01

It is generally acknowledged that the conjugate gradient (CG) method achieves global convergence--with at most a linear convergence rate--because CG formulas are generated by linear approximations of the objective functions. The quadratically convergent results are very limited. We introduce a new PRP method in which the restart strategy is also used. Moreover, the method we developed includes not only n-step quadratic convergence but also both the function value information and gradient value information. In this paper, we will show that the new PRP method (with either the Armijo line search or the Wolfe line search) is both linearly and quadratically convergent. The numerical experiments demonstrate that the new PRP algorithm is competitive with the normal CG method.

Generating moment matching scenarios using optimization techniques

DOE PAGES

Mehrotra, Sanjay; Papp, Dávid

2013-05-16

An optimization based method is proposed to generate moment matching scenarios for numerical integration and its use in stochastic programming. The main advantage of the method is its flexibility: it can generate scenarios matching any prescribed set of moments of the underlying distribution rather than matching all moments up to a certain order, and the distribution can be defined over an arbitrary set. This allows for a reduction in the number of scenarios and allows the scenarios to be better tailored to the problem at hand. The method is based on a semi-infinite linear programming formulation of the problem thatmore » is shown to be solvable with polynomial iteration complexity. A practical column generation method is implemented. The column generation subproblems are polynomial optimization problems; however, they need not be solved to optimality. It is found that the columns in the column generation approach can be efficiently generated by random sampling. The number of scenarios generated matches a lower bound of Tchakaloff's. The rate of convergence of the approximation error is established for continuous integrands, and an improved bound is given for smooth integrands. Extensive numerical experiments are presented in which variants of the proposed method are compared to Monte Carlo and quasi-Monte Carlo methods on both numerical integration problems and stochastic optimization problems. The benefits of being able to match any prescribed set of moments, rather than all moments up to a certain order, is also demonstrated using optimization problems with 100-dimensional random vectors. Here, empirical results show that the proposed approach outperforms Monte Carlo and quasi-Monte Carlo based approaches on the tested problems.« less

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

NASA Astrophysics Data System (ADS)

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

2017-04-01

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

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.

A Semi-Infinite Programming based algorithm for determining T-optimum designs for model discrimination

PubMed Central

Duarte, Belmiro P.M.; Wong, Weng Kee; Atkinson, Anthony C.

2016-01-01

T-optimum designs for model discrimination are notoriously difficult to find because of the computational difficulty involved in solving an optimization problem that involves two layers of optimization. Only a handful of analytical T-optimal designs are available for the simplest problems; the rest in the literature are found using specialized numerical procedures for a specific problem. We propose a potentially more systematic and general way for finding T-optimal designs using a Semi-Infinite Programming (SIP) approach. The strategy requires that we first reformulate the original minimax or maximin optimization problem into an equivalent semi-infinite program and solve it using an exchange-based method where lower and upper bounds produced by solving the outer and the inner programs, are iterated to convergence. A global Nonlinear Programming (NLP) solver is used to handle the subproblems, thus finding the optimal design and the least favorable parametric configuration that minimizes the residual sum of squares from the alternative or test models. We also use a nonlinear program to check the global optimality of the SIP-generated design and automate the construction of globally optimal designs. The algorithm is successfully used to produce results that coincide with several T-optimal designs reported in the literature for various types of model discrimination problems with normally distributed errors. However, our method is more general, merely requiring that the parameters of the model be estimated by a numerical optimization. PMID:27330230

A Semi-Infinite Programming based algorithm for determining T-optimum designs for model discrimination.

PubMed

Duarte, Belmiro P M; Wong, Weng Kee; Atkinson, Anthony C

2015-03-01

T-optimum designs for model discrimination are notoriously difficult to find because of the computational difficulty involved in solving an optimization problem that involves two layers of optimization. Only a handful of analytical T-optimal designs are available for the simplest problems; the rest in the literature are found using specialized numerical procedures for a specific problem. We propose a potentially more systematic and general way for finding T-optimal designs using a Semi-Infinite Programming (SIP) approach. The strategy requires that we first reformulate the original minimax or maximin optimization problem into an equivalent semi-infinite program and solve it using an exchange-based method where lower and upper bounds produced by solving the outer and the inner programs, are iterated to convergence. A global Nonlinear Programming (NLP) solver is used to handle the subproblems, thus finding the optimal design and the least favorable parametric configuration that minimizes the residual sum of squares from the alternative or test models. We also use a nonlinear program to check the global optimality of the SIP-generated design and automate the construction of globally optimal designs. The algorithm is successfully used to produce results that coincide with several T-optimal designs reported in the literature for various types of model discrimination problems with normally distributed errors. However, our method is more general, merely requiring that the parameters of the model be estimated by a numerical optimization.

Converging on the optimal attainment of requirements

NASA Technical Reports Server (NTRS)

Feather, M. S.; Menzies, T.

2002-01-01

Planning for the optimal attainment of requirements is an important early lifecycle activity. However, such planning is difficult when dealing with competing requirements, limited resources, and the incompleteness of information available at requirements time.

A Maximum-Likelihood Approach to Force-Field Calibration.

PubMed

Zaborowski, Bartłomiej; Jagieła, Dawid; Czaplewski, Cezary; Hałabis, Anna; Lewandowska, Agnieszka; Żmudzińska, Wioletta; Ołdziej, Stanisław; Karczyńska, Agnieszka; Omieczynski, Christian; Wirecki, Tomasz; Liwo, Adam

2015-09-28

A new approach to the calibration of the force fields is proposed, in which the force-field parameters are obtained by maximum-likelihood fitting of the calculated conformational ensembles to the experimental ensembles of training system(s). The maximum-likelihood function is composed of logarithms of the Boltzmann probabilities of the experimental conformations, calculated with the current energy function. Because the theoretical distribution is given in the form of the simulated conformations only, the contributions from all of the simulated conformations, with Gaussian weights in the distances from a given experimental conformation, are added to give the contribution to the target function from this conformation. In contrast to earlier methods for force-field calibration, the approach does not suffer from the arbitrariness of dividing the decoy set into native-like and non-native structures; however, if such a division is made instead of using Gaussian weights, application of the maximum-likelihood method results in the well-known energy-gap maximization. The computational procedure consists of cycles of decoy generation and maximum-likelihood-function optimization, which are iterated until convergence is reached. The method was tested with Gaussian distributions and then applied to the physics-based coarse-grained UNRES force field for proteins. The NMR structures of the tryptophan cage, a small α-helical protein, determined at three temperatures (T = 280, 305, and 313 K) by Hałabis et al. ( J. Phys. Chem. B 2012 , 116 , 6898 - 6907 ), were used. Multiplexed replica-exchange molecular dynamics was used to generate the decoys. The iterative procedure exhibited steady convergence. Three variants of optimization were tried: optimization of the energy-term weights alone and use of the experimental ensemble of the folded protein only at T = 280 K (run 1); optimization of the energy-term weights and use of experimental ensembles at all three temperatures (run 2); and optimization of the energy-term weights and the coefficients of the torsional and multibody energy terms and use of experimental ensembles at all three temperatures (run 3). The force fields were subsequently tested with a set of 14 α-helical and two α + β proteins. Optimization run 1 resulted in better agreement with the experimental ensemble at T = 280 K compared with optimization run 2 and in comparable performance on the test set but poorer agreement of the calculated folding temperature with the experimental folding temperature. Optimization run 3 resulted in the best fit of the calculated ensembles to the experimental ones for the tryptophan cage but in much poorer performance on the training set, suggesting that use of a small α-helical protein for extensive force-field calibration resulted in overfitting of the data for this protein at the expense of transferability. The optimized force field resulting from run 2 was found to fold 13 of the 14 tested α-helical proteins and one small α + β protein with the correct topologies; the average structures of 10 of them were predicted with accuracies of about 5 Å C(α) root-mean-square deviation or better. Test simulations with an additional set of 12 α-helical proteins demonstrated that this force field performed better on α-helical proteins than the previous parametrizations of UNRES. The proposed approach is applicable to any problem of maximum-likelihood parameter estimation when the contributions to the maximum-likelihood function cannot be evaluated at the experimental points and the dimension of the configurational space is too high to construct histograms of the experimental distributions.

An Improved DINEOF Algorithm for Filling Missing Values in Spatio-Temporal Sea Surface Temperature Data.

PubMed

Ping, Bo; Su, Fenzhen; Meng, Yunshan

2016-01-01

In this study, an improved Data INterpolating Empirical Orthogonal Functions (DINEOF) algorithm for determination of missing values in a spatio-temporal dataset is presented. Compared with the ordinary DINEOF algorithm, the iterative reconstruction procedure until convergence based on every fixed EOF to determine the optimal EOF mode is not necessary and the convergence criterion is only reached once in the improved DINEOF algorithm. Moreover, in the ordinary DINEOF algorithm, after optimal EOF mode determination, the initial matrix with missing data will be iteratively reconstructed based on the optimal EOF mode until the reconstruction is convergent. However, the optimal EOF mode may be not the best EOF for some reconstructed matrices generated in the intermediate steps. Hence, instead of using asingle EOF to fill in the missing data, in the improved algorithm, the optimal EOFs for reconstruction are variable (because the optimal EOFs are variable, the improved algorithm is called VE-DINEOF algorithm in this study). To validate the accuracy of the VE-DINEOF algorithm, a sea surface temperature (SST) data set is reconstructed by using the DINEOF, I-DINEOF (proposed in 2015) and VE-DINEOF algorithms. Four parameters (Pearson correlation coefficient, signal-to-noise ratio, root-mean-square error, and mean absolute difference) are used as a measure of reconstructed accuracy. Compared with the DINEOF and I-DINEOF algorithms, the VE-DINEOF algorithm can significantly enhance the accuracy of reconstruction and shorten the computational time.

A distributed predictive control approach for periodic flow-based networks: application to drinking water systems

NASA Astrophysics Data System (ADS)

Grosso, Juan M.; Ocampo-Martinez, Carlos; Puig, Vicenç

2017-10-01

This paper proposes a distributed model predictive control approach designed to work in a cooperative manner for controlling flow-based networks showing periodic behaviours. Under this distributed approach, local controllers cooperate in order to enhance the performance of the whole flow network avoiding the use of a coordination layer. Alternatively, controllers use both the monolithic model of the network and the given global cost function to optimise the control inputs of the local controllers but taking into account the effect of their decisions over the remainder subsystems conforming the entire network. In this sense, a global (all-to-all) communication strategy is considered. Although the Pareto optimality cannot be reached due to the existence of non-sparse coupling constraints, the asymptotic convergence to a Nash equilibrium is guaranteed. The resultant strategy is tested and its effectiveness is shown when applied to a large-scale complex flow-based network: the Barcelona drinking water supply system.

Optimally growing boundary layer disturbances in a convergent nozzle preceded by a circular pipe

NASA Astrophysics Data System (ADS)

Uzun, Ali; Davis, Timothy B.; Alvi, Farrukh S.; Hussaini, M. Yousuff

2017-06-01

We report the findings from a theoretical analysis of optimally growing disturbances in an initially turbulent boundary layer. The motivation behind this study originates from the desire to generate organized structures in an initially turbulent boundary layer via excitation by disturbances that are tailored to be preferentially amplified. Such optimally growing disturbances are of interest for implementation in an active flow control strategy that is investigated for effective jet noise control. Details of the optimal perturbation theory implemented in this study are discussed. The relevant stability equations are derived using both the standard decomposition and the triple decomposition. The chosen test case geometry contains a convergent nozzle, which generates a Mach 0.9 round jet, preceded by a circular pipe. Optimally growing disturbances are introduced at various stations within the circular pipe section to facilitate disturbance energy amplification upstream of the favorable pressure gradient zone within the convergent nozzle, which has a stabilizing effect on disturbance growth. Effects of temporal frequency, disturbance input and output plane locations as well as separation distance between output and input planes are investigated. The results indicate that optimally growing disturbances appear in the form of longitudinal counter-rotating vortex pairs, whose size can be on the order of several times the input plane mean boundary layer thickness. The azimuthal wavenumber, which represents the number of counter-rotating vortex pairs, is found to generally decrease with increasing separation distance. Compared to the standard decomposition, the triple decomposition analysis generally predicts relatively lower azimuthal wavenumbers and significantly reduced energy amplification ratios for the optimal disturbances.

Simulation study of entropy production in the one-dimensional Vlasov system

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

Dai, Zongliang, E-mail: liangliang1223@gmail.com; Wang, Shaojie

2016-07-15

The coarse-grain averaged distribution function of the one-dimensional Vlasov system is obtained by numerical simulation. The entropy productions in cases of the random field, the linear Landau damping, and the bump-on-tail instability are computed with the coarse-grain averaged distribution function. The computed entropy production is converged with increasing length of coarse-grain average. When the distribution function differs slightly from a Maxwellian distribution, the converged value agrees with the result computed by using the definition of thermodynamic entropy. The length of the coarse-grain average to compute the coarse-grain averaged distribution function is discussed.

Low-Thrust Trajectory Optimization with Simplified SQP Algorithm

NASA Technical Reports Server (NTRS)

Parrish, Nathan L.; Scheeres, Daniel J.

2017-01-01

The problem of low-thrust trajectory optimization in highly perturbed dynamics is a stressing case for many optimization tools. Highly nonlinear dynamics and continuous thrust are each, separately, non-trivial problems in the field of optimal control, and when combined, the problem is even more difficult. This paper de-scribes a fast, robust method to design a trajectory in the CRTBP (circular restricted three body problem), beginning with no or very little knowledge of the system. The approach is inspired by the SQP (sequential quadratic programming) algorithm, in which a general nonlinear programming problem is solved via a sequence of quadratic problems. A few key simplifications make the algorithm presented fast and robust to initial guess: a quadratic cost function, neglecting the line search step when the solution is known to be far away, judicious use of end-point constraints, and mesh refinement on multiple shooting with fixed-step integration.In comparison to the traditional approach of plugging the problem into a “black-box” NLP solver, the methods shown converge even when given no knowledge of the solution at all. It was found that the only piece of information that the user needs to provide is a rough guess for the time of flight, as the transfer time guess will dictate which set of local solutions the algorithm could converge on. This robustness to initial guess is a compelling feature, as three-body orbit transfers are challenging to design with intuition alone. Of course, if a high-quality initial guess is available, the methods shown are still valid.We have shown that endpoints can be efficiently constrained to lie on 3-body repeating orbits, and that time of flight can be optimized as well. When optimizing the endpoints, we must make a trade between converging quickly on sub-optimal endpoints or converging more slowly on end-points that are arbitrarily close to optimal. It is easy for the mission design engineer to adjust this trade based on the problem at hand.The biggest limitation to the algorithm at this point is that multi-revolution transfers (greater than 2 revolutions) do not work nearly as well. This restriction comes in because the relationship between node 1 and node N becomes increasingly nonlinear as the angular distance grows. Trans-fers with more than about 1.5 complete revolutions generally require the line search to improve convergence. Future work includes: Comparison of this algorithm with other established tools; improvements to how multiple-revolution transfers are handled; parallelization of the Jacobian computation; in-creased efficiency for the line search; and optimization of many more trajectories between a variety of 3-body orbits.

Fast Marching Tree: a Fast Marching Sampling-Based Method for Optimal Motion Planning in Many Dimensions*

PubMed Central

Janson, Lucas; Schmerling, Edward; Clark, Ashley; Pavone, Marco

2015-01-01

In this paper we present a novel probabilistic sampling-based motion planning algorithm called the Fast Marching Tree algorithm (FMT*). The algorithm is specifically aimed at solving complex motion planning problems in high-dimensional configuration spaces. This algorithm is proven to be asymptotically optimal and is shown to converge to an optimal solution faster than its state-of-the-art counterparts, chiefly PRM* and RRT*. The FMT* algorithm performs a “lazy” dynamic programming recursion on a predetermined number of probabilistically-drawn samples to grow a tree of paths, which moves steadily outward in cost-to-arrive space. As such, this algorithm combines features of both single-query algorithms (chiefly RRT) and multiple-query algorithms (chiefly PRM), and is reminiscent of the Fast Marching Method for the solution of Eikonal equations. As a departure from previous analysis approaches that are based on the notion of almost sure convergence, the FMT* algorithm is analyzed under the notion of convergence in probability: the extra mathematical flexibility of this approach allows for convergence rate bounds—the first in the field of optimal sampling-based motion planning. Specifically, for a certain selection of tuning parameters and configuration spaces, we obtain a convergence rate bound of order O(n−1/d+ρ), where n is the number of sampled points, d is the dimension of the configuration space, and ρ is an arbitrarily small constant. We go on to demonstrate asymptotic optimality for a number of variations on FMT*, namely when the configuration space is sampled non-uniformly, when the cost is not arc length, and when connections are made based on the number of nearest neighbors instead of a fixed connection radius. Numerical experiments over a range of dimensions and obstacle configurations confirm our the-oretical and heuristic arguments by showing that FMT*, for a given execution time, returns substantially better solutions than either PRM* or RRT*, especially in high-dimensional configuration spaces and in scenarios where collision-checking is expensive. PMID:27003958

Uncertainty reduction in intensity modulated proton therapy by inverse Monte Carlo treatment planning

NASA Astrophysics Data System (ADS)

Morávek, Zdenek; Rickhey, Mark; Hartmann, Matthias; Bogner, Ludwig

2009-08-01

Treatment plans for intensity-modulated proton therapy may be sensitive to some sources of uncertainty. One source is correlated with approximations of the algorithms applied in the treatment planning system and another one depends on how robust the optimization is with regard to intra-fractional tissue movements. The irradiated dose distribution may substantially deteriorate from the planning when systematic errors occur in the dose algorithm. This can influence proton ranges and lead to improper modeling of the Braggpeak degradation in heterogeneous structures or particle scatter or the nuclear interaction part. Additionally, systematic errors influence the optimization process, which leads to the convergence error. Uncertainties with regard to organ movements are related to the robustness of a chosen beam setup to tissue movements on irradiation. We present the inverse Monte Carlo treatment planning system IKO for protons (IKO-P), which tries to minimize the errors described above to a large extent. Additionally, robust planning is introduced by beam angle optimization according to an objective function penalizing paths representing strongly longitudinal and transversal tissue heterogeneities. The same score function is applied to optimize spot planning by the selection of a robust choice of spots. As spots can be positioned on different energy grids or on geometric grids with different space filling factors, a variety of grids were used to investigate the influence on the spot-weight distribution as a result of optimization. A tighter distribution of spot weights was assumed to result in a more robust plan with respect to movements. IKO-P is described in detail and demonstrated on a test case and a lung cancer case as well. Different options of spot planning and grid types are evaluated, yielding a superior plan quality with dose delivery to the spots from all beam directions over optimized beam directions. This option shows a tighter spot-weight distribution and should therefore be less sensitive to movements compared to optimized directions. But accepting a slight loss in plan quality, the latter choice could potentially improve robustness even further by accepting only spots from the most proper direction. The choice of a geometric grid instead of an energy grid for spot positioning has only a minor influence on the plan quality, at least for the investigated lung case.

Two Topics in Data Analysis: Sample-based Optimal Transport and Analysis of Turbulent Spectra from Ship Track Data

NASA Astrophysics Data System (ADS)

Kuang, Simeng Max

This thesis contains two topics in data analysis. The first topic consists of the introduction of algorithms for sample-based optimal transport and barycenter problems. In chapter 1, a family of algorithms is introduced to solve both the L2 optimal transport problem and the Wasserstein barycenter problem. Starting from a theoretical perspective, the new algorithms are motivated from a key characterization of the barycenter measure, which suggests an update that reduces the total transportation cost and stops only when the barycenter is reached. A series of general theorems is given to prove the convergence of all the algorithms. We then extend the algorithms to solve sample-based optimal transport and barycenter problems, in which only finite sample sets are available instead of underlying probability distributions. A unique feature of the new approach is that it compares sample sets in terms of the expected values of a set of feature functions, which at the same time induce the function space of optimal maps and can be chosen by users to incorporate their prior knowledge of the data. All the algorithms are implemented and applied to various synthetic example and practical applications. On synthetic examples it is found that both the SOT algorithm and the SCB algorithm are able to find the true solution and often converge in a handful of iterations. On more challenging applications including Gaussian mixture models, color transfer and shape transform problems, the algorithms give very good results throughout despite the very different nature of the corresponding datasets. In chapter 2, a preconditioning procedure is developed for the L2 and more general optimal transport problems. The procedure is based on a family of affine map pairs, which transforms the original measures into two new measures that are closer to each other, while preserving the optimality of solutions. It is proved that the preconditioning procedure minimizes the remaining transportation cost among all admissible affine maps. The procedure can be used on both continuous measures and finite sample sets from distributions. In numerical examples, the procedure is applied to multivariate normal distributions, to a two-dimensional shape transform problem and to color transfer problems. For the second topic, we present an extension to anisotropic flows of the recently developed Helmholtz and wave-vortex decomposition method for one-dimensional spectra measured along ship or aircraft tracks in Buhler et al. (J. Fluid Mech., vol. 756, 2014, pp. 1007-1026). While in the original method the flow was assumed to be homogeneous and isotropic in the horizontal plane, we allow the flow to have a simple kind of horizontal anisotropy that is chosen in a self-consistent manner and can be deduced from the one-dimensional power spectra of the horizontal velocity fields and their cross-correlation. The key result is that an exact and robust Helmholtz decomposition of the horizontal kinetic energy spectrum can be achieved in this anisotropic flow setting, which then also allows the subsequent wave-vortex decomposition step. The new method is developed theoretically and tested with encouraging results on challenging synthetic data as well as on ocean data from the Gulf Stream.

A PDE Sensitivity Equation Method for Optimal Aerodynamic Design

NASA Technical Reports Server (NTRS)

Borggaard, Jeff; Burns, John

1996-01-01

The use of gradient based optimization algorithms in inverse design is well established as a practical approach to aerodynamic design. A typical procedure uses a simulation scheme to evaluate the objective function (from the approximate states) and its gradient, then passes this information to an optimization algorithm. Once the simulation scheme (CFD flow solver) has been selected and used to provide approximate function evaluations, there are several possible approaches to the problem of computing gradients. One popular method is to differentiate the simulation scheme and compute design sensitivities that are then used to obtain gradients. Although this black-box approach has many advantages in shape optimization problems, one must compute mesh sensitivities in order to compute the design sensitivity. In this paper, we present an alternative approach using the PDE sensitivity equation to develop algorithms for computing gradients. This approach has the advantage that mesh sensitivities need not be computed. Moreover, when it is possible to use the CFD scheme for both the forward problem and the sensitivity equation, then there are computational advantages. An apparent disadvantage of this approach is that it does not always produce consistent derivatives. However, for a proper combination of discretization schemes, one can show asymptotic consistency under mesh refinement, which is often sufficient to guarantee convergence of the optimal design algorithm. In particular, we show that when asymptotically consistent schemes are combined with a trust-region optimization algorithm, the resulting optimal design method converges. We denote this approach as the sensitivity equation method. The sensitivity equation method is presented, convergence results are given and the approach is illustrated on two optimal design problems involving shocks.

Welfare Impact of Virtual Trading on Wholesale Electricity Markets

NASA Astrophysics Data System (ADS)

Giraldo, Juan S.

Virtual bidding has become a standard feature of multi-settlement wholesale electricity markets in the United States. Virtual bids are financial instruments that allow market participants to take financial positions in the Day-Ahead (DA) market that are automatically reversed/closed in the Real-Time (RT) market. Most U.S. wholesale electricity markets only have two types of virtual bids: a decrement bid (DEC), which is virtual load, and an increment offer (INC), which is virtual generation. In theory, financial participants create benefits by seeking out profitable bidding opportunities through arbitrage or speculation. Benefits have been argued to take the form of increased competition, price convergence, increased market liquidity, and a more efficient dispatch of generation resources. Studies have found that price convergence between the DA and RT markets improved following the introduction of virtual bidding into wholesale electricity markets. The improvement in price convergence was taken as evidence that market efficiency had increased and many of the theoretical benefits realized. Persistent price differences between the DA and RT markets have led to calls to further expand virtual bidding as a means to address remaining market inefficiencies. However, the argument that price convergence is beneficial is extrapolated from the study of commodity and financial markets and the role of futures for increasing market efficiency in that context. This viewpoint largely ignores details that differentiate wholesale electricity markets from other commodity markets. This dissertation advances the understanding of virtual bidding by evaluating the impact of virtual bidding based on the standard definition of economic efficiency which is social welfare. In addition, an examination of the impacts of another type of virtual bid, up-to-congestion (UTC) transactions is presented. This virtual product significantly increased virtual bidding activity in the PJM interconnection market since it became available to be used by financial traders in September 2010. Stylized models are used to determine the optimal bidding strategy for the different virtual bids under different scenarios. The welfare analysis shows that the main impact of virtual bidding is surplus reallocation and that the impact on market efficiency is small by comparison. The market structure is such that it is more likely to see surplus transfers from consumers to producers. The results also show that outcomes with greater price convergence as a result of virtual bidding activity were not necessarily more efficient, nor do they always correct surplus distribution distortions that result from bias in the DA expectation of RT load. Compared to INCs and DECs, the UTC analysis showed that UTCs do not have the same self-corrective incentives towards price convergence and are less likely to lead to nodal price convergence or correct for surplus distribution distortions caused by uncertainty and bias in the DA expectation of RT load. Additionally, the analysis showed that UTCs allow financial traders to engage in low risk high volume trading strategies that, while profitable, may have little to no impact on price convergence or market efficiency.

Human-in-the-loop Bayesian optimization of wearable device parameters

PubMed Central

Malcolm, Philippe; Speeckaert, Jozefien; Siviy, Christoper J.; Walsh, Conor J.; Kuindersma, Scott

2017-01-01

The increasing capabilities of exoskeletons and powered prosthetics for walking assistance have paved the way for more sophisticated and individualized control strategies. In response to this opportunity, recent work on human-in-the-loop optimization has considered the problem of automatically tuning control parameters based on realtime physiological measurements. However, the common use of metabolic cost as a performance metric creates significant experimental challenges due to its long measurement times and low signal-to-noise ratio. We evaluate the use of Bayesian optimization—a family of sample-efficient, noise-tolerant, and global optimization methods—for quickly identifying near-optimal control parameters. To manage experimental complexity and provide comparisons against related work, we consider the task of minimizing metabolic cost by optimizing walking step frequencies in unaided human subjects. Compared to an existing approach based on gradient descent, Bayesian optimization identified a near-optimal step frequency with a faster time to convergence (12 minutes, p < 0.01), smaller inter-subject variability in convergence time (± 2 minutes, p < 0.01), and lower overall energy expenditure (p < 0.01). PMID:28926613

Numerical modeling and optimization of the Iguassu gas centrifuge

NASA Astrophysics Data System (ADS)

Bogovalov, S. V.; Borman, V. D.; Borisevich, V. D.; Tronin, V. N.; Tronin, I. V.

2017-07-01

The full procedure of the numerical calculation of the optimized parameters of the Iguassu gas centrifuge (GC) is under discussion. The procedure consists of a few steps. On the first step the problem of a hydrodynamical flow of the gas in the rotating rotor of the GC is solved numerically. On the second step the problem of diffusion of the binary mixture of isotopes is solved. The separation power of the gas centrifuge is calculated after that. On the last step the time consuming procedure of optimization of the GC is performed providing us the maximum of the separation power. The optimization is based on the BOBYQA method exploring the results of numerical simulations of the hydrodynamics and diffusion of the mixture of isotopes. Fast convergence of calculations is achieved due to exploring of a direct solver at the solution of the hydrodynamical and diffusion parts of the problem. Optimized separative power and optimal internal parameters of the Iguassu GC with 1 m rotor were calculated using the developed approach. Optimization procedure converges in 45 iterations taking 811 minutes.

Optimization methods and silicon solar cell numerical models

NASA Technical Reports Server (NTRS)

Girardini, K.; Jacobsen, S. E.

1986-01-01

An optimization algorithm for use with numerical silicon solar cell models was developed. By coupling an optimization algorithm with a solar cell model, it is possible to simultaneously vary design variables such as impurity concentrations, front junction depth, back junction depth, and cell thickness to maximize the predicted cell efficiency. An optimization algorithm was developed and interfaced with the Solar Cell Analysis Program in 1 Dimension (SCAP1D). SCAP1D uses finite difference methods to solve the differential equations which, along with several relations from the physics of semiconductors, describe mathematically the performance of a solar cell. A major obstacle is that the numerical methods used in SCAP1D require a significant amount of computer time, and during an optimization the model is called iteratively until the design variables converge to the values associated with the maximum efficiency. This problem was alleviated by designing an optimization code specifically for use with numerically intensive simulations, to reduce the number of times the efficiency has to be calculated to achieve convergence to the optimal solution.

Particle Swarm Optimization with Double Learning Patterns.

PubMed

Shen, Yuanxia; Wei, Linna; Zeng, Chuanhua; Chen, Jian

2016-01-01

Particle Swarm Optimization (PSO) is an effective tool in solving optimization problems. However, PSO usually suffers from the premature convergence due to the quick losing of the swarm diversity. In this paper, we first analyze the motion behavior of the swarm based on the probability characteristic of learning parameters. Then a PSO with double learning patterns (PSO-DLP) is developed, which employs the master swarm and the slave swarm with different learning patterns to achieve a trade-off between the convergence speed and the swarm diversity. The particles in the master swarm and the slave swarm are encouraged to explore search for keeping the swarm diversity and to learn from the global best particle for refining a promising solution, respectively. When the evolutionary states of two swarms interact, an interaction mechanism is enabled. This mechanism can help the slave swarm in jumping out of the local optima and improve the convergence precision of the master swarm. The proposed PSO-DLP is evaluated on 20 benchmark functions, including rotated multimodal and complex shifted problems. The simulation results and statistical analysis show that PSO-DLP obtains a promising performance and outperforms eight PSO variants.

Adaptive Control Parameters for Dispersal of Multi-Agent Mobile Ad Hoc Network (MANET) Swarms

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

Kurt Derr; Milos Manic

A mobile ad hoc network is a collection of independent nodes that communicate wirelessly with one another. This paper investigates nodes that are swarm robots with communications and sensing capabilities. Each robot in the swarm may operate in a distributed and decentralized manner to achieve some goal. This paper presents a novel approach to dynamically adapting control parameters to achieve mesh configuration stability. The presented approach to robot interaction is based on spring force laws (attraction and repulsion laws) to create near-optimal mesh like configurations. In prior work, we presented the extended virtual spring mesh (EVSM) algorithm for the dispersionmore » of robot swarms. This paper extends the EVSM framework by providing the first known study on the effects of adaptive versus static control parameters on robot swarm stability. The EVSM algorithm provides the following novelties: 1) improved performance with adaptive control parameters and 2) accelerated convergence with high formation effectiveness. Simulation results show that 120 robots reach convergence using adaptive control parameters more than twice as fast as with static control parameters in a multiple obstacle environment.« less

Optimal Budget Allocation for Sample Average Approximation

DTIC Science & Technology

2011-06-01

an optimization algorithm applied to the sample average problem. We examine the convergence rate of the estimator as the computing budget tends to...regime for the optimization algorithm . 1 Introduction Sample average approximation (SAA) is a frequently used approach to solving stochastic programs...appealing due to its simplicity and the fact that a large number of standard optimization algorithms are often available to optimize the resulting sample

Optical network unit placement in Fiber-Wireless (FiWi) access network by Moth-Flame optimization algorithm

NASA Astrophysics Data System (ADS)

Singh, Puja; Prakash, Shashi

2017-07-01

Hybrid wireless-optical broadband access network (WOBAN) or Fiber-Wireless (FiWi) is the integration of wireless access network and optical network. This hybrid multi-domain network adopts the advantages of wireless and optical domains and serves the demand of technology savvy users. FiWi exhibits the properties of cost effectiveness, robustness, flexibility, high capacity, reliability and is self organized. Optical Network Unit (ONU) placement problem in FiWi contributes in simplifying the network design and enhances the performance in terms of cost efficiency and increased throughput. Several individual-based algorithms, such as Simulated Annealing (SA), Tabu Search, etc. have been suggested for ONU placement, but these algorithms suffer from premature convergence (trapping in a local optima). The present research work undertakes the deployment of FiWi and proposes a novel nature-inspired heuristic paradigm called Moth-Flame optimization (MFO) algorithm for multiple optical network units' placement. MFO is a population based algorithm. Population-based algorithms are better in handling local optima avoidance. The simulation results are compared with the existing Greedy and Simulated Annealing algorithms to optimize the position of ONUs. To the best of our knowledge, MFO algorithm has been used for the first time in this domain, moreover it has been able to provide very promising and competitive results. The performance of MFO algorithm has been analyzed by varying the 'b' parameter. MFO algorithm results in faster convergence than the existing strategies of Greedy and SA and returns a lower value of overall cost function. The results exhibit the dependence of the objective function on the distribution of wireless users also.

Self-emergence of Lexicon Consensus in a Population of Autonomous Agents by Means of Evolutionary Strategies

NASA Astrophysics Data System (ADS)

Maravall, Darío; de Lope, Javier; Domínguez, Raúl

In Multi-agent systems, the study of language and communication is an active field of research. In this paper we present the application of evolutionary strategies to the self-emergence of a common lexicon in a population of agents. By modeling the vocabulary or lexicon of each agent as an association matrix or look-up table that maps the meanings (i.e. the objects encountered by the agents or the states of the environment itself) into symbols or signals we check whether it is possible for the population to converge in an autonomous, decentralized way to a common lexicon, so that the communication efficiency of the entire population is optimal. We have conducted several experiments, from the simplest case of a 2×2 association matrix (i.e. two meanings and two symbols) to a 3×3 lexicon case and in both cases we have attained convergence to the optimal communication system by means of evolutionary strategies. To analyze the convergence of the population of agents we have defined the population's consensus when all the agents (i.e. the 100% of the population) share the same association matrix or lexicon. As a general conclusion we have shown that evolutionary strategies are powerful enough optimizers to guarantee the convergence to lexicon consensus in a population of autonomous agents.

Set Convergences In Nonlinear Analysis and Optimization (Abstracts) (Convergences en Analyse Multivoque et Unilaterale (Resumes de Conferences),

DTIC Science & Technology

1992-06-01

Anal. Appl. 102 (1984), 399-414. 43 On B-subgradients and applications Alejandro Jofre Departamento de Ingenieria Matemrtica, Universidad de Chile...Universitd de Provence51)2S Catania Italic 3, place Victor Hugo 13331 Marseille Cedex Steve Robinson Michel Th~raDepartment of Industrial Engineering

Identifying Synergies in Multilevel Interventions: The Convergence Strategy

ERIC Educational Resources Information Center

Lewis, Megan A.; Fitzgerald, Tania M.; Zulkiewicz, Brittany; Peinado, Susana; Williams, Pamela A.

2017-01-01

Social ecological models of health often describe multiple levels of influence that interact to influence health. However, it is still common for interventions to target only one or two of these levels, perhaps owing in part to a lack of guidance on how to design multilevel interventions to achieve optimal impact. The convergence strategy…

Electrode Coverage Optimization for Piezoelectric Energy Harvesting from Tip Excitation

PubMed Central

Chen, Guangzhu; Bai, Nan

2018-01-01

Piezoelectric energy harvesting using cantilever-type structures has been extensively investigated due to its potential application in providing power supplies for wireless sensor networks, but the low output power has been a bottleneck for its further commercialization. To improve the power conversion capability, a piezoelectric beam with different electrode coverage ratios is studied theoretically and experimentally in this paper. A distributed-parameter theoretical model is established for a bimorph piezoelectric beam with the consideration of the electrode coverage area. The impact of the electrode coverage on the capacitance, the output power and the optimal load resistance are analyzed, showing that the piezoelectric beam has the best performance with an electrode coverage of 66.1%. An experimental study was then carried out to validate the theoretical results using a piezoelectric beam fabricated with segmented electrodes. The experimental results fit well with the theoretical model. A 12% improvement on the Root-Mean-Square (RMS) output power was achieved with the optimized electrode converge ratio (66.1%). This work provides a simple approach to utilizing piezoelectric beams in a more efficient way. PMID:29518934

Novel probabilistic and distributed algorithms for guidance, control, and nonlinear estimation of large-scale multi-agent systems

NASA Astrophysics Data System (ADS)

Bandyopadhyay, Saptarshi

Multi-agent systems are widely used for constructing a desired formation shape, exploring an area, surveillance, coverage, and other cooperative tasks. This dissertation introduces novel algorithms in the three main areas of shape formation, distributed estimation, and attitude control of large-scale multi-agent systems. In the first part of this dissertation, we address the problem of shape formation for thousands to millions of agents. Here, we present two novel algorithms for guiding a large-scale swarm of robotic systems into a desired formation shape in a distributed and scalable manner. These probabilistic swarm guidance algorithms adopt an Eulerian framework, where the physical space is partitioned into bins and the swarm's density distribution over each bin is controlled using tunable Markov chains. In the first algorithm - Probabilistic Swarm Guidance using Inhomogeneous Markov Chains (PSG-IMC) - each agent determines its bin transition probabilities using a time-inhomogeneous Markov chain that is constructed in real-time using feedback from the current swarm distribution. This PSG-IMC algorithm minimizes the expected cost of the transitions required to achieve and maintain the desired formation shape, even when agents are added to or removed from the swarm. The algorithm scales well with a large number of agents and complex formation shapes, and can also be adapted for area exploration applications. In the second algorithm - Probabilistic Swarm Guidance using Optimal Transport (PSG-OT) - each agent determines its bin transition probabilities by solving an optimal transport problem, which is recast as a linear program. In the presence of perfect feedback of the current swarm distribution, this algorithm minimizes the given cost function, guarantees faster convergence, reduces the number of transitions for achieving the desired formation, and is robust to disturbances or damages to the formation. We demonstrate the effectiveness of these two proposed swarm guidance algorithms using results from numerical simulations and closed-loop hardware experiments on multiple quadrotors. In the second part of this dissertation, we present two novel discrete-time algorithms for distributed estimation, which track a single target using a network of heterogeneous sensing agents. The Distributed Bayesian Filtering (DBF) algorithm, the sensing agents combine their normalized likelihood functions using the logarithmic opinion pool and the discrete-time dynamic average consensus algorithm. Each agent's estimated likelihood function converges to an error ball centered on the joint likelihood function of the centralized multi-sensor Bayesian filtering algorithm. Using a new proof technique, the convergence, stability, and robustness properties of the DBF algorithm are rigorously characterized. The explicit bounds on the time step of the robust DBF algorithm are shown to depend on the time-scale of the target dynamics. Furthermore, the DBF algorithm for linear-Gaussian models can be cast into a modified form of the Kalman information filter. In the Bayesian Consensus Filtering (BCF) algorithm, the agents combine their estimated posterior pdfs multiple times within each time step using the logarithmic opinion pool scheme. Thus, each agent's consensual pdf minimizes the sum of Kullback-Leibler divergences with the local posterior pdfs. The performance and robust properties of these algorithms are validated using numerical simulations. In the third part of this dissertation, we present an attitude control strategy and a new nonlinear tracking controller for a spacecraft carrying a large object, such as an asteroid or a boulder. If the captured object is larger or comparable in size to the spacecraft and has significant modeling uncertainties, conventional nonlinear control laws that use exact feed-forward cancellation are not suitable because they exhibit a large resultant disturbance torque. The proposed nonlinear tracking control law guarantees global exponential convergence of tracking errors with finite-gain Lp stability in the presence of modeling uncertainties and disturbances, and reduces the resultant disturbance torque. Further, this control law permits the use of any attitude representation and its integral control formulation eliminates any constant disturbance. Under small uncertainties, the best strategy for stabilizing the combined system is to track a fuel-optimal reference trajectory using this nonlinear control law, because it consumes the least amount of fuel. In the presence of large uncertainties, the most effective strategy is to track the derivative plus proportional-derivative based reference trajectory, because it reduces the resultant disturbance torque. The effectiveness of the proposed attitude control law is demonstrated by using results of numerical simulation based on an Asteroid Redirect Mission concept. The new algorithms proposed in this dissertation will facilitate the development of versatile autonomous multi-agent systems that are capable of performing a variety of complex tasks in a robust and scalable manner.

Application of Contraction Mappings to the Control of Nonlinear Systems. Ph.D. Thesis

NASA Technical Reports Server (NTRS)

Killingsworth, W. R., Jr.

1972-01-01

The theoretical and applied aspects of successive approximation techniques are considered for the determination of controls for nonlinear dynamical systems. Particular emphasis is placed upon the methods of contraction mappings and modified contraction mappings. It is shown that application of the Pontryagin principle to the optimal nonlinear regulator problem results in necessary conditions for optimality in the form of a two point boundary value problem (TPBVP). The TPBVP is represented by an operator equation and functional analytic results on the iterative solution of operator equations are applied. The general convergence theorems are translated and applied to those operators arising from the optimal regulation of nonlinear systems. It is shown that simply structured matrices and similarity transformations may be used to facilitate the calculation of the matrix Green functions and the evaluation of the convergence criteria. A controllability theory based on the integral representation of TPBVP's, the implicit function theorem, and contraction mappings is developed for nonlinear dynamical systems. Contraction mappings are theoretically and practically applied to a nonlinear control problem with bounded input control and the Lipschitz norm is used to prove convergence for the nondifferentiable operator. A dynamic model representing community drug usage is developed and the contraction mappings method is used to study the optimal regulation of the nonlinear system.

Optimal solutions for a bio mathematical model for the evolution of smoking habit

NASA Astrophysics Data System (ADS)

Sikander, Waseem; Khan, Umar; Ahmed, Naveed; Mohyud-Din, Syed Tauseef

In this study, we apply Variation of Parameter Method (VPM) coupled with an auxiliary parameter to obtain the approximate solutions for the epidemic model for the evolution of smoking habit in a constant population. Convergence of the developed algorithm, namely VPM with an auxiliary parameter is studied. Furthermore, a simple way is considered for obtaining an optimal value of auxiliary parameter via minimizing the total residual error over the domain of problem. Comparison of the obtained results with standard VPM shows that an auxiliary parameter is very feasible and reliable in controlling the convergence of approximate solutions.

Hybrid simulated annealing and its application to optimization of hidden Markov models for visual speech recognition.

PubMed

Lee, Jong-Seok; Park, Cheol Hoon

2010-08-01

We propose a novel stochastic optimization algorithm, hybrid simulated annealing (SA), to train hidden Markov models (HMMs) for visual speech recognition. In our algorithm, SA is combined with a local optimization operator that substitutes a better solution for the current one to improve the convergence speed and the quality of solutions. We mathematically prove that the sequence of the objective values converges in probability to the global optimum in the algorithm. The algorithm is applied to train HMMs that are used as visual speech recognizers. While the popular training method of HMMs, the expectation-maximization algorithm, achieves only local optima in the parameter space, the proposed method can perform global optimization of the parameters of HMMs and thereby obtain solutions yielding improved recognition performance. The superiority of the proposed algorithm to the conventional ones is demonstrated via isolated word recognition experiments.

Efficient Multi-Stage Time Marching for Viscous Flows via Local Preconditioning

NASA Technical Reports Server (NTRS)

Kleb, William L.; Wood, William A.; vanLeer, Bram

1999-01-01

A new method has been developed to accelerate the convergence of explicit time-marching, laminar, Navier-Stokes codes through the combination of local preconditioning and multi-stage time marching optimization. Local preconditioning is a technique to modify the time-dependent equations so that all information moves or decays at nearly the same rate, thus relieving the stiffness for a system of equations. Multi-stage time marching can be optimized by modifying its coefficients to account for the presence of viscous terms, allowing larger time steps. We show it is possible to optimize the time marching scheme for a wide range of cell Reynolds numbers for the scalar advection-diffusion equation, and local preconditioning allows this optimization to be applied to the Navier-Stokes equations. Convergence acceleration of the new method is demonstrated through numerical experiments with circular advection and laminar boundary-layer flow over a flat plate.

Self-deployable mobile sensor networks for on-demand surveillance

NASA Astrophysics Data System (ADS)

Miao, Lidan; Qi, Hairong; Wang, Feiyi

2005-05-01

This paper studies two interconnected problems in mobile sensor network deployment, the optimal placement of heterogeneous mobile sensor platforms for cost-efficient and reliable coverage purposes, and the self-organizable deployment. We first develop an optimal placement algorithm based on a "mosaicked technology" such that different types of mobile sensors form a mosaicked pattern uniquely determined by the popularity of different types of sensor nodes. The initial state is assumed to be random. In order to converge to the optimal state, we investigate the swarm intelligence (SI)-based sensor movement strategy, through which the randomly deployed sensors can self-organize themselves to reach the optimal placement state. The proposed algorithm is compared with the random movement and the centralized method using performance metrics such as network coverage, convergence time, and energy consumption. Simulation results are presented to demonstrate the effectiveness of the mosaic placement and the SI-based movement.

Optimization of Stereo Matching in 3D Reconstruction Based on Binocular Vision

NASA Astrophysics Data System (ADS)

Gai, Qiyang

2018-01-01

Stereo matching is one of the key steps of 3D reconstruction based on binocular vision. In order to improve the convergence speed and accuracy in 3D reconstruction based on binocular vision, this paper adopts the combination method of polar constraint and ant colony algorithm. By using the line constraint to reduce the search range, an ant colony algorithm is used to optimize the stereo matching feature search function in the proposed search range. Through the establishment of the stereo matching optimization process analysis model of ant colony algorithm, the global optimization solution of stereo matching in 3D reconstruction based on binocular vision system is realized. The simulation results show that by the combining the advantage of polar constraint and ant colony algorithm, the stereo matching range of 3D reconstruction based on binocular vision is simplified, and the convergence speed and accuracy of this stereo matching process are improved.

Decentralized Quasi-Newton Methods

NASA Astrophysics Data System (ADS)

Eisen, Mark; Mokhtari, Aryan; Ribeiro, Alejandro

2017-05-01

We introduce the decentralized Broyden-Fletcher-Goldfarb-Shanno (D-BFGS) method as a variation of the BFGS quasi-Newton method for solving decentralized optimization problems. The D-BFGS method is of interest in problems that are not well conditioned, making first order decentralized methods ineffective, and in which second order information is not readily available, making second order decentralized methods impossible. D-BFGS is a fully distributed algorithm in which nodes approximate curvature information of themselves and their neighbors through the satisfaction of a secant condition. We additionally provide a formulation of the algorithm in asynchronous settings. Convergence of D-BFGS is established formally in both the synchronous and asynchronous settings and strong performance advantages relative to first order methods are shown numerically.

Improving Vector Evaluated Particle Swarm Optimisation Using Multiple Nondominated Leaders

PubMed Central

Lim, Kian Sheng; Buyamin, Salinda; Ahmad, Anita; Shapiai, Mohd Ibrahim; Naim, Faradila; Mubin, Marizan; Kim, Dong Hwa

2014-01-01

The vector evaluated particle swarm optimisation (VEPSO) algorithm was previously improved by incorporating nondominated solutions for solving multiobjective optimisation problems. However, the obtained solutions did not converge close to the Pareto front and also did not distribute evenly over the Pareto front. Therefore, in this study, the concept of multiple nondominated leaders is incorporated to further improve the VEPSO algorithm. Hence, multiple nondominated solutions that are best at a respective objective function are used to guide particles in finding optimal solutions. The improved VEPSO is measured by the number of nondominated solutions found, generational distance, spread, and hypervolume. The results from the conducted experiments show that the proposed VEPSO significantly improved the existing VEPSO algorithms. PMID:24883386

Deformed exponentials and portfolio selection

NASA Astrophysics Data System (ADS)

Rodrigues, Ana Flávia P.; Guerreiro, Igor M.; Cavalcante, Charles Casimiro

In this paper, we present a method for portfolio selection based on the consideration on deformed exponentials in order to generalize the methods based on the gaussianity of the returns in portfolio, such as the Markowitz model. The proposed method generalizes the idea of optimizing mean-variance and mean-divergence models and allows a more accurate behavior for situations where heavy-tails distributions are necessary to describe the returns in a given time instant, such as those observed in economic crises. Numerical results show the proposed method outperforms the Markowitz portfolio for the cumulated returns with a good convergence rate of the weights for the assets which are searched by means of a natural gradient algorithm.

Bridging miles to achieve milestones: Corporate social responsibility for primary health care.

PubMed

Gulati, Ruchie

2017-01-01

Sustainable Developmental Goals aim to provide "Good health for all". The task though immense ,requires equitable and efficient distribution of health resources to the community, reached predominantly by the Primary Health Centres. Strengthening these centres is essential to attain the goal. Adequate health financing is one of the important determinants for utilizing the optimal potential of these centres . Pooling funds from alternate financing strategies as Corporate Social Responsibility (CSR) funds may give impetus and facilitate healthcare affordability to the underserved population. This convergence of vision of corporate funding for "basic health services" may bridge the gap arising out of inadequate funding and facilitate "Good Health for all" in India.

Optimal Wastewater Loading under Conflicting Goals and Technology Limitations in a Riverine System.

PubMed

Rafiee, Mojtaba; Lyon, Steve W; Zahraie, Banafsheh; Destouni, Georgia; Jaafarzadeh, Nemat

2017-03-01

  This paper investigates a novel simulation-optimization (S-O) framework for identifying optimal treatment levels and treatment processes for multiple wastewater dischargers to rivers. A commonly used water quality simulation model, Qual2K, was linked to a Genetic Algorithm optimization model for exploration of relevant fuzzy objective-function formulations for addressing imprecision and conflicting goals of pollution control agencies and various dischargers. Results showed a dynamic flow dependence of optimal wastewater loading with good convergence to near global optimum. Explicit considerations of real-world technological limitations, which were developed here in a new S-O framework, led to better compromise solutions between conflicting goals than those identified within traditional S-O frameworks. The newly developed framework, in addition to being more technologically realistic, is also less complicated and converges on solutions more rapidly than traditional frameworks. This technique marks a significant step forward for development of holistic, riverscape-based approaches that balance the conflicting needs of the stakeholders.

Particle swarm optimization using multi-information characteristics of all personal-best information.

PubMed

Huang, Song; Tian, Na; Wang, Yan; Ji, Zhicheng

2016-01-01

Convergence stagnation is the chief difficulty to solve hard optimization problems for most particle swarm optimization variants. To address this issue, a novel particle swarm optimization using multi-information characteristics of all personal-best information is developed in our research. In the modified algorithm, two positions are defined by personal-best positions and an improved cognition term with three positions of all personal-best information is used in velocity update equation to enhance the search capability. This strategy could make particles fly to a better direction by discovering useful information from all the personal-best positions. The validity of the proposed algorithm is assessed on twenty benchmark problems including unimodal, multimodal, rotated and shifted functions, and the results are compared with that obtained by some published variants of particle swarm optimization in the literature. Computational results demonstrate that the proposed algorithm finds several global optimum and high-quality solutions in most case with a fast convergence speed.

An Asymptotically-Optimal Sampling-Based Algorithm for Bi-directional Motion Planning

PubMed Central

Starek, Joseph A.; Gomez, Javier V.; Schmerling, Edward; Janson, Lucas; Moreno, Luis; Pavone, Marco

2015-01-01

Bi-directional search is a widely used strategy to increase the success and convergence rates of sampling-based motion planning algorithms. Yet, few results are available that merge both bi-directional search and asymptotic optimality into existing optimal planners, such as PRM*, RRT*, and FMT*. The objective of this paper is to fill this gap. Specifically, this paper presents a bi-directional, sampling-based, asymptotically-optimal algorithm named Bi-directional FMT* (BFMT*) that extends the Fast Marching Tree (FMT*) algorithm to bidirectional search while preserving its key properties, chiefly lazy search and asymptotic optimality through convergence in probability. BFMT* performs a two-source, lazy dynamic programming recursion over a set of randomly-drawn samples, correspondingly generating two search trees: one in cost-to-come space from the initial configuration and another in cost-to-go space from the goal configuration. Numerical experiments illustrate the advantages of BFMT* over its unidirectional counterpart, as well as a number of other state-of-the-art planners. PMID:27004130

Distributed Optimization of Sustainable Power Dispatch and Flexible Consumer Loads for Resilient Power Grid Operations

NASA Astrophysics Data System (ADS)

Srikantha, Pirathayini

Today's electric grid is rapidly evolving to provision for heterogeneous system components (e.g. intermittent generation, electric vehicles, storage devices, etc.) while catering to diverse consumer power demand patterns. In order to accommodate this changing landscape, the widespread integration of cyber communication with physical components can be witnessed in all tenets of the modern power grid. This ubiquitous connectivity provides an elevated level of awareness and decision-making ability to system operators. Moreover, devices that were typically passive in the traditional grid are now `smarter' as these can respond to remote signals, learn about local conditions and even make their own actuation decisions if necessary. These advantages can be leveraged to reap unprecedented long-term benefits that include sustainable, efficient and economical power grid operations. Furthermore, challenges introduced by emerging trends in the grid such as high penetration of distributed energy sources, rising power demands, deregulations and cyber-security concerns due to vulnerabilities in standard communication protocols can be overcome by tapping onto the active nature of modern power grid components. In this thesis, distributed constructs in optimization and game theory are utilized to design the seamless real-time integration of a large number of heterogeneous power components such as distributed energy sources with highly fluctuating generation capacities and flexible power consumers with varying demand patterns to achieve optimal operations across multiple levels of hierarchy in the power grid. Specifically, advanced data acquisition, cloud analytics (such as prediction), control and storage systems are leveraged to promote sustainable and economical grid operations while ensuring that physical network, generation and consumer comfort requirements are met. Moreover, privacy and security considerations are incorporated into the core of the proposed designs and these serve to improve the resiliency of the future smart grid. It is demonstrated both theoretically and practically that the techniques proposed in this thesis are highly scalable and robust with superior convergence characteristics. These distributed and decentralized algorithms allow individual actuating nodes to execute self-healing and adaptive actions when exposed to changes in the grid so that the optimal operating state in the grid is maintained consistently.

Genetic Algorithm Optimizes Q-LAW Control Parameters

NASA Technical Reports Server (NTRS)

Lee, Seungwon; von Allmen, Paul; Petropoulos, Anastassios; Terrile, Richard

2008-01-01

A document discusses a multi-objective, genetic algorithm designed to optimize Lyapunov feedback control law (Q-law) parameters in order to efficiently find Pareto-optimal solutions for low-thrust trajectories for electronic propulsion systems. These would be propellant-optimal solutions for a given flight time, or flight time optimal solutions for a given propellant requirement. The approximate solutions are used as good initial solutions for high-fidelity optimization tools. When the good initial solutions are used, the high-fidelity optimization tools quickly converge to a locally optimal solution near the initial solution. Q-law control parameters are represented as real-valued genes in the genetic algorithm. The performances of the Q-law control parameters are evaluated in the multi-objective space (flight time vs. propellant mass) and sorted by the non-dominated sorting method that assigns a better fitness value to the solutions that are dominated by a fewer number of other solutions. With the ranking result, the genetic algorithm encourages the solutions with higher fitness values to participate in the reproduction process, improving the solutions in the evolution process. The population of solutions converges to the Pareto front that is permitted within the Q-law control parameter space.

Rainfall Morphology in Semi-Tropical Convergence Zones

NASA Technical Reports Server (NTRS)

Shepherd, J. Marshall; Ferrier, Brad S.; Ray, Peter S.

2000-01-01

Central Florida is the ideal test laboratory for studying convergence zone-induced convection. The region regularly experiences sea breeze fronts and rainfall-induced outflow boundaries. The focus of this study is the common yet poorly-studied convergence zone established by the interaction of the sea breeze front and an outflow boundary. Previous studies have investigated mechanisms primarily affecting storm initiation by such convergence zones. Few have focused on rainfall morphology yet these storms contribute a significant amount precipitation to the annual rainfall budget. Low-level convergence and mid-tropospheric moisture have both been shown to correlate with rainfall amounts in Florida. Using 2D and 3D numerical simulations, the roles of low-level convergence and mid-tropospheric moisture in rainfall evolution are examined. The results indicate that time-averaged, vertical moisture flux (VMF) at the sea breeze front/outflow convergence zone is directly and linearly proportional to initial condensation rates. This proportionality establishes a similar relationship between VMF and initial rainfall. Vertical moisture flux, which encompasses depth and magnitude of convergence, is better correlated to initial rainfall production than surface moisture convergence. This extends early observational studies which linked rainfall in Florida to surface moisture convergence. The amount and distribution of mid-tropospheric moisture determines how rainfall associated with secondary cells develop. Rainfall amount and efficiency varied significantly over an observable range of relative humidities in the 850- 500 mb layer even though rainfall evolution was similar during the initial or "first-cell" period. Rainfall variability was attributed to drier mid-tropospheric environments inhibiting secondary cell development through entrainment effects. Observationally, 850-500 mb moisture structure exhibits wider variability than lower level moisture, which is virtually always present in Florida. A likely consequence of the variability in 850-500 moisture is a stronger statistical correlation to rainfall, which observational studies have noted. The study indicates that vertical moisture flux forcing at convergence zones is critical in determining rainfall in the initial stage of development but plays a decreasing role in rainfall evolution as the system matures. The mid-tropospheric moisture (e.g. environment) plays an increasing role in rainfall evolution as the system matures. This suggests the need to improve measurements of magnitude/depth of convergence and mid-tropospheric moisture distribution. It also highlights the need for better parameterization of entrainment and vertical moisture distribution in larger-scale models.

A globally convergent LCL method for nonlinear optimization.

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

Friedlander, M. P.; Saunders, M. A.; Mathematics and Computer Science

2005-01-01

For optimization problems with nonlinear constraints, linearly constrained Lagrangian (LCL) methods solve a sequence of subproblems of the form 'minimize an augmented Lagrangian function subject to linearized constraints.' Such methods converge rapidly near a solution but may not be reliable from arbitrary starting points. Nevertheless, the well-known software package MINOS has proved effective on many large problems. Its success motivates us to derive a related LCL algorithm that possesses three important properties: it is globally convergent, the subproblem constraints are always feasible, and the subproblems may be solved inexactly. The new algorithm has been implemented in Matlab, with an optionmore » to use either MINOS or SNOPT (Fortran codes) to solve the linearly constrained subproblems. Only first derivatives are required. We present numerical results on a subset of the COPS, HS, and CUTE test problems, which include many large examples. The results demonstrate the robustness and efficiency of the stabilized LCL procedure.« less

A reward optimization method based on action subrewards in hierarchical reinforcement learning.

PubMed

Fu, Yuchen; Liu, Quan; Ling, Xionghong; Cui, Zhiming

2014-01-01

Reinforcement learning (RL) is one kind of interactive learning methods. Its main characteristics are "trial and error" and "related reward." A hierarchical reinforcement learning method based on action subrewards is proposed to solve the problem of "curse of dimensionality," which means that the states space will grow exponentially in the number of features and low convergence speed. The method can reduce state spaces greatly and choose actions with favorable purpose and efficiency so as to optimize reward function and enhance convergence speed. Apply it to the online learning in Tetris game, and the experiment result shows that the convergence speed of this algorithm can be enhanced evidently based on the new method which combines hierarchical reinforcement learning algorithm and action subrewards. The "curse of dimensionality" problem is also solved to a certain extent with hierarchical method. All the performance with different parameters is compared and analyzed as well.

Alien Genetic Algorithm for Exploration of Search Space

NASA Astrophysics Data System (ADS)

Patel, Narendra; Padhiyar, Nitin

2010-10-01

Genetic Algorithm (GA) is a widely accepted population based stochastic optimization technique used for single and multi objective optimization problems. Various versions of modifications in GA have been proposed in last three decades mainly addressing two issues, namely increasing convergence rate and increasing probability of global minima. While both these. While addressing the first issue, GA tends to converge to a local optima and addressing the second issue corresponds the large computational efforts. Thus, to reduce the contradictory effects of these two aspects, we propose a modification in GA by adding an alien member in the population at every generation. Addition of an Alien member in the current population at every generation increases the probability of obtaining global minima at the same time maintaining higher convergence rate. With two test cases, we have demonstrated the efficacy of the proposed GA by comparing with the conventional GA.

Guaranteed convergence of the Hough transform

NASA Astrophysics Data System (ADS)

Soffer, Menashe; Kiryati, Nahum

1995-01-01

The straight-line Hough Transform using normal parameterization with a continuous voting kernel is considered. It transforms the colinearity detection problem to a problem of finding the global maximum of a two dimensional function above a domain in the parameter space. The principle is similar to robust regression using fixed scale M-estimation. Unlike standard M-estimation procedures the Hough Transform does not rely on a good initial estimate of the line parameters: The global optimization problem is approached by exhaustive search on a grid that is usually as fine as computationally feasible. The global maximum of a general function above a bounded domain cannot be found by a finite number of function evaluations. Only if sufficient a-priori knowledge about the smoothness of the objective function is available, convergence to the global maximum can be guaranteed. The extraction of a-priori information and its efficient use are the main challenges in real global optimization problems. The global optimization problem in the Hough Transform is essentially how fine should the parameter space quantization be in order not to miss the true maximum. More than thirty years after Hough patented the basic algorithm, the problem is still essentially open. In this paper an attempt is made to identify a-priori information on the smoothness of the objective (Hough) function and to introduce sufficient conditions for the convergence of the Hough Transform to the global maximum. An image model with several application dependent parameters is defined. Edge point location errors as well as background noise are accounted for. Minimal parameter space quantization intervals that guarantee convergence are obtained. Focusing policies for multi-resolution Hough algorithms are developed. Theoretical support for bottom- up processing is provided. Due to the randomness of errors and noise, convergence guarantees are probabilistic.

WE-H-207A-06: Hypoxia Quantification in Static PET Images: The Signal in the Noise

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

Keller, H; Yeung, I; Milosevic, M

2016-06-15

Purpose: Quantification of hypoxia from PET images is of considerable clinical interest. In the absence of dynamic PET imaging the hypoxic fraction (HF) of a tumor has to be estimated from voxel values of activity concentration of a radioactive hypoxia tracer. This work is part of an effort to standardize quantification of tumor hypoxic fraction from PET images. Methods: A simple hypoxia imaging model in the tumor was developed. The distribution of the tracer activity was described as the sum of two different probability distributions, one for the normoxic (and necrotic), the other for the hypoxic voxels. The widths ofmore » the distributions arise due to variability of the transport, tumor tissue inhomogeneity, tracer binding kinetics, and due to PET image noise. Quantification of HF was performed for various levels of variability using two different methodologies: a) classification thresholds between normoxic and hypoxic voxels based on a non-hypoxic surrogate (muscle), and b) estimation of the (posterior) probability distributions based on maximizing likelihood optimization that does not require a surrogate. Data from the hypoxia imaging model and from 27 cervical cancer patients enrolled in a FAZA PET study were analyzed. Results: In the model, where the true value of HF is known, thresholds usually underestimate the value for large variability. For the patients, a significant uncertainty of the HF values (an average intra-patient range of 17%) was caused by spatial non-uniformity of image noise which is a hallmark of all PET images. Maximum likelihood estimation (MLE) is able to directly optimize for the weights of both distributions, however, may suffer from poor optimization convergence. For some patients, MLE-based HF values showed significant differences to threshold-based HF-values. Conclusion: HF-values depend critically on the magnitude of the different sources of tracer uptake variability. A measure of confidence should also be reported.« less

Program Aids Analysis And Optimization Of Design

NASA Technical Reports Server (NTRS)

Rogers, James L., Jr.; Lamarsh, William J., II

1994-01-01

NETS/ PROSSS (NETS Coupled With Programming System for Structural Synthesis) computer program developed to provide system for combining NETS (MSC-21588), neural-network application program and CONMIN (Constrained Function Minimization, ARC-10836), optimization program. Enables user to reach nearly optimal design. Design then used as starting point in normal optimization process, possibly enabling user to converge to optimal solution in significantly fewer iterations. NEWT/PROSSS written in C language and FORTRAN 77.

A Conjugate Gradient Algorithm with Function Value Information and N-Step Quadratic Convergence for Unconstrained Optimization

PubMed Central

Li, Xiangrong; Zhao, Xupei; Duan, Xiabin; Wang, Xiaoliang

2015-01-01

It is generally acknowledged that the conjugate gradient (CG) method achieves global convergence—with at most a linear convergence rate—because CG formulas are generated by linear approximations of the objective functions. The quadratically convergent results are very limited. We introduce a new PRP method in which the restart strategy is also used. Moreover, the method we developed includes not only n-step quadratic convergence but also both the function value information and gradient value information. In this paper, we will show that the new PRP method (with either the Armijo line search or the Wolfe line search) is both linearly and quadratically convergent. The numerical experiments demonstrate that the new PRP algorithm is competitive with the normal CG method. PMID:26381742

Ising Critical Behavior of Inhomogeneous Curie-Weiss Models and Annealed Random Graphs

NASA Astrophysics Data System (ADS)

Dommers, Sander; Giardinà, Cristian; Giberti, Claudio; van der Hofstad, Remco; Prioriello, Maria Luisa

2016-11-01

We study the critical behavior for inhomogeneous versions of the Curie-Weiss model, where the coupling constant {J_{ij}(β)} for the edge {ij} on the complete graph is given by {J_{ij}(β)=β w_iw_j/( {sum_{kin[N]}w_k})}. We call the product form of these couplings the rank-1 inhomogeneous Curie-Weiss model. This model also arises [with inverse temperature {β} replaced by {sinh(β)} ] from the annealed Ising model on the generalized random graph. We assume that the vertex weights {(w_i)_{iin[N]}} are regular, in the sense that their empirical distribution converges and the second moment converges as well. We identify the critical temperatures and exponents for these models, as well as a non-classical limit theorem for the total spin at the critical point. These depend sensitively on the number of finite moments of the weight distribution. When the fourth moment of the weight distribution converges, then the critical behavior is the same as on the (homogeneous) Curie-Weiss model, so that the inhomogeneity is weak. When the fourth moment of the weights converges to infinity, and the weights satisfy an asymptotic power law with exponent {τ} with {τin(3,5)}, then the critical exponents depend sensitively on {τ}. In addition, at criticality, the total spin {S_N} satisfies that {S_N/N^{(τ-2)/(τ-1)}} converges in law to some limiting random variable whose distribution we explicitly characterize.

Convergence and rate analysis of neural networks for sparse approximation.

PubMed

Balavoine, Aurèle; Romberg, Justin; Rozell, Christopher J

2012-09-01

We present an analysis of the Locally Competitive Algorithm (LCA), which is a Hopfield-style neural network that efficiently solves sparse approximation problems (e.g., approximating a vector from a dictionary using just a few nonzero coefficients). This class of problems plays a significant role in both theories of neural coding and applications in signal processing. However, the LCA lacks analysis of its convergence properties, and previous results on neural networks for nonsmooth optimization do not apply to the specifics of the LCA architecture. We show that the LCA has desirable convergence properties, such as stability and global convergence to the optimum of the objective function when it is unique. Under some mild conditions, the support of the solution is also proven to be reached in finite time. Furthermore, some restrictions on the problem specifics allow us to characterize the convergence rate of the system by showing that the LCA converges exponentially fast with an analytically bounded convergence rate. We support our analysis with several illustrative simulations.

An explicit solution to the exoatmospheric powered flight guidance and trajectory optimization problem for rocket propelled vehicles

NASA Technical Reports Server (NTRS)

Jaggers, R. F.

1977-01-01

A derivation of an explicit solution to the two point boundary-value problem of exoatmospheric guidance and trajectory optimization is presented. Fixed initial conditions and continuous burn, multistage thrusting are assumed. Any number of end conditions from one to six (throttling is required in the case of six) can be satisfied in an explicit and practically optimal manner. The explicit equations converge for off nominal conditions such as engine failure, abort, target switch, etc. The self starting, predictor/corrector solution involves no Newton-Rhapson iterations, numerical integration, or first guess values, and converges rapidly if physically possible. A form of this algorithm has been chosen for onboard guidance, as well as real time and preflight ground targeting and trajectory shaping for the NASA Space Shuttle Program.

Off-Policy Actor-Critic Structure for Optimal Control of Unknown Systems With Disturbances.

PubMed

Song, Ruizhuo; Lewis, Frank L; Wei, Qinglai; Zhang, Huaguang

2016-05-01

An optimal control method is developed for unknown continuous-time systems with unknown disturbances in this paper. The integral reinforcement learning (IRL) algorithm is presented to obtain the iterative control. Off-policy learning is used to allow the dynamics to be completely unknown. Neural networks are used to construct critic and action networks. It is shown that if there are unknown disturbances, off-policy IRL may not converge or may be biased. For reducing the influence of unknown disturbances, a disturbances compensation controller is added. It is proven that the weight errors are uniformly ultimately bounded based on Lyapunov techniques. Convergence of the Hamiltonian function is also proven. The simulation study demonstrates the effectiveness of the proposed optimal control method for unknown systems with disturbances.

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

Size, sounds and sex: interactions between body size and harmonic convergence signals determine mating success in Aedes aegypti.

PubMed

Cator, Lauren J; Zanti, Zacharo

2016-12-01

Several new mosquito control strategies will involve the release of laboratory reared males which will be required to compete with wild males for mates. Currently, the determinants of male mating success remain unclear. The presence of convergence between male and female harmonic flight tone frequencies during a mating attempt have been found to increase male mating success in the yellow fever mosquito, Aedes aegypti. Size has also been implicated as a factor in male mating success. Here, we investigated the relationships among body size, harmonic convergence signalling, and mating success. We predicted that harmonic convergence would be an important determinant of mating success and that large individuals would be more likely to converge. We used diet to manipulate male and female body size and then measured acoustic interactions during mating attempts between pairs of different body sizes. Additionally, we used playback experiments to measure the direct effect of size on signalling performance. In live pair interactions, harmonic convergence was found to be a significant predictor of copula formation. However, we also found interactions between harmonic convergence behaviour and body size. The probability that a given male successfully formed a copula was a consequence of his size, the size of the female encountered, and whether or not they converged. While convergence appears to be predictive of mating success regardless of size, the positive effect of convergence was modulated by size combinations. In playbacks, adult body size did not affect the probability of harmonic convergence responses. Both body size and harmonic convergence signalling were found to be determinants of male mating success. Our results suggest that in addition to measuring convergence ability of mass release lines that the size distribution of released males may need to be adjusted to complement the size distribution of females. We also found that diet amount alone cannot be used to increase male mating success or convergence probability. A clearer understanding of convergence behaviours, their relationship to mating success, and factors influencing convergence ability would provide the groundwork for improving the mating performance of laboratory reared lines.

An analytical approach to gravitational lensing by an ensemble of axisymmetric lenses

NASA Technical Reports Server (NTRS)

Lee, Man Hoi; Spergel, David N.

1990-01-01

The problem of gravitational lensing by an ensemble of identical axisymmetric lenses randomly distributed on a single lens plane is considered and a formal expression is derived for the joint probability density of finding shear and convergence at a random point on the plane. The amplification probability for a source can be accurately estimated from the distribution in shear and convergence. This method is applied to two cases: lensing by an ensemble of point masses and by an ensemble of objects with Gaussian surface mass density. There is no convergence for point masses whereas shear is negligible for wide Gaussian lenses.

Optimization of removal function in computer controlled optical surfacing

NASA Astrophysics Data System (ADS)

Chen, Xi; Guo, Peiji; Ren, Jianfeng

2010-10-01

The technical principle of computer controlled optical surfacing (CCOS) and the common method of optimizing removal function that is used in CCOS are introduced in this paper. A new optimizing method time-sharing synthesis of removal function is proposed to solve problems of the removal function being far away from Gaussian type and slow approaching of the removal function error that encountered in the mode of planet motion or translation-rotation. Detailed time-sharing synthesis of using six removal functions is discussed. For a given region on the workpiece, six positions are selected as the centers of the removal function; polishing tool controlled by the executive system of CCOS revolves around each centre to complete a cycle in proper order. The overall removal function obtained by the time-sharing process is the ratio of total material removal in six cycles to time duration of the six cycles, which depends on the arrangement and distribution of the six removal functions. Simulations on the synthesized overall removal functions under two different modes of motion, i.e., planet motion and translation-rotation are performed from which the optimized combination of tool parameters and distribution of time-sharing synthesis removal functions are obtained. The evaluation function when optimizing is determined by an approaching factor which is defined as the ratio of the material removal within the area of half of the polishing tool coverage from the polishing center to the total material removal within the full polishing tool coverage area. After optimization, it is found that the optimized removal function obtained by time-sharing synthesis is closer to the ideal Gaussian type removal function than those by the traditional methods. The time-sharing synthesis method of the removal function provides an efficient way to increase the convergence speed of the surface error in CCOS for the fabrication of aspheric optical surfaces, and to reduce the intermediate- and high-frequency error.

Application of the gravity search algorithm to multi-reservoir operation optimization

NASA Astrophysics Data System (ADS)

Bozorg-Haddad, Omid; Janbaz, Mahdieh; Loáiciga, Hugo A.

2016-12-01

Complexities in river discharge, variable rainfall regime, and drought severity merit the use of advanced optimization tools in multi-reservoir operation. The gravity search algorithm (GSA) is an evolutionary optimization algorithm based on the law of gravity and mass interactions. This paper explores the GSA's efficacy for solving benchmark functions, single reservoir, and four-reservoir operation optimization problems. The GSA's solutions are compared with those of the well-known genetic algorithm (GA) in three optimization problems. The results show that the GSA's results are closer to the optimal solutions than the GA's results in minimizing the benchmark functions. The average values of the objective function equal 1.218 and 1.746 with the GSA and GA, respectively, in solving the single-reservoir hydropower operation problem. The global solution equals 1.213 for this same problem. The GSA converged to 99.97% of the global solution in its average-performing history, while the GA converged to 97% of the global solution of the four-reservoir problem. Requiring fewer parameters for algorithmic implementation and reaching the optimal solution in fewer number of functional evaluations are additional advantages of the GSA over the GA. The results of the three optimization problems demonstrate a superior performance of the GSA for optimizing general mathematical problems and the operation of reservoir systems.

On optimal strategies in event-constrained differential games

NASA Technical Reports Server (NTRS)

Heymann, M.; Rajan, N.; Ardema, M.

1985-01-01

Combat games are formulated as zero-sum differential games with unilateral event constraints. An interior penalty function approach is employed to approximate optimal strategies for the players. The method is very attractive computationally and possesses suitable approximation and convergence properties.

Federated learning of predictive models from federated Electronic Health Records.

PubMed

Brisimi, Theodora S; Chen, Ruidi; Mela, Theofanie; Olshevsky, Alex; Paschalidis, Ioannis Ch; Shi, Wei

2018-04-01

In an era of "big data," computationally efficient and privacy-aware solutions for large-scale machine learning problems become crucial, especially in the healthcare domain, where large amounts of data are stored in different locations and owned by different entities. Past research has been focused on centralized algorithms, which assume the existence of a central data repository (database) which stores and can process the data from all participants. Such an architecture, however, can be impractical when data are not centrally located, it does not scale well to very large datasets, and introduces single-point of failure risks which could compromise the integrity and privacy of the data. Given scores of data widely spread across hospitals/individuals, a decentralized computationally scalable methodology is very much in need. We aim at solving a binary supervised classification problem to predict hospitalizations for cardiac events using a distributed algorithm. We seek to develop a general decentralized optimization framework enabling multiple data holders to collaborate and converge to a common predictive model, without explicitly exchanging raw data. We focus on the soft-margin l 1 -regularized sparse Support Vector Machine (sSVM) classifier. We develop an iterative cluster Primal Dual Splitting (cPDS) algorithm for solving the large-scale sSVM problem in a decentralized fashion. Such a distributed learning scheme is relevant for multi-institutional collaborations or peer-to-peer applications, allowing the data holders to collaborate, while keeping every participant's data private. We test cPDS on the problem of predicting hospitalizations due to heart diseases within a calendar year based on information in the patients Electronic Health Records prior to that year. cPDS converges faster than centralized methods at the cost of some communication between agents. It also converges faster and with less communication overhead compared to an alternative distributed algorithm. In both cases, it achieves similar prediction accuracy measured by the Area Under the Receiver Operating Characteristic Curve (AUC) of the classifier. We extract important features discovered by the algorithm that are predictive of future hospitalizations, thus providing a way to interpret the classification results and inform prevention efforts. Copyright © 2018 Elsevier B.V. All rights reserved.

Chaos Quantum-Behaved Cat Swarm Optimization Algorithm and Its Application in the PV MPPT

PubMed Central

2017-01-01

Cat Swarm Optimization (CSO) algorithm was put forward in 2006. Despite a faster convergence speed compared with Particle Swarm Optimization (PSO) algorithm, the application of CSO is greatly limited by the drawback of “premature convergence,” that is, the possibility of trapping in local optimum when dealing with nonlinear optimization problem with a large number of local extreme values. In order to surmount the shortcomings of CSO, Chaos Quantum-behaved Cat Swarm Optimization (CQCSO) algorithm is proposed in this paper. Firstly, Quantum-behaved Cat Swarm Optimization (QCSO) algorithm improves the accuracy of the CSO algorithm, because it is easy to fall into the local optimum in the later stage. Chaos Quantum-behaved Cat Swarm Optimization (CQCSO) algorithm is proposed by introducing tent map for jumping out of local optimum in this paper. Secondly, CQCSO has been applied in the simulation of five different test functions, showing higher accuracy and less time consumption than CSO and QCSO. Finally, photovoltaic MPPT model and experimental platform are established and global maximum power point tracking control strategy is achieved by CQCSO algorithm, the effectiveness and efficiency of which have been verified by both simulation and experiment. PMID:29181020

Chaos Quantum-Behaved Cat Swarm Optimization Algorithm and Its Application in the PV MPPT.

PubMed

Nie, Xiaohua; Wang, Wei; Nie, Haoyao

2017-01-01

Cat Swarm Optimization (CSO) algorithm was put forward in 2006. Despite a faster convergence speed compared with Particle Swarm Optimization (PSO) algorithm, the application of CSO is greatly limited by the drawback of "premature convergence," that is, the possibility of trapping in local optimum when dealing with nonlinear optimization problem with a large number of local extreme values. In order to surmount the shortcomings of CSO, Chaos Quantum-behaved Cat Swarm Optimization (CQCSO) algorithm is proposed in this paper. Firstly, Quantum-behaved Cat Swarm Optimization (QCSO) algorithm improves the accuracy of the CSO algorithm, because it is easy to fall into the local optimum in the later stage. Chaos Quantum-behaved Cat Swarm Optimization (CQCSO) algorithm is proposed by introducing tent map for jumping out of local optimum in this paper. Secondly, CQCSO has been applied in the simulation of five different test functions, showing higher accuracy and less time consumption than CSO and QCSO. Finally, photovoltaic MPPT model and experimental platform are established and global maximum power point tracking control strategy is achieved by CQCSO algorithm, the effectiveness and efficiency of which have been verified by both simulation and experiment.

Chaotic particle swarm optimization with mutation for classification.

PubMed

Assarzadeh, Zahra; Naghsh-Nilchi, Ahmad Reza

2015-01-01

In this paper, a chaotic particle swarm optimization with mutation-based classifier particle swarm optimization is proposed to classify patterns of different classes in the feature space. The introduced mutation operators and chaotic sequences allows us to overcome the problem of early convergence into a local minima associated with particle swarm optimization algorithms. That is, the mutation operator sharpens the convergence and it tunes the best possible solution. Furthermore, to remove the irrelevant data and reduce the dimensionality of medical datasets, a feature selection approach using binary version of the proposed particle swarm optimization is introduced. In order to demonstrate the effectiveness of our proposed classifier, mutation-based classifier particle swarm optimization, it is checked out with three sets of data classifications namely, Wisconsin diagnostic breast cancer, Wisconsin breast cancer and heart-statlog, with different feature vector dimensions. The proposed algorithm is compared with different classifier algorithms including k-nearest neighbor, as a conventional classifier, particle swarm-classifier, genetic algorithm, and Imperialist competitive algorithm-classifier, as more sophisticated ones. The performance of each classifier was evaluated by calculating the accuracy, sensitivity, specificity and Matthews's correlation coefficient. The experimental results show that the mutation-based classifier particle swarm optimization unequivocally performs better than all the compared algorithms.

A Gradient Taguchi Method for Engineering Optimization

NASA Astrophysics Data System (ADS)

Hwang, Shun-Fa; Wu, Jen-Chih; He, Rong-Song

2017-10-01

To balance the robustness and the convergence speed of optimization, a novel hybrid algorithm consisting of Taguchi method and the steepest descent method is proposed in this work. Taguchi method using orthogonal arrays could quickly find the optimum combination of the levels of various factors, even when the number of level and/or factor is quite large. This algorithm is applied to the inverse determination of elastic constants of three composite plates by combining numerical method and vibration testing. For these problems, the proposed algorithm could find better elastic constants in less computation cost. Therefore, the proposed algorithm has nice robustness and fast convergence speed as compared to some hybrid genetic algorithms.

Optimal convolution SOR acceleration of waveform relaxation with application to semiconductor device simulation

NASA Technical Reports Server (NTRS)

Reichelt, Mark

1993-01-01

In this paper we describe a novel generalized SOR (successive overrelaxation) algorithm for accelerating the convergence of the dynamic iteration method known as waveform relaxation. A new convolution SOR algorithm is presented, along with a theorem for determining the optimal convolution SOR parameter. Both analytic and experimental results are given to demonstrate that the convergence of the convolution SOR algorithm is substantially faster than that of the more obvious frequency-independent waveform SOR algorithm. Finally, to demonstrate the general applicability of this new method, it is used to solve the differential-algebraic system generated by spatial discretization of the time-dependent semiconductor device equations.

Optimal sixteenth order convergent method based on quasi-Hermite interpolation for computing roots.

PubMed

Zafar, Fiza; Hussain, Nawab; Fatimah, Zirwah; Kharal, Athar

2014-01-01

We have given a four-step, multipoint iterative method without memory for solving nonlinear equations. The method is constructed by using quasi-Hermite interpolation and has order of convergence sixteen. As this method requires four function evaluations and one derivative evaluation at each step, it is optimal in the sense of the Kung and Traub conjecture. The comparisons are given with some other newly developed sixteenth-order methods. Interval Newton's method is also used for finding the enough accurate initial approximations. Some figures show the enclosure of finitely many zeroes of nonlinear equations in an interval. Basins of attractions show the effectiveness of the method.

On Asymptotic Behaviour and W 2, p Regularity of Potentials in Optimal Transportation

NASA Astrophysics Data System (ADS)

Liu, Jiakun; Trudinger, Neil S.; Wang, Xu-Jia

2015-03-01

In this paper we study local properties of cost and potential functions in optimal transportation. We prove that in a proper normalization process, the cost function is uniformly smooth and converges locally smoothly to a quadratic cost x · y, while the potential function converges to a quadratic function. As applications we obtain the interior W 2, p estimates and sharp C 1, α estimates for the potentials, which satisfy a Monge-Ampère type equation. The W 2, p estimate was previously proved by Caffarelli for the quadratic transport cost and the associated standard Monge-Ampère equation.

Constructing analytic solutions on the Tricomi equation

NASA Astrophysics Data System (ADS)

Ghiasi, Emran Khoshrouye; Saleh, Reza

2018-04-01

In this paper, homotopy analysis method (HAM) and variational iteration method (VIM) are utilized to derive the approximate solutions of the Tricomi equation. Afterwards, the HAM is optimized to accelerate the convergence of the series solution by minimizing its square residual error at any order of the approximation. It is found that effect of the optimal values of auxiliary parameter on the convergence of the series solution is not negligible. Furthermore, the present results are found to agree well with those obtained through a closed-form equation available in the literature. To conclude, it is seen that the two are effective to achieve the solution of the partial differential equations.

Designing a multistage supply chain in cross-stage reverse logistics environments: application of particle swarm optimization algorithms.

PubMed

Chiang, Tzu-An; Che, Z H; Cui, Zhihua

2014-01-01

This study designed a cross-stage reverse logistics course for defective products so that damaged products generated in downstream partners can be directly returned to upstream partners throughout the stages of a supply chain for rework and maintenance. To solve this reverse supply chain design problem, an optimal cross-stage reverse logistics mathematical model was developed. In addition, we developed a genetic algorithm (GA) and three particle swarm optimization (PSO) algorithms: the inertia weight method (PSOA_IWM), V(Max) method (PSOA_VMM), and constriction factor method (PSOA_CFM), which we employed to find solutions to support this mathematical model. Finally, a real case and five simulative cases with different scopes were used to compare the execution times, convergence times, and objective function values of the four algorithms used to validate the model proposed in this study. Regarding system execution time, the GA consumed more time than the other three PSOs did. Regarding objective function value, the GA, PSOA_IWM, and PSOA_CFM could obtain a lower convergence value than PSOA_VMM could. Finally, PSOA_IWM demonstrated a faster convergence speed than PSOA_VMM, PSOA_CFM, and the GA did.

Designing a Multistage Supply Chain in Cross-Stage Reverse Logistics Environments: Application of Particle Swarm Optimization Algorithms

PubMed Central

Chiang, Tzu-An; Che, Z. H.

2014-01-01

This study designed a cross-stage reverse logistics course for defective products so that damaged products generated in downstream partners can be directly returned to upstream partners throughout the stages of a supply chain for rework and maintenance. To solve this reverse supply chain design problem, an optimal cross-stage reverse logistics mathematical model was developed. In addition, we developed a genetic algorithm (GA) and three particle swarm optimization (PSO) algorithms: the inertia weight method (PSOA_IWM), V Max method (PSOA_VMM), and constriction factor method (PSOA_CFM), which we employed to find solutions to support this mathematical model. Finally, a real case and five simulative cases with different scopes were used to compare the execution times, convergence times, and objective function values of the four algorithms used to validate the model proposed in this study. Regarding system execution time, the GA consumed more time than the other three PSOs did. Regarding objective function value, the GA, PSOA_IWM, and PSOA_CFM could obtain a lower convergence value than PSOA_VMM could. Finally, PSOA_IWM demonstrated a faster convergence speed than PSOA_VMM, PSOA_CFM, and the GA did. PMID:24772026

An Experience Oriented-Convergence Improved Gravitational Search Algorithm for Minimum Variance Distortionless Response Beamforming Optimum.

PubMed

Darzi, Soodabeh; Tiong, Sieh Kiong; Tariqul Islam, Mohammad; Rezai Soleymanpour, Hassan; Kibria, Salehin

2016-01-01

An experience oriented-convergence improved gravitational search algorithm (ECGSA) based on two new modifications, searching through the best experiments and using of a dynamic gravitational damping coefficient (α), is introduced in this paper. ECGSA saves its best fitness function evaluations and uses those as the agents' positions in searching process. In this way, the optimal found trajectories are retained and the search starts from these trajectories, which allow the algorithm to avoid the local optimums. Also, the agents can move faster in search space to obtain better exploration during the first stage of the searching process and they can converge rapidly to the optimal solution at the final stage of the search process by means of the proposed dynamic gravitational damping coefficient. The performance of ECGSA has been evaluated by applying it to eight standard benchmark functions along with six complicated composite test functions. It is also applied to adaptive beamforming problem as a practical issue to improve the weight vectors computed by minimum variance distortionless response (MVDR) beamforming technique. The results of implementation of the proposed algorithm are compared with some well-known heuristic methods and verified the proposed method in both reaching to optimal solutions and robustness.

Determining optimal parameters in magnetic spacecraft stabilization via attitude feedback

NASA Astrophysics Data System (ADS)

Bruni, Renato; Celani, Fabio

2016-10-01

The attitude control of a spacecraft using magnetorquers can be achieved by a feedback control law which has four design parameters. However, the practical determination of appropriate values for these parameters is a critical open issue. We propose here an innovative systematic approach for finding these values: they should be those that minimize the convergence time to the desired attitude. This a particularly diffcult optimization problem, for several reasons: 1) such time cannot be expressed in analytical form as a function of parameters and initial conditions; 2) design parameters may range over very wide intervals; 3) convergence time depends also on the initial conditions of the spacecraft, which are not known in advance. To overcome these diffculties, we present a solution approach based on derivative-free optimization. These algorithms do not need to write analytically the objective function: they only need to compute it in a number of points. We also propose a fast probing technique to identify which regions of the search space have to be explored densely. Finally, we formulate a min-max model to find robust parameters, namely design parameters that minimize convergence time under the worst initial conditions. Results are very promising.

Particle Swarm Optimization with Double Learning Patterns

PubMed Central

Shen, Yuanxia; Wei, Linna; Zeng, Chuanhua; Chen, Jian

2016-01-01

Particle Swarm Optimization (PSO) is an effective tool in solving optimization problems. However, PSO usually suffers from the premature convergence due to the quick losing of the swarm diversity. In this paper, we first analyze the motion behavior of the swarm based on the probability characteristic of learning parameters. Then a PSO with double learning patterns (PSO-DLP) is developed, which employs the master swarm and the slave swarm with different learning patterns to achieve a trade-off between the convergence speed and the swarm diversity. The particles in the master swarm and the slave swarm are encouraged to explore search for keeping the swarm diversity and to learn from the global best particle for refining a promising solution, respectively. When the evolutionary states of two swarms interact, an interaction mechanism is enabled. This mechanism can help the slave swarm in jumping out of the local optima and improve the convergence precision of the master swarm. The proposed PSO-DLP is evaluated on 20 benchmark functions, including rotated multimodal and complex shifted problems. The simulation results and statistical analysis show that PSO-DLP obtains a promising performance and outperforms eight PSO variants. PMID:26858747

The application of mean field theory to image motion estimation.

PubMed

Zhang, J; Hanauer, G G

1995-01-01

Previously, Markov random field (MRF) model-based techniques have been proposed for image motion estimation. Since motion estimation is usually an ill-posed problem, various constraints are needed to obtain a unique and stable solution. The main advantage of the MRF approach is its capacity to incorporate such constraints, for instance, motion continuity within an object and motion discontinuity at the boundaries between objects. In the MRF approach, motion estimation is often formulated as an optimization problem, and two frequently used optimization methods are simulated annealing (SA) and iterative-conditional mode (ICM). Although the SA is theoretically optimal in the sense of finding the global optimum, it usually takes many iterations to converge. The ICM, on the other hand, converges quickly, but its results are often unsatisfactory due to its "hard decision" nature. Previously, the authors have applied the mean field theory to image segmentation and image restoration problems. It provides results nearly as good as SA but with much faster convergence. The present paper shows how the mean field theory can be applied to MRF model-based motion estimation. This approach is demonstrated on both synthetic and real-world images, where it produced good motion estimates.

Efficient Levenberg-Marquardt minimization of the maximum likelihood estimator for Poisson deviates

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

Laurence, T; Chromy, B

2009-11-10

Histograms of counted events are Poisson distributed, but are typically fitted without justification using nonlinear least squares fitting. The more appropriate maximum likelihood estimator (MLE) for Poisson distributed data is seldom used. We extend the use of the Levenberg-Marquardt algorithm commonly used for nonlinear least squares minimization for use with the MLE for Poisson distributed data. In so doing, we remove any excuse for not using this more appropriate MLE. We demonstrate the use of the algorithm and the superior performance of the MLE using simulations and experiments in the context of fluorescence lifetime imaging. Scientists commonly form histograms ofmore » counted events from their data, and extract parameters by fitting to a specified model. Assuming that the probability of occurrence for each bin is small, event counts in the histogram bins will be distributed according to the Poisson distribution. We develop here an efficient algorithm for fitting event counting histograms using the maximum likelihood estimator (MLE) for Poisson distributed data, rather than the non-linear least squares measure. This algorithm is a simple extension of the common Levenberg-Marquardt (L-M) algorithm, is simple to implement, quick and robust. Fitting using a least squares measure is most common, but it is the maximum likelihood estimator only for Gaussian-distributed data. Non-linear least squares methods may be applied to event counting histograms in cases where the number of events is very large, so that the Poisson distribution is well approximated by a Gaussian. However, it is not easy to satisfy this criterion in practice - which requires a large number of events. It has been well-known for years that least squares procedures lead to biased results when applied to Poisson-distributed data; a recent paper providing extensive characterization of these biases in exponential fitting is given. The more appropriate measure based on the maximum likelihood estimator (MLE) for the Poisson distribution is also well known, but has not become generally used. This is primarily because, in contrast to non-linear least squares fitting, there has been no quick, robust, and general fitting method. In the field of fluorescence lifetime spectroscopy and imaging, there have been some efforts to use this estimator through minimization routines such as Nelder-Mead optimization, exhaustive line searches, and Gauss-Newton minimization. Minimization based on specific one- or multi-exponential models has been used to obtain quick results, but this procedure does not allow the incorporation of the instrument response, and is not generally applicable to models found in other fields. Methods for using the MLE for Poisson-distributed data have been published by the wider spectroscopic community, including iterative minimization schemes based on Gauss-Newton minimization. The slow acceptance of these procedures for fitting event counting histograms may also be explained by the use of the ubiquitous, fast Levenberg-Marquardt (L-M) fitting procedure for fitting non-linear models using least squares fitting (simple searches obtain {approx}10000 references - this doesn't include those who use it, but don't know they are using it). The benefits of L-M include a seamless transition between Gauss-Newton minimization and downward gradient minimization through the use of a regularization parameter. This transition is desirable because Gauss-Newton methods converge quickly, but only within a limited domain of convergence; on the other hand the downward gradient methods have a much wider domain of convergence, but converge extremely slowly nearer the minimum. L-M has the advantages of both procedures: relative insensitivity to initial parameters and rapid convergence. Scientists, when wanting an answer quickly, will fit data using L-M, get an answer, and move on. Only those that are aware of the bias issues will bother to fit using the more appropriate MLE for Poisson deviates. However, since there is a simple, analytical formula for the appropriate MLE measure for Poisson deviates, it is inexcusable that least squares estimators are used almost exclusively when fitting event counting histograms. There have been ways found to use successive non-linear least squares fitting to obtain similarly unbiased results, but this procedure is justified by simulation, must be re-tested when conditions change significantly, and requires two successive fits. There is a great need for a fitting routine for the MLE estimator for Poisson deviates that has convergence domains and rates comparable to the non-linear least squares L-M fitting. We show in this report that a simple way to achieve that goal is to use the L-M fitting procedure not to minimize the least squares measure, but the MLE for Poisson deviates.« less

A structural topological optimization method for multi-displacement constraints and any initial topology configuration

NASA Astrophysics Data System (ADS)

Rong, J. H.; Yi, J. H.

2010-10-01

In density-based topological design, one expects that the final result consists of elements either black (solid material) or white (void), without any grey areas. Moreover, one also expects that the optimal topology can be obtained by starting from any initial topology configuration. An improved structural topological optimization method for multi- displacement constraints is proposed in this paper. In the proposed method, the whole optimization process is divided into two optimization adjustment phases and a phase transferring step. Firstly, an optimization model is built to deal with the varied displacement limits, design space adjustments, and reasonable relations between the element stiffness matrix and mass and its element topology variable. Secondly, a procedure is proposed to solve the optimization problem formulated in the first optimization adjustment phase, by starting with a small design space and advancing to a larger deign space. The design space adjustments are automatic when the design domain needs expansions, in which the convergence of the proposed method will not be affected. The final topology obtained by the proposed procedure in the first optimization phase, can approach to the vicinity of the optimum topology. Then, a heuristic algorithm is given to improve the efficiency and make the designed structural topology black/white in both the phase transferring step and the second optimization adjustment phase. And the optimum topology can finally be obtained by the second phase optimization adjustments. Two examples are presented to show that the topologies obtained by the proposed method are of very good 0/1 design distribution property, and the computational efficiency is enhanced by reducing the element number of the design structural finite model during two optimization adjustment phases. And the examples also show that this method is robust and practicable.

Treatment of geometric singularities in implicit solvent models

NASA Astrophysics Data System (ADS)

Yu, Sining; Geng, Weihua; Wei, G. W.

2007-06-01

Geometric singularities, such as cusps and self-intersecting surfaces, are major obstacles to the accuracy, convergence, and stability of the numerical solution of the Poisson-Boltzmann (PB) equation. In earlier work, an interface technique based PB solver was developed using the matched interface and boundary (MIB) method, which explicitly enforces the flux jump condition at the solvent-solute interfaces and leads to highly accurate biomolecular electrostatics in continuum electric environments. However, such a PB solver, denoted as MIBPB-I, cannot maintain the designed second order convergence whenever there are geometric singularities, such as cusps and self-intersecting surfaces. Moreover, the matrix of the MIBPB-I is not optimally symmetrical, resulting in the convergence difficulty. The present work presents a new interface method based PB solver, denoted as MIBPB-II, to address the aforementioned problems. The present MIBPB-II solver is systematical and robust in treating geometric singularities and delivers second order convergence for arbitrarily complex molecular surfaces of proteins. A new procedure is introduced to make the MIBPB-II matrix optimally symmetrical and diagonally dominant. The MIBPB-II solver is extensively validated by the molecular surfaces of few-atom systems and a set of 24 proteins. Converged electrostatic potentials and solvation free energies are obtained at a coarse grid spacing of 0.5Å and are considerably more accurate than those obtained by the PBEQ and the APBS at finer grid spacings.

Auto-converging stereo cameras for 3D robotic tele-operation

NASA Astrophysics Data System (ADS)

Edmondson, Richard; Aycock, Todd; Chenault, David

2012-06-01

Polaris Sensor Technologies has developed a Stereovision Upgrade Kit for TALON robot to provide enhanced depth perception to the operator. This kit previously required the TALON Operator Control Unit to be equipped with the optional touchscreen interface to allow for operator control of the camera convergence angle adjustment. This adjustment allowed for optimal camera convergence independent of the distance from the camera to the object being viewed. Polaris has recently improved the performance of the stereo camera by implementing an Automatic Convergence algorithm in a field programmable gate array in the camera assembly. This algorithm uses scene content to automatically adjust the camera convergence angle, freeing the operator to focus on the task rather than adjustment of the vision system. The autoconvergence capability has been demonstrated on both visible zoom cameras and longwave infrared microbolometer stereo pairs.

Convergence Rate Analysis of Distributed Gossip (Linear Parameter) Estimation: Fundamental Limits and Tradeoffs

NASA Astrophysics Data System (ADS)

Kar, Soummya; Moura, José M. F.

2011-08-01

The paper considers gossip distributed estimation of a (static) distributed random field (a.k.a., large scale unknown parameter vector) observed by sparsely interconnected sensors, each of which only observes a small fraction of the field. We consider linear distributed estimators whose structure combines the information \\emph{flow} among sensors (the \\emph{consensus} term resulting from the local gossiping exchange among sensors when they are able to communicate) and the information \\emph{gathering} measured by the sensors (the \\emph{sensing} or \\emph{innovations} term.) This leads to mixed time scale algorithms--one time scale associated with the consensus and the other with the innovations. The paper establishes a distributed observability condition (global observability plus mean connectedness) under which the distributed estimates are consistent and asymptotically normal. We introduce the distributed notion equivalent to the (centralized) Fisher information rate, which is a bound on the mean square error reduction rate of any distributed estimator; we show that under the appropriate modeling and structural network communication conditions (gossip protocol) the distributed gossip estimator attains this distributed Fisher information rate, asymptotically achieving the performance of the optimal centralized estimator. Finally, we study the behavior of the distributed gossip estimator when the measurements fade (noise variance grows) with time; in particular, we consider the maximum rate at which the noise variance can grow and still the distributed estimator being consistent, by showing that, as long as the centralized estimator is consistent, the distributed estimator remains consistent.

Convergence in parameters and predictions using computational experimental design.

PubMed

Hagen, David R; White, Jacob K; Tidor, Bruce

2013-08-06

Typically, biological models fitted to experimental data suffer from significant parameter uncertainty, which can lead to inaccurate or uncertain predictions. One school of thought holds that accurate estimation of the true parameters of a biological system is inherently problematic. Recent work, however, suggests that optimal experimental design techniques can select sets of experiments whose members probe complementary aspects of a biochemical network that together can account for its full behaviour. Here, we implemented an experimental design approach for selecting sets of experiments that constrain parameter uncertainty. We demonstrated with a model of the epidermal growth factor-nerve growth factor pathway that, after synthetically performing a handful of optimal experiments, the uncertainty in all 48 parameters converged below 10 per cent. Furthermore, the fitted parameters converged to their true values with a small error consistent with the residual uncertainty. When untested experimental conditions were simulated with the fitted models, the predicted species concentrations converged to their true values with errors that were consistent with the residual uncertainty. This paper suggests that accurate parameter estimation is achievable with complementary experiments specifically designed for the task, and that the resulting parametrized models are capable of accurate predictions.

Design for a Crane Metallic Structure Based on Imperialist Competitive Algorithm and Inverse Reliability Strategy

NASA Astrophysics Data System (ADS)

Fan, Xiao-Ning; Zhi, Bo

2017-07-01

Uncertainties in parameters such as materials, loading, and geometry are inevitable in designing metallic structures for cranes. When considering these uncertainty factors, reliability-based design optimization (RBDO) offers a more reasonable design approach. However, existing RBDO methods for crane metallic structures are prone to low convergence speed and high computational cost. A unilevel RBDO method, combining a discrete imperialist competitive algorithm with an inverse reliability strategy based on the performance measure approach, is developed. Application of the imperialist competitive algorithm at the optimization level significantly improves the convergence speed of this RBDO method. At the reliability analysis level, the inverse reliability strategy is used to determine the feasibility of each probabilistic constraint at each design point by calculating its α-percentile performance, thereby avoiding convergence failure, calculation error, and disproportionate computational effort encountered using conventional moment and simulation methods. Application of the RBDO method to an actual crane structure shows that the developed RBDO realizes a design with the best tradeoff between economy and safety together with about one-third of the convergence speed and the computational cost of the existing method. This paper provides a scientific and effective design approach for the design of metallic structures of cranes.

Optimizing the learning rate for adaptive estimation of neural encoding models

PubMed Central

2018-01-01

Closed-loop neurotechnologies often need to adaptively learn an encoding model that relates the neural activity to the brain state, and is used for brain state decoding. The speed and accuracy of adaptive learning algorithms are critically affected by the learning rate, which dictates how fast model parameters are updated based on new observations. Despite the importance of the learning rate, currently an analytical approach for its selection is largely lacking and existing signal processing methods vastly tune it empirically or heuristically. Here, we develop a novel analytical calibration algorithm for optimal selection of the learning rate in adaptive Bayesian filters. We formulate the problem through a fundamental trade-off that learning rate introduces between the steady-state error and the convergence time of the estimated model parameters. We derive explicit functions that predict the effect of learning rate on error and convergence time. Using these functions, our calibration algorithm can keep the steady-state parameter error covariance smaller than a desired upper-bound while minimizing the convergence time, or keep the convergence time faster than a desired value while minimizing the error. We derive the algorithm both for discrete-valued spikes modeled as point processes nonlinearly dependent on the brain state, and for continuous-valued neural recordings modeled as Gaussian processes linearly dependent on the brain state. Using extensive closed-loop simulations, we show that the analytical solution of the calibration algorithm accurately predicts the effect of learning rate on parameter error and convergence time. Moreover, the calibration algorithm allows for fast and accurate learning of the encoding model and for fast convergence of decoding to accurate performance. Finally, larger learning rates result in inaccurate encoding models and decoders, and smaller learning rates delay their convergence. The calibration algorithm provides a novel analytical approach to predictably achieve a desired level of error and convergence time in adaptive learning, with application to closed-loop neurotechnologies and other signal processing domains. PMID:29813069

Optimizing the learning rate for adaptive estimation of neural encoding models.

PubMed

Hsieh, Han-Lin; Shanechi, Maryam M

2018-05-01

Closed-loop neurotechnologies often need to adaptively learn an encoding model that relates the neural activity to the brain state, and is used for brain state decoding. The speed and accuracy of adaptive learning algorithms are critically affected by the learning rate, which dictates how fast model parameters are updated based on new observations. Despite the importance of the learning rate, currently an analytical approach for its selection is largely lacking and existing signal processing methods vastly tune it empirically or heuristically. Here, we develop a novel analytical calibration algorithm for optimal selection of the learning rate in adaptive Bayesian filters. We formulate the problem through a fundamental trade-off that learning rate introduces between the steady-state error and the convergence time of the estimated model parameters. We derive explicit functions that predict the effect of learning rate on error and convergence time. Using these functions, our calibration algorithm can keep the steady-state parameter error covariance smaller than a desired upper-bound while minimizing the convergence time, or keep the convergence time faster than a desired value while minimizing the error. We derive the algorithm both for discrete-valued spikes modeled as point processes nonlinearly dependent on the brain state, and for continuous-valued neural recordings modeled as Gaussian processes linearly dependent on the brain state. Using extensive closed-loop simulations, we show that the analytical solution of the calibration algorithm accurately predicts the effect of learning rate on parameter error and convergence time. Moreover, the calibration algorithm allows for fast and accurate learning of the encoding model and for fast convergence of decoding to accurate performance. Finally, larger learning rates result in inaccurate encoding models and decoders, and smaller learning rates delay their convergence. The calibration algorithm provides a novel analytical approach to predictably achieve a desired level of error and convergence time in adaptive learning, with application to closed-loop neurotechnologies and other signal processing domains.

Atmospheric dispersion prediction and source estimation of hazardous gas using artificial neural network, particle swarm optimization and expectation maximization

NASA Astrophysics Data System (ADS)

Qiu, Sihang; Chen, Bin; Wang, Rongxiao; Zhu, Zhengqiu; Wang, Yuan; Qiu, Xiaogang

2018-04-01

Hazardous gas leak accident has posed a potential threat to human beings. Predicting atmospheric dispersion and estimating its source become increasingly important in emergency management. Current dispersion prediction and source estimation models cannot satisfy the requirement of emergency management because they are not equipped with high efficiency and accuracy at the same time. In this paper, we develop a fast and accurate dispersion prediction and source estimation method based on artificial neural network (ANN), particle swarm optimization (PSO) and expectation maximization (EM). The novel method uses a large amount of pre-determined scenarios to train the ANN for dispersion prediction, so that the ANN can predict concentration distribution accurately and efficiently. PSO and EM are applied for estimating the source parameters, which can effectively accelerate the process of convergence. The method is verified by the Indianapolis field study with a SF6 release source. The results demonstrate the effectiveness of the method.

Modeling and control of flexible structures

NASA Technical Reports Server (NTRS)

Gibson, J. S.; Mingori, D. L.

1988-01-01

This monograph presents integrated modeling and controller design methods for flexible structures. The controllers, or compensators, developed are optimal in the linear-quadratic-Gaussian sense. The performance objectives, sensor and actuator locations and external disturbances influence both the construction of the model and the design of the finite dimensional compensator. The modeling and controller design procedures are carried out in parallel to ensure compatibility of these two aspects of the design problem. Model reduction techniques are introduced to keep both the model order and the controller order as small as possible. A linear distributed, or infinite dimensional, model is the theoretical basis for most of the text, but finite dimensional models arising from both lumped-mass and finite element approximations also play an important role. A central purpose of the approach here is to approximate an optimal infinite dimensional controller with an implementable finite dimensional compensator. Both convergence theory and numerical approximation methods are given. Simple examples are used to illustrate the theory.

Posterior uncertainty of GEOS-5 L-band radiative transfer model parameters and brightness temperatures after calibration with SMOS observations

NASA Astrophysics Data System (ADS)

De Lannoy, G. J.; Reichle, R. H.; Vrugt, J. A.

2012-12-01

Simulated L-band (1.4 GHz) brightness temperatures are very sensitive to the values of the parameters in the radiative transfer model (RTM). We assess the optimum RTM parameter values and their (posterior) uncertainty in the Goddard Earth Observing System (GEOS-5) land surface model using observations of multi-angular brightness temperature over North America from the Soil Moisture Ocean Salinity (SMOS) mission. Two different parameter estimation methods are being compared: (i) a particle swarm optimization (PSO) approach, and (ii) an MCMC simulation procedure using the differential evolution adaptive Metropolis (DREAM) algorithm. Our results demonstrate that both methods provide similar "optimal" parameter values. Yet, DREAM exhibits better convergence properties, resulting in a reduced spread of the posterior ensemble. The posterior parameter distributions derived with both methods are used for predictive uncertainty estimation of brightness temperature. This presentation will highlight our model-data synthesis framework and summarize our initial findings.

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

PubMed Central

Liu, Haorui; Yi, Fengyan; Yang, Heli

2016-01-01

The shuffled frog leaping algorithm (SFLA) easily falls into local optimum when it solves multioptimum function optimization problem, which impacts the accuracy and convergence speed. Therefore this paper presents grouped SFLA for solving continuous optimization problems combined with the excellent characteristics of cloud model transformation between qualitative and quantitative research. The algorithm divides the definition domain into several groups and gives each group a set of frogs. Frogs of each region search in their memeplex, and in the search process the algorithm uses the “elite strategy” to update the location information of existing elite frogs through cloud model algorithm. This method narrows the searching space and it can effectively improve the situation of a local optimum; thus convergence speed and accuracy can be significantly improved. The results of computer simulation confirm this conclusion. PMID:26819584

Memoryless cooperative graph search based on the simulated annealing algorithm

NASA Astrophysics Data System (ADS)

Hou, Jian; Yan, Gang-Feng; Fan, Zhen

2011-04-01

We have studied the problem of reaching a globally optimal segment for a graph-like environment with a single or a group of autonomous mobile agents. Firstly, two efficient simulated-annealing-like algorithms are given for a single agent to solve the problem in a partially known environment and an unknown environment, respectively. It shows that under both proposed control strategies, the agent will eventually converge to a globally optimal segment with probability 1. Secondly, we use multi-agent searching to simultaneously reduce the computation complexity and accelerate convergence based on the algorithms we have given for a single agent. By exploiting graph partition, a gossip-consensus method based scheme is presented to update the key parameter—radius of the graph, ensuring that the agents spend much less time finding a globally optimal segment.

Accelerating global optimization of aerodynamic shapes using a new surrogate-assisted parallel genetic algorithm

NASA Astrophysics Data System (ADS)

Ebrahimi, Mehdi; Jahangirian, Alireza

2017-12-01

An efficient strategy is presented for global shape optimization of wing sections with a parallel genetic algorithm. Several computational techniques are applied to increase the convergence rate and the efficiency of the method. A variable fidelity computational evaluation method is applied in which the expensive Navier-Stokes flow solver is complemented by an inexpensive multi-layer perceptron neural network for the objective function evaluations. A population dispersion method that consists of two phases, of exploration and refinement, is developed to improve the convergence rate and the robustness of the genetic algorithm. Owing to the nature of the optimization problem, a parallel framework based on the master/slave approach is used. The outcomes indicate that the method is able to find the global optimum with significantly lower computational time in comparison to the conventional genetic algorithm.

A novel constructive-optimizer neural network for the traveling salesman problem.

PubMed

Saadatmand-Tarzjan, Mahdi; Khademi, Morteza; Akbarzadeh-T, Mohammad-R; Moghaddam, Hamid Abrishami

2007-08-01

In this paper, a novel constructive-optimizer neural network (CONN) is proposed for the traveling salesman problem (TSP). CONN uses a feedback structure similar to Hopfield-type neural networks and a competitive training algorithm similar to the Kohonen-type self-organizing maps (K-SOMs). Consequently, CONN is composed of a constructive part, which grows the tour and an optimizer part to optimize it. In the training algorithm, an initial tour is created first and introduced to CONN. Then, it is trained in the constructive phase for adding a number of cities to the tour. Next, the training algorithm switches to the optimizer phase for optimizing the current tour by displacing the tour cities. After convergence in this phase, the training algorithm switches to the constructive phase anew and is continued until all cities are added to the tour. Furthermore, we investigate a relationship between the number of TSP cities and the number of cities to be added in each constructive phase. CONN was tested on nine sets of benchmark TSPs from TSPLIB to demonstrate its performance and efficiency. It performed better than several typical Neural networks (NNs), including KNIES_TSP_Local, KNIES_TSP_Global, Budinich's SOM, Co-Adaptive Net, and multivalued Hopfield network as wall as computationally comparable variants of the simulated annealing algorithm, in terms of both CPU time and accuracy. Furthermore, CONN converged considerably faster than expanding SOM and evolved integrated SOM and generated shorter tours compared to KNIES_DECOMPOSE. Although CONN is not yet comparable in terms of accuracy with some sophisticated computationally intensive algorithms, it converges significantly faster than they do. Generally speaking, CONN provides the best compromise between CPU time and accuracy among currently reported NNs for TSP.

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.

A physics-based solver to optimize the illumination of cylindrical targets in spherically distributed high power laser systems.

PubMed

Gourdain, P-A

2017-05-01

In recent years, our understanding of high energy density plasmas has played an important role in improving inertial fusion confinement and in emerging new fields of physics, such as laboratory astrophysics. Every new idea required developing innovative experimental platforms at high power laser facilities, such as OMEGA or NIF. These facilities, designed to focus all their beams onto spherical targets or hohlraum windows, are now required to shine them on more complex targets. While the pointing on planar geometries is relatively straightforward, it becomes problematic for cylindrical targets or target with more complex geometries. This publication describes how the distribution of laser beams on a cylindrical target can be done simply by using a set of physical laws as a pointing procedure. The advantage of the method is threefold. First, it is straightforward, requiring no mathematical enterprise besides solving ordinary differential equations. Second, it will converge if a local optimum exists. Finally, it is computationally inexpensive. Experimental results show that this approach produces a geometrical beam distribution that yields cylindrically symmetric implosions.

Blind Deconvolution for Distributed Parameter Systems with Unbounded Input and Output and Determining Blood Alcohol Concentration from Transdermal Biosensor Data.

PubMed

Rosen, I G; Luczak, Susan E; Weiss, Jordan

2014-03-15

We develop a blind deconvolution scheme for input-output systems described by distributed parameter systems with boundary input and output. An abstract functional analytic theory based on results for the linear quadratic control of infinite dimensional systems with unbounded input and output operators is presented. The blind deconvolution problem is then reformulated as a series of constrained linear and nonlinear optimization problems involving infinite dimensional dynamical systems. A finite dimensional approximation and convergence theory is developed. The theory is applied to the problem of estimating blood or breath alcohol concentration (respectively, BAC or BrAC) from biosensor-measured transdermal alcohol concentration (TAC) in the field. A distributed parameter model with boundary input and output is proposed for the transdermal transport of ethanol from the blood through the skin to the sensor. The problem of estimating BAC or BrAC from the TAC data is formulated as a blind deconvolution problem. A scheme to identify distinct drinking episodes in TAC data based on a Hodrick Prescott filter is discussed. Numerical results involving actual patient data are presented.

A physics-based solver to optimize the illumination of cylindrical targets in spherically distributed high power laser systems

NASA Astrophysics Data System (ADS)

Gourdain, P.-A.

2017-05-01

In recent years, our understanding of high energy density plasmas has played an important role in improving inertial fusion confinement and in emerging new fields of physics, such as laboratory astrophysics. Every new idea required developing innovative experimental platforms at high power laser facilities, such as OMEGA or NIF. These facilities, designed to focus all their beams onto spherical targets or hohlraum windows, are now required to shine them on more complex targets. While the pointing on planar geometries is relatively straightforward, it becomes problematic for cylindrical targets or target with more complex geometries. This publication describes how the distribution of laser beams on a cylindrical target can be done simply by using a set of physical laws as a pointing procedure. The advantage of the method is threefold. First, it is straightforward, requiring no mathematical enterprise besides solving ordinary differential equations. Second, it will converge if a local optimum exists. Finally, it is computationally inexpensive. Experimental results show that this approach produces a geometrical beam distribution that yields cylindrically symmetric implosions.

Optimization of a jet-propelled particle injection system for the uniform transdermal delivery of drug/vaccine.

PubMed

Liu, Yi; Kendall, Mark A F

2007-08-01

A jet-propelled particle injection system, the biolistics, has been developed and employed to accelerate micro-particles for transdermal drug delivery. We have examined a prototype biolistic device employing a converging-diverging supersonic nozzle (CDSN), and found that the micro-particles were delivered with a wide velocity range (200-800 m/s) and spatial distribution. To provide a controllable system for transdermal drug delivery, we present a contoured shock-tube (CST) concept and its embodiment device. The CST configuration utilizes a quasi-steady, quasi-one dimensional and shock-free supersonic flow to deliver the micro-particles with an almost uniform velocity (the mean velocity and the standard deviation, 699 +/- 4.7 m/s) and spatial distribution. The transient gas and particle dynamics in both prototype devices are interrogated with the validated computational fluid dynamics (CFD) approach. The predicted results for static pressure and Mach number histories, gas flow structures, particle velocity distributions and gas-particle interactions are presented and interpreted. The implications for clinical uses are discussed. (c) 2007 Wiley Periodicals, Inc.

How Many Grid Points are Required for Time Accurate Simulations Scheme Selection and Scale-Discriminant Stabilization

DTIC Science & Technology

2015-11-24

spatial concerns: ¤ how well are gradients captured? (resolution requirement) spatial/temporal concerns: ¤ dispersion and dissipation error...distribution is unlimited. Gradient Capture vs. Resolution: Single Mode FFT: Solution/Derivative: Convergence: f x( )= sin(x) with x∈[0,2π ] df dx...distribution is unlimited. Gradient Capture vs. Resolution: 
 Multiple Modes FFT: Solution/Derivative: Convergence: 6 __ CD02 __ CD04 __ CD06

Generalized Likelihood Uncertainty Estimation (GLUE) Using Multi-Optimization Algorithm as Sampling Method

NASA Astrophysics Data System (ADS)

Wang, Z.

2015-12-01

For decades, distributed and lumped hydrological models have furthered our understanding of hydrological system. The development of hydrological simulation in large scale and high precision elaborated the spatial descriptions and hydrological behaviors. Meanwhile, the new trend is also followed by the increment of model complexity and number of parameters, which brings new challenges of uncertainty quantification. Generalized Likelihood Uncertainty Estimation (GLUE) has been widely used in uncertainty analysis for hydrological models referring to Monte Carlo method coupled with Bayesian estimation. However, the stochastic sampling method of prior parameters adopted by GLUE appears inefficient, especially in high dimensional parameter space. The heuristic optimization algorithms utilizing iterative evolution show better convergence speed and optimality-searching performance. In light of the features of heuristic optimization algorithms, this study adopted genetic algorithm, differential evolution, shuffled complex evolving algorithm to search the parameter space and obtain the parameter sets of large likelihoods. Based on the multi-algorithm sampling, hydrological model uncertainty analysis is conducted by the typical GLUE framework. To demonstrate the superiority of the new method, two hydrological models of different complexity are examined. The results shows the adaptive method tends to be efficient in sampling and effective in uncertainty analysis, providing an alternative path for uncertainty quantilization.

Implementation and Optimization of miniGMG - a Compact Geometric Multigrid Benchmark

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

Williams, Samuel; Kalamkar, Dhiraj; Singh, Amik

2012-12-01

Multigrid methods are widely used to accelerate the convergence of iterative solvers for linear systems used in a number of different application areas. In this report, we describe miniGMG, our compact geometric multigrid benchmark designed to proxy the multigrid solves found in AMR applications. We explore optimization techniques for geometric multigrid on existing and emerging multicore systems including the Opteron-based Cray XE6, Intel Sandy Bridge and Nehalem-based Infiniband clusters, as well as manycore-based architectures including NVIDIA's Fermi and Kepler GPUs and Intel's Knights Corner (KNC) co-processor. This report examines a variety of novel techniques including communication-aggregation, threaded wavefront-based DRAM communication-avoiding,more » dynamic threading decisions, SIMDization, and fusion of operators. We quantify performance through each phase of the V-cycle for both single-node and distributed-memory experiments and provide detailed analysis for each class of optimization. Results show our optimizations yield significant speedups across a variety of subdomain sizes while simultaneously demonstrating the potential of multi- and manycore processors to dramatically accelerate single-node performance. However, our analysis also indicates that improvements in networks and communication will be essential to reap the potential of manycore processors in large-scale multigrid calculations.« less

Multidisciplinary optimization of an HSCT wing using a response surface methodology

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

Giunta, A.A.; Grossman, B.; Mason, W.H.

1994-12-31

Aerospace vehicle design is traditionally divided into three phases: conceptual, preliminary, and detailed. Each of these design phases entails a particular level of accuracy and computational expense. While there are several computer programs which perform inexpensive conceptual-level aircraft multidisciplinary design optimization (MDO), aircraft MDO remains prohibitively expensive using preliminary- and detailed-level analysis tools. This occurs due to the expense of computational analyses and because gradient-based optimization requires the analysis of hundreds or thousands of aircraft configurations to estimate design sensitivity information. A further hindrance to aircraft MDO is the problem of numerical noise which occurs frequently in engineering computations. Computermore » models produce numerical noise as a result of the incomplete convergence of iterative processes, round-off errors, and modeling errors. Such numerical noise is typically manifested as a high frequency, low amplitude variation in the results obtained from the computer models. Optimization attempted using noisy computer models may result in the erroneous calculation of design sensitivities and may slow or prevent convergence to an optimal design.« less

Sparse Representation with Spatio-Temporal Online Dictionary Learning for Efficient Video Coding.

PubMed

Dai, Wenrui; Shen, Yangmei; Tang, Xin; Zou, Junni; Xiong, Hongkai; Chen, Chang Wen

2016-07-27

Classical dictionary learning methods for video coding suer from high computational complexity and interfered coding eciency by disregarding its underlying distribution. This paper proposes a spatio-temporal online dictionary learning (STOL) algorithm to speed up the convergence rate of dictionary learning with a guarantee of approximation error. The proposed algorithm incorporates stochastic gradient descents to form a dictionary of pairs of 3-D low-frequency and highfrequency spatio-temporal volumes. In each iteration of the learning process, it randomly selects one sample volume and updates the atoms of dictionary by minimizing the expected cost, rather than optimizes empirical cost over the complete training data like batch learning methods, e.g. K-SVD. Since the selected volumes are supposed to be i.i.d. samples from the underlying distribution, decomposition coecients attained from the trained dictionary are desirable for sparse representation. Theoretically, it is proved that the proposed STOL could achieve better approximation for sparse representation than K-SVD and maintain both structured sparsity and hierarchical sparsity. It is shown to outperform batch gradient descent methods (K-SVD) in the sense of convergence speed and computational complexity, and its upper bound for prediction error is asymptotically equal to the training error. With lower computational complexity, extensive experiments validate that the STOL based coding scheme achieves performance improvements than H.264/AVC or HEVC as well as existing super-resolution based methods in ratedistortion performance and visual quality.

Global Optimality of the Successive Maxbet Algorithm.

ERIC Educational Resources Information Center

Hanafi, Mohamed; ten Berge, Jos M. F.

2003-01-01

It is known that the Maxbet algorithm, which is an alternative to the method of generalized canonical correlation analysis and Procrustes analysis, may converge to local maxima. Discusses an eigenvalue criterion that is sufficient, but not necessary, for global optimality of the successive Maxbet algorithm. (SLD)

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

PubMed Central

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

2018-01-01

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

Stochastic Averaging for Constrained Optimization With Application to Online Resource Allocation

NASA Astrophysics Data System (ADS)

Chen, Tianyi; Mokhtari, Aryan; Wang, Xin; Ribeiro, Alejandro; Giannakis, Georgios B.

2017-06-01

Existing approaches to resource allocation for nowadays stochastic networks are challenged to meet fast convergence and tolerable delay requirements. The present paper leverages online learning advances to facilitate stochastic resource allocation tasks. By recognizing the central role of Lagrange multipliers, the underlying constrained optimization problem is formulated as a machine learning task involving both training and operational modes, with the goal of learning the sought multipliers in a fast and efficient manner. To this end, an order-optimal offline learning approach is developed first for batch training, and it is then generalized to the online setting with a procedure termed learn-and-adapt. The novel resource allocation protocol permeates benefits of stochastic approximation and statistical learning to obtain low-complexity online updates with learning errors close to the statistical accuracy limits, while still preserving adaptation performance, which in the stochastic network optimization context guarantees queue stability. Analysis and simulated tests demonstrate that the proposed data-driven approach improves the delay and convergence performance of existing resource allocation schemes.

An all-at-once reduced Hessian SQP scheme for aerodynamic design optimization

NASA Technical Reports Server (NTRS)

Feng, Dan; Pulliam, Thomas H.

1995-01-01

This paper introduces a computational scheme for solving a class of aerodynamic design problems that can be posed as nonlinear equality constrained optimizations. The scheme treats the flow and design variables as independent variables, and solves the constrained optimization problem via reduced Hessian successive quadratic programming. It updates the design and flow variables simultaneously at each iteration and allows flow variables to be infeasible before convergence. The solution of an adjoint flow equation is never needed. In addition, a range space basis is chosen so that in a certain sense the 'cross term' ignored in reduced Hessian SQP methods is minimized. Numerical results for a nozzle design using the quasi-one-dimensional Euler equations show that this scheme is computationally efficient and robust. The computational cost of a typical nozzle design is only a fraction more than that of the corresponding analysis flow calculation. Superlinear convergence is also observed, which agrees with the theoretical properties of this scheme. All optimal solutions are obtained by starting far away from the final solution.

A practical globalization of one-shot optimization for optimal design of tokamak divertors

NASA Astrophysics Data System (ADS)

Blommaert, Maarten; Dekeyser, Wouter; Baelmans, Martine; Gauger, Nicolas R.; Reiter, Detlev

2017-01-01

In past studies, nested optimization methods were successfully applied to design of the magnetic divertor configuration in nuclear fusion reactors. In this paper, so-called one-shot optimization methods are pursued. Due to convergence issues, a globalization strategy for the one-shot solver is sought. Whereas Griewank introduced a globalization strategy using a doubly augmented Lagrangian function that includes primal and adjoint residuals, its practical usability is limited by the necessity of second order derivatives and expensive line search iterations. In this paper, a practical alternative is offered that avoids these drawbacks by using a regular augmented Lagrangian merit function that penalizes only state residuals. Additionally, robust rank-two Hessian estimation is achieved by adaptation of Powell's damped BFGS update rule. The application of the novel one-shot approach to magnetic divertor design is considered in detail. For this purpose, the approach is adapted to be complementary with practical in parts adjoint sensitivities. Using the globalization strategy, stable convergence of the one-shot approach is achieved.

Fast and Epsilon-Optimal Discretized Pursuit Learning Automata.

PubMed

Zhang, JunQi; Wang, Cheng; Zhou, MengChu

2015-10-01

Learning automata (LA) are powerful tools for reinforcement learning. A discretized pursuit LA is the most popular one among them. During an iteration its operation consists of three basic phases: 1) selecting the next action; 2) finding the optimal estimated action; and 3) updating the state probability. However, when the number of actions is large, the learning becomes extremely slow because there are too many updates to be made at each iteration. The increased updates are mostly from phases 1 and 3. A new fast discretized pursuit LA with assured ε -optimality is proposed to perform both phases 1 and 3 with the computational complexity independent of the number of actions. Apart from its low computational complexity, it achieves faster convergence speed than the classical one when operating in stationary environments. This paper can promote the applications of LA toward the large-scale-action oriented area that requires efficient reinforcement learning tools with assured ε -optimality, fast convergence speed, and low computational complexity for each iteration.

An hp symplectic pseudospectral method for nonlinear optimal control

NASA Astrophysics Data System (ADS)

Peng, Haijun; Wang, Xinwei; Li, Mingwu; Chen, Biaosong

2017-01-01

An adaptive symplectic pseudospectral method based on the dual variational principle is proposed and is successfully applied to solving nonlinear optimal control problems in this paper. The proposed method satisfies the first order necessary conditions of continuous optimal control problems, also the symplectic property of the original continuous Hamiltonian system is preserved. The original optimal control problem is transferred into a set of nonlinear equations which can be solved easily by Newton-Raphson iterations, and the Jacobian matrix is found to be sparse and symmetric. The proposed method, on one hand, exhibits exponent convergence rates when the number of collocation points are increasing with the fixed number of sub-intervals; on the other hand, exhibits linear convergence rates when the number of sub-intervals is increasing with the fixed number of collocation points. Furthermore, combining with the hp method based on the residual error of dynamic constraints, the proposed method can achieve given precisions in a few iterations. Five examples highlight the high precision and high computational efficiency of the proposed method.

Gaussian process regression to accelerate geometry optimizations relying on numerical differentiation

NASA Astrophysics Data System (ADS)

Schmitz, Gunnar; Christiansen, Ove

2018-06-01

We study how with means of Gaussian Process Regression (GPR) geometry optimizations, which rely on numerical gradients, can be accelerated. The GPR interpolates a local potential energy surface on which the structure is optimized. It is found to be efficient to combine results on a low computational level (HF or MP2) with the GPR-calculated gradient of the difference between the low level method and the target method, which is a variant of explicitly correlated Coupled Cluster Singles and Doubles with perturbative Triples correction CCSD(F12*)(T) in this study. Overall convergence is achieved if both the potential and the geometry are converged. Compared to numerical gradient-based algorithms, the number of required single point calculations is reduced. Although introducing an error due to the interpolation, the optimized structures are sufficiently close to the minimum of the target level of theory meaning that the reference and predicted minimum only vary energetically in the μEh regime.

Fast Multilevel Solvers for a Class of Discrete Fourth Order Parabolic Problems

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

Zheng, Bin; Chen, Luoping; Hu, Xiaozhe

2016-03-05

In this paper, we study fast iterative solvers for the solution of fourth order parabolic equations discretized by mixed finite element methods. We propose to use consistent mass matrix in the discretization and use lumped mass matrix to construct efficient preconditioners. We provide eigenvalue analysis for the preconditioned system and estimate the convergence rate of the preconditioned GMRes method. Furthermore, we show that these preconditioners only need to be solved inexactly by optimal multigrid algorithms. Our numerical examples indicate that the proposed preconditioners are very efficient and robust with respect to both discretization parameters and diffusion coefficients. We also investigatemore » the performance of multigrid algorithms with either collective smoothers or distributive smoothers when solving the preconditioner systems.« less

Comparative cranial osteology of fossorial lizards from the tribe Gymnophthalmini (Squamata, Gymnophthalmidae).

PubMed

Roscito, Juliana G; Rodrigues, Miguel T

2010-11-01

Squamates (lizards, snakes and amphisbaenians) are represented by a large number of species distributed among a wide variety of habitats. Changes in body plan related to a fossorial habit are a frequent trend within the group and many morphological adaptations to this particular lifestyle evolved convergently in nonrelated species, reflecting adaptations to a similar habitat. The fossorial lifestyle requires an optimal morphological organization for an effective use of the available resources. Skeleton arrangement in fossorial squamates reflects adaptations to the burrowing activity, and different degrees of fossoriality can be inferred through an analysis of skull morphology. Here, we provide a detailed description of the skull morphology of three fossorial gymnophthalmid species: Calyptommatus nicterus, Scriptosaura catimbau, and Nothobachia ablephara.

Multiobjective optimization of combinatorial libraries.

PubMed

Agrafiotis, D K

2002-01-01

Combinatorial chemistry and high-throughput screening have caused a fundamental shift in the way chemists contemplate experiments. Designing a combinatorial library is a controversial art that involves a heterogeneous mix of chemistry, mathematics, economics, experience, and intuition. Although there seems to be little agreement as to what constitutes an ideal library, one thing is certain: only one property or measure seldom defines the quality of the design. In most real-world applications, a good experiment requires the simultaneous optimization of several, often conflicting, design objectives, some of which may be vague and uncertain. In this paper, we discuss a class of algorithms for subset selection rooted in the principles of multiobjective optimization. Our approach is to employ an objective function that encodes all of the desired selection criteria, and then use a simulated annealing or evolutionary approach to identify the optimal (or a nearly optimal) subset from among the vast number of possibilities. Many design criteria can be accommodated, including diversity, similarity to known actives, predicted activity and/or selectivity determined by quantitative structure-activity relationship (QSAR) models or receptor binding models, enforcement of certain property distributions, reagent cost and availability, and many others. The method is robust, convergent, and extensible, offers the user full control over the relative significance of the various objectives in the final design, and permits the simultaneous selection of compounds from multiple libraries in full- or sparse-array format.

Development of gradient descent adaptive algorithms to remove common mode artifact for improvement of cardiovascular signal quality.

PubMed

Ciaccio, Edward J; Micheli-Tzanakou, Evangelia

2007-07-01

Common-mode noise degrades cardiovascular signal quality and diminishes measurement accuracy. Filtering to remove noise components in the frequency domain often distorts the signal. Two adaptive noise canceling (ANC) algorithms were tested to adjust weighted reference signals for optimal subtraction from a primary signal. Update of weight w was based upon the gradient term of the steepest descent equation: [see text], where the error epsilon is the difference between primary and weighted reference signals. nabla was estimated from Deltaepsilon(2) and Deltaw without using a variable Deltaw in the denominator which can cause instability. The Parallel Comparison (PC) algorithm computed Deltaepsilon(2) using fixed finite differences +/- Deltaw in parallel during each discrete time k. The ALOPEX algorithm computed Deltaepsilon(2)x Deltaw from time k to k + 1 to estimate nabla, with a random number added to account for Deltaepsilon(2) . Deltaw--> 0 near the optimal weighting. Using simulated data, both algorithms stably converged to the optimal weighting within 50-2000 discrete sample points k even with a SNR = 1:8 and weights which were initialized far from the optimal. Using a sharply pulsatile cardiac electrogram signal with added noise so that the SNR = 1:5, both algorithms exhibited stable convergence within 100 ms (100 sample points). Fourier spectral analysis revealed minimal distortion when comparing the signal without added noise to the ANC restored signal. ANC algorithms based upon difference calculations can rapidly and stably converge to the optimal weighting in simulated and real cardiovascular data. Signal quality is restored with minimal distortion, increasing the accuracy of biophysical measurement.

Convergence in High Probability of the Quantum Diffusion in a Random Band Matrix Model

NASA Astrophysics Data System (ADS)

Margarint, Vlad

2018-06-01

We consider Hermitian random band matrices H in d ≥slant 1 dimensions. The matrix elements H_{xy}, indexed by x, y \\in Λ \\subset Z^d, are independent, uniformly distributed random variable if |x-y| is less than the band width W, and zero otherwise. We update the previous results of the converge of quantum diffusion in a random band matrix model from convergence of the expectation to convergence in high probability. The result is uniformly in the size |Λ| of the matrix.

Systematic feasibility analysis of a quantitative elasticity estimation for breast anatomy using supine/prone patient postures.

PubMed

Hasse, Katelyn; Neylon, John; Sheng, Ke; Santhanam, Anand P

2016-03-01

Breast elastography is a critical tool for improving the targeted radiotherapy treatment of breast tumors. Current breast radiotherapy imaging protocols only involve prone and supine CT scans. There is a lack of knowledge on the quantitative accuracy with which breast elasticity can be systematically measured using only prone and supine CT datasets. The purpose of this paper is to describe a quantitative elasticity estimation technique for breast anatomy using only these supine/prone patient postures. Using biomechanical, high-resolution breast geometry obtained from CT scans, a systematic assessment was performed in order to determine the feasibility of this methodology for clinically relevant elasticity distributions. A model-guided inverse analysis approach is presented in this paper. A graphics processing unit (GPU)-based linear elastic biomechanical model was employed as a forward model for the inverse analysis with the breast geometry in a prone position. The elasticity estimation was performed using a gradient-based iterative optimization scheme and a fast-simulated annealing (FSA) algorithm. Numerical studies were conducted to systematically analyze the feasibility of elasticity estimation. For simulating gravity-induced breast deformation, the breast geometry was anchored at its base, resembling the chest-wall/breast tissue interface. Ground-truth elasticity distributions were assigned to the model, representing tumor presence within breast tissue. Model geometry resolution was varied to estimate its influence on convergence of the system. A priori information was approximated and utilized to record the effect on time and accuracy of convergence. The role of the FSA process was also recorded. A novel error metric that combined elasticity and displacement error was used to quantify the systematic feasibility study. For the authors' purposes, convergence was set to be obtained when each voxel of tissue was within 1 mm of ground-truth deformation. The authors' analyses showed that a ∼97% model convergence was systematically observed with no-a priori information. Varying the model geometry resolution showed no significant accuracy improvements. The GPU-based forward model enabled the inverse analysis to be completed within 10-70 min. Using a priori information about the underlying anatomy, the computation time decreased by as much as 50%, while accuracy improved from 96.81% to 98.26%. The use of FSA was observed to allow the iterative estimation methodology to converge more precisely. By utilizing a forward iterative approach to solve the inverse elasticity problem, this work indicates the feasibility and potential of the fast reconstruction of breast tissue elasticity using supine/prone patient postures.

Topology-Optimized Multilayered Metaoptics

NASA Astrophysics Data System (ADS)

Lin, Zin; Groever, Benedikt; Capasso, Federico; Rodriguez, Alejandro W.; Lončar, Marko

2018-04-01

We propose a general topology-optimization framework for metasurface inverse design that can automatically discover highly complex multilayered metastructures with increased functionalities. In particular, we present topology-optimized multilayered geometries exhibiting angular phase control, including a single-piece nanophotonic metalens with angular aberration correction, as well as an angle-convergent metalens that focuses light onto the same focal spot regardless of the angle of incidence.

Calculation of Pareto-optimal solutions to multiple-objective problems using threshold-of-acceptability constraints

NASA Technical Reports Server (NTRS)

Giesy, D. P.

1978-01-01

A technique is presented for the calculation of Pareto-optimal solutions to a multiple-objective constrained optimization problem by solving a series of single-objective problems. Threshold-of-acceptability constraints are placed on the objective functions at each stage to both limit the area of search and to mathematically guarantee convergence to a Pareto optimum.

Application of a derivative-free global optimization algorithm to the derivation of a new time integration scheme for the simulation of incompressible turbulence

NASA Astrophysics Data System (ADS)

Alimohammadi, Shahrouz; Cavaglieri, Daniele; Beyhaghi, Pooriya; Bewley, Thomas R.

2016-11-01

This work applies a recently developed Derivative-free optimization algorithm to derive a new mixed implicit-explicit (IMEX) time integration scheme for Computational Fluid Dynamics (CFD) simulations. This algorithm allows imposing a specified order of accuracy for the time integration and other important stability properties in the form of nonlinear constraints within the optimization problem. In this procedure, the coefficients of the IMEX scheme should satisfy a set of constraints simultaneously. Therefore, the optimization process, at each iteration, estimates the location of the optimal coefficients using a set of global surrogates, for both the objective and constraint functions, as well as a model of the uncertainty function of these surrogates based on the concept of Delaunay triangulation. This procedure has been proven to converge to the global minimum of the constrained optimization problem provided the constraints and objective functions are twice differentiable. As a result, a new third-order, low-storage IMEX Runge-Kutta time integration scheme is obtained with remarkably fast convergence. Numerical tests are then performed leveraging the turbulent channel flow simulations to validate the theoretical order of accuracy and stability properties of the new scheme.

Multiobjective Multifactorial Optimization in Evolutionary Multitasking.

PubMed

Gupta, Abhishek; Ong, Yew-Soon; Feng, Liang; Tan, Kay Chen

2016-05-03

In recent decades, the field of multiobjective optimization has attracted considerable interest among evolutionary computation researchers. One of the main features that makes evolutionary methods particularly appealing for multiobjective problems is the implicit parallelism offered by a population, which enables simultaneous convergence toward the entire Pareto front. While a plethora of related algorithms have been proposed till date, a common attribute among them is that they focus on efficiently solving only a single optimization problem at a time. Despite the known power of implicit parallelism, seldom has an attempt been made to multitask, i.e., to solve multiple optimization problems simultaneously. It is contended that the notion of evolutionary multitasking leads to the possibility of automated transfer of information across different optimization exercises that may share underlying similarities, thereby facilitating improved convergence characteristics. In particular, the potential for automated transfer is deemed invaluable from the standpoint of engineering design exercises where manual knowledge adaptation and reuse are routine. Accordingly, in this paper, we present a realization of the evolutionary multitasking paradigm within the domain of multiobjective optimization. The efficacy of the associated evolutionary algorithm is demonstrated on some benchmark test functions as well as on a real-world manufacturing process design problem from the composites industry.

Big Data Challenges of High-Dimensional Continuous-Time Mean-Variance Portfolio Selection and a Remedy.

PubMed

Chiu, Mei Choi; Pun, Chi Seng; Wong, Hoi Ying

2017-08-01

Investors interested in the global financial market must analyze financial securities internationally. Making an optimal global investment decision involves processing a huge amount of data for a high-dimensional portfolio. This article investigates the big data challenges of two mean-variance optimal portfolios: continuous-time precommitment and constant-rebalancing strategies. We show that both optimized portfolios implemented with the traditional sample estimates converge to the worst performing portfolio when the portfolio size becomes large. The crux of the problem is the estimation error accumulated from the huge dimension of stock data. We then propose a linear programming optimal (LPO) portfolio framework, which applies a constrained ℓ 1 minimization to the theoretical optimal control to mitigate the risk associated with the dimensionality issue. The resulting portfolio becomes a sparse portfolio that selects stocks with a data-driven procedure and hence offers a stable mean-variance portfolio in practice. When the number of observations becomes large, the LPO portfolio converges to the oracle optimal portfolio, which is free of estimation error, even though the number of stocks grows faster than the number of observations. Our numerical and empirical studies demonstrate the superiority of the proposed approach. © 2017 Society for Risk Analysis.

A comparative study on stress and compliance based structural topology optimization

NASA Astrophysics Data System (ADS)

Hailu Shimels, G.; Dereje Engida, W.; Fakhruldin Mohd, H.

2017-10-01

Most of structural topology optimization problems have been formulated and solved to either minimize compliance or weight of a structure under volume or stress constraints, respectively. Even if, a lot of researches are conducted on these two formulation techniques separately, there is no clear comparative study between the two approaches. This paper intends to compare these formulation techniques, so that an end user or designer can choose the best one based on the problems they have. Benchmark problems under the same boundary and loading conditions are defined, solved and results are compared based on these formulations. Simulation results shows that the two formulation techniques are dependent on the type of loading and boundary conditions defined. Maximum stress induced in the design domain is higher when the design domains are formulated using compliance based formulations. Optimal layouts from compliance minimization formulation has complex layout than stress based ones which may lead the manufacturing of the optimal layouts to be challenging. Optimal layouts from compliance based formulations are dependent on the material to be distributed. On the other hand, optimal layouts from stress based formulation are dependent on the type of material used to define the design domain. High computational time for stress based topology optimization is still a challenge because of the definition of stress constraints at element level. Results also shows that adjustment of convergence criterions can be an alternative solution to minimize the maximum stress developed in optimal layouts. Therefore, a designer or end user should choose a method of formulation based on the design domain defined and boundary conditions considered.

BBPH: Using progressive hedging within branch and bound to solve multi-stage stochastic mixed integer programs

DOE PAGES

Barnett, Jason; Watson, Jean -Paul; Woodruff, David L.

2016-11-27

Progressive hedging, though an effective heuristic for solving stochastic mixed integer programs (SMIPs), is not guaranteed to converge in this case. Here, we describe BBPH, a branch and bound algorithm that uses PH at each node in the search tree such that, given sufficient time, it will always converge to a globally optimal solution. Additionally, to providing a theoretically convergent “wrapper” for PH applied to SMIPs, computational results demonstrate that for some difficult problem instances branch and bound can find improved solutions after exploring only a few nodes.

An implicit iterative algorithm with a tuning parameter for Itô Lyapunov matrix equations

NASA Astrophysics Data System (ADS)

Zhang, Ying; Wu, Ai-Guo; Sun, Hui-Jie

2018-01-01

In this paper, an implicit iterative algorithm is proposed for solving a class of Lyapunov matrix equations arising in Itô stochastic linear systems. A tuning parameter is introduced in this algorithm, and thus the convergence rate of the algorithm can be changed. Some conditions are presented such that the developed algorithm is convergent. In addition, an explicit expression is also derived for the optimal tuning parameter, which guarantees that the obtained algorithm achieves its fastest convergence rate. Finally, numerical examples are employed to illustrate the effectiveness of the given algorithm.

Cross-coupling between accommodation and convergence is optimized for a broad range of directions and distances of gaze.

PubMed

Nguyen, Dorothy; Vedamurthy, Indu; Schor, Clifton

2008-03-01

Accommodation and convergence systems are cross-coupled so that stimulation of one system produces responses by both systems. Ideally, the cross-coupled responses of accommodation and convergence match their respective stimuli. When expressed in diopters and meter angles, respectively, stimuli for accommodation and convergence are equal in the mid-sagittal plane when viewed with symmetrical convergence, where historically, the gains of the cross coupling (AC/A and CA/C ratios) have been quantified. However, targets at non-zero azimuth angles, when viewed with asymmetric convergence, present unequal stimuli for accommodation and convergence. Are the cross-links between the two systems calibrated to compensate for stimulus mismatches that increase with gaze-azimuth? We measured the response AC/A and stimulus CA/C ratios at zero azimuth, 17.5 and 30 deg of rightward gaze eccentricities with a Badal Optometer and Wheatstone-mirror haploscope. AC/A ratios were measured under open-loop convergence conditions along the iso-accommodation circle (locus of points that stimulate approximately equal amounts of accommodation to the two eyes at all azimuth angles). CA/C ratios were measured under open-loop accommodation conditions along the iso-vergence circle (locus of points that stimulate constant convergence at all azimuth angles). Our results show that the gain of accommodative-convergence (AC/A ratio) decreased and the bias of convergence-accommodation increased at the 30 deg gaze eccentricity. These changes are in directions that compensate for stimulus mismatches caused by spatial-viewing geometry during asymmetric convergence.

Optimal sparse approximation with integrate and fire neurons.

PubMed

Shapero, Samuel; Zhu, Mengchen; Hasler, Jennifer; Rozell, Christopher

2014-08-01

Sparse approximation is a hypothesized coding strategy where a population of sensory neurons (e.g. V1) encodes a stimulus using as few active neurons as possible. We present the Spiking LCA (locally competitive algorithm), a rate encoded Spiking Neural Network (SNN) of integrate and fire neurons that calculate sparse approximations. The Spiking LCA is designed to be equivalent to the nonspiking LCA, an analog dynamical system that converges on a ℓ(1)-norm sparse approximations exponentially. We show that the firing rate of the Spiking LCA converges on the same solution as the analog LCA, with an error inversely proportional to the sampling time. We simulate in NEURON a network of 128 neuron pairs that encode 8 × 8 pixel image patches, demonstrating that the network converges to nearly optimal encodings within 20 ms of biological time. We also show that when using more biophysically realistic parameters in the neurons, the gain function encourages additional ℓ(0)-norm sparsity in the encoding, relative both to ideal neurons and digital solvers.

Adaptive Dynamic Programming for Discrete-Time Zero-Sum Games.

PubMed

Wei, Qinglai; Liu, Derong; Lin, Qiao; Song, Ruizhuo

2018-04-01

In this paper, a novel adaptive dynamic programming (ADP) algorithm, called "iterative zero-sum ADP algorithm," is developed to solve infinite-horizon discrete-time two-player zero-sum games of nonlinear systems. The present iterative zero-sum ADP algorithm permits arbitrary positive semidefinite functions to initialize the upper and lower iterations. A novel convergence analysis is developed to guarantee the upper and lower iterative value functions to converge to the upper and lower optimums, respectively. When the saddle-point equilibrium exists, it is emphasized that both the upper and lower iterative value functions are proved to converge to the optimal solution of the zero-sum game, where the existence criteria of the saddle-point equilibrium are not required. If the saddle-point equilibrium does not exist, the upper and lower optimal performance index functions are obtained, respectively, where the upper and lower performance index functions are proved to be not equivalent. Finally, simulation results and comparisons are shown to illustrate the performance of the present method.

Uncertainty Quantification and Statistical Convergence Guidelines for PIV Data

NASA Astrophysics Data System (ADS)

Stegmeir, Matthew; Kassen, Dan

2016-11-01

As Particle Image Velocimetry has continued to mature, it has developed into a robust and flexible technique for velocimetry used by expert and non-expert users. While historical estimates of PIV accuracy have typically relied heavily on "rules of thumb" and analysis of idealized synthetic images, recently increased emphasis has been placed on better quantifying real-world PIV measurement uncertainty. Multiple techniques have been developed to provide per-vector instantaneous uncertainty estimates for PIV measurements. Often real-world experimental conditions introduce complications in collecting "optimal" data, and the effect of these conditions is important to consider when planning an experimental campaign. The current work utilizes the results of PIV Uncertainty Quantification techniques to develop a framework for PIV users to utilize estimated PIV confidence intervals to compute reliable data convergence criteria for optimal sampling of flow statistics. Results are compared using experimental and synthetic data, and recommended guidelines and procedures leveraging estimated PIV confidence intervals for efficient sampling for converged statistics are provided.

Weighted interior penalty discretization of fully nonlinear and weakly dispersive free surface shallow water flows

NASA Astrophysics Data System (ADS)

Di Pietro, Daniele A.; Marche, Fabien

2018-02-01

In this paper, we further investigate the use of a fully discontinuous Finite Element discrete formulation for the study of shallow water free surface flows in the fully nonlinear and weakly dispersive flow regime. We consider a decoupling strategy in which we approximate the solutions of the classical shallow water equations supplemented with a source term globally accounting for the non-hydrostatic effects. This source term can be computed through the resolution of elliptic second-order linear sub-problems, which only involve second order partial derivatives in space. We then introduce an associated Symmetric Weighted Internal Penalty discrete bilinear form, allowing to deal with the discontinuous nature of the elliptic problem's coefficients in a stable and consistent way. Similar discrete formulations are also introduced for several recent optimized fully nonlinear and weakly dispersive models. These formulations are validated again several benchmarks involving h-convergence, p-convergence and comparisons with experimental data, showing optimal convergence properties.

Analysis of convergence of an evolutionary algorithm with self-adaptation using a stochastic Lyapunov function.

PubMed

Semenov, Mikhail A; Terkel, Dmitri A

2003-01-01

This paper analyses the convergence of evolutionary algorithms using a technique which is based on a stochastic Lyapunov function and developed within the martingale theory. This technique is used to investigate the convergence of a simple evolutionary algorithm with self-adaptation, which contains two types of parameters: fitness parameters, belonging to the domain of the objective function; and control parameters, responsible for the variation of fitness parameters. Although both parameters mutate randomly and independently, they converge to the "optimum" due to the direct (for fitness parameters) and indirect (for control parameters) selection. We show that the convergence velocity of the evolutionary algorithm with self-adaptation is asymptotically exponential, similar to the velocity of the optimal deterministic algorithm on the class of unimodal functions. Although some martingale inequalities have not be proved analytically, they have been numerically validated with 0.999 confidence using Monte-Carlo simulations.

Potential worldwide distribution of Fusarium dry root rot in common beans based on the optimal environment for disease occurrence.

PubMed

Macedo, Renan; Sales, Lilian Patrícia; Yoshida, Fernanda; Silva-Abud, Lidianne Lemes; Lobo, Murillo

2017-01-01

Root rots are a constraint for staple food crops and a long-lasting food security problem worldwide. In common beans, yield losses originating from root damage are frequently attributed to dry root rot, a disease caused by the Fusarium solani species complex. The aim of this study was to model the current potential distribution of common bean dry root rot on a global scale and to project changes based on future expectations of climate change. Our approach used a spatial proxy of the field disease occurrence, instead of solely the pathogen distribution. We modeled the pathogen environmental requirements in locations where in-situ inoculum density seems ideal for disease manifestation. A dataset of 2,311 soil samples from commercial farms assessed from 2002 to 2015 allowed us to evaluate the environmental conditions associated with the pathogen's optimum inoculum density for disease occurrence, using a lower threshold as a spatial proxy. We encompassed not only the optimal conditions for disease occurrence but also the optimal pathogen's density required for host infection. An intermediate inoculum density of the pathogen was the best disease proxy, suggesting density-dependent mechanisms on host infection. We found a strong convergence on the environmental requirements of both the host and the disease development in tropical areas, mostly in Brazil, Central America, and African countries. Precipitation and temperature variables were important for explaining the disease occurrence (from 17.63% to 43.84%). Climate change will probably move the disease toward cooler regions, which in Brazil are more representative of small-scale farming, although an overall shrink in total area (from 48% to 49% in 2050 and 26% to 41% in 2070) was also predicted. Understanding pathogen distribution and disease risks in an evolutionary context will therefore support breeding for resistance programs and strategies for dry root rot management in common beans.

Potential worldwide distribution of Fusarium dry root rot in common beans based on the optimal environment for disease occurrence

PubMed Central

Macedo, Renan; Sales, Lilian Patrícia; Yoshida, Fernanda; Silva-Abud, Lidianne Lemes

2017-01-01

Root rots are a constraint for staple food crops and a long-lasting food security problem worldwide. In common beans, yield losses originating from root damage are frequently attributed to dry root rot, a disease caused by the Fusarium solani species complex. The aim of this study was to model the current potential distribution of common bean dry root rot on a global scale and to project changes based on future expectations of climate change. Our approach used a spatial proxy of the field disease occurrence, instead of solely the pathogen distribution. We modeled the pathogen environmental requirements in locations where in-situ inoculum density seems ideal for disease manifestation. A dataset of 2,311 soil samples from commercial farms assessed from 2002 to 2015 allowed us to evaluate the environmental conditions associated with the pathogen’s optimum inoculum density for disease occurrence, using a lower threshold as a spatial proxy. We encompassed not only the optimal conditions for disease occurrence but also the optimal pathogen’s density required for host infection. An intermediate inoculum density of the pathogen was the best disease proxy, suggesting density-dependent mechanisms on host infection. We found a strong convergence on the environmental requirements of both the host and the disease development in tropical areas, mostly in Brazil, Central America, and African countries. Precipitation and temperature variables were important for explaining the disease occurrence (from 17.63% to 43.84%). Climate change will probably move the disease toward cooler regions, which in Brazil are more representative of small-scale farming, although an overall shrink in total area (from 48% to 49% in 2050 and 26% to 41% in 2070) was also predicted. Understanding pathogen distribution and disease risks in an evolutionary context will therefore support breeding for resistance programs and strategies for dry root rot management in common beans. PMID:29107985

Convergence of Transition Probability Matrix in CLVMarkov Models

NASA Astrophysics Data System (ADS)

Permana, D.; Pasaribu, U. S.; Indratno, S. W.; Suprayogi, S.

2018-04-01

A transition probability matrix is an arrangement of transition probability from one states to another in a Markov chain model (MCM). One of interesting study on the MCM is its behavior for a long time in the future. The behavior is derived from one property of transition probabilty matrix for n steps. This term is called the convergence of the n-step transition matrix for n move to infinity. Mathematically, the convergence of the transition probability matrix is finding the limit of the transition matrix which is powered by n where n moves to infinity. The convergence form of the transition probability matrix is very interesting as it will bring the matrix to its stationary form. This form is useful for predicting the probability of transitions between states in the future. The method usually used to find the convergence of transition probability matrix is through the process of limiting the distribution. In this paper, the convergence of the transition probability matrix is searched using a simple concept of linear algebra that is by diagonalizing the matrix.This method has a higher level of complexity because it has to perform the process of diagonalization in its matrix. But this way has the advantage of obtaining a common form of power n of the transition probability matrix. This form is useful to see transition matrix before stationary. For example cases are taken from CLV model using MCM called Model of CLV-Markov. There are several models taken by its transition probability matrix to find its convergence form. The result is that the convergence of the matrix of transition probability through diagonalization has similarity with convergence with commonly used distribution of probability limiting method.

Survey of optimization techniques for nonlinear spacecraft trajectory searches

NASA Technical Reports Server (NTRS)

Wang, Tseng-Chan; Stanford, Richard H.; Sunseri, Richard F.; Breckheimer, Peter J.

1988-01-01

Mathematical analysis of the optimal search of a nonlinear spacecraft trajectory to arrive at a set of desired targets is presented. A high precision integrated trajectory program and several optimization software libraries are used to search for a converged nonlinear spacecraft trajectory. Several examples for the Galileo Jupiter Orbiter and the Ocean Topography Experiment (TOPEX) are presented that illustrate a variety of the optimization methods used in nonlinear spacecraft trajectory searches.

Reconstruction of the temperature field for inverse ultrasound hyperthermia calculations at a muscle/bone interface.

PubMed

Liauh, Chihng-Tsung; Shih, Tzu-Ching; Huang, Huang-Wen; Lin, Win-Li

2004-02-01

An inverse algorithm with Tikhonov regularization of order zero has been used to estimate the intensity ratios of the reflected longitudinal wave to the incident longitudinal wave and that of the refracted shear wave to the total transmitted wave into bone in calculating the absorbed power field and then to reconstruct the temperature distribution in muscle and bone regions based on a limited number of temperature measurements during simulated ultrasound hyperthermia. The effects of the number of temperature sensors are investigated, as is the amount of noise superimposed on the temperature measurements, and the effects of the optimal sensor location on the performance of the inverse algorithm. Results show that noisy input data degrades the performance of this inverse algorithm, especially when the number of temperature sensors is small. Results are also presented demonstrating an improvement in the accuracy of the temperature estimates by employing an optimal value of the regularization parameter. Based on the analysis of singular-value decomposition, the optimal sensor position in a case utilizing only one temperature sensor can be determined to make the inverse algorithm converge to the true solution.

Research in navigation and optimization for space trajectories

NASA Technical Reports Server (NTRS)

Pines, S.; Kelley, H. J.

1979-01-01

Topics covered include: (1) initial Cartesian coordinates for rapid precision orbit prediction; (2) accelerating convergence in optimization methods using search routines by applying curvilinear projection ideas; (3) perturbation-magnitude control for difference-quotient estimation of derivatives; and (4) determining the accelerometer bias for in-orbit shuttle trajectories.

Implementation and Performance Issues in Collaborative Optimization

NASA Technical Reports Server (NTRS)

Braun, Robert; Gage, Peter; Kroo, Ilan; Sobieski, Ian

1996-01-01

Collaborative optimization is a multidisciplinary design architecture that is well-suited to large-scale multidisciplinary optimization problems. This paper compares this approach with other architectures, examines the details of the formulation, and some aspects of its performance. A particular version of the architecture is proposed to better accommodate the occurrence of multiple feasible regions. The use of system level inequality constraints is shown to increase the convergence rate. A series of simple test problems, demonstrated to challenge related optimization architectures, is successfully solved with collaborative optimization.

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.

Chaotic Particle Swarm Optimization with Mutation for Classification

PubMed Central

Assarzadeh, Zahra; Naghsh-Nilchi, Ahmad Reza

2015-01-01

In this paper, a chaotic particle swarm optimization with mutation-based classifier particle swarm optimization is proposed to classify patterns of different classes in the feature space. The introduced mutation operators and chaotic sequences allows us to overcome the problem of early convergence into a local minima associated with particle swarm optimization algorithms. That is, the mutation operator sharpens the convergence and it tunes the best possible solution. Furthermore, to remove the irrelevant data and reduce the dimensionality of medical datasets, a feature selection approach using binary version of the proposed particle swarm optimization is introduced. In order to demonstrate the effectiveness of our proposed classifier, mutation-based classifier particle swarm optimization, it is checked out with three sets of data classifications namely, Wisconsin diagnostic breast cancer, Wisconsin breast cancer and heart-statlog, with different feature vector dimensions. The proposed algorithm is compared with different classifier algorithms including k-nearest neighbor, as a conventional classifier, particle swarm-classifier, genetic algorithm, and Imperialist competitive algorithm-classifier, as more sophisticated ones. The performance of each classifier was evaluated by calculating the accuracy, sensitivity, specificity and Matthews's correlation coefficient. The experimental results show that the mutation-based classifier particle swarm optimization unequivocally performs better than all the compared algorithms. PMID:25709937

Sparse Learning with Stochastic Composite Optimization.

PubMed

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

2017-06-01

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

PRIM: An Efficient Preconditioning Iterative Reweighted Least Squares Method for Parallel Brain MRI Reconstruction.

PubMed

Xu, Zheng; Wang, Sheng; Li, Yeqing; Zhu, Feiyun; Huang, Junzhou

2018-02-08

The most recent history of parallel Magnetic Resonance Imaging (pMRI) has in large part been devoted to finding ways to reduce acquisition time. While joint total variation (JTV) regularized model has been demonstrated as a powerful tool in increasing sampling speed for pMRI, however, the major bottleneck is the inefficiency of the optimization method. While all present state-of-the-art optimizations for the JTV model could only reach a sublinear convergence rate, in this paper, we squeeze the performance by proposing a linear-convergent optimization method for the JTV model. The proposed method is based on the Iterative Reweighted Least Squares algorithm. Due to the complexity of the tangled JTV objective, we design a novel preconditioner to further accelerate the proposed method. Extensive experiments demonstrate the superior performance of the proposed algorithm for pMRI regarding both accuracy and efficiency compared with state-of-the-art methods.

Data classification using metaheuristic Cuckoo Search technique for Levenberg Marquardt back propagation (CSLM) algorithm

NASA Astrophysics Data System (ADS)

Nawi, Nazri Mohd.; Khan, Abdullah; Rehman, M. Z.

2015-05-01

A nature inspired behavior metaheuristic techniques which provide derivative-free solutions to solve complex problems. One of the latest additions to the group of nature inspired optimization procedure is Cuckoo Search (CS) algorithm. Artificial Neural Network (ANN) training is an optimization task since it is desired to find optimal weight set of a neural network in training process. Traditional training algorithms have some limitation such as getting trapped in local minima and slow convergence rate. This study proposed a new technique CSLM by combining the best features of two known algorithms back-propagation (BP) and Levenberg Marquardt algorithm (LM) for improving the convergence speed of ANN training and avoiding local minima problem by training this network. Some selected benchmark classification datasets are used for simulation. The experiment result show that the proposed cuckoo search with Levenberg Marquardt algorithm has better performance than other algorithm used in this study.

New Enhanced Artificial Bee Colony (JA-ABC5) Algorithm with Application for Reactive Power Optimization

PubMed Central

2015-01-01

The standard artificial bee colony (ABC) algorithm involves exploration and exploitation processes which need to be balanced for enhanced performance. This paper proposes a new modified ABC algorithm named JA-ABC5 to enhance convergence speed and improve the ability to reach the global optimum by balancing exploration and exploitation processes. New stages have been proposed at the earlier stages of the algorithm to increase the exploitation process. Besides that, modified mutation equations have also been introduced in the employed and onlooker-bees phases to balance the two processes. The performance of JA-ABC5 has been analyzed on 27 commonly used benchmark functions and tested to optimize the reactive power optimization problem. The performance results have clearly shown that the newly proposed algorithm has outperformed other compared algorithms in terms of convergence speed and global optimum achievement. PMID:25879054

Optimization of Low-Thrust Spiral Trajectories by Collocation

NASA Technical Reports Server (NTRS)

Falck, Robert D.; Dankanich, John W.

2012-01-01

As NASA examines potential missions in the post space shuttle era, there has been a renewed interest in low-thrust electric propulsion for both crewed and uncrewed missions. While much progress has been made in the field of software for the optimization of low-thrust trajectories, many of the tools utilize higher-fidelity methods which, while excellent, result in extremely high run-times and poor convergence when dealing with planetocentric spiraling trajectories deep within a gravity well. Conversely, faster tools like SEPSPOT provide a reasonable solution but typically fail to account for other forces such as third-body gravitation, aerodynamic drag, solar radiation pressure. SEPSPOT is further constrained by its solution method, which may require a very good guess to yield a converged optimal solution. Here the authors have developed an approach using collocation intended to provide solution times comparable to those given by SEPSPOT while allowing for greater robustness and extensible force models.

New enhanced artificial bee colony (JA-ABC5) algorithm with application for reactive power optimization.

PubMed

Sulaiman, Noorazliza; Mohamad-Saleh, Junita; Abro, Abdul Ghani

2015-01-01

The standard artificial bee colony (ABC) algorithm involves exploration and exploitation processes which need to be balanced for enhanced performance. This paper proposes a new modified ABC algorithm named JA-ABC5 to enhance convergence speed and improve the ability to reach the global optimum by balancing exploration and exploitation processes. New stages have been proposed at the earlier stages of the algorithm to increase the exploitation process. Besides that, modified mutation equations have also been introduced in the employed and onlooker-bees phases to balance the two processes. The performance of JA-ABC5 has been analyzed on 27 commonly used benchmark functions and tested to optimize the reactive power optimization problem. The performance results have clearly shown that the newly proposed algorithm has outperformed other compared algorithms in terms of convergence speed and global optimum achievement.

Blind Channel Equalization Using Constrained Generalized Pattern Search Optimization and Reinitialization Strategy

NASA Astrophysics Data System (ADS)

Zaouche, Abdelouahib; Dayoub, Iyad; Rouvaen, Jean Michel; Tatkeu, Charles

2008-12-01

We propose a global convergence baud-spaced blind equalization method in this paper. This method is based on the application of both generalized pattern optimization and channel surfing reinitialization. The potentially used unimodal cost function relies on higher- order statistics, and its optimization is achieved using a pattern search algorithm. Since the convergence to the global minimum is not unconditionally warranted, we make use of channel surfing reinitialization (CSR) strategy to find the right global minimum. The proposed algorithm is analyzed, and simulation results using a severe frequency selective propagation channel are given. Detailed comparisons with constant modulus algorithm (CMA) are highlighted. The proposed algorithm performances are evaluated in terms of intersymbol interference, normalized received signal constellations, and root mean square error vector magnitude. In case of nonconstant modulus input signals, our algorithm outperforms significantly CMA algorithm with full channel surfing reinitialization strategy. However, comparable performances are obtained for constant modulus signals.

Market penetration of energy supply technologies

NASA Astrophysics Data System (ADS)

Condap, R. J.

1980-03-01

Techniques to incorporate the concepts of profit-induced growth and risk aversion into policy-oriented optimization models of the domestic energy sector are examined. After reviewing the pertinent market penetration literature, simple mathematical programs in which the introduction of new energy technologies is constrained primarily by the reinvestment of profits are formulated. The main results involve the convergence behavior of technology production levels under various assumptions about the form of the energy demand function. Next, profitability growth constraints are embedded in a full-scale model of U.S. energy-economy interactions. A rapidly convergent algorithm is developed to utilize optimal shadow prices in the computation of profitability for individual technologies. Allowance is made for additional policy variables such as government funding and taxation. The result is an optimal deployment schedule for current and future energy technologies which is consistent with the sector's ability to finance capacity expansion.

A Numerical Approximation Framework for the Stochastic Linear Quadratic Regulator on Hilbert Spaces

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

Levajković, Tijana, E-mail: tijana.levajkovic@uibk.ac.at, E-mail: t.levajkovic@sf.bg.ac.rs; Mena, Hermann, E-mail: hermann.mena@uibk.ac.at; Tuffaha, Amjad, E-mail: atufaha@aus.edu

We present an approximation framework for computing the solution of the stochastic linear quadratic control problem on Hilbert spaces. We focus on the finite horizon case and the related differential Riccati equations (DREs). Our approximation framework is concerned with the so-called “singular estimate control systems” (Lasiecka in Optimal control problems and Riccati equations for systems with unbounded controls and partially analytic generators: applications to boundary and point control problems, 2004) which model certain coupled systems of parabolic/hyperbolic mixed partial differential equations with boundary or point control. We prove that the solutions of the approximate finite-dimensional DREs converge to the solutionmore » of the infinite-dimensional DRE. In addition, we prove that the optimal state and control of the approximate finite-dimensional problem converge to the optimal state and control of the corresponding infinite-dimensional problem.« less

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

PubMed

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

2015-11-01

The constrained optimal control problem depends on the solution of the complicated Hamilton-Jacobi-Bellman equation (HJBE). In this paper, a data-based off-policy reinforcement learning (RL) method is proposed, which learns the solution of the HJBE and the optimal control policy from real system data. One important feature of the off-policy RL is that its policy evaluation can be realized with data generated by other behavior policies, not necessarily the target policy, which solves the insufficient exploration problem. The convergence of the off-policy RL is proved by demonstrating its equivalence to the successive approximation approach. Its implementation procedure is based on the actor-critic neural networks structure, where the function approximation is conducted with linearly independent basis functions. Subsequently, the convergence of the implementation procedure with function approximation is also proved. Finally, its effectiveness is verified through computer simulations. Copyright © 2015 Elsevier Ltd. All rights reserved.

A New Stochastic Technique for Painlevé Equation-I Using Neural Network Optimized with Swarm Intelligence

PubMed Central

Raja, Muhammad Asif Zahoor; Khan, Junaid Ali; Ahmad, Siraj-ul-Islam; Qureshi, Ijaz Mansoor

2012-01-01

A methodology for solution of Painlevé equation-I is presented using computational intelligence technique based on neural networks and particle swarm optimization hybridized with active set algorithm. The mathematical model of the equation is developed with the help of linear combination of feed-forward artificial neural networks that define the unsupervised error of the model. This error is minimized subject to the availability of appropriate weights of the networks. The learning of the weights is carried out using particle swarm optimization algorithm used as a tool for viable global search method, hybridized with active set algorithm for rapid local convergence. The accuracy, convergence rate, and computational complexity of the scheme are analyzed based on large number of independents runs and their comprehensive statistical analysis. The comparative studies of the results obtained are made with MATHEMATICA solutions, as well as, with variational iteration method and homotopy perturbation method. PMID:22919371

Fluid mixing in droplet-based microfluidics with T junction and convergent-divergent sinusoidal microchannels.

PubMed

Yang, Li; Li, Shanshan; Liu, Jixiao; Cheng, Jingmeng

2018-02-01

To explore and utilize the advantages of droplet-based microfluidics, hydrodynamics, and mixing process within droplets traveling though the T junction channel and convergent-divergent sinusoidal microchannels are studied by numerical simulations and experiments, respectively. In the T junction channel, the mixing efficiency is significantly influenced by the twirling effect, which controls the initial distributions of the mixture during the droplet formation stage. Therefore, the internal recirculating flow can create a convection mechanism, thus improving mixing. The twirling effect is noticeably influenced by the velocity of the continuous phase; in the sinusoidal channel, the Dean vortices and droplet deformation are induced by centrifugal force and alternative velocity gradient, thus enhancing the mixing efficiency. The best mixing occurred when the droplet size is comparable with the channel width. Finally, we propose a unique optimized structure, which includes a T junction inlet joined to a sinusoidal channel. In this structure, the mixing of fluids in the droplets follows two routes: One is the twirling effect and symmetric recirculation flow in the straight channel. The other is the asymmetric recirculation and droplet deformation in the winding and variable cross-section. Among the three structures, the optimized structure has the best mixing efficiency at the shortest mixing time (0.25 ms). The combination of the twirling effect, variable cross-section effect, and Dean vortices greatly intensifies the chaotic flow. This study provides the insight of the mixing process and may benefit the design and operations of droplet-based microfluidics. © 2017 WILEY-VCH Verlag GmbH & Co. KGaA, Weinheim.

Weak Gravitational Lensing of Finite Beams.

PubMed

Fleury, Pierre; Larena, Julien; Uzan, Jean-Philippe

2017-11-10

The standard theory of weak gravitational lensing relies on the infinitesimal light beam approximation. In this context, images are distorted by convergence and shear, the respective sources of which unphysically depend on the resolution of the distribution of matter-the so-called Ricci-Weyl problem. In this Letter, we propose a strong-lensing-inspired formalism to describe the lensing of finite beams. We address the Ricci-Weyl problem by showing explicitly that convergence is caused by the matter enclosed by the beam, regardless of its distribution. Furthermore, shear turns out to be systematically enhanced by the finiteness of the beam. This implies, in particular, that the Kaiser-Squires relation between shear and convergence is violated, which could have profound consequences on the interpretation of weak-lensing surveys.

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

PubMed

Liang, X B; Wang, J

2000-01-01

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

Manifold regularized discriminative nonnegative matrix factorization with fast gradient descent.

PubMed

Guan, Naiyang; Tao, Dacheng; Luo, Zhigang; Yuan, Bo

2011-07-01

Nonnegative matrix factorization (NMF) has become a popular data-representation method and has been widely used in image processing and pattern-recognition problems. This is because the learned bases can be interpreted as a natural parts-based representation of data and this interpretation is consistent with the psychological intuition of combining parts to form a whole. For practical classification tasks, however, NMF ignores both the local geometry of data and the discriminative information of different classes. In addition, existing research results show that the learned basis is unnecessarily parts-based because there is neither explicit nor implicit constraint to ensure the representation parts-based. In this paper, we introduce the manifold regularization and the margin maximization to NMF and obtain the manifold regularized discriminative NMF (MD-NMF) to overcome the aforementioned problems. The multiplicative update rule (MUR) can be applied to optimizing MD-NMF, but it converges slowly. In this paper, we propose a fast gradient descent (FGD) to optimize MD-NMF. FGD contains a Newton method that searches the optimal step length, and thus, FGD converges much faster than MUR. In addition, FGD includes MUR as a special case and can be applied to optimizing NMF and its variants. For a problem with 165 samples in R(1600), FGD converges in 28 s, while MUR requires 282 s. We also apply FGD in a variant of MD-NMF and experimental results confirm its efficiency. Experimental results on several face image datasets suggest the effectiveness of MD-NMF.

Application of hybrid artificial fish swarm algorithm based on similar fragments in VRP

NASA Astrophysics Data System (ADS)

Che, Jinnuo; Zhou, Kang; Zhang, Xueyu; Tong, Xin; Hou, Lingyun; Jia, Shiyu; Zhen, Yiting

2018-03-01

Focused on the issue that the decrease of convergence speed and the precision of calculation at the end of the process in Artificial Fish Swarm Algorithm(AFSA) and instability of results, a hybrid AFSA based on similar fragments is proposed. Traditional AFSA enjoys a lot of obvious advantages in solving complex optimization problems like Vehicle Routing Problem(VRP). AFSA have a few limitations such as low convergence speed, low precision and instability of results. In this paper, two improvements are introduced. On the one hand, change the definition of the distance for artificial fish, as well as increase vision field of artificial fish, and the problem of speed and precision can be improved when solving VRP. On the other hand, mix artificial bee colony algorithm(ABC) into AFSA - initialize the population of artificial fish by the ABC, and it solves the problem of instability of results in some extend. The experiment results demonstrate that the optimal solution of the hybrid AFSA is easier to approach the optimal solution of the standard database than the other two algorithms. In conclusion, the hybrid algorithm can effectively solve the problem that instability of results and decrease of convergence speed and the precision of calculation at the end of the process.

An Experience Oriented-Convergence Improved Gravitational Search Algorithm for Minimum Variance Distortionless Response Beamforming Optimum

PubMed Central

Darzi, Soodabeh; Tiong, Sieh Kiong; Tariqul Islam, Mohammad; Rezai Soleymanpour, Hassan; Kibria, Salehin

2016-01-01

An experience oriented-convergence improved gravitational search algorithm (ECGSA) based on two new modifications, searching through the best experiments and using of a dynamic gravitational damping coefficient (α), is introduced in this paper. ECGSA saves its best fitness function evaluations and uses those as the agents’ positions in searching process. In this way, the optimal found trajectories are retained and the search starts from these trajectories, which allow the algorithm to avoid the local optimums. Also, the agents can move faster in search space to obtain better exploration during the first stage of the searching process and they can converge rapidly to the optimal solution at the final stage of the search process by means of the proposed dynamic gravitational damping coefficient. The performance of ECGSA has been evaluated by applying it to eight standard benchmark functions along with six complicated composite test functions. It is also applied to adaptive beamforming problem as a practical issue to improve the weight vectors computed by minimum variance distortionless response (MVDR) beamforming technique. The results of implementation of the proposed algorithm are compared with some well-known heuristic methods and verified the proposed method in both reaching to optimal solutions and robustness. PMID:27399904

Gas ultrasonic flow rate measurement through genetic-ant colony optimization based on the ultrasonic pulse received signal model

NASA Astrophysics Data System (ADS)

Hou, Huirang; Zheng, Dandan; Nie, Laixiao

2015-04-01

For gas ultrasonic flowmeters, the signals received by ultrasonic sensors are susceptible to noise interference. If signals are mingled with noise, a large error in flow measurement can be caused by triggering mistakenly using the traditional double-threshold method. To solve this problem, genetic-ant colony optimization (GACO) based on the ultrasonic pulse received signal model is proposed. Furthermore, in consideration of the real-time performance of the flow measurement system, the improvement of processing only the first three cycles of the received signals rather than the whole signal is proposed. Simulation results show that the GACO algorithm has the best estimation accuracy and ant-noise ability compared with the genetic algorithm, ant colony optimization, double-threshold and enveloped zero-crossing. Local convergence doesn’t appear with the GACO algorithm until -10 dB. For the GACO algorithm, the converging accuracy and converging speed and the amount of computation are further improved when using the first three cycles (called GACO-3cycles). Experimental results involving actual received signals show that the accuracy of single-gas ultrasonic flow rate measurement can reach 0.5% with GACO-3 cycles, which is better than with the double-threshold method.

Estimation of key parameters in adaptive neuron model according to firing patterns based on improved particle swarm optimization algorithm

NASA Astrophysics Data System (ADS)

Yuan, Chunhua; Wang, Jiang; Yi, Guosheng

2017-03-01

Estimation of ion channel parameters is crucial to spike initiation of neurons. The biophysical neuron models have numerous ion channel parameters, but only a few of them play key roles in the firing patterns of the models. So we choose three parameters featuring the adaptation in the Ermentrout neuron model to be estimated. However, the traditional particle swarm optimization (PSO) algorithm is still easy to fall into local optimum and has the premature convergence phenomenon in the study of some problems. In this paper, we propose an improved method that uses a concave function and dynamic logistic chaotic mapping mixed to adjust the inertia weights of the fitness value, effectively improve the global convergence ability of the algorithm. The perfect predicting firing trajectories of the rebuilt model using the estimated parameters prove that only estimating a few important ion channel parameters can establish the model well and the proposed algorithm is effective. Estimations using two classic PSO algorithms are also compared to the improved PSO to verify that the algorithm proposed in this paper can avoid local optimum and quickly converge to the optimal value. The results provide important theoretical foundations for building biologically realistic neuron models.

Majorization as a Tool for Optimizing a Class of Matrix Functions.

ERIC Educational Resources Information Center

Kiers, Henk A.

1990-01-01

General algorithms are presented that can be used for optimizing matrix trace functions subject to certain constraints on the parameters. The parameter set that minimizes the majorizing function also decreases the matrix trace function, providing a monotonically convergent algorithm for minimizing the matrix trace function iteratively. (SLD)

Active and passive controls of Jeffrey nanofluid flow over a nonlinear stretching surface

NASA Astrophysics Data System (ADS)

Hayat, Tasawar; Aziz, Arsalan; Muhammad, Taseer; Alsaedi, Ahmed

This communication explores magnetohydrodynamic (MHD) boundary-layer flow of Jeffrey nanofluid over a nonlinear stretching surface with active and passive controls of nanoparticles. A nonlinear stretching surface generates the flow. Effects of thermophoresis and Brownian diffusion are considered. Jeffrey fluid is electrically conducted subject to non-uniform magnetic field. Low magnetic Reynolds number and boundary-layer approximations have been considered in mathematical modelling. The phenomena of impulsing the particles away from the surface in combination with non-zero mass flux condition is known as the condition of zero mass flux. Convergent series solutions for the nonlinear governing system are established through optimal homotopy analysis method (OHAM). Graphs have been sketched in order to analyze that how the temperature and concentration distributions are affected by distinct physical flow parameters. Skin friction coefficient and local Nusselt and Sherwood numbers are also computed and analyzed. Our findings show that the temperature and concentration distributions are increasing functions of Hartman number and thermophoresis parameter.

Testing the lognormality of the galaxy and weak lensing convergence distributions from Dark Energy Survey maps

DOE PAGES

Clerkin, L.; Kirk, D.; Manera, M.; ...

2016-08-30

It is well known that the probability distribution function (PDF) of galaxy density contrast is approximately lognormal; whether the PDF of mass fluctuations derived from weak lensing convergence (kappa_WL) is lognormal is less well established. We derive PDFs of the galaxy and projected matter density distributions via the Counts in Cells (CiC) method. We use maps of galaxies and weak lensing convergence produced from the Dark Energy Survey (DES) Science Verification data over 139 deg^2. We test whether the underlying density contrast is well described by a lognormal distribution for the galaxies, the convergence and their joint PDF. We confirmmore » that the galaxy density contrast distribution is well modeled by a lognormal PDF convolved with Poisson noise at angular scales from 10-40 arcmin (corresponding to physical scales of 3-10 Mpc). We note that as kappa_WL is a weighted sum of the mass fluctuations along the line of sight, its PDF is expected to be only approximately lognormal. We find that the kappa_WL distribution is well modeled by a lognormal PDF convolved with Gaussian shape noise at scales between 10 and 20 arcmin, with a best-fit chi^2/DOF of 1.11 compared to 1.84 for a Gaussian model, corresponding to p-values 0.35 and 0.07 respectively, at a scale of 10 arcmin. Above 20 arcmin a simple Gaussian model is sufficient. The joint PDF is also reasonably fitted by a bivariate lognormal. As a consistency check we compare the variances derived from the lognormal modelling with those directly measured via CiC. Our methods are validated against maps from the MICE Grand Challenge N-body simulation.« less

Testing the lognormality of the galaxy and weak lensing convergence distributions from Dark Energy Survey maps

NASA Astrophysics Data System (ADS)

Clerkin, L.; Kirk, D.; Manera, M.; Lahav, O.; Abdalla, F.; Amara, A.; Bacon, D.; Chang, C.; Gaztañaga, E.; Hawken, A.; Jain, B.; Joachimi, B.; Vikram, V.; Abbott, T.; Allam, S.; Armstrong, R.; Benoit-Lévy, A.; Bernstein, G. M.; Bernstein, R. A.; Bertin, E.; Brooks, D.; Burke, D. L.; Rosell, A. Carnero; Carrasco Kind, M.; Crocce, M.; Cunha, C. E.; D'Andrea, C. B.; da Costa, L. N.; Desai, S.; Diehl, H. T.; Dietrich, J. P.; Eifler, T. F.; Evrard, A. E.; Flaugher, B.; Fosalba, P.; Frieman, J.; Gerdes, D. W.; Gruen, D.; Gruendl, R. A.; Gutierrez, G.; Honscheid, K.; James, D. J.; Kent, S.; Kuehn, K.; Kuropatkin, N.; Lima, M.; Melchior, P.; Miquel, R.; Nord, B.; Plazas, A. A.; Romer, A. K.; Roodman, A.; Sanchez, E.; Schubnell, M.; Sevilla-Noarbe, I.; Smith, R. C.; Soares-Santos, M.; Sobreira, F.; Suchyta, E.; Swanson, M. E. C.; Tarle, G.; Walker, A. R.

2017-04-01

It is well known that the probability distribution function (PDF) of galaxy density contrast is approximately lognormal; whether the PDF of mass fluctuations derived from weak lensing convergence (κWL) is lognormal is less well established. We derive PDFs of the galaxy and projected matter density distributions via the counts-in-cells (CiC) method. We use maps of galaxies and weak lensing convergence produced from the Dark Energy Survey Science Verification data over 139 deg2. We test whether the underlying density contrast is well described by a lognormal distribution for the galaxies, the convergence and their joint PDF. We confirm that the galaxy density contrast distribution is well modelled by a lognormal PDF convolved with Poisson noise at angular scales from 10 to 40 arcmin (corresponding to physical scales of 3-10 Mpc). We note that as κWL is a weighted sum of the mass fluctuations along the line of sight, its PDF is expected to be only approximately lognormal. We find that the κWL distribution is well modelled by a lognormal PDF convolved with Gaussian shape noise at scales between 10 and 20 arcmin, with a best-fitting χ2/dof of 1.11 compared to 1.84 for a Gaussian model, corresponding to p-values 0.35 and 0.07, respectively, at a scale of 10 arcmin. Above 20 arcmin a simple Gaussian model is sufficient. The joint PDF is also reasonably fitted by a bivariate lognormal. As a consistency check, we compare the variances derived from the lognormal modelling with those directly measured via CiC. Our methods are validated against maps from the MICE Grand Challenge N-body simulation.

A Stochastic Optimization Algorithm using Intelligent Agents: With Constraints and Rate of Convergence

DTIC Science & Technology

2010-11-01

Novembre 2010. Contexte: La puissance des ordinateurs nous permet aujourd’hui d’étudier des problèmes pour lesquels une solution analytique n’existe... 13 4.8 Proof of Corollary........................................................................................................ 13 ...optimal capacities for links. e DRDC CORA TM 2010-249 13 4.9 Example Figure 4 below shows that the probability of achieving the optimal

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

NASA Astrophysics Data System (ADS)

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

2016-10-01

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

Markov chains of infinite order and asymptotic satisfaction of balance: application to the adaptive integration method.

PubMed

Earl, David J; Deem, Michael W

2005-04-14

Adaptive Monte Carlo methods can be viewed as implementations of Markov chains with infinite memory. We derive a general condition for the convergence of a Monte Carlo method whose history dependence is contained within the simulated density distribution. In convergent cases, our result implies that the balance condition need only be satisfied asymptotically. As an example, we show that the adaptive integration method converges.

An approximation theory for nonlinear partial differential equations with applications to identification and control

NASA Technical Reports Server (NTRS)

Banks, H. T.; Kunisch, K.

1982-01-01

Approximation results from linear semigroup theory are used to develop a general framework for convergence of approximation schemes in parameter estimation and optimal control problems for nonlinear partial differential equations. These ideas are used to establish theoretical convergence results for parameter identification using modal (eigenfunction) approximation techniques. Results from numerical investigations of these schemes for both hyperbolic and parabolic systems are given.

Optimization methods and silicon solar cell numerical models

NASA Technical Reports Server (NTRS)

Girardini, K.

1986-01-01

The goal of this project is the development of an optimization algorithm for use with a solar cell model. It is possible to simultaneously vary design variables such as impurity concentrations, front junction depth, back junctions depth, and cell thickness to maximize the predicted cell efficiency. An optimization algorithm has been developed and interfaced with the Solar Cell Analysis Program in 1 Dimension (SCAPID). SCAPID uses finite difference methods to solve the differential equations which, along with several relations from the physics of semiconductors, describe mathematically the operation of a solar cell. A major obstacle is that the numerical methods used in SCAPID require a significant amount of computer time, and during an optimization the model is called iteratively until the design variables converge to the value associated with the maximum efficiency. This problem has been alleviated by designing an optimization code specifically for use with numerically intensive simulations, to reduce the number of times the efficiency has to be calculated to achieve convergence to the optimal solution. Adapting SCAPID so that it could be called iteratively by the optimization code provided another means of reducing the cpu time required to complete an optimization. Instead of calculating the entire I-V curve, as is usually done in SCAPID, only the efficiency is calculated (maximum power voltage and current) and the solution from previous calculations is used to initiate the next solution.

Optimization of polymer electrolyte membrane fuel cell flow channels using a genetic algorithm

NASA Astrophysics Data System (ADS)

Catlin, Glenn; Advani, Suresh G.; Prasad, Ajay K.

The design of the flow channels in PEM fuel cells directly impacts the transport of reactant gases to the electrodes and affects cell performance. This paper presents results from a study to optimize the geometry of the flow channels in a PEM fuel cell. The optimization process implements a genetic algorithm to rapidly converge on the channel geometry that provides the highest net power output from the cell. In addition, this work implements a method for the automatic generation of parameterized channel domains that are evaluated for performance using a commercial computational fluid dynamics package from ANSYS. The software package includes GAMBIT as the solid modeling and meshing software, the solver FLUENT, and a PEMFC Add-on Module capable of modeling the relevant physical and electrochemical mechanisms that describe PEM fuel cell operation. The result of the optimization process is a set of optimal channel geometry values for the single-serpentine channel configuration. The performance of the optimal geometry is contrasted with a sub-optimal one by comparing contour plots of current density, oxygen and hydrogen concentration. In addition, the role of convective bypass in bringing fresh reactant to the catalyst layer is examined in detail. The convergence to the optimal geometry is confirmed by a bracketing study which compares the performance of the best individual to those of its neighbors with adjacent parameter values.

Fault-tolerant clock synchronization in distributed systems

NASA Technical Reports Server (NTRS)

Ramanathan, Parameswaran; Shin, Kang G.; Butler, Ricky W.

1990-01-01

Existing fault-tolerant clock synchronization algorithms are compared and contrasted. These include the following: software synchronization algorithms, such as convergence-averaging, convergence-nonaveraging, and consistency algorithms, as well as probabilistic synchronization; hardware synchronization algorithms; and hybrid synchronization. The worst-case clock skews guaranteed by representative algorithms are compared, along with other important aspects such as time, message, and cost overhead imposed by the algorithms. More recent developments such as hardware-assisted software synchronization and algorithms for synchronizing large, partially connected distributed systems are especially emphasized.

Enabling Electric Propulsion for Flight

NASA Technical Reports Server (NTRS)

Ginn, Starr Renee

2015-01-01

Team Seedling project AFRC and LaRC 31ft distributed electric propulsion wing on truck bed up 75 miles per hour for coefficient of lift validation. Convergent Aeronautic Solutions project, sub-project Convergent Electric Propulsion Technologies AFRC, LaRC and GRC, re-winging a 4 passenger Tecnam aircraft with a 31ft distributed electric propulsion wing. Advanced Air Transport Technologies (Fixed Wing), Hybrid Electric Research Theme, developing a series hybrid ironbird and flight sim to study integration and performance challenges in preparation for a 1-2 MW flight project.

Partial discharge localization in power transformers based on the sequential quadratic programming-genetic algorithm adopting acoustic emission techniques

NASA Astrophysics Data System (ADS)

Liu, Hua-Long; Liu, Hua-Dong

2014-10-01

Partial discharge (PD) in power transformers is one of the prime reasons resulting in insulation degradation and power faults. Hence, it is of great importance to study the techniques of the detection and localization of PD in theory and practice. The detection and localization of PD employing acoustic emission (AE) techniques, as a kind of non-destructive testing, plus due to the advantages of powerful capability of locating and high precision, have been paid more and more attention. The localization algorithm is the key factor to decide the localization accuracy in AE localization of PD. Many kinds of localization algorithms exist for the PD source localization adopting AE techniques including intelligent and non-intelligent algorithms. However, the existed algorithms possess some defects such as the premature convergence phenomenon, poor local optimization ability and unsuitability for the field applications. To overcome the poor local optimization ability and easily caused premature convergence phenomenon of the fundamental genetic algorithm (GA), a new kind of improved GA is proposed, namely the sequence quadratic programming-genetic algorithm (SQP-GA). For the hybrid optimization algorithm, SQP-GA, the sequence quadratic programming (SQP) algorithm which is used as a basic operator is integrated into the fundamental GA, so the local searching ability of the fundamental GA is improved effectively and the premature convergence phenomenon is overcome. Experimental results of the numerical simulations of benchmark functions show that the hybrid optimization algorithm, SQP-GA, is better than the fundamental GA in the convergence speed and optimization precision, and the proposed algorithm in this paper has outstanding optimization effect. At the same time, the presented SQP-GA in the paper is applied to solve the ultrasonic localization problem of PD in transformers, then the ultrasonic localization method of PD in transformers based on the SQP-GA is proposed. And localization results based on the SQP-GA are compared with some algorithms such as the GA, some other intelligent and non-intelligent algorithms. The results of calculating examples both stimulated and spot experiments demonstrate that the localization method based on the SQP-GA can effectively prevent the results from getting trapped into the local optimum values, and the localization method is of great feasibility and very suitable for the field applications, and the precision of localization is enhanced, and the effectiveness of localization is ideal and satisfactory.

On conforming mixed finite element methods for incompressible viscous flow problems

NASA Technical Reports Server (NTRS)

Gunzburger, M. D; Nicolaides, R. A.; Peterson, J. S.

1982-01-01

The application of conforming mixed finite element methods to obtain approximate solutions of linearized Navier-Stokes equations is examined. Attention is given to the convergence rates of various finite element approximations of the pressure and the velocity field. The optimality of the convergence rates are addressed in terms of comparisons of the approximation convergence to a smooth solution in relation to the best approximation available for the finite element space used. Consideration is also devoted to techniques for efficient use of a Gaussian elimination algorithm to obtain a solution to a system of linear algebraic equations derived by finite element discretizations of linear partial differential equations.

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

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

Boardman, Beth Leigh

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

The asymptotic behavior in a reversible random coagulation-fragmentation polymerization process with sub-exponential decay

NASA Astrophysics Data System (ADS)

Dong, Siqun; Zhao, Dianli

2018-01-01

This paper studies the subcritical, near-critical and supercritical asymptotic behavior of a reversible random coagulation-fragmentation polymerization process as N → ∞, with the number of distinct ways to form a k-clusters from k units satisfying f(k) =(1 + o (1)) cr-ke-kαk-β, where 0 < α < 1 and β > 0. When the cluster size is small, its distribution is proved to converge to the Gaussian distribution. For the medium clusters, its distribution will converge to Poisson distribution in supercritical stage, and no large clusters exist in this stage. Furthermore, the largest length of polymers of size N is of order ln N in the subcritical stage under α ⩽ 1 / 2.

Strategies for global optimization in photonics design.

PubMed

Vukovic, Ana; Sewell, Phillip; Benson, Trevor M

2010-10-01

This paper reports on two important issues that arise in the context of the global optimization of photonic components where large problem spaces must be investigated. The first is the implementation of a fast simulation method and associated matrix solver for assessing particular designs and the second, the strategies that a designer can adopt to control the size of the problem design space to reduce runtimes without compromising the convergence of the global optimization tool. For this study an analytical simulation method based on Mie scattering and a fast matrix solver exploiting the fast multipole method are combined with genetic algorithms (GAs). The impact of the approximations of the simulation method on the accuracy and runtime of individual design assessments and the consequent effects on the GA are also examined. An investigation of optimization strategies for controlling the design space size is conducted on two illustrative examples, namely, 60° and 90° waveguide bends based on photonic microstructures, and their effectiveness is analyzed in terms of a GA's ability to converge to the best solution within an acceptable timeframe. Finally, the paper describes some particular optimized solutions found in the course of this work.

A Novel Quantum-Behaved Bat Algorithm with Mean Best Position Directed for Numerical Optimization

PubMed Central

Zhu, Wenyong; Liu, Zijuan; Duan, Qingyan; Cao, Long

2016-01-01

This paper proposes a novel quantum-behaved bat algorithm with the direction of mean best position (QMBA). In QMBA, the position of each bat is mainly updated by the current optimal solution in the early stage of searching and in the late search it also depends on the mean best position which can enhance the convergence speed of the algorithm. During the process of searching, quantum behavior of bats is introduced which is beneficial to jump out of local optimal solution and make the quantum-behaved bats not easily fall into local optimal solution, and it has better ability to adapt complex environment. Meanwhile, QMBA makes good use of statistical information of best position which bats had experienced to generate better quality solutions. This approach not only inherits the characteristic of quick convergence, simplicity, and easy implementation of original bat algorithm, but also increases the diversity of population and improves the accuracy of solution. Twenty-four benchmark test functions are tested and compared with other variant bat algorithms for numerical optimization the simulation results show that this approach is simple and efficient and can achieve a more accurate solution. PMID:27293424

Gradient descent for robust kernel-based regression

NASA Astrophysics Data System (ADS)

Guo, Zheng-Chu; Hu, Ting; Shi, Lei

2018-06-01

In this paper, we study the gradient descent algorithm generated by a robust loss function over a reproducing kernel Hilbert space (RKHS). The loss function is defined by a windowing function G and a scale parameter σ, which can include a wide range of commonly used robust losses for regression. There is still a gap between theoretical analysis and optimization process of empirical risk minimization based on loss: the estimator needs to be global optimal in the theoretical analysis while the optimization method can not ensure the global optimality of its solutions. In this paper, we aim to fill this gap by developing a novel theoretical analysis on the performance of estimators generated by the gradient descent algorithm. We demonstrate that with an appropriately chosen scale parameter σ, the gradient update with early stopping rules can approximate the regression function. Our elegant error analysis can lead to convergence in the standard L 2 norm and the strong RKHS norm, both of which are optimal in the mini-max sense. We show that the scale parameter σ plays an important role in providing robustness as well as fast convergence. The numerical experiments implemented on synthetic examples and real data set also support our theoretical results.

Estimation of distribution overlap of urn models.

PubMed

Hampton, Jerrad; Lladser, Manuel E

2012-01-01

A classical problem in statistics is estimating the expected coverage of a sample, which has had applications in gene expression, microbial ecology, optimization, and even numismatics. Here we consider a related extension of this problem to random samples of two discrete distributions. Specifically, we estimate what we call the dissimilarity probability of a sample, i.e., the probability of a draw from one distribution not being observed in [Formula: see text] draws from another distribution. We show our estimator of dissimilarity to be a [Formula: see text]-statistic and a uniformly minimum variance unbiased estimator of dissimilarity over the largest appropriate range of [Formula: see text]. Furthermore, despite the non-Markovian nature of our estimator when applied sequentially over [Formula: see text], we show it converges uniformly in probability to the dissimilarity parameter, and we present criteria when it is approximately normally distributed and admits a consistent jackknife estimator of its variance. As proof of concept, we analyze V35 16S rRNA data to discern between various microbial environments. Other potential applications concern any situation where dissimilarity of two discrete distributions may be of interest. For instance, in SELEX experiments, each urn could represent a random RNA pool and each draw a possible solution to a particular binding site problem over that pool. The dissimilarity of these pools is then related to the probability of finding binding site solutions in one pool that are absent in the other.

The proximity of hotspots to convergent and divergent plate boundaries

NASA Technical Reports Server (NTRS)

Weinstein, Stuart A.; Olson, Peter L.

1989-01-01

An analysis of four different hotspot distributions, ranging from Morgan's (1972) original list of 19 to Vogt's (1981) list of 117 reveals that the hotspots are preferentially located near divergent plate boundaries. The probability of this proximity occurring by chance alone is quite remote, less than 0.01 for all four hotspot distributions. The same analysis also reveals that the hotspots are preferentially excluded from regions near convergent plate boundaries. The probability of this exclusion occurring by chance alone is 0.1 or less for three out of the four distributions examined. We interpret this behavior as being a consequence of the effects of large scale convective circulation on ascending mantle plumes. Mantle thermal plumes, the most probable source of hotspots, arise from instabilities in a basal thermal boundary layer. Plumes are suppressed from regions beneath convergent boundaries by descending flow and are entrained into the upwelling flow beneath spreading centers. Plate-scale convective circulation driven by subduction may also advect mantle thermal plumes toward spreading centers.

Automatic design of synthetic gene circuits through mixed integer non-linear programming.

PubMed

Huynh, Linh; Kececioglu, John; Köppe, Matthias; Tagkopoulos, Ilias

2012-01-01

Automatic design of synthetic gene circuits poses a significant challenge to synthetic biology, primarily due to the complexity of biological systems, and the lack of rigorous optimization methods that can cope with the combinatorial explosion as the number of biological parts increases. Current optimization methods for synthetic gene design rely on heuristic algorithms that are usually not deterministic, deliver sub-optimal solutions, and provide no guaranties on convergence or error bounds. Here, we introduce an optimization framework for the problem of part selection in synthetic gene circuits that is based on mixed integer non-linear programming (MINLP), which is a deterministic method that finds the globally optimal solution and guarantees convergence in finite time. Given a synthetic gene circuit, a library of characterized parts, and user-defined constraints, our method can find the optimal selection of parts that satisfy the constraints and best approximates the objective function given by the user. We evaluated the proposed method in the design of three synthetic circuits (a toggle switch, a transcriptional cascade, and a band detector), with both experimentally constructed and synthetic promoter libraries. Scalability and robustness analysis shows that the proposed framework scales well with the library size and the solution space. The work described here is a step towards a unifying, realistic framework for the automated design of biological circuits.

HSTLBO: A hybrid algorithm based on Harmony Search and Teaching-Learning-Based Optimization for complex high-dimensional optimization problems

PubMed Central

Tuo, Shouheng; Yong, Longquan; Deng, Fang’an; Li, Yanhai; Lin, Yong; Lu, Qiuju

2017-01-01

Harmony Search (HS) and Teaching-Learning-Based Optimization (TLBO) as new swarm intelligent optimization algorithms have received much attention in recent years. Both of them have shown outstanding performance for solving NP-Hard optimization problems. However, they also suffer dramatic performance degradation for some complex high-dimensional optimization problems. Through a lot of experiments, we find that the HS and TLBO have strong complementarity each other. The HS has strong global exploration power but low convergence speed. Reversely, the TLBO has much fast convergence speed but it is easily trapped into local search. In this work, we propose a hybrid search algorithm named HSTLBO that merges the two algorithms together for synergistically solving complex optimization problems using a self-adaptive selection strategy. In the HSTLBO, both HS and TLBO are modified with the aim of balancing the global exploration and exploitation abilities, where the HS aims mainly to explore the unknown regions and the TLBO aims to rapidly exploit high-precision solutions in the known regions. Our experimental results demonstrate better performance and faster speed than five state-of-the-art HS variants and show better exploration power than five good TLBO variants with similar run time, which illustrates that our method is promising in solving complex high-dimensional optimization problems. The experiment on portfolio optimization problems also demonstrate that the HSTLBO is effective in solving complex read-world application. PMID:28403224

HSTLBO: A hybrid algorithm based on Harmony Search and Teaching-Learning-Based Optimization for complex high-dimensional optimization problems.

PubMed

Tuo, Shouheng; Yong, Longquan; Deng, Fang'an; Li, Yanhai; Lin, Yong; Lu, Qiuju

2017-01-01

Harmony Search (HS) and Teaching-Learning-Based Optimization (TLBO) as new swarm intelligent optimization algorithms have received much attention in recent years. Both of them have shown outstanding performance for solving NP-Hard optimization problems. However, they also suffer dramatic performance degradation for some complex high-dimensional optimization problems. Through a lot of experiments, we find that the HS and TLBO have strong complementarity each other. The HS has strong global exploration power but low convergence speed. Reversely, the TLBO has much fast convergence speed but it is easily trapped into local search. In this work, we propose a hybrid search algorithm named HSTLBO that merges the two algorithms together for synergistically solving complex optimization problems using a self-adaptive selection strategy. In the HSTLBO, both HS and TLBO are modified with the aim of balancing the global exploration and exploitation abilities, where the HS aims mainly to explore the unknown regions and the TLBO aims to rapidly exploit high-precision solutions in the known regions. Our experimental results demonstrate better performance and faster speed than five state-of-the-art HS variants and show better exploration power than five good TLBO variants with similar run time, which illustrates that our method is promising in solving complex high-dimensional optimization problems. The experiment on portfolio optimization problems also demonstrate that the HSTLBO is effective in solving complex read-world application.

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

PubMed

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

2018-06-01

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

A Genetic Algorithm Approach to Nonlinear Least Squares Estimation

ERIC Educational Resources Information Center

Olinsky, Alan D.; Quinn, John T.; Mangiameli, Paul M.; Chen, Shaw K.

2004-01-01

A common type of problem encountered in mathematics is optimizing nonlinear functions. Many popular algorithms that are currently available for finding nonlinear least squares estimators, a special class of nonlinear problems, are sometimes inadequate. They might not converge to an optimal value, or if they do, it could be to a local rather than…

Real time on-chip sequential adaptive principal component analysis for data feature extraction and image compression

NASA Technical Reports Server (NTRS)

Duong, T. A.

2004-01-01

In this paper, we present a new, simple, and optimized hardware architecture sequential learning technique for adaptive Principle Component Analysis (PCA) which will help optimize the hardware implementation in VLSI and to overcome the difficulties of the traditional gradient descent in learning convergence and hardware implementation.

A practical globalization of one-shot optimization for optimal design of tokamak divertors

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

Blommaert, Maarten, E-mail: maarten.blommaert@kuleuven.be; Dekeyser, Wouter; Baelmans, Martine

In past studies, nested optimization methods were successfully applied to design of the magnetic divertor configuration in nuclear fusion reactors. In this paper, so-called one-shot optimization methods are pursued. Due to convergence issues, a globalization strategy for the one-shot solver is sought. Whereas Griewank introduced a globalization strategy using a doubly augmented Lagrangian function that includes primal and adjoint residuals, its practical usability is limited by the necessity of second order derivatives and expensive line search iterations. In this paper, a practical alternative is offered that avoids these drawbacks by using a regular augmented Lagrangian merit function that penalizes onlymore » state residuals. Additionally, robust rank-two Hessian estimation is achieved by adaptation of Powell's damped BFGS update rule. The application of the novel one-shot approach to magnetic divertor design is considered in detail. For this purpose, the approach is adapted to be complementary with practical in parts adjoint sensitivities. Using the globalization strategy, stable convergence of the one-shot approach is achieved.« less

Optimization lighting layout based on gene density improved genetic algorithm for indoor visible light communications

NASA Astrophysics Data System (ADS)

Liu, Huanlin; Wang, Xin; Chen, Yong; Kong, Deqian; Xia, Peijie

2017-05-01

For indoor visible light communication system, the layout of LED lamps affects the uniformity of the received power on communication plane. In order to find an optimized lighting layout that meets both the lighting needs and communication needs, a gene density genetic algorithm (GDGA) is proposed. In GDGA, a gene indicates a pair of abscissa and ordinate of a LED, and an individual represents a LED layout in the room. The segmented crossover operation and gene mutation strategy based on gene density are put forward to make the received power on communication plane more uniform and increase the population's diversity. A weighted differences function between individuals is designed as the fitness function of GDGA for reserving the population having the useful LED layout genetic information and ensuring the global convergence of GDGA. Comparing square layout and circular layout, with the optimized layout achieved by the GDGA, the power uniformity increases by 83.3%, 83.1% and 55.4%, respectively. Furthermore, the convergence of GDGA is verified compared with evolutionary algorithm (EA). Experimental results show that GDGA can quickly find an approximation of optimal layout.

Time-optimal trajectory planning for underactuated spacecraft using a hybrid particle swarm optimization algorithm

NASA Astrophysics Data System (ADS)

Zhuang, Yufei; Huang, Haibin

2014-02-01

A hybrid algorithm combining particle swarm optimization (PSO) algorithm with the Legendre pseudospectral method (LPM) is proposed for solving time-optimal trajectory planning problem of underactuated spacecrafts. At the beginning phase of the searching process, an initialization generator is constructed by the PSO algorithm due to its strong global searching ability and robustness to random initial values, however, PSO algorithm has a disadvantage that its convergence rate around the global optimum is slow. Then, when the change in fitness function is smaller than a predefined value, the searching algorithm is switched to the LPM to accelerate the searching process. Thus, with the obtained solutions by the PSO algorithm as a set of proper initial guesses, the hybrid algorithm can find a global optimum more quickly and accurately. 200 Monte Carlo simulations results demonstrate that the proposed hybrid PSO-LPM algorithm has greater advantages in terms of global searching capability and convergence rate than both single PSO algorithm and LPM algorithm. Moreover, the PSO-LPM algorithm is also robust to random initial values.

Design and Analysis of Optimization Algorithms to Minimize Cryptographic Processing in BGP Security Protocols.

PubMed

Sriram, Vinay K; Montgomery, Doug

2017-07-01

The Internet is subject to attacks due to vulnerabilities in its routing protocols. One proposed approach to attain greater security is to cryptographically protect network reachability announcements exchanged between Border Gateway Protocol (BGP) routers. This study proposes and evaluates the performance and efficiency of various optimization algorithms for validation of digitally signed BGP updates. In particular, this investigation focuses on the BGPSEC (BGP with SECurity extensions) protocol, currently under consideration for standardization in the Internet Engineering Task Force. We analyze three basic BGPSEC update processing algorithms: Unoptimized, Cache Common Segments (CCS) optimization, and Best Path Only (BPO) optimization. We further propose and study cache management schemes to be used in conjunction with the CCS and BPO algorithms. The performance metrics used in the analyses are: (1) routing table convergence time after BGPSEC peering reset or router reboot events and (2) peak-second signature verification workload. Both analytical modeling and detailed trace-driven simulation were performed. Results show that the BPO algorithm is 330% to 628% faster than the unoptimized algorithm for routing table convergence in a typical Internet core-facing provider edge router.

Computation of optimal output-feedback compensators for linear time-invariant systems

NASA Technical Reports Server (NTRS)

Platzman, L. K.

1972-01-01

The control of linear time-invariant systems with respect to a quadratic performance criterion was considered, subject to the constraint that the control vector be a constant linear transformation of the output vector. The optimal feedback matrix, f*, was selected to optimize the expected performance, given the covariance of the initial state. It is first shown that the expected performance criterion can be expressed as the ratio of two multinomials in the element of f. This expression provides the basis for a feasible method of determining f* in the case of single-input single-output systems. A number of iterative algorithms are then proposed for the calculation of f* for multiple input-output systems. For two of these, monotone convergence is proved, but they involve the solution of nonlinear matrix equations at each iteration. Another is proposed involving the solution of Lyapunov equations at each iteration, and the gradual increase of the magnitude of a penalty function. Experience with this algorithm will be needed to determine whether or not it does, indeed, possess desirable convergence properties, and whether it can be used to determine the globally optimal f*.

Darcy-Forchheimer Three-Dimensional Flow of Williamson Nanofluid over a Convectively Heated Nonlinear Stretching Surface

NASA Astrophysics Data System (ADS)

Hayat, Tasawar; Aziz, Arsalan; Muhammad, Taseer; Alsaedi, Ahmed

2017-09-01

The present study elaborates three-dimensional flow of Williamson nanoliquid over a nonlinear stretchable surface. Fluid flow obeys Darcy-Forchheimer porous medium. A bidirectional nonlinear stretching surface generates the flow. Convective surface condition of heat transfer is taken into consideration. Further the zero nanoparticles mass flux condition is imposed at the boundary. Effects of thermophoresis and Brownian diffusion are considered. Assumption of boundary layer has been employed in the problem formulation. Convergent series solutions for the nonlinear governing system are established through the optimal homotopy analysis method (OHAM). Graphs have been sketched in order to analyze that how the velocity, temperature and concentration distributions are affected by distinct emerging flow parameters. Skin friction coefficients and local Nusselt number are also computed and discussed.

On the accuracy of least squares methods in the presence of corner singularities

NASA Technical Reports Server (NTRS)

Cox, C. L.; Fix, G. J.

1985-01-01

Elliptic problems with corner singularities are discussed. Finite element approximations based on variational principles of the least squares type tend to display poor convergence properties in such contexts. Moreover, mesh refinement or the use of special singular elements do not appreciably improve matters. It is shown that if the least squares formulation is done in appropriately weighted space, then optimal convergence results in unweighted spaces like L(2).

Fourier analysis of the SOR iteration

NASA Technical Reports Server (NTRS)

Leveque, R. J.; Trefethen, L. N.

1986-01-01

The SOR iteration for solving linear systems of equations depends upon an overrelaxation factor omega. It is shown that for the standard model problem of Poisson's equation on a rectangle, the optimal omega and corresponding convergence rate can be rigorously obtained by Fourier analysis. The trick is to tilt the space-time grid so that the SOR stencil becomes symmetrical. The tilted grid also gives insight into the relation between convergence rates of several variants.

Full glowworm swarm optimization algorithm for whole-set orders scheduling in single machine.

PubMed

Yu, Zhang; Yang, Xiaomei

2013-01-01

By analyzing the characteristics of whole-set orders problem and combining the theory of glowworm swarm optimization, a new glowworm swarm optimization algorithm for scheduling is proposed. A new hybrid-encoding schema combining with two-dimensional encoding and random-key encoding is given. In order to enhance the capability of optimal searching and speed up the convergence rate, the dynamical changed step strategy is integrated into this algorithm. Furthermore, experimental results prove its feasibility and efficiency.

The research of autonomous obstacle avoidance of mobile robot based on multi-sensor integration

NASA Astrophysics Data System (ADS)

Zhao, Ming; Han, Baoling

2016-11-01

The object of this study is the bionic quadruped mobile robot. The study has proposed a system design plan for mobile robot obstacle avoidance with the binocular stereo visual sensor and the self-control 3D Lidar integrated with modified ant colony optimization path planning to realize the reconstruction of the environmental map. Because the working condition of a mobile robot is complex, the result of the 3D reconstruction with a single binocular sensor is undesirable when feature points are few and the light condition is poor. Therefore, this system integrates the stereo vision sensor blumblebee2 and the Lidar sensor together to detect the cloud information of 3D points of environmental obstacles. This paper proposes the sensor information fusion technology to rebuild the environment map. Firstly, according to the Lidar data and visual data on obstacle detection respectively, and then consider two methods respectively to detect the distribution of obstacles. Finally fusing the data to get the more complete, more accurate distribution of obstacles in the scene. Then the thesis introduces ant colony algorithm. It has analyzed advantages and disadvantages of the ant colony optimization and its formation cause deeply, and then improved the system with the help of the ant colony optimization to increase the rate of convergence and precision of the algorithm in robot path planning. Such improvements and integrations overcome the shortcomings of the ant colony optimization like involving into the local optimal solution easily, slow search speed and poor search results. This experiment deals with images and programs the motor drive under the compiling environment of Matlab and Visual Studio and establishes the visual 2.5D grid map. Finally it plans a global path for the mobile robot according to the ant colony algorithm. The feasibility and effectiveness of the system are confirmed by ROS and simulation platform of Linux.

Distributed decision-making in electric power system transmission maintenance scheduling using multi-agent systems (MAS)

NASA Astrophysics Data System (ADS)

Zhang, Zhong

In this work, motivated by the need to coordinate transmission maintenance scheduling among a multiplicity of self-interested entities in restructured power industry, a distributed decision support framework based on multiagent negotiation systems (MANS) is developed. An innovative risk-based transmission maintenance optimization procedure is introduced. Several models for linking condition monitoring information to the equipment's instantaneous failure probability are presented, which enable quantitative evaluation of the effectiveness of maintenance activities in terms of system cumulative risk reduction. Methodologies of statistical processing, equipment deterioration evaluation and time-dependent failure probability calculation are also described. A novel framework capable of facilitating distributed decision-making through multiagent negotiation is developed. A multiagent negotiation model is developed and illustrated that accounts for uncertainty and enables social rationality. Some issues of multiagent negotiation convergence and scalability are discussed. The relationships between agent-based negotiation and auction systems are also identified. A four-step MAS design methodology for constructing multiagent systems for power system applications is presented. A generic multiagent negotiation system, capable of inter-agent communication and distributed decision support through inter-agent negotiations, is implemented. A multiagent system framework for facilitating the automated integration of condition monitoring information and maintenance scheduling for power transformers is developed. Simulations of multiagent negotiation-based maintenance scheduling among several independent utilities are provided. It is shown to be a viable alternative solution paradigm to the traditional centralized optimization approach in today's deregulated environment. This multiagent system framework not only facilitates the decision-making among competing power system entities, but also provides a tool to use in studying competitive industry relative to monopolistic industry.

Adaptive particle swarm optimization for optimal orbital elements of binary stars

NASA Astrophysics Data System (ADS)

Attia, Abdel-Fattah

2016-12-01

The paper presents an adaptive particle swarm optimization (APSO) as an alternative method to determine the optimal orbital elements of the star η Bootis of MK type G0 IV. The proposed algorithm transforms the problem of finding periodic orbits into the problem of detecting global minimizers as a function, to get a best fit of Keplerian and Phase curves. The experimental results demonstrate that the proposed approach of APSO generally more accurate than the standard particle swarm optimization (PSO) and other published optimization algorithms, in terms of solution accuracy, convergence speed and algorithm reliability.

Pixel-based OPC optimization based on conjugate gradients.

PubMed

Ma, Xu; Arce, Gonzalo R

2011-01-31

Optical proximity correction (OPC) methods are resolution enhancement techniques (RET) used extensively in the semiconductor industry to improve the resolution and pattern fidelity of optical lithography. In pixel-based OPC (PBOPC), the mask is divided into small pixels, each of which is modified during the optimization process. Two critical issues in PBOPC are the required computational complexity of the optimization process, and the manufacturability of the optimized mask. Most current OPC optimization methods apply the steepest descent (SD) algorithm to improve image fidelity augmented by regularization penalties to reduce the complexity of the mask. Although simple to implement, the SD algorithm converges slowly. The existing regularization penalties, however, fall short in meeting the mask rule check (MRC) requirements often used in semiconductor manufacturing. This paper focuses on developing OPC optimization algorithms based on the conjugate gradient (CG) method which exhibits much faster convergence than the SD algorithm. The imaging formation process is represented by the Fourier series expansion model which approximates the partially coherent system as a sum of coherent systems. In order to obtain more desirable manufacturability properties of the mask pattern, a MRC penalty is proposed to enlarge the linear size of the sub-resolution assistant features (SRAFs), as well as the distances between the SRAFs and the main body of the mask. Finally, a projection method is developed to further reduce the complexity of the optimized mask pattern.

Effects of heterogeneous convergence rate on consensus in opinion dynamics

NASA Astrophysics Data System (ADS)

Huang, Changwei; Dai, Qionglin; Han, Wenchen; Feng, Yuee; Cheng, Hongyan; Li, Haihong

2018-06-01

The Deffuant model has attracted much attention in the study of opinion dynamics. Here, we propose a modified version by introducing into the model a heterogeneous convergence rate which is dependent on the opinion difference between interacting agents and a tunable parameter κ. We study the effects of heterogeneous convergence rate on consensus by investigating the probability of complete consensus, the size of the largest opinion cluster, the number of opinion clusters, and the relaxation time. We find that the decrease of the convergence rate is favorable to decreasing the confidence threshold for the population to always reach complete consensus, and there exists optimal κ resulting in the minimal bounded confidence threshold. Moreover, we find that there exists a window before the threshold of confidence in which complete consensus may be reached with a nonzero probability when κ is not too large. We also find that, within a certain confidence range, decreasing the convergence rate will reduce the relaxation time, which is somewhat counterintuitive.

Optimal preconditioning of lattice Boltzmann methods

NASA Astrophysics Data System (ADS)

Izquierdo, Salvador; Fueyo, Norberto

2009-09-01

A preconditioning technique to accelerate the simulation of steady-state problems using the single-relaxation-time (SRT) lattice Boltzmann (LB) method was first proposed by Guo et al. [Z. Guo, T. Zhao, Y. Shi, Preconditioned lattice-Boltzmann method for steady flows, Phys. Rev. E 70 (2004) 066706-1]. The key idea in this preconditioner is to modify the equilibrium distribution function in such a way that, by means of a Chapman-Enskog expansion, a time-derivative preconditioner of the Navier-Stokes (NS) equations is obtained. In the present contribution, the optimal values for the free parameter γ of this preconditioner are searched both numerically and theoretically; the later with the aid of linear-stability analysis and with the condition number of the system of NS equations. The influence of the collision operator, single- versus multiple-relaxation-times (MRT), is also studied. Three steady-state laminar test cases are used for validation, namely: the two-dimensional lid-driven cavity, a two-dimensional microchannel and the three-dimensional backward-facing step. Finally, guidelines are suggested for an a priori definition of optimal preconditioning parameters as a function of the Reynolds and Mach numbers. The new optimally preconditioned MRT method derived is shown to improve, simultaneously, the rate of convergence, the stability and the accuracy of the lattice Boltzmann simulations, when compared to the non-preconditioned methods and to the optimally preconditioned SRT one. Additionally, direct time-derivative preconditioning of the LB equation is also studied.

Topology Optimization using the Level Set and eXtended Finite Element Methods: Theory and Applications

NASA Astrophysics Data System (ADS)

Villanueva Perez, Carlos Hernan

Computational design optimization provides designers with automated techniques to develop novel and non-intuitive optimal designs. Topology optimization is a design optimization technique that allows for the evolution of a broad variety of geometries in the optimization process. Traditional density-based topology optimization methods often lack a sufficient resolution of the geometry and physical response, which prevents direct use of the optimized design in manufacturing and the accurate modeling of the physical response of boundary conditions. The goal of this thesis is to introduce a unified topology optimization framework that uses the Level Set Method (LSM) to describe the design geometry and the eXtended Finite Element Method (XFEM) to solve the governing equations and measure the performance of the design. The methodology is presented as an alternative to density-based optimization approaches, and is able to accommodate a broad range of engineering design problems. The framework presents state-of-the-art methods for immersed boundary techniques to stabilize the systems of equations and enforce the boundary conditions, and is studied with applications in 2D and 3D linear elastic structures, incompressible flow, and energy and species transport problems to test the robustness and the characteristics of the method. A comparison of the framework against density-based topology optimization approaches is studied with regards to convergence, performance, and the capability to manufacture the designs. Furthermore, the ability to control the shape of the design to operate within manufacturing constraints is developed and studied. The analysis capability of the framework is validated quantitatively through comparison against previous benchmark studies, and qualitatively through its application to topology optimization problems. The design optimization problems converge to intuitive designs and resembled well the results from previous 2D or density-based studies.

Convergence Analysis of Triangular MAC Schemes for Two Dimensional Stokes Equations

PubMed Central

Wang, Ming; Zhong, Lin

2015-01-01

In this paper, we consider the use of H(div) elements in the velocity–pressure formulation to discretize Stokes equations in two dimensions. We address the error estimate of the element pair RT0–P0, which is known to be suboptimal, and render the error estimate optimal by the symmetry of the grids and by the superconvergence result of Lagrange inter-polant. By enlarging RT0 such that it becomes a modified BDM-type element, we develop a new discretization BDM1b–P0. We, therefore, generalize the classical MAC scheme on rectangular grids to triangular grids and retain all the desirable properties of the MAC scheme: exact divergence-free, solver-friendly, and local conservation of physical quantities. Further, we prove that the proposed discretization BDM1b–P0 achieves the optimal convergence rate for both velocity and pressure on general quasi-uniform grids, and one and half order convergence rate for the vorticity and a recovered pressure. We demonstrate the validity of theories developed here by numerical experiments. PMID:26041948

Fast-kick-off monotonically convergent algorithm for searching optimal control fields

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

Liao, Sheng-Lun; Ho, Tak-San; Rabitz, Herschel

2011-09-15

This Rapid Communication presents a fast-kick-off search algorithm for quickly finding optimal control fields in the state-to-state transition probability control problems, especially those with poorly chosen initial control fields. The algorithm is based on a recently formulated monotonically convergent scheme [T.-S. Ho and H. Rabitz, Phys. Rev. E 82, 026703 (2010)]. Specifically, the local temporal refinement of the control field at each iteration is weighted by a fractional inverse power of the instantaneous overlap of the backward-propagating wave function, associated with the target state and the control field from the previous iteration, and the forward-propagating wave function, associated with themore » initial state and the concurrently refining control field. Extensive numerical simulations for controls of vibrational transitions and ultrafast electron tunneling show that the new algorithm not only greatly improves the search efficiency but also is able to attain good monotonic convergence quality when further frequency constraints are required. The algorithm is particularly effective when the corresponding control dynamics involves a large number of energy levels or ultrashort control pulses.« less

Efficient mixing scheme for self-consistent all-electron charge density

NASA Astrophysics Data System (ADS)

Shishidou, Tatsuya; Weinert, Michael

2015-03-01

In standard ab initio density-functional theory calculations, the charge density ρ is gradually updated using the ``input'' and ``output'' densities of the current and previous iteration steps. To accelerate the convergence, Pulay mixing has been widely used with great success. It expresses an ``optimal'' input density ρopt and its ``residual'' Ropt by a linear combination of the densities of the iteration sequences. In large-scale metallic systems, however, the long range nature of Coulomb interaction often causes the ``charge sloshing'' phenomenon and significantly impacts the convergence. Two treatments, represented in reciprocal space, are known to suppress the sloshing: (i) the inverse Kerker metric for Pulay optimization and (ii) Kerker-type preconditioning in mixing Ropt. In all-electron methods, where the charge density does not have a converging Fourier representation, treatments equivalent or similar to (i) and (ii) have not been described so far. In this work, we show that, by going through the calculation of Hartree potential, one can accomplish the procedures (i) and (ii) without entering the reciprocal space. Test calculations are done with a FLAPW method.

A conjugate gradients/trust regions algorithms for training multilayer perceptrons for nonlinear mapping

NASA Technical Reports Server (NTRS)

Madyastha, Raghavendra K.; Aazhang, Behnaam; Henson, Troy F.; Huxhold, Wendy L.

1992-01-01

This paper addresses the issue of applying a globally convergent optimization algorithm to the training of multilayer perceptrons, a class of Artificial Neural Networks. The multilayer perceptrons are trained towards the solution of two highly nonlinear problems: (1) signal detection in a multi-user communication network, and (2) solving the inverse kinematics for a robotic manipulator. The research is motivated by the fact that a multilayer perceptron is theoretically capable of approximating any nonlinear function to within a specified accuracy. The algorithm that has been employed in this study combines the merits of two well known optimization algorithms, the Conjugate Gradients and the Trust Regions Algorithms. The performance is compared to a widely used algorithm, the Backpropagation Algorithm, that is basically a gradient-based algorithm, and hence, slow in converging. The performances of the two algorithms are compared with the convergence rate. Furthermore, in the case of the signal detection problem, performances are also benchmarked by the decision boundaries drawn as well as the probability of error obtained in either case.

Byzantine-fault tolerant self-stabilizing protocol for distributed clock synchronization systems

NASA Technical Reports Server (NTRS)

Malekpour, Mahyar R. (Inventor)

2010-01-01

A rapid Byzantine self-stabilizing clock synchronization protocol that self-stabilizes from any state, tolerates bursts of transient failures, and deterministically converges within a linear convergence time with respect to the self-stabilization period. Upon self-stabilization, all good clocks proceed synchronously. The Byzantine self-stabilizing clock synchronization protocol does not rely on any assumptions about the initial state of the clocks. Furthermore, there is neither a central clock nor an externally generated pulse system. The protocol converges deterministically, is scalable, and self-stabilizes in a short amount of time. The convergence time is linear with respect to the self-stabilization period.