Portfolio optimization by using linear programing models based on genetic algorithm
NASA Astrophysics Data System (ADS)
Sukono; Hidayat, Y.; Lesmana, E.; Putra, A. S.; Napitupulu, H.; Supian, S.
2018-01-01
In this paper, we discussed the investment portfolio optimization using linear programming model based on genetic algorithms. It is assumed that the portfolio risk is measured by absolute standard deviation, and each investor has a risk tolerance on the investment portfolio. To complete the investment portfolio optimization problem, the issue is arranged into a linear programming model. Furthermore, determination of the optimum solution for linear programming is done by using a genetic algorithm. As a numerical illustration, we analyze some of the stocks traded on the capital market in Indonesia. Based on the analysis, it is shown that the portfolio optimization performed by genetic algorithm approach produces more optimal efficient portfolio, compared to the portfolio optimization performed by a linear programming algorithm approach. Therefore, genetic algorithms can be considered as an alternative on determining the investment portfolio optimization, particularly using linear programming models.
Optimization Research of Generation Investment Based on Linear Programming Model
NASA Astrophysics Data System (ADS)
Wu, Juan; Ge, Xueqian
Linear programming is an important branch of operational research and it is a mathematical method to assist the people to carry out scientific management. GAMS is an advanced simulation and optimization modeling language and it will combine a large number of complex mathematical programming, such as linear programming LP, nonlinear programming NLP, MIP and other mixed-integer programming with the system simulation. In this paper, based on the linear programming model, the optimized investment decision-making of generation is simulated and analyzed. At last, the optimal installed capacity of power plants and the final total cost are got, which provides the rational decision-making basis for optimized investments.
A sequential linear optimization approach for controller design
NASA Technical Reports Server (NTRS)
Horta, L. G.; Juang, J.-N.; Junkins, J. L.
1985-01-01
A linear optimization approach with a simple real arithmetic algorithm is presented for reliable controller design and vibration suppression of flexible structures. Using first order sensitivity of the system eigenvalues with respect to the design parameters in conjunction with a continuation procedure, the method converts a nonlinear optimization problem into a maximization problem with linear inequality constraints. The method of linear programming is then applied to solve the converted linear optimization problem. The general efficiency of the linear programming approach allows the method to handle structural optimization problems with a large number of inequality constraints on the design vector. The method is demonstrated using a truss beam finite element model for the optimal sizing and placement of active/passive-structural members for damping augmentation. Results using both the sequential linear optimization approach and nonlinear optimization are presented and compared. The insensitivity to initial conditions of the linear optimization approach is also demonstrated.
Robust Neighboring Optimal Guidance for the Advanced Launch System
NASA Technical Reports Server (NTRS)
Hull, David G.
1993-01-01
In recent years, optimization has become an engineering tool through the availability of numerous successful nonlinear programming codes. Optimal control problems are converted into parameter optimization (nonlinear programming) problems by assuming the control to be piecewise linear, making the unknowns the nodes or junction points of the linear control segments. Once the optimal piecewise linear control (suboptimal) control is known, a guidance law for operating near the suboptimal path is the neighboring optimal piecewise linear control (neighboring suboptimal control). Research conducted under this grant has been directed toward the investigation of neighboring suboptimal control as a guidance scheme for an advanced launch system.
Portfolio optimization using fuzzy linear programming
NASA Astrophysics Data System (ADS)
Pandit, Purnima K.
2013-09-01
Portfolio Optimization (PO) is a problem in Finance, in which investor tries to maximize return and minimize risk by carefully choosing different assets. Expected return and risk are the most important parameters with regard to optimal portfolios. In the simple form PO can be modeled as quadratic programming problem which can be put into equivalent linear form. PO problems with the fuzzy parameters can be solved as multi-objective fuzzy linear programming problem. In this paper we give the solution to such problems with an illustrative example.
Semilinear programming: applications and implementation
DOE Office of Scientific and Technical Information (OSTI.GOV)
Mohan, S.
Semilinear programming is a method of solving optimization problems with linear constraints where the non-negativity restrictions on the variables are dropped and the objective function coefficients can take on different values depending on whether the variable is positive or negative. The simplex method for linear programming is modified in this thesis to solve general semilinear and piecewise linear programs efficiently without having to transform them into equivalent standard linear programs. Several models in widely different areas of optimization such as production smoothing, facility locations, goal programming and L/sub 1/ estimation are presented first to demonstrate the compact formulation that arisesmore » when such problems are formulated as semilinear programs. A code SLP is constructed using the semilinear programming techniques. Problems in aggregate planning and L/sub 1/ estimation are solved using SLP and equivalent linear programs using a linear programming simplex code. Comparisons of CPU times and number iterations indicate SLP to be far superior. The semilinear programming techniques are extended to piecewise linear programming in the implementation of the code PLP. Piecewise linear models in aggregate planning are solved using PLP and equivalent standard linear programs using a simple upper bounded linear programming code SUBLP.« less
DOE Office of Scientific and Technical Information (OSTI.GOV)
Gearhart, Jared Lee; Adair, Kristin Lynn; Durfee, Justin David.
When developing linear programming models, issues such as budget limitations, customer requirements, or licensing may preclude the use of commercial linear programming solvers. In such cases, one option is to use an open-source linear programming solver. A survey of linear programming tools was conducted to identify potential open-source solvers. From this survey, four open-source solvers were tested using a collection of linear programming test problems and the results were compared to IBM ILOG CPLEX Optimizer (CPLEX) [1], an industry standard. The solvers considered were: COIN-OR Linear Programming (CLP) [2], [3], GNU Linear Programming Kit (GLPK) [4], lp_solve [5] and Modularmore » In-core Nonlinear Optimization System (MINOS) [6]. As no open-source solver outperforms CPLEX, this study demonstrates the power of commercial linear programming software. CLP was found to be the top performing open-source solver considered in terms of capability and speed. GLPK also performed well but cannot match the speed of CLP or CPLEX. lp_solve and MINOS were considerably slower and encountered issues when solving several test problems.« less
Large-scale linear programs in planning and prediction.
DOT National Transportation Integrated Search
2017-06-01
Large-scale linear programs are at the core of many traffic-related optimization problems in both planning and prediction. Moreover, many of these involve significant uncertainty, and hence are modeled using either chance constraints, or robust optim...
NASA Astrophysics Data System (ADS)
Vasant, P.; Ganesan, T.; Elamvazuthi, I.
2012-11-01
A fairly reasonable result was obtained for non-linear engineering problems using the optimization techniques such as neural network, genetic algorithms, and fuzzy logic independently in the past. Increasingly, hybrid techniques are being used to solve the non-linear problems to obtain better output. This paper discusses the use of neuro-genetic hybrid technique to optimize the geological structure mapping which is known as seismic survey. It involves the minimization of objective function subject to the requirement of geophysical and operational constraints. In this work, the optimization was initially performed using genetic programming, and followed by hybrid neuro-genetic programming approaches. Comparative studies and analysis were then carried out on the optimized results. The results indicate that the hybrid neuro-genetic hybrid technique produced better results compared to the stand-alone genetic programming method.
ERIC Educational Resources Information Center
Matzke, Orville R.
The purpose of this study was to formulate a linear programming model to simulate a foundation type support program and to apply this model to a state support program for the public elementary and secondary school districts in the State of Iowa. The model was successful in producing optimal solutions to five objective functions proposed for…
NASA Astrophysics Data System (ADS)
Pradanti, Paskalia; Hartono
2018-03-01
Determination of insulin injection dose in diabetes mellitus treatment can be considered as an optimal control problem. This article is aimed to simulate optimal blood glucose control for patient with diabetes mellitus. The blood glucose regulation of diabetic patient is represented by Ackerman’s Linear Model. This problem is then solved using dynamic programming method. The desired blood glucose level is obtained by minimizing the performance index in Lagrange form. The results show that dynamic programming based on Ackerman’s Linear Model is quite good to solve the problem.
NASA Technical Reports Server (NTRS)
Young, Katherine C.; Sobieszczanski-Sobieski, Jaroslaw
1988-01-01
This project has two objectives. The first is to determine whether linear programming techniques can improve performance when handling design optimization problems with a large number of design variables and constraints relative to the feasible directions algorithm. The second purpose is to determine whether using the Kreisselmeier-Steinhauser (KS) function to replace the constraints with one constraint will reduce the cost of total optimization. Comparisons are made using solutions obtained with linear and non-linear methods. The results indicate that there is no cost saving using the linear method or in using the KS function to replace constraints.
Mass Optimization of Battery/Supercapacitors Hybrid Systems Based on a Linear Programming Approach
NASA Astrophysics Data System (ADS)
Fleury, Benoit; Labbe, Julien
2014-08-01
The objective of this paper is to show that, on a specific launcher-type mission profile, a 40% gain of mass is expected using a battery/supercapacitors active hybridization instead of a single battery solution. This result is based on the use of a linear programming optimization approach to perform the mass optimization of the hybrid power supply solution.
NASA Technical Reports Server (NTRS)
Pilkey, W. D.; Chen, Y. H.
1974-01-01
An indirect synthesis method is used in the efficient optimal design of multi-degree of freedom, multi-design element, nonlinear, transient systems. A limiting performance analysis which requires linear programming for a kinematically linear system is presented. The system is selected using system identification methods such that the designed system responds as closely as possible to the limiting performance. The efficiency is a result of the method avoiding the repetitive systems analyses accompanying other numerical optimization methods.
Can Linear Superiorization Be Useful for Linear Optimization Problems?
Censor, Yair
2017-01-01
Linear superiorization considers linear programming problems but instead of attempting to solve them with linear optimization methods it employs perturbation resilient feasibility-seeking algorithms and steers them toward reduced (not necessarily minimal) target function values. The two questions that we set out to explore experimentally are (i) Does linear superiorization provide a feasible point whose linear target function value is lower than that obtained by running the same feasibility-seeking algorithm without superiorization under identical conditions? and (ii) How does linear superiorization fare in comparison with the Simplex method for solving linear programming problems? Based on our computational experiments presented here, the answers to these two questions are: “yes” and “very well”, respectively. PMID:29335660
Guevara, V R
2004-02-01
A nonlinear programming optimization model was developed to maximize margin over feed cost in broiler feed formulation and is described in this paper. The model identifies the optimal feed mix that maximizes profit margin. Optimum metabolizable energy level and performance were found by using Excel Solver nonlinear programming. Data from an energy density study with broilers were fitted to quadratic equations to express weight gain, feed consumption, and the objective function income over feed cost in terms of energy density. Nutrient:energy ratio constraints were transformed into equivalent linear constraints. National Research Council nutrient requirements and feeding program were used for examining changes in variables. The nonlinear programming feed formulation method was used to illustrate the effects of changes in different variables on the optimum energy density, performance, and profitability and was compared with conventional linear programming. To demonstrate the capabilities of the model, I determined the impact of variation in prices. Prices for broiler, corn, fish meal, and soybean meal were increased and decreased by 25%. Formulations were identical in all other respects. Energy density, margin, and diet cost changed compared with conventional linear programming formulation. This study suggests that nonlinear programming can be more useful than conventional linear programming to optimize performance response to energy density in broiler feed formulation because an energy level does not need to be set.
Final Report---Optimization Under Nonconvexity and Uncertainty: Algorithms and Software
DOE Office of Scientific and Technical Information (OSTI.GOV)
Jeff Linderoth
2011-11-06
the goal of this work was to develop new algorithmic techniques for solving large-scale numerical optimization problems, focusing on problems classes that have proven to be among the most challenging for practitioners: those involving uncertainty and those involving nonconvexity. This research advanced the state-of-the-art in solving mixed integer linear programs containing symmetry, mixed integer nonlinear programs, and stochastic optimization problems. The focus of the work done in the continuation was on Mixed Integer Nonlinear Programs (MINLP)s and Mixed Integer Linear Programs (MILP)s, especially those containing a great deal of symmetry.
A novel recurrent neural network with finite-time convergence for linear programming.
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.
ERIC Educational Resources Information Center
Schmitt, M. A.; And Others
1994-01-01
Compares traditional manure application planning techniques calculated to meet agronomic nutrient needs on a field-by-field basis with plans developed using computer-assisted linear programming optimization methods. Linear programming provided the most economical and environmentally sound manure application strategy. (Contains 15 references.) (MDH)
Can linear superiorization be useful for linear optimization problems?
NASA Astrophysics Data System (ADS)
Censor, Yair
2017-04-01
Linear superiorization (LinSup) considers linear programming problems but instead of attempting to solve them with linear optimization methods it employs perturbation resilient feasibility-seeking algorithms and steers them toward reduced (not necessarily minimal) target function values. The two questions that we set out to explore experimentally are: (i) does LinSup provide a feasible point whose linear target function value is lower than that obtained by running the same feasibility-seeking algorithm without superiorization under identical conditions? (ii) How does LinSup fare in comparison with the Simplex method for solving linear programming problems? Based on our computational experiments presented here, the answers to these two questions are: ‘yes’ and ‘very well’, respectively.
A robust optimization methodology for preliminary aircraft design
NASA Astrophysics Data System (ADS)
Prigent, S.; Maréchal, P.; Rondepierre, A.; Druot, T.; Belleville, M.
2016-05-01
This article focuses on a robust optimization of an aircraft preliminary design under operational constraints. According to engineers' know-how, the aircraft preliminary design problem can be modelled as an uncertain optimization problem whose objective (the cost or the fuel consumption) is almost affine, and whose constraints are convex. It is shown that this uncertain optimization problem can be approximated in a conservative manner by an uncertain linear optimization program, which enables the use of the techniques of robust linear programming of Ben-Tal, El Ghaoui, and Nemirovski [Robust Optimization, Princeton University Press, 2009]. This methodology is then applied to two real cases of aircraft design and numerical results are presented.
Optimal inventories for overhaul of repairable redundant systems - A Markov decision model
NASA Technical Reports Server (NTRS)
Schaefer, M. K.
1984-01-01
A Markovian decision model was developed to calculate the optimal inventory of repairable spare parts for an avionics control system for commercial aircraft. Total expected shortage costs, repair costs, and holding costs are minimized for a machine containing a single system of redundant parts. Transition probabilities are calculated for each repair state and repair rate, and optimal spare parts inventory and repair strategies are determined through linear programming. The linear programming solutions are given in a table.
The solution of the optimization problem of small energy complexes using linear programming methods
NASA Astrophysics Data System (ADS)
Ivanin, O. A.; Director, L. B.
2016-11-01
Linear programming methods were used for solving the optimization problem of schemes and operation modes of distributed generation energy complexes. Applicability conditions of simplex method, applied to energy complexes, including installations of renewable energy (solar, wind), diesel-generators and energy storage, considered. The analysis of decomposition algorithms for various schemes of energy complexes was made. The results of optimization calculations for energy complexes, operated autonomously and as a part of distribution grid, are presented.
NASA Astrophysics Data System (ADS)
Tian, Wenli; Cao, Chengxuan
2017-03-01
A generalized interval fuzzy mixed integer programming model is proposed for the multimodal freight transportation problem under uncertainty, in which the optimal mode of transport and the optimal amount of each type of freight transported through each path need to be decided. For practical purposes, three mathematical methods, i.e. the interval ranking method, fuzzy linear programming method and linear weighted summation method, are applied to obtain equivalents of constraints and parameters, and then a fuzzy expected value model is presented. A heuristic algorithm based on a greedy criterion and the linear relaxation algorithm are designed to solve the model.
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.
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
A model for managing sources of groundwater pollution
Gorelick, Steven M.
1982-01-01
The waste disposal capacity of a groundwater system can be maximized while maintaining water quality at specified locations by using a groundwater pollutant source management model that is based upon linear programing and numerical simulation. The decision variables of the management model are solute waste disposal rates at various facilities distributed over space. A concentration response matrix is used in the management model to describe transient solute transport and is developed using the U.S. Geological Survey solute transport simulation model. The management model was applied to a complex hypothetical groundwater system. Large-scale management models were formulated as dual linear programing problems to reduce numerical difficulties and computation time. Linear programing problems were solved using a numerically stable, available code. Optimal solutions to problems with successively longer management time horizons indicated that disposal schedules at some sites are relatively independent of the number of disposal periods. Optimal waste disposal schedules exhibited pulsing rather than constant disposal rates. Sensitivity analysis using parametric linear programing showed that a sharp reduction in total waste disposal potential occurs if disposal rates at any site are increased beyond their optimal values.
SYSTEMS ANALYSIS, * WATER SUPPLIES, MATHEMATICAL MODELS, OPTIMIZATION, ECONOMICS, LINEAR PROGRAMMING, HYDROLOGY, REGIONS, ALLOCATIONS, RESTRAINT, RIVERS, EVAPORATION, LAKES, UTAH, SALVAGE, MINES(EXCAVATIONS).
Solving Fuzzy Optimization Problem Using Hybrid Ls-Sa Method
NASA Astrophysics Data System (ADS)
Vasant, Pandian
2011-06-01
Fuzzy optimization problem has been one of the most and prominent topics inside the broad area of computational intelligent. It's especially relevant in the filed of fuzzy non-linear programming. It's application as well as practical realization can been seen in all the real world problems. In this paper a large scale non-linear fuzzy programming problem has been solved by hybrid optimization techniques of Line Search (LS), Simulated Annealing (SA) and Pattern Search (PS). As industrial production planning problem with cubic objective function, 8 decision variables and 29 constraints has been solved successfully using LS-SA-PS hybrid optimization techniques. The computational results for the objective function respect to vagueness factor and level of satisfaction has been provided in the form of 2D and 3D plots. The outcome is very promising and strongly suggests that the hybrid LS-SA-PS algorithm is very efficient and productive in solving the large scale non-linear fuzzy programming problem.
Optimal Repair And Replacement Policy For A System With Multiple Components
2016-06-17
Numerical Demonstration To implement the linear program, we use the Python Programming Language (PSF 2016) with the Pyomo optimization modeling language...opre.1040.0133. Hart, W.E., C. Laird, J. Watson, D.L. Woodruff. 2012. Pyomo–optimization modeling in python , vol. 67. Springer Science & Business...Media. Hart, W.E., J. Watson, D.L. Woodruff. 2011. Pyomo: modeling and solving mathematical programs in python . Mathematical Programming Computation 3(3
Optimal Assembly of Psychological and Educational Tests.
ERIC Educational Resources Information Center
van der Linden, Wim J.
1998-01-01
Reviews optimal test-assembly literature and introduces the contributions to this special issue. Discusses four approaches to computerized test assembly: (1) heuristic-based test assembly; (2) 0-1 linear programming; (3) network-flow programming; and (4) an optimal design approach. Contains a bibliography of 90 sources on test assembly.…
NASA Astrophysics Data System (ADS)
Ebrahimnejad, Ali
2015-08-01
There are several methods, in the literature, for solving fuzzy variable linear programming problems (fuzzy linear programming in which the right-hand-side vectors and decision variables are represented by trapezoidal fuzzy numbers). In this paper, the shortcomings of some existing methods are pointed out and to overcome these shortcomings a new method based on the bounded dual simplex method is proposed to determine the fuzzy optimal solution of that kind of fuzzy variable linear programming problems in which some or all variables are restricted to lie within lower and upper bounds. To illustrate the proposed method, an application example is solved and the obtained results are given. The advantages of the proposed method over existing methods are discussed. Also, one application of this algorithm in solving bounded transportation problems with fuzzy supplies and demands is dealt with. The proposed method is easy to understand and to apply for determining the fuzzy optimal solution of bounded fuzzy variable linear programming problems occurring in real-life situations.
Evaluating forest management policies by parametric linear programing
Daniel I. Navon; Richard J. McConnen
1967-01-01
An analytical and simulation technique, parametric linear programing explores alternative conditions and devises an optimal management plan for each condition. Its application in solving policy-decision problems in the management of forest lands is illustrated in an example.
Exact and heuristic algorithms for Space Information Flow.
Uwitonze, Alfred; Huang, Jiaqing; Ye, Yuanqing; Cheng, Wenqing; Li, Zongpeng
2018-01-01
Space Information Flow (SIF) is a new promising research area that studies network coding in geometric space, such as Euclidean space. The design of algorithms that compute the optimal SIF solutions remains one of the key open problems in SIF. This work proposes the first exact SIF algorithm and a heuristic SIF algorithm that compute min-cost multicast network coding for N (N ≥ 3) given terminal nodes in 2-D Euclidean space. Furthermore, we find that the Butterfly network in Euclidean space is the second example besides the Pentagram network where SIF is strictly better than Euclidean Steiner minimal tree. The exact algorithm design is based on two key techniques: Delaunay triangulation and linear programming. Delaunay triangulation technique helps to find practically good candidate relay nodes, after which a min-cost multicast linear programming model is solved over the terminal nodes and the candidate relay nodes, to compute the optimal multicast network topology, including the optimal relay nodes selected by linear programming from all the candidate relay nodes and the flow rates on the connection links. The heuristic algorithm design is also based on Delaunay triangulation and linear programming techniques. The exact algorithm can achieve the optimal SIF solution with an exponential computational complexity, while the heuristic algorithm can achieve the sub-optimal SIF solution with a polynomial computational complexity. We prove the correctness of the exact SIF algorithm. The simulation results show the effectiveness of the heuristic SIF algorithm.
GLOBAL SOLUTIONS TO FOLDED CONCAVE PENALIZED NONCONVEX LEARNING
Liu, Hongcheng; Yao, Tao; Li, Runze
2015-01-01
This paper is concerned with solving nonconvex learning problems with folded concave penalty. Despite that their global solutions entail desirable statistical properties, there lack optimization techniques that guarantee global optimality in a general setting. In this paper, we show that a class of nonconvex learning problems are equivalent to general quadratic programs. This equivalence facilitates us in developing mixed integer linear programming reformulations, which admit finite algorithms that find a provably global optimal solution. We refer to this reformulation-based technique as the mixed integer programming-based global optimization (MIPGO). To our knowledge, this is the first global optimization scheme with a theoretical guarantee for folded concave penalized nonconvex learning with the SCAD penalty (Fan and Li, 2001) and the MCP penalty (Zhang, 2010). Numerical results indicate a significant outperformance of MIPGO over the state-of-the-art solution scheme, local linear approximation, and other alternative solution techniques in literature in terms of solution quality. PMID:27141126
NASA Astrophysics Data System (ADS)
Zhang, Chenglong; Guo, Ping
2017-10-01
The vague and fuzzy parametric information is a challenging issue in irrigation water management problems. In response to this problem, a generalized fuzzy credibility-constrained linear fractional programming (GFCCFP) model is developed for optimal irrigation water allocation under uncertainty. The model can be derived from integrating generalized fuzzy credibility-constrained programming (GFCCP) into a linear fractional programming (LFP) optimization framework. Therefore, it can solve ratio optimization problems associated with fuzzy parameters, and examine the variation of results under different credibility levels and weight coefficients of possibility and necessary. It has advantages in: (1) balancing the economic and resources objectives directly; (2) analyzing system efficiency; (3) generating more flexible decision solutions by giving different credibility levels and weight coefficients of possibility and (4) supporting in-depth analysis of the interrelationships among system efficiency, credibility level and weight coefficient. The model is applied to a case study of irrigation water allocation in the middle reaches of Heihe River Basin, northwest China. Therefore, optimal irrigation water allocation solutions from the GFCCFP model can be obtained. Moreover, factorial analysis on the two parameters (i.e. λ and γ) indicates that the weight coefficient is a main factor compared with credibility level for system efficiency. These results can be effective for support reasonable irrigation water resources management and agricultural production.
Ren, Jingzheng; Dong, Liang; Sun, Lu; Goodsite, Michael Evan; Tan, Shiyu; Dong, Lichun
2015-01-01
The aim of this work was to develop a model for optimizing the life cycle cost of biofuel supply chain under uncertainties. Multiple agriculture zones, multiple transportation modes for the transport of grain and biofuel, multiple biofuel plants, and multiple market centers were considered in this model, and the price of the resources, the yield of grain and the market demands were regarded as interval numbers instead of constants. An interval linear programming was developed, and a method for solving interval linear programming was presented. An illustrative case was studied by the proposed model, and the results showed that the proposed model is feasible for designing biofuel supply chain under uncertainties. Copyright © 2015 Elsevier Ltd. All rights reserved.
A comparison of Heuristic method and Llewellyn’s rules for identification of redundant constraints
NASA Astrophysics Data System (ADS)
Estiningsih, Y.; Farikhin; Tjahjana, R. H.
2018-03-01
Important techniques in linear programming is modelling and solving practical optimization. Redundant constraints are consider for their effects on general linear programming problems. Identification and reduce redundant constraints are for avoidance of all the calculations associated when solving an associated linear programming problems. Many researchers have been proposed for identification redundant constraints. This paper a compararison of Heuristic method and Llewellyn’s rules for identification of redundant constraints.
Zhang, Xiaoling; Huang, Kai; Zou, Rui; Liu, Yong; Yu, Yajuan
2013-01-01
The conflict of water environment protection and economic development has brought severe water pollution and restricted the sustainable development in the watershed. A risk explicit interval linear programming (REILP) method was used to solve integrated watershed environmental-economic optimization problem. Interval linear programming (ILP) and REILP models for uncertainty-based environmental economic optimization at the watershed scale were developed for the management of Lake Fuxian watershed, China. Scenario analysis was introduced into model solution process to ensure the practicality and operability of optimization schemes. Decision makers' preferences for risk levels can be expressed through inputting different discrete aspiration level values into the REILP model in three periods under two scenarios. Through balancing the optimal system returns and corresponding system risks, decision makers can develop an efficient industrial restructuring scheme based directly on the window of "low risk and high return efficiency" in the trade-off curve. The representative schemes at the turning points of two scenarios were interpreted and compared to identify a preferable planning alternative, which has the relatively low risks and nearly maximum benefits. This study provides new insights and proposes a tool, which was REILP, for decision makers to develop an effectively environmental economic optimization scheme in integrated watershed management.
Zou, Rui; Liu, Yong; Yu, Yajuan
2013-01-01
The conflict of water environment protection and economic development has brought severe water pollution and restricted the sustainable development in the watershed. A risk explicit interval linear programming (REILP) method was used to solve integrated watershed environmental-economic optimization problem. Interval linear programming (ILP) and REILP models for uncertainty-based environmental economic optimization at the watershed scale were developed for the management of Lake Fuxian watershed, China. Scenario analysis was introduced into model solution process to ensure the practicality and operability of optimization schemes. Decision makers' preferences for risk levels can be expressed through inputting different discrete aspiration level values into the REILP model in three periods under two scenarios. Through balancing the optimal system returns and corresponding system risks, decision makers can develop an efficient industrial restructuring scheme based directly on the window of “low risk and high return efficiency” in the trade-off curve. The representative schemes at the turning points of two scenarios were interpreted and compared to identify a preferable planning alternative, which has the relatively low risks and nearly maximum benefits. This study provides new insights and proposes a tool, which was REILP, for decision makers to develop an effectively environmental economic optimization scheme in integrated watershed management. PMID:24191144
Software For Integer Programming
NASA Technical Reports Server (NTRS)
Fogle, F. R.
1992-01-01
Improved Exploratory Search Technique for Pure Integer Linear Programming Problems (IESIP) program optimizes objective function of variables subject to confining functions or constraints, using discrete optimization or integer programming. Enables rapid solution of problems up to 10 variables in size. Integer programming required for accuracy in modeling systems containing small number of components, distribution of goods, scheduling operations on machine tools, and scheduling production in general. Written in Borland's TURBO Pascal.
Sparse Substring Pattern Set Discovery Using Linear Programming Boosting
NASA Astrophysics Data System (ADS)
Kashihara, Kazuaki; Hatano, Kohei; Bannai, Hideo; Takeda, Masayuki
In this paper, we consider finding a small set of substring patterns which classifies the given documents well. We formulate the problem as 1 norm soft margin optimization problem where each dimension corresponds to a substring pattern. Then we solve this problem by using LPBoost and an optimal substring discovery algorithm. Since the problem is a linear program, the resulting solution is likely to be sparse, which is useful for feature selection. We evaluate the proposed method for real data such as movie reviews.
NASA Technical Reports Server (NTRS)
Pavarini, C.
1974-01-01
Work in two somewhat distinct areas is presented. First, the optimal system design problem for a Mars-roving vehicle is attacked by creating static system models and a system evaluation function and optimizing via nonlinear programming techniques. The second area concerns the problem of perturbed-optimal solutions. Given an initial perturbation in an element of the solution to a nonlinear programming problem, a linear method is determined to approximate the optimal readjustments of the other elements of the solution. Then, the sensitivity of the Mars rover designs is described by application of this method.
NASA Astrophysics Data System (ADS)
Xu, Jiuping; Li, Jun
2002-09-01
In this paper a class of stochastic multiple-objective programming problems with one quadratic, several linear objective functions and linear constraints has been introduced. The former model is transformed into a deterministic multiple-objective nonlinear programming model by means of the introduction of random variables' expectation. The reference direction approach is used to deal with linear objectives and results in a linear parametric optimization formula with a single linear objective function. This objective function is combined with the quadratic function using the weighted sums. The quadratic problem is transformed into a linear (parametric) complementary problem, the basic formula for the proposed approach. The sufficient and necessary conditions for (properly, weakly) efficient solutions and some construction characteristics of (weakly) efficient solution sets are obtained. An interactive algorithm is proposed based on reference direction and weighted sums. Varying the parameter vector on the right-hand side of the model, the DM can freely search the efficient frontier with the model. An extended portfolio selection model is formed when liquidity is considered as another objective to be optimized besides expectation and risk. The interactive approach is illustrated with a practical example.
NASA Astrophysics Data System (ADS)
Zenis, F. M.; Supian, S.; Lesmana, E.
2018-03-01
Land is one of the most important assets for farmers in Sumedang Regency. Therefore, agricultural land should be used optimally. This study aims to obtain the optimal land use composition in order to obtain maximum income. The optimization method used in this research is Linear Programming Models. Based on the results of the analysis, the composition of land use for rice area of 135.314 hectares, corn area of 11.798 hectares, soy area of 2.290 hectares, and peanuts of 2.818 hectares with the value of farmers income of IDR 2.682.020.000.000,-/year. The results of this analysis can be used as a consideration in decisions making about cropping patterns by farmers.
NASA Astrophysics Data System (ADS)
Reinert, K. A.
The use of linear decision rules (LDR) and chance constrained programming (CCP) to optimize the performance of wind energy conversion clusters coupled to storage systems is described. Storage is modelled by LDR and output by CCP. The linear allocation rule and linear release rule prescribe the size and optimize a storage facility with a bypass. Chance constraints are introduced to explicitly treat reliability in terms of an appropriate value from an inverse cumulative distribution function. Details of deterministic programming structure and a sample problem involving a 500 kW and a 1.5 MW WECS are provided, considering an installed cost of $1/kW. Four demand patterns and three levels of reliability are analyzed for optimizing the generator choice and the storage configuration for base load and peak operating conditions. Deficiencies in ability to predict reliability and to account for serial correlations are noted in the model, which is concluded useful for narrowing WECS design options.
DEGAS: Dynamic Exascale Global Address Space Programming Environments
DOE Office of Scientific and Technical Information (OSTI.GOV)
Demmel, James
The Dynamic, Exascale Global Address Space programming environment (DEGAS) project will develop the next generation of programming models and runtime systems to meet the challenges of Exascale computing. The Berkeley part of the project concentrated on communication-optimal code generation to optimize speed and energy efficiency by reducing data movement. Our work developed communication lower bounds, and/or communication avoiding algorithms (that either meet the lower bound, or do much less communication than their conventional counterparts) for a variety of algorithms, including linear algebra, machine learning and genomics. The Berkeley part of the project concentrated on communication-optimal code generation to optimize speedmore » and energy efficiency by reducing data movement. Our work developed communication lower bounds, and/or communication avoiding algorithms (that either meet the lower bound, or do much less communication than their conventional counterparts) for a variety of algorithms, including linear algebra, machine learning and genomics.« less
SLFP: a stochastic linear fractional programming approach for sustainable waste management.
Zhu, H; Huang, G H
2011-12-01
A stochastic linear fractional programming (SLFP) approach is developed for supporting sustainable municipal solid waste management under uncertainty. The SLFP method can solve ratio optimization problems associated with random information, where chance-constrained programming is integrated into a linear fractional programming framework. It has advantages in: (1) comparing objectives of two aspects, (2) reflecting system efficiency, (3) dealing with uncertainty expressed as probability distributions, and (4) providing optimal-ratio solutions under different system-reliability conditions. The method is applied to a case study of waste flow allocation within a municipal solid waste (MSW) management system. The obtained solutions are useful for identifying sustainable MSW management schemes with maximized system efficiency under various constraint-violation risks. The results indicate that SLFP can support in-depth analysis of the interrelationships among system efficiency, system cost and system-failure risk. Copyright © 2011 Elsevier Ltd. All rights reserved.
AN EVALUATION OF HEURISTICS FOR THRESHOLD-FUNCTION TEST-SYNTHESIS,
Linear programming offers the most attractive procedure for testing and obtaining optimal threshold gate realizations for functions generated in...The design of the experiments may be of general interest to students of automatic problem solving; the results should be of interest in threshold logic and linear programming. (Author)
Bruhn, Peter; Geyer-Schulz, Andreas
2002-01-01
In this paper, we introduce genetic programming over context-free languages with linear constraints for combinatorial optimization, apply this method to several variants of the multidimensional knapsack problem, and discuss its performance relative to Michalewicz's genetic algorithm with penalty functions. With respect to Michalewicz's approach, we demonstrate that genetic programming over context-free languages with linear constraints improves convergence. A final result is that genetic programming over context-free languages with linear constraints is ideally suited to modeling complementarities between items in a knapsack problem: The more complementarities in the problem, the stronger the performance in comparison to its competitors.
Computer-aided linear-circuit design.
NASA Technical Reports Server (NTRS)
Penfield, P.
1971-01-01
Usually computer-aided design (CAD) refers to programs that analyze circuits conceived by the circuit designer. Among the services such programs should perform are direct network synthesis, analysis, optimization of network parameters, formatting, storage of miscellaneous data, and related calculations. The program should be embedded in a general-purpose conversational language such as BASIC, JOSS, or APL. Such a program is MARTHA, a general-purpose linear-circuit analyzer embedded in APL.
NASA Technical Reports Server (NTRS)
Hauser, F. D.; Szollosi, G. D.; Lakin, W. S.
1972-01-01
COEBRA, the Computerized Optimization of Elastic Booster Autopilots, is an autopilot design program. The bulk of the design criteria is presented in the form of minimum allowed gain/phase stability margins. COEBRA has two optimization phases: (1) a phase to maximize stability margins; and (2) a phase to optimize structural bending moment load relief capability in the presence of minimum requirements on gain/phase stability margins.
Okubo, Hitomi; Sasaki, Satoshi; Murakami, Kentaro; Yokoyama, Tetsuji; Hirota, Naoko; Notsu, Akiko; Fukui, Mitsuru; Date, Chigusa
2015-06-06
Simultaneous dietary achievement of a full set of nutritional recommendations is difficult. Diet optimization model using linear programming is a useful mathematical means of translating nutrient-based recommendations into realistic nutritionally-optimal food combinations incorporating local and culture-specific foods. We used this approach to explore optimal food intake patterns that meet the nutrient recommendations of the Dietary Reference Intakes (DRIs) while incorporating typical Japanese food selections. As observed intake values, we used the food and nutrient intake data of 92 women aged 31-69 years and 82 men aged 32-69 years living in three regions of Japan. Dietary data were collected with semi-weighed dietary record on four non-consecutive days in each season of the year (16 days total). The linear programming models were constructed to minimize the differences between observed and optimized food intake patterns while also meeting the DRIs for a set of 28 nutrients, setting energy equal to estimated requirements, and not exceeding typical quantities of each food consumed by each age (30-49 or 50-69 years) and gender group. We successfully developed mathematically optimized food intake patterns that met the DRIs for all 28 nutrients studied in each sex and age group. Achieving nutritional goals required minor modifications of existing diets in older groups, particularly women, while major modifications were required to increase intake of fruit and vegetables in younger groups of both sexes. Across all sex and age groups, optimized food intake patterns demanded greatly increased intake of whole grains and reduced-fat dairy products in place of intake of refined grains and full-fat dairy products. Salt intake goals were the most difficult to achieve, requiring marked reduction of salt-containing seasoning (65-80%) in all sex and age groups. Using a linear programming model, we identified optimal food intake patterns providing practical food choices and meeting nutritional recommendations for Japanese populations. Dietary modifications from current eating habits required to fulfil nutritional goals differed by age: more marked increases in food volume were required in younger groups.
Digital program for solving the linear stochastic optimal control and estimation problem
NASA Technical Reports Server (NTRS)
Geyser, L. C.; Lehtinen, B.
1975-01-01
A computer program is described which solves the linear stochastic optimal control and estimation (LSOCE) problem by using a time-domain formulation. The LSOCE problem is defined as that of designing controls for a linear time-invariant system which is disturbed by white noise in such a way as to minimize a performance index which is quadratic in state and control variables. The LSOCE problem and solution are outlined; brief descriptions are given of the solution algorithms, and complete descriptions of each subroutine, including usage information and digital listings, are provided. A test case is included, as well as information on the IBM 7090-7094 DCS time and storage requirements.
Glocker, Ben; Paragios, Nikos; Komodakis, Nikos; Tziritas, Georgios; Navab, Nassir
2007-01-01
In this paper we propose a novel non-rigid volume registration based on discrete labeling and linear programming. The proposed framework reformulates registration as a minimal path extraction in a weighted graph. The space of solutions is represented using a set of a labels which are assigned to predefined displacements. The graph topology corresponds to a superimposed regular grid onto the volume. Links between neighborhood control points introduce smoothness, while links between the graph nodes and the labels (end-nodes) measure the cost induced to the objective function through the selection of a particular deformation for a given control point once projected to the entire volume domain, Higher order polynomials are used to express the volume deformation from the ones of the control points. Efficient linear programming that can guarantee the optimal solution up to (a user-defined) bound is considered to recover the optimal registration parameters. Therefore, the method is gradient free, can encode various similarity metrics (simple changes on the graph construction), can guarantee a globally sub-optimal solution and is computational tractable. Experimental validation using simulated data with known deformation, as well as manually segmented data demonstrate the extreme potentials of our approach.
Interior point techniques for LP and NLP
DOE Office of Scientific and Technical Information (OSTI.GOV)
Evtushenko, Y.
By using surjective mapping the initial constrained optimization problem is transformed to a problem in a new space with only equality constraints. For the numerical solution of the latter problem we use the generalized gradient-projection method and Newton`s method. After inverse transformation to the initial space we obtain the family of numerical methods for solving optimization problems with equality and inequality constraints. In the linear programming case after some simplification we obtain Dikin`s algorithm, affine scaling algorithm and generalized primal dual interior point linear programming algorithm.
Determination of optimum values for maximizing the profit in bread production: Daily bakery Sdn Bhd
NASA Astrophysics Data System (ADS)
Muda, Nora; Sim, Raymond
2015-02-01
An integer programming problem is a mathematical optimization or feasibility program in which some or all of the variables are restricted to be integers. In many settings the term refers to integer linear programming (ILP), in which the objective function and the constraints (other than the integer constraints) are linear. An ILP has many applications in industrial production, including job-shop modelling. A possible objective is to maximize the total production, without exceeding the available resources. In some cases, this can be expressed in terms of a linear program, but variables must be constrained to be integer. It concerned with the optimization of a linear function while satisfying a set of linear equality and inequality constraints and restrictions. It has been used to solve optimization problem in many industries area such as banking, nutrition, agriculture, and bakery and so on. The main purpose of this study is to formulate the best combination of all ingredients in producing different type of bread in Daily Bakery in order to gain maximum profit. This study also focuses on the sensitivity analysis due to changing of the profit and the cost of each ingredient. The optimum result obtained from QM software is RM 65,377.29 per day. This study will be benefited for Daily Bakery and also other similar industries. By formulating a combination of all ingredients make up, they can easily know their total profit in producing bread everyday.
Performance Analysis and Design Synthesis (PADS) computer program. Volume 3: User manual
NASA Technical Reports Server (NTRS)
1972-01-01
The two-fold purpose of the Performance Analysis and Design Synthesis (PADS) computer program is discussed. The program can size launch vehicles in conjunction with calculus-of-variations optimal trajectories and can also be used as a general purpose branched trajectory optimization program. For trajectory optimization alone or with sizing, PADS has two trajectory modules. The first trajectory module uses the method of steepest descent. The second module uses the method of quasi-linearization, which requires a starting solution from the first trajectory module.
A simple approach to optimal control of invasive species.
Hastings, Alan; Hall, Richard J; Taylor, Caz M
2006-12-01
The problem of invasive species and their control is one of the most pressing applied issues in ecology today. We developed simple approaches based on linear programming for determining the optimal removal strategies of different stage or age classes for control of invasive species that are still in a density-independent phase of growth. We illustrate the application of this method to the specific example of invasive Spartina alterniflora in Willapa Bay, WA. For all such systems, linear programming shows in general that the optimal strategy in any time step is to prioritize removal of a single age or stage class. The optimal strategy adjusts which class is the focus of control through time and can be much more cost effective than prioritizing removal of the same stage class each year.
An approach of traffic signal control based on NLRSQP algorithm
NASA Astrophysics Data System (ADS)
Zou, Yuan-Yang; Hu, Yu
2017-11-01
This paper presents a linear program model with linear complementarity constraints (LPLCC) to solve traffic signal optimization problem. The objective function of the model is to obtain the minimization of total queue length with weight factors at the end of each cycle. Then, a combination algorithm based on the nonlinear least regression and sequence quadratic program (NLRSQP) is proposed, by which the local optimal solution can be obtained. Furthermore, four numerical experiments are proposed to study how to set the initial solution of the algorithm that can get a better local optimal solution more quickly. In particular, the results of numerical experiments show that: The model is effective for different arrival rates and weight factors; and the lower bound of the initial solution is, the better optimal solution can be obtained.
A Mixed Integer Linear Programming Approach to Electrical Stimulation Optimization Problems.
Abouelseoud, Gehan; Abouelseoud, Yasmine; Shoukry, Amin; Ismail, Nour; Mekky, Jaidaa
2018-02-01
Electrical stimulation optimization is a challenging problem. Even when a single region is targeted for excitation, the problem remains a constrained multi-objective optimization problem. The constrained nature of the problem results from safety concerns while its multi-objectives originate from the requirement that non-targeted regions should remain unaffected. In this paper, we propose a mixed integer linear programming formulation that can successfully address the challenges facing this problem. Moreover, the proposed framework can conclusively check the feasibility of the stimulation goals. This helps researchers to avoid wasting time trying to achieve goals that are impossible under a chosen stimulation setup. The superiority of the proposed framework over alternative methods is demonstrated through simulation examples.
Integer Linear Programming in Computational Biology
NASA Astrophysics Data System (ADS)
Althaus, Ernst; Klau, Gunnar W.; Kohlbacher, Oliver; Lenhof, Hans-Peter; Reinert, Knut
Computational molecular biology (bioinformatics) is a young research field that is rich in NP-hard optimization problems. The problem instances encountered are often huge and comprise thousands of variables. Since their introduction into the field of bioinformatics in 1997, integer linear programming (ILP) techniques have been successfully applied to many optimization problems. These approaches have added much momentum to development and progress in related areas. In particular, ILP-based approaches have become a standard optimization technique in bioinformatics. In this review, we present applications of ILP-based techniques developed by members and former members of Kurt Mehlhorn’s group. These techniques were introduced to bioinformatics in a series of papers and popularized by demonstration of their effectiveness and potential.
Optimal Facility Location Tool for Logistics Battle Command (LBC)
2015-08-01
64 Appendix B. VBA Code . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 72 Appendix C. Story...should city planners have located emergency service facilities so that all households (the demand) had equal access to coverage?” The critical...programming language called Visual Basic for Applications ( VBA ). CPLEX is a commercial solver for linear, integer, and mixed integer linear programming problems
USDA-ARS?s Scientific Manuscript database
Ready-to-use therapeutic food (RUTF) is the standard of care for children suffering from noncomplicated severe acute malnutrition (SAM). The objective was to develop a comprehensive linear programming (LP) tool to create novel RUTF formulations for Ethiopia. A systematic approach that surveyed inter...
ERIC Educational Resources Information Center
Mills, James W.; And Others
1973-01-01
The Study reported here tested an application of the Linear Programming Model at the Reading Clinic of Drew University. Results, while not conclusive, indicate that this approach yields greater gains in speed scores than a traditional approach for this population. (Author)
NASA Astrophysics Data System (ADS)
Chen, Buxin; Zhang, Zheng; Sidky, Emil Y.; Xia, Dan; Pan, Xiaochuan
2017-11-01
Optimization-based algorithms for image reconstruction in multispectral (or photon-counting) computed tomography (MCT) remains a topic of active research. The challenge of optimization-based image reconstruction in MCT stems from the inherently non-linear data model that can lead to a non-convex optimization program for which no mathematically exact solver seems to exist for achieving globally optimal solutions. In this work, based upon a non-linear data model, we design a non-convex optimization program, derive its first-order-optimality conditions, and propose an algorithm to solve the program for image reconstruction in MCT. In addition to consideration of image reconstruction for the standard scan configuration, the emphasis is on investigating the algorithm’s potential for enabling non-standard scan configurations with no or minimum hardware modification to existing CT systems, which has potential practical implications for lowered hardware cost, enhanced scanning flexibility, and reduced imaging dose/time in MCT. Numerical studies are carried out for verification of the algorithm and its implementation, and for a preliminary demonstration and characterization of the algorithm in reconstructing images and in enabling non-standard configurations with varying scanning angular range and/or x-ray illumination coverage in MCT.
Nonlinear optimization with linear constraints using a projection method
NASA Technical Reports Server (NTRS)
Fox, T.
1982-01-01
Nonlinear optimization problems that are encountered in science and industry are examined. A method of projecting the gradient vector onto a set of linear contraints is developed, and a program that uses this method is presented. The algorithm that generates this projection matrix is based on the Gram-Schmidt method and overcomes some of the objections to the Rosen projection method.
NASA Technical Reports Server (NTRS)
Ferencz, Donald C.; Viterna, Larry A.
1991-01-01
ALPS is a computer program which can be used to solve general linear program (optimization) problems. ALPS was designed for those who have minimal linear programming (LP) knowledge and features a menu-driven scheme to guide the user through the process of creating and solving LP formulations. Once created, the problems can be edited and stored in standard DOS ASCII files to provide portability to various word processors or even other linear programming packages. Unlike many math-oriented LP solvers, ALPS contains an LP parser that reads through the LP formulation and reports several types of errors to the user. ALPS provides a large amount of solution data which is often useful in problem solving. In addition to pure linear programs, ALPS can solve for integer, mixed integer, and binary type problems. Pure linear programs are solved with the revised simplex method. Integer or mixed integer programs are solved initially with the revised simplex, and the completed using the branch-and-bound technique. Binary programs are solved with the method of implicit enumeration. This manual describes how to use ALPS to create, edit, and solve linear programming problems. Instructions for installing ALPS on a PC compatible computer are included in the appendices along with a general introduction to linear programming. A programmers guide is also included for assistance in modifying and maintaining the program.
DOE Office of Scientific and Technical Information (OSTI.GOV)
Gaitsgory, Vladimir, E-mail: vladimir.gaitsgory@mq.edu.au; Rossomakhine, Sergey, E-mail: serguei.rossomakhine@flinders.edu.au
The paper aims at the development of an apparatus for analysis and construction of near optimal solutions of singularly perturbed (SP) optimal controls problems (that is, problems of optimal control of SP systems) considered on the infinite time horizon. We mostly focus on problems with time discounting criteria but a possibility of the extension of results to periodic optimization problems is discussed as well. Our consideration is based on earlier results on averaging of SP control systems and on linear programming formulations of optimal control problems. The idea that we exploit is to first asymptotically approximate a given problem ofmore » optimal control of the SP system by a certain averaged optimal control problem, then reformulate this averaged problem as an infinite-dimensional linear programming (LP) problem, and then approximate the latter by semi-infinite LP problems. We show that the optimal solution of these semi-infinite LP problems and their duals (that can be found with the help of a modification of an available LP software) allow one to construct near optimal controls of the SP system. We demonstrate the construction with two numerical examples.« less
Discrete Methods and their Applications
1993-02-03
problem of finding all near-optimal solutions to a linear program. In paper [18], we give a brief and elementary proof of a result of Hoffman [1952) about...relies only on linear programming duality; second, we obtain geometric and algebraic representations of the bounds that are determined explicitly in...same. We have studied the problem of finding the minimum n such that a given unit interval graph is an n--graph. A linear time algorithm to compute
On the stability and instantaneous velocity of grasped frictionless objects
NASA Technical Reports Server (NTRS)
Trinkle, Jeffrey C.
1992-01-01
A quantitative test for form closure valid for any number of contact points is formulated as a linear program, the optimal objective value of which provides a measure of how far a grasp is from losing form closure. Another contribution of the study is the formulation of a linear program whose solution yields the same information as the classical approach. The benefit of the formulation is that explicit testing of all possible combinations of contact interactions can be avoided by the algorithm used to solve the linear program.
CSOLNP: Numerical Optimization Engine for Solving Non-linearly Constrained Problems.
Zahery, Mahsa; Maes, Hermine H; Neale, Michael C
2017-08-01
We introduce the optimizer CSOLNP, which is a C++ implementation of the R package RSOLNP (Ghalanos & Theussl, 2012, Rsolnp: General non-linear optimization using augmented Lagrange multiplier method. R package version, 1) alongside some improvements. CSOLNP solves non-linearly constrained optimization problems using a Sequential Quadratic Programming (SQP) algorithm. CSOLNP, NPSOL (a very popular implementation of SQP method in FORTRAN (Gill et al., 1986, User's guide for NPSOL (version 4.0): A Fortran package for nonlinear programming (No. SOL-86-2). Stanford, CA: Stanford University Systems Optimization Laboratory), and SLSQP (another SQP implementation available as part of the NLOPT collection (Johnson, 2014, The NLopt nonlinear-optimization package. Retrieved from http://ab-initio.mit.edu/nlopt)) are three optimizers available in OpenMx package. These optimizers are compared in terms of runtimes, final objective values, and memory consumption. A Monte Carlo analysis of the performance of the optimizers was performed on ordinal and continuous models with five variables and one or two factors. While the relative difference between the objective values is less than 0.5%, CSOLNP is in general faster than NPSOL and SLSQP for ordinal analysis. As for continuous data, none of the optimizers performs consistently faster than the others. In terms of memory usage, we used Valgrind's heap profiler tool, called Massif, on one-factor threshold models. CSOLNP and NPSOL consume the same amount of memory, while SLSQP uses 71 MB more memory than the other two optimizers.
Airborne Tactical Crossload Planner
2017-12-01
set out in the Airborne Standard Operating Procedure (ASOP). 14. SUBJECT TERMS crossload, airborne, optimization, integer linear programming ...they land to their respective sub-mission locations. In this thesis, we formulate and implement an integer linear program called the Tactical...to meet any desired crossload objectives. xiv We demonstrate TCP with two real-world tactical problems from recent airborne operations: one by the
Control problem for a system of linear loaded differential equations
NASA Astrophysics Data System (ADS)
Barseghyan, V. R.; Barseghyan, T. V.
2018-04-01
The problem of control and optimal control for a system of linear loaded differential equations is considered. Necessary and sufficient conditions for complete controllability and conditions for the existence of a program control and the corresponding motion are formulated. The explicit form of control action for the control problem is constructed and a method for solving the problem of optimal control is proposed.
Impulsive Control for Continuous-Time Markov Decision Processes: A Linear Programming Approach
DOE Office of Scientific and Technical Information (OSTI.GOV)
Dufour, F., E-mail: dufour@math.u-bordeaux1.fr; Piunovskiy, A. B., E-mail: piunov@liv.ac.uk
2016-08-15
In this paper, we investigate an optimization problem for continuous-time Markov decision processes with both impulsive and continuous controls. We consider the so-called constrained problem where the objective of the controller is to minimize a total expected discounted optimality criterion associated with a cost rate function while keeping other performance criteria of the same form, but associated with different cost rate functions, below some given bounds. Our model allows multiple impulses at the same time moment. The main objective of this work is to study the associated linear program defined on a space of measures including the occupation measures ofmore » the controlled process and to provide sufficient conditions to ensure the existence of an optimal control.« less
Finding Bayesian Optimal Designs for Nonlinear Models: A Semidefinite Programming-Based Approach.
Duarte, Belmiro P M; Wong, Weng Kee
2015-08-01
This paper uses semidefinite programming (SDP) to construct Bayesian optimal design for nonlinear regression models. The setup here extends the formulation of the optimal designs problem as an SDP problem from linear to nonlinear models. Gaussian quadrature formulas (GQF) are used to compute the expectation in the Bayesian design criterion, such as D-, A- or E-optimality. As an illustrative example, we demonstrate the approach using the power-logistic model and compare results in the literature. Additionally, we investigate how the optimal design is impacted by different discretising schemes for the design space, different amounts of uncertainty in the parameter values, different choices of GQF and different prior distributions for the vector of model parameters, including normal priors with and without correlated components. Further applications to find Bayesian D-optimal designs with two regressors for a logistic model and a two-variable generalised linear model with a gamma distributed response are discussed, and some limitations of our approach are noted.
Finding Bayesian Optimal Designs for Nonlinear Models: A Semidefinite Programming-Based Approach
Duarte, Belmiro P. M.; Wong, Weng Kee
2014-01-01
Summary This paper uses semidefinite programming (SDP) to construct Bayesian optimal design for nonlinear regression models. The setup here extends the formulation of the optimal designs problem as an SDP problem from linear to nonlinear models. Gaussian quadrature formulas (GQF) are used to compute the expectation in the Bayesian design criterion, such as D-, A- or E-optimality. As an illustrative example, we demonstrate the approach using the power-logistic model and compare results in the literature. Additionally, we investigate how the optimal design is impacted by different discretising schemes for the design space, different amounts of uncertainty in the parameter values, different choices of GQF and different prior distributions for the vector of model parameters, including normal priors with and without correlated components. Further applications to find Bayesian D-optimal designs with two regressors for a logistic model and a two-variable generalised linear model with a gamma distributed response are discussed, and some limitations of our approach are noted. PMID:26512159
Automated design and optimization of flexible booster autopilots via linear programming, volume 1
NASA Technical Reports Server (NTRS)
Hauser, F. D.
1972-01-01
A nonlinear programming technique was developed for the automated design and optimization of autopilots for large flexible launch vehicles. This technique, which resulted in the COEBRA program, uses the iterative application of linear programming. The method deals directly with the three main requirements of booster autopilot design: to provide (1) good response to guidance commands; (2) response to external disturbances (e.g. wind) to minimize structural bending moment loads and trajectory dispersions; and (3) stability with specified tolerances on the vehicle and flight control system parameters. The method is applicable to very high order systems (30th and greater per flight condition). Examples are provided that demonstrate the successful application of the employed algorithm to the design of autopilots for both single and multiple flight conditions.
Structural optimization: Status and promise
NASA Astrophysics Data System (ADS)
Kamat, Manohar P.
Chapters contained in this book include fundamental concepts of optimum design, mathematical programming methods for constrained optimization, function approximations, approximate reanalysis methods, dual mathematical programming methods for constrained optimization, a generalized optimality criteria method, and a tutorial and survey of multicriteria optimization in engineering. Also included are chapters on the compromise decision support problem and the adaptive linear programming algorithm, sensitivity analyses of discrete and distributed systems, the design sensitivity analysis of nonlinear structures, optimization by decomposition, mixed elements in shape sensitivity analysis of structures based on local criteria, and optimization of stiffened cylindrical shells subjected to destabilizing loads. Other chapters are on applications to fixed-wing aircraft and spacecraft, integrated optimum structural and control design, modeling concurrency in the design of composite structures, and tools for structural optimization. (No individual items are abstracted in this volume)
DOE Office of Scientific and Technical Information (OSTI.GOV)
Frazier, Christopher Rawls; Durfee, Justin David; Bandlow, Alisa
The Contingency Contractor Optimization Tool – Prototype (CCOT-P) database is used to store input and output data for the linear program model described in [1]. The database allows queries to retrieve this data and updating and inserting new input data.
ERIC Educational Resources Information Center
Findorff, Irene K.
This document summarizes the results of a project at Tulane University that was designed to adapt, test, and evaluate a computerized information and menu planning system utilizing linear programing techniques for use in school lunch food service operations. The objectives of the menu planning were to formulate menu items into a palatable,…
SPX: The Tenth International Conference on Stochastic Programming
2004-10-01
On structuring energy contract portfolios in competitive markets . Antonio Alonso-Ayuso, Universidad Rey Juan Carlos. (p. 28) 2. Mean-risk optimization ...ThA 8:00-9:30 Ballroom South: Portfolio Optimization Chair: Gerd Infanger, Stanford University 1. The impact of serial correlation of returns on ... the L-shaped method is to approximate the non-linear penalty term in the objective by a linear one . We use the implicit LX
Optimal blood glucose level control using dynamic programming based on minimal Bergman model
NASA Astrophysics Data System (ADS)
Rettian Anggita Sari, Maria; Hartono
2018-03-01
The purpose of this article is to simulate the glucose dynamic and the insulin kinetic of diabetic patient. The model used in this research is a non-linear Minimal Bergman model. Optimal control theory is then applied to formulate the problem in order to determine the optimal dose of insulin in the treatment of diabetes mellitus such that the glucose level is in the normal range for some specific time range. The optimization problem is solved using dynamic programming. The result shows that dynamic programming is quite reliable to represent the interaction between glucose and insulin levels in diabetes mellitus patient.
A rapid method for optimization of the rocket propulsion system for single-stage-to-orbit vehicles
NASA Technical Reports Server (NTRS)
Eldred, C. H.; Gordon, S. V.
1976-01-01
A rapid analytical method for the optimization of rocket propulsion systems is presented for a vertical take-off, horizontal landing, single-stage-to-orbit launch vehicle. This method utilizes trade-offs between propulsion characteristics affecting flight performance and engine system mass. The performance results from a point-mass trajectory optimization program are combined with a linearized sizing program to establish vehicle sizing trends caused by propulsion system variations. The linearized sizing technique was developed for the class of vehicle systems studied herein. The specific examples treated are the optimization of nozzle expansion ratio and lift-off thrust-to-weight ratio to achieve either minimum gross mass or minimum dry mass. Assumed propulsion system characteristics are high chamber pressure, liquid oxygen and liquid hydrogen propellants, conventional bell nozzles, and the same fixed nozzle expansion ratio for all engines on a vehicle.
A Problem on Optimal Transportation
ERIC Educational Resources Information Center
Cechlarova, Katarina
2005-01-01
Mathematical optimization problems are not typical in the classical curriculum of mathematics. In this paper we show how several generalizations of an easy problem on optimal transportation were solved by gifted secondary school pupils in a correspondence mathematical seminar, how they can be used in university courses of linear programming and…
Using linear programming to minimize the cost of nurse personnel.
Matthews, Charles H
2005-01-01
Nursing personnel costs make up a major portion of most hospital budgets. This report evaluates and optimizes the utility of the nurse personnel at the Internal Medicine Outpatient Clinic of Wake Forest University Baptist Medical Center. Linear programming (LP) was employed to determine the effective combination of nurses that would allow for all weekly clinic tasks to be covered while providing the lowest possible cost to the department. Linear programming is a standard application of standard spreadsheet software that allows the operator to establish the variables to be optimized and then requires the operator to enter a series of constraints that will each have an impact on the ultimate outcome. The application is therefore able to quantify and stratify the nurses necessary to execute the tasks. With the report, a specific sensitivity analysis can be performed to assess just how sensitive the outcome is to the stress of adding or deleting a nurse to or from the payroll. The nurse employee cost structure in this study consisted of five certified nurse assistants (CNA), three licensed practicing nurses (LPN), and five registered nurses (RN). The LP revealed that the outpatient clinic should staff four RNs, three LPNs, and four CNAs with 95 percent confidence of covering nurse demand on the floor. This combination of nurses would enable the clinic to: 1. Reduce annual staffing costs by 16 percent; 2. Force each level of nurse to be optimally productive by focusing on tasks specific to their expertise; 3. Assign accountability more efficiently as the nurses adhere to their specific duties; and 4. Ultimately provide a competitive advantage to the clinic as it relates to nurse employee and patient satisfaction. Linear programming can be used to solve capacity problems for just about any staffing situation, provided the model is indeed linear.
A Revised Simplex Method for Test Construction Problems. Research Report 90-5.
ERIC Educational Resources Information Center
Adema, Jos J.
Linear programming models with 0-1 variables are useful for the construction of tests from an item bank. Most solution strategies for these models start with solving the relaxed 0-1 linear programming model, allowing the 0-1 variables to take on values between 0 and 1. Then, a 0-1 solution is found by just rounding, optimal rounding, or a…
An Interactive Method to Solve Infeasibility in Linear Programming Test Assembling Models
ERIC Educational Resources Information Center
Huitzing, Hiddo A.
2004-01-01
In optimal assembly of tests from item banks, linear programming (LP) models have proved to be very useful. Assembly by hand has become nearly impossible, but these LP techniques are able to find the best solutions, given the demands and needs of the test to be assembled and the specifics of the item bank from which it is assembled. However,…
ADS: A FORTRAN program for automated design synthesis: Version 1.10
NASA Technical Reports Server (NTRS)
Vanderplaats, G. N.
1985-01-01
A new general-purpose optimization program for engineering design is described. ADS (Automated Design Synthesis - Version 1.10) is a FORTRAN program for solution of nonlinear constrained optimization problems. The program is segmented into three levels: strategy, optimizer, and one-dimensional search. At each level, several options are available so that a total of over 100 possible combinations can be created. Examples of available strategies are sequential unconstrained minimization, the Augmented Lagrange Multiplier method, and Sequential Linear Programming. Available optimizers include variable metric methods and the Method of Feasible Directions as examples, and one-dimensional search options include polynomial interpolation and the Golden Section method as examples. Emphasis is placed on ease of use of the program. All information is transferred via a single parameter list. Default values are provided for all internal program parameters such as convergence criteria, and the user is given a simple means to over-ride these, if desired.
Linear decomposition approach for a class of nonconvex programming problems.
Shen, Peiping; Wang, Chunfeng
2017-01-01
This paper presents a linear decomposition approach for a class of nonconvex programming problems by dividing the input space into polynomially many grids. It shows that under certain assumptions the original problem can be transformed and decomposed into a polynomial number of equivalent linear programming subproblems. Based on solving a series of liner programming subproblems corresponding to those grid points we can obtain the near-optimal solution of the original problem. Compared to existing results in the literature, the proposed algorithm does not require the assumptions of quasi-concavity and differentiability of the objective function, and it differs significantly giving an interesting approach to solving the problem with a reduced running time.
De Carvalho, Irene Stuart Torrié; Granfeldt, Yvonne; Dejmek, Petr; Håkansson, Andreas
2015-03-01
Linear programming has been used extensively as a tool for nutritional recommendations. Extending the methodology to food formulation presents new challenges, since not all combinations of nutritious ingredients will produce an acceptable food. Furthermore, it would help in implementation and in ensuring the feasibility of the suggested recommendations. To extend the previously used linear programming methodology from diet optimization to food formulation using consistency constraints. In addition, to exemplify usability using the case of a porridge mix formulation for emergency situations in rural Mozambique. The linear programming method was extended with a consistency constraint based on previously published empirical studies on swelling of starch in soft porridges. The new method was exemplified using the formulation of a nutritious, minimum-cost porridge mix for children aged 1 to 2 years for use as a complete relief food, based primarily on local ingredients, in rural Mozambique. A nutritious porridge fulfilling the consistency constraints was found; however, the minimum cost was unfeasible with local ingredients only. This illustrates the challenges in formulating nutritious yet economically feasible foods from local ingredients. The high cost was caused by the high cost of mineral-rich foods. A nutritious, low-cost porridge that fulfills the consistency constraints was obtained by including supplements of zinc and calcium salts as ingredients. The optimizations were successful in fulfilling all constraints and provided a feasible porridge, showing that the extended constrained linear programming methodology provides a systematic tool for designing nutritious foods.
NASA Astrophysics Data System (ADS)
Sharqawy, Mostafa H.
2016-12-01
Pore network models (PNM) of Berea and Fontainebleau sandstones were constructed using nonlinear programming (NLP) and optimization methods. The constructed PNMs are considered as a digital representation of the rock samples which were based on matching the macroscopic properties of the porous media and used to conduct fluid transport simulations including single and two-phase flow. The PNMs consisted of cubic networks of randomly distributed pores and throats sizes and with various connectivity levels. The networks were optimized such that the upper and lower bounds of the pore sizes are determined using the capillary tube bundle model and the Nelder-Mead method instead of guessing them, which reduces the optimization computational time significantly. An open-source PNM framework was employed to conduct transport and percolation simulations such as invasion percolation and Darcian flow. The PNM model was subsequently used to compute the macroscopic properties; porosity, absolute permeability, specific surface area, breakthrough capillary pressure, and primary drainage curve. The pore networks were optimized to allow for the simulation results of the macroscopic properties to be in excellent agreement with the experimental measurements. This study demonstrates that non-linear programming and optimization methods provide a promising method for pore network modeling when computed tomography imaging may not be readily available.
Lefkoff, L.J.; Gorelick, S.M.
1987-01-01
A FORTRAN-77 computer program code that helps solve a variety of aquifer management problems involving the control of groundwater hydraulics. It is intended for use with any standard mathematical programming package that uses Mathematical Programming System input format. The computer program creates the input files to be used by the optimization program. These files contain all the hydrologic information and management objectives needed to solve the management problem. Used in conjunction with a mathematical programming code, the computer program identifies the pumping or recharge strategy that achieves a user 's management objective while maintaining groundwater hydraulic conditions within desired limits. The objective may be linear or quadratic, and may involve the minimization of pumping and recharge rates or of variable pumping costs. The problem may contain constraints on groundwater heads, gradients, and velocities for a complex, transient hydrologic system. Linear superposition of solutions to the transient, two-dimensional groundwater flow equation is used by the computer program in conjunction with the response matrix optimization method. A unit stress is applied at each decision well and transient responses at all control locations are computed using a modified version of the U.S. Geological Survey two dimensional aquifer simulation model. The program also computes discounted cost coefficients for the objective function and accounts for transient aquifer conditions. (Author 's abstract)
The checkpoint ordering problem
Hungerländer, P.
2017-01-01
Abstract We suggest a new variant of a row layout problem: Find an ordering of n departments with given lengths such that the total weighted sum of their distances to a given checkpoint is minimized. The Checkpoint Ordering Problem (COP) is both of theoretical and practical interest. It has several applications and is conceptually related to some well-studied combinatorial optimization problems, namely the Single-Row Facility Layout Problem, the Linear Ordering Problem and a variant of parallel machine scheduling. In this paper we study the complexity of the (COP) and its special cases. The general version of the (COP) with an arbitrary but fixed number of checkpoints is NP-hard in the weak sense. We propose both a dynamic programming algorithm and an integer linear programming approach for the (COP) . Our computational experiments indicate that the (COP) is hard to solve in practice. While the run time of the dynamic programming algorithm strongly depends on the length of the departments, the integer linear programming approach is able to solve instances with up to 25 departments to optimality. PMID:29170574
Optimization of a bundle divertor for FED
DOE Office of Scientific and Technical Information (OSTI.GOV)
Hively, L.M.; Rothe, K.E.; Minkoff, M.
1982-01-01
Optimal double-T bundle divertor configurations have been obtained for the Fusion Engineering Device (FED). On-axis ripple is minimized, while satisfying a series of engineering constraints. The ensuing non-linear optimization problem is solved via a sequence of quadratic programming subproblems, using the VMCON algorithm. The resulting divertor designs are substantially improved over previous configurations.
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.
Simulation study on single event burnout in linear doping buffer layer engineered power VDMOSFET
NASA Astrophysics Data System (ADS)
Yunpeng, Jia; Hongyuan, Su; Rui, Jin; Dongqing, Hu; Yu, Wu
2016-02-01
The addition of a buffer layer can improve the device's secondary breakdown voltage, thus, improving the single event burnout (SEB) threshold voltage. In this paper, an N type linear doping buffer layer is proposed. According to quasi-stationary avalanche simulation and heavy ion beam simulation, the results show that an optimized linear doping buffer layer is critical. As SEB is induced by heavy ions impacting, the electric field of an optimized linear doping buffer device is much lower than that with an optimized constant doping buffer layer at a given buffer layer thickness and the same biasing voltages. Secondary breakdown voltage and the parasitic bipolar turn-on current are much higher than those with the optimized constant doping buffer layer. So the linear buffer layer is more advantageous to improving the device's SEB performance. Project supported by the National Natural Science Foundation of China (No. 61176071), the Doctoral Fund of Ministry of Education of China (No. 20111103120016), and the Science and Technology Program of State Grid Corporation of China (No. SGRI-WD-71-13-006).
NASA Astrophysics Data System (ADS)
Vasant, Pandian; Barsoum, Nader
2008-10-01
Many engineering, science, information technology and management optimization problems can be considered as non linear programming real world problems where the all or some of the parameters and variables involved are uncertain in nature. These can only be quantified using intelligent computational techniques such as evolutionary computation and fuzzy logic. The main objective of this research paper is to solve non linear fuzzy optimization problem where the technological coefficient in the constraints involved are fuzzy numbers which was represented by logistic membership functions by using hybrid evolutionary optimization approach. To explore the applicability of the present study a numerical example is considered to determine the production planning for the decision variables and profit of the company.
Spiral: Automated Computing for Linear Transforms
NASA Astrophysics Data System (ADS)
Püschel, Markus
2010-09-01
Writing fast software has become extraordinarily difficult. For optimal performance, programs and their underlying algorithms have to be adapted to take full advantage of the platform's parallelism, memory hierarchy, and available instruction set. To make things worse, the best implementations are often platform-dependent and platforms are constantly evolving, which quickly renders libraries obsolete. We present Spiral, a domain-specific program generation system for important functionality used in signal processing and communication including linear transforms, filters, and other functions. Spiral completely replaces the human programmer. For a desired function, Spiral generates alternative algorithms, optimizes them, compiles them into programs, and intelligently searches for the best match to the computing platform. The main idea behind Spiral is a mathematical, declarative, domain-specific framework to represent algorithms and the use of rewriting systems to generate and optimize algorithms at a high level of abstraction. Experimental results show that the code generated by Spiral competes with, and sometimes outperforms, the best available human-written code.
IESIP - AN IMPROVED EXPLORATORY SEARCH TECHNIQUE FOR PURE INTEGER LINEAR PROGRAMMING PROBLEMS
NASA Technical Reports Server (NTRS)
Fogle, F. R.
1994-01-01
IESIP, an Improved Exploratory Search Technique for Pure Integer Linear Programming Problems, addresses the problem of optimizing an objective function of one or more variables subject to a set of confining functions or constraints by a method called discrete optimization or integer programming. Integer programming is based on a specific form of the general linear programming problem in which all variables in the objective function and all variables in the constraints are integers. While more difficult, integer programming is required for accuracy when modeling systems with small numbers of components such as the distribution of goods, machine scheduling, and production scheduling. IESIP establishes a new methodology for solving pure integer programming problems by utilizing a modified version of the univariate exploratory move developed by Robert Hooke and T.A. Jeeves. IESIP also takes some of its technique from the greedy procedure and the idea of unit neighborhoods. A rounding scheme uses the continuous solution found by traditional methods (simplex or other suitable technique) and creates a feasible integer starting point. The Hook and Jeeves exploratory search is modified to accommodate integers and constraints and is then employed to determine an optimal integer solution from the feasible starting solution. The user-friendly IESIP allows for rapid solution of problems up to 10 variables in size (limited by DOS allocation). Sample problems compare IESIP solutions with the traditional branch-and-bound approach. IESIP is written in Borland's TURBO Pascal for IBM PC series computers and compatibles running DOS. Source code and an executable are provided. The main memory requirement for execution is 25K. This program is available on a 5.25 inch 360K MS DOS format diskette. IESIP was developed in 1990. IBM is a trademark of International Business Machines. TURBO Pascal is registered by Borland International.
Optimization of space manufacturing systems
NASA Technical Reports Server (NTRS)
Akin, D. L.
1979-01-01
Four separate analyses are detailed: transportation to low earth orbit, orbit-to-orbit optimization, parametric analysis of SPS logistics based on earth and lunar source locations, and an overall program option optimization implemented with linear programming. It is found that smaller vehicles are favored for earth launch, with the current Space Shuttle being right at optimum payload size. Fully reusable launch vehicles represent a savings of 50% over the Space Shuttle; increased reliability with less maintenance could further double the savings. An optimization of orbit-to-orbit propulsion systems using lunar oxygen for propellants shows that ion propulsion is preferable by a 3:1 cost margin over a mass driver reaction engine at optimum values; however, ion engines cannot yet operate in the lower exhaust velocity range where the optimum lies, and total program costs between the two systems are ambiguous. Heavier payloads favor the use of a MDRE. A parametric model of a space manufacturing facility is proposed, and used to analyze recurring costs, total costs, and net present value discounted cash flows. Parameters studied include productivity, effects of discounting, materials source tradeoffs, economic viability of closed-cycle habitats, and effects of varying degrees of nonterrestrial SPS materials needed from earth. Finally, candidate optimal scenarios are chosen, and implemented in a linear program with external constraints in order to arrive at an optimum blend of SPS production strategies in order to maximize returns.
Review: Optimization methods for groundwater modeling and management
NASA Astrophysics Data System (ADS)
Yeh, William W.-G.
2015-09-01
Optimization methods have been used in groundwater modeling as well as for the planning and management of groundwater systems. This paper reviews and evaluates the various optimization methods that have been used for solving the inverse problem of parameter identification (estimation), experimental design, and groundwater planning and management. Various model selection criteria are discussed, as well as criteria used for model discrimination. The inverse problem of parameter identification concerns the optimal determination of model parameters using water-level observations. In general, the optimal experimental design seeks to find sampling strategies for the purpose of estimating the unknown model parameters. A typical objective of optimal conjunctive-use planning of surface water and groundwater is to minimize the operational costs of meeting water demand. The optimization methods include mathematical programming techniques such as linear programming, quadratic programming, dynamic programming, stochastic programming, nonlinear programming, and the global search algorithms such as genetic algorithms, simulated annealing, and tabu search. Emphasis is placed on groundwater flow problems as opposed to contaminant transport problems. A typical two-dimensional groundwater flow problem is used to explain the basic formulations and algorithms that have been used to solve the formulated optimization problems.
Klamt, Steffen; Müller, Stefan; Regensburger, Georg; Zanghellini, Jürgen
2018-05-01
The optimization of metabolic rates (as linear objective functions) represents the methodical core of flux-balance analysis techniques which have become a standard tool for the study of genome-scale metabolic models. Besides (growth and synthesis) rates, metabolic yields are key parameters for the characterization of biochemical transformation processes, especially in the context of biotechnological applications. However, yields are ratios of rates, and hence the optimization of yields (as nonlinear objective functions) under arbitrary linear constraints is not possible with current flux-balance analysis techniques. Despite the fundamental importance of yields in constraint-based modeling, a comprehensive mathematical framework for yield optimization is still missing. We present a mathematical theory that allows one to systematically compute and analyze yield-optimal solutions of metabolic models under arbitrary linear constraints. In particular, we formulate yield optimization as a linear-fractional program. For practical computations, we transform the linear-fractional yield optimization problem to a (higher-dimensional) linear problem. Its solutions determine the solutions of the original problem and can be used to predict yield-optimal flux distributions in genome-scale metabolic models. For the theoretical analysis, we consider the linear-fractional problem directly. Most importantly, we show that the yield-optimal solution set (like the rate-optimal solution set) is determined by (yield-optimal) elementary flux vectors of the underlying metabolic model. However, yield- and rate-optimal solutions may differ from each other, and hence optimal (biomass or product) yields are not necessarily obtained at solutions with optimal (growth or synthesis) rates. Moreover, we discuss phase planes/production envelopes and yield spaces, in particular, we prove that yield spaces are convex and provide algorithms for their computation. We illustrate our findings by a small example and demonstrate their relevance for metabolic engineering with realistic models of E. coli. We develop a comprehensive mathematical framework for yield optimization in metabolic models. Our theory is particularly useful for the study and rational modification of cell factories designed under given yield and/or rate requirements. Copyright © 2018 The Authors. Published by Elsevier Inc. All rights reserved.
Structural optimization with approximate sensitivities
NASA Technical Reports Server (NTRS)
Patnaik, S. N.; Hopkins, D. A.; Coroneos, R.
1994-01-01
Computational efficiency in structural optimization can be enhanced if the intensive computations associated with the calculation of the sensitivities, that is, gradients of the behavior constraints, are reduced. Approximation to gradients of the behavior constraints that can be generated with small amount of numerical calculations is proposed. Structural optimization with these approximate sensitivities produced correct optimum solution. Approximate gradients performed well for different nonlinear programming methods, such as the sequence of unconstrained minimization technique, method of feasible directions, sequence of quadratic programming, and sequence of linear programming. Structural optimization with approximate gradients can reduce by one third the CPU time that would otherwise be required to solve the problem with explicit closed-form gradients. The proposed gradient approximation shows potential to reduce intensive computation that has been associated with traditional structural optimization.
LQR-Based Optimal Distributed Cooperative Design for Linear Discrete-Time Multiagent Systems.
Zhang, Huaguang; Feng, Tao; Liang, Hongjing; Luo, Yanhong
2017-03-01
In this paper, a novel linear quadratic regulator (LQR)-based optimal distributed cooperative design method is developed for synchronization control of general linear discrete-time multiagent systems on a fixed, directed graph. Sufficient conditions are derived for synchronization, which restrict the graph eigenvalues into a bounded circular region in the complex plane. The synchronizing speed issue is also considered, and it turns out that the synchronizing region reduces as the synchronizing speed becomes faster. To obtain more desirable synchronizing capacity, the weighting matrices are selected by sufficiently utilizing the guaranteed gain margin of the optimal regulators. Based on the developed LQR-based cooperative design framework, an approximate dynamic programming technique is successfully introduced to overcome the (partially or completely) model-free cooperative design for linear multiagent systems. Finally, two numerical examples are given to illustrate the effectiveness of the proposed design methods.
Global optimization algorithm for heat exchanger networks
DOE Office of Scientific and Technical Information (OSTI.GOV)
Quesada, I.; Grossmann, I.E.
This paper deals with the global optimization of heat exchanger networks with fixed topology. It is shown that if linear area cost functions are assumed, as well as arithmetic mean driving force temperature differences in networks with isothermal mixing, the corresponding nonlinear programming (NLP) optimization problem involves linear constraints and a sum of linear fractional functions in the objective which are nonconvex. A rigorous algorithm is proposed that is based on a convex NLP underestimator that involves linear and nonlinear estimators for fractional and bilinear terms which provide a tight lower bound to the global optimum. This NLP problem ismore » used within a spatial branch and bound method for which branching rules are given. Basic properties of the proposed method are presented, and its application is illustrated with several example problems. The results show that the proposed method only requires few nodes in the branch and bound search.« less
A neural network approach to job-shop scheduling.
Zhou, D N; Cherkassky, V; Baldwin, T R; Olson, D E
1991-01-01
A novel analog computational network is presented for solving NP-complete constraint satisfaction problems, i.e. job-shop scheduling. In contrast to most neural approaches to combinatorial optimization based on quadratic energy cost function, the authors propose to use linear cost functions. As a result, the network complexity (number of neurons and the number of resistive interconnections) grows only linearly with problem size, and large-scale implementations become possible. The proposed approach is related to the linear programming network described by D.W. Tank and J.J. Hopfield (1985), which also uses a linear cost function for a simple optimization problem. It is shown how to map a difficult constraint-satisfaction problem onto a simple neural net in which the number of neural processors equals the number of subjobs (operations) and the number of interconnections grows linearly with the total number of operations. Simulations show that the authors' approach produces better solutions than existing neural approaches to job-shop scheduling, i.e. the traveling salesman problem-type Hopfield approach and integer linear programming approach of J.P.S. Foo and Y. Takefuji (1988), in terms of the quality of the solution and the network complexity.
NASA Technical Reports Server (NTRS)
Seldner, K.
1976-01-01
The development of control systems for jet engines requires a real-time computer simulation. The simulation provides an effective tool for evaluating control concepts and problem areas prior to actual engine testing. The development and use of a real-time simulation of the Pratt and Whitney F100-PW100 turbofan engine is described. The simulation was used in a multi-variable optimal controls research program using linear quadratic regulator theory. The simulation is used to generate linear engine models at selected operating points and evaluate the control algorithm. To reduce the complexity of the design, it is desirable to reduce the order of the linear model. A technique to reduce the order of the model; is discussed. Selected results between high and low order models are compared. The LQR control algorithms can be programmed on digital computer. This computer will control the engine simulation over the desired flight envelope.
NASA Astrophysics Data System (ADS)
Wu, Jiang; Liao, Fucheng; Tomizuka, Masayoshi
2017-01-01
This paper discusses the design of the optimal preview controller for a linear continuous-time stochastic control system in finite-time horizon, using the method of augmented error system. First, an assistant system is introduced for state shifting. Then, in order to overcome the difficulty of the state equation of the stochastic control system being unable to be differentiated because of Brownian motion, the integrator is introduced. Thus, the augmented error system which contains the integrator vector, control input, reference signal, error vector and state of the system is reconstructed. This leads to the tracking problem of the optimal preview control of the linear stochastic control system being transformed into the optimal output tracking problem of the augmented error system. With the method of dynamic programming in the theory of stochastic control, the optimal controller with previewable signals of the augmented error system being equal to the controller of the original system is obtained. Finally, numerical simulations show the effectiveness of the controller.
Liang, Bin; Li, Yongbao; Wei, Ran; Guo, Bin; Xu, Xuang; Liu, Bo; Li, Jiafeng; Wu, Qiuwen; Zhou, Fugen
2018-01-05
With robot-controlled linac positioning, robotic radiotherapy systems such as CyberKnife significantly increase freedom of radiation beam placement, but also impose more challenges on treatment plan optimization. The resampling mechanism in the vendor-supplied treatment planning system (MultiPlan) cannot fully explore the increased beam direction search space. Besides, a sparse treatment plan (using fewer beams) is desired to improve treatment efficiency. This study proposes a singular value decomposition linear programming (SVDLP) optimization technique for circular collimator based robotic radiotherapy. The SVDLP approach initializes the input beams by simulating the process of covering the entire target volume with equivalent beam tapers. The requirements on dosimetry distribution are modeled as hard and soft constraints, and the sparsity of the treatment plan is achieved by compressive sensing. The proposed linear programming (LP) model optimizes beam weights by minimizing the deviation of soft constraints subject to hard constraints, with a constraint on the l 1 norm of the beam weight. A singular value decomposition (SVD) based acceleration technique was developed for the LP model. Based on the degeneracy of the influence matrix, the model is first compressed into lower dimension for optimization, and then back-projected to reconstruct the beam weight. After beam weight optimization, the number of beams is reduced by removing the beams with low weight, and optimizing the weights of the remaining beams using the same model. This beam reduction technique is further validated by a mixed integer programming (MIP) model. The SVDLP approach was tested on a lung case. The results demonstrate that the SVD acceleration technique speeds up the optimization by a factor of 4.8. Furthermore, the beam reduction achieves a similar plan quality to the globally optimal plan obtained by the MIP model, but is one to two orders of magnitude faster. Furthermore, the SVDLP approach is tested and compared with MultiPlan on three clinical cases of varying complexities. In general, the plans generated by the SVDLP achieve steeper dose gradient, better conformity and less damage to normal tissues. In conclusion, the SVDLP approach effectively improves the quality of treatment plan due to the use of the complete beam search space. This challenging optimization problem with the complete beam search space is effectively handled by the proposed SVD acceleration.
NASA Astrophysics Data System (ADS)
Liang, Bin; Li, Yongbao; Wei, Ran; Guo, Bin; Xu, Xuang; Liu, Bo; Li, Jiafeng; Wu, Qiuwen; Zhou, Fugen
2018-01-01
With robot-controlled linac positioning, robotic radiotherapy systems such as CyberKnife significantly increase freedom of radiation beam placement, but also impose more challenges on treatment plan optimization. The resampling mechanism in the vendor-supplied treatment planning system (MultiPlan) cannot fully explore the increased beam direction search space. Besides, a sparse treatment plan (using fewer beams) is desired to improve treatment efficiency. This study proposes a singular value decomposition linear programming (SVDLP) optimization technique for circular collimator based robotic radiotherapy. The SVDLP approach initializes the input beams by simulating the process of covering the entire target volume with equivalent beam tapers. The requirements on dosimetry distribution are modeled as hard and soft constraints, and the sparsity of the treatment plan is achieved by compressive sensing. The proposed linear programming (LP) model optimizes beam weights by minimizing the deviation of soft constraints subject to hard constraints, with a constraint on the l 1 norm of the beam weight. A singular value decomposition (SVD) based acceleration technique was developed for the LP model. Based on the degeneracy of the influence matrix, the model is first compressed into lower dimension for optimization, and then back-projected to reconstruct the beam weight. After beam weight optimization, the number of beams is reduced by removing the beams with low weight, and optimizing the weights of the remaining beams using the same model. This beam reduction technique is further validated by a mixed integer programming (MIP) model. The SVDLP approach was tested on a lung case. The results demonstrate that the SVD acceleration technique speeds up the optimization by a factor of 4.8. Furthermore, the beam reduction achieves a similar plan quality to the globally optimal plan obtained by the MIP model, but is one to two orders of magnitude faster. Furthermore, the SVDLP approach is tested and compared with MultiPlan on three clinical cases of varying complexities. In general, the plans generated by the SVDLP achieve steeper dose gradient, better conformity and less damage to normal tissues. In conclusion, the SVDLP approach effectively improves the quality of treatment plan due to the use of the complete beam search space. This challenging optimization problem with the complete beam search space is effectively handled by the proposed SVD acceleration.
An algorithm for the solution of dynamic linear programs
NASA Technical Reports Server (NTRS)
Psiaki, Mark L.
1989-01-01
The algorithm's objective is to efficiently solve Dynamic Linear Programs (DLP) by taking advantage of their special staircase structure. This algorithm constitutes a stepping stone to an improved algorithm for solving Dynamic Quadratic Programs, which, in turn, would make the nonlinear programming method of Successive Quadratic Programs more practical for solving trajectory optimization problems. The ultimate goal is to being trajectory optimization solution speeds into the realm of real-time control. The algorithm exploits the staircase nature of the large constraint matrix of the equality-constrained DLPs encountered when solving inequality-constrained DLPs by an active set approach. A numerically-stable, staircase QL factorization of the staircase constraint matrix is carried out starting from its last rows and columns. The resulting recursion is like the time-varying Riccati equation from multi-stage LQR theory. The resulting factorization increases the efficiency of all of the typical LP solution operations over that of a dense matrix LP code. At the same time numerical stability is ensured. The algorithm also takes advantage of dynamic programming ideas about the cost-to-go by relaxing active pseudo constraints in a backwards sweeping process. This further decreases the cost per update of the LP rank-1 updating procedure, although it may result in more changes of the active set that if pseudo constraints were relaxed in a non-stagewise fashion. The usual stability of closed-loop Linear/Quadratic optimally-controlled systems, if it carries over to strictly linear cost functions, implies that the saving due to reduced factor update effort may outweigh the cost of an increased number of updates. An aerospace example is presented in which a ground-to-ground rocket's distance is maximized. This example demonstrates the applicability of this class of algorithms to aerospace guidance. It also sheds light on the efficacy of the proposed pseudo constraint relaxation scheme.
Wang, Jun-Sheng; Yang, Guang-Hong
2017-07-25
This paper studies the optimal output-feedback control problem for unknown linear discrete-time systems with stochastic measurement and process noise. A dithered Bellman equation with the innovation covariance matrix is constructed via the expectation operator given in the form of a finite summation. On this basis, an output-feedback-based approximate dynamic programming method is developed, where the terms depending on the innovation covariance matrix are available with the aid of the innovation covariance matrix identified beforehand. Therefore, by iterating the Bellman equation, the resulting value function can converge to the optimal one in the presence of the aforementioned noise, and the nearly optimal control laws are delivered. To show the effectiveness and the advantages of the proposed approach, a simulation example and a velocity control experiment on a dc machine are employed.
Computation of non-monotonic Lyapunov functions for continuous-time systems
NASA Astrophysics Data System (ADS)
Li, Huijuan; Liu, AnPing
2017-09-01
In this paper, we propose two methods to compute non-monotonic Lyapunov functions for continuous-time systems which are asymptotically stable. The first method is to solve a linear optimization problem on a compact and bounded set. The proposed linear programming based algorithm delivers a CPA1
NASA Technical Reports Server (NTRS)
Nobbs, Steven G.
1995-01-01
An overview of the performance seeking control (PSC) algorithm and details of the important components of the algorithm are given. The onboard propulsion system models, the linear programming optimization, and engine control interface are described. The PSC algorithm receives input from various computers on the aircraft including the digital flight computer, digital engine control, and electronic inlet control. The PSC algorithm contains compact models of the propulsion system including the inlet, engine, and nozzle. The models compute propulsion system parameters, such as inlet drag and fan stall margin, which are not directly measurable in flight. The compact models also compute sensitivities of the propulsion system parameters to change in control variables. The engine model consists of a linear steady state variable model (SSVM) and a nonlinear model. The SSVM is updated with efficiency factors calculated in the engine model update logic, or Kalman filter. The efficiency factors are used to adjust the SSVM to match the actual engine. The propulsion system models are mathematically integrated to form an overall propulsion system model. The propulsion system model is then optimized using a linear programming optimization scheme. The goal of the optimization is determined from the selected PSC mode of operation. The resulting trims are used to compute a new operating point about which the optimization process is repeated. This process is continued until an overall (global) optimum is reached before applying the trims to the controllers.
NASA Astrophysics Data System (ADS)
Shorikov, A. F.
2017-10-01
In this paper we study the problem of optimization of guaranteed result for program control by the final state of regional social and economic system in the presence of risks. For this problem we propose a mathematical model in the form of two-level hierarchical minimax program control problem of the final state of this process with incomplete information. For solving of its problem we constructed the common algorithm that has a form of a recurrent procedure of solving a linear programming and a finite optimization problems.
LDRD final report on massively-parallel linear programming : the parPCx system.
DOE Office of Scientific and Technical Information (OSTI.GOV)
Parekh, Ojas; Phillips, Cynthia Ann; Boman, Erik Gunnar
2005-02-01
This report summarizes the research and development performed from October 2002 to September 2004 at Sandia National Laboratories under the Laboratory-Directed Research and Development (LDRD) project ''Massively-Parallel Linear Programming''. We developed a linear programming (LP) solver designed to use a large number of processors. LP is the optimization of a linear objective function subject to linear constraints. Companies and universities have expended huge efforts over decades to produce fast, stable serial LP solvers. Previous parallel codes run on shared-memory systems and have little or no distribution of the constraint matrix. We have seen no reports of general LP solver runsmore » on large numbers of processors. Our parallel LP code is based on an efficient serial implementation of Mehrotra's interior-point predictor-corrector algorithm (PCx). The computational core of this algorithm is the assembly and solution of a sparse linear system. We have substantially rewritten the PCx code and based it on Trilinos, the parallel linear algebra library developed at Sandia. Our interior-point method can use either direct or iterative solvers for the linear system. To achieve a good parallel data distribution of the constraint matrix, we use a (pre-release) version of a hypergraph partitioner from the Zoltan partitioning library. We describe the design and implementation of our new LP solver called parPCx and give preliminary computational results. We summarize a number of issues related to efficient parallel solution of LPs with interior-point methods including data distribution, numerical stability, and solving the core linear system using both direct and iterative methods. We describe a number of applications of LP specific to US Department of Energy mission areas and we summarize our efforts to integrate parPCx (and parallel LP solvers in general) into Sandia's massively-parallel integer programming solver PICO (Parallel Interger and Combinatorial Optimizer). We conclude with directions for long-term future algorithmic research and for near-term development that could improve the performance of parPCx.« less
NASA Astrophysics Data System (ADS)
Zhu, Z. W.; Zhang, W. D.; Xu, J.
2014-03-01
The non-linear dynamic characteristics and optimal control of a giant magnetostrictive film (GMF) subjected to in-plane stochastic excitation were studied. Non-linear differential items were introduced to interpret the hysteretic phenomena of the GMF, and the non-linear dynamic model of the GMF subjected to in-plane stochastic excitation was developed. The stochastic stability was analysed, and the probability density function was obtained. The condition of stochastic Hopf bifurcation and noise-induced chaotic response were determined, and the fractal boundary of the system's safe basin was provided. The reliability function was solved from the backward Kolmogorov equation, and an optimal control strategy was proposed in the stochastic dynamic programming method. Numerical simulation shows that the system stability varies with the parameters, and stochastic Hopf bifurcation and chaos appear in the process; the area of the safe basin decreases when the noise intensifies, and the boundary of the safe basin becomes fractal; the system reliability improved through stochastic optimal control. Finally, the theoretical and numerical results were proved by experiments. The results are helpful in the engineering applications of GMF.
NASA Astrophysics Data System (ADS)
Takabe, Satoshi; Hukushima, Koji
2016-05-01
Typical behavior of the linear programming (LP) problem is studied as a relaxation of the minimum vertex cover (min-VC), a type of integer programming (IP) problem. A lattice-gas model on the Erdös-Rényi random graphs of α -uniform hyperedges is proposed to express both the LP and IP problems of the min-VC in the common statistical mechanical model with a one-parameter family. Statistical mechanical analyses reveal for α =2 that the LP optimal solution is typically equal to that given by the IP below the critical average degree c =e in the thermodynamic limit. The critical threshold for good accuracy of the relaxation extends the mathematical result c =1 and coincides with the replica symmetry-breaking threshold of the IP. The LP relaxation for the minimum hitting sets with α ≥3 , minimum vertex covers on α -uniform random graphs, is also studied. Analytic and numerical results strongly suggest that the LP relaxation fails to estimate optimal values above the critical average degree c =e /(α -1 ) where the replica symmetry is broken.
Split diversity in constrained conservation prioritization using integer linear programming.
Chernomor, Olga; Minh, Bui Quang; Forest, Félix; Klaere, Steffen; Ingram, Travis; Henzinger, Monika; von Haeseler, Arndt
2015-01-01
Phylogenetic diversity (PD) is a measure of biodiversity based on the evolutionary history of species. Here, we discuss several optimization problems related to the use of PD, and the more general measure split diversity (SD), in conservation prioritization.Depending on the conservation goal and the information available about species, one can construct optimization routines that incorporate various conservation constraints. We demonstrate how this information can be used to select sets of species for conservation action. Specifically, we discuss the use of species' geographic distributions, the choice of candidates under economic pressure, and the use of predator-prey interactions between the species in a community to define viability constraints.Despite such optimization problems falling into the area of NP hard problems, it is possible to solve them in a reasonable amount of time using integer programming. We apply integer linear programming to a variety of models for conservation prioritization that incorporate the SD measure.We exemplarily show the results for two data sets: the Cape region of South Africa and a Caribbean coral reef community. Finally, we provide user-friendly software at http://www.cibiv.at/software/pda.
Takabe, Satoshi; Hukushima, Koji
2016-05-01
Typical behavior of the linear programming (LP) problem is studied as a relaxation of the minimum vertex cover (min-VC), a type of integer programming (IP) problem. A lattice-gas model on the Erdös-Rényi random graphs of α-uniform hyperedges is proposed to express both the LP and IP problems of the min-VC in the common statistical mechanical model with a one-parameter family. Statistical mechanical analyses reveal for α=2 that the LP optimal solution is typically equal to that given by the IP below the critical average degree c=e in the thermodynamic limit. The critical threshold for good accuracy of the relaxation extends the mathematical result c=1 and coincides with the replica symmetry-breaking threshold of the IP. The LP relaxation for the minimum hitting sets with α≥3, minimum vertex covers on α-uniform random graphs, is also studied. Analytic and numerical results strongly suggest that the LP relaxation fails to estimate optimal values above the critical average degree c=e/(α-1) where the replica symmetry is broken.
NASA Astrophysics Data System (ADS)
Masuda, Hiroshi; Kanda, Yutaro; Okamoto, Yoshifumi; Hirono, Kazuki; Hoshino, Reona; Wakao, Shinji; Tsuburaya, Tomonori
2017-12-01
It is very important to design electrical machineries with high efficiency from the point of view of saving energy. Therefore, topology optimization (TO) is occasionally used as a design method for improving the performance of electrical machinery under the reasonable constraints. Because TO can achieve a design with much higher degree of freedom in terms of structure, there is a possibility for deriving the novel structure which would be quite different from the conventional structure. In this paper, topology optimization using sequential linear programming using move limit based on adaptive relaxation is applied to two models. The magnetic shielding, in which there are many local minima, is firstly employed as firstly benchmarking for the performance evaluation among several mathematical programming methods. Secondly, induction heating model is defined in 2-D axisymmetric field. In this model, the magnetic energy stored in the magnetic body is maximized under the constraint on the volume of magnetic body. Furthermore, the influence of the location of the design domain on the solutions is investigated.
Optimal dietary patterns designed from local foods to achieve maternal nutritional goals.
Raymond, Jofrey; Kassim, Neema; Rose, Jerman W; Agaba, Morris
2018-04-04
Achieving nutritional requirements for pregnant and lactating mothers in rural households while maintaining the intake of local and culture-specific foods can be a difficult task. Deploying a linear goal programming approach can effectively generate optimal dietary patterns that incorporate local and culturally acceptable diets. The primary objective of this study was to determine whether a realistic and affordable diet that achieves nutritional goals for rural pregnant and lactating women can be formulated from locally available foods in Tanzania. A cross sectional study was conducted to assess dietary intakes of 150 pregnant and lactating women using a weighed dietary record (WDR), 24 h dietary recalls and a 7-days food record. A market survey was also carried out to estimate the cost per 100 g of edible portion of foods that are frequently consumed in the study population. Dietary survey and market data were then used to define linear programming (LP) model parameters for diet optimisation. All LP analyses were done using linear program solver to generate optimal dietary patterns. Our findings showed that optimal dietary patterns designed from locally available foods would improve dietary adequacy for 15 and 19 selected nutrients in pregnant and lactating women, respectively, but inadequacies remained for iron, zinc, folate, pantothenic acid, and vitamin E, indicating that these are problem nutrients (nutrients that did not achieve 100% of their RNIs in optimised diets) in the study population. These findings suggest that optimal use of local foods can improve dietary adequacy for rural pregnant and lactating women aged 19-50 years. However, additional cost-effective interventions are needed to ensure adequate intakes for the identified problem nutrients.
DOE Office of Scientific and Technical Information (OSTI.GOV)
Waddell, Lucas; Muldoon, Frank; Henry, Stephen Michael
In order to effectively plan the management and modernization of their large and diverse fleets of vehicles, Program Executive Office Ground Combat Systems (PEO GCS) and Program Executive Office Combat Support and Combat Service Support (PEO CS&CSS) commis- sioned the development of a large-scale portfolio planning optimization tool. This software, the Capability Portfolio Analysis Tool (CPAT), creates a detailed schedule that optimally prioritizes the modernization or replacement of vehicles within the fleet - respecting numerous business rules associated with fleet structure, budgets, industrial base, research and testing, etc., while maximizing overall fleet performance through time. This paper contains a thor-more » ough documentation of the terminology, parameters, variables, and constraints that comprise the fleet management mixed integer linear programming (MILP) mathematical formulation. This paper, which is an update to the original CPAT formulation document published in 2015 (SAND2015-3487), covers the formulation of important new CPAT features.« less
Model-based optimal design of experiments - semidefinite and nonlinear programming formulations
Duarte, Belmiro P.M.; Wong, Weng Kee; Oliveira, Nuno M.C.
2015-01-01
We use mathematical programming tools, such as Semidefinite Programming (SDP) and Nonlinear Programming (NLP)-based formulations to find optimal designs for models used in chemistry and chemical engineering. In particular, we employ local design-based setups in linear models and a Bayesian setup in nonlinear models to find optimal designs. In the latter case, Gaussian Quadrature Formulas (GQFs) are used to evaluate the optimality criterion averaged over the prior distribution for the model parameters. Mathematical programming techniques are then applied to solve the optimization problems. Because such methods require the design space be discretized, we also evaluate the impact of the discretization scheme on the generated design. We demonstrate the techniques for finding D–, A– and E–optimal designs using design problems in biochemical engineering and show the method can also be directly applied to tackle additional issues, such as heteroscedasticity in the model. Our results show that the NLP formulation produces highly efficient D–optimal designs but is computationally less efficient than that required for the SDP formulation. The efficiencies of the generated designs from the two methods are generally very close and so we recommend the SDP formulation in practice. PMID:26949279
Model-based optimal design of experiments - semidefinite and nonlinear programming formulations.
Duarte, Belmiro P M; Wong, Weng Kee; Oliveira, Nuno M C
2016-02-15
We use mathematical programming tools, such as Semidefinite Programming (SDP) and Nonlinear Programming (NLP)-based formulations to find optimal designs for models used in chemistry and chemical engineering. In particular, we employ local design-based setups in linear models and a Bayesian setup in nonlinear models to find optimal designs. In the latter case, Gaussian Quadrature Formulas (GQFs) are used to evaluate the optimality criterion averaged over the prior distribution for the model parameters. Mathematical programming techniques are then applied to solve the optimization problems. Because such methods require the design space be discretized, we also evaluate the impact of the discretization scheme on the generated design. We demonstrate the techniques for finding D -, A - and E -optimal designs using design problems in biochemical engineering and show the method can also be directly applied to tackle additional issues, such as heteroscedasticity in the model. Our results show that the NLP formulation produces highly efficient D -optimal designs but is computationally less efficient than that required for the SDP formulation. The efficiencies of the generated designs from the two methods are generally very close and so we recommend the SDP formulation in practice.
An algorithm for control system design via parameter optimization. M.S. Thesis
NASA Technical Reports Server (NTRS)
Sinha, P. K.
1972-01-01
An algorithm for design via parameter optimization has been developed for linear-time-invariant control systems based on the model reference adaptive control concept. A cost functional is defined to evaluate the system response relative to nominal, which involves in general the error between the system and nominal response, its derivatives and the control signals. A program for the practical implementation of this algorithm has been developed, with the computational scheme for the evaluation of the performance index based on Lyapunov's theorem for stability of linear invariant systems.
Analysis Balance Parameter of Optimal Ramp metering
NASA Astrophysics Data System (ADS)
Li, Y.; Duan, N.; Yang, X.
2018-05-01
Ramp metering is a motorway control method to avoid onset congestion through limiting the access of ramp inflows into the main road of the motorway. The optimization model of ramp metering is developed based upon cell transmission model (CTM). With the piecewise linear structure of CTM, the corresponding motorway traffic optimization problem can be formulated as a linear programming (LP) problem. It is known that LP problem can be solved by established solution algorithms such as SIMPLEX or interior-point methods for the global optimal solution. The commercial software (CPLEX) is adopted in this study to solve the LP problem within reasonable computational time. The concept is illustrated through a case study of the United Kingdom M25 Motorway. The optimal solution provides useful insights and guidances on how to manage motorway traffic in order to maximize the corresponding efficiency.
A computational algorithm for spacecraft control and momentum management
NASA Technical Reports Server (NTRS)
Dzielski, John; Bergmann, Edward; Paradiso, Joseph
1990-01-01
Developments in the area of nonlinear control theory have shown how coordinate changes in the state and input spaces of a dynamical system can be used to transform certain nonlinear differential equations into equivalent linear equations. These techniques are applied to the control of a spacecraft equipped with momentum exchange devices. An optimal control problem is formulated that incorporates a nonlinear spacecraft model. An algorithm is developed for solving the optimization problem using feedback linearization to transform to an equivalent problem involving a linear dynamical constraint and a functional approximation technique to solve for the linear dynamics in terms of the control. The original problem is transformed into an unconstrained nonlinear quadratic program that yields an approximate solution to the original problem. Two examples are presented to illustrate the results.
Huang, Kuo -Ling; Mehrotra, Sanjay
2016-11-08
We present a homogeneous algorithm equipped with a modified potential function for the monotone complementarity problem. We show that this potential function is reduced by at least a constant amount if a scaled Lipschitz condition (SLC) is satisfied. A practical algorithm based on this potential function is implemented in a software package named iOptimize. The implementation in iOptimize maintains global linear and polynomial time convergence properties, while achieving practical performance. It either successfully solves the problem, or concludes that the SLC is not satisfied. When compared with the mature software package MOSEK (barrier solver version 6.0.0.106), iOptimize solves convex quadraticmore » programming problems, convex quadratically constrained quadratic programming problems, and general convex programming problems in fewer iterations. Moreover, several problems for which MOSEK fails are solved to optimality. In addition, we also find that iOptimize detects infeasibility more reliably than the general nonlinear solvers Ipopt (version 3.9.2) and Knitro (version 8.0).« less
DOE Office of Scientific and Technical Information (OSTI.GOV)
Huang, Kuo -Ling; Mehrotra, Sanjay
We present a homogeneous algorithm equipped with a modified potential function for the monotone complementarity problem. We show that this potential function is reduced by at least a constant amount if a scaled Lipschitz condition (SLC) is satisfied. A practical algorithm based on this potential function is implemented in a software package named iOptimize. The implementation in iOptimize maintains global linear and polynomial time convergence properties, while achieving practical performance. It either successfully solves the problem, or concludes that the SLC is not satisfied. When compared with the mature software package MOSEK (barrier solver version 6.0.0.106), iOptimize solves convex quadraticmore » programming problems, convex quadratically constrained quadratic programming problems, and general convex programming problems in fewer iterations. Moreover, several problems for which MOSEK fails are solved to optimality. In addition, we also find that iOptimize detects infeasibility more reliably than the general nonlinear solvers Ipopt (version 3.9.2) and Knitro (version 8.0).« less
Dos Santos, Quenia; Sichieri, Rosely; Darmon, Nicole; Maillot, Matthieu; Verly-Junior, Eliseu
2018-06-01
To identify optimal food choices that meet nutritional recommendations to reduce prevalence of inadequate nutrient intakes. Linear programming was used to obtain an optimized diet with sixty-eight foods with the least difference from the observed population mean dietary intake while meeting a set of nutritional goals that included reduction in the prevalence of inadequate nutrient intakes to ≤20 %. Brazil. Participants (men and women, n 25 324) aged 20 years or more from the first National Dietary Survey (NDS) 2008-2009. Feasible solution to the model was not found when all constraints were imposed; infeasible nutrients were Ca, vitamins D and E, Mg, Zn, fibre, linolenic acid, monounsaturated fat and Na. Feasible solution was obtained after relaxing the nutritional constraints for these limiting nutrients by including a deviation variable in the model. Estimated prevalence of nutrient inadequacy was reduced by 60-70 % for most nutrients, and mean saturated and trans-fat decreased in the optimized diet meeting the model constraints. Optimized diet was characterized by increases especially in fruits (+92 g), beans (+64 g), vegetables (+43 g), milk (+12 g), fish and seafood (+15 g) and whole cereals (+14 g), and reductions of sugar-sweetened beverages (-90 g), rice (-63 g), snacks (-14 g), red meat (-13 g) and processed meat (-9·7 g). Linear programming is a unique tool to identify which changes in the current diet can increase nutrient intake and place the population at lower risk of nutrient inadequacy. Reaching nutritional adequacy for all nutrients would require major dietary changes in the Brazilian diet.
1982-12-21
and W. T. ZIEMBA (1981). Intro- duction to concave and generalized concave functions. In Gener- alized Concavity in Optimization and Economics (S...Schaible and W. T. Ziemba , eds.), pp. 21-50. Academic Press, New York. BANK, B., J. GUDDAT, D. KLATTE, B. KUMMER, and K. TAMMER (1982). Non- Linear
Optimal Stratification of Item Pools in a-Stratified Computerized Adaptive Testing.
ERIC Educational Resources Information Center
Chang, Hua-Hua; van der Linden, Wim J.
2003-01-01
Developed a method based on 0-1 linear programming to stratify an item pool optimally for use in alpha-stratified adaptive testing. Applied the method to a previous item pool from the computerized adaptive test of the Graduate Record Examinations. Results show the new method performs well in practical situations. (SLD)
Microgrid Optimal Scheduling With Chance-Constrained Islanding Capability
Liu, Guodong; Starke, Michael R.; Xiao, B.; ...
2017-01-13
To facilitate the integration of variable renewable generation and improve the resilience of electricity sup-ply in a microgrid, this paper proposes an optimal scheduling strategy for microgrid operation considering constraints of islanding capability. A new concept, probability of successful islanding (PSI), indicating the probability that a microgrid maintains enough spinning reserve (both up and down) to meet local demand and accommodate local renewable generation after instantaneously islanding from the main grid, is developed. The PSI is formulated as mixed-integer linear program using multi-interval approximation taking into account the probability distributions of forecast errors of wind, PV and load. With themore » goal of minimizing the total operating cost while preserving user specified PSI, a chance-constrained optimization problem is formulated for the optimal scheduling of mirogrids and solved by mixed integer linear programming (MILP). Numerical simulations on a microgrid consisting of a wind turbine, a PV panel, a fuel cell, a micro-turbine, a diesel generator and a battery demonstrate the effectiveness of the proposed scheduling strategy. Lastly, we verify the relationship between PSI and various factors.« less
Boundary Control of Linear Uncertain 1-D Parabolic PDE Using Approximate Dynamic Programming.
Talaei, Behzad; Jagannathan, Sarangapani; Singler, John
2018-04-01
This paper develops a near optimal boundary control method for distributed parameter systems governed by uncertain linear 1-D parabolic partial differential equations (PDE) by using approximate dynamic programming. A quadratic surface integral is proposed to express the optimal cost functional for the infinite-dimensional state space. Accordingly, the Hamilton-Jacobi-Bellman (HJB) equation is formulated in the infinite-dimensional domain without using any model reduction. Subsequently, a neural network identifier is developed to estimate the unknown spatially varying coefficient in PDE dynamics. Novel tuning law is proposed to guarantee the boundedness of identifier approximation error in the PDE domain. A radial basis network (RBN) is subsequently proposed to generate an approximate solution for the optimal surface kernel function online. The tuning law for near optimal RBN weights is created, such that the HJB equation error is minimized while the dynamics are identified and closed-loop system remains stable. Ultimate boundedness (UB) of the closed-loop system is verified by using the Lyapunov theory. The performance of the proposed controller is successfully confirmed by simulation on an unstable diffusion-reaction process.
Human operator identification model and related computer programs
NASA Technical Reports Server (NTRS)
Kessler, K. M.; Mohr, J. N.
1978-01-01
Four computer programs which provide computational assistance in the analysis of man/machine systems are reported. The programs are: (1) Modified Transfer Function Program (TF); (2) Time Varying Response Program (TVSR); (3) Optimal Simulation Program (TVOPT); and (4) Linear Identification Program (SCIDNT). The TV program converts the time domain state variable system representative to frequency domain transfer function system representation. The TVSR program computes time histories of the input/output responses of the human operator model. The TVOPT program is an optimal simulation program and is similar to TVSR in that it produces time histories of system states associated with an operator in the loop system. The differences between the two programs are presented. The SCIDNT program is an open loop identification code which operates on the simulated data from TVOPT (or TVSR) or real operator data from motion simulators.
Optimization of cutting parameters for machining time in turning process
NASA Astrophysics Data System (ADS)
Mavliutov, A. R.; Zlotnikov, E. G.
2018-03-01
This paper describes the most effective methods for nonlinear constraint optimization of cutting parameters in the turning process. Among them are Linearization Programming Method with Dual-Simplex algorithm, Interior Point method, and Augmented Lagrangian Genetic Algorithm (ALGA). Every each of them is tested on an actual example – the minimization of production rate in turning process. The computation was conducted in the MATLAB environment. The comparative results obtained from the application of these methods show: The optimal value of the linearized objective and the original function are the same. ALGA gives sufficiently accurate values, however, when the algorithm uses the Hybrid function with Interior Point algorithm, the resulted values have the maximal accuracy.
Solid oxide fuel cell simulation and design optimization with numerical adjoint techniques
NASA Astrophysics Data System (ADS)
Elliott, Louie C.
This dissertation reports on the application of numerical optimization techniques as applied to fuel cell simulation and design. Due to the "multi-physics" inherent in a fuel cell, which results in a highly coupled and non-linear behavior, an experimental program to analyze and improve the performance of fuel cells is extremely difficult. This program applies new optimization techniques with computational methods from the field of aerospace engineering to the fuel cell design problem. After an overview of fuel cell history, importance, and classification, a mathematical model of solid oxide fuel cells (SOFC) is presented. The governing equations are discretized and solved with computational fluid dynamics (CFD) techniques including unstructured meshes, non-linear solution methods, numerical derivatives with complex variables, and sensitivity analysis with adjoint methods. Following the validation of the fuel cell model in 2-D and 3-D, the results of the sensitivity analysis are presented. The sensitivity derivative for a cost function with respect to a design variable is found with three increasingly sophisticated techniques: finite difference, direct differentiation, and adjoint. A design cycle is performed using a simple optimization method to improve the value of the implemented cost function. The results from this program could improve fuel cell performance and lessen the world's dependence on fossil fuels.
Aether: leveraging linear programming for optimal cloud computing in genomics.
Luber, Jacob M; Tierney, Braden T; Cofer, Evan M; Patel, Chirag J; Kostic, Aleksandar D
2018-05-01
Across biology, we are seeing rapid developments in scale of data production without a corresponding increase in data analysis capabilities. Here, we present Aether (http://aether.kosticlab.org), an intuitive, easy-to-use, cost-effective and scalable framework that uses linear programming to optimally bid on and deploy combinations of underutilized cloud computing resources. Our approach simultaneously minimizes the cost of data analysis and provides an easy transition from users' existing HPC pipelines. Data utilized are available at https://pubs.broadinstitute.org/diabimmune and with EBI SRA accession ERP005989. Source code is available at (https://github.com/kosticlab/aether). Examples, documentation and a tutorial are available at http://aether.kosticlab.org. chirag_patel@hms.harvard.edu or aleksandar.kostic@joslin.harvard.edu. Supplementary data are available at Bioinformatics online.
Multi-Constraint Multi-Variable Optimization of Source-Driven Nuclear Systems
NASA Astrophysics Data System (ADS)
Watkins, Edward Francis
1995-01-01
A novel approach to the search for optimal designs of source-driven nuclear systems is investigated. Such systems include radiation shields, fusion reactor blankets and various neutron spectrum-shaping assemblies. The novel approach involves the replacement of the steepest-descents optimization algorithm incorporated in the code SWAN by a significantly more general and efficient sequential quadratic programming optimization algorithm provided by the code NPSOL. The resulting SWAN/NPSOL code system can be applied to more general, multi-variable, multi-constraint shield optimization problems. The constraints it accounts for may include simple bounds on variables, linear constraints, and smooth nonlinear constraints. It may also be applied to unconstrained, bound-constrained and linearly constrained optimization. The shield optimization capabilities of the SWAN/NPSOL code system is tested and verified in a variety of optimization problems: dose minimization at constant cost, cost minimization at constant dose, and multiple-nonlinear constraint optimization. The replacement of the optimization part of SWAN with NPSOL is found feasible and leads to a very substantial improvement in the complexity of optimization problems which can be efficiently handled.
Morris, Melody K.; Saez-Rodriguez, Julio; Lauffenburger, Douglas A.; Alexopoulos, Leonidas G.
2012-01-01
Modeling of signal transduction pathways plays a major role in understanding cells' function and predicting cellular response. Mathematical formalisms based on a logic formalism are relatively simple but can describe how signals propagate from one protein to the next and have led to the construction of models that simulate the cells response to environmental or other perturbations. Constrained fuzzy logic was recently introduced to train models to cell specific data to result in quantitative pathway models of the specific cellular behavior. There are two major issues in this pathway optimization: i) excessive CPU time requirements and ii) loosely constrained optimization problem due to lack of data with respect to large signaling pathways. Herein, we address both issues: the former by reformulating the pathway optimization as a regular nonlinear optimization problem; and the latter by enhanced algorithms to pre/post-process the signaling network to remove parts that cannot be identified given the experimental conditions. As a case study, we tackle the construction of cell type specific pathways in normal and transformed hepatocytes using medium and large-scale functional phosphoproteomic datasets. The proposed Non Linear Programming (NLP) formulation allows for fast optimization of signaling topologies by combining the versatile nature of logic modeling with state of the art optimization algorithms. PMID:23226239
Automatic design of synthetic gene circuits through mixed integer non-linear programming.
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.
Mitsos, Alexander; Melas, Ioannis N; Morris, Melody K; Saez-Rodriguez, Julio; Lauffenburger, Douglas A; Alexopoulos, Leonidas G
2012-01-01
Modeling of signal transduction pathways plays a major role in understanding cells' function and predicting cellular response. Mathematical formalisms based on a logic formalism are relatively simple but can describe how signals propagate from one protein to the next and have led to the construction of models that simulate the cells response to environmental or other perturbations. Constrained fuzzy logic was recently introduced to train models to cell specific data to result in quantitative pathway models of the specific cellular behavior. There are two major issues in this pathway optimization: i) excessive CPU time requirements and ii) loosely constrained optimization problem due to lack of data with respect to large signaling pathways. Herein, we address both issues: the former by reformulating the pathway optimization as a regular nonlinear optimization problem; and the latter by enhanced algorithms to pre/post-process the signaling network to remove parts that cannot be identified given the experimental conditions. As a case study, we tackle the construction of cell type specific pathways in normal and transformed hepatocytes using medium and large-scale functional phosphoproteomic datasets. The proposed Non Linear Programming (NLP) formulation allows for fast optimization of signaling topologies by combining the versatile nature of logic modeling with state of the art optimization algorithms.
DOE Office of Scientific and Technical Information (OSTI.GOV)
Song, Hyun-Seob; Goldberg, Noam; Mahajan, Ashutosh
Elementary (flux) modes (EMs) have served as a valuable tool for investigating structural and functional properties of metabolic networks. Identification of the full set of EMs in genome-scale networks remains challenging due to combinatorial explosion of EMs in complex networks. It is often, however, that only a small subset of relevant EMs needs to be known, for which optimization-based sequential computation is a useful alternative. Most of the currently available methods along this line are based on the iterative use of mixed integer linear programming (MILP), the effectiveness of which significantly deteriorates as the number of iterations builds up. Tomore » alleviate the computational burden associated with the MILP implementation, we here present a novel optimization algorithm termed alternate integer linear programming (AILP). Results: Our algorithm was designed to iteratively solve a pair of integer programming (IP) and linear programming (LP) to compute EMs in a sequential manner. In each step, the IP identifies a minimal subset of reactions, the deletion of which disables all previously identified EMs. Thus, a subsequent LP solution subject to this reaction deletion constraint becomes a distinct EM. In cases where no feasible LP solution is available, IP-derived reaction deletion sets represent minimal cut sets (MCSs). Despite the additional computation of MCSs, AILP achieved significant time reduction in computing EMs by orders of magnitude. The proposed AILP algorithm not only offers a computational advantage in the EM analysis of genome-scale networks, but also improves the understanding of the linkage between EMs and MCSs.« less
L-O-S-T: Logging Optimization Selection Technique
Jerry L. Koger; Dennis B. Webster
1984-01-01
L-O-S-T is a FORTRAN computer program developed to systematically quantify, analyze, and improve user selected harvesting methods. Harvesting times and costs are computed for road construction, landing construction, system move between landings, skidding, and trucking. A linear programming formulation utilizing the relationships among marginal analysis, isoquants, and...
On optimal control of linear systems in the presence of multiplicative noise
NASA Technical Reports Server (NTRS)
Joshi, S. M.
1976-01-01
This correspondence considers the problem of optimal regulator design for discrete time linear systems subjected to white state-dependent and control-dependent noise in addition to additive white noise in the input and the observations. A pseudo-deterministic problem is first defined in which multiplicative and additive input disturbances are present, but noise-free measurements of the complete state vector are available. This problem is solved via discrete dynamic programming. Next is formulated the problem in which the number of measurements is less than that of the state variables and the measurements are contaminated with state-dependent noise. The inseparability of control and estimation is brought into focus, and an 'enforced separation' solution is obtained via heuristic reasoning in which the control gains are shown to be the same as those in the pseudo-deterministic problem. An optimal linear state estimator is given in order to implement the controller.
Aerospace applications of integer and combinatorial optimization
NASA Technical Reports Server (NTRS)
Padula, S. L.; Kincaid, R. K.
1995-01-01
Research supported by NASA Langley Research Center includes many applications of aerospace design optimization and is conducted by teams of applied mathematicians and aerospace engineers. This paper investigates the benefits from this combined expertise in solving combinatorial optimization problems. Applications range from the design of large space antennas to interior noise control. A typical problem, for example, seeks the optimal locations for vibration-damping devices on a large space structure and is expressed as a mixed/integer linear programming problem with more than 1500 design variables.
Assembling networks of microbial genomes using linear programming.
Holloway, Catherine; Beiko, Robert G
2010-11-20
Microbial genomes exhibit complex sets of genetic affinities due to lateral genetic transfer. Assessing the relative contributions of parent-to-offspring inheritance and gene sharing is a vital step in understanding the evolutionary origins and modern-day function of an organism, but recovering and showing these relationships is a challenging problem. We have developed a new approach that uses linear programming to find between-genome relationships, by treating tables of genetic affinities (here, represented by transformed BLAST e-values) as an optimization problem. Validation trials on simulated data demonstrate the effectiveness of the approach in recovering and representing vertical and lateral relationships among genomes. Application of the technique to a set comprising Aquifex aeolicus and 75 other thermophiles showed an important role for large genomes as 'hubs' in the gene sharing network, and suggested that genes are preferentially shared between organisms with similar optimal growth temperatures. We were also able to discover distinct and common genetic contributors to each sequenced representative of genus Pseudomonas. The linear programming approach we have developed can serve as an effective inference tool in its own right, and can be an efficient first step in a more-intensive phylogenomic analysis.
DOE Office of Scientific and Technical Information (OSTI.GOV)
Zhu, Z. W., E-mail: zhuzhiwen@tju.edu.cn; Tianjin Key Laboratory of Non-linear Dynamics and Chaos Control, 300072, Tianjin; Zhang, W. D., E-mail: zhangwenditju@126.com
2014-03-15
The non-linear dynamic characteristics and optimal control of a giant magnetostrictive film (GMF) subjected to in-plane stochastic excitation were studied. Non-linear differential items were introduced to interpret the hysteretic phenomena of the GMF, and the non-linear dynamic model of the GMF subjected to in-plane stochastic excitation was developed. The stochastic stability was analysed, and the probability density function was obtained. The condition of stochastic Hopf bifurcation and noise-induced chaotic response were determined, and the fractal boundary of the system's safe basin was provided. The reliability function was solved from the backward Kolmogorov equation, and an optimal control strategy was proposedmore » in the stochastic dynamic programming method. Numerical simulation shows that the system stability varies with the parameters, and stochastic Hopf bifurcation and chaos appear in the process; the area of the safe basin decreases when the noise intensifies, and the boundary of the safe basin becomes fractal; the system reliability improved through stochastic optimal control. Finally, the theoretical and numerical results were proved by experiments. The results are helpful in the engineering applications of GMF.« less
A Model for Determining School District Cash Flow Needs.
ERIC Educational Resources Information Center
Dembowski, Frederick L.
This paper discusses a model to optimize cash management in school districts. A brief discussion of the cash flow pattern of school districts is followed by an analysis of the constraints faced by the school districts in their investment planning process. A linear programming model used to optimize net interest earnings on investments is developed…
Determining Optimal Allocation of Naval Obstetric Resources with Linear Programming
2013-12-01
NAVAL POSTGRADUATE SCHOOL MONTEREY, CALIFORNIA MBA PROFESSIONAL REPORT DETERMINING OPTIMAL ALLOCATION OF NAVAL OBSTETRIC RESOURCES...Davis Approved for public release; distribution is unlimited THIS PAGE INTENTIONALLY LEFT BLANK REPORT DOCUMENTATION PAGE Form Approved...OMB No. 0704-0188 Public reporting burden for this collection of information is estimated to average 1 hour per response, including the time for
Optimal control of parametric oscillations of compressed flexible bars
NASA Astrophysics Data System (ADS)
Alesova, I. M.; Babadzanjanz, L. K.; Pototskaya, I. Yu.; Pupysheva, Yu. Yu.; Saakyan, A. T.
2018-05-01
In this paper the problem of damping of the linear systems oscillations with piece-wise constant control is solved. The motion of bar construction is reduced to the form described by Hill's differential equation using the Bubnov-Galerkin method. To calculate switching moments of the one-side control the method of sequential linear programming is used. The elements of the fundamental matrix of the Hill's equation are approximated by trigonometric series. Examples of the optimal control of the systems for various initial conditions and different number of control stages have been calculated. The corresponding phase trajectories and transient processes are represented.
Control optimization, stabilization and computer algorithms for aircraft applications
NASA Technical Reports Server (NTRS)
1975-01-01
Research related to reliable aircraft design is summarized. Topics discussed include systems reliability optimization, failure detection algorithms, analysis of nonlinear filters, design of compensators incorporating time delays, digital compensator design, estimation for systems with echoes, low-order compensator design, descent-phase controller for 4-D navigation, infinite dimensional mathematical programming problems and optimal control problems with constraints, robust compensator design, numerical methods for the Lyapunov equations, and perturbation methods in linear filtering and control.
The Optimal Location of GEODSS Sensors in Canada
1991-02-01
nteractive procedures for solving multiobjective transportation problems. A transportation problem is a classical linear programming problem where a...product must be transported from each of m sources to any of n destinations such that one or more objectives are optimized (36:96). The first algorithm...0, k - 1,...,L where z, is the fth element of zk The function z’(x) can now be optimized using any efficient, single-objectivc transportation
ORACLS- OPTIMAL REGULATOR ALGORITHMS FOR THE CONTROL OF LINEAR SYSTEMS (CDC VERSION)
NASA Technical Reports Server (NTRS)
Armstrong, E. S.
1994-01-01
This control theory design package, called Optimal Regulator Algorithms for the Control of Linear Systems (ORACLS), was developed to aid in the design of controllers and optimal filters for systems which can be modeled by linear, time-invariant differential and difference equations. Optimal linear quadratic regulator theory, currently referred to as the Linear-Quadratic-Gaussian (LQG) problem, has become the most widely accepted method of determining optimal control policy. Within this theory, the infinite duration time-invariant problems, which lead to constant gain feedback control laws and constant Kalman-Bucy filter gains for reconstruction of the system state, exhibit high tractability and potential ease of implementation. A variety of new and efficient methods in the field of numerical linear algebra have been combined into the ORACLS program, which provides for the solution to time-invariant continuous or discrete LQG problems. The ORACLS package is particularly attractive to the control system designer because it provides a rigorous tool for dealing with multi-input and multi-output dynamic systems in both continuous and discrete form. The ORACLS programming system is a collection of subroutines which can be used to formulate, manipulate, and solve various LQG design problems. The ORACLS program is constructed in a manner which permits the user to maintain considerable flexibility at each operational state. This flexibility is accomplished by providing primary operations, analysis of linear time-invariant systems, and control synthesis based on LQG methodology. The input-output routines handle the reading and writing of numerical matrices, printing heading information, and accumulating output information. The basic vector-matrix operations include addition, subtraction, multiplication, equation, norm construction, tracing, transposition, scaling, juxtaposition, and construction of null and identity matrices. The analysis routines provide for the following computations: the eigenvalues and eigenvectors of real matrices; the relative stability of a given matrix; matrix factorization; the solution of linear constant coefficient vector-matrix algebraic equations; the controllability properties of a linear time-invariant system; the steady-state covariance matrix of an open-loop stable system forced by white noise; and the transient response of continuous linear time-invariant systems. The control law design routines of ORACLS implement some of the more common techniques of time-invariant LQG methodology. For the finite-duration optimal linear regulator problem with noise-free measurements, continuous dynamics, and integral performance index, a routine is provided which implements the negative exponential method for finding both the transient and steady-state solutions to the matrix Riccati equation. For the discrete version of this problem, the method of backwards differencing is applied to find the solutions to the discrete Riccati equation. A routine is also included to solve the steady-state Riccati equation by the Newton algorithms described by Klein, for continuous problems, and by Hewer, for discrete problems. Another routine calculates the prefilter gain to eliminate control state cross-product terms in the quadratic performance index and the weighting matrices for the sampled data optimal linear regulator problem. For cases with measurement noise, duality theory and optimal regulator algorithms are used to calculate solutions to the continuous and discrete Kalman-Bucy filter problems. Finally, routines are included to implement the continuous and discrete forms of the explicit (model-in-the-system) and implicit (model-in-the-performance-index) model following theory. These routines generate linear control laws which cause the output of a dynamic time-invariant system to track the output of a prescribed model. In order to apply ORACLS, the user must write an executive (driver) program which inputs the problem coefficients, formulates and selects the routines to be used to solve the problem, and specifies the desired output. There are three versions of ORACLS source code available for implementation: CDC, IBM, and DEC. The CDC version has been implemented on a CDC 6000 series computer with a central memory of approximately 13K (octal) of 60 bit words. The CDC version is written in FORTRAN IV, was developed in 1978, and last updated in 1989. The IBM version has been implemented on an IBM 370 series computer with a central memory requirement of approximately 300K of 8 bit bytes. The IBM version is written in FORTRAN IV and was generated in 1981. The DEC version has been implemented on a VAX series computer operating under VMS. The VAX version is written in FORTRAN 77 and was generated in 1986.
ORACLS- OPTIMAL REGULATOR ALGORITHMS FOR THE CONTROL OF LINEAR SYSTEMS (DEC VAX VERSION)
NASA Technical Reports Server (NTRS)
Frisch, H.
1994-01-01
This control theory design package, called Optimal Regulator Algorithms for the Control of Linear Systems (ORACLS), was developed to aid in the design of controllers and optimal filters for systems which can be modeled by linear, time-invariant differential and difference equations. Optimal linear quadratic regulator theory, currently referred to as the Linear-Quadratic-Gaussian (LQG) problem, has become the most widely accepted method of determining optimal control policy. Within this theory, the infinite duration time-invariant problems, which lead to constant gain feedback control laws and constant Kalman-Bucy filter gains for reconstruction of the system state, exhibit high tractability and potential ease of implementation. A variety of new and efficient methods in the field of numerical linear algebra have been combined into the ORACLS program, which provides for the solution to time-invariant continuous or discrete LQG problems. The ORACLS package is particularly attractive to the control system designer because it provides a rigorous tool for dealing with multi-input and multi-output dynamic systems in both continuous and discrete form. The ORACLS programming system is a collection of subroutines which can be used to formulate, manipulate, and solve various LQG design problems. The ORACLS program is constructed in a manner which permits the user to maintain considerable flexibility at each operational state. This flexibility is accomplished by providing primary operations, analysis of linear time-invariant systems, and control synthesis based on LQG methodology. The input-output routines handle the reading and writing of numerical matrices, printing heading information, and accumulating output information. The basic vector-matrix operations include addition, subtraction, multiplication, equation, norm construction, tracing, transposition, scaling, juxtaposition, and construction of null and identity matrices. The analysis routines provide for the following computations: the eigenvalues and eigenvectors of real matrices; the relative stability of a given matrix; matrix factorization; the solution of linear constant coefficient vector-matrix algebraic equations; the controllability properties of a linear time-invariant system; the steady-state covariance matrix of an open-loop stable system forced by white noise; and the transient response of continuous linear time-invariant systems. The control law design routines of ORACLS implement some of the more common techniques of time-invariant LQG methodology. For the finite-duration optimal linear regulator problem with noise-free measurements, continuous dynamics, and integral performance index, a routine is provided which implements the negative exponential method for finding both the transient and steady-state solutions to the matrix Riccati equation. For the discrete version of this problem, the method of backwards differencing is applied to find the solutions to the discrete Riccati equation. A routine is also included to solve the steady-state Riccati equation by the Newton algorithms described by Klein, for continuous problems, and by Hewer, for discrete problems. Another routine calculates the prefilter gain to eliminate control state cross-product terms in the quadratic performance index and the weighting matrices for the sampled data optimal linear regulator problem. For cases with measurement noise, duality theory and optimal regulator algorithms are used to calculate solutions to the continuous and discrete Kalman-Bucy filter problems. Finally, routines are included to implement the continuous and discrete forms of the explicit (model-in-the-system) and implicit (model-in-the-performance-index) model following theory. These routines generate linear control laws which cause the output of a dynamic time-invariant system to track the output of a prescribed model. In order to apply ORACLS, the user must write an executive (driver) program which inputs the problem coefficients, formulates and selects the routines to be used to solve the problem, and specifies the desired output. There are three versions of ORACLS source code available for implementation: CDC, IBM, and DEC. The CDC version has been implemented on a CDC 6000 series computer with a central memory of approximately 13K (octal) of 60 bit words. The CDC version is written in FORTRAN IV, was developed in 1978, and last updated in 1986. The IBM version has been implemented on an IBM 370 series computer with a central memory requirement of approximately 300K of 8 bit bytes. The IBM version is written in FORTRAN IV and was generated in 1981. The DEC version has been implemented on a VAX series computer operating under VMS. The VAX version is written in FORTRAN 77 and was generated in 1986.
Dynamic Programming for Structured Continuous Markov Decision Problems
NASA Technical Reports Server (NTRS)
Dearden, Richard; Meuleau, Nicholas; Washington, Richard; Feng, Zhengzhu
2004-01-01
We describe an approach for exploiting structure in Markov Decision Processes with continuous state variables. At each step of the dynamic programming, the state space is dynamically partitioned into regions where the value function is the same throughout the region. We first describe the algorithm for piecewise constant representations. We then extend it to piecewise linear representations, using techniques from POMDPs to represent and reason about linear surfaces efficiently. We show that for complex, structured problems, our approach exploits the natural structure so that optimal solutions can be computed efficiently.
Galaxy Redshifts from Discrete Optimization of Correlation Functions
NASA Astrophysics Data System (ADS)
Lee, Benjamin C. G.; Budavári, Tamás; Basu, Amitabh; Rahman, Mubdi
2016-12-01
We propose a new method of constraining the redshifts of individual extragalactic sources based on celestial coordinates and their ensemble statistics. Techniques from integer linear programming (ILP) are utilized to optimize simultaneously for the angular two-point cross- and autocorrelation functions. Our novel formalism introduced here not only transforms the otherwise hopelessly expensive, brute-force combinatorial search into a linear system with integer constraints but also is readily implementable in off-the-shelf solvers. We adopt Gurobi, a commercial optimization solver, and use Python to build the cost function dynamically. The preliminary results on simulated data show potential for future applications to sky surveys by complementing and enhancing photometric redshift estimators. Our approach is the first application of ILP to astronomical analysis.
Aether: leveraging linear programming for optimal cloud computing in genomics
Luber, Jacob M; Tierney, Braden T; Cofer, Evan M; Patel, Chirag J
2018-01-01
Abstract Motivation Across biology, we are seeing rapid developments in scale of data production without a corresponding increase in data analysis capabilities. Results Here, we present Aether (http://aether.kosticlab.org), an intuitive, easy-to-use, cost-effective and scalable framework that uses linear programming to optimally bid on and deploy combinations of underutilized cloud computing resources. Our approach simultaneously minimizes the cost of data analysis and provides an easy transition from users’ existing HPC pipelines. Availability and implementation Data utilized are available at https://pubs.broadinstitute.org/diabimmune and with EBI SRA accession ERP005989. Source code is available at (https://github.com/kosticlab/aether). Examples, documentation and a tutorial are available at http://aether.kosticlab.org. Contact chirag_patel@hms.harvard.edu or aleksandar.kostic@joslin.harvard.edu Supplementary information Supplementary data are available at Bioinformatics online. PMID:29228186
Stochastic Control of Energy Efficient Buildings: A Semidefinite Programming Approach
DOE Office of Scientific and Technical Information (OSTI.GOV)
Ma, Xiao; Dong, Jin; Djouadi, Seddik M
2015-01-01
The key goal in energy efficient buildings is to reduce energy consumption of Heating, Ventilation, and Air- Conditioning (HVAC) systems while maintaining a comfortable temperature and humidity in the building. This paper proposes a novel stochastic control approach for achieving joint performance and power control of HVAC. We employ a constrained Stochastic Linear Quadratic Control (cSLQC) by minimizing a quadratic cost function with a disturbance assumed to be Gaussian. The problem is formulated to minimize the expected cost subject to a linear constraint and a probabilistic constraint. By using cSLQC, the problem is reduced to a semidefinite optimization problem, wheremore » the optimal control can be computed efficiently by Semidefinite programming (SDP). Simulation results are provided to demonstrate the effectiveness and power efficiency by utilizing the proposed control approach.« less
Accurate multiple sequence-structure alignment of RNA sequences using combinatorial optimization.
Bauer, Markus; Klau, Gunnar W; Reinert, Knut
2007-07-27
The discovery of functional non-coding RNA sequences has led to an increasing interest in algorithms related to RNA analysis. Traditional sequence alignment algorithms, however, fail at computing reliable alignments of low-homology RNA sequences. The spatial conformation of RNA sequences largely determines their function, and therefore RNA alignment algorithms have to take structural information into account. We present a graph-based representation for sequence-structure alignments, which we model as an integer linear program (ILP). We sketch how we compute an optimal or near-optimal solution to the ILP using methods from combinatorial optimization, and present results on a recently published benchmark set for RNA alignments. The implementation of our algorithm yields better alignments in terms of two published scores than the other programs that we tested: This is especially the case with an increasing number of input sequences. Our program LARA is freely available for academic purposes from http://www.planet-lisa.net.
NASA Technical Reports Server (NTRS)
Pilkey, W. D.; Wang, B. P.; Yoo, Y.; Clark, B.
1973-01-01
A description and applications of a computer capability for determining the ultimate optimal behavior of a dynamically loaded structural-mechanical system are presented. This capability provides characteristics of the theoretically best, or limiting, design concept according to response criteria dictated by design requirements. Equations of motion of the system in first or second order form include incompletely specified elements whose characteristics are determined in the optimization of one or more performance indices subject to the response criteria in the form of constraints. The system is subject to deterministic transient inputs, and the computer capability is designed to operate with a large linear programming on-the-shelf software package which performs the desired optimization. The report contains user-oriented program documentation in engineering, problem-oriented form. Applications cover a wide variety of dynamics problems including those associated with such diverse configurations as a missile-silo system, impacting freight cars, and an aircraft ride control system.
Smart-Grid Backbone Network Real-Time Delay Reduction via Integer Programming.
Pagadrai, Sasikanth; Yilmaz, Muhittin; Valluri, Pratyush
2016-08-01
This research investigates an optimal delay-based virtual topology design using integer linear programming (ILP), which is applied to the current backbone networks such as smart-grid real-time communication systems. A network traffic matrix is applied and the corresponding virtual topology problem is solved using the ILP formulations that include a network delay-dependent objective function and lightpath routing, wavelength assignment, wavelength continuity, flow routing, and traffic loss constraints. The proposed optimization approach provides an efficient deterministic integration of intelligent sensing and decision making, and network learning features for superior smart grid operations by adaptively responding the time-varying network traffic data as well as operational constraints to maintain optimal virtual topologies. A representative optical backbone network has been utilized to demonstrate the proposed optimization framework whose simulation results indicate that superior smart-grid network performance can be achieved using commercial networks and integer programming.
A holistic approach to movement education in sport and fitness: a systems based model.
Polsgrove, Myles Jay
2012-01-01
The typical model used by movement professionals to enhance performance relies on the notion that a linear increase in load results in steady and progressive gains, whereby, the greater the effort, the greater the gains in performance. Traditional approaches to movement progression typically rely on the proper sequencing of extrinsically based activities to facilitate the individual in reaching performance objectives. However, physical rehabilitation or physical performance rarely progresses in such a linear fashion; instead they tend to evolve non-linearly and rather unpredictably. A dynamic system can be described as an entity that self-organizes into increasingly complex forms. Applying this view to the human body, practitioners could facilitate non-linear performance gains through a systems based programming approach. Utilizing a dynamic systems view, the Holistic Approach to Movement Education (HADME) is a model designed to optimize performance by accounting for non-linear and self-organizing traits associated with human movement. In this model, gains in performance occur through advancing individual perspectives and through optimizing sub-system performance. This inward shift of the focus of performance creates a sharper self-awareness and may lead to more optimal movements. Copyright © 2011 Elsevier Ltd. All rights reserved.
Nie, Xianghui; Huang, Guo H; Li, Yongping
2009-11-01
This study integrates the concepts of interval numbers and fuzzy sets into optimization analysis by dynamic programming as a means of accounting for system uncertainty. The developed interval fuzzy robust dynamic programming (IFRDP) model improves upon previous interval dynamic programming methods. It allows highly uncertain information to be effectively communicated into the optimization process through introducing the concept of fuzzy boundary interval and providing an interval-parameter fuzzy robust programming method for an embedded linear programming problem. Consequently, robustness of the optimization process and solution can be enhanced. The modeling approach is applied to a hypothetical problem for the planning of waste-flow allocation and treatment/disposal facility expansion within a municipal solid waste (MSW) management system. Interval solutions for capacity expansion of waste management facilities and relevant waste-flow allocation are generated and interpreted to provide useful decision alternatives. The results indicate that robust and useful solutions can be obtained, and the proposed IFRDP approach is applicable to practical problems that are associated with highly complex and uncertain information.
Linearly Adjustable International Portfolios
NASA Astrophysics Data System (ADS)
Fonseca, R. J.; Kuhn, D.; Rustem, B.
2010-09-01
We present an approach to multi-stage international portfolio optimization based on the imposition of a linear structure on the recourse decisions. Multiperiod decision problems are traditionally formulated as stochastic programs. Scenario tree based solutions however can become intractable as the number of stages increases. By restricting the space of decision policies to linear rules, we obtain a conservative tractable approximation to the original problem. Local asset prices and foreign exchange rates are modelled separately, which allows for a direct measure of their impact on the final portfolio value.
Automatic Design of Synthetic Gene Circuits through Mixed Integer Non-linear Programming
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. PMID:22536398
Optimal GENCO bidding strategy
NASA Astrophysics Data System (ADS)
Gao, Feng
Electricity industries worldwide are undergoing a period of profound upheaval. The conventional vertically integrated mechanism is being replaced by a competitive market environment. Generation companies have incentives to apply novel technologies to lower production costs, for example: Combined Cycle units. Economic dispatch with Combined Cycle units becomes a non-convex optimization problem, which is difficult if not impossible to solve by conventional methods. Several techniques are proposed here: Mixed Integer Linear Programming, a hybrid method, as well as Evolutionary Algorithms. Evolutionary Algorithms share a common mechanism, stochastic searching per generation. The stochastic property makes evolutionary algorithms robust and adaptive enough to solve a non-convex optimization problem. This research implements GA, EP, and PS algorithms for economic dispatch with Combined Cycle units, and makes a comparison with classical Mixed Integer Linear Programming. The electricity market equilibrium model not only helps Independent System Operator/Regulator analyze market performance and market power, but also provides Market Participants the ability to build optimal bidding strategies based on Microeconomics analysis. Supply Function Equilibrium (SFE) is attractive compared to traditional models. This research identifies a proper SFE model, which can be applied to a multiple period situation. The equilibrium condition using discrete time optimal control is then developed for fuel resource constraints. Finally, the research discusses the issues of multiple equilibria and mixed strategies, which are caused by the transmission network. Additionally, an advantage of the proposed model for merchant transmission planning is discussed. A market simulator is a valuable training and evaluation tool to assist sellers, buyers, and regulators to understand market performance and make better decisions. A traditional optimization model may not be enough to consider the distributed, large-scale, and complex energy market. This research compares the performance and searching paths of different artificial life techniques such as Genetic Algorithm (GA), Evolutionary Programming (EP), and Particle Swarm (PS), and look for a proper method to emulate Generation Companies' (GENCOs) bidding strategies. After deregulation, GENCOs face risk and uncertainty associated with the fast-changing market environment. A profit-based bidding decision support system is critical for GENCOs to keep a competitive position in the new environment. Most past research do not pay special attention to the piecewise staircase characteristic of generator offer curves. This research proposes an optimal bidding strategy based on Parametric Linear Programming. The proposed algorithm is able to handle actual piecewise staircase energy offer curves. The proposed method is then extended to incorporate incomplete information based on Decision Analysis. Finally, the author develops an optimal bidding tool (GenBidding) and applies it to the RTS96 test system.
Probability distribution functions for unit hydrographs with optimization using genetic algorithm
NASA Astrophysics Data System (ADS)
Ghorbani, Mohammad Ali; Singh, Vijay P.; Sivakumar, Bellie; H. Kashani, Mahsa; Atre, Atul Arvind; Asadi, Hakimeh
2017-05-01
A unit hydrograph (UH) of a watershed may be viewed as the unit pulse response function of a linear system. In recent years, the use of probability distribution functions (pdfs) for determining a UH has received much attention. In this study, a nonlinear optimization model is developed to transmute a UH into a pdf. The potential of six popular pdfs, namely two-parameter gamma, two-parameter Gumbel, two-parameter log-normal, two-parameter normal, three-parameter Pearson distribution, and two-parameter Weibull is tested on data from the Lighvan catchment in Iran. The probability distribution parameters are determined using the nonlinear least squares optimization method in two ways: (1) optimization by programming in Mathematica; and (2) optimization by applying genetic algorithm. The results are compared with those obtained by the traditional linear least squares method. The results show comparable capability and performance of two nonlinear methods. The gamma and Pearson distributions are the most successful models in preserving the rising and recession limbs of the unit hydographs. The log-normal distribution has a high ability in predicting both the peak flow and time to peak of the unit hydrograph. The nonlinear optimization method does not outperform the linear least squares method in determining the UH (especially for excess rainfall of one pulse), but is comparable.
Nonlinear programming extensions to rational function approximations of unsteady aerodynamics
NASA Technical Reports Server (NTRS)
Tiffany, Sherwood H.; Adams, William M., Jr.
1987-01-01
This paper deals with approximating unsteady generalized aerodynamic forces in the equations of motion of a flexible aircraft. Two methods of formulating these approximations are extended to include both the same flexibility in constraining them and the same methodology in optimizing nonlinear parameters as another currently used 'extended least-squares' method. Optimal selection of 'nonlinear' parameters is made in each of the three methods by use of the same nonlinear (nongradient) optimizer. The objective of the nonlinear optimization is to obtain rational approximations to the unsteady aerodynamics whose state-space realization is of lower order than that required when no optimization of the nonlinear terms is performed. The free 'linear' parameters are determined using least-squares matrix techniques on a Lagrange multiplier formulation of an objective function which incorporates selected linear equality constraints. State-space mathematical models resulting from the different approaches are described, and results are presented which show comparative evaluations from application of each of the extended methods to a numerical example. The results obtained for the example problem show a significant (up to 63 percent) reduction in the number of differential equations used to represent the unsteady aerodynamic forces in linear time-invariant equations of motion as compared to a conventional method in which nonlinear terms are not optimized.
SIMD Optimization of Linear Expressions for Programmable Graphics Hardware
Bajaj, Chandrajit; Ihm, Insung; Min, Jungki; Oh, Jinsang
2009-01-01
The increased programmability of graphics hardware allows efficient graphical processing unit (GPU) implementations of a wide range of general computations on commodity PCs. An important factor in such implementations is how to fully exploit the SIMD computing capacities offered by modern graphics processors. Linear expressions in the form of ȳ = Ax̄ + b̄, where A is a matrix, and x̄, ȳ and b̄ are vectors, constitute one of the most basic operations in many scientific computations. In this paper, we propose a SIMD code optimization technique that enables efficient shader codes to be generated for evaluating linear expressions. It is shown that performance can be improved considerably by efficiently packing arithmetic operations into four-wide SIMD instructions through reordering of the operations in linear expressions. We demonstrate that the presented technique can be used effectively for programming both vertex and pixel shaders for a variety of mathematical applications, including integrating differential equations and solving a sparse linear system of equations using iterative methods. PMID:19946569
Aerospace Applications of Integer and Combinatorial Optimization
NASA Technical Reports Server (NTRS)
Padula, S. L.; Kincaid, R. K.
1995-01-01
Research supported by NASA Langley Research Center includes many applications of aerospace design optimization and is conducted by teams of applied mathematicians and aerospace engineers. This paper investigates the benefits from this combined expertise in formulating and solving integer and combinatorial optimization problems. Applications range from the design of large space antennas to interior noise control. A typical problem, for example, seeks the optimal locations for vibration-damping devices on an orbiting platform and is expressed as a mixed/integer linear programming problem with more than 1500 design variables.
Aerospace applications on integer and combinatorial optimization
NASA Technical Reports Server (NTRS)
Padula, S. L.; Kincaid, R. K.
1995-01-01
Research supported by NASA Langley Research Center includes many applications of aerospace design optimization and is conducted by teams of applied mathematicians and aerospace engineers. This paper investigates the benefits from this combined expertise in formulating and solving integer and combinatorial optimization problems. Applications range from the design of large space antennas to interior noise control. A typical problem. for example, seeks the optimal locations for vibration-damping devices on an orbiting platform and is expressed as a mixed/integer linear programming problem with more than 1500 design variables.
Progress in multidisciplinary design optimization at NASA Langley
NASA Technical Reports Server (NTRS)
Padula, Sharon L.
1993-01-01
Multidisciplinary Design Optimization refers to some combination of disciplinary analyses, sensitivity analysis, and optimization techniques used to design complex engineering systems. The ultimate objective of this research at NASA Langley Research Center is to help the US industry reduce the costs associated with development, manufacturing, and maintenance of aerospace vehicles while improving system performance. This report reviews progress towards this objective and highlights topics for future research. Aerospace design problems selected from the author's research illustrate strengths and weaknesses in existing multidisciplinary optimization techniques. The techniques discussed include multiobjective optimization, global sensitivity equations and sequential linear programming.
Optimal fabrication processes for unidirectional metal-matrix composites: A computational simulation
NASA Technical Reports Server (NTRS)
Saravanos, D. A.; Murthy, P. L. N.; Morel, M.
1990-01-01
A method is proposed for optimizing the fabrication process of unidirectional metal matrix composites. The temperature and pressure histories are optimized such that the residual microstresses of the composite at the end of the fabrication process are minimized and the material integrity throughout the process is ensured. The response of the composite during the fabrication is simulated based on a nonlinear micromechanics theory. The optimal fabrication problem is formulated and solved with non-linear programming. Application cases regarding the optimization of the fabrication cool-down phases of unidirectional ultra-high modulus graphite/copper and silicon carbide/titanium composites are presented.
DE and NLP Based QPLS Algorithm
NASA Astrophysics Data System (ADS)
Yu, Xiaodong; Huang, Dexian; Wang, Xiong; Liu, Bo
As a novel evolutionary computing technique, Differential Evolution (DE) has been considered to be an effective optimization method for complex optimization problems, and achieved many successful applications in engineering. In this paper, a new algorithm of Quadratic Partial Least Squares (QPLS) based on Nonlinear Programming (NLP) is presented. And DE is used to solve the NLP so as to calculate the optimal input weights and the parameters of inner relationship. The simulation results based on the soft measurement of diesel oil solidifying point on a real crude distillation unit demonstrate that the superiority of the proposed algorithm to linear PLS and QPLS which is based on Sequential Quadratic Programming (SQP) in terms of fitting accuracy and computational costs.
ERIC Educational Resources Information Center
Karagiannis, P.; Markelis, I.; Paparrizos, K.; Samaras, N.; Sifaleras, A.
2006-01-01
This paper presents new web-based educational software (webNetPro) for "Linear Network Programming." It includes many algorithms for "Network Optimization" problems, such as shortest path problems, minimum spanning tree problems, maximum flow problems and other search algorithms. Therefore, webNetPro can assist the teaching process of courses such…
Optimal cure cycle design of a resin-fiber composite laminate
NASA Technical Reports Server (NTRS)
Hou, Jean W.; Sheen, Jeenson
1987-01-01
A unified computed aided design method was studied for the cure cycle design that incorporates an optimal design technique with the analytical model of a composite cure process. The preliminary results of using this proposed method for optimal cure cycle design are reported and discussed. The cure process of interest is the compression molding of a polyester which is described by a diffusion reaction system. The finite element method is employed to convert the initial boundary value problem into a set of first order differential equations which are solved simultaneously by the DE program. The equations for thermal design sensitivities are derived by using the direct differentiation method and are solved by the DE program. A recursive quadratic programming algorithm with an active set strategy called a linearization method is used to optimally design the cure cycle, subjected to the given design performance requirements. The difficulty of casting the cure cycle design process into a proper mathematical form is recognized. Various optimal design problems are formulated to address theses aspects. The optimal solutions of these formulations are compared and discussed.
Fuzzy linear model for production optimization of mining systems with multiple entities
NASA Astrophysics Data System (ADS)
Vujic, Slobodan; Benovic, Tomo; Miljanovic, Igor; Hudej, Marjan; Milutinovic, Aleksandar; Pavlovic, Petar
2011-12-01
Planning and production optimization within multiple mines or several work sites (entities) mining systems by using fuzzy linear programming (LP) was studied. LP is the most commonly used operations research methods in mining engineering. After the introductory review of properties and limitations of applying LP, short reviews of the general settings of deterministic and fuzzy LP models are presented. With the purpose of comparative analysis, the application of both LP models is presented using the example of the Bauxite Basin Niksic with five mines. After the assessment, LP is an efficient mathematical modeling tool in production planning and solving many other single-criteria optimization problems of mining engineering. After the comparison of advantages and deficiencies of both deterministic and fuzzy LP models, the conclusion presents benefits of the fuzzy LP model but is also stating that seeking the optimal plan of production means to accomplish the overall analysis that will encompass the LP model approaches.
Legal Policy Optimizing Models
ERIC Educational Resources Information Center
Nagel, Stuart; Neef, Marian
1977-01-01
The use of mathematical models originally developed by economists and operations researchers is described for legal process research. Situations involving plea bargaining, arraignment, and civil liberties illustrate the applicability of decision theory, inventory modeling, and linear programming in operations research. (LBH)
An Analytical Approach to Salary Evaluation for Educational Personnel
ERIC Educational Resources Information Center
Bruno, James Edward
1969-01-01
"In this study a linear programming model for determining an 'optimal' salary schedule was derived then applied to an educational salary structure. The validity of the model and the effectiveness of the approach were established. (Author)
NASA Astrophysics Data System (ADS)
Noor-E-Alam, Md.; Doucette, John
2015-08-01
Grid-based location problems (GBLPs) can be used to solve location problems in business, engineering, resource exploitation, and even in the field of medical sciences. To solve these decision problems, an integer linear programming (ILP) model is designed and developed to provide the optimal solution for GBLPs considering fixed cost criteria. Preliminary results show that the ILP model is efficient in solving small to moderate-sized problems. However, this ILP model becomes intractable in solving large-scale instances. Therefore, a decomposition heuristic is proposed to solve these large-scale GBLPs, which demonstrates significant reduction of solution runtimes. To benchmark the proposed heuristic, results are compared with the exact solution via ILP. The experimental results show that the proposed method significantly outperforms the exact method in runtime with minimal (and in most cases, no) loss of optimality.
Comparative Evaluation of Different Optimization Algorithms for Structural Design Applications
NASA Technical Reports Server (NTRS)
Patnaik, Surya N.; Coroneos, Rula M.; Guptill, James D.; Hopkins, Dale A.
1996-01-01
Non-linear programming algorithms play an important role in structural design optimization. Fortunately, several algorithms with computer codes are available. At NASA Lewis Research Centre, a project was initiated to assess the performance of eight different optimizers through the development of a computer code CometBoards. This paper summarizes the conclusions of that research. CometBoards was employed to solve sets of small, medium and large structural problems, using the eight different optimizers on a Cray-YMP8E/8128 computer. The reliability and efficiency of the optimizers were determined from the performance of these problems. For small problems, the performance of most of the optimizers could be considered adequate. For large problems, however, three optimizers (two sequential quadratic programming routines, DNCONG of IMSL and SQP of IDESIGN, along with Sequential Unconstrained Minimizations Technique SUMT) outperformed others. At optimum, most optimizers captured an identical number of active displacement and frequency constraints but the number of active stress constraints differed among the optimizers. This discrepancy can be attributed to singularity conditions in the optimization and the alleviation of this discrepancy can improve the efficiency of optimizers.
Level-Set Topology Optimization with Aeroelastic Constraints
NASA Technical Reports Server (NTRS)
Dunning, Peter D.; Stanford, Bret K.; Kim, H. Alicia
2015-01-01
Level-set topology optimization is used to design a wing considering skin buckling under static aeroelastic trim loading, as well as dynamic aeroelastic stability (flutter). The level-set function is defined over the entire 3D volume of a transport aircraft wing box. Therefore, the approach is not limited by any predefined structure and can explore novel configurations. The Sequential Linear Programming (SLP) level-set method is used to solve the constrained optimization problems. The proposed method is demonstrated using three problems with mass, linear buckling and flutter objective and/or constraints. A constraint aggregation method is used to handle multiple buckling constraints in the wing skins. A continuous flutter constraint formulation is used to handle difficulties arising from discontinuities in the design space caused by a switching of the critical flutter mode.
A Higher Harmonic Optimal Controller to Optimise Rotorcraft Aeromechanical Behaviour
NASA Technical Reports Server (NTRS)
Leyland, Jane Anne
1996-01-01
Three methods to optimize rotorcraft aeromechanical behavior for those cases where the rotorcraft plant can be adequately represented by a linear model system matrix were identified and implemented in a stand-alone code. These methods determine the optimal control vector which minimizes the vibration metric subject to constraints at discrete time points, and differ from the commonly used non-optimal constraint penalty methods such as those employed by conventional controllers in that the constraints are handled as actual constraints to an optimization problem rather than as just additional terms in the performance index. The first method is to use a Non-linear Programming algorithm to solve the problem directly. The second method is to solve the full set of non-linear equations which define the necessary conditions for optimality. The third method is to solve each of the possible reduced sets of equations defining the necessary conditions for optimality when the constraints are pre-selected to be either active or inactive, and then to simply select the best solution. The effects of maneuvers and aeroelasticity on the systems matrix are modelled by using a pseudo-random pseudo-row-dependency scheme to define the systems matrix. Cases run to date indicate that the first method of solution is reliable, robust, and easiest to use, and that it was superior to the conventional controllers which were considered.
Approximate labeling via graph cuts based on linear programming.
Komodakis, Nikos; Tziritas, Georgios
2007-08-01
A new framework is presented for both understanding and developing graph-cut-based combinatorial algorithms suitable for the approximate optimization of a very wide class of Markov Random Fields (MRFs) that are frequently encountered in computer vision. The proposed framework utilizes tools from the duality theory of linear programming in order to provide an alternative and more general view of state-of-the-art techniques like the \\alpha-expansion algorithm, which is included merely as a special case. Moreover, contrary to \\alpha-expansion, the derived algorithms generate solutions with guaranteed optimality properties for a much wider class of problems, for example, even for MRFs with nonmetric potentials. In addition, they are capable of providing per-instance suboptimality bounds in all occasions, including discrete MRFs with an arbitrary potential function. These bounds prove to be very tight in practice (that is, very close to 1), which means that the resulting solutions are almost optimal. Our algorithms' effectiveness is demonstrated by presenting experimental results on a variety of low-level vision tasks, such as stereo matching, image restoration, image completion, and optical flow estimation, as well as on synthetic problems.
Uplink Packet-Data Scheduling in DS-CDMA Systems
NASA Astrophysics Data System (ADS)
Choi, Young Woo; Kim, Seong-Lyun
In this letter, we consider the uplink packet scheduling for non-real-time data users in a DS-CDMA system. As an effort to jointly optimize throughput and fairness, we formulate a time-span minimization problem incorporating the time-multiplexing of different simultaneous transmission schemes. Based on simple rules, we propose efficient scheduling algorithms and compare them with the optimal solution obtained by linear programming.
Numerical study of a matrix-free trust-region SQP method for equality constrained optimization.
DOE Office of Scientific and Technical Information (OSTI.GOV)
Heinkenschloss, Matthias; Ridzal, Denis; Aguilo, Miguel Antonio
2011-12-01
This is a companion publication to the paper 'A Matrix-Free Trust-Region SQP Algorithm for Equality Constrained Optimization' [11]. In [11], we develop and analyze a trust-region sequential quadratic programming (SQP) method that supports the matrix-free (iterative, in-exact) solution of linear systems. In this report, we document the numerical behavior of the algorithm applied to a variety of equality constrained optimization problems, with constraints given by partial differential equations (PDEs).
Lorenzo-Seva, Urbano; Ferrando, Pere J
2011-03-01
We provide an SPSS program that implements currently recommended techniques and recent developments for selecting variables in multiple linear regression analysis via the relative importance of predictors. The approach consists of: (1) optimally splitting the data for cross-validation, (2) selecting the final set of predictors to be retained in the equation regression, and (3) assessing the behavior of the chosen model using standard indices and procedures. The SPSS syntax, a short manual, and data files related to this article are available as supplemental materials from brm.psychonomic-journals.org/content/supplemental.
NASA Technical Reports Server (NTRS)
Tiffany, Sherwood H.; Adams, William M., Jr.
1988-01-01
The approximation of unsteady generalized aerodynamic forces in the equations of motion of a flexible aircraft are discussed. Two methods of formulating these approximations are extended to include the same flexibility in constraining the approximations and the same methodology in optimizing nonlinear parameters as another currently used extended least-squares method. Optimal selection of nonlinear parameters is made in each of the three methods by use of the same nonlinear, nongradient optimizer. The objective of the nonlinear optimization is to obtain rational approximations to the unsteady aerodynamics whose state-space realization is lower order than that required when no optimization of the nonlinear terms is performed. The free linear parameters are determined using the least-squares matrix techniques of a Lagrange multiplier formulation of an objective function which incorporates selected linear equality constraints. State-space mathematical models resulting from different approaches are described and results are presented that show comparative evaluations from application of each of the extended methods to a numerical example.
2013-01-01
Background Optimization procedures to identify gene knockouts for targeted biochemical overproduction have been widely in use in modern metabolic engineering. Flux balance analysis (FBA) framework has provided conceptual simplifications for genome-scale dynamic analysis at steady states. Based on FBA, many current optimization methods for targeted bio-productions have been developed under the maximum cell growth assumption. The optimization problem to derive gene knockout strategies recently has been formulated as a bi-level programming problem in OptKnock for maximum targeted bio-productions with maximum growth rates. However, it has been shown that knockout mutants in fact reach the steady states with the minimization of metabolic adjustment (MOMA) from the corresponding wild-type strains instead of having maximal growth rates after genetic or metabolic intervention. In this work, we propose a new bi-level computational framework--MOMAKnock--which can derive robust knockout strategies under the MOMA flux distribution approximation. Methods In this new bi-level optimization framework, we aim to maximize the production of targeted chemicals by identifying candidate knockout genes or reactions under phenotypic constraints approximated by the MOMA assumption. Hence, the targeted chemical production is the primary objective of MOMAKnock while the MOMA assumption is formulated as the inner problem of constraining the knockout metabolic flux to be as close as possible to the steady-state phenotypes of wide-type strains. As this new inner problem becomes a quadratic programming problem, a novel adaptive piecewise linearization algorithm is developed in this paper to obtain the exact optimal solution to this new bi-level integer quadratic programming problem for MOMAKnock. Results Our new MOMAKnock model and the adaptive piecewise linearization solution algorithm are tested with a small E. coli core metabolic network and a large-scale iAF1260 E. coli metabolic network. The derived knockout strategies are compared with those from OptKnock. Our preliminary experimental results show that MOMAKnock can provide improved targeted productions with more robust knockout strategies. PMID:23368729
Ren, Shaogang; Zeng, Bo; Qian, Xiaoning
2013-01-01
Optimization procedures to identify gene knockouts for targeted biochemical overproduction have been widely in use in modern metabolic engineering. Flux balance analysis (FBA) framework has provided conceptual simplifications for genome-scale dynamic analysis at steady states. Based on FBA, many current optimization methods for targeted bio-productions have been developed under the maximum cell growth assumption. The optimization problem to derive gene knockout strategies recently has been formulated as a bi-level programming problem in OptKnock for maximum targeted bio-productions with maximum growth rates. However, it has been shown that knockout mutants in fact reach the steady states with the minimization of metabolic adjustment (MOMA) from the corresponding wild-type strains instead of having maximal growth rates after genetic or metabolic intervention. In this work, we propose a new bi-level computational framework--MOMAKnock--which can derive robust knockout strategies under the MOMA flux distribution approximation. In this new bi-level optimization framework, we aim to maximize the production of targeted chemicals by identifying candidate knockout genes or reactions under phenotypic constraints approximated by the MOMA assumption. Hence, the targeted chemical production is the primary objective of MOMAKnock while the MOMA assumption is formulated as the inner problem of constraining the knockout metabolic flux to be as close as possible to the steady-state phenotypes of wide-type strains. As this new inner problem becomes a quadratic programming problem, a novel adaptive piecewise linearization algorithm is developed in this paper to obtain the exact optimal solution to this new bi-level integer quadratic programming problem for MOMAKnock. Our new MOMAKnock model and the adaptive piecewise linearization solution algorithm are tested with a small E. coli core metabolic network and a large-scale iAF1260 E. coli metabolic network. The derived knockout strategies are compared with those from OptKnock. Our preliminary experimental results show that MOMAKnock can provide improved targeted productions with more robust knockout strategies.
Wang, Dongmei; Yu, Liniu; Zhou, Xianlian; Wang, Chengtao
2004-02-01
Four types of 3D mathematical mode of the muscle groups applied to the human mandible have been developed. One is based on electromyography (EMG) and the others are based on linear programming with different objective function. Each model contains 26 muscle forces and two joint forces, allowing simulation of static bite forces and concomitant joint reaction forces for various bite point locations and mandibular positions. In this paper, the method of image processing to measure the position and direction of muscle forces according to 3D CAD model was built with CT data. Matlab optimization toolbox is applied to solve the three modes based on linear programming. Results show that the model with an objective function requiring a minimum sum of the tensions in the muscles is reasonable and agrees very well with the normal physiology activity.
NASA Astrophysics Data System (ADS)
Al-Kuhali, K.; Hussain M., I.; Zain Z., M.; Mullenix, P.
2015-05-01
Aim: This paper contribute to the flat panel display industry it terms of aggregate production planning. Methodology: For the minimization cost of total production of LCD manufacturing, a linear programming was applied. The decision variables are general production costs, additional cost incurred for overtime production, additional cost incurred for subcontracting, inventory carrying cost, backorder costs and adjustments for changes incurred within labour levels. Model has been developed considering a manufacturer having several product types, which the maximum types are N, along a total time period of T. Results: Industrial case study based on Malaysia is presented to test and to validate the developed linear programming model for aggregate production planning. Conclusion: The model development is fit under stable environment conditions. Overall it can be recommended to adapt the proven linear programming model to production planning of Malaysian flat panel display industry.
No-signaling quantum key distribution: solution by linear programming
NASA Astrophysics Data System (ADS)
Hwang, Won-Young; Bae, Joonwoo; Killoran, Nathan
2015-02-01
We outline a straightforward approach for obtaining a secret key rate using only no-signaling constraints and linear programming. Assuming an individual attack, we consider all possible joint probabilities. Initially, we study only the case where Eve has binary outcomes, and we impose constraints due to the no-signaling principle and given measurement outcomes. Within the remaining space of joint probabilities, by using linear programming, we get bound on the probability of Eve correctly guessing Bob's bit. We then make use of an inequality that relates this guessing probability to the mutual information between Bob and a more general Eve, who is not binary-restricted. Putting our computed bound together with the Csiszár-Körner formula, we obtain a positive key generation rate. The optimal value of this rate agrees with known results, but was calculated in a more straightforward way, offering the potential of generalization to different scenarios.
Optimal traffic resource allocation and management.
DOT National Transportation Integrated Search
2010-05-01
"In this paper, we address the problem of determining the patrol routes of state troopers for maximum coverage of : highway spots with high frequencies of crashes (hot spots). We develop a mixed integer linear programming model : for this problem und...
Optimal Load Shedding and Generation Rescheduling for Overload Suppression in Large Power Systems.
NASA Astrophysics Data System (ADS)
Moon, Young-Hyun
Ever-increasing size, complexity and operation costs in modern power systems have stimulated the intensive study of an optimal Load Shedding and Generator Rescheduling (LSGR) strategy in the sense of a secure and economic system operation. The conventional approach to LSGR has been based on the application of LP (Linear Programming) with the use of an approximately linearized model, and the LP algorithm is currently considered to be the most powerful tool for solving the LSGR problem. However, all of the LP algorithms presented in the literature essentially lead to the following disadvantages: (i) piecewise linearization involved in the LP algorithms requires the introduction of a number of new inequalities and slack variables, which creates significant burden to the computing facilities, and (ii) objective functions are not formulated in terms of the state variables of the adopted models, resulting in considerable numerical inefficiency in the process of computing the optimal solution. A new approach is presented, based on the development of a new linearized model and on the application of QP (Quadratic Programming). The changes in line flows as a result of changes to bus injection power are taken into account in the proposed model by the introduction of sensitivity coefficients, which avoids the mentioned second disadvantages. A precise method to calculate these sensitivity coefficients is given. A comprehensive review of the theory of optimization is included, in which results of the development of QP algorithms for LSGR as based on Wolfe's method and Kuhn -Tucker theory are evaluated in detail. The validity of the proposed model and QP algorithms has been verified and tested on practical power systems, showing the significant reduction of both computation time and memory requirements as well as the expected lower generation costs of the optimal solution as compared with those obtained from computing the optimal solution with LP. Finally, it is noted that an efficient reactive power compensation algorithm is developed to suppress voltage disturbances due to load sheddings, and that a new method for multiple contingency simulation is presented.
Variational Quantum Tomography with Incomplete Information by Means of Semidefinite Programs
NASA Astrophysics Data System (ADS)
Maciel, Thiago O.; Cesário, André T.; Vianna, Reinaldo O.
We introduce a new method to reconstruct unknown quantum states out of incomplete and noisy information. The method is a linear convex optimization problem, therefore with a unique minimum, which can be efficiently solved with Semidefinite Programs. Numerical simulations indicate that the estimated state does not overestimate purity, and neither the expectation value of optimal entanglement witnesses. The convergence properties of the method are similar to compressed sensing approaches, in the sense that, in order to reconstruct low rank states, it needs just a fraction of the effort corresponding to an informationally complete measurement.
Optimal Operation System of the Integrated District Heating System with Multiple Regional Branches
NASA Astrophysics Data System (ADS)
Kim, Ui Sik; Park, Tae Chang; Kim, Lae-Hyun; Yeo, Yeong Koo
This paper presents an optimal production and distribution management for structural and operational optimization of the integrated district heating system (DHS) with multiple regional branches. A DHS consists of energy suppliers and consumers, district heating pipelines network and heat storage facilities in the covered region. In the optimal management system, production of heat and electric power, regional heat demand, electric power bidding and sales, transport and storage of heat at each regional DHS are taken into account. The optimal management system is formulated as a mixed integer linear programming (MILP) where the objectives is to minimize the overall cost of the integrated DHS while satisfying the operation constraints of heat units and networks as well as fulfilling heating demands from consumers. Piecewise linear formulation of the production cost function and stairwise formulation of the start-up cost function are used to compute nonlinear cost function approximately. Evaluation of the total overall cost is based on weekly operations at each district heat branches. Numerical simulations show the increase of energy efficiency due to the introduction of the present optimal management system.
Comparison of some optimal control methods for the design of turbine blades
NASA Technical Reports Server (NTRS)
Desilva, B. M. E.; Grant, G. N. C.
1977-01-01
This paper attempts a comparative study of some numerical methods for the optimal control design of turbine blades whose vibration characteristics are approximated by Timoshenko beam idealizations with shear and incorporating simple boundary conditions. The blade was synthesized using the following methods: (1) conjugate gradient minimization of the system Hamiltonian in function space incorporating penalty function transformations, (2) projection operator methods in a function space which includes the frequencies of vibration and the control function, (3) epsilon-technique penalty function transformation resulting in a highly nonlinear programming problem, (4) finite difference discretization of the state equations again resulting in a nonlinear program, (5) second variation methods with complex state differential equations to include damping effects resulting in systems of inhomogeneous matrix Riccatti equations some of which are stiff, (6) quasi-linear methods based on iterative linearization of the state and adjoint equation. The paper includes a discussion of some substantial computational difficulties encountered in the implementation of these techniques together with a resume of work presently in progress using a differential dynamic programming approach.
Optimizing Biorefinery Design and Operations via Linear Programming Models
DOE Office of Scientific and Technical Information (OSTI.GOV)
Talmadge, Michael; Batan, Liaw; Lamers, Patrick
The ability to assess and optimize economics of biomass resource utilization for the production of fuels, chemicals and power is essential for the ultimate success of a bioenergy industry. The team of authors, consisting of members from the National Renewable Energy Laboratory (NREL) and the Idaho National Laboratory (INL), has developed simple biorefinery linear programming (LP) models to enable the optimization of theoretical or existing biorefineries. The goal of this analysis is to demonstrate how such models can benefit the developing biorefining industry. It focuses on a theoretical multi-pathway, thermochemical biorefinery configuration and demonstrates how the biorefinery can use LPmore » models for operations planning and optimization in comparable ways to the petroleum refining industry. Using LP modeling tools developed under U.S. Department of Energy's Bioenergy Technologies Office (DOE-BETO) funded efforts, the authors investigate optimization challenges for the theoretical biorefineries such as (1) optimal feedstock slate based on available biomass and prices, (2) breakeven price analysis for available feedstocks, (3) impact analysis for changes in feedstock costs and product prices, (4) optimal biorefinery operations during unit shutdowns / turnarounds, and (5) incentives for increased processing capacity. These biorefinery examples are comparable to crude oil purchasing and operational optimization studies that petroleum refiners perform routinely using LPs and other optimization models. It is important to note that the analyses presented in this article are strictly theoretical and they are not based on current energy market prices. The pricing structure assigned for this demonstrative analysis is consistent with $4 per gallon gasoline, which clearly assumes an economic environment that would favor the construction and operation of biorefineries. The analysis approach and examples provide valuable insights into the usefulness of analysis tools for maximizing the potential benefits of biomass utilization for production of fuels, chemicals and power.« less
Fuzzy Energy and Reserve Co-optimization With High Penetration of Renewable Energy
DOE Office of Scientific and Technical Information (OSTI.GOV)
Liu, Cong; Botterud, Audun; Zhou, Zhi
In this study, we propose a fuzzy-based energy and reserve co-optimization model with consideration of high penetration of renewable energy. Under the assumption of a fixed uncertainty set of renewables, a two-stage robust model is proposed for clearing energy and reserves in the first stage and checking the feasibility and robustness of re-dispatches in the second stage. Fuzzy sets and their membership functions are introduced into the optimization model to represent the satisfaction degree of the variable uncertainty sets. The lower bound of the uncertainty set is expressed as fuzzy membership functions. The solutions are obtained by transforming the fuzzymore » mathematical programming formulation into traditional mixed integer linear programming problems.« less
Fuzzy Energy and Reserve Co-optimization With High Penetration of Renewable Energy
Liu, Cong; Botterud, Audun; Zhou, Zhi; ...
2016-10-21
In this study, we propose a fuzzy-based energy and reserve co-optimization model with consideration of high penetration of renewable energy. Under the assumption of a fixed uncertainty set of renewables, a two-stage robust model is proposed for clearing energy and reserves in the first stage and checking the feasibility and robustness of re-dispatches in the second stage. Fuzzy sets and their membership functions are introduced into the optimization model to represent the satisfaction degree of the variable uncertainty sets. The lower bound of the uncertainty set is expressed as fuzzy membership functions. The solutions are obtained by transforming the fuzzymore » mathematical programming formulation into traditional mixed integer linear programming problems.« less
Optimizing Force Deployment and Force Structure for the Rapid Deployment Force
1984-03-01
Analysis . . . . .. .. ... ... 97 Experimental Design . . . . . .. .. .. ... 99 IX. Use of a Flexible Response Surface ........ 10.2 Selection of a...setS . ere designe . arun, programming methodology , where the require: s.stem re..r is input and the model optimizes the num=er. :::pe, cargo. an...to obtain new computer outputs" (Ref 38:23). The methodology can be used with any decision model, linear or nonlinear. Experimental Desion Since the
Optimized Waterspace Management and Scheduling Using Mixed-Integer Linear Programming
2016-01-01
Complete [30]. Proposition 4.1 satisfies the first criterion. For the second criterion, we will use the Traveling Salesman Problem (TSP), which has been...A branch and cut algorithm for the symmetric generalized traveling salesman problem , Operations Research 45 (1997) 378–394. [33] J. Silberholz, B...Golden, The generalized traveling salesman problem : A new genetic algorithm ap- proach, Extended Horizons: Advances in Computing, Optimization, and
Procedures for shape optimization of gas turbine disks
NASA Technical Reports Server (NTRS)
Cheu, Tsu-Chien
1989-01-01
Two procedures, the feasible direction method and sequential linear programming, for shape optimization of gas turbine disks are presented. The objective of these procedures is to obtain optimal designs of turbine disks with geometric and stress constraints. The coordinates of the selected points on the disk contours are used as the design variables. Structural weight, stress and their derivatives with respect to the design variables are calculated by an efficient finite element method for design senitivity analysis. Numerical examples of the optimal designs of a disk subjected to thermo-mechanical loadings are presented to illustrate and compare the effectiveness of these two procedures.
Nykänen, Esa-Pekka A; Dunning, Hanna E; Aryeetey, Richmond N O; Robertson, Aileen; Parlesak, Alexandr
2018-04-07
The Ghanaian population suffers from a double burden of malnutrition. Cost of food is considered a barrier to achieving a health-promoting diet. Food prices were collected in major cities and in rural areas in southern Ghana. Linear programming (LP) was used to calculate nutritionally optimized diets (food baskets (FBs)) for a low-income Ghanaian family of four that fulfilled energy and nutrient recommendations in both rural and urban settings. Calculations included implementing cultural acceptability for families living in extreme and moderate poverty (food budget under USD 1.9 and 3.1 per day respectively). Energy-appropriate FBs minimized for cost, following Food Balance Sheets (FBS), lacked key micronutrients such as iodine, vitamin B12 and iron for the mothers. Nutritionally adequate FBs were achieved in all settings when optimizing for a diet cheaper than USD 3.1. However, when delimiting cost to USD 1.9 in rural areas, wild foods had to be included in order to meet nutritional adequacy. Optimization suggested to reduce roots, tubers and fruits and to increase cereals, vegetables and oil-bearing crops compared with FBS. LP is a useful tool to design culturally acceptable diets at minimum cost for low-income Ghanaian families to help advise national authorities how to overcome the double burden of malnutrition.
Robertson, Aileen
2018-01-01
The Ghanaian population suffers from a double burden of malnutrition. Cost of food is considered a barrier to achieving a health-promoting diet. Food prices were collected in major cities and in rural areas in southern Ghana. Linear programming (LP) was used to calculate nutritionally optimized diets (food baskets (FBs)) for a low-income Ghanaian family of four that fulfilled energy and nutrient recommendations in both rural and urban settings. Calculations included implementing cultural acceptability for families living in extreme and moderate poverty (food budget under USD 1.9 and 3.1 per day respectively). Energy-appropriate FBs minimized for cost, following Food Balance Sheets (FBS), lacked key micronutrients such as iodine, vitamin B12 and iron for the mothers. Nutritionally adequate FBs were achieved in all settings when optimizing for a diet cheaper than USD 3.1. However, when delimiting cost to USD 1.9 in rural areas, wild foods had to be included in order to meet nutritional adequacy. Optimization suggested to reduce roots, tubers and fruits and to increase cereals, vegetables and oil-bearing crops compared with FBS. LP is a useful tool to design culturally acceptable diets at minimum cost for low-income Ghanaian families to help advise national authorities how to overcome the double burden of malnutrition. PMID:29642444
Parlesak, Alexandr; Geelhoed, Diederike; Robertson, Aileen
2014-06-01
Chronic undernutrition is prevalent in Mozambique, where children suffer from stunting, vitamin A deficiency, anemia, and other nutrition-related disorders. Complete diet formulation products (CDFPs) are increasingly promoted to prevent chronic undernutrition. Using linear programming, to investigate whether diet diversification using local foods should be prioritized in order to reduce the prevalence of chronic undernutrition. Market prices of local foods were collected in Tete City, Mozambique. Linear programming was applied to calculate the cheapest possible fully nutritious food baskets (FNFB) by stepwise addition of micronutrient-dense localfoods. Only the top quintile of Mozambican households, using average expenditure data, could afford the FNFB that was designed using linear programming from a spectrum of local standard foods. The addition of beef heart or liver, dried fish and fresh moringa leaves, before applying linear programming decreased the price by a factor of up to 2.6. As a result, the top three quintiles could afford the FNFB optimized using both diversification strategy and linear programming. CDFPs, when added to the baskets, were unable to overcome the micronutrient gaps without greatly exceeding recommended energy intakes, due to their high ratio of energy to micronutrient density. Dietary diversification strategies using local, low-cost, nutrient-dense foods can meet all micronutrient recommendations and overcome all micronutrient gaps. The success of linear programming to identify a low-cost FNFB depends entirely on the investigators' ability to select appropriate micronutrient-dense foods. CDFPs added to food baskets are unable to overcome micronutrient gaps without greatly exceeding recommended energy intake.
Vibrational energy distribution analysis (VEDA): scopes and limitations.
Jamróz, Michał H
2013-10-01
The principle of operations of the VEDA program written by the author for Potential Energy Distribution (PED) analysis of theoretical vibrational spectra is described. Nowadays, the PED analysis is indispensible tool in serious analysis of the vibrational spectra. To perform the PED analysis it is necessary to define 3N-6 linearly independent local mode coordinates. Already for 20-atomic molecules it is a difficult task. The VEDA program reads the input data automatically from the Gaussian program output files. Then, VEDA automatically proposes an introductory set of local mode coordinates. Next, the more adequate coordinates are proposed by the program and optimized to obtain maximal elements of each column (internal coordinate) of the PED matrix (the EPM parameter). The possibility for an automatic optimization of PED contributions is a unique feature of the VEDA program absent in any other programs performing PED analysis. Copyright © 2013 Elsevier B.V. All rights reserved.
Vibrational Energy Distribution Analysis (VEDA): Scopes and limitations
NASA Astrophysics Data System (ADS)
Jamróz, Michał H.
2013-10-01
The principle of operations of the VEDA program written by the author for Potential Energy Distribution (PED) analysis of theoretical vibrational spectra is described. Nowadays, the PED analysis is indispensible tool in serious analysis of the vibrational spectra. To perform the PED analysis it is necessary to define 3N-6 linearly independent local mode coordinates. Already for 20-atomic molecules it is a difficult task. The VEDA program reads the input data automatically from the Gaussian program output files. Then, VEDA automatically proposes an introductory set of local mode coordinates. Next, the more adequate coordinates are proposed by the program and optimized to obtain maximal elements of each column (internal coordinate) of the PED matrix (the EPM parameter). The possibility for an automatic optimization of PED contributions is a unique feature of the VEDA program absent in any other programs performing PED analysis.
Jihong, Qu
2014-01-01
Wind-hydrothermal power system dispatching has received intensive attention in recent years because it can help develop various reasonable plans to schedule the power generation efficiency. But future data such as wind power output and power load would not be accurately predicted and the nonlinear nature involved in the complex multiobjective scheduling model; therefore, to achieve accurate solution to such complex problem is a very difficult task. This paper presents an interval programming model with 2-step optimization algorithm to solve multiobjective dispatching. Initially, we represented the future data into interval numbers and simplified the object function to a linear programming problem to search the feasible and preliminary solutions to construct the Pareto set. Then the simulated annealing method was used to search the optimal solution of initial model. Thorough experimental results suggest that the proposed method performed reasonably well in terms of both operating efficiency and precision. PMID:24895663
Ren, Kun; Jihong, Qu
2014-01-01
Wind-hydrothermal power system dispatching has received intensive attention in recent years because it can help develop various reasonable plans to schedule the power generation efficiency. But future data such as wind power output and power load would not be accurately predicted and the nonlinear nature involved in the complex multiobjective scheduling model; therefore, to achieve accurate solution to such complex problem is a very difficult task. This paper presents an interval programming model with 2-step optimization algorithm to solve multiobjective dispatching. Initially, we represented the future data into interval numbers and simplified the object function to a linear programming problem to search the feasible and preliminary solutions to construct the Pareto set. Then the simulated annealing method was used to search the optimal solution of initial model. Thorough experimental results suggest that the proposed method performed reasonably well in terms of both operating efficiency and precision.
Mixed-Integer Conic Linear Programming: Challenges and Perspectives
2013-10-01
The novel DCCs for MISOCO may be used in branch- and-cut algorithms when solving MISOCO problems. The experimental software CICLO was developed to...perform limited, but rigorous computational experiments. The CICLO solver utilizes continuous SOCO solvers, MOSEK, CPLES or SeDuMi, builds on the open...submitted Fall 2013. Software: 1. CICLO : Integer conic linear optimization package. Authors: J.C. Góez, T.K. Ralphs, Y. Fu, and T. Terlaky
A recurrent neural network for solving bilevel linear programming problem.
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.
A Survey of Mathematical Programming in the Soviet Union (Bibliography),
1982-01-01
ASTAFYEV, N. N., "METHOD OF LINEARIZATION IN CONVEX PROGRAMMING", TR4- Y ZIMN SHKOLY PO MAT PROGRAMMIR I XMEZHN VOPR DROGOBYCH, 72, VOL. 3, 54-73 2...AKADEMIYA KOMMUNLN’NOGO KHOZYAYSTVA (MOSCOW), 72, NO. 93, 70-77 19. GIMELFARB , G, V. MARCHENKO, V. RYBAK, "AUTOMATIC IDENTIFICATION OF IDENTICAL POINTS...DYNAMIC PROGRAMMING (CONTINUED) 25. KOLOSOV, G. Y , "ON ANALYTICAL SOLUTION OF DESIGN PROBLEMS FOR DISTRIBUTED OPTIMAL CONTROL SYSTEMS SUBJECTED TO RANDOM
Efficient computation of optimal actions.
Todorov, Emanuel
2009-07-14
Optimal choice of actions is a fundamental problem relevant to fields as diverse as neuroscience, psychology, economics, computer science, and control engineering. Despite this broad relevance the abstract setting is similar: we have an agent choosing actions over time, an uncertain dynamical system whose state is affected by those actions, and a performance criterion that the agent seeks to optimize. Solving problems of this kind remains hard, in part, because of overly generic formulations. Here, we propose a more structured formulation that greatly simplifies the construction of optimal control laws in both discrete and continuous domains. An exhaustive search over actions is avoided and the problem becomes linear. This yields algorithms that outperform Dynamic Programming and Reinforcement Learning, and thereby solve traditional problems more efficiently. Our framework also enables computations that were not possible before: composing optimal control laws by mixing primitives, applying deterministic methods to stochastic systems, quantifying the benefits of error tolerance, and inferring goals from behavioral data via convex optimization. Development of a general class of easily solvable problems tends to accelerate progress--as linear systems theory has done, for example. Our framework may have similar impact in fields where optimal choice of actions is relevant.
Discrete Time McKean–Vlasov Control Problem: A Dynamic Programming Approach
DOE Office of Scientific and Technical Information (OSTI.GOV)
Pham, Huyên, E-mail: pham@math.univ-paris-diderot.fr; Wei, Xiaoli, E-mail: tyswxl@gmail.com
We consider the stochastic optimal control problem of nonlinear mean-field systems in discrete time. We reformulate the problem into a deterministic control problem with marginal distribution as controlled state variable, and prove that dynamic programming principle holds in its general form. We apply our method for solving explicitly the mean-variance portfolio selection and the multivariate linear-quadratic McKean–Vlasov control problem.
Energy efficient LED layout optimization for near-uniform illumination
NASA Astrophysics Data System (ADS)
Ali, Ramy E.; Elgala, Hany
2016-09-01
In this paper, we consider the problem of designing energy efficient light emitting diodes (LEDs) layout while satisfying the illumination constraints. Towards this objective, we present a simple approach to the illumination design problem based on the concept of the virtual LED. We formulate a constrained optimization problem for minimizing the power consumption while maintaining a near-uniform illumination throughout the room. By solving the resulting constrained linear program, we obtain the number of required LEDs and the optimal output luminous intensities that achieve the desired illumination constraints.
NASA Astrophysics Data System (ADS)
Li, Mo; Fu, Qiang; Singh, Vijay P.; Ma, Mingwei; Liu, Xiao
2017-12-01
Water scarcity causes conflicts among natural resources, society and economy and reinforces the need for optimal allocation of irrigation water resources in a sustainable way. Uncertainties caused by natural conditions and human activities make optimal allocation more complex. An intuitionistic fuzzy multi-objective non-linear programming (IFMONLP) model for irrigation water allocation under the combination of dry and wet conditions is developed to help decision makers mitigate water scarcity. The model is capable of quantitatively solving multiple problems including crop yield increase, blue water saving, and water supply cost reduction to obtain a balanced water allocation scheme using a multi-objective non-linear programming technique. Moreover, it can deal with uncertainty as well as hesitation based on the introduction of intuitionistic fuzzy numbers. Consideration of the combination of dry and wet conditions for water availability and precipitation makes it possible to gain insights into the various irrigation water allocations, and joint probabilities based on copula functions provide decision makers an average standard for irrigation. A case study on optimally allocating both surface water and groundwater to different growth periods of rice in different subareas in Heping irrigation area, Qing'an County, northeast China shows the potential and applicability of the developed model. Results show that the crop yield increase target especially in tillering and elongation stages is a prevailing concern when more water is available, and trading schemes can mitigate water supply cost and save water with an increased grain output. Results also reveal that the water allocation schemes are sensitive to the variation of water availability and precipitation with uncertain characteristics. The IFMONLP model is applicable for most irrigation areas with limited water supplies to determine irrigation water strategies under a fuzzy environment.
Song, Hyun-Seob; Goldberg, Noam; Mahajan, Ashutosh; Ramkrishna, Doraiswami
2017-08-01
Elementary (flux) modes (EMs) have served as a valuable tool for investigating structural and functional properties of metabolic networks. Identification of the full set of EMs in genome-scale networks remains challenging due to combinatorial explosion of EMs in complex networks. It is often, however, that only a small subset of relevant EMs needs to be known, for which optimization-based sequential computation is a useful alternative. Most of the currently available methods along this line are based on the iterative use of mixed integer linear programming (MILP), the effectiveness of which significantly deteriorates as the number of iterations builds up. To alleviate the computational burden associated with the MILP implementation, we here present a novel optimization algorithm termed alternate integer linear programming (AILP). Our algorithm was designed to iteratively solve a pair of integer programming (IP) and linear programming (LP) to compute EMs in a sequential manner. In each step, the IP identifies a minimal subset of reactions, the deletion of which disables all previously identified EMs. Thus, a subsequent LP solution subject to this reaction deletion constraint becomes a distinct EM. In cases where no feasible LP solution is available, IP-derived reaction deletion sets represent minimal cut sets (MCSs). Despite the additional computation of MCSs, AILP achieved significant time reduction in computing EMs by orders of magnitude. The proposed AILP algorithm not only offers a computational advantage in the EM analysis of genome-scale networks, but also improves the understanding of the linkage between EMs and MCSs. The software is implemented in Matlab, and is provided as supplementary information . hyunseob.song@pnnl.gov. Supplementary data are available at Bioinformatics online. Published by Oxford University Press 2017. This work is written by US Government employees and are in the public domain in the US.
Can hydro-economic river basin models simulate water shadow prices under asymmetric access?
Kuhn, A; Britz, W
2012-01-01
Hydro-economic river basin models (HERBM) based on mathematical programming are conventionally formulated as explicit 'aggregate optimization' problems with a single, aggregate objective function. Often unintended, this format implicitly assumes that decisions on water allocation are made via central planning or functioning markets such as to maximize social welfare. In the absence of perfect water markets, however, individually optimal decisions by water users will differ from the social optimum. Classical aggregate HERBMs cannot simulate that situation and thus might be unable to describe existing institutions governing access to water and might produce biased results for alternative ones. We propose a new solution format for HERBMs, based on the format of the mixed complementarity problem (MCP), where modified shadow price relations express spatial externalities resulting from asymmetric access to water use. This new problem format, as opposed to commonly used linear (LP) or non-linear programming (NLP) approaches, enables the simultaneous simulation of numerous 'independent optimization' decisions by multiple water users while maintaining physical interdependences based on water use and flow in the river basin. We show that the alternative problem format allows the formulation HERBMs that yield more realistic results when comparing different water management institutions.
Optimization of Dynamic Aperture of PEP-X Baseline Design
DOE Office of Scientific and Technical Information (OSTI.GOV)
Wang, Min-Huey; /SLAC; Cai, Yunhai
2010-08-23
SLAC is developing a long-range plan to transfer the evolving scientific programs at SSRL from the SPEAR3 light source to a much higher performing photon source. Storage ring design is one of the possibilities that would be housed in the 2.2-km PEP-II tunnel. The design goal of PEPX storage ring is to approach an optimal light source design with horizontal emittance less than 100 pm and vertical emittance of 8 pm to reach the diffraction limit of 1-{angstrom} x-ray. The low emittance design requires a lattice with strong focusing leading to high natural chromaticity and therefore to strong sextupoles. Themore » latter caused reduction of dynamic aperture. The dynamic aperture requirement for horizontal injection at injection point is about 10 mm. In order to achieve the desired dynamic aperture the transverse non-linearity of PEP-X is studied. The program LEGO is used to simulate the particle motion. The technique of frequency map is used to analyze the nonlinear behavior. The effect of the non-linearity is tried to minimize at the given constrains of limited space. The details and results of dynamic aperture optimization are discussed in this paper.« less
VASP- VARIABLE DIMENSION AUTOMATIC SYNTHESIS PROGRAM
NASA Technical Reports Server (NTRS)
White, J. S.
1994-01-01
VASP is a variable dimension Fortran version of the Automatic Synthesis Program, ASP. The program is used to implement Kalman filtering and control theory. Basically, it consists of 31 subprograms for solving most modern control problems in linear, time-variant (or time-invariant) control systems. These subprograms include operations of matrix algebra, computation of the exponential of a matrix and its convolution integral, and the solution of the matrix Riccati equation. The user calls these subprograms by means of a FORTRAN main program, and so can easily obtain solutions to most general problems of extremization of a quadratic functional of the state of the linear dynamical system. Particularly, these problems include the synthesis of the Kalman filter gains and the optimal feedback gains for minimization of a quadratic performance index. VASP, as an outgrowth of the Automatic Synthesis Program, has the following improvements: more versatile programming language; more convenient input/output format; some new subprograms which consolidate certain groups of statements that are often repeated; and variable dimensioning. The pertinent difference between the two programs is that VASP has variable dimensioning and more efficient storage. The documentation for the VASP program contains a VASP dictionary and example problems. The dictionary contains a description of each subroutine and instructions on its use. The example problems include dynamic response, optimal control gain, solution of the sampled data matrix Riccati equation, matrix decomposition, and a pseudo-inverse of a matrix. This program is written in FORTRAN IV and has been implemented on the IBM 360. The VASP program was developed in 1971.
Clinical implementation of stereotaxic brain implant optimization
DOE Office of Scientific and Technical Information (OSTI.GOV)
Rosenow, U.F.; Wojcicka, J.B.
1991-03-01
This optimization method for stereotaxic brain implants is based on seed/strand configurations of the basic type developed for the National Cancer Institute (NCI) atlas of regular brain implants. Irregular target volume shapes are determined from delineation in a stack of contrast enhanced computed tomography scans. The neurosurgeon may then select up to ten directions, or entry points, of surgical approach of which the program finds the optimal one under the criterion of smallest target volume diameter. Target volume cross sections are then reconstructed in 5-mm-spaced planes perpendicular to the implantation direction defined by the entry point and the target volumemore » center. This information is used to define a closed line in an implant cross section along which peripheral seed strands are positioned and which has now an irregular shape. Optimization points are defined opposite peripheral seeds on the target volume surface to which the treatment dose rate is prescribed. Three different optimization algorithms are available: linear least-squares programming, quadratic programming with constraints, and a simplex method. The optimization routine is implemented into a commercial treatment planning system. It generates coordinate and source strength information of the optimized seed configurations for further dose rate distribution calculation with the treatment planning system, and also the coordinate settings for the stereotaxic Brown-Roberts-Wells (BRW) implantation device.« less
Autonomous Guidance of Agile Small-scale Rotorcraft
NASA Technical Reports Server (NTRS)
Mettler, Bernard; Feron, Eric
2004-01-01
This report describes a guidance system for agile vehicles based on a hybrid closed-loop model of the vehicle dynamics. The hybrid model represents the vehicle dynamics through a combination of linear-time-invariant control modes and pre-programmed, finite-duration maneuvers. This particular hybrid structure can be realized through a control system that combines trim controllers and a maneuvering control logic. The former enable precise trajectory tracking, and the latter enables trajectories at the edge of the vehicle capabilities. The closed-loop model is much simpler than the full vehicle equations of motion, yet it can capture a broad range of dynamic behaviors. It also supports a consistent link between the physical layer and the decision-making layer. The trajectory generation was formulated as an optimization problem using mixed-integer-linear-programming. The optimization is solved in a receding horizon fashion. Several techniques to improve the computational tractability were investigate. Simulation experiments using NASA Ames 'R-50 model show that this approach fully exploits the vehicle's agility.
A linear programming approach to max-sum problem: a review.
Werner, Tomás
2007-07-01
The max-sum labeling problem, defined as maximizing a sum of binary (i.e., pairwise) functions of discrete variables, is a general NP-hard optimization problem with many applications, such as computing the MAP configuration of a Markov random field. We review a not widely known approach to the problem, developed by Ukrainian researchers Schlesinger et al. in 1976, and show how it contributes to recent results, most importantly, those on the convex combination of trees and tree-reweighted max-product. In particular, we review Schlesinger et al.'s upper bound on the max-sum criterion, its minimization by equivalent transformations, its relation to the constraint satisfaction problem, the fact that this minimization is dual to a linear programming relaxation of the original problem, and the three kinds of consistency necessary for optimality of the upper bound. We revisit problems with Boolean variables and supermodular problems. We describe two algorithms for decreasing the upper bound. We present an example application for structural image analysis.
NASA Astrophysics Data System (ADS)
Zarindast, Atousa; Seyed Hosseini, Seyed Mohamad; Pishvaee, Mir Saman
2017-06-01
Robust supplier selection problem, in a scenario-based approach has been proposed, when the demand and exchange rates are subject to uncertainties. First, a deterministic multi-objective mixed integer linear programming is developed; then, the robust counterpart of the proposed mixed integer linear programming is presented using the recent extension in robust optimization theory. We discuss decision variables, respectively, by a two-stage stochastic planning model, a robust stochastic optimization planning model which integrates worst case scenario in modeling approach and finally by equivalent deterministic planning model. The experimental study is carried out to compare the performances of the three models. Robust model resulted in remarkable cost saving and it illustrated that to cope with such uncertainties, we should consider them in advance in our planning. In our case study different supplier were selected due to this uncertainties and since supplier selection is a strategic decision, it is crucial to consider these uncertainties in planning approach.
Solving Two-Level Optimization Problems with Applications to Robust Design and Energy Markets
2011-01-01
additional a transportation system operator (TSO) who manages the congestion and 172 flows. The TSO’s linear program is as follows (where other...were tested are shown in Table 5.11 below. Node 1 Node 2 Producer A Producer B Producer C Producer D Transmission System Operator 174... Systems to Solve Problems that are Not Linear. Operational Research Quarterly , 26, 609–618. 9. Beale, E., & Tomlin, J. (1970). Special Facilities
The fully actuated traffic control problem solved by global optimization and complementarity
NASA Astrophysics Data System (ADS)
Ribeiro, Isabel M.; de Lurdes de Oliveira Simões, Maria
2016-02-01
Global optimization and complementarity are used to determine the signal timing for fully actuated traffic control, regarding effective green and red times on each cycle. The average values of these parameters can be used to estimate the control delay of vehicles. In this article, a two-phase queuing system for a signalized intersection is outlined, based on the principle of minimization of the total waiting time for the vehicles. The underlying model results in a linear program with linear complementarity constraints, solved by a sequential complementarity algorithm. Departure rates of vehicles during green and yellow periods were treated as deterministic, while arrival rates of vehicles were assumed to follow a Poisson distribution. Several traffic scenarios were created and solved. The numerical results reveal that it is possible to use global optimization and complementarity over a reasonable number of cycles and determine with efficiency effective green and red times for a signalized intersection.
Optimization model of vaccination strategy for dengue transmission
NASA Astrophysics Data System (ADS)
Widayani, H.; Kallista, M.; Nuraini, N.; Sari, M. Y.
2014-02-01
Dengue fever is emerging tropical and subtropical disease caused by dengue virus infection. The vaccination should be done as a prevention of epidemic in population. The host-vector model are modified with consider a vaccination factor to prevent the occurrence of epidemic dengue in a population. An optimal vaccination strategy using non-linear objective function was proposed. The genetic algorithm programming techniques are combined with fourth-order Runge-Kutta method to construct the optimal vaccination. In this paper, the appropriate vaccination strategy by using the optimal minimum cost function which can reduce the number of epidemic was analyzed. The numerical simulation for some specific cases of vaccination strategy is shown.
Baran, Richard; Northen, Trent R
2013-10-15
Untargeted metabolite profiling using liquid chromatography and mass spectrometry coupled via electrospray ionization is a powerful tool for the discovery of novel natural products, metabolic capabilities, and biomarkers. However, the elucidation of the identities of uncharacterized metabolites from spectral features remains challenging. A critical step in the metabolite identification workflow is the assignment of redundant spectral features (adducts, fragments, multimers) and calculation of the underlying chemical formula. Inspection of the data by experts using computational tools solving partial problems (e.g., chemical formula calculation for individual ions) can be performed to disambiguate alternative solutions and provide reliable results. However, manual curation is tedious and not readily scalable or standardized. Here we describe an automated procedure for the robust automated mass spectra interpretation and chemical formula calculation using mixed integer linear programming optimization (RAMSI). Chemical rules among related ions are expressed as linear constraints and both the spectra interpretation and chemical formula calculation are performed in a single optimization step. This approach is unbiased in that it does not require predefined sets of neutral losses and positive and negative polarity spectra can be combined in a single optimization. The procedure was evaluated with 30 experimental mass spectra and was found to effectively identify the protonated or deprotonated molecule ([M + H](+) or [M - H](-)) while being robust to the presence of background ions. RAMSI provides a much-needed standardized tool for interpreting ions for subsequent identification in untargeted metabolomics workflows.
Optimally Scheduling Basic Courses at the Defense Language Institute using Integer Programming
2005-09-01
DLI’s manual schedules at best can train 8%, 7% and 64%. 15. NUMBER OF PAGES 59 14. SUBJECT TERMS Operations Research, Linear Programming...class in 2006, 2007, and 2008, whereas DLI’s manual schedules at best can train 8%, 7% and 64%. vi THIS PAGE...ARABIC INSTRUTOR LEVELS .....................................25 FIGURE 2. OCS1 AND OCS2 CHINESE-MANDARIN INSTRUTOR LEVELS ............26 FIGURE 3
Optimal design of FIR triplet halfband filter bank and application in image coding.
Kha, H H; Tuan, H D; Nguyen, T Q
2011-02-01
This correspondence proposes an efficient semidefinite programming (SDP) method for the design of a class of linear phase finite impulse response triplet halfband filter banks whose filters have optimal frequency selectivity for a prescribed regularity order. The design problem is formulated as the minimization of the least square error subject to peak error constraints and regularity constraints. By using the linear matrix inequality characterization of the trigonometric semi-infinite constraints, it can then be exactly cast as a SDP problem with a small number of variables and, hence, can be solved efficiently. Several design examples of the triplet halfband filter bank are provided for illustration and comparison with previous works. Finally, the image coding performance of the filter bank is presented.
NASA Technical Reports Server (NTRS)
Patnaik, Surya N.; Guptill, James D.; Hopkins, Dale A.; Lavelle, Thomas M.
2000-01-01
The NASA Engine Performance Program (NEPP) can configure and analyze almost any type of gas turbine engine that can be generated through the interconnection of a set of standard physical components. In addition, the code can optimize engine performance by changing adjustable variables under a set of constraints. However, for engine cycle problems at certain operating points, the NEPP code can encounter difficulties: nonconvergence in the currently implemented Powell's optimization algorithm and deficiencies in the Newton-Raphson solver during engine balancing. A project was undertaken to correct these deficiencies. Nonconvergence was avoided through a cascade optimization strategy, and deficiencies associated with engine balancing were eliminated through neural network and linear regression methods. An approximation-interspersed cascade strategy was used to optimize the engine's operation over its flight envelope. Replacement of Powell's algorithm by the cascade strategy improved the optimization segment of the NEPP code. The performance of the linear regression and neural network methods as alternative engine analyzers was found to be satisfactory. This report considers two examples-a supersonic mixed-flow turbofan engine and a subsonic waverotor-topped engine-to illustrate the results, and it discusses insights gained from the improved version of the NEPP code.
An efficient inverse radiotherapy planning method for VMAT using quadratic programming optimization.
Hoegele, W; Loeschel, R; Merkle, N; Zygmanski, P
2012-01-01
The purpose of this study is to investigate the feasibility of an inverse planning optimization approach for the Volumetric Modulated Arc Therapy (VMAT) based on quadratic programming and the projection method. The performance of this method is evaluated against a reference commercial planning system (eclipse(TM) for rapidarc(TM)) for clinically relevant cases. The inverse problem is posed in terms of a linear combination of basis functions representing arclet dose contributions and their respective linear coefficients as degrees of freedom. MLC motion is decomposed into basic motion patterns in an intuitive manner leading to a system of equations with a relatively small number of equations and unknowns. These equations are solved using quadratic programming under certain limiting physical conditions for the solution, such as the avoidance of negative dose during optimization and Monitor Unit reduction. The modeling by the projection method assures a unique treatment plan with beneficial properties, such as the explicit relation between organ weightings and the final dose distribution. Clinical cases studied include prostate and spine treatments. The optimized plans are evaluated by comparing isodose lines, DVH profiles for target and normal organs, and Monitor Units to those obtained by the clinical treatment planning system eclipse(TM). The resulting dose distributions for a prostate (with rectum and bladder as organs at risk), and for a spine case (with kidneys, liver, lung and heart as organs at risk) are presented. Overall, the results indicate that similar plan qualities for quadratic programming (QP) and rapidarc(TM) could be achieved at significantly more efficient computational and planning effort using QP. Additionally, results for the quasimodo phantom [Bohsung et al., "IMRT treatment planning: A comparative inter-system and inter-centre planning exercise of the estro quasimodo group," Radiother. Oncol. 76(3), 354-361 (2005)] are presented as an example for an extreme concave case. Quadratic programming is an alternative approach for inverse planning which generates clinically satisfying plans in comparison to the clinical system and constitutes an efficient optimization process characterized by uniqueness and reproducibility of the solution.
Shen, Peiping; Zhang, Tongli; Wang, Chunfeng
2017-01-01
This article presents a new approximation algorithm for globally solving a class of generalized fractional programming problems (P) whose objective functions are defined as an appropriate composition of ratios of affine functions. To solve this problem, the algorithm solves an equivalent optimization problem (Q) via an exploration of a suitably defined nonuniform grid. The main work of the algorithm involves checking the feasibility of linear programs associated with the interesting grid points. It is proved that the proposed algorithm is a fully polynomial time approximation scheme as the ratio terms are fixed in the objective function to problem (P), based on the computational complexity result. In contrast to existing results in literature, the algorithm does not require the assumptions on quasi-concavity or low-rank of the objective function to problem (P). Numerical results are given to illustrate the feasibility and effectiveness of the proposed algorithm.
Solution of the Generalized Noah's Ark Problem.
Billionnet, Alain
2013-01-01
The phylogenetic diversity (PD) of a set of species is a measure of the evolutionary distance among the species in the collection, based on a phylogenetic tree. Such a tree is composed of a root, internal nodes, and leaves that correspond to the set of taxa under study. With each edge of the tree is associated a non-negative branch length (evolutionary distance). If a particular survival probability is associated with each taxon, the PD measure becomes the expected PD measure. In the Noah's Ark Problem (NAP) introduced by Weitzman (1998), these survival probabilities can be increased at some cost. The problem is to determine how best to allocate a limited amount of resources to maximize the expected PD of the considered species. It is easy to formulate the NAP as a (difficult) nonlinear 0-1 programming problem. The aim of this article is to show that a general version of the NAP (GNAP) can be solved simply and efficiently with any set of edge weights and any set of survival probabilities by using standard mixed-integer linear programming software. The crucial point to move from a nonlinear program in binary variables to a mixed-integer linear program, is to approximate the logarithmic function by the lower envelope of a set of tangents to the curve. Solving the obtained mixed-integer linear program provides not only a near-optimal solution but also an upper bound on the value of the optimal solution. We also applied this approach to a generalization of the nature reserve problem (GNRP) that consists of selecting a set of regions to be conserved so that the expected PD of the set of species present in these regions is maximized. In this case, the survival probabilities of different taxa are not independent of each other. Computational results are presented to illustrate potentialities of the approach. Near-optimal solutions with hypothetical phylogenetic trees comprising about 4000 taxa are obtained in a few seconds or minutes of computing time for the GNAP, and in about 30 min for the GNRP. In all the cases the average guarantee varies from 0% to 1.20%.
Enhanced algorithms for stochastic programming
DOE Office of Scientific and Technical Information (OSTI.GOV)
Krishna, Alamuru S.
1993-09-01
In this dissertation, we present some of the recent advances made in solving two-stage stochastic linear programming problems of large size and complexity. Decomposition and sampling are two fundamental components of techniques to solve stochastic optimization problems. We describe improvements to the current techniques in both these areas. We studied different ways of using importance sampling techniques in the context of Stochastic programming, by varying the choice of approximation functions used in this method. We have concluded that approximating the recourse function by a computationally inexpensive piecewise-linear function is highly efficient. This reduced the problem from finding the mean ofmore » a computationally expensive functions to finding that of a computationally inexpensive function. Then we implemented various variance reduction techniques to estimate the mean of a piecewise-linear function. This method achieved similar variance reductions in orders of magnitude less time than, when we directly applied variance-reduction techniques directly on the given problem. In solving a stochastic linear program, the expected value problem is usually solved before a stochastic solution and also to speed-up the algorithm by making use of the information obtained from the solution of the expected value problem. We have devised a new decomposition scheme to improve the convergence of this algorithm.« less
Fast intersection detection algorithm for PC-based robot off-line programming
NASA Astrophysics Data System (ADS)
Fedrowitz, Christian H.
1994-11-01
This paper presents a method for fast and reliable collision detection in complex production cells. The algorithm is part of the PC-based robot off-line programming system of the University of Siegen (Ropsus). The method is based on a solid model which is managed by a simplified constructive solid geometry model (CSG-model). The collision detection problem is divided in two steps. In the first step the complexity of the problem is reduced in linear time. In the second step the remaining solids are tested for intersection. For this the Simplex algorithm, which is known from linear optimization, is used. It computes a point which is common to two convex polyhedra. The polyhedra intersect, if such a point exists. Regarding the simplified geometrical model of Ropsus the algorithm runs also in linear time. In conjunction with the first step a resultant collision detection algorithm is found which requires linear time in all. Moreover it computes the resultant intersection polyhedron using the dual transformation.
Experiment in multiple-criteria energy policy analysis
NASA Astrophysics Data System (ADS)
Ho, J. K.
1980-07-01
An international panel of energy analysts participated in an experiment to use HOPE (holistic preference evaluation): an interactive parametric linear programming method for multiple criteria optimization. The criteria of cost, environmental effect, crude oil, and nuclear fuel were considered, according to BESOM: an energy model for the US in the year 2000.
Automatic blocking of nested loops
NASA Technical Reports Server (NTRS)
Schreiber, Robert; Dongarra, Jack J.
1990-01-01
Blocked algorithms have much better properties of data locality and therefore can be much more efficient than ordinary algorithms when a memory hierarchy is involved. On the other hand, they are very difficult to write and to tune for particular machines. The reorganization is considered of nested loops through the use of known program transformations in order to create blocked algorithms automatically. The program transformations used are strip mining, loop interchange, and a variant of loop skewing in which invertible linear transformations (with integer coordinates) of the loop indices are allowed. Some problems are solved concerning the optimal application of these transformations. It is shown, in a very general setting, how to choose a nearly optimal set of transformed indices. It is then shown, in one particular but rather frequently occurring situation, how to choose an optimal set of block sizes.
Optimum sensitivity derivatives of objective functions in nonlinear programming
NASA Technical Reports Server (NTRS)
Barthelemy, J.-F. M.; Sobieszczanski-Sobieski, J.
1983-01-01
The feasibility of eliminating second derivatives from the input of optimum sensitivity analyses of optimization problems is demonstrated. This elimination restricts the sensitivity analysis to the first-order sensitivity derivatives of the objective function. It is also shown that when a complete first-order sensitivity analysis is performed, second-order sensitivity derivatives of the objective function are available at little additional cost. An expression is derived whose application to linear programming is presented.
Direct Multiple Shooting Optimization with Variable Problem Parameters
NASA Technical Reports Server (NTRS)
Whitley, Ryan J.; Ocampo, Cesar A.
2009-01-01
Taking advantage of a novel approach to the design of the orbital transfer optimization problem and advanced non-linear programming algorithms, several optimal transfer trajectories are found for problems with and without known analytic solutions. This method treats the fixed known gravitational constants as optimization variables in order to reduce the need for an advanced initial guess. Complex periodic orbits are targeted with very simple guesses and the ability to find optimal transfers in spite of these bad guesses is successfully demonstrated. Impulsive transfers are considered for orbits in both the 2-body frame as well as the circular restricted three-body problem (CRTBP). The results with this new approach demonstrate the potential for increasing robustness for all types of orbit transfer problems.
Optimizing nursing human resource planning in British Columbia.
Lavieri, Mariel S; Puterman, Martin L
2009-06-01
This paper describes a linear programming hierarchical planning model that determines the optimal number of nurses to train, promote to management and recruit over a 20 year planning horizon to achieve specified workforce levels. Age dynamics and attrition rates of the nursing workforce are key model components. The model was developed to help policy makers plan a sustainable nursing workforce for British Columbia, Canada. An easy to use interface and considerable flexibility makes it ideal for scenario and "What-If?" analyses.
All-in-one model for designing optimal water distribution pipe networks
NASA Astrophysics Data System (ADS)
Aklog, Dagnachew; Hosoi, Yoshihiko
2017-05-01
This paper discusses the development of an easy-to-use, all-in-one model for designing optimal water distribution networks. The model combines different optimization techniques into a single package in which a user can easily choose what optimizer to use and compare the results of different optimizers to gain confidence in the performances of the models. At present, three optimization techniques are included in the model: linear programming (LP), genetic algorithm (GA) and a heuristic one-by-one reduction method (OBORM) that was previously developed by the authors. The optimizers were tested on a number of benchmark problems and performed very well in terms of finding optimal or near-optimal solutions with a reasonable computation effort. The results indicate that the model effectively addresses the issues of complexity and limited performance trust associated with previous models and can thus be used for practical purposes.
Characterizing L1-norm best-fit subspaces
NASA Astrophysics Data System (ADS)
Brooks, J. Paul; Dulá, José H.
2017-05-01
Fitting affine objects to data is the basis of many tools and methodologies in statistics, machine learning, and signal processing. The L1 norm is often employed to produce subspaces exhibiting a robustness to outliers and faulty observations. The L1-norm best-fit subspace problem is directly formulated as a nonlinear, nonconvex, and nondifferentiable optimization problem. The case when the subspace is a hyperplane can be solved to global optimality efficiently by solving a series of linear programs. The problem of finding the best-fit line has recently been shown to be NP-hard. We present necessary conditions for optimality for the best-fit subspace problem, and use them to characterize properties of optimal solutions.
A reduced successive quadratic programming strategy for errors-in-variables estimation.
DOE Office of Scientific and Technical Information (OSTI.GOV)
Tjoa, I.-B.; Biegler, L. T.; Carnegie-Mellon Univ.
Parameter estimation problems in process engineering represent a special class of nonlinear optimization problems, because the maximum likelihood structure of the objective function can be exploited. Within this class, the errors in variables method (EVM) is particularly interesting. Here we seek a weighted least-squares fit to the measurements with an underdetermined process model. Thus, both the number of variables and degrees of freedom available for optimization increase linearly with the number of data sets. Large optimization problems of this type can be particularly challenging and expensive to solve because, for general-purpose nonlinear programming (NLP) algorithms, the computational effort increases atmore » least quadratically with problem size. In this study we develop a tailored NLP strategy for EVM problems. The method is based on a reduced Hessian approach to successive quadratic programming (SQP), but with the decomposition performed separately for each data set. This leads to the elimination of all variables but the model parameters, which are determined by a QP coordination step. In this way the computational effort remains linear in the number of data sets. Moreover, unlike previous approaches to the EVM problem, global and superlinear properties of the SQP algorithm apply naturally. Also, the method directly incorporates inequality constraints on the model parameters (although not on the fitted variables). This approach is demonstrated on five example problems with up to 102 degrees of freedom. Compared to general-purpose NLP algorithms, large improvements in computational performance are observed.« less
NASA Astrophysics Data System (ADS)
Sutrisno; Widowati; Heru Tjahjana, R.
2017-01-01
In this paper, we propose a mathematical model in the form of dynamic/multi-stage optimization to solve an integrated supplier selection problem and tracking control problem of single product inventory system with product discount. The product discount will be stated as a piece-wise linear function. We use dynamic programming to solve this proposed optimization to determine the optimal supplier and the optimal product volume that will be purchased from the optimal supplier for each time period so that the inventory level tracks a reference trajectory given by decision maker with minimal total cost. We give a numerical experiment to evaluate the proposed model. From the result, the optimal supplier was determined for each time period and the inventory level follows the given reference well.
Linear quadratic optimization for positive LTI system
NASA Astrophysics Data System (ADS)
Muhafzan, Yenti, Syafrida Wirma; Zulakmal
2017-05-01
Nowaday the linear quadratic optimization subject to positive linear time invariant (LTI) system constitute an interesting study considering it can become a mathematical model of variety of real problem whose variables have to nonnegative and trajectories generated by these variables must be nonnegative. In this paper we propose a method to generate an optimal control of linear quadratic optimization subject to positive linear time invariant (LTI) system. A sufficient condition that guarantee the existence of such optimal control is discussed.
Serenity: A subsystem quantum chemistry program.
Unsleber, Jan P; Dresselhaus, Thomas; Klahr, Kevin; Schnieders, David; Böckers, Michael; Barton, Dennis; Neugebauer, Johannes
2018-05-15
We present the new quantum chemistry program Serenity. It implements a wide variety of functionalities with a focus on subsystem methodology. The modular code structure in combination with publicly available external tools and particular design concepts ensures extensibility and robustness with a focus on the needs of a subsystem program. Several important features of the program are exemplified with sample calculations with subsystem density-functional theory, potential reconstruction techniques, a projection-based embedding approach and combinations thereof with geometry optimization, semi-numerical frequency calculations and linear-response time-dependent density-functional theory. © 2018 Wiley Periodicals, Inc. © 2018 Wiley Periodicals, Inc.
Intervention in gene regulatory networks with maximal phenotype alteration.
Yousefi, Mohammadmahdi R; Dougherty, Edward R
2013-07-15
A basic issue for translational genomics is to model gene interaction via gene regulatory networks (GRNs) and thereby provide an informatics environment to study the effects of intervention (say, via drugs) and to derive effective intervention strategies. Taking the view that the phenotype is characterized by the long-run behavior (steady-state distribution) of the network, we desire interventions to optimally move the probability mass from undesirable to desirable states Heretofore, two external control approaches have been taken to shift the steady-state mass of a GRN: (i) use a user-defined cost function for which desirable shift of the steady-state mass is a by-product and (ii) use heuristics to design a greedy algorithm. Neither approach provides an optimal control policy relative to long-run behavior. We use a linear programming approach to optimally shift the steady-state mass from undesirable to desirable states, i.e. optimization is directly based on the amount of shift and therefore must outperform previously proposed methods. Moreover, the same basic linear programming structure is used for both unconstrained and constrained optimization, where in the latter case, constraints on the optimization limit the amount of mass that may be shifted to 'ambiguous' states, these being states that are not directly undesirable relative to the pathology of interest but which bear some perceived risk. We apply the method to probabilistic Boolean networks, but the theory applies to any Markovian GRN. Supplementary materials, including the simulation results, MATLAB source code and description of suboptimal methods are available at http://gsp.tamu.edu/Publications/supplementary/yousefi13b. edward@ece.tamu.edu Supplementary data are available at Bioinformatics online.
Wines, Michael P; Johnson, Valerie M; Lock, Brad; Antonio, Fred; Godwin, James C; Rush, Elizabeth M; Guyer, Craig
2015-01-01
Optimal husbandry techniques are desirable for any headstart program, but frequently are unknown for rare species. Here we describe key reproductive variables and determine optimal incubation temperature and diet diversity for Eastern Indigo Snakes (Drymarchon couperi) grown in laboratory settings. Optimal incubation temperature was estimated from two variables dependent on temperature, shell dimpling, a surrogate for death from fungal infection, and deviation of an egg from an ovoid shape, a surrogate for death from developmental anomalies. Based on these relationships and size at hatching we determined optimal incubation temperature to be 26°C. Additionally, we used incubation data to assess the effect of temperature on duration of incubation and size of hatchlings. We also examined hatchling diets necessary to achieve optimal growth over a 21-month period. These snakes exhibited a positive linear relationship between total mass eaten and growth rate, when individuals were fed less than 1711 g of prey, and displayed constant growth for individuals exceeding 1711 g of prey. Similarly, growth rate increased linearly with increasing diet diversity up to a moderately diverse diet, followed by constant growth for higher levels of diet diversity. Of the two components of diet diversity, diet evenness played a stronger role than diet richness in explaining variance in hatchling growth. These patterns document that our goal of satiating snakes was achieved for some individuals but not others and that diets in which total grams consumed over the first 21 months of life is distributed equivalently among at least three prey genera yielded the fastest growth rates for hatchling snakes. © 2015 Wiley Periodicals, Inc.
Structural Optimization for Reliability Using Nonlinear Goal Programming
NASA Technical Reports Server (NTRS)
El-Sayed, Mohamed E.
1999-01-01
This report details the development of a reliability based multi-objective design tool for solving structural optimization problems. Based on two different optimization techniques, namely sequential unconstrained minimization and nonlinear goal programming, the developed design method has the capability to take into account the effects of variability on the proposed design through a user specified reliability design criterion. In its sequential unconstrained minimization mode, the developed design tool uses a composite objective function, in conjunction with weight ordered design objectives, in order to take into account conflicting and multiple design criteria. Multiple design criteria of interest including structural weight, load induced stress and deflection, and mechanical reliability. The nonlinear goal programming mode, on the other hand, provides for a design method that eliminates the difficulty of having to define an objective function and constraints, while at the same time has the capability of handling rank ordered design objectives or goals. For simulation purposes the design of a pressure vessel cover plate was undertaken as a test bed for the newly developed design tool. The formulation of this structural optimization problem into sequential unconstrained minimization and goal programming form is presented. The resulting optimization problem was solved using: (i) the linear extended interior penalty function method algorithm; and (ii) Powell's conjugate directions method. Both single and multi-objective numerical test cases are included demonstrating the design tool's capabilities as it applies to this design problem.
Topology optimization of embedded piezoelectric actuators considering control spillover effects
NASA Astrophysics Data System (ADS)
Gonçalves, Juliano F.; De Leon, Daniel M.; Perondi, Eduardo A.
2017-02-01
This article addresses the problem of active structural vibration control by means of embedded piezoelectric actuators. The topology optimization method using the solid isotropic material with penalization (SIMP) approach is employed in this work to find the optimum design of actuators taken into account the control spillover effects. A coupled finite element model of the structure is derived assuming a two-phase material and this structural model is written into the state-space representation. The proposed optimization formulation aims to determine the distribution of piezoelectric material which maximizes the controllability for a given vibration mode. The undesirable effects of the feedback control on the residual modes are limited by including a spillover constraint term containing the residual controllability Gramian eigenvalues. The optimization of the shape and placement of the conventionally embedded piezoelectric actuators are performed using a Sequential Linear Programming (SLP) algorithm. Numerical examples are presented considering the control of the bending vibration modes for a cantilever and a fixed beam. A Linear-Quadratic Regulator (LQR) is synthesized for each case of controlled structure in order to compare the influence of the additional constraint.
Dikin-type algorithms for dextrous grasping force optimization
DOE Office of Scientific and Technical Information (OSTI.GOV)
Buss, M.; Faybusovich, L.; Moore, J.B.
1998-08-01
One of the central issues in dextrous robotic hand grasping is to balance external forces acting on the object and at the same time achieve grasp stability and minimum grasping effort. A companion paper shows that the nonlinear friction-force limit constraints on grasping forces are equivalent to the positive definiteness of a certain matrix subject to linear constraints. Further, compensation of the external object force is also a linear constraint on this matrix. Consequently, the task of grasping force optimization can be formulated as a problem with semidefinite constraints. In this paper, two versions of strictly convex cost functions, onemore » of them self-concordant, are considered. These are twice-continuously differentiable functions that tend to infinity at the boundary of possible definiteness. For the general class of such cost functions, Dikin-type algorithms are presented. It is shown that the proposed algorithms guarantee convergence to the unique solution of the semidefinite programming problem associated with dextrous grasping force optimization. Numerical examples demonstrate the simplicity of implementation, the good numerical properties, and the optimality of the approach.« less
NASA Technical Reports Server (NTRS)
Mohr, R. L.
1975-01-01
A set of four digital computer programs is presented which can be used to investigate the effects of instrumentation errors on the accuracy of aircraft and helicopter stability-and-control derivatives identified from flight test data. The programs assume that the differential equations of motion are linear and consist of small perturbations about a quasi-steady flight condition. It is also assumed that a Newton-Raphson optimization technique is used for identifying the estimates of the parameters. Flow charts and printouts are included.
Water resources planning and management : A stochastic dual dynamic programming approach
NASA Astrophysics Data System (ADS)
Goor, Q.; Pinte, D.; Tilmant, A.
2008-12-01
Allocating water between different users and uses, including the environment, is one of the most challenging task facing water resources managers and has always been at the heart of Integrated Water Resources Management (IWRM). As water scarcity is expected to increase over time, allocation decisions among the different uses will have to be found taking into account the complex interactions between water and the economy. Hydro-economic optimization models can capture those interactions while prescribing efficient allocation policies. Many hydro-economic models found in the literature are formulated as large-scale non linear optimization problems (NLP), seeking to maximize net benefits from the system operation while meeting operational and/or institutional constraints, and describing the main hydrological processes. However, those models rarely incorporate the uncertainty inherent to the availability of water, essentially because of the computational difficulties associated stochastic formulations. The purpose of this presentation is to present a stochastic programming model that can identify economically efficient allocation policies in large-scale multipurpose multireservoir systems. The model is based on stochastic dual dynamic programming (SDDP), an extension of traditional SDP that is not affected by the curse of dimensionality. SDDP identify efficient allocation policies while considering the hydrologic uncertainty. The objective function includes the net benefits from the hydropower and irrigation sectors, as well as penalties for not meeting operational and/or institutional constraints. To be able to implement the efficient decomposition scheme that remove the computational burden, the one-stage SDDP problem has to be a linear program. Recent developments improve the representation of the non-linear and mildly non- convex hydropower function through a convex hull approximation of the true hydropower function. This model is illustrated on a cascade of 14 reservoirs on the Nile river basin.
NASA Technical Reports Server (NTRS)
Houts, R. C.; Burlage, D. W.
1972-01-01
A time domain technique is developed to design finite-duration impulse response digital filters using linear programming. Two related applications of this technique in data transmission systems are considered. The first is the design of pulse shaping digital filters to generate or detect signaling waveforms transmitted over bandlimited channels that are assumed to have ideal low pass or bandpass characteristics. The second is the design of digital filters to be used as preset equalizers in cascade with channels that have known impulse response characteristics. Example designs are presented which illustrate that excellent waveforms can be generated with frequency-sampling filters and the ease with which digital transversal filters can be designed for preset equalization.
A Method For Modeling Discontinuities In A Microwave Coaxial Transmission Line
NASA Technical Reports Server (NTRS)
Otoshi, Tom Y.
1994-01-01
A methodology for modeling discountinuities in a coaxial transmission line is presented. The method uses a none-linear least squares fit program to optimize the fit between a theoretical model and experimental data. When the method was applied for modeling discontinuites in a damaged S-band antenna cable, excellent agreement was obtained.
An Optimization Model for the Allocation of University Based Merit Aid
ERIC Educational Resources Information Center
Sugrue, Paul K.
2010-01-01
The allocation of merit-based financial aid during the college admissions process presents postsecondary institutions with complex and financially expensive decisions. This article describes the application of linear programming as a decision tool in merit based financial aid decisions at a medium size private university. The objective defined for…
Engineering calculations for communications satellite systems planning
NASA Technical Reports Server (NTRS)
Reilly, C. H.; Levis, C. A.; Mount-Campbell, C.; Gonsalvez, D. J.; Wang, C. W.; Yamamura, Y.
1985-01-01
Computer-based techniques for optimizing communications-satellite orbit and frequency assignments are discussed. A gradient-search code was tested against a BSS scenario derived from the RARC-83 data. Improvement was obtained, but each iteration requires about 50 minutes of IBM-3081 CPU time. Gradient-search experiments on a small FSS test problem, consisting of a single service area served by 8 satellites, showed quickest convergence when the satellites were all initially placed near the center of the available orbital arc with moderate spacing. A transformation technique is proposed for investigating the surface topography of the objective function used in the gradient-search method. A new synthesis approach is based on transforming single-entry interference constraints into corresponding constraints on satellite spacings. These constraints are used with linear objective functions to formulate the co-channel orbital assignment task as a linear-programming (LP) problem or mixed integer programming (MIP) problem. Globally optimal solutions are always found with the MIP problems, but not necessarily with the LP problems. The MIP solutions can be used to evaluate the quality of the LP solutions. The initial results are very encouraging.
DOE Office of Scientific and Technical Information (OSTI.GOV)
Vanderbei, Robert J., E-mail: rvdb@princeton.edu; P Latin-Small-Letter-Dotless-I nar, Mustafa C., E-mail: mustafap@bilkent.edu.tr; Bozkaya, Efe B.
An American option (or, warrant) is the right, but not the obligation, to purchase or sell an underlying equity at any time up to a predetermined expiration date for a predetermined amount. A perpetual American option differs from a plain American option in that it does not expire. In this study, we solve the optimal stopping problem of a perpetual American option (both call and put) in discrete time using linear programming duality. Under the assumption that the underlying stock price follows a discrete time and discrete state Markov process, namely a geometric random walk, we formulate the pricing problemmore » as an infinite dimensional linear programming (LP) problem using the excessive-majorant property of the value function. This formulation allows us to solve complementary slackness conditions in closed-form, revealing an optimal stopping strategy which highlights the set of stock-prices where the option should be exercised. The analysis for the call option reveals that such a critical value exists only in some cases, depending on a combination of state-transition probabilities and the economic discount factor (i.e., the prevailing interest rate) whereas it ceases to be an issue for the put.« less
Lee, Chaewoo
2014-01-01
The advancement in wideband wireless network supports real time services such as IPTV and live video streaming. However, because of the sharing nature of the wireless medium, efficient resource allocation has been studied to achieve a high level of acceptability and proliferation of wireless multimedia. Scalable video coding (SVC) with adaptive modulation and coding (AMC) provides an excellent solution for wireless video streaming. By assigning different modulation and coding schemes (MCSs) to video layers, SVC can provide good video quality to users in good channel conditions and also basic video quality to users in bad channel conditions. For optimal resource allocation, a key issue in applying SVC in the wireless multicast service is how to assign MCSs and the time resources to each SVC layer in the heterogeneous channel condition. We formulate this problem with integer linear programming (ILP) and provide numerical results to show the performance under 802.16 m environment. The result shows that our methodology enhances the overall system throughput compared to an existing algorithm. PMID:25276862
Multivariable optimization of liquid rocket engines using particle swarm algorithms
NASA Astrophysics Data System (ADS)
Jones, Daniel Ray
Liquid rocket engines are highly reliable, controllable, and efficient compared to other conventional forms of rocket propulsion. As such, they have seen wide use in the space industry and have become the standard propulsion system for launch vehicles, orbit insertion, and orbital maneuvering. Though these systems are well understood, historical optimization techniques are often inadequate due to the highly non-linear nature of the engine performance problem. In this thesis, a Particle Swarm Optimization (PSO) variant was applied to maximize the specific impulse of a finite-area combustion chamber (FAC) equilibrium flow rocket performance model by controlling the engine's oxidizer-to-fuel ratio and de Laval nozzle expansion and contraction ratios. In addition to the PSO-controlled parameters, engine performance was calculated based on propellant chemistry, combustion chamber pressure, and ambient pressure, which are provided as inputs to the program. The performance code was validated by comparison with NASA's Chemical Equilibrium with Applications (CEA) and the commercially available Rocket Propulsion Analysis (RPA) tool. Similarly, the PSO algorithm was validated by comparison with brute-force optimization, which calculates all possible solutions and subsequently determines which is the optimum. Particle Swarm Optimization was shown to be an effective optimizer capable of quick and reliable convergence for complex functions of multiple non-linear variables.
Ding, Xu; Han, Jianghong; Shi, Lei
2015-01-01
In this paper, the optimal working schemes for wireless sensor networks with multiple base stations and wireless energy transfer devices are proposed. The wireless energy transfer devices also work as data gatherers while charging sensor nodes. The wireless sensor network is firstly divided into sub networks according to the concept of Voronoi diagram. Then, the entire energy replenishing procedure is split into the pre-normal and normal energy replenishing stages. With the objective of maximizing the sojourn time ratio of the wireless energy transfer device, a continuous time optimization problem for the normal energy replenishing cycle is formed according to constraints with which sensor nodes and wireless energy transfer devices should comply. Later on, the continuous time optimization problem is reshaped into a discrete multi-phased optimization problem, which yields the identical optimality. After linearizing it, we obtain a linear programming problem that can be solved efficiently. The working strategies of both sensor nodes and wireless energy transfer devices in the pre-normal replenishing stage are also discussed in this paper. The intensive simulations exhibit the dynamic and cyclic working schemes for the entire energy replenishing procedure. Additionally, a way of eliminating “bottleneck” sensor nodes is also developed in this paper. PMID:25785305
Ding, Xu; Han, Jianghong; Shi, Lei
2015-03-16
In this paper, the optimal working schemes for wireless sensor networks with multiple base stations and wireless energy transfer devices are proposed. The wireless energy transfer devices also work as data gatherers while charging sensor nodes. The wireless sensor network is firstly divided into sub networks according to the concept of Voronoi diagram. Then, the entire energy replenishing procedure is split into the pre-normal and normal energy replenishing stages. With the objective of maximizing the sojourn time ratio of the wireless energy transfer device, a continuous time optimization problem for the normal energy replenishing cycle is formed according to constraints with which sensor nodes and wireless energy transfer devices should comply. Later on, the continuous time optimization problem is reshaped into a discrete multi-phased optimization problem, which yields the identical optimality. After linearizing it, we obtain a linear programming problem that can be solved efficiently. The working strategies of both sensor nodes and wireless energy transfer devices in the pre-normal replenishing stage are also discussed in this paper. The intensive simulations exhibit the dynamic and cyclic working schemes for the entire energy replenishing procedure. Additionally, a way of eliminating "bottleneck" sensor nodes is also developed in this paper.
Comparing genomes with rearrangements and segmental duplications.
Shao, Mingfu; Moret, Bernard M E
2015-06-15
Large-scale evolutionary events such as genomic rearrange.ments and segmental duplications form an important part of the evolution of genomes and are widely studied from both biological and computational perspectives. A basic computational problem is to infer these events in the evolutionary history for given modern genomes, a task for which many algorithms have been proposed under various constraints. Algorithms that can handle both rearrangements and content-modifying events such as duplications and losses remain few and limited in their applicability. We study the comparison of two genomes under a model including general rearrangements (through double-cut-and-join) and segmental duplications. We formulate the comparison as an optimization problem and describe an exact algorithm to solve it by using an integer linear program. We also devise a sufficient condition and an efficient algorithm to identify optimal substructures, which can simplify the problem while preserving optimality. Using the optimal substructures with the integer linear program (ILP) formulation yields a practical and exact algorithm to solve the problem. We then apply our algorithm to assign in-paralogs and orthologs (a necessary step in handling duplications) and compare its performance with that of the state-of-the-art method MSOAR, using both simulations and real data. On simulated datasets, our method outperforms MSOAR by a significant margin, and on five well-annotated species, MSOAR achieves high accuracy, yet our method performs slightly better on each of the 10 pairwise comparisons. http://lcbb.epfl.ch/softwares/coser. © The Author 2015. Published by Oxford University Press.
Optimization of planting pattern plan in Logung irrigation area using linear program
NASA Astrophysics Data System (ADS)
Wardoyo, Wasis; Setyono
2018-03-01
Logung irrigation area is located in Kudus Regency, Central Java Province, Indonesia. Irrigation area with 2810 Ha of extent is getting water supply from Logung dam. Yet, the utilization of water at Logung dam is not optimal and the distribution of water is still not evenly distributed. Therefore, this study will discuss about the optimization of irrigation water utilization based on the beginning of plant season. This optimization begins with the analysis of hydrology, climatology and river discharge in order to determine the irrigation water needs. After determining irrigation water needs, six alternatives of planting patterns with the different early planting periods, i.e. 1st November, 2nd November, 3rd November, 1st December, 2nd December, and 3rd December with the planting pattern of rice-secondary crop-sugarcane is introduced. It is continued by the analysis of water distribution conducted using linear program assisted by POM-Quantity method for Windows 3 with the reliable discharge limit and the available land area. Output of this calculation are to determine the land area that can be planted based on the type of plant and growing season, and to obtaine the profits of harvest yields. Based on the optimum area of each plant species with 6 alternatives, the most optimum area was obtained at the early planting periods on 3rd December with the production profit of Rp 113.397.338.854,- with the planting pattern of rice / beans / sugarcane-rice / beans / sugarcane-beans / sugarcane.
An historical survey of computational methods in optimal control.
NASA Technical Reports Server (NTRS)
Polak, E.
1973-01-01
Review of some of the salient theoretical developments in the specific area of optimal control algorithms. The first algorithms for optimal control were aimed at unconstrained problems and were derived by using first- and second-variation methods of the calculus of variations. These methods have subsequently been recognized as gradient, Newton-Raphson, or Gauss-Newton methods in function space. A much more recent addition to the arsenal of unconstrained optimal control algorithms are several variations of conjugate-gradient methods. At first, constrained optimal control problems could only be solved by exterior penalty function methods. Later algorithms specifically designed for constrained problems have appeared. Among these are methods for solving the unconstrained linear quadratic regulator problem, as well as certain constrained minimum-time and minimum-energy problems. Differential-dynamic programming was developed from dynamic programming considerations. The conditional-gradient method, the gradient-projection method, and a couple of feasible directions methods were obtained as extensions or adaptations of related algorithms for finite-dimensional problems. Finally, the so-called epsilon-methods combine the Ritz method with penalty function techniques.
DOE Office of Scientific and Technical Information (OSTI.GOV)
Burchett, Deon L.; Chen, Richard Li-Yang; Phillips, Cynthia A.
This report summarizes the work performed under the project project Next-Generation Algo- rithms for Assessing Infrastructure Vulnerability and Optimizing System Resilience. The goal of the project was to improve mathematical programming-based optimization technology for in- frastructure protection. In general, the owner of a network wishes to design a network a network that can perform well when certain transportation channels are inhibited (e.g. destroyed) by an adversary. These are typically bi-level problems where the owner designs a system, an adversary optimally attacks it, and then the owner can recover by optimally using the remaining network. This project funded three years ofmore » Deon Burchett's graduate research. Deon's graduate advisor, Professor Jean-Philippe Richard, and his Sandia advisors, Richard Chen and Cynthia Phillips, supported Deon on other funds or volunteer time. This report is, therefore. essentially a replication of the Ph.D. dissertation it funded [12] in a format required for project documentation. The thesis had some general polyhedral research. This is the study of the structure of the feasi- ble region of mathematical programs, such as integer programs. For example, an integer program optimizes a linear objective function subject to linear constraints, and (nonlinear) integrality con- straints on the variables. The feasible region without the integrality constraints is a convex polygon. Careful study of additional valid constraints can significantly improve computational performance. Here is the abstract from the dissertation: We perform a polyhedral study of a multi-commodity generalization of variable upper bound flow models. In particular, we establish some relations between facets of single- and multi- commodity models. We then introduce a new family of inequalities, which generalizes traditional flow cover inequalities to the multi-commodity context. We present encouraging numerical results. We also consider the directed edge-failure resilient network design problem (DRNDP). This problem entails the design of a directed multi-commodity flow network that is capable of fulfilling a specified percentage of demands in the event that any G arcs are destroyed, where G is a constant parameter. We present a formulation of DRNDP and solve it in a branch-column-cut framework. We present computational results.« less
NASA Technical Reports Server (NTRS)
Martin, Carl J., Jr.
1996-01-01
This report describes a structural optimization procedure developed for use with the Engineering Analysis Language (EAL) finite element analysis system. The procedure is written primarily in the EAL command language. Three external processors which are written in FORTRAN generate equivalent stiffnesses and evaluate stress and local buckling constraints for the sections. Several built-up structural sections were coded into the design procedures. These structural sections were selected for use in aircraft design, but are suitable for other applications. Sensitivity calculations use the semi-analytic method, and an extensive effort has been made to increase the execution speed and reduce the storage requirements. There is also an approximate sensitivity update method included which can significantly reduce computational time. The optimization is performed by an implementation of the MINOS V5.4 linear programming routine in a sequential liner programming procedure.
Stacking-sequence optimization for buckling of laminated plates by integer programming
NASA Technical Reports Server (NTRS)
Haftka, Raphael T.; Walsh, Joanne L.
1991-01-01
Integer-programming formulations for the design of symmetric and balanced laminated plates under biaxial compression are presented. Both maximization of buckling load for a given total thickness and the minimization of total thickness subject to a buckling constraint are formulated. The design variables that define the stacking sequence of the laminate are zero-one integers. It is shown that the formulation results in a linear optimization problem that can be solved on readily available software. This is in contrast to the continuous case, where the design variables are the thicknesses of layers with specified ply orientations, and the optimization problem is nonlinear. Constraints on the stacking sequence such as a limit on the number of contiguous plies of the same orientation and limits on in-plane stiffnesses are easily accommodated. Examples are presented for graphite-epoxy plates under uniaxial and biaxial compression using a commercial software package based on the branch-and-bound algorithm.
Combinatorial optimization games
DOE Office of Scientific and Technical Information (OSTI.GOV)
Deng, X.; Ibaraki, Toshihide; Nagamochi, Hiroshi
1997-06-01
We introduce a general integer programming formulation for a class of combinatorial optimization games, which immediately allows us to improve the algorithmic result for finding amputations in the core (an important solution concept in cooperative game theory) of the network flow game on simple networks by Kalai and Zemel. An interesting result is a general theorem that the core for this class of games is nonempty if and only if a related linear program has an integer optimal solution. We study the properties for this mathematical condition to hold for several interesting problems, and apply them to resolve algorithmic andmore » complexity issues for their cores along the line as put forward in: decide whether the core is empty; if the core is empty, find an imputation in the core; given an imputation x, test whether x is in the core. We also explore the properties of totally balanced games in this succinct formulation of cooperative games.« less
Optimal design of neural stimulation current waveforms.
Halpern, Mark
2009-01-01
This paper contains results on the design of electrical signals for delivering charge through electrodes to achieve neural stimulation. A generalization of the usual constant current stimulation phase to a stepped current waveform is presented. The electrode current design is then formulated as the calculation of the current step sizes to minimize the peak electrode voltage while delivering a specified charge in a given number of time steps. This design problem can be formulated as a finite linear program, or alternatively by using techniques for discrete-time linear system design.
NASA Astrophysics Data System (ADS)
Davidsen, Claus; Liu, Suxia; Mo, Xingguo; Engelund Holm, Peter; Trapp, Stefan; Rosbjerg, Dan; Bauer-Gottwein, Peter
2015-04-01
Few studies address water quality in hydro-economic models, which often focus primarily on optimal allocation of water quantities. Water quality and water quantity are closely coupled, and optimal management with focus solely on either quantity or quality may cause large costs in terms of the oth-er component. In this study, we couple water quality and water quantity in a joint hydro-economic catchment-scale optimization problem. Stochastic dynamic programming (SDP) is used to minimize the basin-wide total costs arising from water allocation, water curtailment and water treatment. The simple water quality module can handle conservative pollutants, first order depletion and non-linear reactions. For demonstration purposes, we model pollutant releases as biochemical oxygen demand (BOD) and use the Streeter-Phelps equation for oxygen deficit to compute the resulting min-imum dissolved oxygen concentrations. Inelastic water demands, fixed water allocation curtailment costs and fixed wastewater treatment costs (before and after use) are estimated for the water users (agriculture, industry and domestic). If the BOD concentration exceeds a given user pollution thresh-old, the user will need to pay for pre-treatment of the water before use. Similarly, treatment of the return flow can reduce the BOD load to the river. A traditional SDP approach is used to solve one-step-ahead sub-problems for all combinations of discrete reservoir storage, Markov Chain inflow clas-ses and monthly time steps. Pollution concentration nodes are introduced for each user group and untreated return flow from the users contribute to increased BOD concentrations in the river. The pollutant concentrations in each node depend on multiple decision variables (allocation and wastewater treatment) rendering the objective function non-linear. Therefore, the pollution concen-tration decisions are outsourced to a genetic algorithm, which calls a linear program to determine the remainder of the decision variables. This hybrid formulation keeps the optimization problem computationally feasible and represents a flexible and customizable method. The method has been applied to the Ziya River basin, an economic hotspot located on the North China Plain in Northern China. The basin is subject to severe water scarcity, and the rivers are heavily polluted with wastewater and nutrients from diffuse sources. The coupled hydro-economic optimiza-tion model can be used to assess costs of meeting additional constraints such as minimum water qual-ity or to economically prioritize investments in waste water treatment facilities based on economic criteria.
Exact algorithms for haplotype assembly from whole-genome sequence data.
Chen, Zhi-Zhong; Deng, Fei; Wang, Lusheng
2013-08-15
Haplotypes play a crucial role in genetic analysis and have many applications such as gene disease diagnoses, association studies, ancestry inference and so forth. The development of DNA sequencing technologies makes it possible to obtain haplotypes from a set of aligned reads originated from both copies of a chromosome of a single individual. This approach is often known as haplotype assembly. Exact algorithms that can give optimal solutions to the haplotype assembly problem are highly demanded. Unfortunately, previous algorithms for this problem either fail to output optimal solutions or take too long time even executed on a PC cluster. We develop an approach to finding optimal solutions for the haplotype assembly problem under the minimum-error-correction (MEC) model. Most of the previous approaches assume that the columns in the input matrix correspond to (putative) heterozygous sites. This all-heterozygous assumption is correct for most columns, but it may be incorrect for a small number of columns. In this article, we consider the MEC model with or without the all-heterozygous assumption. In our approach, we first use new methods to decompose the input read matrix into small independent blocks and then model the problem for each block as an integer linear programming problem, which is then solved by an integer linear programming solver. We have tested our program on a single PC [a Linux (x64) desktop PC with i7-3960X CPU], using the filtered HuRef and the NA 12878 datasets (after applying some variant calling methods). With the all-heterozygous assumption, our approach can optimally solve the whole HuRef data set within a total time of 31 h (26 h for the most difficult block of the 15th chromosome and only 5 h for the other blocks). To our knowledge, this is the first time that MEC optimal solutions are completely obtained for the filtered HuRef dataset. Moreover, in the general case (without the all-heterozygous assumption), for the HuRef dataset our approach can optimally solve all the chromosomes except the most difficult block in chromosome 15 within a total time of 12 days. For both of the HuRef and NA12878 datasets, the optimal costs in the general case are sometimes much smaller than those in the all-heterozygous case. This implies that some columns in the input matrix (after applying certain variant calling methods) still correspond to false-heterozygous sites. Our program, the optimal solutions found for the HuRef dataset available at http://rnc.r.dendai.ac.jp/hapAssembly.html.
Liu, Qingshan; Guo, Zhishan; Wang, Jun
2012-02-01
In this paper, a one-layer recurrent neural network is proposed for solving pseudoconvex optimization problems subject to linear equality and bound constraints. Compared with the existing neural networks for optimization (e.g., the projection neural networks), the proposed neural network is capable of solving more general pseudoconvex optimization problems with equality and bound constraints. Moreover, it is capable of solving constrained fractional programming problems as a special case. The convergence of the state variables of the proposed neural network to achieve solution optimality is guaranteed as long as the designed parameters in the model are larger than the derived lower bounds. Numerical examples with simulation results illustrate the effectiveness and characteristics of the proposed neural network. In addition, an application for dynamic portfolio optimization is discussed. Copyright © 2011 Elsevier Ltd. All rights reserved.
NASA Astrophysics Data System (ADS)
Biyanto, T. R.; Matradji; Syamsi, M. N.; Fibrianto, H. Y.; Afdanny, N.; Rahman, A. H.; Gunawan, K. S.; Pratama, J. A. D.; Malwindasari, A.; Abdillah, A. I.; Bethiana, T. N.; Putra, Y. A.
2017-11-01
The development of green building has been growing in both design and quality. The development of green building was limited by the issue of expensive investment. Actually, green building can reduce the energy usage inside the building especially in utilization of cooling system. External load plays major role in reducing the usage of cooling system. External load is affected by type of wall sheathing, glass and roof. The proper selection of wall, type of glass and roof material are very important to reduce external load. Hence, the optimization of energy efficiency and conservation in green building design is required. Since this optimization consist of integer and non-linear equations, this problem falls into Mixed-Integer-Non-Linear-Programming (MINLP) that required global optimization technique such as stochastic optimization algorithms. In this paper the optimized variables i.e. type of glass and roof were chosen using Duelist, Killer-Whale and Rain-Water Algorithms to obtain the optimum energy and considering the minimal investment. The optimization results exhibited the single glass Planibel-G with the 3.2 mm thickness and glass wool insulation provided maximum ROI of 36.8486%, EUI reduction of 54 kWh/m2·year, CO2 emission reduction of 486.8971 tons/year and reduce investment of 4,078,905,465 IDR.
Mission Operations Planning with Preferences: An Empirical Study
NASA Technical Reports Server (NTRS)
Bresina, John L.; Khatib, Lina; McGann, Conor
2006-01-01
This paper presents an empirical study of some nonexhaustive approaches to optimizing preferences within the context of constraint-based, mixed-initiative planning for mission operations. This work is motivated by the experience of deploying and operating the MAPGEN (Mixed-initiative Activity Plan GENerator) system for the Mars Exploration Rover Mission. Responsiveness to the user is one of the important requirements for MAPGEN, hence, the additional computation time needed to optimize preferences must be kept within reasonabble bounds. This was the primary motivation for studying non-exhaustive optimization approaches. The specific goals of rhe empirical study are to assess the impact on solution quality of two greedy heuristics used in MAPGEN and to assess the improvement gained by applying a linear programming optimization technique to the final solution.
Mathematical Optimization Techniques
NASA Technical Reports Server (NTRS)
Bellman, R. (Editor)
1963-01-01
The papers collected in this volume were presented at the Symposium on Mathematical Optimization Techniques held in the Santa Monica Civic Auditorium, Santa Monica, California, on October 18-20, 1960. The objective of the symposium was to bring together, for the purpose of mutual education, mathematicians, scientists, and engineers interested in modern optimization techniques. Some 250 persons attended. The techniques discussed included recent developments in linear, integer, convex, and dynamic programming as well as the variational processes surrounding optimal guidance, flight trajectories, statistical decisions, structural configurations, and adaptive control systems. The symposium was sponsored jointly by the University of California, with assistance from the National Science Foundation, the Office of Naval Research, the National Aeronautics and Space Administration, and The RAND Corporation, through Air Force Project RAND.
NASA Astrophysics Data System (ADS)
Long, Kai; Wang, Xuan; Gu, Xianguang
2017-09-01
The present work introduces a novel concurrent optimization formulation to meet the requirements of lightweight design and various constraints simultaneously. Nodal displacement of macrostructure and effective thermal conductivity of microstructure are regarded as the constraint functions, which means taking into account both the load-carrying capabilities and the thermal insulation properties. The effective properties of porous material derived from numerical homogenization are used for macrostructural analysis. Meanwhile, displacement vectors of macrostructures from original and adjoint load cases are used for sensitivity analysis of the microstructure. Design variables in the form of reciprocal functions of relative densities are introduced and used for linearization of the constraint function. The objective function of total mass is approximately expressed by the second order Taylor series expansion. Then, the proposed concurrent optimization problem is solved using a sequential quadratic programming algorithm, by splitting into a series of sub-problems in the form of the quadratic program. Finally, several numerical examples are presented to validate the effectiveness of the proposed optimization method. The various effects including initial designs, prescribed limits of nodal displacement, and effective thermal conductivity on optimized designs are also investigated. An amount of optimized macrostructures and their corresponding microstructures are achieved.
NASA Technical Reports Server (NTRS)
Kuhlman, J. M.; Shu, J. Y.
1981-01-01
A subsonic, linearized aerodynamic theory, wing design program for one or two planforms was developed which uses a vortex lattice near field model and a higher order panel method in the far field. The theoretical development of the wake model and its implementation in the vortex lattice design code are summarized and sample results are given. Detailed program usage instructions, sample input and output data, and a program listing are presented in the Appendixes. The far field wake model assumes a wake vortex sheet whose strength varies piecewise linearly in the spanwise direction. From this model analytical expressions for lift coefficient, induced drag coefficient, pitching moment coefficient, and bending moment coefficient were developed. From these relationships a direct optimization scheme is used to determine the optimum wake vorticity distribution for minimum induced drag, subject to constraints on lift, and pitching or bending moment. Integration spanwise yields the bound circulation, which is interpolated in the near field vortex lattice to obtain the design camber surface(s).
Parallel/distributed direct method for solving linear systems
NASA Technical Reports Server (NTRS)
Lin, Avi
1990-01-01
A new family of parallel schemes for directly solving linear systems is presented and analyzed. It is shown that these schemes exhibit a near optimal performance and enjoy several important features: (1) For large enough linear systems, the design of the appropriate paralleled algorithm is insensitive to the number of processors as its performance grows monotonically with them; (2) It is especially good for large matrices, with dimensions large relative to the number of processors in the system; (3) It can be used in both distributed parallel computing environments and tightly coupled parallel computing systems; and (4) This set of algorithms can be mapped onto any parallel architecture without any major programming difficulties or algorithmical changes.
NASA Technical Reports Server (NTRS)
Frost, Susan A.; Bodson, Marc; Acosta, Diana M.
2009-01-01
The Next Generation (NextGen) transport aircraft configurations being investigated as part of the NASA Aeronautics Subsonic Fixed Wing Project have more control surfaces, or control effectors, than existing transport aircraft configurations. Conventional flight control is achieved through two symmetric elevators, two antisymmetric ailerons, and a rudder. The five effectors, reduced to three command variables, produce moments along the three main axes of the aircraft and enable the pilot to control the attitude and flight path of the aircraft. The NextGen aircraft will have additional redundant control effectors to control the three moments, creating a situation where the aircraft is over-actuated and where a simple relationship does not exist anymore between the required effector deflections and the desired moments. NextGen flight controllers will incorporate control allocation algorithms to determine the optimal effector commands and attain the desired moments, taking into account the effector limits. Approaches to solving the problem using linear programming and quadratic programming algorithms have been proposed and tested. It is of great interest to understand their relative advantages and disadvantages and how design parameters may affect their properties. In this paper, we investigate the sensitivity of the effector commands with respect to the desired moments and show on some examples that the solutions provided using the l2 norm of quadratic programming are less sensitive than those using the l1 norm of linear programming.
Optimum testing of multiple hypotheses in quantum detection theory
NASA Technical Reports Server (NTRS)
Yuen, H. P.; Kennedy, R. S.; Lax, M.
1975-01-01
The problem of specifying the optimum quantum detector in multiple hypotheses testing is considered for application to optical communications. The quantum digital detection problem is formulated as a linear programming problem on an infinite-dimensional space. A necessary and sufficient condition is derived by the application of a general duality theorem specifying the optimum detector in terms of a set of linear operator equations and inequalities. Existence of the optimum quantum detector is also established. The optimality of commuting detection operators is discussed in some examples. The structure and performance of the optimal receiver are derived for the quantum detection of narrow-band coherent orthogonal and simplex signals. It is shown that modal photon counting is asymptotically optimum in the limit of a large signaling alphabet and that the capacity goes to infinity in the absence of a bandwidth limitation.
DOE Office of Scientific and Technical Information (OSTI.GOV)
Hanerfeld, H; Herrmannsfeldt, W.B.; James, M.B.
1985-03-01
The injector for the Stanford Linear Collider is being studied using the fully electromagnetic particle-in-cell program MASK. The program takes account of cylindrically symmetrical rf fields from the external source, as well as fields produced by the beam and dc magnetic fields. It calculates the radial and longitudinal motion of electrons and plots their positions in various planes in phase space. Bunching parameters can be optimized and insights into the bunching process and emittance growth have been gained. The results of the simulations are compared to the experimental results.
An optimization model for metabolic pathways.
Planes, F J; Beasley, J E
2009-10-15
Different mathematical methods have emerged in the post-genomic era to determine metabolic pathways. These methods can be divided into stoichiometric methods and path finding methods. In this paper we detail a novel optimization model, based upon integer linear programming, to determine metabolic pathways. Our model links reaction stoichiometry with path finding in a single approach. We test the ability of our model to determine 40 annotated Escherichia coli metabolic pathways. We show that our model is able to determine 36 of these 40 pathways in a computationally effective manner.
Improved Evolutionary Programming with Various Crossover Techniques for Optimal Power Flow Problem
NASA Astrophysics Data System (ADS)
Tangpatiphan, Kritsana; Yokoyama, Akihiko
This paper presents an Improved Evolutionary Programming (IEP) for solving the Optimal Power Flow (OPF) problem, which is considered as a non-linear, non-smooth, and multimodal optimization problem in power system operation. The total generator fuel cost is regarded as an objective function to be minimized. The proposed method is an Evolutionary Programming (EP)-based algorithm with making use of various crossover techniques, normally applied in Real Coded Genetic Algorithm (RCGA). The effectiveness of the proposed approach is investigated on the IEEE 30-bus system with three different types of fuel cost functions; namely the quadratic cost curve, the piecewise quadratic cost curve, and the quadratic cost curve superimposed by sine component. These three cost curves represent the generator fuel cost functions with a simplified model and more accurate models of a combined-cycle generating unit and a thermal unit with value-point loading effect respectively. The OPF solutions by the proposed method and Pure Evolutionary Programming (PEP) are observed and compared. The simulation results indicate that IEP requires less computing time than PEP with better solutions in some cases. Moreover, the influences of important IEP parameters on the OPF solution are described in details.
Zaghian, Maryam; Cao, Wenhua; Liu, Wei; Kardar, Laleh; Randeniya, Sharmalee; Mohan, Radhe; Lim, Gino
2017-03-01
Robust optimization of intensity-modulated proton therapy (IMPT) takes uncertainties into account during spot weight optimization and leads to dose distributions that are resilient to uncertainties. Previous studies demonstrated benefits of linear programming (LP) for IMPT in terms of delivery efficiency by considerably reducing the number of spots required for the same quality of plans. However, a reduction in the number of spots may lead to loss of robustness. The purpose of this study was to evaluate and compare the performance in terms of plan quality and robustness of two robust optimization approaches using LP and nonlinear programming (NLP) models. The so-called "worst case dose" and "minmax" robust optimization approaches and conventional planning target volume (PTV)-based optimization approach were applied to designing IMPT plans for five patients: two with prostate cancer, one with skull-based cancer, and two with head and neck cancer. For each approach, both LP and NLP models were used. Thus, for each case, six sets of IMPT plans were generated and assessed: LP-PTV-based, NLP-PTV-based, LP-worst case dose, NLP-worst case dose, LP-minmax, and NLP-minmax. The four robust optimization methods behaved differently from patient to patient, and no method emerged as superior to the others in terms of nominal plan quality and robustness against uncertainties. The plans generated using LP-based robust optimization were more robust regarding patient setup and range uncertainties than were those generated using NLP-based robust optimization for the prostate cancer patients. However, the robustness of plans generated using NLP-based methods was superior for the skull-based and head and neck cancer patients. Overall, LP-based methods were suitable for the less challenging cancer cases in which all uncertainty scenarios were able to satisfy tight dose constraints, while NLP performed better in more difficult cases in which most uncertainty scenarios were hard to meet tight dose limits. For robust optimization, the worst case dose approach was less sensitive to uncertainties than was the minmax approach for the prostate and skull-based cancer patients, whereas the minmax approach was superior for the head and neck cancer patients. The robustness of the IMPT plans was remarkably better after robust optimization than after PTV-based optimization, and the NLP-PTV-based optimization outperformed the LP-PTV-based optimization regarding robustness of clinical target volume coverage. In addition, plans generated using LP-based methods had notably fewer scanning spots than did those generated using NLP-based methods. © 2017 The Authors. Journal of Applied Clinical Medical Physics published by Wiley Periodicals, Inc. on behalf of American Association of Physicists in Medicine.
Wood transportation systems-a spin-off of a computerized information and mapping technique
William W. Phillips; Thomas J. Corcoran
1978-01-01
A computerized mapping system originally developed for planning the control of the spruce budworm in Maine has been extended into a tool for planning road net-work development and optimizing transportation costs. A budgetary process and a mathematical linear programming routine are used interactively with the mapping and information retrieval capabilities of the system...
Optimal Clustering in Graphs with Weighted Edges: A Unified Approach to the Threshold Problem.
ERIC Educational Resources Information Center
Goetschel, Roy; Voxman, William
1987-01-01
Relations on a finite set V are viewed as weighted graphs. Using the language of graph theory, two methods of partitioning V are examined: selecting threshold values and applying them to a maximal weighted spanning forest, and using a parametric linear program to obtain a most adhesive partition. (Author/EM)
A Conceptual View of the Officer Procurement Model (TOPOPS). Technical Report No. 73-73.
ERIC Educational Resources Information Center
Akman, Allan; Nordhauser, Fred
This report presents the conceptual design of a computer-based linear programing model of the Air Force officer procurement system called TOPOPS. The TOPOPS model is an aggregate model which simulates officer accession and training and is directed at optimizing officer procurement in terms of either minimizing cost or maximizing accession quality…
A Unified Approach to Optimization
2014-10-02
employee scheduling, ad placement, latin squares, disjunctions of linear systems, temporal modeling with interval variables, and traveling salesman problems ...integrating technologies. A key to integrated modeling is to formulate a problem with high-levelmetaconstraints, which are inspired by the “global... problem substructure to the solver. This contrasts with the atomistic modeling style of mixed integer programming (MIP) and satisfiability (SAT) solvers
2014-03-27
1959). On a linear-programming, combinatorial approach to the traveling - salesman problem . Operations Research, 58-66. Daugherty, P. J., Myers, M. B...1 Problem Statement... Problem Statement As of 01 September 2013, the USAF is tracking 12,571 individual Class VII assets valued at $213.5 million for final disposition
NASA Technical Reports Server (NTRS)
Collins, L.; Saunders, D.
1986-01-01
User information for program PROFILE, an aerodynamics design utility for refining, plotting, and tabulating airfoil profiles is provided. The theory and implementation details for two of the more complex options are also presented. These are the REFINE option, for smoothing curvature in selected regions while retaining or seeking some specified thickness ratio, and the OPTIMIZE option, which seeks a specified curvature distribution. REFINE uses linear techniques to manipulate ordinates via the central difference approximation to second derivatives, while OPTIMIZE works directly with curvature using nonlinear least squares techniques. Use of programs QPLOT and BPLOT is also described, since all of the plots provided by PROFILE (airfoil coordinates, curvature distributions) are achieved via the general purpose QPLOT utility. BPLOT illustrates (again, via QPLOT) the shape functions used by two of PROFILE's options. The programs were designed and implemented for the Applied Aerodynamics Branch at NASA Ames Research Center, Moffett Field, California, and written in FORTRAN and run on a VAX-11/780 under VMS.
Fisz, Jacek J
2006-12-07
The optimization approach based on the genetic algorithm (GA) combined with multiple linear regression (MLR) method, is discussed. The GA-MLR optimizer is designed for the nonlinear least-squares problems in which the model functions are linear combinations of nonlinear functions. GA optimizes the nonlinear parameters, and the linear parameters are calculated from MLR. GA-MLR is an intuitive optimization approach and it exploits all advantages of the genetic algorithm technique. This optimization method results from an appropriate combination of two well-known optimization methods. The MLR method is embedded in the GA optimizer and linear and nonlinear model parameters are optimized in parallel. The MLR method is the only one strictly mathematical "tool" involved in GA-MLR. The GA-MLR approach simplifies and accelerates considerably the optimization process because the linear parameters are not the fitted ones. Its properties are exemplified by the analysis of the kinetic biexponential fluorescence decay surface corresponding to a two-excited-state interconversion process. A short discussion of the variable projection (VP) algorithm, designed for the same class of the optimization problems, is presented. VP is a very advanced mathematical formalism that involves the methods of nonlinear functionals, algebra of linear projectors, and the formalism of Fréchet derivatives and pseudo-inverses. Additional explanatory comments are added on the application of recently introduced the GA-NR optimizer to simultaneous recovery of linear and weakly nonlinear parameters occurring in the same optimization problem together with nonlinear parameters. The GA-NR optimizer combines the GA method with the NR method, in which the minimum-value condition for the quadratic approximation to chi(2), obtained from the Taylor series expansion of chi(2), is recovered by means of the Newton-Raphson algorithm. The application of the GA-NR optimizer to model functions which are multi-linear combinations of nonlinear functions, is indicated. The VP algorithm does not distinguish the weakly nonlinear parameters from the nonlinear ones and it does not apply to the model functions which are multi-linear combinations of nonlinear functions.
NASA Astrophysics Data System (ADS)
Jaiswal, R. K.; Thomas, T.; Galkate, R. V.; Ghosh, N. C.; Singh, S.
2013-09-01
A scientifically developed catchment area treatment (CAT) plan and optimized pattern of crop areas may be the key for sustainable development of water resource, profitability in agriculture and improvement of overall economy in drought affected Bundelkhand region of Madhya Pradesh (India). In this study, an attempt has been made to develop a CAT plan using spatial variation of geology, geomorphology, soil, drainage, land use in geographical information system for selection of soil and water conservation measures and crop area optimization using linear programming for maximization of return considering water availability, area affinity, fertilizers, social and market constraints in Benisagar reservoir project of Chhatarpur district (M.P.). The scientifically developed CAT plan based on overlaying of spatial information consists of 58 mechanical measure (49 boulder bunds, 1 check dam, 7 cully plug and 1 percolation tank), 2.60 km2 land for agro forestry, 2.08 km2 land for afforestation in Benisagar dam and 67 mechanical measures (45 boulder bunds and 22 gully plugs), 7.79 km2 land for agro forestry, 5.24 km2 land for afforestation in Beniganj weir catchment with various agronomic measures for agriculture areas. The linear programming has been used for optimization of crop areas in Benisagar command for sustainable development considering various scenarios of water availability, efficiencies, affinity and fertilizers availability in the command. Considering present supply condition of water, fertilizers, area affinity and making command self sufficient in most of crops, the net benefit can be increase to Rs. 1.93 crores from 41.70 km2 irrigable area in Benisagar command by optimizing cropping pattern and reducing losses during conveyance and application of water.
NASA Astrophysics Data System (ADS)
Zhao, Dang-Jun; Song, Zheng-Yu
2017-08-01
This study proposes a multiphase convex programming approach for rapid reentry trajectory generation that satisfies path, waypoint and no-fly zone (NFZ) constraints on Common Aerial Vehicles (CAVs). Because the time when the vehicle reaches the waypoint is unknown, the trajectory of the vehicle is divided into several phases according to the prescribed waypoints, rendering a multiphase optimization problem with free final time. Due to the requirement of rapidity, the minimum flight time of each phase index is preferred over other indices in this research. The sequential linearization is used to approximate the nonlinear dynamics of the vehicle as well as the nonlinear concave path constraints on the heat rate, dynamic pressure, and normal load; meanwhile, the convexification techniques are proposed to relax the concave constraints on control variables. Next, the original multiphase optimization problem is reformulated as a standard second-order convex programming problem. Theoretical analysis is conducted to show that the original problem and the converted problem have the same solution. Numerical results are presented to demonstrate that the proposed approach is efficient and effective.
Edwards, G P
1997-10-01
Seasonal diet selection in the yellow-bellied marmot (Marmota flaviventris) was studied at two sites in Montana during 1991 and 1992. A linear programming model of optimal diet selection successfully predicted the composition of observed diets (monocot versus dicot) in eight out of ten cases early in the active season (April-June). During this period, adult, yearling and juvenile marmots selected diets consistent with the predicted goal of energy maximisation. However, late in the active season (July-August), the model predicted the diet composition in only one out of six cases. In all six late-season determinations, the model underestimated the amount of monocot in the diet. Possible reasons why the model failed to reliably predict diet composition late in the active season are discussed.
A Mixed Integer Linear Program for Solving a Multiple Route Taxi Scheduling Problem
NASA Technical Reports Server (NTRS)
Montoya, Justin Vincent; Wood, Zachary Paul; Rathinam, Sivakumar; Malik, Waqar Ahmad
2010-01-01
Aircraft movements on taxiways at busy airports often create bottlenecks. This paper introduces a mixed integer linear program to solve a Multiple Route Aircraft Taxi Scheduling Problem. The outputs of the model are in the form of optimal taxi schedules, which include routing decisions for taxiing aircraft. The model extends an existing single route formulation to include routing decisions. An efficient comparison framework compares the multi-route formulation and the single route formulation. The multi-route model is exercised for east side airport surface traffic at Dallas/Fort Worth International Airport to determine if any arrival taxi time savings can be achieved by allowing arrivals to have two taxi routes: a route that crosses an active departure runway and a perimeter route that avoids the crossing. Results indicate that the multi-route formulation yields reduced arrival taxi times over the single route formulation only when a perimeter taxiway is used. In conditions where the departure aircraft are given an optimal and fixed takeoff sequence, accumulative arrival taxi time savings in the multi-route formulation can be as high as 3.6 hours more than the single route formulation. If the departure sequence is not optimal, the multi-route formulation results in less taxi time savings made over the single route formulation, but the average arrival taxi time is significantly decreased.
NASA Astrophysics Data System (ADS)
Kassa, Semu Mitiku; Tsegay, Teklay Hailay
2017-08-01
Tri-level optimization problems are optimization problems with three nested hierarchical structures, where in most cases conflicting objectives are set at each level of hierarchy. Such problems are common in management, engineering designs and in decision making situations in general, and are known to be strongly NP-hard. Existing solution methods lack universality in solving these types of problems. In this paper, we investigate a tri-level programming problem with quadratic fractional objective functions at each of the three levels. A solution algorithm has been proposed by applying fuzzy goal programming approach and by reformulating the fractional constraints to equivalent but non-fractional non-linear constraints. Based on the transformed formulation, an iterative procedure is developed that can yield a satisfactory solution to the tri-level problem. The numerical results on various illustrative examples demonstrated that the proposed algorithm is very much promising and it can also be used to solve larger-sized as well as n-level problems of similar structure.
A novel approach based on preference-based index for interval bilevel linear programming problem.
Ren, Aihong; Wang, Yuping; Xue, Xingsi
2017-01-01
This paper proposes a new methodology for solving the interval bilevel linear programming problem in which all coefficients of both objective functions and constraints are considered as interval numbers. In order to keep as much uncertainty of the original constraint region as possible, the original problem is first converted into an interval bilevel programming problem with interval coefficients in both objective functions only through normal variation of interval number and chance-constrained programming. With the consideration of different preferences of different decision makers, the concept of the preference level that the interval objective function is preferred to a target interval is defined based on the preference-based index. Then a preference-based deterministic bilevel programming problem is constructed in terms of the preference level and the order relation [Formula: see text]. Furthermore, the concept of a preference δ -optimal solution is given. Subsequently, the constructed deterministic nonlinear bilevel problem is solved with the help of estimation of distribution algorithm. Finally, several numerical examples are provided to demonstrate the effectiveness of the proposed approach.
Robust optimization-based DC optimal power flow for managing wind generation uncertainty
NASA Astrophysics Data System (ADS)
Boonchuay, Chanwit; Tomsovic, Kevin; Li, Fangxing; Ongsakul, Weerakorn
2012-11-01
Integrating wind generation into the wider grid causes a number of challenges to traditional power system operation. Given the relatively large wind forecast errors, congestion management tools based on optimal power flow (OPF) need to be improved. In this paper, a robust optimization (RO)-based DCOPF is proposed to determine the optimal generation dispatch and locational marginal prices (LMPs) for a day-ahead competitive electricity market considering the risk of dispatch cost variation. The basic concept is to use the dispatch to hedge against the possibility of reduced or increased wind generation. The proposed RO-based DCOPF is compared with a stochastic non-linear programming (SNP) approach on a modified PJM 5-bus system. Primary test results show that the proposed DCOPF model can provide lower dispatch cost than the SNP approach.
Zheng, Wenming; Lin, Zhouchen; Wang, Haixian
2014-04-01
A novel discriminant analysis criterion is derived in this paper under the theoretical framework of Bayes optimality. In contrast to the conventional Fisher's discriminant criterion, the major novelty of the proposed one is the use of L1 norm rather than L2 norm, which makes it less sensitive to the outliers. With the L1-norm discriminant criterion, we propose a new linear discriminant analysis (L1-LDA) method for linear feature extraction problem. To solve the L1-LDA optimization problem, we propose an efficient iterative algorithm, in which a novel surrogate convex function is introduced such that the optimization problem in each iteration is to simply solve a convex programming problem and a close-form solution is guaranteed to this problem. Moreover, we also generalize the L1-LDA method to deal with the nonlinear robust feature extraction problems via the use of kernel trick, and hereafter proposed the L1-norm kernel discriminant analysis (L1-KDA) method. Extensive experiments on simulated and real data sets are conducted to evaluate the effectiveness of the proposed method in comparing with the state-of-the-art methods.
Can Structural Optimization Explain Slow Dynamics of Rocks?
NASA Astrophysics Data System (ADS)
Kim, H.; Vistisen, O.; Tencate, J. A.
2009-12-01
Slow dynamics is a recovery process that describes the return to an equilibrium state after some external energy input is applied and then removed. Experimental studies on many rocks have shown that a modest acoustic energy input results in slow dynamics. The recovery process of the stiffness has consistently been found to be linear to log(time) for a wide range of geomaterials and the time constants appear to be unique to the material [TenCate JA, Shankland TJ (1996), Geophys Res Lett 23, 3019-3022]. Measurements of this nonequilibrium effect in rocks (e.g. sandstones and limestones) have been linked directly to the cement holding the individual grains together [Darling TW, TenCate JA, Brown DW, Clausen B, Vogel SC (2004), Geophys Res Lett 31, L16604], also suggesting a potential link to porosity and permeability. Noting that slow dynamics consistently returns the overall stiffness of rocks to its maximum (original) state, it is hypothesized that the original state represents the global minimum strain energy state. Consequently the slow dynamics process represents the global minimization or optimization process. Structural optimization, which has been developed for engineering design, minimises the total strain energy by rearranging the material distribution [Kim H, Querin OM, Steven GP, Xie YM (2002), Struct Multidiscip Optim 24, 441-448]. The optimization process effectively rearranges the way the material is cemented. One of the established global optimization methods is simulated annealing (SA). Derived from cooling of metal to a thermal equilibrium, SA finds an optimum solution by iteratively moving the system towards the minimum energy state with a probability of 'uphill' moves. It has been established that the global optimum can be guaranteed by applying a log(time) linear cooling schedule [Hajek B (1988, Math Ops Res, 15, 311-329]. This work presents the original study of applying SA to the maximum stiffness optimization problem. Preliminary results indicate that the maximum stiffness solutions are achieved when using log(time) linear cooling schedule. The optimization history reveals that the overall stiffness of the structure is increased linearly to log(time). The results closely resemble the slow dynamics stiffness recovery of geomaterials and support the hypothesis that the slow dynamics is an optimization process for strain energy. [Work supported by the Department of Energy through the LANL/LDRD Program].
Genetic Programming Transforms in Linear Regression Situations
NASA Astrophysics Data System (ADS)
Castillo, Flor; Kordon, Arthur; Villa, Carlos
The chapter summarizes the use of Genetic Programming (GP) inMultiple Linear Regression (MLR) to address multicollinearity and Lack of Fit (LOF). The basis of the proposed method is applying appropriate input transforms (model respecification) that deal with these issues while preserving the information content of the original variables. The transforms are selected from symbolic regression models with optimal trade-off between accuracy of prediction and expressional complexity, generated by multiobjective Pareto-front GP. The chapter includes a comparative study of the GP-generated transforms with Ridge Regression, a variant of ordinary Multiple Linear Regression, which has been a useful and commonly employed approach for reducing multicollinearity. The advantages of GP-generated model respecification are clearly defined and demonstrated. Some recommendations for transforms selection are given as well. The application benefits of the proposed approach are illustrated with a real industrial application in one of the broadest empirical modeling areas in manufacturing - robust inferential sensors. The chapter contributes to increasing the awareness of the potential of GP in statistical model building by MLR.
Optimal control of LQG problem with an explicit trade-off between mean and variance
NASA Astrophysics Data System (ADS)
Qian, Fucai; Xie, Guo; Liu, Ding; Xie, Wenfang
2011-12-01
For discrete-time linear-quadratic Gaussian (LQG) control problems, a utility function on the expectation and the variance of the conventional performance index is considered. The utility function is viewed as an overall objective of the system and can perform the optimal trade-off between the mean and the variance of performance index. The nonlinear utility function is first converted into an auxiliary parameters optimisation problem about the expectation and the variance. Then an optimal closed-loop feedback controller for the nonseparable mean-variance minimisation problem is designed by nonlinear mathematical programming. Finally, simulation results are given to verify the algorithm's effectiveness obtained in this article.
Study on Web-Based Tool for Regional Agriculture Industry Structure Optimization Using Ajax
NASA Astrophysics Data System (ADS)
Huang, Xiaodong; Zhu, Yeping
According to the research status of regional agriculture industry structure adjustment information system and the current development of information technology, this paper takes web-based regional agriculture industry structure optimization tool as research target. This paper introduces Ajax technology and related application frameworks to build an auxiliary toolkit of decision support system for agricultural policy maker and economy researcher. The toolkit includes a “one page” style component of regional agriculture industry structure optimization which provides agile arguments setting method that enables applying sensitivity analysis and usage of data and comparative advantage analysis result, and a component that can solve the linear programming model and its dual problem by simplex method.
Guo, P; Huang, G H
2009-01-01
In this study, an inexact fuzzy chance-constrained two-stage mixed-integer linear programming (IFCTIP) approach is proposed for supporting long-term planning of waste-management systems under multiple uncertainties in the City of Regina, Canada. The method improves upon the existing inexact two-stage programming and mixed-integer linear programming techniques by incorporating uncertainties expressed as multiple uncertainties of intervals and dual probability distributions within a general optimization framework. The developed method can provide an effective linkage between the predefined environmental policies and the associated economic implications. Four special characteristics of the proposed method make it unique compared with other optimization techniques that deal with uncertainties. Firstly, it provides a linkage to predefined policies that have to be respected when a modeling effort is undertaken; secondly, it is useful for tackling uncertainties presented as intervals, probabilities, fuzzy sets and their incorporation; thirdly, it facilitates dynamic analysis for decisions of facility-expansion planning and waste-flow allocation within a multi-facility, multi-period, multi-level, and multi-option context; fourthly, the penalties are exercised with recourse against any infeasibility, which permits in-depth analyses of various policy scenarios that are associated with different levels of economic consequences when the promised solid waste-generation rates are violated. In a companion paper, the developed method is applied to a real case for the long-term planning of waste management in the City of Regina, Canada.
Saa, Pedro A.; Nielsen, Lars K.
2016-01-01
Motivation: Computation of steady-state flux solutions in large metabolic models is routinely performed using flux balance analysis based on a simple LP (Linear Programming) formulation. A minimal requirement for thermodynamic feasibility of the flux solution is the absence of internal loops, which are enforced using ‘loopless constraints’. The resulting loopless flux problem is a substantially harder MILP (Mixed Integer Linear Programming) problem, which is computationally expensive for large metabolic models. Results: We developed a pre-processing algorithm that significantly reduces the size of the original loopless problem into an easier and equivalent MILP problem. The pre-processing step employs a fast matrix sparsification algorithm—Fast- sparse null-space pursuit (SNP)—inspired by recent results on SNP. By finding a reduced feasible ‘loop-law’ matrix subject to known directionalities, Fast-SNP considerably improves the computational efficiency in several metabolic models running different loopless optimization problems. Furthermore, analysis of the topology encoded in the reduced loop matrix enabled identification of key directional constraints for the potential permanent elimination of infeasible loops in the underlying model. Overall, Fast-SNP is an effective and simple algorithm for efficient formulation of loop-law constraints, making loopless flux optimization feasible and numerically tractable at large scale. Availability and Implementation: Source code for MATLAB including examples is freely available for download at http://www.aibn.uq.edu.au/cssb-resources under Software. Optimization uses Gurobi, CPLEX or GLPK (the latter is included with the algorithm). Contact: lars.nielsen@uq.edu.au Supplementary information: Supplementary data are available at Bioinformatics online. PMID:27559155
Levesque, Sarah; Delisle, Hélène; Agueh, Victoire
2015-03-01
Food guides are important tools for nutrition education. While developing a food guide in Benin, the objective was to determine the daily number of servings per food group and the portion sizes of common foods to be recommended. Linear programming (LP) was used to determine, for each predefined food group, the optimal number and size of servings of commonly consumed foods. Two types of constraints were introduced into the LP models: (i) WHO/FAO Recommended Nutrient Intakes and dietary guidelines for the prevention of chronic diseases; and (ii) dietary patterns based on local food consumption data recently collected in southern Benin in 541 adults. Dietary intakes of the upper tertile of participants for diet quality based on prevention and micronutrient adequacy scores were used in the LP algorithms. Southern area of the Republic of Benin. Local key-players in nutrition (n 30) from the government, academic institutions, international organizations and civil society were partners in the development of the food guide directed at the population. The number of servings per food group and the portion size for eight age-sex groups were determined. For four limiting micronutrients (Fe, Ca, folate and Zn), local diets could be optimized to meet only 70 % of the Recommended Nutrient Intakes, not 100 %. It was possible to determine the daily number of servings and the portion sizes of common foods that can be recommended in Benin with the help of LP to optimize local diets, although Recommended Nutrient Intakes were not fully met for a few critical micronutrients.
DOE Office of Scientific and Technical Information (OSTI.GOV)
Hoffman, A.L.; Slough, J.T.
1983-09-01
Four major areas have been investigated in the triggered reconnection experiment (TRX) program. These areas are flux trapping; formation (reconnection and axial dynamics); stability; and lifetime. This report describes the progress in each of these areas. Flux trapping for relatively slow field reversal rates due to the formation of a wall sheath has been accomplished and techniques have been developed for both triggered and programmed reconnection and the formation process has been optimized for maximum flux retention. Rotational n=2 instability has been controlled through the use of octopole barrier fields and long particle lifetimes have been achieved through optimization ofmore » the formation process. 46 refs., 63 figs., 4 tabs. (FI)« less
A Scheme to Optimize Flow Routing and Polling Switch Selection of Software Defined Networks.
Chen, Huan; Li, Lemin; Ren, Jing; Wang, Yang; Zhao, Yangming; Wang, Xiong; Wang, Sheng; Xu, Shizhong
2015-01-01
This paper aims at minimizing the communication cost for collecting flow information in Software Defined Networks (SDN). Since flow-based information collecting method requires too much communication cost, and switch-based method proposed recently cannot benefit from controlling flow routing, jointly optimize flow routing and polling switch selection is proposed to reduce the communication cost. To this end, joint optimization problem is formulated as an Integer Linear Programming (ILP) model firstly. Since the ILP model is intractable in large size network, we also design an optimal algorithm for the multi-rooted tree topology and an efficient heuristic algorithm for general topology. According to extensive simulations, it is found that our method can save up to 55.76% communication cost compared with the state-of-the-art switch-based scheme.
Siragusa, Enrico; Haiminen, Niina; Utro, Filippo; Parida, Laxmi
2017-10-09
Computer simulations can be used to study population genetic methods, models and parameters, as well as to predict potential outcomes. For example, in plant populations, predicting the outcome of breeding operations can be studied using simulations. In-silico construction of populations with pre-specified characteristics is an important task in breeding optimization and other population genetic studies. We present two linear time Simulation using Best-fit Algorithms (SimBA) for two classes of problems where each co-fits two distributions: SimBA-LD fits linkage disequilibrium and minimum allele frequency distributions, while SimBA-hap fits founder-haplotype and polyploid allele dosage distributions. An incremental gap-filling version of previously introduced SimBA-LD is here demonstrated to accurately fit the target distributions, allowing efficient large scale simulations. SimBA-hap accuracy and efficiency is demonstrated by simulating tetraploid populations with varying numbers of founder haplotypes, we evaluate both a linear time greedy algoritm and an optimal solution based on mixed-integer programming. SimBA is available on http://researcher.watson.ibm.com/project/5669.
ERIC Educational Resources Information Center
Williams, Daniel G.
Planners in multicounty rural areas can use the Rural Development, Activity Analysis Planning (RDAAP) model to try to influence the optimal growth of their areas among different general economic goals. The model implies that best industries for rural areas have: high proportion of imported inputs; low transportation costs; high value added/output…
USDA-ARS?s Scientific Manuscript database
Given global pressure to improve food security, there is increasing interest in the question of whether we should feed animals to feed humans. Another question is whether there is sufficient domestically produced food to meet a population’s nutrient requirements. A linear programming approach to ide...
On solving three-dimensional open-dimension rectangular packing problems
NASA Astrophysics Data System (ADS)
Junqueira, Leonardo; Morabito, Reinaldo
2017-05-01
In this article, a recently proposed three-dimensional open-dimension rectangular packing problem is considered, in which the objective is to find a minimal volume rectangular container that packs a set of rectangular boxes. The literature has tackled small-sized instances of this problem by means of optimization solvers, position-free mixed-integer programming (MIP) formulations and piecewise linearization approaches. In this study, the problem is alternatively addressed by means of grid-based position MIP formulations, whereas still considering optimization solvers and the same piecewise linearization techniques. A comparison of the computational performance of both models is then presented, when tested with benchmark problem instances and with new instances, and it is shown that the grid-based position MIP formulation can be competitive, depending on the characteristics of the instances. The grid-based position MIP formulation is also embedded with real-world practical constraints, such as cargo stability, and results are additionally presented.
An improved exploratory search technique for pure integer linear programming problems
NASA Technical Reports Server (NTRS)
Fogle, F. R.
1990-01-01
The development is documented of a heuristic method for the solution of pure integer linear programming problems. The procedure draws its methodology from the ideas of Hooke and Jeeves type 1 and 2 exploratory searches, greedy procedures, and neighborhood searches. It uses an efficient rounding method to obtain its first feasible integer point from the optimal continuous solution obtained via the simplex method. Since this method is based entirely on simple addition or subtraction of one to each variable of a point in n-space and the subsequent comparison of candidate solutions to a given set of constraints, it facilitates significant complexity improvements over existing techniques. It also obtains the same optimal solution found by the branch-and-bound technique in 44 of 45 small to moderate size test problems. Two example problems are worked in detail to show the inner workings of the method. Furthermore, using an established weighted scheme for comparing computational effort involved in an algorithm, a comparison of this algorithm is made to the more established and rigorous branch-and-bound method. A computer implementation of the procedure, in PC compatible Pascal, is also presented and discussed.
Simic, Vladimir; Dimitrijevic, Branka
2015-02-01
An interval linear programming approach is used to formulate and comprehensively test a model for optimal long-term planning of vehicle recycling in the Republic of Serbia. The proposed model is applied to a numerical case study: a 4-year planning horizon (2013-2016) is considered, three legislative cases and three scrap metal price trends are analysed, availability of final destinations for sorted waste flows is explored. Potential and applicability of the developed model are fully illustrated. Detailed insights on profitability and eco-efficiency of the projected contemporary equipped vehicle recycling factory are presented. The influences of the ordinance on the management of end-of-life vehicles in the Republic of Serbia on the vehicle hulks procuring, sorting generated material fractions, sorted waste allocation and sorted metals allocation decisions are thoroughly examined. The validity of the waste management strategy for the period 2010-2019 is tested. The formulated model can create optimal plans for procuring vehicle hulks, sorting generated material fractions, allocating sorted waste flows and allocating sorted metals. Obtained results are valuable for supporting the construction and/or modernisation process of a vehicle recycling system in the Republic of Serbia. © The Author(s) 2015.
Li, Zukui; Ding, Ran; Floudas, Christodoulos A.
2011-01-01
Robust counterpart optimization techniques for linear optimization and mixed integer linear optimization problems are studied in this paper. Different uncertainty sets, including those studied in literature (i.e., interval set; combined interval and ellipsoidal set; combined interval and polyhedral set) and new ones (i.e., adjustable box; pure ellipsoidal; pure polyhedral; combined interval, ellipsoidal, and polyhedral set) are studied in this work and their geometric relationship is discussed. For uncertainty in the left hand side, right hand side, and objective function of the optimization problems, robust counterpart optimization formulations induced by those different uncertainty sets are derived. Numerical studies are performed to compare the solutions of the robust counterpart optimization models and applications in refinery production planning and batch process scheduling problem are presented. PMID:21935263
NASA Astrophysics Data System (ADS)
Serrat-Capdevila, A.; Valdes, J. B.
2005-12-01
An optimization approach for the operation of international multi-reservoir systems is presented. The approach uses Stochastic Dynamic Programming (SDP) algorithms, both steady-state and real-time, to develop two models. In the first model, the reservoirs and flows of the system are aggregated to yield an equivalent reservoir, and the obtained operating policies are disaggregated using a non-linear optimization procedure for each reservoir and for each nation water balance. In the second model a multi-reservoir approach is applied, disaggregating the releases for each country water share in each reservoir. The non-linear disaggregation algorithm uses SDP-derived operating policies as boundary conditions for a local time-step optimization. Finally, the performance of the different approaches and methods is compared. These models are applied to the Amistad-Falcon International Reservoir System as part of a binational dynamic modeling effort to develop a decision support system tool for a better management of the water resources in the Lower Rio Grande Basin, currently enduring a severe drought.
Drag reduction of a car model by linear genetic programming control
NASA Astrophysics Data System (ADS)
Li, Ruiying; Noack, Bernd R.; Cordier, Laurent; Borée, Jacques; Harambat, Fabien
2017-08-01
We investigate open- and closed-loop active control for aerodynamic drag reduction of a car model. Turbulent flow around a blunt-edged Ahmed body is examined at ReH≈ 3× 105 based on body height. The actuation is performed with pulsed jets at all trailing edges (multiple inputs) combined with a Coanda deflection surface. The flow is monitored with 16 pressure sensors distributed at the rear side (multiple outputs). We apply a recently developed model-free control strategy building on genetic programming in Dracopoulos and Kent (Neural Comput Appl 6:214-228, 1997) and Gautier et al. (J Fluid Mech 770:424-441, 2015). The optimized control laws comprise periodic forcing, multi-frequency forcing and sensor-based feedback including also time-history information feedback and combinations thereof. Key enabler is linear genetic programming (LGP) as powerful regression technique for optimizing the multiple-input multiple-output control laws. The proposed LGP control can select the best open- or closed-loop control in an unsupervised manner. Approximately 33% base pressure recovery associated with 22% drag reduction is achieved in all considered classes of control laws. Intriguingly, the feedback actuation emulates periodic high-frequency forcing. In addition, the control identified automatically the only sensor which listens to high-frequency flow components with good signal to noise ratio. Our control strategy is, in principle, applicable to all multiple actuators and sensors experiments.
Raymond, Jofrey; Kassim, Neema; Rose, Jerman W.; Agaba, Morris
2017-01-01
ABSTRACT Background: Achieving nutritional goals of infants and young children while maintaining the intake of local and culture-specific foods can be a daunting task. Diet optimisation using linear goal programming (LP) can effectively generate optimal formulations incorporating local and culturally acceptable foods. Objective: The primary objective of this study was to determine whether a realistic and affordable diet that achieves dietary recommended intakes (DRIs) for 22 selected nutrients can be formulated for rural 6–23-month-old children in Tanzania. Design: Dietary intakes of 400 children aged 6–23 months were assessed using a weighed dietary record (WDR), 24-hour dietary recalls and a 7-days food record. A market survey was also carried out to estimate the cost per 100 g of edible portion of foods that are commonly consumed in the study area. Dietary and market survey data were then used to define LP model parameters for diet optimisation. All LP analyses were done using linear program solver (LiPS) version 1.9.4 to generate optimal food formulations. Results: Optimal formulations that achieved DRIs for 20 nutrients for children aged 6–11 months and all selected nutrients for children aged 12–23 months were successfully developed at a twofold cost of the observed food purchase across age groups. Optimal formulations contained a mixture of ingredients such as wholegrain cereals, Irish potatoes, pulses and seeds, fish and poultry meat as well as fruits and vegetables that can be sourced locally. Conclusions: Our findings revealed that given the available food choices, it is possible to develop optimal formulations that can improve dietary adequacy for rural 6–23-month-old children if food budget for the child’s diets is doubled. These findings suggest the need for setting alternative interventions which can help households increase access to nutrient-dense foods that can fill the identified nutrient gaps. PMID:28814951
Gradient design for liquid chromatography using multi-scale optimization.
López-Ureña, S; Torres-Lapasió, J R; Donat, R; García-Alvarez-Coque, M C
2018-01-26
In reversed phase-liquid chromatography, the usual solution to the "general elution problem" is the application of gradient elution with programmed changes of organic solvent (or other properties). A correct quantification of chromatographic peaks in liquid chromatography requires well resolved signals in a proper analysis time. When the complexity of the sample is high, the gradient program should be accommodated to the local resolution needs of each analyte. This makes the optimization of such situations rather troublesome, since enhancing the resolution for a given analyte may imply a collateral worsening of the resolution of other analytes. The aim of this work is to design multi-linear gradients that maximize the resolution, while fulfilling some restrictions: all peaks should be eluted before a given maximal time, the gradient should be flat or increasing, and sudden changes close to eluting peaks are penalized. Consequently, an equilibrated baseline resolution for all compounds is sought. This goal is achieved by splitting the optimization problem in a multi-scale framework. In each scale κ, an optimization problem is solved with N κ ≈ 2 κ variables that are used to build the gradients. The N κ variables define cubic splines written in terms of a B-spline basis. This allows expressing gradients as polygonals of M points approximating the splines. The cubic splines are built using subdivision schemes, a technique of fast generation of smooth curves, compatible with the multi-scale framework. Owing to the nature of the problem and the presence of multiple local maxima, the algorithm used in the optimization problem of each scale κ should be "global", such as the pattern-search algorithm. The multi-scale optimization approach is successfully applied to find the best multi-linear gradient for resolving a mixture of amino acid derivatives. Copyright © 2017 Elsevier B.V. All rights reserved.
NASA Technical Reports Server (NTRS)
Dzielski, John Edward
1988-01-01
Recent developments in the area of nonlinear control theory have shown how coordiante changes in the state and input spaces can be used with nonlinear feedback to transform certain nonlinear ordinary differential equations into equivalent linear equations. These feedback linearization techniques are applied to resolve two problems arising in the control of spacecraft equipped with control moment gyroscopes (CMGs). The first application involves the computation of rate commands for the gimbals that rotate the individual gyroscopes to produce commanded torques on the spacecraft. The second application is to the long-term management of stored momentum in the system of control moment gyroscopes using environmental torques acting on the vehicle. An approach to distributing control effort among a group of redundant actuators is described that uses feedback linearization techniques to parameterize sets of controls which influence a specified subsystem in a desired way. The approach is adapted for use in spacecraft control with double-gimballed gyroscopes to produce an algorithm that avoids problematic gimbal configurations by approximating sets of gimbal rates that drive CMG rotors into desirable configurations. The momentum management problem is stated as a trajectory optimization problem with a nonlinear dynamical constraint. Feedback linearization and collocation are used to transform this problem into an unconstrainted nonlinear program. The approach to trajectory optimization is fast and robust. A number of examples are presented showing applications to the proposed NASA space station.
Corominas, Albert; Fossas, Enric
2015-01-01
We assume a monopolistic market for a non-durable non-renewable resource such as crude oil, phosphates or fossil water. Stating the problem of obtaining optimal policies on extraction and pricing of the resource as a non-linear program allows general conclusions to be drawn under diverse assumptions about the demand curve, discount rates and length of the planning horizon. We compare the results with some common beliefs about the pace of exhaustion of this kind of resources.
Pavement maintenance optimization model using Markov Decision Processes
NASA Astrophysics Data System (ADS)
Mandiartha, P.; Duffield, C. F.; Razelan, I. S. b. M.; Ismail, A. b. H.
2017-09-01
This paper presents an optimization model for selection of pavement maintenance intervention using a theory of Markov Decision Processes (MDP). There are some particular characteristics of the MDP developed in this paper which distinguish it from other similar studies or optimization models intended for pavement maintenance policy development. These unique characteristics include a direct inclusion of constraints into the formulation of MDP, the use of an average cost method of MDP, and the policy development process based on the dual linear programming solution. The limited information or discussions that are available on these matters in terms of stochastic based optimization model in road network management motivates this study. This paper uses a data set acquired from road authorities of state of Victoria, Australia, to test the model and recommends steps in the computation of MDP based stochastic optimization model, leading to the development of optimum pavement maintenance policy.
Fuel management optimization using genetic algorithms and code independence
DOE Office of Scientific and Technical Information (OSTI.GOV)
DeChaine, M.D.; Feltus, M.A.
1994-12-31
Fuel management optimization is a hard problem for traditional optimization techniques. Loading pattern optimization is a large combinatorial problem without analytical derivative information. Therefore, methods designed for continuous functions, such as linear programming, do not always work well. Genetic algorithms (GAs) address these problems and, therefore, appear ideal for fuel management optimization. They do not require derivative information and work well with combinatorial. functions. The GAs are a stochastic method based on concepts from biological genetics. They take a group of candidate solutions, called the population, and use selection, crossover, and mutation operators to create the next generation of bettermore » solutions. The selection operator is a {open_quotes}survival-of-the-fittest{close_quotes} operation and chooses the solutions for the next generation. The crossover operator is analogous to biological mating, where children inherit a mixture of traits from their parents, and the mutation operator makes small random changes to the solutions.« less
A superlinear interior points algorithm for engineering design optimization
NASA Technical Reports Server (NTRS)
Herskovits, J.; Asquier, J.
1990-01-01
We present a quasi-Newton interior points algorithm for nonlinear constrained optimization. It is based on a general approach consisting of the iterative solution in the primal and dual spaces of the equalities in Karush-Kuhn-Tucker optimality conditions. This is done in such a way to have primal and dual feasibility at each iteration, which ensures satisfaction of those optimality conditions at the limit points. This approach is very strong and efficient, since at each iteration it only requires the solution of two linear systems with the same matrix, instead of quadratic programming subproblems. It is also particularly appropriate for engineering design optimization inasmuch at each iteration a feasible design is obtained. The present algorithm uses a quasi-Newton approximation of the second derivative of the Lagrangian function in order to have superlinear asymptotic convergence. We discuss theoretical aspects of the algorithm and its computer implementation.
Water-resources optimization model for Santa Barbara, California
Nishikawa, Tracy
1998-01-01
A simulation-optimization model has been developed for the optimal management of the city of Santa Barbara's water resources during a drought. The model, which links groundwater simulation with linear programming, has a planning horizon of 5 years. The objective is to minimize the cost of water supply subject to: water demand constraints, hydraulic head constraints to control seawater intrusion, and water capacity constraints. The decision variables are montly water deliveries from surface water and groundwater. The state variables are hydraulic heads. The drought of 1947-51 is the city's worst drought on record, and simulated surface-water supplies for this period were used as a basis for testing optimal management of current water resources under drought conditions. The simulation-optimization model was applied using three reservoir operation rules. In addition, the model's sensitivity to demand, carry over [the storage of water in one year for use in the later year(s)], head constraints, and capacity constraints was tested.
MIDACO on MINLP space applications
NASA Astrophysics Data System (ADS)
Schlueter, Martin; Erb, Sven O.; Gerdts, Matthias; Kemble, Stephen; Rückmann, Jan-J.
2013-04-01
A numerical study on two challenging mixed-integer non-linear programming (MINLP) space applications and their optimization with MIDACO, a recently developed general purpose optimization software, is presented. These applications are the optimal control of the ascent of a multiple-stage space launch vehicle and the space mission trajectory design from Earth to Jupiter using multiple gravity assists. Additionally, an NLP aerospace application, the optimal control of an F8 aircraft manoeuvre, is discussed and solved. In order to enhance the optimization performance of MIDACO a hybridization technique, coupling MIDACO with an SQP algorithm, is presented for two of these three applications. The numerical results show, that the applications can be solved to their best known solution (or even new best solution) in a reasonable time by the considered approach. Since using the concept of MINLP is still a novelty in the field of (aero)space engineering, the demonstrated capabilities are seen as very promising.
HIV Treatment and Prevention: A Simple Model to Determine Optimal Investment.
Juusola, Jessie L; Brandeau, Margaret L
2016-04-01
To create a simple model to help public health decision makers determine how to best invest limited resources in HIV treatment scale-up and prevention. A linear model was developed for determining the optimal mix of investment in HIV treatment and prevention, given a fixed budget. The model incorporates estimates of secondary health benefits accruing from HIV treatment and prevention and allows for diseconomies of scale in program costs and subadditive benefits from concurrent program implementation. Data sources were published literature. The target population was individuals infected with HIV or at risk of acquiring it. Illustrative examples of interventions include preexposure prophylaxis (PrEP), community-based education (CBE), and antiretroviral therapy (ART) for men who have sex with men (MSM) in the US. Outcome measures were incremental cost, quality-adjusted life-years gained, and HIV infections averted. Base case analysis indicated that it is optimal to invest in ART before PrEP and to invest in CBE before scaling up ART. Diseconomies of scale reduced the optimal investment level. Subadditivity of benefits did not affect the optimal allocation for relatively low implementation levels. The sensitivity analysis indicated that investment in ART before PrEP was optimal in all scenarios tested. Investment in ART before CBE became optimal when CBE reduced risky behavior by 4% or less. Limitations of the study are that dynamic effects are approximated with a static model. Our model provides a simple yet accurate means of determining optimal investment in HIV prevention and treatment. For MSM in the US, HIV control funds should be prioritized on inexpensive, effective programs like CBE, then on ART scale-up, with only minimal investment in PrEP. © The Author(s) 2015.
The role of service areas in the optimization of FSS orbital and frequency assignments
NASA Technical Reports Server (NTRS)
Levis, C. A.; Wang, C.-W.; Yamamura, Y.; Reilly, C. H.; Gonsalvez, D. J.
1986-01-01
An implicit relationship is derived which relates the topocentric separation of two satellites required for a given level of single-entry protection to the separation and orientation of their service areas. The results are presented explicitly for circular beams and topocentric angles. A computational approach is given for elliptical beams and for use with longitude and latitude variables. It is found that the geocentric separation depends primarily on the service area separation, secondarily on a parameter which characterizes the electrical design, and only slightly on the mean orbital position of the satellites. Both linear programming and mixed integer programming algorithms are implemented. Possible objective function choices are discussed, and explicit formulations are presented for the choice of the sum of the absolute deviations of the orbital locations from some prescribed 'ideal' location set. A test problem involving six service areas is examined with results that are encouraging with respect to applying the linear programming procedure to larger scenarios.
Two-dimensional computer simulation of EMVJ and grating solar cells under AMO illumination
NASA Technical Reports Server (NTRS)
Gray, J. L.; Schwartz, R. J.
1984-01-01
A computer program, SCAP2D (Solar Cell Analysis Program in 2-Dimensions), is used to evaluate the Etched Multiple Vertical Junction (EMVJ) and grating solar cells. The aim is to demonstrate how SCAP2D can be used to evaluate cell designs. The cell designs studied are by no means optimal designs. The SCAP2D program solves the three coupled, nonlinear partial differential equations, Poisson's Equation and the hole and electron continuity equations, simultaneously in two-dimensions using finite differences to discretize the equations and Newton's Method to linearize them. The variables solved for are the electrostatic potential and the hole and electron concentrations. Each linear system of equations is solved directly by Gaussian Elimination. Convergence of the Newton Iteration is assumed when the largest correction to the electrostatic potential or hole or electron quasi-potential is less than some predetermined error. A typical problem involves 2000 nodes with a Jacobi matrix of order 6000 and a bandwidth of 243.
NASA Astrophysics Data System (ADS)
Sandhu, Amit
A sequential quadratic programming method is proposed for solving nonlinear optimal control problems subject to general path constraints including mixed state-control and state only constraints. The proposed algorithm further develops on the approach proposed in [1] with objective to eliminate the use of a high number of time intervals for arriving at an optimal solution. This is done by introducing an adaptive time discretization to allow formation of a desirable control profile without utilizing a lot of intervals. The use of fewer time intervals reduces the computation time considerably. This algorithm is further used in this thesis to solve a trajectory planning problem for higher elevation Mars landing.
Optimization Design of Minimum Total Resistance Hull Form Based on CFD Method
NASA Astrophysics Data System (ADS)
Zhang, Bao-ji; Zhang, Sheng-long; Zhang, Hui
2018-06-01
In order to reduce the resistance and improve the hydrodynamic performance of a ship, two hull form design methods are proposed based on the potential flow theory and viscous flow theory. The flow fields are meshed using body-fitted mesh and structured grids. The parameters of the hull modification function are the design variables. A three-dimensional modeling method is used to alter the geometry. The Non-Linear Programming (NLP) method is utilized to optimize a David Taylor Model Basin (DTMB) model 5415 ship under the constraints, including the displacement constraint. The optimization results show an effective reduction of the resistance. The two hull form design methods developed in this study can provide technical support and theoretical basis for designing green ships.
An A Priori Multiobjective Optimization Model of a Search and Rescue Network
1992-03-01
sequences. Classical sensitivity analysis and tolerance analysis were used to analyze the frequency assignments generated by the different weight...function for excess coverage of a frequency. Sensitivity analysis is used to investigate the robustness of the frequency assignments produced by the...interest. The linear program solution is used to produce classical sensitivity analysis for the weight ranges. 17 III. Model Formulation This chapter
Terrorist Networks, Money Laundering Schemes, and Nation Stability
2010-06-01
Stabilization Initiative $106,400,000.00 to recon/stab Seven countries per fiscal year American Academy of Actuaries insured losses (relatively...Indicators Political Instability Task Force Report Mathematical Model (Linear Program Optimization) Develop a value system (utility theory) to...deeper ahead. 47 LIST OF REFERENCES American Academy of Actuaries (Finance Data). Retrieved September 20, 2009, from, http://www.actuary.org
NASA Astrophysics Data System (ADS)
Sunarsih; Widowati; Kartono; Sutrisno
2018-02-01
Stabilization ponds are easy to operate and their maintenance is simple. Treatment is carried out naturally and they are recommended in developing countries. The main disadvantage of these systems is large land area they occupy. The aim of this study was to perform an optimization of the wastewater treatment systems in a facultative pond, considering a mathematical analysis of the methodology to determine the model constrains organic matter. Matlab optimization toolbox was used for non linear programming. A facultative pond with the method was designed and then the optimization system was applied. The analyse meet the treated water quality requirements for the discharge to the water bodies. The results show a reduction of hydraulic retention time by 4.83 days, and the efficiency of of wastewater treatment of 84.16 percent.
A Scheme to Optimize Flow Routing and Polling Switch Selection of Software Defined Networks
Chen, Huan; Li, Lemin; Ren, Jing; Wang, Yang; Zhao, Yangming; Wang, Xiong; Wang, Sheng; Xu, Shizhong
2015-01-01
This paper aims at minimizing the communication cost for collecting flow information in Software Defined Networks (SDN). Since flow-based information collecting method requires too much communication cost, and switch-based method proposed recently cannot benefit from controlling flow routing, jointly optimize flow routing and polling switch selection is proposed to reduce the communication cost. To this end, joint optimization problem is formulated as an Integer Linear Programming (ILP) model firstly. Since the ILP model is intractable in large size network, we also design an optimal algorithm for the multi-rooted tree topology and an efficient heuristic algorithm for general topology. According to extensive simulations, it is found that our method can save up to 55.76% communication cost compared with the state-of-the-art switch-based scheme. PMID:26690571
Optimization algorithms for large-scale multireservoir hydropower systems
DOE Office of Scientific and Technical Information (OSTI.GOV)
Hiew, K.L.
Five optimization algorithms were vigorously evaluated based on applications on a hypothetical five-reservoir hydropower system. These algorithms are incremental dynamic programming (IDP), successive linear programing (SLP), feasible direction method (FDM), optimal control theory (OCT) and objective-space dynamic programming (OSDP). The performance of these algorithms were comparatively evaluated using unbiased, objective criteria which include accuracy of results, rate of convergence, smoothness of resulting storage and release trajectories, computer time and memory requirements, robustness and other pertinent secondary considerations. Results have shown that all the algorithms, with the exception of OSDP converge to optimum objective values within 1.0% difference from one another.more » The highest objective value is obtained by IDP, followed closely by OCT. Computer time required by these algorithms, however, differ by more than two orders of magnitude, ranging from 10 seconds in the case of OCT to a maximum of about 2000 seconds for IDP. With a well-designed penalty scheme to deal with state-space constraints, OCT proves to be the most-efficient algorithm based on its overall performance. SLP, FDM, and OCT were applied to the case study of Mahaweli project, a ten-powerplant system in Sri Lanka.« less
Application of Sequential Quadratic Programming to Minimize Smart Active Flap Rotor Hub Loads
NASA Technical Reports Server (NTRS)
Kottapalli, Sesi; Leyland, Jane
2014-01-01
In an analytical study, SMART active flap rotor hub loads have been minimized using nonlinear programming constrained optimization methodology. The recently developed NLPQLP system (Schittkowski, 2010) that employs Sequential Quadratic Programming (SQP) as its core algorithm was embedded into a driver code (NLP10x10) specifically designed to minimize active flap rotor hub loads (Leyland, 2014). Three types of practical constraints on the flap deflections have been considered. To validate the current application, two other optimization methods have been used: i) the standard, linear unconstrained method, and ii) the nonlinear Generalized Reduced Gradient (GRG) method with constraints. The new software code NLP10x10 has been systematically checked out. It has been verified that NLP10x10 is functioning as desired. The following are briefly covered in this paper: relevant optimization theory; implementation of the capability of minimizing a metric of all, or a subset, of the hub loads as well as the capability of using all, or a subset, of the flap harmonics; and finally, solutions for the SMART rotor. The eventual goal is to implement NLP10x10 in a real-time wind tunnel environment.
Anderson, D.R.
1975-01-01
Optimal exploitation strategies were studied for an animal population in a Markovian (stochastic, serially correlated) environment. This is a general case and encompasses a number of important special cases as simplifications. Extensive empirical data on the Mallard (Anas platyrhynchos) were used as an example of general theory. The number of small ponds on the central breeding grounds was used as an index to the state of the environment. A general mathematical model was formulated to provide a synthesis of the existing literature, estimates of parameters developed from an analysis of data, and hypotheses regarding the specific effect of exploitation on total survival. The literature and analysis of data were inconclusive concerning the effect of exploitation on survival. Therefore, two hypotheses were explored: (1) exploitation mortality represents a largely additive form of mortality, and (2) exploitation mortality is compensatory with other forms of mortality, at least to some threshold level. Models incorporating these two hypotheses were formulated as stochastic dynamic programming models and optimal exploitation strategies were derived numerically on a digital computer. Optimal exploitation strategies were found to exist under the rather general conditions. Direct feedback control was an integral component in the optimal decision-making process. Optimal exploitation was found to be substantially different depending upon the hypothesis regarding the effect of exploitation on the population. If we assume that exploitation is largely an additive force of mortality in Mallards, then optimal exploitation decisions are a convex function of the size of the breeding population and a linear or slight concave function of the environmental conditions. Under the hypothesis of compensatory mortality forces, optimal exploitation decisions are approximately linearly related to the size of the Mallard breeding population. Dynamic programming is suggested as a very general formulation for realistic solutions to the general optimal exploitation problem. The concepts of state vectors and stage transformations are completely general. Populations can be modeled stochastically and the objective function can include extra-biological factors. The optimal level of exploitation in year t must be based on the observed size of the population and the state of the environment in year t unless the dynamics of the population, the state of the environment, and the result of the exploitation decisions are completely deterministic. Exploitation based on an average harvest, or harvest rate, or designed to maintain a constant breeding population size is inefficient.
NASA Astrophysics Data System (ADS)
Wu, Dongjun
Network industries have technologies characterized by a spatial hierarchy, the "network," with capital-intensive interconnections and time-dependent, capacity-limited flows of products and services through the network to customers. This dissertation studies service pricing, investment and business operating strategies for the electric power network. First-best solutions for a variety of pricing and investment problems have been studied. The evaluation of genetic algorithms (GA, which are methods based on the idea of natural evolution) as a primary means of solving complicated network problems, both w.r.t. pricing: as well as w.r.t. investment and other operating decisions, has been conducted. New constraint-handling techniques in GAs have been studied and tested. The actual application of such constraint-handling techniques in solving practical non-linear optimization problems has been tested on several complex network design problems with encouraging initial results. Genetic algorithms provide solutions that are feasible and close to optimal when the optimal solution is know; in some instances, the near-optimal solutions for small problems by the proposed GA approach can only be tested by pushing the limits of currently available non-linear optimization software. The performance is far better than several commercially available GA programs, which are generally inadequate in solving any of the problems studied in this dissertation, primarily because of their poor handling of constraints. Genetic algorithms, if carefully designed, seem very promising in solving difficult problems which are intractable by traditional analytic methods.
Linear antenna array optimization using flower pollination algorithm.
Saxena, Prerna; Kothari, Ashwin
2016-01-01
Flower pollination algorithm (FPA) is a new nature-inspired evolutionary algorithm used to solve multi-objective optimization problems. The aim of this paper is to introduce FPA to the electromagnetics and antenna community for the optimization of linear antenna arrays. FPA is applied for the first time to linear array so as to obtain optimized antenna positions in order to achieve an array pattern with minimum side lobe level along with placement of deep nulls in desired directions. Various design examples are presented that illustrate the use of FPA for linear antenna array optimization, and subsequently the results are validated by benchmarking along with results obtained using other state-of-the-art, nature-inspired evolutionary algorithms such as particle swarm optimization, ant colony optimization and cat swarm optimization. The results suggest that in most cases, FPA outperforms the other evolutionary algorithms and at times it yields a similar performance.
Multidimensional indexing structure for use with linear optimization queries
NASA Technical Reports Server (NTRS)
Bergman, Lawrence David (Inventor); Castelli, Vittorio (Inventor); Chang, Yuan-Chi (Inventor); Li, Chung-Sheng (Inventor); Smith, John Richard (Inventor)
2002-01-01
Linear optimization queries, which usually arise in various decision support and resource planning applications, are queries that retrieve top N data records (where N is an integer greater than zero) which satisfy a specific optimization criterion. The optimization criterion is to either maximize or minimize a linear equation. The coefficients of the linear equation are given at query time. Methods and apparatus are disclosed for constructing, maintaining and utilizing a multidimensional indexing structure of database records to improve the execution speed of linear optimization queries. Database records with numerical attributes are organized into a number of layers and each layer represents a geometric structure called convex hull. Such linear optimization queries are processed by searching from the outer-most layer of this multi-layer indexing structure inwards. At least one record per layer will satisfy the query criterion and the number of layers needed to be searched depends on the spatial distribution of records, the query-issued linear coefficients, and N, the number of records to be returned. When N is small compared to the total size of the database, answering the query typically requires searching only a small fraction of all relevant records, resulting in a tremendous speedup as compared to linearly scanning the entire dataset.
Projective-Dual Method for Solving Systems of Linear Equations with Nonnegative Variables
NASA Astrophysics Data System (ADS)
Ganin, B. V.; Golikov, A. I.; Evtushenko, Yu. G.
2018-02-01
In order to solve an underdetermined system of linear equations with nonnegative variables, the projection of a given point onto its solutions set is sought. The dual of this problem—the problem of unconstrained maximization of a piecewise-quadratic function—is solved by Newton's method. The problem of unconstrained optimization dual of the regularized problem of finding the projection onto the solution set of the system is considered. A connection of duality theory and Newton's method with some known algorithms of projecting onto a standard simplex is shown. On the example of taking into account the specifics of the constraints of the transport linear programming problem, the possibility to increase the efficiency of calculating the generalized Hessian matrix is demonstrated. Some examples of numerical calculations using MATLAB are presented.
DOE Office of Scientific and Technical Information (OSTI.GOV)
Southworth, Frank; Garrow, Dr. Laurie
This chapter describes the principal types of both passenger and freight demand models in use today, providing a brief history of model development supported by references to a number of popular texts on the subject, and directing the reader to papers covering some of the more recent technical developments in the area. Over the past half century a variety of methods have been used to estimate and forecast travel demands, drawing concepts from economic/utility maximization theory, transportation system optimization and spatial interaction theory, using and often combining solution techniques as varied as Box-Jenkins methods, non-linear multivariate regression, non-linear mathematical programming,more » and agent-based microsimulation.« less
Frega, Romeo; Lanfranco, Jose Guerra; De Greve, Sam; Bernardini, Sara; Geniez, Perrine; Grede, Nils; Bloem, Martin; de Pee, Saskia
2012-09-01
Linear programming has been used for analyzing children's complementary feeding diets, for optimizing nutrient adequacy of dietary recommendations for a population, and for estimating the economic value of fortified foods. To describe and apply a linear programming tool ("Cost of the Diet") with data from Mozambique to determine what could be cost-effective fortification strategies. Based on locally assessed average household dietary needs, seasonal market prices of available food products, and food composition data, the tool estimates the lowest-cost diet that meets almost all nutrient needs. The results were compared with expenditure data from Mozambique to establish the affordability of this diet by quintiles of the population. Three different applications were illustrated: identifying likely "limiting nutrients," comparing cost effectiveness of different fortification interventions at the household level, and assessing economic access to nutritious foods. The analysis identified iron, vitamin B2, and pantothenic acid as "limiting nutrients." Under the Mozambique conditions, vegetable oil was estimated as a more cost-efficient vehicle for vitamin A fortification than sugar; maize flour may also be an effective vehicle to provide other constraining micronutrients. Multiple micronutrient fortification of maize flour could reduce the cost of the "lowest-cost nutritious diet" by 18%, but even this diet can be afforded by only 20% of the Mozambican population. Within the context of fortification, linear programming can be a useful tool for identifying likely nutrient inadequacies, for comparing fortification options in terms of cost effectiveness, and for illustrating the potential benefit of fortification for improving household access to a nutritious diet.
NASA Astrophysics Data System (ADS)
Alimorad D., H.; Fakharzadeh J., A.
2017-07-01
In this paper, a new approach is proposed for designing the nearly-optimal three dimensional symmetric shapes with desired physical center of mass. Herein, the main goal is to find such a shape whose image in ( r, θ)-plane is a divided region into a fixed and variable part. The nearly optimal shape is characterized in two stages. Firstly, for each given domain, the nearly optimal surface is determined by changing the problem into a measure-theoretical one, replacing this with an equivalent infinite dimensional linear programming problem and approximating schemes; then, a suitable function that offers the optimal value of the objective function for any admissible given domain is defined. In the second stage, by applying a standard optimization method, the global minimizer surface and its related domain will be obtained whose smoothness is considered by applying outlier detection and smooth fitting methods. Finally, numerical examples are presented and the results are compared to show the advantages of the proposed approach.
Component-based integration of chemistry and optimization software.
Kenny, Joseph P; Benson, Steven J; Alexeev, Yuri; Sarich, Jason; Janssen, Curtis L; McInnes, Lois Curfman; Krishnan, Manojkumar; Nieplocha, Jarek; Jurrus, Elizabeth; Fahlstrom, Carl; Windus, Theresa L
2004-11-15
Typical scientific software designs make rigid assumptions regarding programming language and data structures, frustrating software interoperability and scientific collaboration. Component-based software engineering is an emerging approach to managing the increasing complexity of scientific software. Component technology facilitates code interoperability and reuse. Through the adoption of methodology and tools developed by the Common Component Architecture Forum, we have developed a component architecture for molecular structure optimization. Using the NWChem and Massively Parallel Quantum Chemistry packages, we have produced chemistry components that provide capacity for energy and energy derivative evaluation. We have constructed geometry optimization applications by integrating the Toolkit for Advanced Optimization, Portable Extensible Toolkit for Scientific Computation, and Global Arrays packages, which provide optimization and linear algebra capabilities. We present a brief overview of the component development process and a description of abstract interfaces for chemical optimizations. The components conforming to these abstract interfaces allow the construction of applications using different chemistry and mathematics packages interchangeably. Initial numerical results for the component software demonstrate good performance, and highlight potential research enabled by this platform.
Inconsistent Investment and Consumption Problems
DOE Office of Scientific and Technical Information (OSTI.GOV)
Kronborg, Morten Tolver, E-mail: mtk@atp.dk; Steffensen, Mogens, E-mail: mogens@math.ku.dk
In a traditional Black–Scholes market we develop a verification theorem for a general class of investment and consumption problems where the standard dynamic programming principle does not hold. The theorem is an extension of the standard Hamilton–Jacobi–Bellman equation in the form of a system of non-linear differential equations. We derive the optimal investment and consumption strategy for a mean-variance investor without pre-commitment endowed with labor income. In the case of constant risk aversion it turns out that the optimal amount of money to invest in stocks is independent of wealth. The optimal consumption strategy is given as a deterministic bang-bangmore » strategy. In order to have a more realistic model we allow the risk aversion to be time and state dependent. Of special interest is the case were the risk aversion is inversely proportional to present wealth plus the financial value of future labor income net of consumption. Using the verification theorem we give a detailed analysis of this problem. It turns out that the optimal amount of money to invest in stocks is given by a linear function of wealth plus the financial value of future labor income net of consumption. The optimal consumption strategy is again given as a deterministic bang-bang strategy. We also calculate, for a general time and state dependent risk aversion function, the optimal investment and consumption strategy for a mean-standard deviation investor without pre-commitment. In that case, it turns out that it is optimal to take no risk at all.« less
Optimal control of an invasive species using a reaction-diffusion model and linear programming
Bonneau, Mathieu; Johnson, Fred A.; Smith, Brian J.; Romagosa, Christina M.; Martin, Julien; Mazzotti, Frank J.
2017-01-01
Managing an invasive species is particularly challenging as little is generally known about the species’ biological characteristics in its new habitat. In practice, removal of individuals often starts before the species is studied to provide the information that will later improve control. Therefore, the locations and the amount of control have to be determined in the face of great uncertainty about the species characteristics and with a limited amount of resources. We propose framing spatial control as a linear programming optimization problem. This formulation, paired with a discrete reaction-diffusion model, permits calculation of an optimal control strategy that minimizes the remaining number of invaders for a fixed cost or that minimizes the control cost for containment or protecting specific areas from invasion. We propose computing the optimal strategy for a range of possible model parameters, representing current uncertainty on the possible invasion scenarios. Then, a best strategy can be identified depending on the risk attitude of the decision-maker. We use this framework to study the spatial control of the Argentine black and white tegus (Salvator merianae) in South Florida. There is uncertainty about tegu demography and we considered several combinations of model parameters, exhibiting various dynamics of invasion. For a fixed one-year budget, we show that the risk-averse strategy, which optimizes the worst-case scenario of tegus’ dynamics, and the risk-neutral strategy, which optimizes the expected scenario, both concentrated control close to the point of introduction. A risk-seeking strategy, which optimizes the best-case scenario, focuses more on models where eradication of the species in a cell is possible and consists of spreading control as much as possible. For the establishment of a containment area, assuming an exponential growth we show that with current control methods it might not be possible to implement such a strategy for some of the models that we considered. Including different possible models allows an examination of how the strategy is expected to perform in different scenarios. Then, a strategy that accounts for the risk attitude of the decision-maker can be designed.
Lyubetsky, Vassily; Gershgorin, Roman; Gorbunov, Konstantin
2017-12-06
Chromosome structure is a very limited model of the genome including the information about its chromosomes such as their linear or circular organization, the order of genes on them, and the DNA strand encoding a gene. Gene lengths, nucleotide composition, and intergenic regions are ignored. Although highly incomplete, such structure can be used in many cases, e.g., to reconstruct phylogeny and evolutionary events, to identify gene synteny, regulatory elements and promoters (considering highly conserved elements), etc. Three problems are considered; all assume unequal gene content and the presence of gene paralogs. The distance problem is to determine the minimum number of operations required to transform one chromosome structure into another and the corresponding transformation itself including the identification of paralogs in two structures. We use the DCJ model which is one of the most studied combinatorial rearrangement models. Double-, sesqui-, and single-operations as well as deletion and insertion of a chromosome region are considered in the model; the single ones comprise cut and join. In the reconstruction problem, a phylogenetic tree with chromosome structures in the leaves is given. It is necessary to assign the structures to inner nodes of the tree to minimize the sum of distances between terminal structures of each edge and to identify the mutual paralogs in a fairly large set of structures. A linear algorithm is known for the distance problem without paralogs, while the presence of paralogs makes it NP-hard. If paralogs are allowed but the insertion and deletion operations are missing (and special constraints are imposed), the reduction of the distance problem to integer linear programming is known. Apparently, the reconstruction problem is NP-hard even in the absence of paralogs. The problem of contigs is to find the optimal arrangements for each given set of contigs, which also includes the mutual identification of paralogs. We proved that these problems can be reduced to integer linear programming formulations, which allows an algorithm to redefine the problems to implement a very special case of the integer linear programming tool. The results were tested on synthetic and biological samples. Three well-known problems were reduced to a very special case of integer linear programming, which is a new method of their solutions. Integer linear programming is clearly among the main computational methods and, as generally accepted, is fast on average; in particular, computation systems specifically targeted at it are available. The challenges are to reduce the size of the corresponding integer linear programming formulations and to incorporate a more detailed biological concept in our model of the reconstruction.
Particle swarm optimization - Genetic algorithm (PSOGA) on linear transportation problem
NASA Astrophysics Data System (ADS)
Rahmalia, Dinita
2017-08-01
Linear Transportation Problem (LTP) is the case of constrained optimization where we want to minimize cost subject to the balance of the number of supply and the number of demand. The exact method such as northwest corner, vogel, russel, minimal cost have been applied at approaching optimal solution. In this paper, we use heurisitic like Particle Swarm Optimization (PSO) for solving linear transportation problem at any size of decision variable. In addition, we combine mutation operator of Genetic Algorithm (GA) at PSO to improve optimal solution. This method is called Particle Swarm Optimization - Genetic Algorithm (PSOGA). The simulations show that PSOGA can improve optimal solution resulted by PSO.
Analysis of the faster-than-Nyquist optimal linear multicarrier system
NASA Astrophysics Data System (ADS)
Marquet, Alexandre; Siclet, Cyrille; Roque, Damien
2017-02-01
Faster-than-Nyquist signalization enables a better spectral efficiency at the expense of an increased computational complexity. Regarding multicarrier communications, previous work mainly relied on the study of non-linear systems exploiting coding and/or equalization techniques, with no particular optimization of the linear part of the system. In this article, we analyze the performance of the optimal linear multicarrier system when used together with non-linear receiving structures (iterative decoding and direct feedback equalization), or in a standalone fashion. We also investigate the limits of the normality assumption of the interference, used for implementing such non-linear systems. The use of this optimal linear system leads to a closed-form expression of the bit-error probability that can be used to predict the performance and help the design of coded systems. Our work also highlights the great performance/complexity trade-off offered by decision feedback equalization in a faster-than-Nyquist context. xml:lang="fr"
Housing first for homeless persons with active addiction: are we overreaching?
Kertesz, Stefan G; Crouch, Kimberly; Milby, Jesse B; Cusimano, Robert E; Schumacher, Joseph E
2009-06-01
More than 350 communities in the United States have committed to ending chronic homelessness. One nationally prominent approach, Housing First, offers early access to permanent housing without requiring completion of treatment or, for clients with addiction, proof of sobriety. This article reviews studies of Housing First and more traditional rehabilitative (e.g., "linear") recovery interventions, focusing on the outcomes obtained by both approaches for homeless individuals with addictive disorders. According to reviews of comparative trials and case series reports, Housing First reports document excellent housing retention, despite the limited amount of data pertaining to homeless clients with active and severe addiction. Several linear programs cite reductions in addiction severity but have shortcomings in long-term housing success and retention. This article suggests that the current research data are not sufficient to identify an optimal housing and rehabilitation approach for an important homeless subgroup. The research regarding Housing First and linear approaches can be strengthened in several ways, and policymakers should be cautious about generalizing the results of available Housing First studies to persons with active addiction when they enter housing programs.
A Novel Joint Problem of Routing, Scheduling, and Variable-Width Channel Allocation in WMNs
Liu, Wan-Yu; Chou, Chun-Hung
2014-01-01
This paper investigates a novel joint problem of routing, scheduling, and channel allocation for single-radio multichannel wireless mesh networks in which multiple channel widths can be adjusted dynamically through a new software technology so that more concurrent transmissions and suppressed overlapping channel interference can be achieved. Although the previous works have studied this joint problem, their linear programming models for the problem were not incorporated with some delicate constraints. As a result, this paper first constructs a linear programming model with more practical concerns and then proposes a simulated annealing approach with a novel encoding mechanism, in which the configurations of multiple time slots are devised to characterize the dynamic transmission process. Experimental results show that our approach can find the same or similar solutions as the optimal solutions for smaller-scale problems and can efficiently find good-quality solutions for a variety of larger-scale problems. PMID:24982990
Landmark matching based retinal image alignment by enforcing sparsity in correspondence matrix.
Zheng, Yuanjie; Daniel, Ebenezer; Hunter, Allan A; Xiao, Rui; Gao, Jianbin; Li, Hongsheng; Maguire, Maureen G; Brainard, David H; Gee, James C
2014-08-01
Retinal image alignment is fundamental to many applications in diagnosis of eye diseases. In this paper, we address the problem of landmark matching based retinal image alignment. We propose a novel landmark matching formulation by enforcing sparsity in the correspondence matrix and offer its solutions based on linear programming. The proposed formulation not only enables a joint estimation of the landmark correspondences and a predefined transformation model but also combines the benefits of the softassign strategy (Chui and Rangarajan, 2003) and the combinatorial optimization of linear programming. We also introduced a set of reinforced self-similarities descriptors which can better characterize local photometric and geometric properties of the retinal image. Theoretical analysis and experimental results with both fundus color images and angiogram images show the superior performances of our algorithms to several state-of-the-art techniques. Copyright © 2013 Elsevier B.V. All rights reserved.
Primal/dual linear programming and statistical atlases for cartilage segmentation.
Glocker, Ben; Komodakis, Nikos; Paragios, Nikos; Glaser, Christian; Tziritas, Georgios; Navab, Nassir
2007-01-01
In this paper we propose a novel approach for automatic segmentation of cartilage using a statistical atlas and efficient primal/dual linear programming. To this end, a novel statistical atlas construction is considered from registered training examples. Segmentation is then solved through registration which aims at deforming the atlas such that the conditional posterior of the learned (atlas) density is maximized with respect to the image. Such a task is reformulated using a discrete set of deformations and segmentation becomes equivalent to finding the set of local deformations which optimally match the model to the image. We evaluate our method on 56 MRI data sets (28 used for the model and 28 used for evaluation) and obtain a fully automatic segmentation of patella cartilage volume with an overlap ratio of 0.84 with a sensitivity and specificity of 94.06% and 99.92%, respectively.
The analytical representation of viscoelastic material properties using optimization techniques
NASA Technical Reports Server (NTRS)
Hill, S. A.
1993-01-01
This report presents a technique to model viscoelastic material properties with a function of the form of the Prony series. Generally, the method employed to determine the function constants requires assuming values for the exponential constants of the function and then resolving the remaining constants through linear least-squares techniques. The technique presented here allows all the constants to be analytically determined through optimization techniques. This technique is employed in a computer program named PRONY and makes use of commercially available optimization tool developed by VMA Engineering, Inc. The PRONY program was utilized to compare the technique against previously determined models for solid rocket motor TP-H1148 propellant and V747-75 Viton fluoroelastomer. In both cases, the optimization technique generated functions that modeled the test data with at least an order of magnitude better correlation. This technique has demonstrated the capability to use small or large data sets and to use data sets that have uniformly or nonuniformly spaced data pairs. The reduction of experimental data to accurate mathematical models is a vital part of most scientific and engineering research. This technique of regression through optimization can be applied to other mathematical models that are difficult to fit to experimental data through traditional regression techniques.
NASA Astrophysics Data System (ADS)
Rosenberg, D. E.; Alafifi, A.
2016-12-01
Water resources systems analysis often focuses on finding optimal solutions. Yet an optimal solution is optimal only for the modelled issues and managers often seek near-optimal alternatives that address un-modelled objectives, preferences, limits, uncertainties, and other issues. Early on, Modelling to Generate Alternatives (MGA) formalized near-optimal as the region comprising the original problem constraints plus a new constraint that allowed performance within a specified tolerance of the optimal objective function value. MGA identified a few maximally-different alternatives from the near-optimal region. Subsequent work applied Markov Chain Monte Carlo (MCMC) sampling to generate a larger number of alternatives that span the near-optimal region of linear problems or select portions for non-linear problems. We extend the MCMC Hit-And-Run method to generate alternatives that span the full extent of the near-optimal region for non-linear, non-convex problems. First, start at a feasible hit point within the near-optimal region, then run a random distance in a random direction to a new hit point. Next, repeat until generating the desired number of alternatives. The key step at each iterate is to run a random distance along the line in the specified direction to a new hit point. If linear equity constraints exist, we construct an orthogonal basis and use a null space transformation to confine hits and runs to a lower-dimensional space. Linear inequity constraints define the convex bounds on the line that runs through the current hit point in the specified direction. We then use slice sampling to identify a new hit point along the line within bounds defined by the non-linear inequity constraints. This technique is computationally efficient compared to prior near-optimal alternative generation techniques such MGA, MCMC Metropolis-Hastings, evolutionary, or firefly algorithms because search at each iteration is confined to the hit line, the algorithm can move in one step to any point in the near-optimal region, and each iterate generates a new, feasible alternative. We use the method to generate alternatives that span the near-optimal regions of simple and more complicated water management problems and may be preferred to optimal solutions. We also discuss extensions to handle non-linear equity constraints.
Lee, Chang Jun
2015-01-01
In the fields of researches associated with plant layout optimization, the main goal is to minimize the costs of pipelines and pumping between connecting equipment under various constraints. However, what is the lacking of considerations in previous researches is to transform various heuristics or safety regulations into mathematical equations. For example, proper safety distances between equipments have to be complied for preventing dangerous accidents on a complex plant. Moreover, most researches have handled single-floor plant. However, many multi-floor plants have been constructed for the last decade. Therefore, the proper algorithm handling various regulations and multi-floor plant should be developed. In this study, the Mixed Integer Non-Linear Programming (MINLP) problem including safety distances, maintenance spaces, etc. is suggested based on mathematical equations. The objective function is a summation of pipeline and pumping costs. Also, various safety and maintenance issues are transformed into inequality or equality constraints. However, it is really hard to solve this problem due to complex nonlinear constraints. Thus, it is impossible to use conventional MINLP solvers using derivatives of equations. In this study, the Particle Swarm Optimization (PSO) technique is employed. The ethylene oxide plant is illustrated to verify the efficacy of this study.
2012-01-01
Background Elementary mode (EM) analysis is ideally suited for metabolic engineering as it allows for an unbiased decomposition of metabolic networks in biologically meaningful pathways. Recently, constrained minimal cut sets (cMCS) have been introduced to derive optimal design strategies for strain improvement by using the full potential of EM analysis. However, this approach does not allow for the inclusion of regulatory information. Results Here we present an alternative, novel and simple method for the prediction of cMCS, which allows to account for boolean transcriptional regulation. We use binary linear programming and show that the design of a regulated, optimal metabolic network of minimal functionality can be formulated as a standard optimization problem, where EM and regulation show up as constraints. We validated our tool by optimizing ethanol production in E. coli. Our study showed that up to 70% of the predicted cMCS contained non-enzymatic, non-annotated reactions, which are difficult to engineer. These cMCS are automatically excluded by our approach utilizing simple weight functions. Finally, due to efficient preprocessing, the binary program remains computationally feasible. Conclusions We used integer programming to predict efficient deletion strategies to metabolically engineer a production organism. Our formulation utilizes the full potential of cMCS but adds additional flexibility to the design process. In particular our method allows to integrate regulatory information into the metabolic design process and explicitly favors experimentally feasible deletions. Our method remains manageable even if millions or potentially billions of EM enter the analysis. We demonstrated that our approach is able to correctly predict the most efficient designs for ethanol production in E. coli. PMID:22898474
Cyber-Physical Attacks With Control Objectives
Chen, Yuan; Kar, Soummya; Moura, Jose M. F.
2017-08-18
This study studies attackers with control objectives against cyber-physical systems (CPSs). The goal of the attacker is to counteract the CPS's controller and move the system to a target state while evading detection. We formulate a cost function that reflects the attacker's goals, and, using dynamic programming, we show that the optimal attack strategy reduces to a linear feedback of the attacker's state estimate. By changing the parameters of the cost function, we show how an attacker can design optimal attacks to balance the control objective and the detection avoidance objective. In conclusion, we provide a numerical illustration based onmore » a remotely controlled helicopter under attack.« less
Model and Algorithm for Substantiating Solutions for Organization of High-Rise Construction Project
NASA Astrophysics Data System (ADS)
Anisimov, Vladimir; Anisimov, Evgeniy; Chernysh, Anatoliy
2018-03-01
In the paper the models and the algorithm for the optimal plan formation for the organization of the material and logistical processes of the high-rise construction project and their financial support are developed. The model is based on the representation of the optimization procedure in the form of a non-linear problem of discrete programming, which consists in minimizing the execution time of a set of interrelated works by a limited number of partially interchangeable performers while limiting the total cost of performing the work. The proposed model and algorithm are the basis for creating specific organization management methodologies for the high-rise construction project.
Cyber-Physical Attacks With Control Objectives
DOE Office of Scientific and Technical Information (OSTI.GOV)
Chen, Yuan; Kar, Soummya; Moura, Jose M. F.
This study studies attackers with control objectives against cyber-physical systems (CPSs). The goal of the attacker is to counteract the CPS's controller and move the system to a target state while evading detection. We formulate a cost function that reflects the attacker's goals, and, using dynamic programming, we show that the optimal attack strategy reduces to a linear feedback of the attacker's state estimate. By changing the parameters of the cost function, we show how an attacker can design optimal attacks to balance the control objective and the detection avoidance objective. In conclusion, we provide a numerical illustration based onmore » a remotely controlled helicopter under attack.« less
An Optimization Approach to Coexistence of Bluetooth and Wi-Fi Networks Operating in ISM Environment
NASA Astrophysics Data System (ADS)
Klajbor, Tomasz; Rak, Jacek; Wozniak, Jozef
Unlicensed ISM band is used by various wireless technologies. Therefore, issues related to ensuring the required efficiency and quality of operation of coexisting networks become essential. The paper addresses the problem of mutual interferences between IEEE 802.11b transmitters (commercially named Wi-Fi) and Bluetooth (BT) devices.An optimization approach to modeling the topology of BT scatternets is introduced, resulting in more efficient utilization of ISM environment consisting of BT and Wi-Fi networks. To achieve it, the Integer Linear Programming approach has been proposed. Example results presented in the paper illustrate significant benefits of using the proposed modeling strategy.
On stochastic control and optimal measurement strategies. Ph.D. Thesis
NASA Technical Reports Server (NTRS)
Kramer, L. C.
1971-01-01
The control of stochastic dynamic systems is studied with particular emphasis on those which influence the quality or nature of the measurements which are made to effect control. Four main areas are discussed: (1) the meaning of stochastic optimality and the means by which dynamic programming may be applied to solve a combined control/measurement problem; (2) a technique by which it is possible to apply deterministic methods, specifically the minimum principle, to the study of stochastic problems; (3) the methods described are applied to linear systems with Gaussian disturbances to study the structure of the resulting control system; and (4) several applications are considered.
NASA Technical Reports Server (NTRS)
Phillips, K.
1976-01-01
A mathematical model for job scheduling in a specified context is presented. The model uses both linear programming and combinatorial methods. While designed with a view toward optimization of scheduling of facility and plant operations at the Deep Space Communications Complex, the context is sufficiently general to be widely applicable. The general scheduling problem including options for scheduling objectives is discussed and fundamental parameters identified. Mathematical algorithms for partitioning problems germane to scheduling are presented.
Solving LP Relaxations of Large-Scale Precedence Constrained Problems
NASA Astrophysics Data System (ADS)
Bienstock, Daniel; Zuckerberg, Mark
We describe new algorithms for solving linear programming relaxations of very large precedence constrained production scheduling problems. We present theory that motivates a new set of algorithmic ideas that can be employed on a wide range of problems; on data sets arising in the mining industry our algorithms prove effective on problems with many millions of variables and constraints, obtaining provably optimal solutions in a few minutes of computation.
Rotman Lens Sidewall Design and Optimization with Hybrid Hardware/Software Based Programming
2015-01-09
conventional MoM and stored in memory. The components of Zfar are computed as needed through a fast matrix vector multiplication ( MVM ), which...V vector. Iterative methods, e.g. BiCGSTAB, are employed for solving the linear equation. The matrix-vector multiplications ( MVMs ), which dominate...most of the computation in the solving phase, consists of calculating near and far MVMs . The far MVM comprises aggregation, translation, and
An Integrated Research Program for the Modeling, Analysis and Control of Aerospace Systems
1992-03-03
Fabiano, Jr. - Brown University Mitchell Feigenbaum - Rockefeller University Elena Fernandez - Institudo de Desarrollo Techologico, para la Industria...system. The system runs under DEC Ultrix; we have installed the GKS graphics system and language compilers (FORTRAN and C). The DELIGHT.MIMO software ...which links a sophisticated non-smooth optimization package to some linear system software , is on the system. The package was kindly furnished by
An Integrated Research Program for the Modeling, Analysis and Control of Aerospace Systems
1992-03-03
Mitchell Feigenbaum - Rockefeller University Elena Fernandez - Institudo de Desarrollo Techologico, para la Industria Quimica Wilfred M. Greenlee...Ultrix; we have installed the GKS graphics system and language compilers (FORTRAN and C). The DELIGHT.MIMO software , which links a sophisticated non...smooth optimization package to some linear system software , is on the system. The package was kindly furnished by Professor E. Polak, Electrical and
Combinatorial approaches to gene recognition.
Roytberg, M A; Astakhova, T V; Gelfand, M S
1997-01-01
Recognition of genes via exon assembly approaches leads naturally to the use of dynamic programming. We consider the general graph-theoretical formulation of the exon assembly problem and analyze in detail some specific variants: multicriterial optimization in the case of non-linear gene-scoring functions; context-dependent schemes for scoring exons and related procedures for exon filtering; and highly specific recognition of arbitrary gene segments, oligonucleotide probes and polymerase chain reaction (PCR) primers.
Identifying the Cost of Non-monetary Incentives (ICONIC)
2009-12-01
topics. a. Inspection Optimization Model The Environmental Protection Agency (EPA) developed a linear programming model designed for a state air...and other special pays that can distort the environment and amenities that the next assignment offers.23 The primary objective of this work is to...Government Printing Office, 2005). http://www.gao.gov/new.items/d06125.pdf (accessed September 28, 2008). Van Boening, Mark, Tanja F. Blackstone
The role of service areas in the optimization of FSS orbital and frequency assignments
NASA Technical Reports Server (NTRS)
Levis, C. A.; Wang, C. W.; Yamamura, Y.; Reilly, C. H.; Gonsalvez, D. J.
1985-01-01
A relationship is derived, on a single-entry interference basis, for the minimum allowable spacing between two satellites as a function of electrical parameters and service-area geometries. For circular beams, universal curves relate the topocentric satellite spacing angle to the service-area separation angle measured at the satellite. The corresponding geocentric spacing depends only weakly on the mean longitude of the two satellites, and this is true also for alliptical antenna beams. As a consequence, if frequency channels are preassigned, the orbital assignment synthesis of a satellite system can be formulated as a mixed-integer programming (MIP) problem or approximated by a linear programming (LP) problem, with the interference protection requirements enforced by constraints while some linear function is optimized. Possible objective-function choices are discussed and explicit formulations are presented for the choice of the sum of the absolute deviations of the orbital locations from some prescribed ideal location set. A test problem is posed consisting of six service areas, each served by one satellite, all using elliptical antenna beams and the same frequency channels. Numerical results are given for the three ideal location prescriptions for both the MIP and LP formulations. The resulting scenarios also satisfy reasonable aggregate interference protection requirements.
a Novel Discrete Optimal Transport Method for Bayesian Inverse Problems
NASA Astrophysics Data System (ADS)
Bui-Thanh, T.; Myers, A.; Wang, K.; Thiery, A.
2017-12-01
We present the Augmented Ensemble Transform (AET) method for generating approximate samples from a high-dimensional posterior distribution as a solution to Bayesian inverse problems. Solving large-scale inverse problems is critical for some of the most relevant and impactful scientific endeavors of our time. Therefore, constructing novel methods for solving the Bayesian inverse problem in more computationally efficient ways can have a profound impact on the science community. This research derives the novel AET method for exploring a posterior by solving a sequence of linear programming problems, resulting in a series of transport maps which map prior samples to posterior samples, allowing for the computation of moments of the posterior. We show both theoretical and numerical results, indicating this method can offer superior computational efficiency when compared to other SMC methods. Most of this efficiency is derived from matrix scaling methods to solve the linear programming problem and derivative-free optimization for particle movement. We use this method to determine inter-well connectivity in a reservoir and the associated uncertainty related to certain parameters. The attached file shows the difference between the true parameter and the AET parameter in an example 3D reservoir problem. The error is within the Morozov discrepancy allowance with lower computational cost than other particle methods.
Optimization of heavy metals total emission, case study: Bor (Serbia)
NASA Astrophysics Data System (ADS)
Ilić, Ivana; Bogdanović, Dejan; Živković, Dragana; Milošević, Novica; Todorović, Boban
2011-07-01
The town of Bor (Serbia) is one of the most polluted towns in southeastern Europe. The copper smelter which is situated in the centre of the town is the main pollutant, mostly because of its old technology, which leads to environmental pollution caused by higher concentrations of SO 2 and PM 10. These facts show that the word is about a very polluted region in Europe which, apart from harming human health in the region itself, poses a particular danger for wider area of southeastern Europe. Optimization of heavy metal's total emission was undertaken because years of long contamination of the soil with heavy metals of anthropogenic origin created a danger that those heavy metals may enter the food chains of animals and people, which can lead to disastrous consequences. This work represents the usage of Geographic Information System (GIS) for establishing a multifactor assessment model to quantitatively divide polluted zones and for selecting control sites in a linear programming model, combined with PROMETHEE/GAIA method, Screen View modeling system, and linear programming model. The results show that emissions at some control sites need to be cut for about 40%. In order to control the background of heavy metal pollution in Bor, the ecological environment must be improved.
NASA Astrophysics Data System (ADS)
Ouyang, Lizhi
A systematic improvement and extension of the orthogonalized linear combinations of atomic orbitals method was carried out using a combined computational and theoretical approach. For high performance parallel computing, a Beowulf class personal computer cluster was constructed. It also served as a parallel program development platform that helped us to port the programs of the method to the national supercomputer facilities. The program, received a language upgrade from Fortran 77 to Fortran 90, and a dynamic memory allocation feature. A preliminary parallel High Performance Fortran version of the program has been developed as well. To be of more benefit though, scalability improvements are needed. In order to circumvent the difficulties of the analytical force calculation in the method, we developed a geometry optimization scheme using the finite difference approximation based on the total energy calculation. The implementation of this scheme was facilitated by the powerful general utility lattice program, which offers many desired features such as multiple optimization schemes and usage of space group symmetry. So far, many ceramic oxides have been tested with the geometry optimization program. Their optimized geometries were in excellent agreement with the experimental data. For nine ceramic oxide crystals, the optimized cell parameters differ from the experimental ones within 0.5%. Moreover, the geometry optimization was recently used to predict a new phase of TiNx. The method has also been used to investigate a complex Vitamin B12-derivative, the OHCbl crystals. In order to overcome the prohibitive disk I/O demand, an on-demand version of the method was developed. Based on the electronic structure calculation of the OHCbl crystal, a partial density of states analysis and a bond order analysis were carried out. The calculated bonding of the corrin ring of OHCbl model was coincident with the big open-ring pi bond. One interesting find of the calculation was that the Co-OH bond was weak. This, together with the ongoing projects studying different Vitamin B12 derivatives, might help us to answer questions about the Co-C cleavage of the B12 coenzyme, which is involved in many important B12 enzymatic reactions.
Library-based illumination synthesis for critical CMOS patterning.
Yu, Jue-Chin; Yu, Peichen; Chao, Hsueh-Yung
2013-07-01
In optical microlithography, the illumination source for critical complementary metal-oxide-semiconductor layers needs to be determined in the early stage of a technology node with very limited design information, leading to simple binary shapes. Recently, the availability of freeform sources permits us to increase pattern fidelity and relax mask complexities with minimal insertion risks to the current manufacturing flow. However, source optimization across many patterns is often treated as a design-of-experiments problem, which may not fully exploit the benefits of a freeform source. In this paper, a rigorous source-optimization algorithm is presented via linear superposition of optimal sources for pre-selected patterns. We show that analytical solutions are made possible by using Hopkins formulation and quadratic programming. The algorithm allows synthesized illumination to be linked with assorted pattern libraries, which has a direct impact on design rule studies for early planning and design automation for full wafer optimization.
Optimization of Water Resources and Agricultural Activities for Economic Benefit in Colorado
NASA Astrophysics Data System (ADS)
LIM, J.; Lall, U.
2017-12-01
The limited water resources available for irrigation are a key constraint for the important agricultural sector of Colorado's economy. As climate change and groundwater depletion reshape these resources, it is essential to understand the economic potential of water resources under different agricultural production practices. This study uses a linear programming optimization at the county spatial scale and annual temporal scales to study the optimal allocation of water withdrawal and crop choices. The model, AWASH, reflects streamflow constraints between different extraction points, six field crops, and a distinct irrigation decision for maize and wheat. The optimized decision variables, under different environmental, social, economic, and physical constraints, provide long-term solutions for ground and surface water distribution and for land use decisions so that the state can generate the maximum net revenue. Colorado, one of the largest agricultural producers, is tested as a case study and the sensitivity on water price and on climate variability is explored.
A tool for efficient, model-independent management optimization under uncertainty
White, Jeremy; Fienen, Michael N.; Barlow, Paul M.; Welter, Dave E.
2018-01-01
To fill a need for risk-based environmental management optimization, we have developed PESTPP-OPT, a model-independent tool for resource management optimization under uncertainty. PESTPP-OPT solves a sequential linear programming (SLP) problem and also implements (optional) efficient, “on-the-fly” (without user intervention) first-order, second-moment (FOSM) uncertainty techniques to estimate model-derived constraint uncertainty. Combined with a user-specified risk value, the constraint uncertainty estimates are used to form chance-constraints for the SLP solution process, so that any optimal solution includes contributions from model input and observation uncertainty. In this way, a “single answer” that includes uncertainty is yielded from the modeling analysis. PESTPP-OPT uses the familiar PEST/PEST++ model interface protocols, which makes it widely applicable to many modeling analyses. The use of PESTPP-OPT is demonstrated with a synthetic, integrated surface-water/groundwater model. The function and implications of chance constraints for this synthetic model are discussed.
NASA Astrophysics Data System (ADS)
Nourifar, Raheleh; Mahdavi, Iraj; Mahdavi-Amiri, Nezam; Paydar, Mohammad Mahdi
2017-09-01
Decentralized supply chain management is found to be significantly relevant in today's competitive markets. Production and distribution planning is posed as an important optimization problem in supply chain networks. Here, we propose a multi-period decentralized supply chain network model with uncertainty. The imprecision related to uncertain parameters like demand and price of the final product is appropriated with stochastic and fuzzy numbers. We provide mathematical formulation of the problem as a bi-level mixed integer linear programming model. Due to problem's convolution, a structure to solve is developed that incorporates a novel heuristic algorithm based on Kth-best algorithm, fuzzy approach and chance constraint approach. Ultimately, a numerical example is constructed and worked through to demonstrate applicability of the optimization model. A sensitivity analysis is also made.
Human motion planning based on recursive dynamics and optimal control techniques
NASA Technical Reports Server (NTRS)
Lo, Janzen; Huang, Gang; Metaxas, Dimitris
2002-01-01
This paper presents an efficient optimal control and recursive dynamics-based computer animation system for simulating and controlling the motion of articulated figures. A quasi-Newton nonlinear programming technique (super-linear convergence) is implemented to solve minimum torque-based human motion-planning problems. The explicit analytical gradients needed in the dynamics are derived using a matrix exponential formulation and Lie algebra. Cubic spline functions are used to make the search space for an optimal solution finite. Based on our formulations, our method is well conditioned and robust, in addition to being computationally efficient. To better illustrate the efficiency of our method, we present results of natural looking and physically correct human motions for a variety of human motion tasks involving open and closed loop kinematic chains.
NASA Astrophysics Data System (ADS)
Davidsen, Claus; Liu, Suxia; Mo, Xingguo; Rosbjerg, Dan; Bauer-Gottwein, Peter
2014-05-01
Optimal management of conjunctive use of surface water and groundwater has been attempted with different algorithms in the literature. In this study, a hydro-economic modelling approach to optimize conjunctive use of scarce surface water and groundwater resources under uncertainty is presented. A stochastic dynamic programming (SDP) approach is used to minimize the basin-wide total costs arising from water allocations and water curtailments. Dynamic allocation problems with inclusion of groundwater resources proved to be more complex to solve with SDP than pure surface water allocation problems due to head-dependent pumping costs. These dynamic pumping costs strongly affect the total costs and can lead to non-convexity of the future cost function. The water user groups (agriculture, industry, domestic) are characterized by inelastic demands and fixed water allocation and water supply curtailment costs. As in traditional SDP approaches, one step-ahead sub-problems are solved to find the optimal management at any time knowing the inflow scenario and reservoir/aquifer storage levels. These non-linear sub-problems are solved using a genetic algorithm (GA) that minimizes the sum of the immediate and future costs for given surface water reservoir and groundwater aquifer end storages. The immediate cost is found by solving a simple linear allocation sub-problem, and the future costs are assessed by interpolation in the total cost matrix from the following time step. Total costs for all stages, reservoir states, and inflow scenarios are used as future costs to drive a forward moving simulation under uncertain water availability. The use of a GA to solve the sub-problems is computationally more costly than a traditional SDP approach with linearly interpolated future costs. However, in a two-reservoir system the future cost function would have to be represented by a set of planes, and strict convexity in both the surface water and groundwater dimension cannot be maintained. The optimization framework based on the GA is still computationally feasible and represents a clean and customizable method. The method has been applied to the Ziya River basin, China. The basin is located on the North China Plain and is subject to severe water scarcity, which includes surface water droughts and groundwater over-pumping. The head-dependent groundwater pumping costs will enable assessment of the long-term effects of increased electricity prices on the groundwater pumping. The coupled optimization framework is used to assess realistic alternative development scenarios for the basin. In particular the potential for using electricity pricing policies to reach sustainable groundwater pumping is investigated.
Neural dynamic programming and its application to control systems
NASA Astrophysics Data System (ADS)
Seong, Chang-Yun
There are few general practical feedback control methods for nonlinear MIMO (multi-input-multi-output) systems, although such methods exist for their linear counterparts. Neural Dynamic Programming (NDP) is proposed as a practical design method of optimal feedback controllers for nonlinear MIMO systems. NDP is an offspring of both neural networks and optimal control theory. In optimal control theory, the optimal solution to any nonlinear MIMO control problem may be obtained from the Hamilton-Jacobi-Bellman equation (HJB) or the Euler-Lagrange equations (EL). The two sets of equations provide the same solution in different forms: EL leads to a sequence of optimal control vectors, called Feedforward Optimal Control (FOC); HJB yields a nonlinear optimal feedback controller, called Dynamic Programming (DP). DP produces an optimal solution that can reject disturbances and uncertainties as a result of feedback. Unfortunately, computation and storage requirements associated with DP solutions can be problematic, especially for high-order nonlinear systems. This dissertation presents an approximate technique for solving the DP problem based on neural network techniques that provides many of the performance benefits (e.g., optimality and feedback) of DP and benefits from the numerical properties of neural networks. We formulate neural networks to approximate optimal feedback solutions whose existence DP justifies. We show the conditions under which NDP closely approximates the optimal solution. Finally, we introduce the learning operator characterizing the learning process of the neural network in searching the optimal solution. The analysis of the learning operator provides not only a fundamental understanding of the learning process in neural networks but also useful guidelines for selecting the number of weights of the neural network. As a result, NDP finds---with a reasonable amount of computation and storage---the optimal feedback solutions to nonlinear MIMO control problems that would be very difficult to solve with DP. NDP was demonstrated on several applications such as the lateral autopilot logic for a Boeing 747, the minimum fuel control of a double-integrator plant with bounded control, the backward steering of a two-trailer truck, and the set-point control of a two-link robot arm.
NASA Astrophysics Data System (ADS)
Gorelick, Steven M.; Voss, Clifford I.; Gill, Philip E.; Murray, Walter; Saunders, Michael A.; Wright, Margaret H.
1984-04-01
A simulation-management methodology is demonstrated for the rehabilitation of aquifers that have been subjected to chemical contamination. Finite element groundwater flow and contaminant transport simulation are combined with nonlinear optimization. The model is capable of determining well locations plus pumping and injection rates for groundwater quality control. Examples demonstrate linear or nonlinear objective functions subject to linear and nonlinear simulation and water management constraints. Restrictions can be placed on hydraulic heads, stresses, and gradients, in addition to contaminant concentrations and fluxes. These restrictions can be distributed over space and time. Three design strategies are demonstrated for an aquifer that is polluted by a constant contaminant source: they are pumping for contaminant removal, water injection for in-ground dilution, and a pumping, treatment, and injection cycle. A transient model designs either contaminant plume interception or in-ground dilution so that water quality standards are met. The method is not limited to these cases. It is generally applicable to the optimization of many types of distributed parameter systems.
Ureba, A; Salguero, F J; Barbeiro, A R; Jimenez-Ortega, E; Baeza, J A; Miras, H; Linares, R; Perucha, M; Leal, A
2014-08-01
The authors present a hybrid direct multileaf collimator (MLC) aperture optimization model exclusively based on sequencing of patient imaging data to be implemented on a Monte Carlo treatment planning system (MC-TPS) to allow the explicit radiation transport simulation of advanced radiotherapy treatments with optimal results in efficient times for clinical practice. The planning system (called CARMEN) is a full MC-TPS, controlled through aMATLAB interface, which is based on the sequencing of a novel map, called "biophysical" map, which is generated from enhanced image data of patients to achieve a set of segments actually deliverable. In order to reduce the required computation time, the conventional fluence map has been replaced by the biophysical map which is sequenced to provide direct apertures that will later be weighted by means of an optimization algorithm based on linear programming. A ray-casting algorithm throughout the patient CT assembles information about the found structures, the mass thickness crossed, as well as PET values. Data are recorded to generate a biophysical map for each gantry angle. These maps are the input files for a home-made sequencer developed to take into account the interactions of photons and electrons with the MLC. For each linac (Axesse of Elekta and Primus of Siemens) and energy beam studied (6, 9, 12, 15 MeV and 6 MV), phase space files were simulated with the EGSnrc/BEAMnrc code. The dose calculation in patient was carried out with the BEAMDOSE code. This code is a modified version of EGSnrc/DOSXYZnrc able to calculate the beamlet dose in order to combine them with different weights during the optimization process. Three complex radiotherapy treatments were selected to check the reliability of CARMEN in situations where the MC calculation can offer an added value: A head-and-neck case (Case I) with three targets delineated on PET/CT images and a demanding dose-escalation; a partial breast irradiation case (Case II) solved with photon and electron modulated beams (IMRT + MERT); and a prostatic bed case (Case III) with a pronounced concave-shaped PTV by using volumetric modulated arc therapy. In the three cases, the required target prescription doses and constraints on organs at risk were fulfilled in a short enough time to allow routine clinical implementation. The quality assurance protocol followed to check CARMEN system showed a high agreement with the experimental measurements. A Monte Carlo treatment planning model exclusively based on maps performed from patient imaging data has been presented. The sequencing of these maps allows obtaining deliverable apertures which are weighted for modulation under a linear programming formulation. The model is able to solve complex radiotherapy treatments with high accuracy in an efficient computation time.
Rong, Qiangqiang; Cai, Yanpeng; Chen, Bing; Yue, Wencong; Yin, Xin'an; Tan, Qian
2017-02-15
In this research, an export coefficient based dual inexact two-stage stochastic credibility constrained programming (ECDITSCCP) model was developed through integrating an improved export coefficient model (ECM), interval linear programming (ILP), fuzzy credibility constrained programming (FCCP) and a fuzzy expected value equation within a general two stage programming (TSP) framework. The proposed ECDITSCCP model can effectively address multiple uncertainties expressed as random variables, fuzzy numbers, pure and dual intervals. Also, the model can provide a direct linkage between pre-regulated management policies and the associated economic implications. Moreover, the solutions under multiple credibility levels can be obtained for providing potential decision alternatives for decision makers. The proposed model was then applied to identify optimal land use structures for agricultural NPS pollution mitigation in a representative upstream subcatchment of the Miyun Reservoir watershed in north China. Optimal solutions of the model were successfully obtained, indicating desired land use patterns and nutrient discharge schemes to get a maximum agricultural system benefits under a limited discharge permit. Also, numerous results under multiple credibility levels could provide policy makers with several options, which could help get an appropriate balance between system benefits and pollution mitigation. The developed ECDITSCCP model can be effectively applied to addressing the uncertain information in agricultural systems and shows great applicability to the land use adjustment for agricultural NPS pollution mitigation. Copyright © 2016 Elsevier B.V. All rights reserved.
Dynamic modeling and optimization for space logistics using time-expanded networks
NASA Astrophysics Data System (ADS)
Ho, Koki; de Weck, Olivier L.; Hoffman, Jeffrey A.; Shishko, Robert
2014-12-01
This research develops a dynamic logistics network formulation for lifecycle optimization of mission sequences as a system-level integrated method to find an optimal combination of technologies to be used at each stage of the campaign. This formulation can find the optimal transportation architecture considering its technology trades over time. The proposed methodologies are inspired by the ground logistics analysis techniques based on linear programming network optimization. Particularly, the time-expanded network and its extension are developed for dynamic space logistics network optimization trading the quality of the solution with the computational load. In this paper, the methodologies are applied to a human Mars exploration architecture design problem. The results reveal multiple dynamic system-level trades over time and give recommendation of the optimal strategy for the human Mars exploration architecture. The considered trades include those between In-Situ Resource Utilization (ISRU) and propulsion technologies as well as the orbit and depot location selections over time. This research serves as a precursor for eventual permanent settlement and colonization of other planets by humans and us becoming a multi-planet species.
Optimal non-linear health insurance.
Blomqvist, A
1997-06-01
Most theoretical and empirical work on efficient health insurance has been based on models with linear insurance schedules (a constant co-insurance parameter). In this paper, dynamic optimization techniques are used to analyse the properties of optimal non-linear insurance schedules in a model similar to one originally considered by Spence and Zeckhauser (American Economic Review, 1971, 61, 380-387) and reminiscent of those that have been used in the literature on optimal income taxation. The results of a preliminary numerical example suggest that the welfare losses from the implicit subsidy to employer-financed health insurance under US tax law may be a good deal smaller than previously estimated using linear models.
NASA Astrophysics Data System (ADS)
Kibria, Mirza Golam; Villardi, Gabriel Porto; Ishizu, Kentaro; Kojima, Fumihide; Yano, Hiroyuki
2016-12-01
In this paper, we study inter-operator spectrum sharing and intra-operator resource allocation in shared spectrum access communication systems and propose efficient dynamic solutions to address both inter-operator and intra-operator resource allocation optimization problems. For inter-operator spectrum sharing, we present two competent approaches, namely the subcarrier gain-based sharing and fragmentation-based sharing, which carry out fair and flexible allocation of the available shareable spectrum among the operators subject to certain well-defined sharing rules, traffic demands, and channel propagation characteristics. The subcarrier gain-based spectrum sharing scheme has been found to be more efficient in terms of achieved throughput. However, the fragmentation-based sharing is more attractive in terms of computational complexity. For intra-operator resource allocation, we consider resource allocation problem with users' dissimilar service requirements, where the operator supports users with delay constraint and non-delay constraint service requirements, simultaneously. This optimization problem is a mixed-integer non-linear programming problem and non-convex, which is computationally very expensive, and the complexity grows exponentially with the number of integer variables. We propose less-complex and efficient suboptimal solution based on formulating exact linearization, linear approximation, and convexification techniques for the non-linear and/or non-convex objective functions and constraints. Extensive simulation performance analysis has been carried out that validates the efficiency of the proposed solution.
Optimized Hyper Beamforming of Linear Antenna Arrays Using Collective Animal Behaviour
Ram, Gopi; Mandal, Durbadal; Kar, Rajib; Ghoshal, Sakti Prasad
2013-01-01
A novel optimization technique which is developed on mimicking the collective animal behaviour (CAB) is applied for the optimal design of hyper beamforming of linear antenna arrays. Hyper beamforming is based on sum and difference beam patterns of the array, each raised to the power of a hyperbeam exponent parameter. The optimized hyperbeam is achieved by optimization of current excitation weights and uniform interelement spacing. As compared to conventional hyper beamforming of linear antenna array, real coded genetic algorithm (RGA), particle swarm optimization (PSO), and differential evolution (DE) applied to the hyper beam of the same array can achieve reduction in sidelobe level (SLL) and same or less first null beam width (FNBW), keeping the same value of hyperbeam exponent. Again, further reductions of sidelobe level (SLL) and first null beam width (FNBW) have been achieved by the proposed collective animal behaviour (CAB) algorithm. CAB finds near global optimal solution unlike RGA, PSO, and DE in the present problem. The above comparative optimization is illustrated through 10-, 14-, and 20-element linear antenna arrays to establish the optimization efficacy of CAB. PMID:23970843
A path following algorithm for the graph matching problem.
Zaslavskiy, Mikhail; Bach, Francis; Vert, Jean-Philippe
2009-12-01
We propose a convex-concave programming approach for the labeled weighted graph matching problem. The convex-concave programming formulation is obtained by rewriting the weighted graph matching problem as a least-square problem on the set of permutation matrices and relaxing it to two different optimization problems: a quadratic convex and a quadratic concave optimization problem on the set of doubly stochastic matrices. The concave relaxation has the same global minimum as the initial graph matching problem, but the search for its global minimum is also a hard combinatorial problem. We, therefore, construct an approximation of the concave problem solution by following a solution path of a convex-concave problem obtained by linear interpolation of the convex and concave formulations, starting from the convex relaxation. This method allows to easily integrate the information on graph label similarities into the optimization problem, and therefore, perform labeled weighted graph matching. The algorithm is compared with some of the best performing graph matching methods on four data sets: simulated graphs, QAPLib, retina vessel images, and handwritten Chinese characters. In all cases, the results are competitive with the state of the art.
Optimal one-way and roundtrip journeys design by mixed-integer programming
NASA Astrophysics Data System (ADS)
Ribeiro, Isabel M.; Vale, Cecília
2017-12-01
The introduction of multimodal/intermodal networks in transportation problems, especially when considering roundtrips, adds complexity to the models. This article presents two models for the optimization of intermodal trips as a contribution to the integration of transport modes in networks. The first model is devoted to one-way trips while the second one is dedicated to roundtrips. The original contribution of this research to transportation is mainly the consideration of roundtrips in the optimization process of intermodal transport, especially because the transport mode between two nodes on the return trip should be the same as the one on the outward trip if both nodes are visited on the return trip, which is a valuable aspect for transport companies. The mathematical formulations of both models leads to mixed binary linear programs, which is not a common approach for this type of problem. In this article, as well as the model description, computational experience is included to highlight the importance and efficiency of the proposed models, which may provide a valuable tool for transport managers.
NASA Astrophysics Data System (ADS)
Liu, Zhaoxin; Zhao, Liaoying; Li, Xiaorun; Chen, Shuhan
2018-04-01
Owing to the limitation of spatial resolution of the imaging sensor and the variability of ground surfaces, mixed pixels are widesperead in hyperspectral imagery. The traditional subpixel mapping algorithms treat all mixed pixels as boundary-mixed pixels while ignoring the existence of linear subpixels. To solve this question, this paper proposed a new subpixel mapping method based on linear subpixel feature detection and object optimization. Firstly, the fraction value of each class is obtained by spectral unmixing. Secondly, the linear subpixel features are pre-determined based on the hyperspectral characteristics and the linear subpixel feature; the remaining mixed pixels are detected based on maximum linearization index analysis. The classes of linear subpixels are determined by using template matching method. Finally, the whole subpixel mapping results are iteratively optimized by binary particle swarm optimization algorithm. The performance of the proposed subpixel mapping method is evaluated via experiments based on simulated and real hyperspectral data sets. The experimental results demonstrate that the proposed method can improve the accuracy of subpixel mapping.
Robust stochastic optimization for reservoir operation
NASA Astrophysics Data System (ADS)
Pan, Limeng; Housh, Mashor; Liu, Pan; Cai, Ximing; Chen, Xin
2015-01-01
Optimal reservoir operation under uncertainty is a challenging engineering problem. Application of classic stochastic optimization methods to large-scale problems is limited due to computational difficulty. Moreover, classic stochastic methods assume that the estimated distribution function or the sample inflow data accurately represents the true probability distribution, which may be invalid and the performance of the algorithms may be undermined. In this study, we introduce a robust optimization (RO) approach, Iterative Linear Decision Rule (ILDR), so as to provide a tractable approximation for a multiperiod hydropower generation problem. The proposed approach extends the existing LDR method by accommodating nonlinear objective functions. It also provides users with the flexibility of choosing the accuracy of ILDR approximations by assigning a desired number of piecewise linear segments to each uncertainty. The performance of the ILDR is compared with benchmark policies including the sampling stochastic dynamic programming (SSDP) policy derived from historical data. The ILDR solves both the single and multireservoir systems efficiently. The single reservoir case study results show that the RO method is as good as SSDP when implemented on the original historical inflows and it outperforms SSDP policy when tested on generated inflows with the same mean and covariance matrix as those in history. For the multireservoir case study, which considers water supply in addition to power generation, numerical results show that the proposed approach performs as well as in the single reservoir case study in terms of optimal value and distributional robustness.
Modeling of thermal storage systems in MILP distributed energy resource models
Steen, David; Stadler, Michael; Cardoso, Gonçalo; ...
2014-08-04
Thermal energy storage (TES) and distributed generation technologies, such as combined heat and power (CHP) or photovoltaics (PV), can be used to reduce energy costs and decrease CO 2 emissions from buildings by shifting energy consumption to times with less emissions and/or lower energy prices. To determine the feasibility of investing in TES in combination with other distributed energy resources (DER), mixed integer linear programming (MILP) can be used. Such a MILP model is the well-established Distributed Energy Resources Customer Adoption Model (DER-CAM); however, it currently uses only a simplified TES model to guarantee linearity and short run-times. Loss calculationsmore » are based only on the energy contained in the storage. This paper presents a new DER-CAM TES model that allows improved tracking of losses based on ambient and storage temperatures, and compares results with the previous version. A multi-layer TES model is introduced that retains linearity and avoids creating an endogenous optimization problem. The improved model increases the accuracy of the estimated storage losses and enables use of heat pumps for low temperature storage charging. Ultimately,results indicate that the previous model overestimates the attractiveness of TES investments for cases without possibility to invest in heat pumps and underestimates it for some locations when heat pumps are allowed. Despite a variation in optimal technology selection between the two models, the objective function value stays quite stable, illustrating the complexity of optimal DER sizing problems in buildings and microgrids.« less
NASA Astrophysics Data System (ADS)
Chiadamrong, N.; Piyathanavong, V.
2017-12-01
Models that aim to optimize the design of supply chain networks have gained more interest in the supply chain literature. Mixed-integer linear programming and discrete-event simulation are widely used for such an optimization problem. We present a hybrid approach to support decisions for supply chain network design using a combination of analytical and discrete-event simulation models. The proposed approach is based on iterative procedures until the difference between subsequent solutions satisfies the pre-determined termination criteria. The effectiveness of proposed approach is illustrated by an example, which shows closer to optimal results with much faster solving time than the results obtained from the conventional simulation-based optimization model. The efficacy of this proposed hybrid approach is promising and can be applied as a powerful tool in designing a real supply chain network. It also provides the possibility to model and solve more realistic problems, which incorporate dynamism and uncertainty.
Optimization of Airport Surface Traffic: A Case-Study of Incheon International Airport
NASA Technical Reports Server (NTRS)
Eun, Yeonju; Jeon, Daekeun; Lee, Hanbong; Jung, Yoon C.; Zhu, Zhifan; Jeong, Myeongsook; Kim, Hyounkong; Oh, Eunmi; Hong, Sungkwon
2017-01-01
This study aims to develop a controllers decision support tool for departure and surface management of ICN. Airport surface traffic optimization for Incheon International Airport (ICN) in South Korea was studied based on the operational characteristics of ICN and airspace of Korea. For surface traffic optimization, a multiple runway scheduling problem and a taxi scheduling problem were formulated into two Mixed Integer Linear Programming (MILP) optimization models. The Miles-In-Trail (MIT) separation constraint at the departure fix shared by the departure flights from multiple runways and the runway crossing constraints due to the taxi route configuration specific to ICN were incorporated into the runway scheduling and taxiway scheduling problems, respectively. Since the MILP-based optimization model for the multiple runway scheduling problem may be computationally intensive, computation times and delay costs of different solving methods were compared for a practical implementation. This research was a collaboration between Korea Aerospace Research Institute (KARI) and National Aeronautics and Space Administration (NASA).
Optimization of Airport Surface Traffic: A Case-Study of Incheon International Airport
NASA Technical Reports Server (NTRS)
Eun, Yeonju; Jeon, Daekeun; Lee, Hanbong; Jung, Yoon Chul; Zhu, Zhifan; Jeong, Myeong-Sook; Kim, Hyoun Kyoung; Oh, Eunmi; Hong, Sungkwon
2017-01-01
This study aims to develop a controllers' decision support tool for departure and surface management of ICN. Airport surface traffic optimization for Incheon International Airport (ICN) in South Korea was studied based on the operational characteristics of ICN and airspace of Korea. For surface traffic optimization, a multiple runway scheduling problem and a taxi scheduling problem were formulated into two Mixed Integer Linear Programming (MILP) optimization models. The Miles-In-Trail (MIT) separation constraint at the departure fix shared by the departure flights from multiple runways and the runway crossing constraints due to the taxi route configuration specific to ICN were incorporated into the runway scheduling and taxiway scheduling problems, respectively. Since the MILP-based optimization model for the multiple runway scheduling problem may be computationally intensive, computation times and delay costs of different solving methods were compared for a practical implementation. This research was a collaboration between Korea Aerospace Research Institute (KARI) and National Aeronautics and Space Administration (NASA).
Analytical and Computational Properties of Distributed Approaches to MDO
NASA Technical Reports Server (NTRS)
Alexandrov, Natalia M.; Lewis, Robert Michael
2000-01-01
Historical evolution of engineering disciplines and the complexity of the MDO problem suggest that disciplinary autonomy is a desirable goal in formulating and solving MDO problems. We examine the notion of disciplinary autonomy and discuss the analytical properties of three approaches to formulating and solving MDO problems that achieve varying degrees of autonomy by distributing the problem along disciplinary lines. Two of the approaches-Optimization by Linear Decomposition and Collaborative Optimization-are based on bi-level optimization and reflect what we call a structural perspective. The third approach, Distributed Analysis Optimization, is a single-level approach that arises from what we call an algorithmic perspective. The main conclusion of the paper is that disciplinary autonomy may come at a price: in the bi-level approaches, the system-level constraints introduced to relax the interdisciplinary coupling and enable disciplinary autonomy can cause analytical and computational difficulties for optimization algorithms. The single-level alternative we discuss affords a more limited degree of autonomy than that of the bi-level approaches, but without the computational difficulties of the bi-level methods. Key Words: Autonomy, bi-level optimization, distributed optimization, multidisciplinary optimization, multilevel optimization, nonlinear programming, problem integration, system synthesis
ORACLS: A system for linear-quadratic-Gaussian control law design
NASA Technical Reports Server (NTRS)
Armstrong, E. S.
1978-01-01
A modern control theory design package (ORACLS) for constructing controllers and optimal filters for systems modeled by linear time-invariant differential or difference equations is described. Numerical linear-algebra procedures are used to implement the linear-quadratic-Gaussian (LQG) methodology of modern control theory. Algorithms are included for computing eigensystems of real matrices, the relative stability of a matrix, factored forms for nonnegative definite matrices, the solutions and least squares approximations to the solutions of certain linear matrix algebraic equations, the controllability properties of a linear time-invariant system, and the steady state covariance matrix of an open-loop stable system forced by white noise. Subroutines are provided for solving both the continuous and discrete optimal linear regulator problems with noise free measurements and the sampled-data optimal linear regulator problem. For measurement noise, duality theory and the optimal regulator algorithms are used to solve the continuous and discrete Kalman-Bucy filter problems. Subroutines are also included which give control laws causing the output of a system to track the output of a prescribed model.
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.
Linearization methods for optimizing the low thrust spacecraft trajectory: Theoretical aspects
NASA Astrophysics Data System (ADS)
Kazmerchuk, P. V.
2016-12-01
The theoretical aspects of the modified linearization method, which makes it possible to solve a wide class of nonlinear problems on optimizing low-thrust spacecraft trajectories (V. V. Efanov et al., 2009; V. V. Khartov et al., 2010) are examined. The main modifications of the linearization method are connected with its refinement for optimizing the main dynamic systems and design parameters of the spacecraft.
Corner Polyhedron and Intersection Cuts
2011-03-01
any other provision of law, no person shall be subject to a penalty for failing to comply with a collection of information if it does not display a...19a. NAME OF RESPONSIBLE PERSON a. REPORT unclassified b. ABSTRACT unclassified c. THIS PAGE unclassified Standard Form 298 (Rev. 8-98... finding valid inequalities for the set (1) that are violated by the point x̄. Typically, x̄ is an optimal solution of the linear programming (LP
Annual Review of Research under the Joint Services Electronics Program,
1981-12-01
nonlinear system under investigation to be transformed, without approximation, into an equivalent linear system to which classical design methodologies are...employed his work in the design of an experimental helicopter autopilot which is presently under- going simulation and is expected to fly in the near...decentralized, and non -quad- duced from that which would be required ratic systems is presented. Here, one for an optimal non -linlar controller. designs a
Contract for Manpower and Personnel Research and Studies II (COMPRS-II) Annual Report - Year Four
2002-10-01
Wonderlic and the Prueba de Aptitud Academica (PAA) will be evaluated in the pilot "Foreign Language Recruiting Initiative" project. Starting in October...Spanish Wonderlic and the Prueba de Aptitud Academica (PAA) will be evaluated in the pilot "Foreign Language Recruiting Initiative" project. Starting...implemented by linear programming software , which optimizes the Army’s enlisted personnel classification system, while accounting for realistic
Tavakoli, Ali; Nikoo, Mohammad Reza; Kerachian, Reza; Soltani, Maryam
2015-04-01
In this paper, a new fuzzy methodology is developed to optimize water and waste load allocation (WWLA) in rivers under uncertainty. An interactive two-stage stochastic fuzzy programming (ITSFP) method is utilized to handle parameter uncertainties, which are expressed as fuzzy boundary intervals. An iterative linear programming (ILP) is also used for solving the nonlinear optimization model. To accurately consider the impacts of the water and waste load allocation strategies on the river water quality, a calibrated QUAL2Kw model is linked with the WWLA optimization model. The soil, water, atmosphere, and plant (SWAP) simulation model is utilized to determine the quantity and quality of each agricultural return flow. To control pollution loads of agricultural networks, it is assumed that a part of each agricultural return flow can be diverted to an evaporation pond and also another part of it can be stored in a detention pond. In detention ponds, contaminated water is exposed to solar radiation for disinfecting pathogens. Results of applying the proposed methodology to the Dez River system in the southwestern region of Iran illustrate its effectiveness and applicability for water and waste load allocation in rivers. In the planning phase, this methodology can be used for estimating the capacities of return flow diversion system and evaporation and detention ponds.
Quadratic constrained mixed discrete optimization with an adiabatic quantum optimizer
NASA Astrophysics Data System (ADS)
Chandra, Rishabh; Jacobson, N. Tobias; Moussa, Jonathan E.; Frankel, Steven H.; Kais, Sabre
2014-07-01
We extend the family of problems that may be implemented on an adiabatic quantum optimizer (AQO). When a quadratic optimization problem has at least one set of discrete controls and the constraints are linear, we call this a quadratic constrained mixed discrete optimization (QCMDO) problem. QCMDO problems are NP-hard, and no efficient classical algorithm for their solution is known. Included in the class of QCMDO problems are combinatorial optimization problems constrained by a linear partial differential equation (PDE) or system of linear PDEs. An essential complication commonly encountered in solving this type of problem is that the linear constraint may introduce many intermediate continuous variables into the optimization while the computational cost grows exponentially with problem size. We resolve this difficulty by developing a constructive mapping from QCMDO to quadratic unconstrained binary optimization (QUBO) such that the size of the QUBO problem depends only on the number of discrete control variables. With a suitable embedding, taking into account the physical constraints of the realizable coupling graph, the resulting QUBO problem can be implemented on an existing AQO. The mapping itself is efficient, scaling cubically with the number of continuous variables in the general case and linearly in the PDE case if an efficient preconditioner is available.
Cloud-based large-scale air traffic flow optimization
NASA Astrophysics Data System (ADS)
Cao, Yi
The ever-increasing traffic demand makes the efficient use of airspace an imperative mission, and this paper presents an effort in response to this call. Firstly, a new aggregate model, called Link Transmission Model (LTM), is proposed, which models the nationwide traffic as a network of flight routes identified by origin-destination pairs. The traversal time of a flight route is assumed to be the mode of distribution of historical flight records, and the mode is estimated by using Kernel Density Estimation. As this simplification abstracts away physical trajectory details, the complexity of modeling is drastically decreased, resulting in efficient traffic forecasting. The predicative capability of LTM is validated against recorded traffic data. Secondly, a nationwide traffic flow optimization problem with airport and en route capacity constraints is formulated based on LTM. The optimization problem aims at alleviating traffic congestions with minimal global delays. This problem is intractable due to millions of variables. A dual decomposition method is applied to decompose the large-scale problem such that the subproblems are solvable. However, the whole problem is still computational expensive to solve since each subproblem is an smaller integer programming problem that pursues integer solutions. Solving an integer programing problem is known to be far more time-consuming than solving its linear relaxation. In addition, sequential execution on a standalone computer leads to linear runtime increase when the problem size increases. To address the computational efficiency problem, a parallel computing framework is designed which accommodates concurrent executions via multithreading programming. The multithreaded version is compared with its monolithic version to show decreased runtime. Finally, an open-source cloud computing framework, Hadoop MapReduce, is employed for better scalability and reliability. This framework is an "off-the-shelf" parallel computing model that can be used for both offline historical traffic data analysis and online traffic flow optimization. It provides an efficient and robust platform for easy deployment and implementation. A small cloud consisting of five workstations was configured and used to demonstrate the advantages of cloud computing in dealing with large-scale parallelizable traffic problems.
Primal-dual techniques for online algorithms and mechanisms
NASA Astrophysics Data System (ADS)
Liaghat, Vahid
An offline algorithm is one that knows the entire input in advance. An online algorithm, however, processes its input in a serial fashion. In contrast to offline algorithms, an online algorithm works in a local fashion and has to make irrevocable decisions without having the entire input. Online algorithms are often not optimal since their irrevocable decisions may turn out to be inefficient after receiving the rest of the input. For a given online problem, the goal is to design algorithms which are competitive against the offline optimal solutions. In a classical offline scenario, it is often common to see a dual analysis of problems that can be formulated as a linear or convex program. Primal-dual and dual-fitting techniques have been successfully applied to many such problems. Unfortunately, the usual tricks come short in an online setting since an online algorithm should make decisions without knowing even the whole program. In this thesis, we study the competitive analysis of fundamental problems in the literature such as different variants of online matching and online Steiner connectivity, via online dual techniques. Although there are many generic tools for solving an optimization problem in the offline paradigm, in comparison, much less is known for tackling online problems. The main focus of this work is to design generic techniques for solving integral linear optimization problems where the solution space is restricted via a set of linear constraints. A general family of these problems are online packing/covering problems. Our work shows that for several seemingly unrelated problems, primal-dual techniques can be successfully applied as a unifying approach for analyzing these problems. We believe this leads to generic algorithmic frameworks for solving online problems. In the first part of the thesis, we show the effectiveness of our techniques in the stochastic settings and their applications in Bayesian mechanism design. In particular, we introduce new techniques for solving a fundamental linear optimization problem, namely, the stochastic generalized assignment problem (GAP). This packing problem generalizes various problems such as online matching, ad allocation, bin packing, etc. We furthermore show applications of such results in the mechanism design by introducing Prophet Secretary, a novel Bayesian model for online auctions. In the second part of the thesis, we focus on the covering problems. We develop the framework of "Disk Painting" for a general class of network design problems that can be characterized by proper functions. This class generalizes the node-weighted and edge-weighted variants of several well-known Steiner connectivity problems. We furthermore design a generic technique for solving the prize-collecting variants of these problems when there exists a dual analysis for the non-prize-collecting counterparts. Hence, we solve the online prize-collecting variants of several network design problems for the first time. Finally we focus on designing techniques for online problems with mixed packing/covering constraints. We initiate the study of degree-bounded graph optimization problems in the online setting by designing an online algorithm with a tight competitive ratio for the degree-bounded Steiner forest problem. We hope these techniques establishes a starting point for the analysis of the important class of online degree-bounded optimization on graphs.
Darzi, Soodabeh; Kiong, Tiong Sieh; Islam, Mohammad Tariqul; Ismail, Mahamod; Kibria, Salehin; Salem, Balasem
2014-01-01
Linear constraint minimum variance (LCMV) is one of the adaptive beamforming techniques that is commonly applied to cancel interfering signals and steer or produce a strong beam to the desired signal through its computed weight vectors. However, weights computed by LCMV usually are not able to form the radiation beam towards the target user precisely and not good enough to reduce the interference by placing null at the interference sources. It is difficult to improve and optimize the LCMV beamforming technique through conventional empirical approach. To provide a solution to this problem, artificial intelligence (AI) technique is explored in order to enhance the LCMV beamforming ability. In this paper, particle swarm optimization (PSO), dynamic mutated artificial immune system (DM-AIS), and gravitational search algorithm (GSA) are incorporated into the existing LCMV technique in order to improve the weights of LCMV. The simulation result demonstrates that received signal to interference and noise ratio (SINR) of target user can be significantly improved by the integration of PSO, DM-AIS, and GSA in LCMV through the suppression of interference in undesired direction. Furthermore, the proposed GSA can be applied as a more effective technique in LCMV beamforming optimization as compared to the PSO technique. The algorithms were implemented using Matlab program.
Sieh Kiong, Tiong; Tariqul Islam, Mohammad; Ismail, Mahamod; Salem, Balasem
2014-01-01
Linear constraint minimum variance (LCMV) is one of the adaptive beamforming techniques that is commonly applied to cancel interfering signals and steer or produce a strong beam to the desired signal through its computed weight vectors. However, weights computed by LCMV usually are not able to form the radiation beam towards the target user precisely and not good enough to reduce the interference by placing null at the interference sources. It is difficult to improve and optimize the LCMV beamforming technique through conventional empirical approach. To provide a solution to this problem, artificial intelligence (AI) technique is explored in order to enhance the LCMV beamforming ability. In this paper, particle swarm optimization (PSO), dynamic mutated artificial immune system (DM-AIS), and gravitational search algorithm (GSA) are incorporated into the existing LCMV technique in order to improve the weights of LCMV. The simulation result demonstrates that received signal to interference and noise ratio (SINR) of target user can be significantly improved by the integration of PSO, DM-AIS, and GSA in LCMV through the suppression of interference in undesired direction. Furthermore, the proposed GSA can be applied as a more effective technique in LCMV beamforming optimization as compared to the PSO technique. The algorithms were implemented using Matlab program. PMID:25147859
MM Algorithms for Geometric and Signomial Programming
Lange, Kenneth; Zhou, Hua
2013-01-01
This paper derives new algorithms for signomial programming, a generalization of geometric programming. The algorithms are based on a generic principle for optimization called the MM algorithm. In this setting, one can apply the geometric-arithmetic mean inequality and a supporting hyperplane inequality to create a surrogate function with parameters separated. Thus, unconstrained signomial programming reduces to a sequence of one-dimensional minimization problems. Simple examples demonstrate that the MM algorithm derived can converge to a boundary point or to one point of a continuum of minimum points. Conditions under which the minimum point is unique or occurs in the interior of parameter space are proved for geometric programming. Convergence to an interior point occurs at a linear rate. Finally, the MM framework easily accommodates equality and inequality constraints of signomial type. For the most important special case, constrained quadratic programming, the MM algorithm involves very simple updates. PMID:24634545
MM Algorithms for Geometric and Signomial Programming.
Lange, Kenneth; Zhou, Hua
2014-02-01
This paper derives new algorithms for signomial programming, a generalization of geometric programming. The algorithms are based on a generic principle for optimization called the MM algorithm. In this setting, one can apply the geometric-arithmetic mean inequality and a supporting hyperplane inequality to create a surrogate function with parameters separated. Thus, unconstrained signomial programming reduces to a sequence of one-dimensional minimization problems. Simple examples demonstrate that the MM algorithm derived can converge to a boundary point or to one point of a continuum of minimum points. Conditions under which the minimum point is unique or occurs in the interior of parameter space are proved for geometric programming. Convergence to an interior point occurs at a linear rate. Finally, the MM framework easily accommodates equality and inequality constraints of signomial type. For the most important special case, constrained quadratic programming, the MM algorithm involves very simple updates.
Quadratic Programming for Allocating Control Effort
NASA Technical Reports Server (NTRS)
Singh, Gurkirpal
2005-01-01
A computer program calculates an optimal allocation of control effort in a system that includes redundant control actuators. The program implements an iterative (but otherwise single-stage) algorithm of the quadratic-programming type. In general, in the quadratic-programming problem, one seeks the values of a set of variables that minimize a quadratic cost function, subject to a set of linear equality and inequality constraints. In this program, the cost function combines control effort (typically quantified in terms of energy or fuel consumed) and control residuals (differences between commanded and sensed values of variables to be controlled). In comparison with prior control-allocation software, this program offers approximately equal accuracy but much greater computational efficiency. In addition, this program offers flexibility, robustness to actuation failures, and a capability for selective enforcement of control requirements. The computational efficiency of this program makes it suitable for such complex, real-time applications as controlling redundant aircraft actuators or redundant spacecraft thrusters. The program is written in the C language for execution in a UNIX operating system.
PAPR reduction in FBMC using an ACE-based linear programming optimization
NASA Astrophysics Data System (ADS)
van der Neut, Nuan; Maharaj, Bodhaswar TJ; de Lange, Frederick; González, Gustavo J.; Gregorio, Fernando; Cousseau, Juan
2014-12-01
This paper presents four novel techniques for peak-to-average power ratio (PAPR) reduction in filter bank multicarrier (FBMC) modulation systems. The approach extends on current PAPR reduction active constellation extension (ACE) methods, as used in orthogonal frequency division multiplexing (OFDM), to an FBMC implementation as the main contribution. The four techniques introduced can be split up into two: linear programming optimization ACE-based techniques and smart gradient-project (SGP) ACE techniques. The linear programming (LP)-based techniques compensate for the symbol overlaps by utilizing a frame-based approach and provide a theoretical upper bound on achievable performance for the overlapping ACE techniques. The overlapping ACE techniques on the other hand can handle symbol by symbol processing. Furthermore, as a result of FBMC properties, the proposed techniques do not require side information transmission. The PAPR performance of the techniques is shown to match, or in some cases improve, on current PAPR techniques for FBMC. Initial analysis of the computational complexity of the SGP techniques indicates that the complexity issues with PAPR reduction in FBMC implementations can be addressed. The out-of-band interference introduced by the techniques is investigated. As a result, it is shown that the interference can be compensated for, whilst still maintaining decent PAPR performance. Additional results are also provided by means of a study of the PAPR reduction of the proposed techniques at a fixed clipping probability. The bit error rate (BER) degradation is investigated to ensure that the trade-off in terms of BER degradation is not too severe. As illustrated by exhaustive simulations, the SGP ACE-based technique proposed are ideal candidates for practical implementation in systems employing the low-complexity polyphase implementation of FBMC modulators. The methods are shown to offer significant PAPR reduction and increase the feasibility of FBMC as a replacement modulation system for OFDM.
Gain optimization with non-linear controls
NASA Technical Reports Server (NTRS)
Slater, G. L.; Kandadai, R. D.
1984-01-01
An algorithm has been developed for the analysis and design of controls for non-linear systems. The technical approach is to use statistical linearization to model the non-linear dynamics of a system by a quasi-Gaussian model. A covariance analysis is performed to determine the behavior of the dynamical system and a quadratic cost function. Expressions for the cost function and its derivatives are determined so that numerical optimization techniques can be applied to determine optimal feedback laws. The primary application for this paper is centered about the design of controls for nominally linear systems but where the controls are saturated or limited by fixed constraints. The analysis is general, however, and numerical computation requires only that the specific non-linearity be considered in the analysis.
De Beer, Maarten; Lynen, Fréderic; Chen, Kai; Ferguson, Paul; Hanna-Brown, Melissa; Sandra, Pat
2010-03-01
Stationary-phase optimized selectivity liquid chromatography (SOS-LC) is a tool in reversed-phase LC (RP-LC) to optimize the selectivity for a given separation by combining stationary phases in a multisegment column. The presently (commercially) available SOS-LC optimization procedure and algorithm are only applicable to isocratic analyses. Step gradient SOS-LC has been developed, but this is still not very elegant for the analysis of complex mixtures composed of components covering a broad hydrophobicity range. A linear gradient prediction algorithm has been developed allowing one to apply SOS-LC as a generic RP-LC optimization method. The algorithm allows operation in isocratic, stepwise, and linear gradient run modes. The features of SOS-LC in the linear gradient mode are demonstrated by means of a mixture of 13 steroids, whereby baseline separation is predicted and experimentally demonstrated.
Linear energy transfer incorporated intensity modulated proton therapy optimization
NASA Astrophysics Data System (ADS)
Cao, Wenhua; Khabazian, Azin; Yepes, Pablo P.; Lim, Gino; Poenisch, Falk; Grosshans, David R.; Mohan, Radhe
2018-01-01
The purpose of this study was to investigate the feasibility of incorporating linear energy transfer (LET) into the optimization of intensity modulated proton therapy (IMPT) plans. Because increased LET correlates with increased biological effectiveness of protons, high LETs in target volumes and low LETs in critical structures and normal tissues are preferred in an IMPT plan. However, if not explicitly incorporated into the optimization criteria, different IMPT plans may yield similar physical dose distributions but greatly different LET, specifically dose-averaged LET, distributions. Conventionally, the IMPT optimization criteria (or cost function) only includes dose-based objectives in which the relative biological effectiveness (RBE) is assumed to have a constant value of 1.1. In this study, we added LET-based objectives for maximizing LET in target volumes and minimizing LET in critical structures and normal tissues. Due to the fractional programming nature of the resulting model, we used a variable reformulation approach so that the optimization process is computationally equivalent to conventional IMPT optimization. In this study, five brain tumor patients who had been treated with proton therapy at our institution were selected. Two plans were created for each patient based on the proposed LET-incorporated optimization (LETOpt) and the conventional dose-based optimization (DoseOpt). The optimized plans were compared in terms of both dose (assuming a constant RBE of 1.1 as adopted in clinical practice) and LET. Both optimization approaches were able to generate comparable dose distributions. The LET-incorporated optimization achieved not only pronounced reduction of LET values in critical organs, such as brainstem and optic chiasm, but also increased LET in target volumes, compared to the conventional dose-based optimization. However, on occasion, there was a need to tradeoff the acceptability of dose and LET distributions. Our conclusion is that the inclusion of LET-dependent criteria in the IMPT optimization could lead to similar dose distributions as the conventional optimization but superior LET distributions in target volumes and normal tissues. This may have substantial advantages in improving tumor control and reducing normal tissue toxicities.
Accounting for range uncertainties in the optimization of intensity modulated proton therapy.
Unkelbach, Jan; Chan, Timothy C Y; Bortfeld, Thomas
2007-05-21
Treatment plans optimized for intensity modulated proton therapy (IMPT) may be sensitive to range variations. The dose distribution may deteriorate substantially when the actual range of a pencil beam does not match the assumed range. We present two treatment planning concepts for IMPT which incorporate range uncertainties into the optimization. The first method is a probabilistic approach. The range of a pencil beam is assumed to be a random variable, which makes the delivered dose and the value of the objective function a random variable too. We then propose to optimize the expectation value of the objective function. The second approach is a robust formulation that applies methods developed in the field of robust linear programming. This approach optimizes the worst case dose distribution that may occur, assuming that the ranges of the pencil beams may vary within some interval. Both methods yield treatment plans that are considerably less sensitive to range variations compared to conventional treatment plans optimized without accounting for range uncertainties. In addition, both approaches--although conceptually different--yield very similar results on a qualitative level.
REopt: A Platform for Energy System Integration and Optimization: Preprint
DOE Office of Scientific and Technical Information (OSTI.GOV)
Simpkins, T.; Cutler, D.; Anderson, K.
2014-08-01
REopt is NREL's energy planning platform offering concurrent, multi-technology integration and optimization capabilities to help clients meet their cost savings and energy performance goals. The REopt platform provides techno-economic decision-support analysis throughout the energy planning process, from agency-level screening and macro planning to project development to energy asset operation. REopt employs an integrated approach to optimizing a site?s energy costs by considering electricity and thermal consumption, resource availability, complex tariff structures including time-of-use, demand and sell-back rates, incentives, net-metering, and interconnection limits. Formulated as a mixed integer linear program, REopt recommends an optimally-sized mix of conventional and renewable energy, andmore » energy storage technologies; estimates the net present value associated with implementing those technologies; and provides the cost-optimal dispatch strategy for operating them at maximum economic efficiency. The REopt platform can be customized to address a variety of energy optimization scenarios including policy, microgrid, and operational energy applications. This paper presents the REopt techno-economic model along with two examples of recently completed analysis projects.« less
NASA Technical Reports Server (NTRS)
Ng, Hok K.; Grabbe, Shon; Mukherjee, Avijit
2010-01-01
The optimization of traffic flows in congested airspace with varying convective weather is a challenging problem. One approach is to generate shortest routes between origins and destinations while meeting airspace capacity constraint in the presence of uncertainties, such as weather and airspace demand. This study focuses on development of an optimal flight path search algorithm that optimizes national airspace system throughput and efficiency in the presence of uncertainties. The algorithm is based on dynamic programming and utilizes the predicted probability that an aircraft will deviate around convective weather. It is shown that the running time of the algorithm increases linearly with the total number of links between all stages. The optimal routes minimize a combination of fuel cost and expected cost of route deviation due to convective weather. They are considered as alternatives to the set of coded departure routes which are predefined by FAA to reroute pre-departure flights around weather or air traffic constraints. A formula, which calculates predicted probability of deviation from a given flight path, is also derived. The predicted probability of deviation is calculated for all path candidates. Routes with the best probability are selected as optimal. The predicted probability of deviation serves as a computable measure of reliability in pre-departure rerouting. The algorithm can also be extended to automatically adjust its design parameters to satisfy the desired level of reliability.
Development of a parameter optimization technique for the design of automatic control systems
NASA Technical Reports Server (NTRS)
Whitaker, P. H.
1977-01-01
Parameter optimization techniques for the design of linear automatic control systems that are applicable to both continuous and digital systems are described. The model performance index is used as the optimization criterion because of the physical insight that can be attached to it. The design emphasis is to start with the simplest system configuration that experience indicates would be practical. Design parameters are specified, and a digital computer program is used to select that set of parameter values which minimizes the performance index. The resulting design is examined, and complexity, through the use of more complex information processing or more feedback paths, is added only if performance fails to meet operational specifications. System performance specifications are assumed to be such that the desired step function time response of the system can be inferred.
Optimization of self-acting step thrust bearings for load capacity and stiffness.
NASA Technical Reports Server (NTRS)
Hamrock, B. J.
1972-01-01
Linearized analysis of a finite-width rectangular step thrust bearing. Dimensionless load capacity and stiffness are expressed in terms of a Fourier cosine series. The dimensionless load capacity and stiffness were found to be a function of the dimensionless bearing number, the pad length-to-width ratio, the film thickness ratio, the step location parameter, and the feed groove parameter. The equations obtained in the analysis were verified. The assumptions imposed were substantiated by comparing the results with an existing exact solution for the infinite width bearing. A digital computer program was developed which determines optimal bearing configuration for maximum load capacity or stiffness. Simple design curves are presented. Results are shown for both compressible and incompressible lubrication. Through a parameter transformation the results are directly usable in designing optimal step sector thrust bearings.
NASA Astrophysics Data System (ADS)
Aktan, A. Emin
2003-08-01
Although the interconnected systems nature of the infrastructures, and the complexity of interactions between their engineered, socio-technical and natural constituents have been recognized for some time, the principles of effectively operating, protecting and preserving such systems by taking full advantage of "modeling, simulations, optimization, control and decision making" tools developed by the systems engineering and operations research community have not been adequately studied or discussed by many engineers including the writer. Differential and linear equation systems, numerical and finite element modeling techniques, statistical and probabilistic representations are universal, however, different disciplines have developed their distinct approaches to conceptualizing, idealizing and modeling the systems they commonly deal with. The challenge is in adapting and integrating deterministic and stochastic, geometric and numerical, physics-based and "soft (data-or-knowledge based)", macroscopic or microscopic models developed by various disciplines for simulating infrastructure systems. There is a lot to be learned by studying how different disciplines have studied, improved and optimized the systems relating to various processes and products in their domains. Operations research has become a fifty-year old discipline addressing complex systems problems. Its mathematical tools range from linear programming to decision processes and game theory. These tools are used extensively in management and finance, as well as by industrial engineers for optimizing and quality control. Progressive civil engineering academic programs have adopted "systems engineering" as a focal area. However, most of the civil engineering systems programs remain focused on constructing and analyzing highly idealized, often generic models relating to the planning or operation of transportation, water or waste systems, maintenance management, waste management or general infrastructure hazards risk management. We further note that in the last decade there have been efforts for "agent-based" modeling of synthetic infrastructure systems by taking advantage of supercomputers at various DOE Laboratories. However, whether there is any similitude between such synthetic and actual systems needs investigating further.
NASA Astrophysics Data System (ADS)
Yang, Ruijie; Dai, Jianrong; Yang, Yong; Hu, Yimin
2006-08-01
The purpose of this study is to extend an algorithm proposed for beam orientation optimization in classical conformal radiotherapy to intensity-modulated radiation therapy (IMRT) and to evaluate the algorithm's performance in IMRT scenarios. In addition, the effect of the candidate pool of beam orientations, in terms of beam orientation resolution and starting orientation, on the optimized beam configuration, plan quality and optimization time is also explored. The algorithm is based on the technique of mixed integer linear programming in which binary and positive float variables are employed to represent candidates for beam orientation and beamlet weights in beam intensity maps. Both beam orientations and beam intensity maps are simultaneously optimized in the algorithm with a deterministic method. Several different clinical cases were used to test the algorithm and the results show that both target coverage and critical structures sparing were significantly improved for the plans with optimized beam orientations compared to those with equi-spaced beam orientations. The calculation time was less than an hour for the cases with 36 binary variables on a PC with a Pentium IV 2.66 GHz processor. It is also found that decreasing beam orientation resolution to 10° greatly reduced the size of the candidate pool of beam orientations without significant influence on the optimized beam configuration and plan quality, while selecting different starting orientations had large influence. Our study demonstrates that the algorithm can be applied to IMRT scenarios, and better beam orientation configurations can be obtained using this algorithm. Furthermore, the optimization efficiency can be greatly increased through proper selection of beam orientation resolution and starting beam orientation while guaranteeing the optimized beam configurations and plan quality.
The NASA light-emitting diode medical program-progress in space flight and terrestrial applications
NASA Astrophysics Data System (ADS)
Whelan, Harry T.; Houle, John M.; Whelan, Noel T.; Donohoe, Deborah L.; Cwiklinski, Joan; Schmidt, Meic H.; Gould, Lisa; Larson, David L.; Meyer, Glenn A.; Cevenini, Vita; Stinson, Helen
2000-01-01
This work is supported and managed through the NASA Marshall Space Flight Center-SBIR Program. Studies on cells exposed to microgravity and hypergravity indicate that human cells need gravity to stimulate cell growth. As the gravitational force increases or decreases, the cell function responds in a linear fashion. This poses significant health risks for astronauts in long termspace flight. LED-technology developed for NASA plant growth experiments in space shows promise for delivering light deep into tissues of the body to promote wound healing and human tissue growth. This LED-technology is also biologically optimal for photodynamic therapy of cancer. .
DOE Office of Scientific and Technical Information (OSTI.GOV)
Zhang, Xiaohu; Shi, Di; Wang, Zhiwei
Shunt FACTS devices, such as, a Static Var Compensator (SVC), are capable of providing local reactive power compensation. They are widely used in the network to reduce the real power loss and improve the voltage profile. This paper proposes a planning model based on mixed integer conic programming (MICP) to optimally allocate SVCs in the transmission network considering load uncertainty. The load uncertainties are represented by a number of scenarios. Reformulation and linearization techniques are utilized to transform the original non-convex model into a convex second order cone programming (SOCP) model. Numerical case studies based on the IEEE 30-bus systemmore » demonstrate the effectiveness of the proposed planning model.« less
CAD of control systems: Application of nonlinear programming to a linear quadratic formulation
NASA Technical Reports Server (NTRS)
Fleming, P.
1983-01-01
The familiar suboptimal regulator design approach is recast as a constrained optimization problem and incorporated in a Computer Aided Design (CAD) package where both design objective and constraints are quadratic cost functions. This formulation permits the separate consideration of, for example, model following errors, sensitivity measures and control energy as objectives to be minimized or limits to be observed. Efficient techniques for computing the interrelated cost functions and their gradients are utilized in conjunction with a nonlinear programming algorithm. The effectiveness of the approach and the degree of insight into the problem which it affords is illustrated in a helicopter regulation design example.
NASA Astrophysics Data System (ADS)
McGarity, A. E.
2009-12-01
Recent progress has been made developing decision-support models for optimal deployment of best management practices (BMP’s) in an urban watershed to achieve water quality goals. One example is the high-level screening model StormWISE, developed by the author (McGarity, 2006) that uses linear and nonlinear programming to narrow the search for optimal solutions to certain land use categories and drainage zones. Another example is the model SUSTAIN developed by USEPA and Tetra Tech (Lai, et al., 2006), which builds on the work of Yu, et al., 2002), that uses a detailed, computationally intensive simulation model driven by a genetic solver to select optimal BMP sites. However, a model that deals only with best management practice (BMP) site selections may fail to consider solutions that avoid future nonpoint pollutant loadings by preserving undeveloped land. This paper presents results of a recently completed research project in which water resource engineers partnered with experienced professionals at a land conservation trust to develop a multiobjective model for watershed management. The result is a revised version of StormWISE that can be used to identify optimal, cost-effective combinations of easements and similar land preservation tools for undeveloped sites along with low impact development (LID) and BMP technologies for developed sites. The goal is to achieve the watershed-wide limits on runoff volume and pollutant loads that are necessary to meet water quality goals as well as ecological benefits associated with habitat preservation and enhancement. A nonlinear programming formulation is presented for the extended StormWISE model that achieves desired levels of environmental benefits at minimum cost. Tradeoffs between different environmental benefits are generated by multiple runs of the model while varying the levels of each environmental benefit obtained. The model is solved using piecewise linearization of environmental benefit functions where each linear segment of represents a different option for reducing stormwater runoff volumes and pollutant loadings. The solutions space is comprised of optimal levels of expenditure for categories of BMP's by land use category and optimal land preservation expenditures by drainage zone. To demonstrate the usefulness of the model, results from its application to the Little Crum Creek watershed in suburban Philadelphia are presented. The model has been used to assist a watershed association and four municipalities to develop an action plan for restoration of water quality on this impaired stream. References Lai, F., J. Zhen, J. Riverson, and L. Shoemaker (2006). "SUSTAIN - An Evaluation and Cost-Optimization Tool for Placement of BMPs," ASCE World Environmental and Water Resource Congress 2006. McGarity, A.E. (2006). A Cost Minimization Model to Priortize Urban Catchments for Stormwater BMP Implementation Projects. American Water Resources Association National Meeting, Baltimore, MD, November, 2006. Yu, S., J. X. Zhen, and S.Y. Zhai, (2002). Development of Stormwater Best Management Practice Placement Strategy for the Virginia Department of Transportation. Final Contract Report, VTRC 04-CR9, Virginia Transportation Research Council.
NASA Astrophysics Data System (ADS)
Hakkarainen, Elina; Tähtinen, Matti
2016-05-01
Demonstrations of direct steam generation (DSG) in linear Fresnel collectors (LFC) have given promising results related to higher steam parameters compared to the current state-of-the-art parabolic trough collector (PTC) technology using oil as heat transfer fluid (HTF). However, DSG technology lacks feasible solution for long-term thermal energy storage (TES) system. This option is important for CSP technology in order to offer dispatchable power. Recently, molten salts have been proposed to be used as HTF and directly as storage medium in both line-focusing solar fields, offering storage capacity of several hours. This direct molten salt (DMS) storage concept has already gained operational experience in solar tower power plant, and it is under demonstration phase both in the case of LFC and PTC systems. Dynamic simulation programs offer a valuable effort for design and optimization of solar power plants. In this work, APROS dynamic simulation program is used to model a DMS linear Fresnel solar field with two-tank TES system, and example simulation results are presented in order to verify the functionality of the model and capability of APROS for CSP modelling and simulation.
Uncluttered Single-Image Visualization of Vascular Structures using GPU and Integer Programming
Won, Joong-Ho; Jeon, Yongkweon; Rosenberg, Jarrett; Yoon, Sungroh; Rubin, Geoffrey D.; Napel, Sandy
2013-01-01
Direct projection of three-dimensional branching structures, such as networks of cables, blood vessels, or neurons onto a 2D image creates the illusion of intersecting structural parts and creates challenges for understanding and communication. We present a method for visualizing such structures, and demonstrate its utility in visualizing the abdominal aorta and its branches, whose tomographic images might be obtained by computed tomography or magnetic resonance angiography, in a single two-dimensional stylistic image, without overlaps among branches. The visualization method, termed uncluttered single-image visualization (USIV), involves optimization of geometry. This paper proposes a novel optimization technique that utilizes an interesting connection of the optimization problem regarding USIV to the protein structure prediction problem. Adopting the integer linear programming-based formulation for the protein structure prediction problem, we tested the proposed technique using 30 visualizations produced from five patient scans with representative anatomical variants in the abdominal aortic vessel tree. The novel technique can exploit commodity-level parallelism, enabling use of general-purpose graphics processing unit (GPGPU) technology that yields a significant speedup. Comparison of the results with the other optimization technique previously reported elsewhere suggests that, in most aspects, the quality of the visualization is comparable to that of the previous one, with a significant gain in the computation time of the algorithm. PMID:22291148
Optimal planning for the sustainable utilization of municipal solid waste.
Santibañez-Aguilar, José Ezequiel; Ponce-Ortega, José María; Betzabe González-Campos, J; Serna-González, Medardo; El-Halwagi, Mahmoud M
2013-12-01
The increasing generation of municipal solid waste (MSW) is a major problem particularly for large urban areas with insufficient landfill capacities and inefficient waste management systems. Several options associated to the supply chain for implementing a MSW management system are available, however to determine the optimal solution several technical, economic, environmental and social aspects must be considered. Therefore, this paper proposes a mathematical programming model for the optimal planning of the supply chain associated to the MSW management system to maximize the economic benefit while accounting for technical and environmental issues. The optimization model simultaneously selects the processing technologies and their location, the distribution of wastes from cities as well as the distribution of products to markets. The problem was formulated as a multi-objective mixed-integer linear programing problem to maximize the profit of the supply chain and the amount of recycled wastes, where the results are showed through Pareto curves that tradeoff economic and environmental aspects. The proposed approach is applied to a case study for the west-central part of Mexico to consider the integration of MSW from several cities to yield useful products. The results show that an integrated utilization of MSW can provide economic, environmental and social benefits. Copyright © 2013 Elsevier Ltd. All rights reserved.
Evidence of soft bound behaviour in analogue memristive devices for neuromorphic computing.
Frascaroli, Jacopo; Brivio, Stefano; Covi, Erika; Spiga, Sabina
2018-05-08
The development of devices that can modulate their conductance under the application of electrical stimuli constitutes a fundamental step towards the realization of synaptic connectivity in neural networks. Optimization of synaptic functionality requires the understanding of the analogue conductance update under different programming conditions. Moreover, properties of physical devices such as bounded conductance values and state-dependent modulation should be considered as they affect storage capacity and performance of the network. This work provides a study of the conductance dynamics produced by identical pulses as a function of the programming parameters in an HfO 2 memristive device. The application of a phenomenological model that considers a soft approach to the conductance boundaries allows the identification of different operation regimes and to quantify conductance modulation in the analogue region. Device non-linear switching kinetics is recognized as the physical origin of the transition between different dynamics and motivates the crucial trade-off between degree of analog modulation and memory window. Different kinetics for the processes of conductance increase and decrease account for device programming asymmetry. The identification of programming trade-off together with an evaluation of device variations provide a guideline for the optimization of the analogue programming in view of hardware implementation of neural networks.
Cheng, Guanhui; Huang, Guohe; Dong, Cong; Xu, Ye; Chen, Xiujuan; Chen, Jiapei
2017-03-01
Due to the existence of complexities of heterogeneities, hierarchy, discreteness, and interactions in municipal solid waste management (MSWM) systems such as Beijing, China, a series of socio-economic and eco-environmental problems may emerge or worsen and result in irredeemable damages in the following decades. Meanwhile, existing studies, especially ones focusing on MSWM in Beijing, could hardly reflect these complexities in system simulations and provide reliable decision support for management practices. Thus, a framework of distributed mixed-integer fuzzy hierarchical programming (DMIFHP) is developed in this study for MSWM under these complexities. Beijing is selected as a representative case. The Beijing MSWM system is comprehensively analyzed in many aspects such as socio-economic conditions, natural conditions, spatial heterogeneities, treatment facilities, and system complexities, building a solid foundation for system simulation and optimization. Correspondingly, the MSWM system in Beijing is discretized as 235 grids to reflect spatial heterogeneity. A DMIFHP model which is a nonlinear programming problem is constructed to parameterize the Beijing MSWM system. To enable scientific solving of it, a solution algorithm is proposed based on coupling of fuzzy programming and mixed-integer linear programming. Innovations and advantages of the DMIFHP framework are discussed. The optimal MSWM schemes and mechanism revelations will be discussed in another companion paper due to length limitation.
2016-08-10
AFRL-AFOSR-JP-TR-2016-0073 Large-scale Linear Optimization through Machine Learning: From Theory to Practical System Design and Implementation ...2016 4. TITLE AND SUBTITLE Large-scale Linear Optimization through Machine Learning: From Theory to Practical System Design and Implementation 5a...performances on various machine learning tasks and it naturally lends itself to fast parallel implementations . Despite this, very little work has been
DOE Office of Scientific and Technical Information (OSTI.GOV)
Sun Wei; Huang, Guo H., E-mail: huang@iseis.org; Institute for Energy, Environment and Sustainable Communities, University of Regina, Regina, Saskatchewan, S4S 0A2
2012-06-15
Highlights: Black-Right-Pointing-Pointer Inexact piecewise-linearization-based fuzzy flexible programming is proposed. Black-Right-Pointing-Pointer It's the first application to waste management under multiple complexities. Black-Right-Pointing-Pointer It tackles nonlinear economies-of-scale effects in interval-parameter constraints. Black-Right-Pointing-Pointer It estimates costs more accurately than the linear-regression-based model. Black-Right-Pointing-Pointer Uncertainties are decreased and more satisfactory interval solutions are obtained. - Abstract: To tackle nonlinear economies-of-scale (EOS) effects in interval-parameter constraints for a representative waste management problem, an inexact piecewise-linearization-based fuzzy flexible programming (IPFP) model is developed. In IPFP, interval parameters for waste amounts and transportation/operation costs can be quantified; aspiration levels for net system costs, as well as tolerancemore » intervals for both capacities of waste treatment facilities and waste generation rates can be reflected; and the nonlinear EOS effects transformed from objective function to constraints can be approximated. An interactive algorithm is proposed for solving the IPFP model, which in nature is an interval-parameter mixed-integer quadratically constrained programming model. To demonstrate the IPFP's advantages, two alternative models are developed to compare their performances. One is a conventional linear-regression-based inexact fuzzy programming model (IPFP2) and the other is an IPFP model with all right-hand-sides of fussy constraints being the corresponding interval numbers (IPFP3). The comparison results between IPFP and IPFP2 indicate that the optimized waste amounts would have the similar patterns in both models. However, when dealing with EOS effects in constraints, the IPFP2 may underestimate the net system costs while the IPFP can estimate the costs more accurately. The comparison results between IPFP and IPFP3 indicate that their solutions would be significantly different. The decreased system uncertainties in IPFP's solutions demonstrate its effectiveness for providing more satisfactory interval solutions than IPFP3. Following its first application to waste management, the IPFP can be potentially applied to other environmental problems under multiple complexities.« less
The program LOPT for least-squares optimization of energy levels
NASA Astrophysics Data System (ADS)
Kramida, A. E.
2011-02-01
The article describes a program that solves the least-squares optimization problem for finding the energy levels of a quantum-mechanical system based on a set of measured energy separations or wavelengths of transitions between those energy levels, as well as determining the Ritz wavelengths of transitions and their uncertainties. The energy levels are determined by solving the matrix equation of the problem, and the uncertainties of the Ritz wavenumbers are determined from the covariance matrix of the problem. Program summaryProgram title: LOPT Catalogue identifier: AEHM_v1_0 Program summary URL:http://cpc.cs.qub.ac.uk/summaries/AEHM_v1_0.html Program obtainable from: CPC Program Library, Queen's University, Belfast, N. Ireland Licensing provisions: Standard CPC licence, http://cpc.cs.qub.ac.uk/licence/licence.html No. of lines in distributed program, including test data, etc.: 19 254 No. of bytes in distributed program, including test data, etc.: 427 839 Distribution format: tar.gz Programming language: Perl v.5 Computer: PC, Mac, Unix workstations Operating system: MS Windows (XP, Vista, 7), Mac OS X, Linux, Unix (AIX) RAM: 3 Mwords or more Word size: 32 or 64 Classification: 2.2 Nature of problem: The least-squares energy-level optimization problem, i.e., finding a set of energy level values that best fits the given set of transition intervals. Solution method: The solution of the least-squares problem is found by solving the corresponding linear matrix equation, where the matrix is constructed using a new method with variable substitution. Restrictions: A practical limitation on the size of the problem N is imposed by the execution time, which scales as N and depends on the computer. Unusual features: Properly rounds the resulting data and formats the output in a format suitable for viewing with spreadsheet editing software. Estimates numerical errors resulting from the limited machine precision. Running time: 1 s for N=100, or 60 s for N=400 on a typical PC.
Decision Support System for Reservoir Management and Operation in Africa
NASA Astrophysics Data System (ADS)
Navar, D. A.
2016-12-01
Africa is currently experiencing a surge in dam construction for flood control, water supply and hydropower production, but ineffective reservoir management has caused problems in the region, such as water shortages, flooding and loss of potential hydropower generation. Our research aims to remedy ineffective reservoir management by developing a novel Decision Support System(DSS) to equip water managers with a technical planning tool based on the state of the art in hydrological sciences. The DSS incorporates a climate forecast model, a hydraulic model of the watershed, and an optimization model to effectively plan for the operation of a system of cascade large-scale reservoirs for hydropower production, while treating water supply and flood control as constraints. Our team will use the newly constructed hydropower plants in the Omo Gibe basin of Ethiopia as the test case. Using the basic HIDROTERM software developed in Brazil, the General Algebraic Modeling System (GAMS) utilizes a combination of linear programing (LP) and non-linear programming (NLP) in conjunction with real time hydrologic and energy demand data to optimize the monthly and daily operations of the reservoir system. We compare the DSS model results with the current reservoir operating policy used by the water managers of that region. We also hope the DSS will eliminate the current dangers associated with the mismanagement of large scale water resources projects in Africa.
Puerto Rico water resources planning model program description
Moody, D.W.; Maddock, Thomas; Karlinger, M.R.; Lloyd, J.J.
1973-01-01
Because the use of the Mathematical Programming System -Extended (MPSX) to solve large linear and mixed integer programs requires the preparation of many input data cards, a matrix generator program to produce the MPSX input data from a much more limited set of data may expedite the use of the mixed integer programming optimization technique. The Model Definition and Control Program (MODCQP) is intended to assist a planner in preparing MPSX input data for the Puerto Rico Water Resources Planning Model. The model utilizes a mixed-integer mathematical program to identify a minimum present cost set of water resources projects (diversions, reservoirs, ground-water fields, desalinization plants, water treatment plants, and inter-basin transfers of water) which will meet a set of future water demands and to determine their sequence of construction. While MODCOP was specifically written to generate MPSX input data for the planning model described in this report, the program can be easily modified to reflect changes in the model's mathematical structure.
Homotopy approach to optimal, linear quadratic, fixed architecture compensation
NASA Technical Reports Server (NTRS)
Mercadal, Mathieu
1991-01-01
Optimal linear quadratic Gaussian compensators with constrained architecture are a sensible way to generate good multivariable feedback systems meeting strict implementation requirements. The optimality conditions obtained from the constrained linear quadratic Gaussian are a set of highly coupled matrix equations that cannot be solved algebraically except when the compensator is centralized and full order. An alternative to the use of general parameter optimization methods for solving the problem is to use homotopy. The benefit of the method is that it uses the solution to a simplified problem as a starting point and the final solution is then obtained by solving a simple differential equation. This paper investigates the convergence properties and the limitation of such an approach and sheds some light on the nature and the number of solutions of the constrained linear quadratic Gaussian problem. It also demonstrates the usefulness of homotopy on an example of an optimal decentralized compensator.
High-order Newton-penalty algorithms
NASA Astrophysics Data System (ADS)
Dussault, Jean-Pierre
2005-10-01
Recent efforts in differentiable non-linear programming have been focused on interior point methods, akin to penalty and barrier algorithms. In this paper, we address the classical equality constrained program solved using the simple quadratic loss penalty function/algorithm. The suggestion to use extrapolations to track the differentiable trajectory associated with penalized subproblems goes back to the classic monograph of Fiacco & McCormick. This idea was further developed by Gould who obtained a two-steps quadratically convergent algorithm using prediction steps and Newton correction. Dussault interpreted the prediction step as a combined extrapolation with respect to the penalty parameter and the residual of the first order optimality conditions. Extrapolation with respect to the residual coincides with a Newton step.We explore here higher-order extrapolations, thus higher-order Newton-like methods. We first consider high-order variants of the Newton-Raphson method applied to non-linear systems of equations. Next, we obtain improved asymptotic convergence results for the quadratic loss penalty algorithm by using high-order extrapolation steps.
Multivariate quadrature for representing cloud condensation nuclei activity of aerosol populations
Fierce, Laura; McGraw, Robert L.
2017-07-26
Here, sparse representations of atmospheric aerosols are needed for efficient regional- and global-scale chemical transport models. Here we introduce a new framework for representing aerosol distributions, based on the quadrature method of moments. Given a set of moment constraints, we show how linear programming, combined with an entropy-inspired cost function, can be used to construct optimized quadrature representations of aerosol distributions. The sparse representations derived from this approach accurately reproduce cloud condensation nuclei (CCN) activity for realistically complex distributions simulated by a particleresolved model. Additionally, the linear programming techniques described in this study can be used to bound key aerosolmore » properties, such as the number concentration of CCN. Unlike the commonly used sparse representations, such as modal and sectional schemes, the maximum-entropy approach described here is not constrained to pre-determined size bins or assumed distribution shapes. This study is a first step toward a particle-based aerosol scheme that will track multivariate aerosol distributions with sufficient computational efficiency for large-scale simulations.« less
Multivariate quadrature for representing cloud condensation nuclei activity of aerosol populations
DOE Office of Scientific and Technical Information (OSTI.GOV)
Fierce, Laura; McGraw, Robert L.
Here, sparse representations of atmospheric aerosols are needed for efficient regional- and global-scale chemical transport models. Here we introduce a new framework for representing aerosol distributions, based on the quadrature method of moments. Given a set of moment constraints, we show how linear programming, combined with an entropy-inspired cost function, can be used to construct optimized quadrature representations of aerosol distributions. The sparse representations derived from this approach accurately reproduce cloud condensation nuclei (CCN) activity for realistically complex distributions simulated by a particleresolved model. Additionally, the linear programming techniques described in this study can be used to bound key aerosolmore » properties, such as the number concentration of CCN. Unlike the commonly used sparse representations, such as modal and sectional schemes, the maximum-entropy approach described here is not constrained to pre-determined size bins or assumed distribution shapes. This study is a first step toward a particle-based aerosol scheme that will track multivariate aerosol distributions with sufficient computational efficiency for large-scale simulations.« less
Menu-Driven Solver Of Linear-Programming Problems
NASA Technical Reports Server (NTRS)
Viterna, L. A.; Ferencz, D.
1992-01-01
Program assists inexperienced user in formulating linear-programming problems. A Linear Program Solver (ALPS) computer program is full-featured LP analysis program. Solves plain linear-programming problems as well as more-complicated mixed-integer and pure-integer programs. Also contains efficient technique for solution of purely binary linear-programming problems. Written entirely in IBM's APL2/PC software, Version 1.01. Packed program contains licensed material, property of IBM (copyright 1988, all rights reserved).
Advanced Computational Methods for Security Constrained Financial Transmission Rights
DOE Office of Scientific and Technical Information (OSTI.GOV)
Kalsi, Karanjit; Elbert, Stephen T.; Vlachopoulou, Maria
Financial Transmission Rights (FTRs) are financial insurance tools to help power market participants reduce price risks associated with transmission congestion. FTRs are issued based on a process of solving a constrained optimization problem with the objective to maximize the FTR social welfare under power flow security constraints. Security constraints for different FTR categories (monthly, seasonal or annual) are usually coupled and the number of constraints increases exponentially with the number of categories. Commercial software for FTR calculation can only provide limited categories of FTRs due to the inherent computational challenges mentioned above. In this paper, first an innovative mathematical reformulationmore » of the FTR problem is presented which dramatically improves the computational efficiency of optimization problem. After having re-formulated the problem, a novel non-linear dynamic system (NDS) approach is proposed to solve the optimization problem. The new formulation and performance of the NDS solver is benchmarked against widely used linear programming (LP) solvers like CPLEX™ and tested on both standard IEEE test systems and large-scale systems using data from the Western Electricity Coordinating Council (WECC). The performance of the NDS is demonstrated to be comparable and in some cases is shown to outperform the widely used CPLEX algorithms. The proposed formulation and NDS based solver is also easily parallelizable enabling further computational improvement.« less
Optimal pre-scheduling of problem remappings
NASA Technical Reports Server (NTRS)
Nicol, David M.; Saltz, Joel H.
1987-01-01
A large class of scientific computational problems can be characterized as a sequence of steps where a significant amount of computation occurs each step, but the work performed at each step is not necessarily identical. Two good examples of this type of computation are: (1) regridding methods which change the problem discretization during the course of the computation, and (2) methods for solving sparse triangular systems of linear equations. Recent work has investigated a means of mapping such computations onto parallel processors; the method defines a family of static mappings with differing degrees of importance placed on the conflicting goals of good load balance and low communication/synchronization overhead. The performance tradeoffs are controllable by adjusting the parameters of the mapping method. To achieve good performance it may be necessary to dynamically change these parameters at run-time, but such changes can impose additional costs. If the computation's behavior can be determined prior to its execution, it can be possible to construct an optimal parameter schedule using a low-order-polynomial-time dynamic programming algorithm. Since the latter can be expensive, the performance is studied of the effect of a linear-time scheduling heuristic on one of the model problems, and it is shown to be effective and nearly optimal.
NASA Technical Reports Server (NTRS)
Witkop, D. L.; Dale, B. J.; Gellin, S.
1991-01-01
The programming aspects of SFENES are described in the User's Manual. The information presented is provided for the installation programmer. It is sufficient to fully describe the general program logic and required peripheral storage. All element generated data is stored externally to reduce required memory allocation. A separate section is devoted to the description of these files thereby permitting the optimization of Input/Output (I/O) time through efficient buffer descriptions. Individual subroutine descriptions are presented along with the complete Fortran source listings. A short description of the major control, computation, and I/O phases is included to aid in obtaining an overall familiarity with the program's components. Finally, a discussion of the suggested overlay structure which allows the program to execute with a reasonable amount of memory allocation is presented.
SOL - SIZING AND OPTIMIZATION LANGUAGE COMPILER
NASA Technical Reports Server (NTRS)
Scotti, S. J.
1994-01-01
SOL is a computer language which is geared to solving design problems. SOL includes the mathematical modeling and logical capabilities of a computer language like FORTRAN but also includes the additional power of non-linear mathematical programming methods (i.e. numerical optimization) at the language level (as opposed to the subroutine level). The language-level use of optimization has several advantages over the traditional, subroutine-calling method of using an optimizer: first, the optimization problem is described in a concise and clear manner which closely parallels the mathematical description of optimization; second, a seamless interface is automatically established between the optimizer subroutines and the mathematical model of the system being optimized; third, the results of an optimization (objective, design variables, constraints, termination criteria, and some or all of the optimization history) are output in a form directly related to the optimization description; and finally, automatic error checking and recovery from an ill-defined system model or optimization description is facilitated by the language-level specification of the optimization problem. Thus, SOL enables rapid generation of models and solutions for optimum design problems with greater confidence that the problem is posed correctly. The SOL compiler takes SOL-language statements and generates the equivalent FORTRAN code and system calls. Because of this approach, the modeling capabilities of SOL are extended by the ability to incorporate existing FORTRAN code into a SOL program. In addition, SOL has a powerful MACRO capability. The MACRO capability of the SOL compiler effectively gives the user the ability to extend the SOL language and can be used to develop easy-to-use shorthand methods of generating complex models and solution strategies. The SOL compiler provides syntactic and semantic error-checking, error recovery, and detailed reports containing cross-references to show where each variable was used. The listings summarize all optimizations, listing the objective functions, design variables, and constraints. The compiler offers error-checking specific to optimization problems, so that simple mistakes will not cost hours of debugging time. The optimization engine used by and included with the SOL compiler is a version of Vanderplatt's ADS system (Version 1.1) modified specifically to work with the SOL compiler. SOL allows the use of the over 100 ADS optimization choices such as Sequential Quadratic Programming, Modified Feasible Directions, interior and exterior penalty function and variable metric methods. Default choices of the many control parameters of ADS are made for the user, however, the user can override any of the ADS control parameters desired for each individual optimization. The SOL language and compiler were developed with an advanced compiler-generation system to ensure correctness and simplify program maintenance. Thus, SOL's syntax was defined precisely by a LALR(1) grammar and the SOL compiler's parser was generated automatically from the LALR(1) grammar with a parser-generator. Hence unlike ad hoc, manually coded interfaces, the SOL compiler's lexical analysis insures that the SOL compiler recognizes all legal SOL programs, can recover from and correct for many errors and report the location of errors to the user. This version of the SOL compiler has been implemented on VAX/VMS computer systems and requires 204 KB of virtual memory to execute. Since the SOL compiler produces FORTRAN code, it requires the VAX FORTRAN compiler to produce an executable program. The SOL compiler consists of 13,000 lines of Pascal code. It was developed in 1986 and last updated in 1988. The ADS and other utility subroutines amount to 14,000 lines of FORTRAN code and were also updated in 1988.
An Optimized Method for the Measurement of Acetaldehyde by High-Performance Liquid Chromatography
Guan, Xiangying; Rubin, Emanuel; Anni, Helen
2011-01-01
Background Acetaldehyde is produced during ethanol metabolism predominantly in the liver by alcohol dehydrogenase, and rapidly eliminated by oxidation to acetate via aldehyde dehydrogenase. Assessment of circulating acetaldehyde levels in biological matrices is performed by headspace gas chromatography and reverse phase high-performance liquid chromatography (RP-HPLC). Methods We have developed an optimized method for the measurement of acetaldehyde by RP-HPLC in hepatoma cell culture medium, blood and plasma. After sample deproteinization, acetaldehyde was derivatized with 2,4-dinitrophenylhydrazine (DNPH). The reaction was optimized for pH, amount of derivatization reagent,, time and temperature. Extraction methods of the acetaldehyde-hydrazone (AcH-DPN) stable derivative and product stability studies were carried out. Acetaldehyde was identified by its retention time in comparison to AcH-DPN standard, using a new chromatography gradient program, and quantitated based on external reference standards and standard addition calibration curves in the presence and absence of ethanol. Results Derivatization of acetaldehyde was performed at pH 4.0 with a 80-fold molar excess of DNPH. The reaction was completed in 40 min at ambient temperature, and the product was stable for 2 days. A clear separation of AcH-DNP from DNPH was obtained with a new 11-min chromatography program. Acetaldehyde detection was linear up to 80 μM. The recovery of acetaldehyde was >88% in culture media, and >78% in plasma. We quantitatively determined the ethanol-derived acetaldehyde in hepatoma cells, rat blood and plasma with a detection limit around 3 μM. The accuracy of the method was <9% for intraday and <15% for interday measurements, in small volume (70 μl) plasma sampling. Conclusions An optimized method for the quantitative determination of acetaldehyde in biological systems was developed using derivatization with DNPH, followed by a short RP-HPLC separation of AcH-DNP. The method has an extended linear range, is reproducible and applicable to small volume sampling of culture media and biological fluids. PMID:21895715
An optimized method for the measurement of acetaldehyde by high-performance liquid chromatography.
Guan, Xiangying; Rubin, Emanuel; Anni, Helen
2012-03-01
Acetaldehyde is produced during ethanol metabolism predominantly in the liver by alcohol dehydrogenase and rapidly eliminated by oxidation to acetate via aldehyde dehydrogenase. Assessment of circulating acetaldehyde levels in biological matrices is performed by headspace gas chromatography and reverse phase high-performance liquid chromatography (RP-HPLC). We have developed an optimized method for the measurement of acetaldehyde by RP-HPLC in hepatoma cell culture medium, blood, and plasma. After sample deproteinization, acetaldehyde was derivatized with 2,4-dinitrophenylhydrazine (DNPH). The reaction was optimized for pH, amount of derivatization reagent, time, and temperature. Extraction methods of the acetaldehyde-hydrazone (AcH-DNP) stable derivative and product stability studies were carried out. Acetaldehyde was identified by its retention time in comparison with AcH-DNP standard, using a new chromatography gradient program, and quantitated based on external reference standards and standard addition calibration curves in the presence and absence of ethanol. Derivatization of acetaldehyde was performed at pH 4.0 with an 80-fold molar excess of DNPH. The reaction was completed in 40 minutes at ambient temperature, and the product was stable for 2 days. A clear separation of AcH-DNP from DNPH was obtained with a new 11-minute chromatography program. Acetaldehyde detection was linear up to 80 μM. The recovery of acetaldehyde was >88% in culture media and >78% in plasma. We quantitatively determined the ethanol-derived acetaldehyde in hepatoma cells, rat blood and plasma with a detection limit around 3 μM. The accuracy of the method was <9% for intraday and <15% for interday measurements, in small volume (70 μl) plasma sampling. An optimized method for the quantitative determination of acetaldehyde in biological systems was developed using derivatization with DNPH, followed by a short RP-HPLC separation of AcH-DNP. The method has an extended linear range, is reproducible and applicable to small-volume sampling of culture media and biological fluids. Copyright © 2011 by the Research Society on Alcoholism.
Scheduling algorithms for rapid imaging using agile Cubesat constellations
NASA Astrophysics Data System (ADS)
Nag, Sreeja; Li, Alan S.; Merrick, James H.
2018-02-01
Distributed Space Missions such as formation flight and constellations, are being recognized as important Earth Observation solutions to increase measurement samples over space and time. Cubesats are increasing in size (27U, ∼40 kg in development) with increasing capabilities to host imager payloads. Given the precise attitude control systems emerging in the commercial market, Cubesats now have the ability to slew and capture images within short notice. We propose a modular framework that combines orbital mechanics, attitude control and scheduling optimization to plan the time-varying, full-body orientation of agile Cubesats in a constellation such that they maximize the number of observed images and observation time, within the constraints of Cubesat hardware specifications. The attitude control strategy combines bang-bang and PD control, with constraints such as power consumption, response time, and stability factored into the optimality computations and a possible extension to PID control to account for disturbances. Schedule optimization is performed using dynamic programming with two levels of heuristics, verified and improved upon using mixed integer linear programming. The automated scheduler is expected to run on ground station resources and the resultant schedules uplinked to the satellites for execution, however it can be adapted for onboard scheduling, contingent on Cubesat hardware and software upgrades. The framework is generalizable over small steerable spacecraft, sensor specifications, imaging objectives and regions of interest, and is demonstrated using multiple 20 kg satellites in Low Earth Orbit for two case studies - rapid imaging of Landsat's land and coastal images and extended imaging of global, warm water coral reefs. The proposed algorithm captures up to 161% more Landsat images than nadir-pointing sensors with the same field of view, on a 2-satellite constellation over a 12-h simulation. Integer programming was able to verify that optimality of the dynamic programming solution for single satellites was within 10%, and find up to 5% more optimal solutions. The optimality gap for constellations was found to be 22% at worst, but the dynamic programming schedules were found at nearly four orders of magnitude better computational speed than integer programming. The algorithm can include cloud cover predictions, ground downlink windows or any other spatial, temporal or angular constraints into the orbital module and be integrated into planning tools for agile constellations.
Optimization benefits analysis in production process of fabrication components
NASA Astrophysics Data System (ADS)
Prasetyani, R.; Rafsanjani, A. Y.; Rimantho, D.
2017-12-01
The determination of an optimal number of product combinations is important. The main problem at part and service department in PT. United Tractors Pandu Engineering (shortened to PT.UTPE) Is the optimization of the combination of fabrication component products (known as Liner Plate) which influence to the profit that will be obtained by the company. Liner Plate is a fabrication component that serves as a protector of core structure for heavy duty attachment, such as HD Vessel, HD Bucket, HD Shovel, and HD Blade. The graph of liner plate sales from January to December 2016 has fluctuated and there is no direct conclusion about the optimization of production of such fabrication components. The optimal product combination can be achieved by calculating and plotting the amount of production output and input appropriately. The method that used in this study is linear programming methods with primal, dual, and sensitivity analysis using QM software for Windows to obtain optimal fabrication components. In the optimal combination of components, PT. UTPE provide the profit increase of Rp. 105,285,000.00 for a total of Rp. 3,046,525,000.00 per month and the production of a total combination of 71 units per unit variance per month.
Indirect synthesis of multidegree-of-freedom transient systems
NASA Technical Reports Server (NTRS)
Chen, Y. H.; Pilkey, W. D.; Kalinowski, A. J.
1976-01-01
The indirect synthesis method is developed and shown to be capable of leading a near-optimal design of multidegree-of-freedom and multidesign-element transient nonlinear dynamical systems. The basis of the approach is to select the open design parameters such that the response of the portion of the system being designed approximates the limiting performances solution. The limiting performance problem can be formulated as one of linear programming by replacing all portions of the system subject to transient disturbances by control forces and supposing that the remaining portions are linear as are the overall kinematic constraints. One then selects the design parameters that respond most closely to the limiting performance solution, which can be achieved by unconstrained curve-fitting techniques.
Metamodeling and the Critic-based approach to multi-level optimization.
Werbos, Ludmilla; Kozma, Robert; Silva-Lugo, Rodrigo; Pazienza, Giovanni E; Werbos, Paul J
2012-08-01
Large-scale networks with hundreds of thousands of variables and constraints are becoming more and more common in logistics, communications, and distribution domains. Traditionally, the utility functions defined on such networks are optimized using some variation of Linear Programming, such as Mixed Integer Programming (MIP). Despite enormous progress both in hardware (multiprocessor systems and specialized processors) and software (Gurobi) we are reaching the limits of what these tools can handle in real time. Modern logistic problems, for example, call for expanding the problem both vertically (from one day up to several days) and horizontally (combining separate solution stages into an integrated model). The complexity of such integrated models calls for alternative methods of solution, such as Approximate Dynamic Programming (ADP), which provide a further increase in the performance necessary for the daily operation. In this paper, we present the theoretical basis and related experiments for solving the multistage decision problems based on the results obtained for shorter periods, as building blocks for the models and the solution, via Critic-Model-Action cycles, where various types of neural networks are combined with traditional MIP models in a unified optimization system. In this system architecture, fast and simple feed-forward networks are trained to reasonably initialize more complicated recurrent networks, which serve as approximators of the value function (Critic). The combination of interrelated neural networks and optimization modules allows for multiple queries for the same system, providing flexibility and optimizing performance for large-scale real-life problems. A MATLAB implementation of our solution procedure for a realistic set of data and constraints shows promising results, compared to the iterative MIP approach. Copyright © 2012 Elsevier Ltd. All rights reserved.
Finding Optimal Gains In Linear-Quadratic Control Problems
NASA Technical Reports Server (NTRS)
Milman, Mark H.; Scheid, Robert E., Jr.
1990-01-01
Analytical method based on Volterra factorization leads to new approximations for optimal control gains in finite-time linear-quadratic control problem of system having infinite number of dimensions. Circumvents need to analyze and solve Riccati equations and provides more transparent connection between dynamics of system and optimal gain.
Comparisons of linear and nonlinear pyramid schemes for signal and image processing
NASA Astrophysics Data System (ADS)
Morales, Aldo W.; Ko, Sung-Jea
1997-04-01
Linear filters banks are being used extensively in image and video applications. New research results in wavelet applications for compression and de-noising are constantly appearing in the technical literature. On the other hand, non-linear filter banks are also being used regularly in image pyramid algorithms. There are some inherent advantages in using non-linear filters instead of linear filters when non-Gaussian processes are present in images. However, a consistent way of comparing performance criteria between these two schemes has not been fully developed yet. In this paper a recently discovered tool, sample selection probabilities, is used to compare the behavior of linear and non-linear filters. In the conversion from weights of order statistics (OS) filters to coefficients of the impulse response is obtained through these probabilities. However, the reverse problem: the conversion from coefficients of the impulse response to the weights of OS filters is not yet fully understood. One of the reasons for this difficulty is the highly non-linear nature of the partitions and generating function used. In the present paper the problem is posed as an optimization of integer linear programming subject to constraints directly obtained from the coefficients of the impulse response. Although the technique to be presented in not completely refined, it certainly appears to be promising. Some results will be shown.
Integrated strategic and tactical biomass-biofuel supply chain optimization.
Lin, Tao; Rodríguez, Luis F; Shastri, Yogendra N; Hansen, Alan C; Ting, K C
2014-03-01
To ensure effective biomass feedstock provision for large-scale biofuel production, an integrated biomass supply chain optimization model was developed to minimize annual biomass-ethanol production costs by optimizing both strategic and tactical planning decisions simultaneously. The mixed integer linear programming model optimizes the activities range from biomass harvesting, packing, in-field transportation, stacking, transportation, preprocessing, and storage, to ethanol production and distribution. The numbers, locations, and capacities of facilities as well as biomass and ethanol distribution patterns are key strategic decisions; while biomass production, delivery, and operating schedules and inventory monitoring are key tactical decisions. The model was implemented to study Miscanthus-ethanol supply chain in Illinois. The base case results showed unit Miscanthus-ethanol production costs were $0.72L(-1) of ethanol. Biorefinery related costs accounts for 62% of the total costs, followed by biomass procurement costs. Sensitivity analysis showed that a 50% reduction in biomass yield would increase unit production costs by 11%. Copyright © 2014 Elsevier Ltd. All rights reserved.
Designing train-speed trajectory with energy efficiency and service quality
NASA Astrophysics Data System (ADS)
Jia, Jiannan; Yang, Kai; Yang, Lixing; Gao, Yuan; Li, Shukai
2018-05-01
With the development of automatic train operations, optimal trajectory design is significant to the performance of train operations in railway transportation systems. Considering energy efficiency and service quality, this article formulates a bi-objective train-speed trajectory optimization model to minimize simultaneously the energy consumption and travel time in an inter-station section. This article is distinct from previous studies in that more sophisticated train driving strategies characterized by the acceleration/deceleration gear, the cruising speed, and the speed-shift site are specifically considered. For obtaining an optimal train-speed trajectory which has equal satisfactory degree on both objectives, a fuzzy linear programming approach is applied to reformulate the objectives. In addition, a genetic algorithm is developed to solve the proposed train-speed trajectory optimization problem. Finally, a series of numerical experiments based on a real-world instance of Beijing-Tianjin Intercity Railway are implemented to illustrate the practicability of the proposed model as well as the effectiveness of the solution methodology.
2011-01-01
Background Design of newly engineered microbial strains for biotechnological purposes would greatly benefit from the development of realistic mathematical models for the processes to be optimized. Such models can then be analyzed and, with the development and application of appropriate optimization techniques, one could identify the modifications that need to be made to the organism in order to achieve the desired biotechnological goal. As appropriate models to perform such an analysis are necessarily non-linear and typically non-convex, finding their global optimum is a challenging task. Canonical modeling techniques, such as Generalized Mass Action (GMA) models based on the power-law formalism, offer a possible solution to this problem because they have a mathematical structure that enables the development of specific algorithms for global optimization. Results Based on the GMA canonical representation, we have developed in previous works a highly efficient optimization algorithm and a set of related strategies for understanding the evolution of adaptive responses in cellular metabolism. Here, we explore the possibility of recasting kinetic non-linear models into an equivalent GMA model, so that global optimization on the recast GMA model can be performed. With this technique, optimization is greatly facilitated and the results are transposable to the original non-linear problem. This procedure is straightforward for a particular class of non-linear models known as Saturable and Cooperative (SC) models that extend the power-law formalism to deal with saturation and cooperativity. Conclusions Our results show that recasting non-linear kinetic models into GMA models is indeed an appropriate strategy that helps overcoming some of the numerical difficulties that arise during the global optimization task. PMID:21867520
NASA Astrophysics Data System (ADS)
Plummer, M.; Armour, E. A. G.; Todd, A. C.; Franklin, C. P.; Cooper, J. N.
2009-12-01
We present a program used to calculate intricate three-particle integrals for variational calculations of solutions to the leptonic Schrödinger equation with two nuclear centres in which inter-leptonic distances (electron-electron and positron-electron) are included directly in the trial functions. The program has been used so far in calculations of He-H¯ interactions and positron H 2 scattering, however the precisely defined integrals are applicable to other situations. We include a summary discussion of how the program has been optimized from a 'legacy'-type code to a more modern high-performance code with a performance improvement factor of up to 1000. Program summaryProgram title: tripleint.cc Catalogue identifier: AEEV_v1_0 Program summary URL:http://cpc.cs.qub.ac.uk/summaries/AEEV_v1_0.html Program obtainable from: CPC Program Library, Queen's University, Belfast, N. Ireland Licensing provisions: Standard CPC licence, http://cpc.cs.qub.ac.uk/licence/licence.html No. of lines in distributed program, including test data, etc.: 12 829 No. of bytes in distributed program, including test data, etc.: 91 798 Distribution format: tar.gz Programming language: Fortran 95 (fixed format) Computer: Modern PC (tested on AMD processor) [1], IBM Power5 [2] Cray XT4 [3], similar Operating system: Red Hat Linux [1], IBM AIX [2], UNICOS [3] Has the code been vectorized or parallelized?: Serial (multi-core shared memory may be needed for some large jobs) RAM: Dependent on parameter sizes and option to use intermediate I/O. Estimates for practical use: 0.5-2 GBytes (with intermediate I/O); 1-4 GBytes (all-memory: the preferred option). Classification: 2.4, 2.6, 2.7, 2.9, 16.5, 16.10, 20 Nature of problem: The 'tripleint.cc' code evaluates three-particle integrals needed in certain variational (in particular: Rayleigh-Ritz and generalized-Kohn) matrix elements for solution of the Schrödinger equation with two fixed centres (the solutions may then be used in subsequent dynamic nuclear calculations). Specifically the integrals are defined by Eq. (16) in the main text and contain terms proportional to r×r/r,i≠j,i≠k,j≠k, with r the distance between leptons i and j. The article also briefly describes the performance optimizations used to increase the speed of evaluation of the integrals enough to allow detailed testing and mapping of the effect of varying non-linear parameters in the variational trial functions. Solution method: Each integral is solved using prolate spheroidal coordinates and series expansions (with cut-offs) of the many-lepton expressions. 1-d integrals and sub-integrals are solved analytically by various means (the program automatically chooses the most accurate of the available methods for each set of parameters and function arguments), while two of the three integrations over the prolate spheroidal coordinates ' λ' are carried out numerically. Many similar integrals with identical non-linear variational parameters may be calculated with one call of the code. Restrictions: There are limits to the number of points for the numerical integrations, to the cut-off variable itaumax for the many-lepton series expansions, and to the maximum powers of Slater-like input functions. For runs near the limit of the cut-off variable and with certain small-magnitude values of variational non-linear parameters, the code can require large amounts of memory (an option using some intermediate I/O is included to offset this). Unusual features: In addition to the program, we also present a summary description of the techniques and ideology used to optimize the code, together with accuracy tests and indications of performance improvement. Running time: The test runs take 1-15 minutes on HPCx [2] as indicated in Section 5 of the main text. A practical run with 729 integrals, 40 quadrature points per dimension and itaumax = 8 took 150 minutes on a PC (e.g., [1]): a similar run with 'medium' accuracy, e.g. for parameter optimization (see Section 2 of the main text), with 30 points per dimension and itaumax = 6 took 35 minutes. References:PC: Memory: 2.72 GB, CPU: AMD Opteron 246 dual-core, 2×2 GHz, OS: GNU/Linux, kernel: Linux 2.6.9-34.0.2.ELsmp. HPCx, IBM eServer 575 running IBM AIX, http://www.hpcx.ac.uk/ (visited May 2009). HECToR, CRAY XT4 running UNICOS/lc, http://www.hector.ac.uk/ (visited May 2009).
DOE Office of Scientific and Technical Information (OSTI.GOV)
Elbert, Stephen T.; Kalsi, Karanjit; Vlachopoulou, Maria
Financial Transmission Rights (FTRs) help power market participants reduce price risks associated with transmission congestion. FTRs are issued based on a process of solving a constrained optimization problem with the objective to maximize the FTR social welfare under power flow security constraints. Security constraints for different FTR categories (monthly, seasonal or annual) are usually coupled and the number of constraints increases exponentially with the number of categories. Commercial software for FTR calculation can only provide limited categories of FTRs due to the inherent computational challenges mentioned above. In this paper, a novel non-linear dynamical system (NDS) approach is proposed tomore » solve the optimization problem. The new formulation and performance of the NDS solver is benchmarked against widely used linear programming (LP) solvers like CPLEX™ and tested on large-scale systems using data from the Western Electricity Coordinating Council (WECC). The NDS is demonstrated to outperform the widely used CPLEX algorithms while exhibiting superior scalability. Furthermore, the NDS based solver can be easily parallelized which results in significant computational improvement.« less
Optimisation des structures métalliques fléchies dans un calcul plastique
NASA Astrophysics Data System (ADS)
Geara, F.; Raphael, W.; Kaddah, F.
2005-05-01
The steel structure is a type of construction that is very developed in civil engineering. In the phase of survey and then of execution and installation of a metal work, the phase of conception is often the place of discontinuities that prevents the global optimization of material steel. In our survey, we used the traditional approach of optimization that is essentially based on the minimization of the weight of the structure, while taking advantages of plastic properties of steel in the case of a bending structure. It has been permitted because of to the relation found between the areas of the sections of the steel elements and the plastic moment of these sections. These relations have been drawn for different types of steel. In order to take advantages of the linear programming, a simplification has been introduced in transforming these relation to linear relations, which permits us to use simple methods as the simplex theorem. This procedure proves to be very interesting in the first phases of the survey and give very interesting results.
Analytical optimal pulse shapes obtained with the aid of genetic algorithms
DOE Office of Scientific and Technical Information (OSTI.GOV)
Guerrero, Rubén D., E-mail: rdguerrerom@unal.edu.co; Arango, Carlos A.; Reyes, Andrés
2015-09-28
We propose a methodology to design optimal pulses for achieving quantum optimal control on molecular systems. Our approach constrains pulse shapes to linear combinations of a fixed number of experimentally relevant pulse functions. Quantum optimal control is obtained by maximizing a multi-target fitness function using genetic algorithms. As a first application of the methodology, we generated an optimal pulse that successfully maximized the yield on a selected dissociation channel of a diatomic molecule. Our pulse is obtained as a linear combination of linearly chirped pulse functions. Data recorded along the evolution of the genetic algorithm contained important information regarding themore » interplay between radiative and diabatic processes. We performed a principal component analysis on these data to retrieve the most relevant processes along the optimal path. Our proposed methodology could be useful for performing quantum optimal control on more complex systems by employing a wider variety of pulse shape functions.« less
The effect of dropout on the efficiency of D-optimal designs of linear mixed models.
Ortega-Azurduy, S A; Tan, F E S; Berger, M P F
2008-06-30
Dropout is often encountered in longitudinal data. Optimal designs will usually not remain optimal in the presence of dropout. In this paper, we study D-optimal designs for linear mixed models where dropout is encountered. Moreover, we estimate the efficiency loss in cases where a D-optimal design for complete data is chosen instead of that for data with dropout. Two types of monotonically decreasing response probability functions are investigated to describe dropout. Our results show that the location of D-optimal design points for the dropout case will shift with respect to that for the complete and uncorrelated data case. Owing to this shift, the information collected at the D-optimal design points for the complete data case does not correspond to the smallest variance. We show that the size of the displacement of the time points depends on the linear mixed model and that the efficiency loss is moderate.
ERIC Educational Resources Information Center
Moody, John Charles
Assessed were the effects of linear and modified linear programed materials on the achievement of slow learners in tenth grade Biological Sciences Curriculum Study (BSCS) Special Materials biology. Two hundred and six students were randomly placed into four programed materials formats: linear programed materials, modified linear program with…
DOE Office of Scientific and Technical Information (OSTI.GOV)
Yarmand, H; Winey, B; Craft, D
2014-06-15
Purpose: To efficiently find quality-guaranteed treatment plans with the minimum number of beams for stereotactic body radiation therapy using RayStation. Methods: For a pre-specified pool of candidate beams we use RayStation (a treatment planning software for clinical use) to identify the deliverable plan which uses all the beams with the minimum dose to organs at risk (OARs) and dose to the tumor and other structures in specified ranges. Then use the dose matrix information for the generated apertures from RayStation to solve a linear program to find the ideal plan with the same objective and constraints allowing use of allmore » beams. Finally we solve a mixed integer programming formulation of the beam angle optimization problem (BAO) with the objective of minimizing the number of beams while remaining in a predetermined epsilon-optimality of the ideal plan with respect to the dose to OARs. Since the treatment plan optimization is a multicriteria optimization problem, the planner can exploit the multicriteria optimization capability of RayStation to navigate the ideal dose distribution Pareto surface and select a plan of desired target coverage versus OARs sparing, and then use the proposed technique to reduce the number of beams while guaranteeing quality. For the numerical experiments two liver cases and one lung case with 33 non-coplanar beams are considered. Results: The ideal plan uses an impractically large number of beams. The proposed technique reduces the number of beams to the range of practical application (5 to 9 beams) while remaining in the epsilon-optimal range of 1% to 5% optimality gap. Conclusion: The proposed method can be integrated into a general algorithm for fast navigation of the ideal dose distribution Pareto surface and finding the treatment plan with the minimum number of beams, which corresponds to the delivery time, in epsilon-optimality range of the desired ideal plan. The project was supported by the Federal Share of program income earned by Massachusetts General Hospital on C06 CA059267, Proton Therapy Research and Treatment Center and partially by RaySearch Laboratories.« less
Optimization of propranolol HCl release kinetics from press coated sustained release tablets.
Ali, Adel Ahmed; Ali, Ahmed Mahmoud
2013-01-01
Press-coated sustained release tablets offer a valuable, cheap and easy manufacture alternative to the highly expensive, multi-step manufacture and filling of coated beads. In this study, propranolol HCl press-coated tablets were prepared using hydroxylpropylmethylcellulose (HPMC) as tablet coating material together with carbopol 971P and compressol as release modifiers. The prepared formulations were optimized for zero-order release using artificial neural network program (INForm, Intelligensys Ltd, North Yorkshire, UK). Typical zero-order release kinetics with extended release profile for more than 12 h was obtained. The most important variables considered by the program in optimizing formulations were type and proportion of polymer mixture in the coat layer and distribution ratio of drug between core and coat. The key elements found were; incorporation of 31-38 % of the drug in the coat, fixing the amount of polymer in coat to be not less than 50 % of coat layer. Optimum zero-order release kinetics (linear regression r2 = 0.997 and Peppas model n value > 0.80) were obtained when 2.5-10 % carbopol and 25-42.5% compressol were incorporated into the 50 % HPMC coat layer.
Kassa, Semu Mitiku
2018-02-01
Funds from various global organizations, such as, The Global Fund, The World Bank, etc. are not directly distributed to the targeted risk groups. Especially in the so-called third-world-countries, the major part of the fund in HIV prevention programs comes from these global funding organizations. The allocations of these funds usually pass through several levels of decision making bodies that have their own specific parameters to control and specific objectives to achieve. However, these decisions are made mostly in a heuristic manner and this may lead to a non-optimal allocation of the scarce resources. In this paper, a hierarchical mathematical optimization model is proposed to solve such a problem. Combining existing epidemiological models with the kind of interventions being on practice, a 3-level hierarchical decision making model in optimally allocating such resources has been developed and analyzed. When the impact of antiretroviral therapy (ART) is included in the model, it has been shown that the objective function of the lower level decision making structure is a non-convex minimization problem in the allocation variables even if all the production functions for the intervention programs are assumed to be linear.
A homogeneous superconducting magnet design using a hybrid optimization algorithm
NASA Astrophysics Data System (ADS)
Ni, Zhipeng; Wang, Qiuliang; Liu, Feng; Yan, Luguang
2013-12-01
This paper employs a hybrid optimization algorithm with a combination of linear programming (LP) and nonlinear programming (NLP) to design the highly homogeneous superconducting magnets for magnetic resonance imaging (MRI). The whole work is divided into two stages. The first LP stage provides a global optimal current map with several non-zero current clusters, and the mathematical model for the LP was updated by taking into account the maximum axial and radial magnetic field strength limitations. In the second NLP stage, the non-zero current clusters were discretized into practical solenoids. The superconducting conductor consumption was set as the objective function both in the LP and NLP stages to minimize the construction cost. In addition, the peak-peak homogeneity over the volume of imaging (VOI), the scope of 5 Gauss fringe field, and maximum magnetic field strength within superconducting coils were set as constraints. The detailed design process for a dedicated 3.0 T animal MRI scanner was presented. The homogeneous magnet produces a magnetic field quality of 6.0 ppm peak-peak homogeneity over a 16 cm by 18 cm elliptical VOI, and the 5 Gauss fringe field was limited within a 1.5 m by 2.0 m elliptical region.
Xu, Zixiang; Zheng, Ping; Sun, Jibin; Ma, Yanhe
2013-01-01
Gene knockout has been used as a common strategy to improve microbial strains for producing chemicals. Several algorithms are available to predict the target reactions to be deleted. Most of them apply mixed integer bi-level linear programming (MIBLP) based on metabolic networks, and use duality theory to transform bi-level optimization problem of large-scale MIBLP to single-level programming. However, the validity of the transformation was not proved. Solution of MIBLP depends on the structure of inner problem. If the inner problem is continuous, Karush-Kuhn-Tucker (KKT) method can be used to reformulate the MIBLP to a single-level one. We adopt KKT technique in our algorithm ReacKnock to attack the intractable problem of the solution of MIBLP, demonstrated with the genome-scale metabolic network model of E. coli for producing various chemicals such as succinate, ethanol, threonine and etc. Compared to the previous methods, our algorithm is fast, stable and reliable to find the optimal solutions for all the chemical products tested, and able to provide all the alternative deletion strategies which lead to the same industrial objective. PMID:24348984
Asymptotic Linearity of Optimal Control Modification Adaptive Law with Analytical Stability Margins
NASA Technical Reports Server (NTRS)
Nguyen, Nhan T.
2010-01-01
Optimal control modification has been developed to improve robustness to model-reference adaptive control. For systems with linear matched uncertainty, optimal control modification adaptive law can be shown by a singular perturbation argument to possess an outer solution that exhibits a linear asymptotic property. Analytical expressions of phase and time delay margins for the outer solution can be obtained. Using the gradient projection operator, a free design parameter of the adaptive law can be selected to satisfy stability margins.
DOE Office of Scientific and Technical Information (OSTI.GOV)
Castellano, T.; De Palma, L.; Laneve, D.
2015-07-01
A homemade computer code for designing a Side- Coupled Linear Accelerator (SCL) is written. It integrates a simplified model of SCL tanks with the Particle Swarm Optimization (PSO) algorithm. The computer code main aim is to obtain useful guidelines for the design of Linear Accelerator (LINAC) resonant cavities. The design procedure, assisted via the aforesaid approach seems very promising, allowing future improvements towards the optimization of actual accelerating geometries. (authors)
NASA Astrophysics Data System (ADS)
Chavarette, Fábio Roberto; Balthazar, José Manoel; Felix, Jorge L. P.; Rafikov, Marat
2009-05-01
This paper analyzes the non-linear dynamics, with a chaotic behavior of a particular micro-electro-mechanical system. We used a technique of the optimal linear control for reducing the irregular (chaotic) oscillatory movement of the non-linear systems to a periodic orbit. We use the mathematical model of a (MEMS) proposed by Luo and Wang.
Sun, Wei; Huang, Guo H; Lv, Ying; Li, Gongchen
2012-06-01
To tackle nonlinear economies-of-scale (EOS) effects in interval-parameter constraints for a representative waste management problem, an inexact piecewise-linearization-based fuzzy flexible programming (IPFP) model is developed. In IPFP, interval parameters for waste amounts and transportation/operation costs can be quantified; aspiration levels for net system costs, as well as tolerance intervals for both capacities of waste treatment facilities and waste generation rates can be reflected; and the nonlinear EOS effects transformed from objective function to constraints can be approximated. An interactive algorithm is proposed for solving the IPFP model, which in nature is an interval-parameter mixed-integer quadratically constrained programming model. To demonstrate the IPFP's advantages, two alternative models are developed to compare their performances. One is a conventional linear-regression-based inexact fuzzy programming model (IPFP2) and the other is an IPFP model with all right-hand-sides of fussy constraints being the corresponding interval numbers (IPFP3). The comparison results between IPFP and IPFP2 indicate that the optimized waste amounts would have the similar patterns in both models. However, when dealing with EOS effects in constraints, the IPFP2 may underestimate the net system costs while the IPFP can estimate the costs more accurately. The comparison results between IPFP and IPFP3 indicate that their solutions would be significantly different. The decreased system uncertainties in IPFP's solutions demonstrate its effectiveness for providing more satisfactory interval solutions than IPFP3. Following its first application to waste management, the IPFP can be potentially applied to other environmental problems under multiple complexities. Copyright © 2012 Elsevier Ltd. All rights reserved.
Solving Fractional Programming Problems based on Swarm Intelligence
NASA Astrophysics Data System (ADS)
Raouf, Osama Abdel; Hezam, Ibrahim M.
2014-04-01
This paper presents a new approach to solve Fractional Programming Problems (FPPs) based on two different Swarm Intelligence (SI) algorithms. The two algorithms are: Particle Swarm Optimization, and Firefly Algorithm. The two algorithms are tested using several FPP benchmark examples and two selected industrial applications. The test aims to prove the capability of the SI algorithms to solve any type of FPPs. The solution results employing the SI algorithms are compared with a number of exact and metaheuristic solution methods used for handling FPPs. Swarm Intelligence can be denoted as an effective technique for solving linear or nonlinear, non-differentiable fractional objective functions. Problems with an optimal solution at a finite point and an unbounded constraint set, can be solved using the proposed approach. Numerical examples are given to show the feasibility, effectiveness, and robustness of the proposed algorithm. The results obtained using the two SI algorithms revealed the superiority of the proposed technique among others in computational time. A better accuracy was remarkably observed in the solution results of the industrial application problems.
BEARKIMPE-2: A VBA Excel program for characterizing granular iron in treatability studies
NASA Astrophysics Data System (ADS)
Firdous, R.; Devlin, J. F.
2014-02-01
The selection of a suitable kinetic model to investigate the reaction rate of a contaminant with granular iron (GI) is essential to optimize the permeable reactive barrier (PRB) performance in terms of its reactivity. The newly developed Kinetic Iron Model (KIM) determines the surface rate constant (k) and sorption parameters (Cmax &J) which were not possible to uniquely identify previously. The code was written in Visual Basic (VBA), within Microsoft Excel, was adapted from earlier command line FORTRAN codes, BEARPE and KIMPE. The program is organized with several user interface screens (UserForms) that guide the user step by step through the analysis. BEARKIMPE-2 uses a non-linear optimization algorithm to calculate transport and chemical kinetic parameters. Both reactive and non-reactive sites are considered. A demonstration of the functionality of BEARKIMPE-2, with three nitroaromatic compounds showed that the differences in reaction rates for these compounds could be attributed to differences in their sorption behavior rather than their propensities to accept electrons in the reduction process.
Full Parallel Implementation of an All-Electron Four-Component Dirac-Kohn-Sham Program.
Rampino, Sergio; Belpassi, Leonardo; Tarantelli, Francesco; Storchi, Loriano
2014-09-09
A full distributed-memory implementation of the Dirac-Kohn-Sham (DKS) module of the program BERTHA (Belpassi et al., Phys. Chem. Chem. Phys. 2011, 13, 12368-12394) is presented, where the self-consistent field (SCF) procedure is replicated on all the parallel processes, each process working on subsets of the global matrices. The key feature of the implementation is an efficient procedure for switching between two matrix distribution schemes, one (integral-driven) optimal for the parallel computation of the matrix elements and another (block-cyclic) optimal for the parallel linear algebra operations. This approach, making both CPU-time and memory scalable with the number of processors used, virtually overcomes at once both time and memory barriers associated with DKS calculations. Performance, portability, and numerical stability of the code are illustrated on the basis of test calculations on three gold clusters of increasing size, an organometallic compound, and a perovskite model. The calculations are performed on a Beowulf and a BlueGene/Q system.
Incentives for Optimal Multi-level Allocation of HIV Prevention Resources
Malvankar, Monali M.; Zaric, Gregory S.
2013-01-01
HIV/AIDS prevention funds are often allocated at multiple levels of decision-making. Optimal allocation of HIV prevention funds maximizes the number of HIV infections averted. However, decision makers often allocate using simple heuristics such as proportional allocation. We evaluate the impact of using incentives to encourage optimal allocation in a two-level decision-making process. We model an incentive based decision-making process consisting of an upper-level decision maker allocating funds to a single lower-level decision maker who then distributes funds to local programs. We assume that the lower-level utility function is linear in the amount of the budget received from the upper-level, the fraction of funds reserved for proportional allocation, and the number of infections averted. We assume that the upper level objective is to maximize the number of infections averted. We illustrate with an example using data from California, U.S. PMID:23766551
Discrete Optimization Model for Vehicle Routing Problem with Scheduling Side Cosntraints
NASA Astrophysics Data System (ADS)
Juliandri, Dedy; Mawengkang, Herman; Bu'ulolo, F.
2018-01-01
Vehicle Routing Problem (VRP) is an important element of many logistic systems which involve routing and scheduling of vehicles from a depot to a set of customers node. This is a hard combinatorial optimization problem with the objective to find an optimal set of routes used by a fleet of vehicles to serve the demands a set of customers It is required that these vehicles return to the depot after serving customers’ demand. The problem incorporates time windows, fleet and driver scheduling, pick-up and delivery in the planning horizon. The goal is to determine the scheduling of fleet and driver and routing policies of the vehicles. The objective is to minimize the overall costs of all routes over the planning horizon. We model the problem as a linear mixed integer program. We develop a combination of heuristics and exact method for solving the model.
Optimization of self-study room open problem based on green and low-carbon campus construction
NASA Astrophysics Data System (ADS)
Liu, Baoyou
2017-04-01
The optimization of self-study room open arrangement problem in colleges and universities is conducive to accelerate the fine management of the campus and promote green and low-carbon campus construction. Firstly, combined with the actual survey data, the self-study area and living area were divided into different blocks, and the electricity consumption in each self-study room and distance between different living and studying areas were normalized. Secondly, the minimum of total satisfaction index and the minimum of the total electricity consumption were selected as the optimization targets respectively. The mathematical models of linear programming were established and resolved by LINGO software. The results showed that the minimum of total satisfaction index was 4055.533 and the total minimum electricity consumption was 137216 W. Finally, some advice had been put forward on how to realize the high efficient administration of the study room.
Flight Control Development for the ARH-70 Armed Reconnaissance Helicopter Program
NASA Technical Reports Server (NTRS)
Christensen, Kevin T.; Campbell, Kip G.; Griffith, Carl D.; Ivler, Christina M.; Tischler, Mark B.; Harding, Jeffrey W.
2008-01-01
In July 2005, Bell Helicopter won the U.S. Army's Armed Reconnaissance Helicopter competition to produce a replacement for the OH-58 Kiowa Warrior capable of performing the armed reconnaissance mission. To meet the U.S. Army requirement that the ARH-70A have Level 1 handling qualities for the scout rotorcraft mission task elements defined by ADS-33E-PRF, Bell equipped the aircraft with their generic automatic flight control system (AFCS). Under the constraints of the tight ARH-70A schedule, the development team used modem parameter identification and control law optimization techniques to optimize the AFCS gains to simultaneously meet multiple handling qualities design criteria. This paper will show how linear modeling, control law optimization, and simulation have been used to produce a Level 1 scout rotorcraft for the U.S. Army, while minimizing the amount of flight testing required for AFCS development and handling qualities evaluation of the ARH-70A.
Advanced fast 3D DSA model development and calibration for design technology co-optimization
NASA Astrophysics Data System (ADS)
Lai, Kafai; Meliorisz, Balint; Muelders, Thomas; Welling, Ulrich; Stock, Hans-Jürgen; Marokkey, Sajan; Demmerle, Wolfgang; Liu, Chi-Chun; Chi, Cheng; Guo, Jing
2017-04-01
Direct Optimization (DO) of a 3D DSA model is a more optimal approach to a DTCO study in terms of accuracy and speed compared to a Cahn Hilliard Equation solver. DO's shorter run time (10X to 100X faster) and linear scaling makes it scalable to the area required for a DTCO study. However, the lack of temporal data output, as opposed to prior art, requires a new calibration method. The new method involves a specific set of calibration patterns. The calibration pattern's design is extremely important when temporal data is absent to obtain robust model parameters. A model calibrated to a Hybrid DSA system with a set of device-relevant constructs indicates the effectiveness of using nontemporal data. Preliminary model prediction using programmed defects on chemo-epitaxy shows encouraging results and agree qualitatively well with theoretical predictions from a strong segregation theory.
Mathematical model of parking space unit for triangular parking area
NASA Astrophysics Data System (ADS)
Syahrini, Intan; Sundari, Teti; Iskandar, Taufiq; Halfiani, Vera; Munzir, Said; Ramli, Marwan
2018-01-01
Parking space unit (PSU) is an effective measure for the area size of a vehicle, including the free space and the width of the door opening of the vehicle (car). This article discusses a mathematical model for parking space of vehicles in triangular shape area. An optimization model for triangular parking lot is developed. Integer Linear Programming (ILP) method is used to determine the maximum number of the PSU. The triangular parking lot is in isosceles and equilateral triangles shape and implements four possible rows and five possible angles for each field. The vehicles which are considered are cars and motorcycles. The results show that the isosceles triangular parking area has 218 units of optimal PSU, which are 84 units of PSU for cars and 134 units of PSU for motorcycles. Equilateral triangular parking area has 688 units of optimal PSU, which are 175 units of PSU for cars and 513 units of PSU for motorcycles.
New problem with sales, inventories, and operations planning in a supply chain environment
NASA Astrophysics Data System (ADS)
Thomas, Andre; Lamouri, Samir
2000-10-01
The highest level of planning and control system is necessary, because production and logistics systems are not so flexible to follow, from day to day, sales evolutions. The companies are therefore held to standardize the good practices concerning the elaboration of their Sales, Inventories and Operations Planning (SIOP). The SIOP makes it possible to implement the strategic objectives defined by Top Management at the time of the Business Plan. It is the link between sales and manufacturing planning. The objectives of each of those depend on the specificity of their trade: the Sales Department will go for a maximum sales whereas Production will endeavor to keep industrial cost prices as low as possible while the Finance Department will try to optimize the use of available funds. There are several tools for this optimization: Graphical method and linear programming. Today, the economic context requires robust optimization.
Optimization of carbon mitigation paths in the power sector of Shenzhen, China
NASA Astrophysics Data System (ADS)
Li, Xin; Hu, Guangxiao; Duan, Ying; Ji, Junping
2017-08-01
This paper studied the carbon mitigation paths of the power sector in Shenzhen, China from a supply-side perspective. We investigated the carbon mitigation potentials and investments of seventeen mitigation technologies in the power sector, and employed a linear programming method to optimize the mitigation paths. The results show that: 1) The total carbon mitigation potential is 5.95 MtCO2 in 2020 in which the adjustment of power supply structure, technical improvements of existing coal- and gas-fired power plant account for 87.5%,6.5% and 6.0%, respectively. 2) In the optimal path, the avoided carbon dioxide to meet the local government’s mitigation goal in power sector is 1.26 MtCO2.The adjustment of power supply structure and technical improvement of the coal-fired power plants are the driving factors of carbon mitigation, with contributions to total carbon mitigation are 72.6% and 27.4%, respectively.
Data-based adjoint and H2 optimal control of the Ginzburg-Landau equation
NASA Astrophysics Data System (ADS)
Banks, Michael; Bodony, Daniel
2017-11-01
Equation-free, reduced-order methods of control are desirable when the governing system of interest is of very high dimension or the control is to be applied to a physical experiment. Two-phase flow optimal control problems, our target application, fit these criteria. Dynamic Mode Decomposition (DMD) is a data-driven method for model reduction that can be used to resolve the dynamics of very high dimensional systems and project the dynamics onto a smaller, more manageable basis. We evaluate the effectiveness of DMD-based forward and adjoint operator estimation when applied to H2 optimal control approaches applied to the linear and nonlinear Ginzburg-Landau equation. Perspectives on applying the data-driven adjoint to two phase flow control will be given. Office of Naval Research (ONR) as part of the Multidisciplinary University Research Initiatives (MURI) Program, under Grant Number N00014-16-1-2617.
Riedel, Natalie; Müller, Andreas; Ebener, Melanie
2015-05-01
To investigate whether aging employees' selection, optimization, and compensation (SOC) strategies were associated with work ability over and above job demand and control variables, as well as across professions. Multivariable linear regressions were conducted using a representative sample of German employees born in 1959 and 1965 (N = 6057). SOC was assessed to have an independent effect on work ability. Associations of job demands and control variables with work ability were more prominent. The SOC tended to enhance the positive association between decision authority and work ability. Individual strategies of selection, optimization, and compensation could be considered as psychosocial resources adding up to a better work ability and complement prevention programs. Workplace interventions should deal with job demands and control to maintain older employees' work ability in times of working population shrinkage.
DOE Office of Scientific and Technical Information (OSTI.GOV)
Zhan, Yiduo; Zheng, Qipeng P.; Wang, Jianhui
Power generation expansion planning needs to deal with future uncertainties carefully, given that the invested generation assets will be in operation for a long time. Many stochastic programming models have been proposed to tackle this challenge. However, most previous works assume predetermined future uncertainties (i.e., fixed random outcomes with given probabilities). In several recent studies of generation assets' planning (e.g., thermal versus renewable), new findings show that the investment decisions could affect the future uncertainties as well. To this end, this paper proposes a multistage decision-dependent stochastic optimization model for long-term large-scale generation expansion planning, where large amounts of windmore » power are involved. In the decision-dependent model, the future uncertainties are not only affecting but also affected by the current decisions. In particular, the probability distribution function is determined by not only input parameters but also decision variables. To deal with the nonlinear constraints in our model, a quasi-exact solution approach is then introduced to reformulate the multistage stochastic investment model to a mixed-integer linear programming model. The wind penetration, investment decisions, and the optimality of the decision-dependent model are evaluated in a series of multistage case studies. The results show that the proposed decision-dependent model provides effective optimization solutions for long-term generation expansion planning.« less
Lattice Boltzmann Simulation Optimization on Leading Multicore Platforms
DOE Office of Scientific and Technical Information (OSTI.GOV)
Williams, Samuel; Carter, Jonathan; Oliker, Leonid
2008-02-01
We present an auto-tuning approach to optimize application performance on emerging multicore architectures. The methodology extends the idea of search-based performance optimizations, popular in linear algebra and FFT libraries, to application-specific computational kernels. Our work applies this strategy to a lattice Boltzmann application (LBMHD) that historically has made poor use of scalar microprocessors due to its complex data structures and memory access patterns. We explore one of the broadest sets of multicore architectures in the HPC literature, including the Intel Clovertown, AMD Opteron X2, Sun Niagara2, STI Cell, as well as the single core Intel Itanium2. Rather than hand-tuning LBMHDmore » for each system, we develop a code generator that allows us identify a highly optimized version for each platform, while amortizing the human programming effort. Results show that our auto-tuned LBMHD application achieves up to a 14x improvement compared with the original code. Additionally, we present detailed analysis of each optimization, which reveal surprising hardware bottlenecks and software challenges for future multicore systems and applications.« less
Lattice Boltzmann simulation optimization on leading multicore platforms
DOE Office of Scientific and Technical Information (OSTI.GOV)
Williams, S.; Carter, J.; Oliker, L.
2008-01-01
We present an auto-tuning approach to optimize application performance on emerging multicore architectures. The methodology extends the idea of searchbased performance optimizations, popular in linear algebra and FFT libraries, to application-specific computational kernels. Our work applies this strategy to a lattice Boltzmann application (LBMHD) that historically has made poor use of scalar microprocessors due to its complex data structures and memory access patterns. We explore one of the broadest sets of multicore architectures in the HPC literature, including the Intel Clovertown, AMD Opteron X2, Sun Niagara2, STI Cell, as well as the single core Intel Itanium2. Rather than hand-tuning LBMHDmore » for each system, we develop a code generator that allows us identify a highly optimized version for each platform, while amortizing the human programming effort. Results show that our autotuned LBMHD application achieves up to a 14 improvement compared with the original code. Additionally, we present detailed analysis of each optimization, which reveal surprising hardware bottlenecks and software challenges for future multicore systems and applications.« less
NASA Technical Reports Server (NTRS)
Sharma, O. P.; Kopper, F. C.; Knudsen, L. K.; Yustinich, J. B.
1982-01-01
A subsonic cascade test program was conducted to provide technical data for optimizing the blade and vane airfoil designs for the Energy Efficient Engine Low-Pressure Turbine component. The program consisted of three parts. The first involved an evaluation of the low-chamber inlet guide vane. The second, was an evaluation of two candidate aerodynamic loading philosophies for the fourth blade root section. The third part consisted of an evaluation of three candidate airfoil geometries for the fourth blade mean section. The performance of each candidate airfoil was evaluated in a linear cascade configuration. The overall results of this study indicate that the aft-loaded airfoil designs resulted in lower losses which substantiated Pratt & Whitney Aircraft's design philosophy for the Energy Efficient Engine low-pressure turbine component.
A Linear Programming Approach for Determining Travel Cost Minimizing ECSS Training Locations
2010-03-01
can accommodate the simultaneous training of many personnel. 1. Gulfport CRTC, Mississippi 2. Savannah CRTC, Georgia 3. Alpena CRTC, Michigan 4...327 224 Savannah CRTC 266 182 Alpena CRTC 493 343 Volk Field CRTC 136 91 Hill ALC 210 147 Hanscom ALC 414 287 Tinker ALC 620 434 Robins ALC 1332...Location Frequency within Optimal Solutions across All Phases 0% 10% 20% 30% 40% 50% 60% 70% 80% 90% 100% Gulfport CRTC Savannah CRTC Alpena CRTC Volk
DOE Office of Scientific and Technical Information (OSTI.GOV)
Dufour, F., E-mail: dufour@math.u-bordeaux1.fr; Prieto-Rumeau, T., E-mail: tprieto@ccia.uned.es
We consider a discrete-time constrained discounted Markov decision process (MDP) with Borel state and action spaces, compact action sets, and lower semi-continuous cost functions. We introduce a set of hypotheses related to a positive weight function which allow us to consider cost functions that might not be bounded below by a constant, and which imply the solvability of the linear programming formulation of the constrained MDP. In particular, we establish the existence of a constrained optimal stationary policy. Our results are illustrated with an application to a fishery management problem.
2013-06-01
Kobu, 2007) Gunasekaran and Kobu also presented six observations as they relate to these key performance indicators ( KPI ), as follows: 1...Internal business process (50% of the KPI ) and customers (50% of the KPI ) play a significant role in SC environments. This implies that internal business...process PMs have significant impact on the operational performance. 2. The most widely used PM is financial performance (38% of the KPI ). This