A generalized fuzzy credibility-constrained linear fractional programming approach for optimal irrigation water allocation under uncertainty

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.

NEWSUMT: A FORTRAN program for inequality constrained function minimization, users guide

NASA Technical Reports Server (NTRS)

Miura, H.; Schmit, L. A., Jr.

1979-01-01

A computer program written in FORTRAN subroutine form for the solution of linear and nonlinear constrained and unconstrained function minimization problems is presented. The algorithm is the sequence of unconstrained minimizations using the Newton's method for unconstrained function minimizations. The use of NEWSUMT and the definition of all parameters are described.

Updating QR factorization procedure for solution of linear least squares problem with equality constraints.

PubMed

Zeb, Salman; Yousaf, Muhammad

2017-01-01

In this article, we present a QR updating procedure as a solution approach for linear least squares problem with equality constraints. We reduce the constrained problem to unconstrained linear least squares and partition it into a small subproblem. The QR factorization of the subproblem is calculated and then we apply updating techniques to its upper triangular factor R to obtain its solution. We carry out the error analysis of the proposed algorithm to show that it is backward stable. We also illustrate the implementation and accuracy of the proposed algorithm by providing some numerical experiments with particular emphasis on dense problems.

A tutorial description of an interior point method and its applications to security-constrained economic dispatch

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

Vargas, L.S.; Quintana, V.H.; Vannelli, A.

This paper deals with the use of Successive Linear Programming (SLP) for the solution of the Security-Constrained Economic Dispatch (SCED) problem. The authors tutorially describe an Interior Point Method (IPM) for the solution of Linear Programming (LP) problems, discussing important implementation issues that really make this method far superior to the simplex method. A study of the convergence of the SLP technique and a practical criterion to avoid oscillatory behavior in the iteration process are also proposed. A comparison of the proposed method with an efficient simplex code (MINOS) is carried out by solving SCED problems on two standard IEEEmore » systems. The results show that the interior point technique is reliable, accurate and more than two times faster than the simplex algorithm.« less

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.

A method to stabilize linear systems using eigenvalue gradient information

NASA Technical Reports Server (NTRS)

Wieseman, C. D.

1985-01-01

Formal optimization methods and eigenvalue gradient information are used to develop a stabilizing control law for a closed loop linear system that is initially unstable. The method was originally formulated by using direct, constrained optimization methods with the constraints being the real parts of the eigenvalues. However, because of problems in trying to achieve stabilizing control laws, the problem was reformulated to be solved differently. The method described uses the Davidon-Fletcher-Powell minimization technique to solve an indirect, constrained minimization problem in which the performance index is the Kreisselmeier-Steinhauser function of the real parts of all the eigenvalues. The method is applied successfully to solve two different problems: the determination of a fourth-order control law stabilizes a single-input single-output active flutter suppression system and the determination of a second-order control law for a multi-input multi-output lateral-directional flight control system. Various sets of design variables and initial starting points were chosen to show the robustness of the method.

Finite-horizon differential games for missile-target interception system using adaptive dynamic programming with input constraints

NASA Astrophysics Data System (ADS)

Sun, Jingliang; Liu, Chunsheng

2018-01-01

In this paper, the problem of intercepting a manoeuvring target within a fixed final time is posed in a non-linear constrained zero-sum differential game framework. The Nash equilibrium solution is found by solving the finite-horizon constrained differential game problem via adaptive dynamic programming technique. Besides, a suitable non-quadratic functional is utilised to encode the control constraints into a differential game problem. The single critic network with constant weights and time-varying activation functions is constructed to approximate the solution of associated time-varying Hamilton-Jacobi-Isaacs equation online. To properly satisfy the terminal constraint, an additional error term is incorporated in a novel weight-updating law such that the terminal constraint error is also minimised over time. By utilising Lyapunov's direct method, the closed-loop differential game system and the estimation weight error of the critic network are proved to be uniformly ultimately bounded. Finally, the effectiveness of the proposed method is demonstrated by using a simple non-linear system and a non-linear missile-target interception system, assuming first-order dynamics for the interceptor and target.

H2, fixed architecture, control design for large scale systems. Ph.D. Thesis

NASA Technical Reports Server (NTRS)

Mercadal, Mathieu

1990-01-01

The H2, fixed architecture, control problem is a classic linear quadratic Gaussian (LQG) problem whose solution is constrained to be a linear time invariant compensator with a decentralized processing structure. The compensator can be made of p independent subcontrollers, each of which has a fixed order and connects selected sensors to selected actuators. The H2, fixed architecture, control problem allows the design of simplified feedback systems needed to control large scale systems. Its solution becomes more complicated, however, as more constraints are introduced. This work derives the necessary conditions for optimality for the problem and studies their properties. It is found that the filter and control problems couple when the architecture constraints are introduced, and that the different subcontrollers must be coordinated in order to achieve global system performance. The problem requires the simultaneous solution of highly coupled matrix equations. The use of homotopy is investigated as a numerical tool, and its convergence properties studied. It is found that the general constrained problem may have multiple stabilizing solutions, and that these solutions may be local minima or saddle points for the quadratic cost. The nature of the solution is not invariant when the parameters of the system are changed. Bifurcations occur, and a solution may continuously transform into a nonstabilizing compensator. Using a modified homotopy procedure, fixed architecture compensators are derived for models of large flexible structures to help understand the properties of the constrained solutions and compare them to the corresponding unconstrained ones.

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.

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.

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).

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

PubMed

Wen, Jiaqiang; Shi, Yufeng

2017-01-01

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

Partial differential equations constrained combinatorial optimization on an adiabatic quantum computer

NASA Astrophysics Data System (ADS)

Chandra, Rishabh

Partial differential equation-constrained combinatorial optimization (PDECCO) problems are a mixture of continuous and discrete optimization problems. PDECCO problems have discrete controls, but since the partial differential equations (PDE) are continuous, the optimization space is continuous as well. Such problems have several applications, such as gas/water network optimization, traffic optimization, micro-chip cooling optimization, etc. Currently, no efficient classical algorithm which guarantees a global minimum for PDECCO problems exists. A new mapping has been developed that transforms PDECCO problem, which only have linear PDEs as constraints, into quadratic unconstrained binary optimization (QUBO) problems that can be solved using an adiabatic quantum optimizer (AQO). The mapping is efficient, it scales polynomially with the size of the PDECCO problem, requires only one PDE solve to form the QUBO problem, and if the QUBO problem is solved correctly and efficiently on an AQO, guarantees a global optimal solution for the original PDECCO problem.

Adaptive Constrained Optimal Control Design for Data-Based Nonlinear Discrete-Time Systems With Critic-Only Structure.

PubMed

Luo, Biao; Liu, Derong; Wu, Huai-Ning

2018-06-01

Reinforcement learning has proved to be a powerful tool to solve optimal control problems over the past few years. However, the data-based constrained optimal control problem of nonaffine nonlinear discrete-time systems has rarely been studied yet. To solve this problem, an adaptive optimal control approach is developed by using the value iteration-based Q-learning (VIQL) with the critic-only structure. Most of the existing constrained control methods require the use of a certain performance index and only suit for linear or affine nonlinear systems, which is unreasonable in practice. To overcome this problem, the system transformation is first introduced with the general performance index. Then, the constrained optimal control problem is converted to an unconstrained optimal control problem. By introducing the action-state value function, i.e., Q-function, the VIQL algorithm is proposed to learn the optimal Q-function of the data-based unconstrained optimal control problem. The convergence results of the VIQL algorithm are established with an easy-to-realize initial condition . To implement the VIQL algorithm, the critic-only structure is developed, where only one neural network is required to approximate the Q-function. The converged Q-function obtained from the critic-only VIQL method is employed to design the adaptive constrained optimal controller based on the gradient descent scheme. Finally, the effectiveness of the developed adaptive control method is tested on three examples with computer simulation.

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.

Sparsest representations and approximations of an underdetermined linear system

NASA Astrophysics Data System (ADS)

Tardivel, Patrick J. C.; Servien, Rémi; Concordet, Didier

2018-05-01

In an underdetermined linear system of equations, constrained l 1 minimization methods such as the basis pursuit or the lasso are often used to recover one of the sparsest representations or approximations of the system. The null space property is a sufficient and ‘almost’ necessary condition to recover a sparsest representation with the basis pursuit. Unfortunately, this property cannot be easily checked. On the other hand, the mutual coherence is an easily checkable sufficient condition insuring the basis pursuit to recover one of the sparsest representations. Because the mutual coherence condition is too strong, it is hardly met in practice. Even if one of these conditions holds, to our knowledge, there is no theoretical result insuring that the lasso solution is one of the sparsest approximations. In this article, we study a novel constrained problem that gives, without any condition, one of the sparsest representations or approximations. To solve this problem, we provide a numerical method and we prove its convergence. Numerical experiments show that this approach gives better results than both the basis pursuit problem and the reweighted l 1 minimization problem.

Phase field benchmark problems for dendritic growth and linear elasticity

DOE PAGES

Jokisaari, Andrea M.; Voorhees, P. W.; Guyer, Jonathan E.; ...

2018-03-26

We present the second set of benchmark problems for phase field models that are being jointly developed by the Center for Hierarchical Materials Design (CHiMaD) and the National Institute of Standards and Technology (NIST) along with input from other members in the phase field community. As the integrated computational materials engineering (ICME) approach to materials design has gained traction, there is an increasing need for quantitative phase field results. New algorithms and numerical implementations increase computational capabilities, necessitating standard problems to evaluate their impact on simulated microstructure evolution as well as their computational performance. We propose one benchmark problem formore » solidifiication and dendritic growth in a single-component system, and one problem for linear elasticity via the shape evolution of an elastically constrained precipitate. We demonstrate the utility and sensitivity of the benchmark problems by comparing the results of 1) dendritic growth simulations performed with different time integrators and 2) elastically constrained precipitate simulations with different precipitate sizes, initial conditions, and elastic moduli. As a result, these numerical benchmark problems will provide a consistent basis for evaluating different algorithms, both existing and those to be developed in the future, for accuracy and computational efficiency when applied to simulate physics often incorporated in phase field models.« less

Phase field benchmark problems for dendritic growth and linear elasticity

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

Jokisaari, Andrea M.; Voorhees, P. W.; Guyer, Jonathan E.

We present the second set of benchmark problems for phase field models that are being jointly developed by the Center for Hierarchical Materials Design (CHiMaD) and the National Institute of Standards and Technology (NIST) along with input from other members in the phase field community. As the integrated computational materials engineering (ICME) approach to materials design has gained traction, there is an increasing need for quantitative phase field results. New algorithms and numerical implementations increase computational capabilities, necessitating standard problems to evaluate their impact on simulated microstructure evolution as well as their computational performance. We propose one benchmark problem formore » solidifiication and dendritic growth in a single-component system, and one problem for linear elasticity via the shape evolution of an elastically constrained precipitate. We demonstrate the utility and sensitivity of the benchmark problems by comparing the results of 1) dendritic growth simulations performed with different time integrators and 2) elastically constrained precipitate simulations with different precipitate sizes, initial conditions, and elastic moduli. As a result, these numerical benchmark problems will provide a consistent basis for evaluating different algorithms, both existing and those to be developed in the future, for accuracy and computational efficiency when applied to simulate physics often incorporated in phase field models.« less

The fastclime Package for Linear Programming and Large-Scale Precision Matrix Estimation in R.

PubMed

Pang, Haotian; Liu, Han; Vanderbei, Robert

2014-02-01

We develop an R package fastclime for solving a family of regularized linear programming (LP) problems. Our package efficiently implements the parametric simplex algorithm, which provides a scalable and sophisticated tool for solving large-scale linear programs. As an illustrative example, one use of our LP solver is to implement an important sparse precision matrix estimation method called CLIME (Constrained L 1 Minimization Estimator). Compared with existing packages for this problem such as clime and flare, our package has three advantages: (1) it efficiently calculates the full piecewise-linear regularization path; (2) it provides an accurate dual certificate as stopping criterion; (3) it is completely coded in C and is highly portable. This package is designed to be useful to statisticians and machine learning researchers for solving a wide range of problems.

A Linear Programming Approach to Routing Control in Networks of Constrained Nonlinear Positive Systems with Concave Flow Rates

NASA Technical Reports Server (NTRS)

Arneson, Heather M.; Dousse, Nicholas; Langbort, Cedric

2014-01-01

We consider control design for positive compartmental systems in which each compartment's outflow rate is described by a concave function of the amount of material in the compartment.We address the problem of determining the routing of material between compartments to satisfy time-varying state constraints while ensuring that material reaches its intended destination over a finite time horizon. We give sufficient conditions for the existence of a time-varying state-dependent routing strategy which ensures that the closed-loop system satisfies basic network properties of positivity, conservation and interconnection while ensuring that capacity constraints are satisfied, when possible, or adjusted if a solution cannot be found. These conditions are formulated as a linear programming problem. Instances of this linear programming problem can be solved iteratively to generate a solution to the finite horizon routing problem. Results are given for the application of this control design method to an example problem. Key words: linear programming; control of networks; positive systems; controller constraints and structure.

MOFA Software for the COBRA Toolbox

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

Griesemer, Marc; Navid, Ali

MOFA-COBRA is a software code for Matlab that performs Multi-Objective Flux Analysis (MOFA), a solving of linear programming problems. Teh leading software package for conducting different types of analyses using constrain-based models is the COBRA Toolbox for Matlab. MOFA-COBRA is an added tool for COBRA that solves multi-objective problems using a novel algorithm.

Control of linear uncertain systems utilizing mismatched state observers

NASA Technical Reports Server (NTRS)

Goldstein, B.

1972-01-01

The control of linear continuous dynamical systems is investigated as a problem of limited state feedback control. The equations which describe the structure of an observer are developed constrained to time-invarient systems. The optimal control problem is formulated, accounting for the uncertainty in the design parameters. Expressions for bounds on closed loop stability are also developed. The results indicate that very little uncertainty may be tolerated before divergence occurs in the recursive computation algorithms, and the derived stability bound yields extremely conservative estimates of regions of allowable parameter variations.

Missile Guidance Law Based on Robust Model Predictive Control Using Neural-Network Optimization.

PubMed

Li, Zhijun; Xia, Yuanqing; Su, Chun-Yi; Deng, Jun; Fu, Jun; He, Wei

2015-08-01

In this brief, the utilization of robust model-based predictive control is investigated for the problem of missile interception. Treating the target acceleration as a bounded disturbance, novel guidance law using model predictive control is developed by incorporating missile inside constraints. The combined model predictive approach could be transformed as a constrained quadratic programming (QP) problem, which may be solved using a linear variational inequality-based primal-dual neural network over a finite receding horizon. Online solutions to multiple parametric QP problems are used so that constrained optimal control decisions can be made in real time. Simulation studies are conducted to illustrate the effectiveness and performance of the proposed guidance control law for missile interception.

A transformation method for constrained-function minimization

NASA Technical Reports Server (NTRS)

Park, S. K.

1975-01-01

A direct method for constrained-function minimization is discussed. The method involves the construction of an appropriate function mapping all of one finite dimensional space onto the region defined by the constraints. Functions which produce such a transformation are constructed for a variety of constraint regions including, for example, those arising from linear and quadratic inequalities and equalities. In addition, the computational performance of this method is studied in the situation where the Davidon-Fletcher-Powell algorithm is used to solve the resulting unconstrained problem. Good performance is demonstrated for 19 test problems by achieving rapid convergence to a solution from several widely separated starting points.

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.

Fleet Assignment Using Collective Intelligence

NASA Technical Reports Server (NTRS)

Antoine, Nicolas E.; Bieniawski, Stefan R.; Kroo, Ilan M.; Wolpert, David H.

2004-01-01

Product distribution theory is a new collective intelligence-based framework for analyzing and controlling distributed systems. Its usefulness in distributed stochastic optimization is illustrated here through an airline fleet assignment problem. This problem involves the allocation of aircraft to a set of flights legs in order to meet passenger demand, while satisfying a variety of linear and non-linear constraints. Over the course of the day, the routing of each aircraft is determined in order to minimize the number of required flights for a given fleet. The associated flow continuity and aircraft count constraints have led researchers to focus on obtaining quasi-optimal solutions, especially at larger scales. In this paper, the authors propose the application of this new stochastic optimization algorithm to a non-linear objective cold start fleet assignment problem. Results show that the optimizer can successfully solve such highly-constrained problems (130 variables, 184 constraints).

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

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

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

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

A "Reverse-Schur" Approach to Optimization With Linear PDE Constraints: Application to Biomolecule Analysis and Design.

PubMed

Bardhan, Jaydeep P; Altman, Michael D; Tidor, B; White, Jacob K

2009-01-01

We present a partial-differential-equation (PDE)-constrained approach for optimizing a molecule's electrostatic interactions with a target molecule. The approach, which we call reverse-Schur co-optimization, can be more than two orders of magnitude faster than the traditional approach to electrostatic optimization. The efficiency of the co-optimization approach may enhance the value of electrostatic optimization for ligand-design efforts-in such projects, it is often desirable to screen many candidate ligands for their viability, and the optimization of electrostatic interactions can improve ligand binding affinity and specificity. The theoretical basis for electrostatic optimization derives from linear-response theory, most commonly continuum models, and simple assumptions about molecular binding processes. Although the theory has been used successfully to study a wide variety of molecular binding events, its implications have not yet been fully explored, in part due to the computational expense associated with the optimization. The co-optimization algorithm achieves improved performance by solving the optimization and electrostatic simulation problems simultaneously, and is applicable to both unconstrained and constrained optimization problems. Reverse-Schur co-optimization resembles other well-known techniques for solving optimization problems with PDE constraints. Model problems as well as realistic examples validate the reverse-Schur method, and demonstrate that our technique and alternative PDE-constrained methods scale very favorably compared to the standard approach. Regularization, which ordinarily requires an explicit representation of the objective function, can be included using an approximate Hessian calculated using the new BIBEE/P (boundary-integral-based electrostatics estimation by preconditioning) method.

A “Reverse-Schur” Approach to Optimization With Linear PDE Constraints: Application to Biomolecule Analysis and Design

PubMed Central

Bardhan, Jaydeep P.; Altman, Michael D.

2009-01-01

We present a partial-differential-equation (PDE)-constrained approach for optimizing a molecule’s electrostatic interactions with a target molecule. The approach, which we call reverse-Schur co-optimization, can be more than two orders of magnitude faster than the traditional approach to electrostatic optimization. The efficiency of the co-optimization approach may enhance the value of electrostatic optimization for ligand-design efforts–in such projects, it is often desirable to screen many candidate ligands for their viability, and the optimization of electrostatic interactions can improve ligand binding affinity and specificity. The theoretical basis for electrostatic optimization derives from linear-response theory, most commonly continuum models, and simple assumptions about molecular binding processes. Although the theory has been used successfully to study a wide variety of molecular binding events, its implications have not yet been fully explored, in part due to the computational expense associated with the optimization. The co-optimization algorithm achieves improved performance by solving the optimization and electrostatic simulation problems simultaneously, and is applicable to both unconstrained and constrained optimization problems. Reverse-Schur co-optimization resembles other well-known techniques for solving optimization problems with PDE constraints. Model problems as well as realistic examples validate the reverse-Schur method, and demonstrate that our technique and alternative PDE-constrained methods scale very favorably compared to the standard approach. Regularization, which ordinarily requires an explicit representation of the objective function, can be included using an approximate Hessian calculated using the new BIBEE/P (boundary-integral-based electrostatics estimation by preconditioning) method. PMID:23055839

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

NASA Astrophysics Data System (ADS)

Massioni, Paolo; Massari, Mauro

2018-05-01

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

A constrained robust least squares approach for contaminant release history identification

NASA Astrophysics Data System (ADS)

Sun, Alexander Y.; Painter, Scott L.; Wittmeyer, Gordon W.

2006-04-01

Contaminant source identification is an important type of inverse problem in groundwater modeling and is subject to both data and model uncertainty. Model uncertainty was rarely considered in the previous studies. In this work, a robust framework for solving contaminant source recovery problems is introduced. The contaminant source identification problem is first cast into one of solving uncertain linear equations, where the response matrix is constructed using a superposition technique. The formulation presented here is general and is applicable to any porous media flow and transport solvers. The robust least squares (RLS) estimator, which originated in the field of robust identification, directly accounts for errors arising from model uncertainty and has been shown to significantly reduce the sensitivity of the optimal solution to perturbations in model and data. In this work, a new variant of RLS, the constrained robust least squares (CRLS), is formulated for solving uncertain linear equations. CRLS allows for additional constraints, such as nonnegativity, to be imposed. The performance of CRLS is demonstrated through one- and two-dimensional test problems. When the system is ill-conditioned and uncertain, it is found that CRLS gave much better performance than its classical counterpart, the nonnegative least squares. The source identification framework developed in this work thus constitutes a reliable tool for recovering source release histories in real applications.

Parallel-vector computation for structural analysis and nonlinear unconstrained optimization problems

NASA Technical Reports Server (NTRS)

Nguyen, Duc T.

1990-01-01

Practical engineering application can often be formulated in the form of a constrained optimization problem. There are several solution algorithms for solving a constrained optimization problem. One approach is to convert a constrained problem into a series of unconstrained problems. Furthermore, unconstrained solution algorithms can be used as part of the constrained solution algorithms. Structural optimization is an iterative process where one starts with an initial design, a finite element structure analysis is then performed to calculate the response of the system (such as displacements, stresses, eigenvalues, etc.). Based upon the sensitivity information on the objective and constraint functions, an optimizer such as ADS or IDESIGN, can be used to find the new, improved design. For the structural analysis phase, the equation solver for the system of simultaneous, linear equations plays a key role since it is needed for either static, or eigenvalue, or dynamic analysis. For practical, large-scale structural analysis-synthesis applications, computational time can be excessively large. Thus, it is necessary to have a new structural analysis-synthesis code which employs new solution algorithms to exploit both parallel and vector capabilities offered by modern, high performance computers such as the Convex, Cray-2 and Cray-YMP computers. The objective of this research project is, therefore, to incorporate the latest development in the parallel-vector equation solver, PVSOLVE into the widely popular finite-element production code, such as the SAP-4. Furthermore, several nonlinear unconstrained optimization subroutines have also been developed and tested under a parallel computer environment. The unconstrained optimization subroutines are not only useful in their own right, but they can also be incorporated into a more popular constrained optimization code, such as ADS.

Polynomial Size Formulations for the Distance and Capacity Constrained Vehicle Routing Problem

NASA Astrophysics Data System (ADS)

Kara, Imdat; Derya, Tusan

2011-09-01

The Distance and Capacity Constrained Vehicle Routing Problem (DCVRP) is an extension of the well known Traveling Salesman Problem (TSP). DCVRP arises in distribution and logistics problems. It would be beneficial to construct new formulations, which is the main motivation and contribution of this paper. We focused on two indexed integer programming formulations for DCVRP. One node based and one arc (flow) based formulation for DCVRP are presented. Both formulations have O(n2) binary variables and O(n2) constraints, i.e., the number of the decision variables and constraints grows with a polynomial function of the nodes of the underlying graph. It is shown that proposed arc based formulation produces better lower bound than the existing one (this refers to the Water's formulation in the paper). Finally, various problems from literature are solved with the node based and arc based formulations by using CPLEX 8.0. Preliminary computational analysis shows that, arc based formulation outperforms the node based formulation in terms of linear programming relaxation.

Two algorithms for neural-network design and training with application to channel equalization.

PubMed

Sweatman, C Z; Mulgrew, B; Gibson, G J

1998-01-01

We describe two algorithms for designing and training neural-network classifiers. The first, the linear programming slab algorithm (LPSA), is motivated by the problem of reconstructing digital signals corrupted by passage through a dispersive channel and by additive noise. It constructs a multilayer perceptron (MLP) to separate two disjoint sets by using linear programming methods to identify network parameters. The second, the perceptron learning slab algorithm (PLSA), avoids the computational costs of linear programming by using an error-correction approach to identify parameters. Both algorithms operate in highly constrained parameter spaces and are able to exploit symmetry in the classification problem. Using these algorithms, we develop a number of procedures for the adaptive equalization of a complex linear 4-quadrature amplitude modulation (QAM) channel, and compare their performance in a simulation study. Results are given for both stationary and time-varying channels, the latter based on the COST 207 GSM propagation model.

Reinforcement learning solution for HJB equation arising in constrained optimal control problem.

PubMed

Luo, Biao; Wu, Huai-Ning; Huang, Tingwen; Liu, Derong

2015-11-01

The constrained optimal control problem depends on the solution of the complicated Hamilton-Jacobi-Bellman equation (HJBE). In this paper, a data-based off-policy reinforcement learning (RL) method is proposed, which learns the solution of the HJBE and the optimal control policy from real system data. One important feature of the off-policy RL is that its policy evaluation can be realized with data generated by other behavior policies, not necessarily the target policy, which solves the insufficient exploration problem. The convergence of the off-policy RL is proved by demonstrating its equivalence to the successive approximation approach. Its implementation procedure is based on the actor-critic neural networks structure, where the function approximation is conducted with linearly independent basis functions. Subsequently, the convergence of the implementation procedure with function approximation is also proved. Finally, its effectiveness is verified through computer simulations. Copyright © 2015 Elsevier Ltd. All rights reserved.

A one-layer recurrent neural network for constrained pseudoconvex optimization and its application for dynamic portfolio optimization.

PubMed

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.

Advanced Computational Methods for Security Constrained Financial Transmission Rights: Structure and Parallelism

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

Constrained model predictive control, state estimation and coordination

NASA Astrophysics Data System (ADS)

Yan, Jun

In this dissertation, we study the interaction between the control performance and the quality of the state estimation in a constrained Model Predictive Control (MPC) framework for systems with stochastic disturbances. This consists of three parts: (i) the development of a constrained MPC formulation that adapts to the quality of the state estimation via constraints; (ii) the application of such a control law in a multi-vehicle formation coordinated control problem in which each vehicle operates subject to a no-collision constraint posed by others' imperfect prediction computed from finite bit-rate, communicated data; (iii) the design of the predictors and the communication resource assignment problem that satisfy the performance requirement from Part (ii). Model Predictive Control (MPC) is of interest because it is one of the few control design methods which preserves standard design variables and yet handles constraints. MPC is normally posed as a full-state feedback control and is implemented in a certainty-equivalence fashion with best estimates of the states being used in place of the exact state. However, if the state constraints were handled in the same certainty-equivalence fashion, the resulting control law could drive the real state to violate the constraints frequently. Part (i) focuses on exploring the inclusion of state estimates into the constraints. It does this by applying constrained MPC to a system with stochastic disturbances. The stochastic nature of the problem requires re-posing the constraints in a probabilistic form. In Part (ii), we consider applying constrained MPC as a local control law in a coordinated control problem of a group of distributed autonomous systems. Interactions between the systems are captured via constraints. First, we inspect the application of constrained MPC to a completely deterministic case. Formation stability theorems are derived for the subsystems and conditions on the local constraint set are derived in order to guarantee local stability or convergence to a target state. If these conditions are met for all subsystems, then this stability is inherited by the overall system. For the case when each subsystem suffers from disturbances in the dynamics, own self-measurement noises, and quantization errors on neighbors' information due to the finite-bit-rate channels, the constrained MPC strategy developed in Part (i) is appropriate to apply. In Part (iii), we discuss the local predictor design and bandwidth assignment problem in a coordinated vehicle formation context. The MPC controller used in Part (ii) relates the formation control performance and the information quality in the way that large standoff implies conservative performance. We first develop an LMI (Linear Matrix Inequality) formulation for cross-estimator design in a simple two-vehicle scenario with non-standard information: one vehicle does not have access to the other's exact control value applied at each sampling time, but to its known, pre-computed, coupling linear feedback control law. Then a similar LMI problem is formulated for the bandwidth assignment problem that minimizes the total number of bits by adjusting the prediction gain matrices and the number of bits assigned to each variable. (Abstract shortened by UMI.)

Large deformation image classification using generalized locality-constrained linear coding.

PubMed

Zhang, Pei; Wee, Chong-Yaw; Niethammer, Marc; Shen, Dinggang; Yap, Pew-Thian

2013-01-01

Magnetic resonance (MR) imaging has been demonstrated to be very useful for clinical diagnosis of Alzheimer's disease (AD). A common approach to using MR images for AD detection is to spatially normalize the images by non-rigid image registration, and then perform statistical analysis on the resulting deformation fields. Due to the high nonlinearity of the deformation field, recent studies suggest to use initial momentum instead as it lies in a linear space and fully encodes the deformation field. In this paper we explore the use of initial momentum for image classification by focusing on the problem of AD detection. Experiments on the public ADNI dataset show that the initial momentum, together with a simple sparse coding technique-locality-constrained linear coding (LLC)--can achieve a classification accuracy that is comparable to or even better than the state of the art. We also show that the performance of LLC can be greatly improved by introducing proper weights to the codebook.

A parametric LQ approach to multiobjective control system design

NASA Technical Reports Server (NTRS)

Kyr, Douglas E.; Buchner, Marc

1988-01-01

The synthesis of a constant parameter output feedback control law of constrained structure is set in a multiple objective linear quadratic regulator (MOLQR) framework. The use of intuitive objective functions such as model-following ability and closed-loop trajectory sensitivity, allow multiple objective decision making techniques, such as the surrogate worth tradeoff method, to be applied. For the continuous-time deterministic problem with an infinite time horizon, dynamic compensators as well as static output feedback controllers can be synthesized using a descent Anderson-Moore algorithm modified to impose linear equality constraints on the feedback gains by moving in feasible directions. Results of three different examples are presented, including a unique reformulation of the sensitivity reduction problem.

Digital Image Restoration Under a Regression Model - The Unconstrained, Linear Equality and Inequality Constrained Approaches

DTIC Science & Technology

1974-01-01

REGRESSION MODEL - THE UNCONSTRAINED, LINEAR EQUALITY AND INEQUALITY CONSTRAINED APPROACHES January 1974 Nelson Delfino d’Avila Mascarenha;? Image...Report 520 DIGITAL IMAGE RESTORATION UNDER A REGRESSION MODEL THE UNCONSTRAINED, LINEAR EQUALITY AND INEQUALITY CONSTRAINED APPROACHES January...a two- dimensional form adequately describes the linear model . A dis- cretization is performed by using quadrature methods. By trans

Constrained Versions of DEDICOM for Use in Unsupervised Part-Of-Speech Tagging

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

Dunlavy, Daniel; Chew, Peter A.

This reports describes extensions of DEDICOM (DEcomposition into DIrectional COMponents) data models [3] that incorporate bound and linear constraints. The main purpose of these extensions is to investigate the use of improved data models for unsupervised part-of-speech tagging, as described by Chew et al. [2]. In that work, a single domain, two-way DEDICOM model was computed on a matrix of bigram fre- quencies of tokens in a corpus and used to identify parts-of-speech as an unsupervised approach to that problem. An open problem identi ed in that work was the com- putation of a DEDICOM model that more closely resembledmore » the matrices used in a Hidden Markov Model (HMM), speci cally through post-processing of the DEDICOM factor matrices. The work reported here consists of the description of several models that aim to provide a direct solution to that problem and a way to t those models. The approach taken here is to incorporate the model requirements as bound and lin- ear constrains into the DEDICOM model directly and solve the data tting problem as a constrained optimization problem. This is in contrast to the typical approaches in the literature, where the DEDICOM model is t using unconstrained optimization approaches, and model requirements are satis ed as a post-processing step.« less

Force sensing using 3D displacement measurements in linear elastic bodies

NASA Astrophysics Data System (ADS)

Feng, Xinzeng; Hui, Chung-Yuen

2016-07-01

In cell traction microscopy, the mechanical forces exerted by a cell on its environment is usually determined from experimentally measured displacement by solving an inverse problem in elasticity. In this paper, an innovative numerical method is proposed which finds the "optimal" traction to the inverse problem. When sufficient regularization is applied, we demonstrate that the proposed method significantly improves the widely used approach using Green's functions. Motivated by real cell experiments, the equilibrium condition of a slowly migrating cell is imposed as a set of equality constraints on the unknown traction. Our validation benchmarks demonstrate that the numeric solution to the constrained inverse problem well recovers the actual traction when the optimal regularization parameter is used. The proposed method can thus be applied to study general force sensing problems, which utilize displacement measurements to sense inaccessible forces in linear elastic bodies with a priori constraints.

A MATLAB implementation of the minimum relative entropy method for linear inverse problems

NASA Astrophysics Data System (ADS)

Neupauer, Roseanna M.; Borchers, Brian

2001-08-01

The minimum relative entropy (MRE) method can be used to solve linear inverse problems of the form Gm= d, where m is a vector of unknown model parameters and d is a vector of measured data. The MRE method treats the elements of m as random variables, and obtains a multivariate probability density function for m. The probability density function is constrained by prior information about the upper and lower bounds of m, a prior expected value of m, and the measured data. The solution of the inverse problem is the expected value of m, based on the derived probability density function. We present a MATLAB implementation of the MRE method. Several numerical issues arise in the implementation of the MRE method and are discussed here. We present the source history reconstruction problem from groundwater hydrology as an example of the MRE implementation.

On the optimization of electromagnetic geophysical data: Application of the PSO algorithm

NASA Astrophysics Data System (ADS)

Godio, A.; Santilano, A.

2018-01-01

Particle Swarm optimization (PSO) algorithm resolves constrained multi-parameter problems and is suitable for simultaneous optimization of linear and nonlinear problems, with the assumption that forward modeling is based on good understanding of ill-posed problem for geophysical inversion. We apply PSO for solving the geophysical inverse problem to infer an Earth model, i.e. the electrical resistivity at depth, consistent with the observed geophysical data. The method doesn't require an initial model and can be easily constrained, according to external information for each single sounding. The optimization process to estimate the model parameters from the electromagnetic soundings focuses on the discussion of the objective function to be minimized. We discuss the possibility to introduce in the objective function vertical and lateral constraints, with an Occam-like regularization. A sensitivity analysis allowed us to check the performance of the algorithm. The reliability of the approach is tested on synthetic, real Audio-Magnetotelluric (AMT) and Long Period MT data. The method appears able to solve complex problems and allows us to estimate the a posteriori distribution of the model parameters.

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

Generalized Pattern Search methods for a class of nonsmooth optimization problems with structure

NASA Astrophysics Data System (ADS)

Bogani, C.; Gasparo, M. G.; Papini, A.

2009-07-01

We propose a Generalized Pattern Search (GPS) method to solve a class of nonsmooth minimization problems, where the set of nondifferentiability is included in the union of known hyperplanes and, therefore, is highly structured. Both unconstrained and linearly constrained problems are considered. At each iteration the set of poll directions is enforced to conform to the geometry of both the nondifferentiability set and the boundary of the feasible region, near the current iterate. This is the key issue to guarantee the convergence of certain subsequences of iterates to points which satisfy first-order optimality conditions. Numerical experiments on some classical problems validate the method.

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

Exact and explicit optimal solutions for trajectory planning and control of single-link flexible-joint manipulators

NASA Technical Reports Server (NTRS)

Chen, Guanrong

1991-01-01

An optimal trajectory planning problem for a single-link, flexible joint manipulator is studied. A global feedback-linearization is first applied to formulate the nonlinear inequality-constrained optimization problem in a suitable way. Then, an exact and explicit structural formula for the optimal solution of the problem is derived and the solution is shown to be unique. It turns out that the optimal trajectory planning and control can be done off-line, so that the proposed method is applicable to both theoretical analysis and real time tele-robotics control engineering.

Chance-Constrained AC Optimal Power Flow: Reformulations and Efficient Algorithms

DOE PAGES

Roald, Line Alnaes; Andersson, Goran

2017-08-29

Higher levels of renewable electricity generation increase uncertainty in power system operation. To ensure secure system operation, new tools that account for this uncertainty are required. Here, in this paper, we adopt a chance-constrained AC optimal power flow formulation, which guarantees that generation, power flows and voltages remain within their bounds with a pre-defined probability. We then discuss different chance-constraint reformulations and solution approaches for the problem. Additionally, we first discuss an analytical reformulation based on partial linearization, which enables us to obtain a tractable representation of the optimization problem. We then provide an efficient algorithm based on an iterativemore » solution scheme which alternates between solving a deterministic AC OPF problem and assessing the impact of uncertainty. This more flexible computational framework enables not only scalable implementations, but also alternative chance-constraint reformulations. In particular, we suggest two sample based reformulations that do not require any approximation or relaxation of the AC power flow equations.« less

Dynamical insurance models with investment: Constrained singular problems for integrodifferential equations

NASA Astrophysics Data System (ADS)

Belkina, T. A.; Konyukhova, N. B.; Kurochkin, S. V.

2016-01-01

Previous and new results are used to compare two mathematical insurance models with identical insurance company strategies in a financial market, namely, when the entire current surplus or its constant fraction is invested in risky assets (stocks), while the rest of the surplus is invested in a risk-free asset (bank account). Model I is the classical Cramér-Lundberg risk model with an exponential claim size distribution. Model II is a modification of the classical risk model (risk process with stochastic premiums) with exponential distributions of claim and premium sizes. For the survival probability of an insurance company over infinite time (as a function of its initial surplus), there arise singular problems for second-order linear integrodifferential equations (IDEs) defined on a semiinfinite interval and having nonintegrable singularities at zero: model I leads to a singular constrained initial value problem for an IDE with a Volterra integral operator, while II model leads to a more complicated nonlocal constrained problem for an IDE with a non-Volterra integral operator. A brief overview of previous results for these two problems depending on several positive parameters is given, and new results are presented. Additional results are concerned with the formulation, analysis, and numerical study of "degenerate" problems for both models, i.e., problems in which some of the IDE parameters vanish; moreover, passages to the limit with respect to the parameters through which we proceed from the original problems to the degenerate ones are singular for small and/or large argument values. Such problems are of mathematical and practical interest in themselves. Along with insurance models without investment, they describe the case of surplus completely invested in risk-free assets, as well as some noninsurance models of surplus dynamics, for example, charity-type models.

Splines and polynomial tools for flatness-based constrained motion planning

NASA Astrophysics Data System (ADS)

Suryawan, Fajar; De Doná, José; Seron, María

2012-08-01

This article addresses the problem of trajectory planning for flat systems with constraints. Flat systems have the useful property that the input and the state can be completely characterised by the so-called flat output. We propose a spline parametrisation for the flat output, the performance output, the states and the inputs. Using this parametrisation the problem of constrained trajectory planning can be cast into a simple quadratic programming problem. An important result is that the B-spline parametrisation used gives exact results for constrained linear continuous-time system. The result is exact in the sense that the constrained signal can be made arbitrarily close to the boundary without having intersampling issues (as one would have in sampled-data systems). Simulation examples are presented, involving the generation of rest-to-rest trajectories. In addition, an experimental result of the method is also presented, where two methods to generate trajectories for a magnetic-levitation (maglev) system in the presence of constraints are compared and each method's performance is discussed. The first method uses the nonlinear model of the plant, which turns out to belong to the class of flat systems. The second method uses a linearised version of the plant model around an operating point. In every case, a continuous-time description is used. The experimental results on a real maglev system reported here show that, in most scenarios, the nonlinear and linearised models produce almost similar, indistinguishable trajectories.

A novel approach based on preference-based index for interval bilevel linear programming problem.

PubMed

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.

Methods of sequential estimation for determining initial data in numerical weather prediction. Ph.D. Thesis

NASA Technical Reports Server (NTRS)

Cohn, S. E.

1982-01-01

Numerical weather prediction (NWP) is an initial-value problem for a system of nonlinear differential equations, in which initial values are known incompletely and inaccurately. Observational data available at the initial time must therefore be supplemented by data available prior to the initial time, a problem known as meteorological data assimilation. A further complication in NWP is that solutions of the governing equations evolve on two different time scales, a fast one and a slow one, whereas fast scale motions in the atmosphere are not reliably observed. This leads to the so called initialization problem: initial values must be constrained to result in a slowly evolving forecast. The theory of estimation of stochastic dynamic systems provides a natural approach to such problems. For linear stochastic dynamic models, the Kalman-Bucy (KB) sequential filter is the optimal data assimilation method, for linear models, the optimal combined data assimilation-initialization method is a modified version of the KB filter.

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.

Venus Chasmata: A Lithospheric Stretching Model

NASA Technical Reports Server (NTRS)

Solomon, S. C.; Head, J. W.

1985-01-01

An outstanding problem for Venus is the characterization of its style of global tectonics, an issue intimately related to the dominant mechanism of lithospheric heat loss. Among the most spectacular and extensive of the major tectonic features on Venus are the chasmata, deep linear valleys generally interpreted to be the products of lithospheric extension and rifting. Systems of chasmata and related features can be traced along several tectonic zones up to 20,000 km in linear extent. A lithospheric stretching model was developed to explain the topographic characteristics of Venus chasmata and to constrain the physical properties of the Venus crust and lithosphere.

CSOLNP: Numerical Optimization Engine for Solving Non-linearly Constrained Problems.

PubMed

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.

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

PubMed

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

2014-03-15

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

The generalized quadratic knapsack problem. A neuronal network approach.

PubMed

Talaván, Pedro M; Yáñez, Javier

2006-05-01

The solution of an optimization problem through the continuous Hopfield network (CHN) is based on some energy or Lyapunov function, which decreases as the system evolves until a local minimum value is attained. A new energy function is proposed in this paper so that any 0-1 linear constrains programming with quadratic objective function can be solved. This problem, denoted as the generalized quadratic knapsack problem (GQKP), includes as particular cases well-known problems such as the traveling salesman problem (TSP) and the quadratic assignment problem (QAP). This new energy function generalizes those proposed by other authors. Through this energy function, any GQKP can be solved with an appropriate parameter setting procedure, which is detailed in this paper. As a particular case, and in order to test this generalized energy function, some computational experiments solving the traveling salesman problem are also included.

Non Linear Programming (NLP) Formulation for Quantitative Modeling of Protein Signal Transduction Pathways

PubMed Central

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

Non Linear Programming (NLP) formulation for quantitative modeling of protein signal transduction pathways.

PubMed

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.

A constrained regularization method for inverting data represented by linear algebraic or integral equations

NASA Astrophysics Data System (ADS)

Provencher, Stephen W.

1982-09-01

CONTIN is a portable Fortran IV package for inverting noisy linear operator equations. These problems occur in the analysis of data from a wide variety experiments. They are generally ill-posed problems, which means that errors in an unregularized inversion are unbounded. Instead, CONTIN seeks the optimal solution by incorporating parsimony and any statistical prior knowledge into the regularizor and absolute prior knowledge into equallity and inequality constraints. This can be greatly increase the resolution and accuracyh of the solution. CONTIN is very flexible, consisting of a core of about 50 subprograms plus 13 small "USER" subprograms, which the user can easily modify to specify special-purpose constraints, regularizors, operator equations, simulations, statistical weighting, etc. Specjial collections of USER subprograms are available for photon correlation spectroscopy, multicomponent spectra, and Fourier-Bessel, Fourier and Laplace transforms. Numerically stable algorithms are used throughout CONTIN. A fairly precise definition of information content in terms of degrees of freedom is given. The regularization parameter can be automatically chosen on the basis of an F-test and confidence region. The interpretation of the latter and of error estimates based on the covariance matrix of the constrained regularized solution are discussed. The strategies, methods and options in CONTIN are outlined. The program itself is described in the following paper.

Secure Fusion Estimation for Bandwidth Constrained Cyber-Physical Systems Under Replay Attacks.

PubMed

Chen, Bo; Ho, Daniel W C; Hu, Guoqiang; Yu, Li; Bo Chen; Ho, Daniel W C; Guoqiang Hu; Li Yu; Chen, Bo; Ho, Daniel W C; Hu, Guoqiang; Yu, Li

2018-06-01

State estimation plays an essential role in the monitoring and supervision of cyber-physical systems (CPSs), and its importance has made the security and estimation performance a major concern. In this case, multisensor information fusion estimation (MIFE) provides an attractive alternative to study secure estimation problems because MIFE can potentially improve estimation accuracy and enhance reliability and robustness against attacks. From the perspective of the defender, the secure distributed Kalman fusion estimation problem is investigated in this paper for a class of CPSs under replay attacks, where each local estimate obtained by the sink node is transmitted to a remote fusion center through bandwidth constrained communication channels. A new mathematical model with compensation strategy is proposed to characterize the replay attacks and bandwidth constrains, and then a recursive distributed Kalman fusion estimator (DKFE) is designed in the linear minimum variance sense. According to different communication frameworks, two classes of data compression and compensation algorithms are developed such that the DKFEs can achieve the desired performance. Several attack-dependent and bandwidth-dependent conditions are derived such that the DKFEs are secure under replay attacks. An illustrative example is given to demonstrate the effectiveness of the proposed methods.

Fixing convergence of Gaussian belief propagation

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

Johnson, Jason K; Bickson, Danny; Dolev, Danny

Gaussian belief propagation (GaBP) is an iterative message-passing algorithm for inference in Gaussian graphical models. It is known that when GaBP converges it converges to the correct MAP estimate of the Gaussian random vector and simple sufficient conditions for its convergence have been established. In this paper we develop a double-loop algorithm for forcing convergence of GaBP. Our method computes the correct MAP estimate even in cases where standard GaBP would not have converged. We further extend this construction to compute least-squares solutions of over-constrained linear systems. We believe that our construction has numerous applications, since the GaBP algorithm ismore » linked to solution of linear systems of equations, which is a fundamental problem in computer science and engineering. As a case study, we discuss the linear detection problem. We show that using our new construction, we are able to force convergence of Montanari's linear detection algorithm, in cases where it would originally fail. As a consequence, we are able to increase significantly the number of users that can transmit concurrently.« less

A Fast Variational Approach for Learning Markov Random Field Language Models

DTIC Science & Technology

2015-01-01

the same distribution as n- gram models, but utilize a non-linear neural network pa- rameterization. NLMs have been shown to produce com- petitive...to either resort to local optimiza- tion methods, such as those used in neural lan- guage models, or work with heavily constrained distributions. In...embeddings learned through neural language models. Central to the language modelling problem is the challenge Proceedings of the 32nd International

Cosmological perturbation and matter power spectrum in bimetric massive gravity

NASA Astrophysics Data System (ADS)

Geng, Chao-Qiang; Lee, Chung-Chi; Zhang, Kaituo

2018-04-01

We discuss the linear perturbation equations with the synchronous gauge in a minimal scenario of the bimetric massive gravity theory. We find that the matter density perturbation and matter power spectrum are suppressed. We also examine the ghost and stability problems and show that the allowed deviation of this gravitational theory from the cosmological constant is constrained to be smaller than O(10-2) by the large scale structure observational data.

Integer Linear Programming for Constrained Multi-Aspect Committee Review Assignment

PubMed Central

Karimzadehgan, Maryam; Zhai, ChengXiang

2011-01-01

Automatic review assignment can significantly improve the productivity of many people such as conference organizers, journal editors and grant administrators. A general setup of the review assignment problem involves assigning a set of reviewers on a committee to a set of documents to be reviewed under the constraint of review quota so that the reviewers assigned to a document can collectively cover multiple topic aspects of the document. No previous work has addressed such a setup of committee review assignments while also considering matching multiple aspects of topics and expertise. In this paper, we tackle the problem of committee review assignment with multi-aspect expertise matching by casting it as an integer linear programming problem. The proposed algorithm can naturally accommodate any probabilistic or deterministic method for modeling multiple aspects to automate committee review assignments. Evaluation using a multi-aspect review assignment test set constructed using ACM SIGIR publications shows that the proposed algorithm is effective and efficient for committee review assignments based on multi-aspect expertise matching. PMID:22711970

A Proposal of a Fast Computation Method for Thermal Capacity and Voltage ATC by Means of Homotopy Functions

NASA Astrophysics Data System (ADS)

Zoka, Yoshifumi; Yorino, Naoto; Kawano, Koki; Suenari, Hiroyasu

This paper proposes a fast computation method for Available Transfer Capability (ATC) with respect to thermal and voltage magnitude limits. In the paper, ATC is formulated as an optimization problem. In order to obtain the efficiency for the N-1 outage contingency calculations, linear sensitivity methods are applied for screening and ranking all contingency selections with respect to the thermal and voltage magnitude limits margin to identify the severest case. In addition, homotopy functions are used for the generator QV constrains to reduce the maximum error of the linear estimation. Then, the Primal-Dual Interior Point Method (PDIPM) is used to solve the optimization problem for the severest case only, in which the solutions of ATC can be obtained efficiently. The effectiveness of the proposed method is demonstrated through IEEE 30, 57, 118-bus systems.

An interval chance-constrained fuzzy modeling approach for supporting land-use planning and eco-environment planning at a watershed level.

PubMed

Ou, Guoliang; Tan, Shukui; Zhou, Min; Lu, Shasha; Tao, Yinghui; Zhang, Zuo; Zhang, Lu; Yan, Danping; Guan, Xingliang; Wu, Gang

2017-12-15

An interval chance-constrained fuzzy land-use allocation (ICCF-LUA) model is proposed in this study to support solving land resource management problem associated with various environmental and ecological constraints at a watershed level. The ICCF-LUA model is based on the ICCF (interval chance-constrained fuzzy) model which is coupled with interval mathematical model, chance-constrained programming model and fuzzy linear programming model and can be used to deal with uncertainties expressed as intervals, probabilities and fuzzy sets. Therefore, the ICCF-LUA model can reflect the tradeoff between decision makers and land stakeholders, the tradeoff between the economical benefits and eco-environmental demands. The ICCF-LUA model has been applied to the land-use allocation of Wujiang watershed, Guizhou Province, China. The results indicate that under highly land suitable conditions, optimized area of cultivated land, forest land, grass land, construction land, water land, unused land and landfill in Wujiang watershed will be [5015, 5648] hm 2 , [7841, 7965] hm 2 , [1980, 2056] hm 2 , [914, 1423] hm 2 , [70, 90] hm 2 , [50, 70] hm 2 and [3.2, 4.3] hm 2 , the corresponding system economic benefit will be between 6831 and 7219 billion yuan. Consequently, the ICCF-LUA model can effectively support optimized land-use allocation problem in various complicated conditions which include uncertainties, risks, economic objective and eco-environmental constraints. Copyright © 2017 Elsevier Ltd. All rights reserved.

Microgrid Optimal Scheduling With Chance-Constrained Islanding Capability

DOE PAGES

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

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.

Cutting planes for the multistage stochastic unit commitment problem

DOE PAGES

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

2016-04-20

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

Cutting planes for the multistage stochastic unit commitment problem

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

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

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

A Sequential Linear Quadratic Approach for Constrained Nonlinear Optimal Control with Adaptive Time Discretization and Application to Higher Elevation Mars Landing Problem

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.

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

Constrained ℋ∞ control for low bandwidth active suspensions

NASA Astrophysics Data System (ADS)

Wasiwitono, Unggul; Sutantra, I. Nyoman

2017-08-01

Low Bandwidth Active Suspension (LBAS) is shown to be more competitive to High Bandwidth Active Suspension (HBAS) when energy and cost aspects are taken into account. In this paper, the constrained ℋ∞ control scheme is applied for LBAS system. The ℋ∞ performance is used to measure ride comfort while the concept of reachable set in a state-space ellipsoid defined by a quadratic storage function is used to capture the time domain constraint that representing the requirements for road holding, suspension deflection limitation and actuator saturation. Then, the control problem is derived in the framework of Linear Matrix Inequality (LMI) optimization. The simulation is conducted considering the road disturbance as a stationary random process. The achievable performance of LBAS is analyzed for different values of bandwidth and damping ratio.

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)

Birge, J. R.; Qi, L.; Wei, Z.

In this paper we give a variant of the Topkis-Veinott method for solving inequality constrained optimization problems. This method uses a linearly constrained positive semidefinite quadratic problem to generate a feasible descent direction at each iteration. Under mild assumptions, the algorithm is shown to be globally convergent in the sense that every accumulation point of the sequence generated by the algorithm is a Fritz-John point of the problem. We introduce a Fritz-John (FJ) function, an FJ1 strong second-order sufficiency condition (FJ1-SSOSC), and an FJ2 strong second-order sufficiency condition (FJ2-SSOSC), and then show, without any constraint qualification (CQ), that (i) ifmore » an FJ point z satisfies the FJ1-SSOSC, then there exists a neighborhood N(z) of z such that, for any FJ point y element of N(z) {l_brace}z {r_brace} , f{sub 0}(y) {ne} f{sub 0}(z) , where f{sub 0} is the objective function of the problem; (ii) if an FJ point z satisfies the FJ2-SSOSC, then z is a strict local minimum of the problem. The result (i) implies that the entire iteration point sequence generated by the method converges to an FJ point. We also show that if the parameters are chosen large enough, a unit step length can be accepted by the proposed algorithm.« less

Dipole and quadrupole synthesis of electric potential fields. M.S. Thesis

NASA Technical Reports Server (NTRS)

Tilley, D. G.

1979-01-01

A general technique for expanding an unknown potential field in terms of a linear summation of weighted dipole or quadrupole fields is described. Computational methods were developed for the iterative addition of dipole fields. Various solution potentials were compared inside the boundary with a more precise calculation of the potential to derive optimal schemes for locating the singularities of the dipole fields. Then, the problem of determining solutions to Laplace's equation on an unbounded domain as constrained by pertinent electron trajectory data was considered.

Extracting falsifiable predictions from sloppy models.

PubMed

Gutenkunst, Ryan N; Casey, Fergal P; Waterfall, Joshua J; Myers, Christopher R; Sethna, James P

2007-12-01

Successful predictions are among the most compelling validations of any model. Extracting falsifiable predictions from nonlinear multiparameter models is complicated by the fact that such models are commonly sloppy, possessing sensitivities to different parameter combinations that range over many decades. Here we discuss how sloppiness affects the sorts of data that best constrain model predictions, makes linear uncertainty approximations dangerous, and introduces computational difficulties in Monte-Carlo uncertainty analysis. We also present a useful test problem and suggest refinements to the standards by which models are communicated.

Dynamic optimization and its relation to classical and quantum constrained systems

NASA Astrophysics Data System (ADS)

Contreras, Mauricio; Pellicer, Rely; Villena, Marcelo

2017-08-01

We study the structure of a simple dynamic optimization problem consisting of one state and one control variable, from a physicist's point of view. By using an analogy to a physical model, we study this system in the classical and quantum frameworks. Classically, the dynamic optimization problem is equivalent to a classical mechanics constrained system, so we must use the Dirac method to analyze it in a correct way. We find that there are two second-class constraints in the model: one fix the momenta associated with the control variables, and the other is a reminder of the optimal control law. The dynamic evolution of this constrained system is given by the Dirac's bracket of the canonical variables with the Hamiltonian. This dynamic results to be identical to the unconstrained one given by the Pontryagin equations, which are the correct classical equations of motion for our physical optimization problem. In the same Pontryagin scheme, by imposing a closed-loop λ-strategy, the optimality condition for the action gives a consistency relation, which is associated to the Hamilton-Jacobi-Bellman equation of the dynamic programming method. A similar result is achieved by quantizing the classical model. By setting the wave function Ψ(x , t) =e iS(x , t) in the quantum Schrödinger equation, a non-linear partial equation is obtained for the S function. For the right-hand side quantization, this is the Hamilton-Jacobi-Bellman equation, when S(x , t) is identified with the optimal value function. Thus, the Hamilton-Jacobi-Bellman equation in Bellman's maximum principle, can be interpreted as the quantum approach of the optimization problem.

Split diversity in constrained conservation prioritization using integer linear programming.

PubMed

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.

A Bayesian approach to earthquake source studies

NASA Astrophysics Data System (ADS)

Minson, Sarah

Bayesian sampling has several advantages over conventional optimization approaches to solving inverse problems. It produces the distribution of all possible models sampled proportionally to how much each model is consistent with the data and the specified prior information, and thus images the entire solution space, revealing the uncertainties and trade-offs in the model. Bayesian sampling is applicable to both linear and non-linear modeling, and the values of the model parameters being sampled can be constrained based on the physics of the process being studied and do not have to be regularized. However, these methods are computationally challenging for high-dimensional problems. Until now the computational expense of Bayesian sampling has been too great for it to be practicable for most geophysical problems. I present a new parallel sampling algorithm called CATMIP for Cascading Adaptive Tempered Metropolis In Parallel. This technique, based on Transitional Markov chain Monte Carlo, makes it possible to sample distributions in many hundreds of dimensions, if the forward model is fast, or to sample computationally expensive forward models in smaller numbers of dimensions. The design of the algorithm is independent of the model being sampled, so CATMIP can be applied to many areas of research. I use CATMIP to produce a finite fault source model for the 2007 Mw 7.7 Tocopilla, Chile earthquake. Surface displacements from the earthquake were recorded by six interferograms and twelve local high-rate GPS stations. Because of the wealth of near-fault data, the source process is well-constrained. I find that the near-field high-rate GPS data have significant resolving power above and beyond the slip distribution determined from static displacements. The location and magnitude of the maximum displacement are resolved. The rupture almost certainly propagated at sub-shear velocities. The full posterior distribution can be used not only to calculate source parameters but also to determine their uncertainties. So while kinematic source modeling and the estimation of source parameters is not new, with CATMIP I am able to use Bayesian sampling to determine which parts of the source process are well-constrained and which are not.

Experimental evaluation of model predictive control and inverse dynamics control for spacecraft proximity and docking maneuvers

NASA Astrophysics Data System (ADS)

Virgili-Llop, Josep; Zagaris, Costantinos; Park, Hyeongjun; Zappulla, Richard; Romano, Marcello

2018-03-01

An experimental campaign has been conducted to evaluate the performance of two different guidance and control algorithms on a multi-constrained docking maneuver. The evaluated algorithms are model predictive control (MPC) and inverse dynamics in the virtual domain (IDVD). A linear-quadratic approach with a quadratic programming solver is used for the MPC approach. A nonconvex optimization problem results from the IDVD approach, and a nonlinear programming solver is used. The docking scenario is constrained by the presence of a keep-out zone, an entry cone, and by the chaser's maximum actuation level. The performance metrics for the experiments and numerical simulations include the required control effort and time to dock. The experiments have been conducted in a ground-based air-bearing test bed, using spacecraft simulators that float over a granite table.

The Linearized Bregman Method for Frugal Full-waveform Inversion with Compressive Sensing and Sparsity-promoting

NASA Astrophysics Data System (ADS)

Chai, Xintao; Tang, Genyang; Peng, Ronghua; Liu, Shaoyong

2018-03-01

Full-waveform inversion (FWI) reconstructs the subsurface properties from acquired seismic data via minimization of the misfit between observed and simulated data. However, FWI suffers from considerable computational costs resulting from the numerical solution of the wave equation for each source at each iteration. To reduce the computational burden, constructing supershots by combining several sources (aka source encoding) allows mitigation of the number of simulations at each iteration, but it gives rise to crosstalk artifacts because of interference between the individual sources of the supershot. A modified Gauss-Newton FWI (MGNFWI) approach showed that as long as the difference between the initial and true models permits a sparse representation, the ℓ _1-norm constrained model updates suppress subsampling-related artifacts. However, the spectral-projected gradient ℓ _1 (SPGℓ _1) algorithm employed by MGNFWI is rather complicated that makes its implementation difficult. To facilitate realistic applications, we adapt a linearized Bregman (LB) method to sparsity-promoting FWI (SPFWI) because of the efficiency and simplicity of LB in the framework of ℓ _1-norm constrained optimization problem and compressive sensing. Numerical experiments performed with the BP Salt model, the Marmousi model and the BG Compass model verify the following points. The FWI result with LB solving ℓ _1-norm sparsity-promoting problem for the model update outperforms that generated by solving ℓ _2-norm problem in terms of crosstalk elimination and high-fidelity results. The simpler LB method performs comparably and even superiorly to the complicated SPGℓ _1 method in terms of computational efficiency and model quality, making the LB method a viable alternative for realistic implementations of SPFWI.

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

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

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

Closed-form solutions for linear regulator-design of mechanical systems including optimal weighting matrix selection

NASA Technical Reports Server (NTRS)

Hanks, Brantley R.; Skelton, Robert E.

1991-01-01

This paper addresses the restriction of Linear Quadratic Regulator (LQR) solutions to the algebraic Riccati Equation to design spaces which can be implemented as passive structural members and/or dampers. A general closed-form solution to the optimal free-decay control problem is presented which is tailored for structural-mechanical systems. The solution includes, as subsets, special cases such as the Rayleigh Dissipation Function and total energy. Weighting matrix selection is a constrained choice among several parameters to obtain desired physical relationships. The closed-form solution is also applicable to active control design for systems where perfect, collocated actuator-sensor pairs exist. Some examples of simple spring mass systems are shown to illustrate key points.

PI controller design of a wind turbine: evaluation of the pole-placement method and tuning using constrained optimization

NASA Astrophysics Data System (ADS)

Mirzaei, Mahmood; Tibaldi, Carlo; Hansen, Morten H.

2016-09-01

PI/PID controllers are the most common wind turbine controllers. Normally a first tuning is obtained using methods such as pole-placement or Ziegler-Nichols and then extensive aeroelastic simulations are used to obtain the best tuning in terms of regulation of the outputs and reduction of the loads. In the traditional tuning approaches, the properties of different open loop and closed loop transfer functions of the system are not normally considered. In this paper, an assessment of the pole-placement tuning method is presented based on robustness measures. Then a constrained optimization setup is suggested to automatically tune the wind turbine controller subject to robustness constraints. The properties of the system such as the maximum sensitivity and complementary sensitivity functions (Ms and Mt ), along with some of the responses of the system, are used to investigate the controller performance and formulate the optimization problem. The cost function is the integral absolute error (IAE) of the rotational speed from a disturbance modeled as a step in wind speed. Linearized model of the DTU 10-MW reference wind turbine is obtained using HAWCStab2. Thereafter, the model is reduced with model order reduction. The trade-off curves are given to assess the tunings of the poles- placement method and a constrained optimization problem is solved to find the best tuning.

Solution of monotone complementarity and general convex programming problems using a modified potential reduction interior point method

DOE PAGES

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

Fitting aerodynamic forces in the Laplace domain: An application of a nonlinear nongradient technique to multilevel constrained optimization

NASA Technical Reports Server (NTRS)

Tiffany, S. H.; Adams, W. M., Jr.

1984-01-01

A technique which employs both linear and nonlinear methods in a multilevel optimization structure to best approximate generalized unsteady aerodynamic forces for arbitrary motion is described. Optimum selection of free parameters is made in a rational function approximation of the aerodynamic forces in the Laplace domain such that a best fit is obtained, in a least squares sense, to tabular data for purely oscillatory motion. The multilevel structure and the corresponding formulation of the objective models are presented which separate the reduction of the fit error into linear and nonlinear problems, thus enabling the use of linear methods where practical. Certain equality and inequality constraints that may be imposed are identified; a brief description of the nongradient, nonlinear optimizer which is used is given; and results which illustrate application of the method are presented.

SLFP: a stochastic linear fractional programming approach for sustainable waste management.

PubMed

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.

A comparison of optimization algorithms for localized in vivo B0 shimming.

PubMed

Nassirpour, Sahar; Chang, Paul; Fillmer, Ariane; Henning, Anke

2018-02-01

To compare several different optimization algorithms currently used for localized in vivo B 0 shimming, and to introduce a novel, fast, and robust constrained regularized algorithm (ConsTru) for this purpose. Ten different optimization algorithms (including samples from both generic and dedicated least-squares solvers, and a novel constrained regularized inversion method) were implemented and compared for shimming in five different shimming volumes on 66 in vivo data sets from both 7 T and 9.4 T. The best algorithm was chosen to perform single-voxel spectroscopy at 9.4 T in the frontal cortex of the brain on 10 volunteers. The results of the performance tests proved that the shimming algorithm is prone to unstable solutions if it depends on the value of a starting point, and is not regularized to handle ill-conditioned problems. The ConsTru algorithm proved to be the most robust, fast, and efficient algorithm among all of the chosen algorithms. It enabled acquisition of spectra of reproducible high quality in the frontal cortex at 9.4 T. For localized in vivo B 0 shimming, the use of a dedicated linear least-squares solver instead of a generic nonlinear one is highly recommended. Among all of the linear solvers, the constrained regularized method (ConsTru) was found to be both fast and most robust. Magn Reson Med 79:1145-1156, 2018. © 2017 International Society for Magnetic Resonance in Medicine. © 2017 International Society for Magnetic Resonance in Medicine.

Robust model predictive control of nonlinear systems with unmodeled dynamics and bounded uncertainties based on neural networks.

PubMed

Yan, Zheng; Wang, Jun

2014-03-01

This paper presents a neural network approach to robust model predictive control (MPC) for constrained discrete-time nonlinear systems with unmodeled dynamics affected by bounded uncertainties. The exact nonlinear model of underlying process is not precisely known, but a partially known nominal model is available. This partially known nonlinear model is first decomposed to an affine term plus an unknown high-order term via Jacobian linearization. The linearization residue combined with unmodeled dynamics is then modeled using an extreme learning machine via supervised learning. The minimax methodology is exploited to deal with bounded uncertainties. The minimax optimization problem is reformulated as a convex minimization problem and is iteratively solved by a two-layer recurrent neural network. The proposed neurodynamic approach to nonlinear MPC improves the computational efficiency and sheds a light for real-time implementability of MPC technology. Simulation results are provided to substantiate the effectiveness and characteristics of the proposed approach.

The Use of Non-Standard Devices in Finite Element Analysis

NASA Technical Reports Server (NTRS)

Schur, Willi W.; Broduer, Steve (Technical Monitor)

2001-01-01

A general mathematical description of the response behavior of thin-skin pneumatic envelopes and many other membrane and cable structures produces under-constrained systems that pose severe difficulties to analysis. These systems are mobile, and the general mathematical description exposes the mobility. Yet the response behavior of special under-constrained structures under special loadings can be accurately predicted using a constrained mathematical description. The static response behavior of systems that are infinitesimally mobile, such as a non-slack membrane subtended from a rigid or elastic boundary frame, can be easily analyzed using such general mathematical description as afforded by the non-linear, finite element method using an implicit solution scheme if the incremental uploading is guided through a suitable path. Similarly, if such structures are assembled with structural lack of fit that provides suitable self-stress, then dynamic response behavior can be predicted by the non-linear, finite element method and an implicit solution scheme. An explicit solution scheme is available for evolution problems. Such scheme can be used via the method of dynamic relaxation to obtain the solution to a static problem. In some sense, pneumatic envelopes and many other compliant structures can be said to have destiny under a specified loading system. What that means to the analyst is that what happens on the evolution path of the solution is irrelevant as long as equilibrium is achieved at destiny under full load and that the equilibrium is stable in the vicinity of that load. The purpose of this paper is to alert practitioners to the fact that non-standard procedures in finite element analysis are useful and can be legitimate although they burden their users with the requirement to use special caution. Some interesting findings that are useful to the US Scientific Balloon Program and that could not be obtained without non-standard techniques are presented.

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

NASA Technical Reports Server (NTRS)

Ortiz, Francisco

2004-01-01

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

Augmented Lagrange Hopfield network for solving economic dispatch problem in competitive environment

NASA Astrophysics Data System (ADS)

Vo, Dieu Ngoc; Ongsakul, Weerakorn; Nguyen, Khai Phuc

2012-11-01

This paper proposes an augmented Lagrange Hopfield network (ALHN) for solving economic dispatch (ED) problem in the competitive environment. The proposed ALHN is a continuous Hopfield network with its energy function based on augmented Lagrange function for efficiently dealing with constrained optimization problems. The ALHN method can overcome the drawbacks of the conventional Hopfield network such as local optimum, long computational time, and linear constraints. The proposed method is used for solving the ED problem with two revenue models of revenue based on payment for power delivered and payment for reserve allocated. The proposed ALHN has been tested on two systems of 3 units and 10 units for the two considered revenue models. The obtained results from the proposed methods are compared to those from differential evolution (DE) and particle swarm optimization (PSO) methods. The result comparison has indicated that the proposed method is very efficient for solving the problem. Therefore, the proposed ALHN could be a favorable tool for ED problem in the competitive environment.

Constrained optimization via simulation models for new product innovation

NASA Astrophysics Data System (ADS)

Pujowidianto, Nugroho A.

2017-11-01

We consider the problem of constrained optimization where the decision makers aim to optimize the primary performance measure while constraining the secondary performance measures. This paper provides a brief overview of stochastically constrained optimization via discrete event simulation. Most review papers tend to be methodology-based. This review attempts to be problem-based as decision makers may have already decided on the problem formulation. We consider constrained optimization models as there are usually constraints on secondary performance measures as trade-off in new product development. It starts by laying out different possible methods and the reasons using constrained optimization via simulation models. It is then followed by the review of different simulation optimization approach to address constrained optimization depending on the number of decision variables, the type of constraints, and the risk preferences of the decision makers in handling uncertainties.

A cryogenic scan mechanism for use in Fourier transform spectrometers

NASA Technical Reports Server (NTRS)

Hakun, Claef F.; Blumenstock, Kenneth A.

1995-01-01

This paper describes the requirements, design, assembly and testing of the linear Scan Mechanism (SM) of the Composite Infrared Spectrometer (CIRS) Instrument. The mechanism consists of an over constrained flexible structure, an innovative moving magnet actuator, passive eddy current dampers, a Differential Eddy Current (DEC) sensor, Optical Limit Sensors (OLS), and a launch lock. Although all the components of the mechanism are discussed, the flexible structure and the magnetic components are the primary focus. Several problems encountered and solutions implemented during the development of the scan mechanism are also described.

An Optimization-based Atomistic-to-Continuum Coupling Method

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

Olson, Derek; Bochev, Pavel B.; Luskin, Mitchell

2014-08-21

In this paper, we present a new optimization-based method for atomistic-to-continuum (AtC) coupling. The main idea is to cast the latter as a constrained optimization problem with virtual Dirichlet controls on the interfaces between the atomistic and continuum subdomains. The optimization objective is to minimize the error between the atomistic and continuum solutions on the overlap between the two subdomains, while the atomistic and continuum force balance equations provide the constraints. Separation, rather then blending of the atomistic and continuum problems, and their subsequent use as constraints in the optimization problem distinguishes our approach from the existing AtC formulations. Finally,more » we present and analyze the method in the context of a one-dimensional chain of atoms modeled using a linearized two-body potential with next-nearest neighbor interactions.« less

Dark energy in the dark ages

NASA Astrophysics Data System (ADS)

Linder, Eric V.

2006-08-01

Non-negligible dark energy density at high redshifts would indicate dark energy physics distinct from a cosmological constant or "reasonable" canonical scalar fields. Such dark energy can be constrained tightly through investigation of the growth of structure, with limits of ≲2% of total energy density at z ≫ 1 for many models. Intermediate dark energy can have effects distinct from its energy density; the dark ages acceleration can be constrained to last less than 5% of a Hubble e-fold time, exacerbating the coincidence problem. Both the total linear growth, or equivalently σ8, and the shape and evolution of the nonlinear mass power spectrum for z < 2 (using the Linder-White nonlinear mapping prescription) provide important windows. Probes of growth, such as weak gravitational lensing, can interact with supernovae and CMB distance measurements to scan dark energy behavior over the entire range z = 0-1100.

A proof for loop-law constraints in stoichiometric metabolic networks

PubMed Central

2012-01-01

Background Constraint-based modeling is increasingly employed for metabolic network analysis. Its underlying assumption is that natural metabolic phenotypes can be predicted by adding physicochemical constraints to remove unrealistic metabolic flux solutions. The loopless-COBRA approach provides an additional constraint that eliminates thermodynamically infeasible internal cycles (or loops) from the space of solutions. This allows the prediction of flux solutions that are more consistent with experimental data. However, it is not clear if this approach over-constrains the models by removing non-loop solutions as well. Results Here we apply Gordan’s theorem from linear algebra to prove for the first time that the constraints added in loopless-COBRA do not over-constrain the problem beyond the elimination of the loops themselves. Conclusions The loopless-COBRA constraints can be reliably applied. Furthermore, this proof may be adapted to evaluate the theoretical soundness for other methods in constraint-based modeling. PMID:23146116

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

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

DallAnese, Emiliano; Baker, Kyri; Summers, Tyler

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

Weighted SGD for ℓ p Regression with Randomized Preconditioning.

PubMed

Yang, Jiyan; Chow, Yin-Lam; Ré, Christopher; Mahoney, Michael W

2016-01-01

In recent years, stochastic gradient descent (SGD) methods and randomized linear algebra (RLA) algorithms have been applied to many large-scale problems in machine learning and data analysis. SGD methods are easy to implement and applicable to a wide range of convex optimization problems. In contrast, RLA algorithms provide much stronger performance guarantees but are applicable to a narrower class of problems. We aim to bridge the gap between these two methods in solving constrained overdetermined linear regression problems-e.g., ℓ 2 and ℓ 1 regression problems. We propose a hybrid algorithm named pwSGD that uses RLA techniques for preconditioning and constructing an importance sampling distribution, and then performs an SGD-like iterative process with weighted sampling on the preconditioned system.By rewriting a deterministic ℓ p regression problem as a stochastic optimization problem, we connect pwSGD to several existing ℓ p solvers including RLA methods with algorithmic leveraging (RLA for short).We prove that pwSGD inherits faster convergence rates that only depend on the lower dimension of the linear system, while maintaining low computation complexity. Such SGD convergence rates are superior to other related SGD algorithm such as the weighted randomized Kaczmarz algorithm.Particularly, when solving ℓ 1 regression with size n by d , pwSGD returns an approximate solution with ε relative error in the objective value in (log n ·nnz( A )+poly( d )/ ε 2 ) time. This complexity is uniformly better than that of RLA methods in terms of both ε and d when the problem is unconstrained. In the presence of constraints, pwSGD only has to solve a sequence of much simpler and smaller optimization problem over the same constraints. In general this is more efficient than solving the constrained subproblem required in RLA.For ℓ 2 regression, pwSGD returns an approximate solution with ε relative error in the objective value and the solution vector measured in prediction norm in (log n ·nnz( A )+poly( d ) log(1/ ε )/ ε ) time. We show that for unconstrained ℓ 2 regression, this complexity is comparable to that of RLA and is asymptotically better over several state-of-the-art solvers in the regime where the desired accuracy ε , high dimension n and low dimension d satisfy d ≥ 1/ ε and n ≥ d 2 / ε . We also provide lower bounds on the coreset complexity for more general regression problems, indicating that still new ideas will be needed to extend similar RLA preconditioning ideas to weighted SGD algorithms for more general regression problems. Finally, the effectiveness of such algorithms is illustrated numerically on both synthetic and real datasets, and the results are consistent with our theoretical findings and demonstrate that pwSGD converges to a medium-precision solution, e.g., ε = 10 -3 , more quickly.

Lattice enumeration for inverse molecular design using the signature descriptor.

PubMed

Martin, Shawn

2012-07-23

We describe an inverse quantitative structure-activity relationship (QSAR) framework developed for the design of molecular structures with desired properties. This framework uses chemical fragments encoded with a molecular descriptor known as a signature. It solves a system of linear constrained Diophantine equations to reorganize the fragments into novel molecular structures. The method has been previously applied to problems in drug and materials design but has inherent computational limitations due to the necessity of solving the Diophantine constraints. We propose a new approach to overcome these limitations using the Fincke-Pohst algorithm for lattice enumeration. We benchmark the new approach against previous results on LFA-1/ICAM-1 inhibitory peptides, linear homopolymers, and hydrofluoroether foam blowing agents. Software implementing the new approach is available at www.cs.otago.ac.nz/homepages/smartin.

Constrained binary classification using ensemble learning: an application to cost-efficient targeted PrEP strategies.

PubMed

Zheng, Wenjing; Balzer, Laura; van der Laan, Mark; Petersen, Maya

2018-01-30

Binary classification problems are ubiquitous in health and social sciences. In many cases, one wishes to balance two competing optimality considerations for a binary classifier. For instance, in resource-limited settings, an human immunodeficiency virus prevention program based on offering pre-exposure prophylaxis (PrEP) to select high-risk individuals must balance the sensitivity of the binary classifier in detecting future seroconverters (and hence offering them PrEP regimens) with the total number of PrEP regimens that is financially and logistically feasible for the program. In this article, we consider a general class of constrained binary classification problems wherein the objective function and the constraint are both monotonic with respect to a threshold. These include the minimization of the rate of positive predictions subject to a minimum sensitivity, the maximization of sensitivity subject to a maximum rate of positive predictions, and the Neyman-Pearson paradigm, which minimizes the type II error subject to an upper bound on the type I error. We propose an ensemble approach to these binary classification problems based on the Super Learner methodology. This approach linearly combines a user-supplied library of scoring algorithms, with combination weights and a discriminating threshold chosen to minimize the constrained optimality criterion. We then illustrate the application of the proposed classifier to develop an individualized PrEP targeting strategy in a resource-limited setting, with the goal of minimizing the number of PrEP offerings while achieving a minimum required sensitivity. This proof of concept data analysis uses baseline data from the ongoing Sustainable East Africa Research in Community Health study. Copyright © 2017 John Wiley & Sons, Ltd. Copyright © 2017 John Wiley & Sons, Ltd.

A method for fitting regression splines with varying polynomial order in the linear mixed model.

PubMed

Edwards, Lloyd J; Stewart, Paul W; MacDougall, James E; Helms, Ronald W

2006-02-15

The linear mixed model has become a widely used tool for longitudinal analysis of continuous variables. The use of regression splines in these models offers the analyst additional flexibility in the formulation of descriptive analyses, exploratory analyses and hypothesis-driven confirmatory analyses. We propose a method for fitting piecewise polynomial regression splines with varying polynomial order in the fixed effects and/or random effects of the linear mixed model. The polynomial segments are explicitly constrained by side conditions for continuity and some smoothness at the points where they join. By using a reparameterization of this explicitly constrained linear mixed model, an implicitly constrained linear mixed model is constructed that simplifies implementation of fixed-knot regression splines. The proposed approach is relatively simple, handles splines in one variable or multiple variables, and can be easily programmed using existing commercial software such as SAS or S-plus. The method is illustrated using two examples: an analysis of longitudinal viral load data from a study of subjects with acute HIV-1 infection and an analysis of 24-hour ambulatory blood pressure profiles.

Linear and Logarithmic Speed-Accuracy Trade-Offs in Reciprocal Aiming Result from Task-Specific Parameterization of an Invariant Underlying Dynamics

ERIC Educational Resources Information Center

Bongers, Raoul M.; Fernandez, Laure; Bootsma, Reinoud J.

2009-01-01

The authors examined the origins of linear and logarithmic speed-accuracy trade-offs from a dynamic systems perspective on motor control. In each experiment, participants performed 2 reciprocal aiming tasks: (a) a velocity-constrained task in which movement time was imposed and accuracy had to be maximized, and (b) a distance-constrained task in…

Recovery of sparse translation-invariant signals with continuous basis pursuit

PubMed Central

Ekanadham, Chaitanya; Tranchina, Daniel; Simoncelli, Eero

2013-01-01

We consider the problem of decomposing a signal into a linear combination of features, each a continuously translated version of one of a small set of elementary features. Although these constituents are drawn from a continuous family, most current signal decomposition methods rely on a finite dictionary of discrete examples selected from this family (e.g., shifted copies of a set of basic waveforms), and apply sparse optimization methods to select and solve for the relevant coefficients. Here, we generate a dictionary that includes auxiliary interpolation functions that approximate translates of features via adjustment of their coefficients. We formulate a constrained convex optimization problem, in which the full set of dictionary coefficients represents a linear approximation of the signal, the auxiliary coefficients are constrained so as to only represent translated features, and sparsity is imposed on the primary coefficients using an L1 penalty. The basis pursuit denoising (BP) method may be seen as a special case, in which the auxiliary interpolation functions are omitted, and we thus refer to our methodology as continuous basis pursuit (CBP). We develop two implementations of CBP for a one-dimensional translation-invariant source, one using a first-order Taylor approximation, and another using a form of trigonometric spline. We examine the tradeoff between sparsity and signal reconstruction accuracy in these methods, demonstrating empirically that trigonometric CBP substantially outperforms Taylor CBP, which in turn offers substantial gains over ordinary BP. In addition, the CBP bases can generally achieve equally good or better approximations with much coarser sampling than BP, leading to a reduction in dictionary dimensionality. PMID:24352562

Weighted SGD for ℓp Regression with Randomized Preconditioning*

PubMed Central

Yang, Jiyan; Chow, Yin-Lam; Ré, Christopher; Mahoney, Michael W.

2018-01-01

In recent years, stochastic gradient descent (SGD) methods and randomized linear algebra (RLA) algorithms have been applied to many large-scale problems in machine learning and data analysis. SGD methods are easy to implement and applicable to a wide range of convex optimization problems. In contrast, RLA algorithms provide much stronger performance guarantees but are applicable to a narrower class of problems. We aim to bridge the gap between these two methods in solving constrained overdetermined linear regression problems—e.g., ℓ2 and ℓ1 regression problems. We propose a hybrid algorithm named pwSGD that uses RLA techniques for preconditioning and constructing an importance sampling distribution, and then performs an SGD-like iterative process with weighted sampling on the preconditioned system.By rewriting a deterministic ℓp regression problem as a stochastic optimization problem, we connect pwSGD to several existing ℓp solvers including RLA methods with algorithmic leveraging (RLA for short).We prove that pwSGD inherits faster convergence rates that only depend on the lower dimension of the linear system, while maintaining low computation complexity. Such SGD convergence rates are superior to other related SGD algorithm such as the weighted randomized Kaczmarz algorithm.Particularly, when solving ℓ1 regression with size n by d, pwSGD returns an approximate solution with ε relative error in the objective value in 𝒪(log n·nnz(A)+poly(d)/ε2) time. This complexity is uniformly better than that of RLA methods in terms of both ε and d when the problem is unconstrained. In the presence of constraints, pwSGD only has to solve a sequence of much simpler and smaller optimization problem over the same constraints. In general this is more efficient than solving the constrained subproblem required in RLA.For ℓ2 regression, pwSGD returns an approximate solution with ε relative error in the objective value and the solution vector measured in prediction norm in 𝒪(log n·nnz(A)+poly(d) log(1/ε)/ε) time. We show that for unconstrained ℓ2 regression, this complexity is comparable to that of RLA and is asymptotically better over several state-of-the-art solvers in the regime where the desired accuracy ε, high dimension n and low dimension d satisfy d ≥ 1/ε and n ≥ d2/ε. We also provide lower bounds on the coreset complexity for more general regression problems, indicating that still new ideas will be needed to extend similar RLA preconditioning ideas to weighted SGD algorithms for more general regression problems. Finally, the effectiveness of such algorithms is illustrated numerically on both synthetic and real datasets, and the results are consistent with our theoretical findings and demonstrate that pwSGD converges to a medium-precision solution, e.g., ε = 10−3, more quickly. PMID:29782626

The design of multirate digital control systems

NASA Technical Reports Server (NTRS)

Berg, M. C.

1986-01-01

The successive loop closures synthesis method is the only method for multirate (MR) synthesis in common use. A new method for MR synthesis is introduced which requires a gradient-search solution to a constrained optimization problem. Some advantages of this method are that the control laws for all control loops are synthesized simultaneously, taking full advantage of all cross-coupling effects, and that simple, low-order compensator structures are easily accomodated. The algorithm and associated computer program for solving the constrained optimization problem are described. The successive loop closures , optimal control, and constrained optimization synthesis methods are applied to two example design problems. A series of compensator pairs are synthesized for each example problem. The succesive loop closure, optimal control, and constrained optimization synthesis methods are compared, in the context of the two design problems.

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.

A unifying theoretical and algorithmic framework for least squares methods of estimation in diffusion tensor imaging.

PubMed

Koay, Cheng Guan; Chang, Lin-Ching; Carew, John D; Pierpaoli, Carlo; Basser, Peter J

2006-09-01

A unifying theoretical and algorithmic framework for diffusion tensor estimation is presented. Theoretical connections among the least squares (LS) methods, (linear least squares (LLS), weighted linear least squares (WLLS), nonlinear least squares (NLS) and their constrained counterparts), are established through their respective objective functions, and higher order derivatives of these objective functions, i.e., Hessian matrices. These theoretical connections provide new insights in designing efficient algorithms for NLS and constrained NLS (CNLS) estimation. Here, we propose novel algorithms of full Newton-type for the NLS and CNLS estimations, which are evaluated with Monte Carlo simulations and compared with the commonly used Levenberg-Marquardt method. The proposed methods have a lower percent of relative error in estimating the trace and lower reduced chi2 value than those of the Levenberg-Marquardt method. These results also demonstrate that the accuracy of an estimate, particularly in a nonlinear estimation problem, is greatly affected by the Hessian matrix. In other words, the accuracy of a nonlinear estimation is algorithm-dependent. Further, this study shows that the noise variance in diffusion weighted signals is orientation dependent when signal-to-noise ratio (SNR) is low (

Transfer-function-parameter estimation from frequency response data: A FORTRAN program

NASA Technical Reports Server (NTRS)

Seidel, R. C.

1975-01-01

A FORTRAN computer program designed to fit a linear transfer function model to given frequency response magnitude and phase data is presented. A conjugate gradient search is used that minimizes the integral of the absolute value of the error squared between the model and the data. The search is constrained to insure model stability. A scaling of the model parameters by their own magnitude aids search convergence. Efficient computer algorithms result in a small and fast program suitable for a minicomputer. A sample problem with different model structures and parameter estimates is reported.

The covariance matrix for the solution vector of an equality-constrained least-squares problem

NASA Technical Reports Server (NTRS)

Lawson, C. L.

1976-01-01

Methods are given for computing the covariance matrix for the solution vector of an equality-constrained least squares problem. The methods are matched to the solution algorithms given in the book, 'Solving Least Squares Problems.'

Mathematical programming models for the economic design and assessment of wind energy conversion systems

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.

Closed-form solutions for linear regulator design of mechanical systems including optimal weighting matrix selection

NASA Technical Reports Server (NTRS)

Hanks, Brantley R.; Skelton, Robert E.

1991-01-01

Vibration in modern structural and mechanical systems can be reduced in amplitude by increasing stiffness, redistributing stiffness and mass, and/or adding damping if design techniques are available to do so. Linear Quadratic Regulator (LQR) theory in modern multivariable control design, attacks the general dissipative elastic system design problem in a global formulation. The optimal design, however, allows electronic connections and phase relations which are not physically practical or possible in passive structural-mechanical devices. The restriction of LQR solutions (to the Algebraic Riccati Equation) to design spaces which can be implemented as passive structural members and/or dampers is addressed. A general closed-form solution to the optimal free-decay control problem is presented which is tailored for structural-mechanical system. The solution includes, as subsets, special cases such as the Rayleigh Dissipation Function and total energy. Weighting matrix selection is a constrained choice among several parameters to obtain desired physical relationships. The closed-form solution is also applicable to active control design for systems where perfect, collocated actuator-sensor pairs exist.

H∞ filtering for discrete-time systems subject to stochastic missing measurements: a decomposition approach

NASA Astrophysics Data System (ADS)

Gu, Zhou; Fei, Shumin; Yue, Dong; Tian, Engang

2014-07-01

This paper deals with the problem of H∞ filtering for discrete-time systems with stochastic missing measurements. A new missing measurement model is developed by decomposing the interval of the missing rate into several segments. The probability of the missing rate in each subsegment is governed by its corresponding random variables. We aim to design a linear full-order filter such that the estimation error converges to zero exponentially in the mean square with a less conservatism while the disturbance rejection attenuation is constrained to a given level by means of an H∞ performance index. Based on Lyapunov theory, the reliable filter parameters are characterised in terms of the feasibility of a set of linear matrix inequalities. Finally, a numerical example is provided to demonstrate the effectiveness and applicability of the proposed design approach.

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

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

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

2016-09-01

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

Optimal processor assignment for pipeline computations

NASA Technical Reports Server (NTRS)

Nicol, David M.; Simha, Rahul; Choudhury, Alok N.; Narahari, Bhagirath

1991-01-01

The availability of large scale multitasked parallel architectures introduces the following processor assignment problem for pipelined computations. Given a set of tasks and their precedence constraints, along with their experimentally determined individual responses times for different processor sizes, find an assignment of processor to tasks. Two objectives are of interest: minimal response given a throughput requirement, and maximal throughput given a response time requirement. These assignment problems differ considerably from the classical mapping problem in which several tasks share a processor; instead, it is assumed that a large number of processors are to be assigned to a relatively small number of tasks. Efficient assignment algorithms were developed for different classes of task structures. For a p processor system and a series parallel precedence graph with n constituent tasks, an O(np2) algorithm is provided that finds the optimal assignment for the response time optimization problem; it was found that the assignment optimizing the constrained throughput in O(np2log p) time. Special cases of linear, independent, and tree graphs are also considered.

Neural networks for feedback feedforward nonlinear control systems.

PubMed

Parisini, T; Zoppoli, R

1994-01-01

This paper deals with the problem of designing feedback feedforward control strategies to drive the state of a dynamic system (in general, nonlinear) so as to track any desired trajectory joining the points of given compact sets, while minimizing a certain cost function (in general, nonquadratic). Due to the generality of the problem, conventional methods are difficult to apply. Thus, an approximate solution is sought by constraining control strategies to take on the structure of multilayer feedforward neural networks. After discussing the approximation properties of neural control strategies, a particular neural architecture is presented, which is based on what has been called the "linear-structure preserving principle". The original functional problem is then reduced to a nonlinear programming one, and backpropagation is applied to derive the optimal values of the synaptic weights. Recursive equations to compute the gradient components are presented, which generalize the classical adjoint system equations of N-stage optimal control theory. Simulation results related to nonlinear nonquadratic problems show the effectiveness of the proposed method.

On size-constrained minimum s–t cut problems and size-constrained dense subgraph problems

DOE PAGES

Chen, Wenbin; Samatova, Nagiza F.; Stallmann, Matthias F.; ...

2015-10-30

In some application cases, the solutions of combinatorial optimization problems on graphs should satisfy an additional vertex size constraint. In this paper, we consider size-constrained minimum s–t cut problems and size-constrained dense subgraph problems. We introduce the minimum s–t cut with at-least-k vertices problem, the minimum s–t cut with at-most-k vertices problem, and the minimum s–t cut with exactly k vertices problem. We prove that they are NP-complete. Thus, they are not polynomially solvable unless P = NP. On the other hand, we also study the densest at-least-k-subgraph problem (DalkS) and the densest at-most-k-subgraph problem (DamkS) introduced by Andersen andmore » Chellapilla [1]. We present a polynomial time algorithm for DalkS when k is bounded by some constant c. We also present two approximation algorithms for DamkS. In conclusion, the first approximation algorithm for DamkS has an approximation ratio of n-1/k-1, where n is the number of vertices in the input graph. The second approximation algorithm for DamkS has an approximation ratio of O (n δ), for some δ < 1/3.« less

Constraining new physics models with isotope shift spectroscopy

NASA Astrophysics Data System (ADS)

Frugiuele, Claudia; Fuchs, Elina; Perez, Gilad; Schlaffer, Matthias

2017-07-01

Isotope shifts of transition frequencies in atoms constrain generic long- and intermediate-range interactions. We focus on new physics scenarios that can be most strongly constrained by King linearity violation such as models with B -L vector bosons, the Higgs portal, and chameleon models. With the anticipated precision, King linearity violation has the potential to set the strongest laboratory bounds on these models in some regions of parameter space. Furthermore, we show that this method can probe the couplings relevant for the protophobic interpretation of the recently reported Be anomaly. We extend the formalism to include an arbitrary number of transitions and isotope pairs and fit the new physics coupling to the currently available isotope shift measurements.

Efficient Transition State Optimization of Periodic Structures through Automated Relaxed Potential Energy Surface Scans.

PubMed

Plessow, Philipp N

2018-02-13

This work explores how constrained linear combinations of bond lengths can be used to optimize transition states in periodic structures. Scanning of constrained coordinates is a standard approach for molecular codes with localized basis functions, where a full set of internal coordinates is used for optimization. Common plane wave-codes for periodic boundary conditions almost exlusively rely on Cartesian coordinates. An implementation of constrained linear combinations of bond lengths with Cartesian coordinates is described. Along with an optimization of the value of the constrained coordinate toward the transition states, this allows transition optimization within a single calculation. The approach is suitable for transition states that can be well described in terms of broken and formed bonds. In particular, the implementation is shown to be effective and efficient in the optimization of transition states in zeolite-catalyzed reactions, which have high relevance in industrial processes.

Total-variation based velocity inversion with Bregmanized operator splitting algorithm

NASA Astrophysics Data System (ADS)

Zand, Toktam; Gholami, Ali

2018-04-01

Many problems in applied geophysics can be formulated as a linear inverse problem. The associated problems, however, are large-scale and ill-conditioned. Therefore, regularization techniques are needed to be employed for solving them and generating a stable and acceptable solution. We consider numerical methods for solving such problems in this paper. In order to tackle the ill-conditioning of the problem we use blockiness as a prior information of the subsurface parameters and formulate the problem as a constrained total variation (TV) regularization. The Bregmanized operator splitting (BOS) algorithm as a combination of the Bregman iteration and the proximal forward backward operator splitting method is developed to solve the arranged problem. Two main advantages of this new algorithm are that no matrix inversion is required and that a discrepancy stopping criterion is used to stop the iterations, which allow efficient solution of large-scale problems. The high performance of the proposed TV regularization method is demonstrated using two different experiments: 1) velocity inversion from (synthetic) seismic data which is based on Born approximation, 2) computing interval velocities from RMS velocities via Dix formula. Numerical examples are presented to verify the feasibility of the proposed method for high-resolution velocity inversion.

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

PubMed

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

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

An Approximation Solution to Refinery Crude Oil Scheduling Problem with Demand Uncertainty Using Joint Constrained Programming

PubMed Central

Duan, Qianqian; Yang, Genke; Xu, Guanglin; Pan, Changchun

2014-01-01

This paper is devoted to develop an approximation method for scheduling refinery crude oil operations by taking into consideration the demand uncertainty. In the stochastic model the demand uncertainty is modeled as random variables which follow a joint multivariate distribution with a specific correlation structure. Compared to deterministic models in existing works, the stochastic model can be more practical for optimizing crude oil operations. Using joint chance constraints, the demand uncertainty is treated by specifying proximity level on the satisfaction of product demands. However, the joint chance constraints usually hold strong nonlinearity and consequently, it is still hard to handle it directly. In this paper, an approximation method combines a relax-and-tight technique to approximately transform the joint chance constraints to a serial of parameterized linear constraints so that the complicated problem can be attacked iteratively. The basic idea behind this approach is to approximate, as much as possible, nonlinear constraints by a lot of easily handled linear constraints which will lead to a well balance between the problem complexity and tractability. Case studies are conducted to demonstrate the proposed methods. Results show that the operation cost can be reduced effectively compared with the case without considering the demand correlation. PMID:24757433

An approximation solution to refinery crude oil scheduling problem with demand uncertainty using joint constrained programming.

PubMed

Duan, Qianqian; Yang, Genke; Xu, Guanglin; Pan, Changchun

2014-01-01

This paper is devoted to develop an approximation method for scheduling refinery crude oil operations by taking into consideration the demand uncertainty. In the stochastic model the demand uncertainty is modeled as random variables which follow a joint multivariate distribution with a specific correlation structure. Compared to deterministic models in existing works, the stochastic model can be more practical for optimizing crude oil operations. Using joint chance constraints, the demand uncertainty is treated by specifying proximity level on the satisfaction of product demands. However, the joint chance constraints usually hold strong nonlinearity and consequently, it is still hard to handle it directly. In this paper, an approximation method combines a relax-and-tight technique to approximately transform the joint chance constraints to a serial of parameterized linear constraints so that the complicated problem can be attacked iteratively. The basic idea behind this approach is to approximate, as much as possible, nonlinear constraints by a lot of easily handled linear constraints which will lead to a well balance between the problem complexity and tractability. Case studies are conducted to demonstrate the proposed methods. Results show that the operation cost can be reduced effectively compared with the case without considering the demand correlation.

Constrained multi-objective optimization of storage ring lattices

NASA Astrophysics Data System (ADS)

Husain, Riyasat; Ghodke, A. D.

2018-03-01

The storage ring lattice optimization is a class of constrained multi-objective optimization problem, where in addition to low beam emittance, a large dynamic aperture for good injection efficiency and improved beam lifetime are also desirable. The convergence and computation times are of great concern for the optimization algorithms, as various objectives are to be optimized and a number of accelerator parameters to be varied over a large span with several constraints. In this paper, a study of storage ring lattice optimization using differential evolution is presented. The optimization results are compared with two most widely used optimization techniques in accelerators-genetic algorithm and particle swarm optimization. It is found that the differential evolution produces a better Pareto optimal front in reasonable computation time between two conflicting objectives-beam emittance and dispersion function in the straight section. The differential evolution was used, extensively, for the optimization of linear and nonlinear lattices of Indus-2 for exploring various operational modes within the magnet power supply capabilities.

Estimating contrast transfer function and associated parameters by constrained non-linear optimization.

PubMed

Yang, C; Jiang, W; Chen, D-H; Adiga, U; Ng, E G; Chiu, W

2009-03-01

The three-dimensional reconstruction of macromolecules from two-dimensional single-particle electron images requires determination and correction of the contrast transfer function (CTF) and envelope function. A computational algorithm based on constrained non-linear optimization is developed to estimate the essential parameters in the CTF and envelope function model simultaneously and automatically. The application of this estimation method is demonstrated with focal series images of amorphous carbon film as well as images of ice-embedded icosahedral virus particles suspended across holes.

On the nullspace of TLS multi-station adjustment

NASA Astrophysics Data System (ADS)

Sterle, Oskar; Kogoj, Dušan; Stopar, Bojan; Kregar, Klemen

2018-07-01

In the article we present an analytic aspect of TLS multi-station least-squares adjustment with the main focus on the datum problem. The datum problem is, compared to previously published researches, theoretically analyzed and solved, where the solution is based on nullspace derivation of the mathematical model. The importance of datum problem solution is seen in a complete description of TLS multi-station adjustment solutions from a set of all minimally constrained least-squares solutions. On a basis of known nullspace, estimable parameters are described and the geometric interpretation of all minimally constrained least squares solutions is presented. At the end a simulated example is used to analyze the results of TLS multi-station minimally constrained and inner constrained least-squares adjustment solutions.

Multidimensional density shaping by sigmoids.

PubMed

Roth, Z; Baram, Y

1996-01-01

An estimate of the probability density function of a random vector is obtained by maximizing the output entropy of a feedforward network of sigmoidal units with respect to the input weights. Classification problems can be solved by selecting the class associated with the maximal estimated density. Newton's optimization method, applied to the estimated density, yields a recursive estimator for a random variable or a random sequence. A constrained connectivity structure yields a linear estimator, which is particularly suitable for "real time" prediction. A Gaussian nonlinearity yields a closed-form solution for the network's parameters, which may also be used for initializing the optimization algorithm when other nonlinearities are employed. A triangular connectivity between the neurons and the input, which is naturally suggested by the statistical setting, reduces the number of parameters. Applications to classification and forecasting problems are demonstrated.

Truncated Linear Statistics Associated with the Eigenvalues of Random Matrices II. Partial Sums over Proper Time Delays for Chaotic Quantum Dots

NASA Astrophysics Data System (ADS)

Grabsch, Aurélien; Majumdar, Satya N.; Texier, Christophe

2017-06-01

Invariant ensembles of random matrices are characterized by the distribution of their eigenvalues \\{λ _1,\\ldots ,λ _N\\}. We study the distribution of truncated linear statistics of the form \\tilde{L}=\\sum _{i=1}^p f(λ _i) with p

A-Posteriori Error Estimation for Hyperbolic Conservation Laws with Constraint

NASA Technical Reports Server (NTRS)

Barth, Timothy

2004-01-01

This lecture considers a-posteriori error estimates for the numerical solution of conservation laws with time invariant constraints such as those arising in magnetohydrodynamics (MHD) and gravitational physics. Using standard duality arguments, a-posteriori error estimates for the discontinuous Galerkin finite element method are then presented for MHD with solenoidal constraint. From these estimates, a procedure for adaptive discretization is outlined. A taxonomy of Green's functions for the linearized MHD operator is given which characterizes the domain of dependence for pointwise errors. The extension to other constrained systems such as the Einstein equations of gravitational physics are then considered. Finally, future directions and open problems are discussed.

Bounding the moment deficit rate on crustal faults using geodetic data: Methods

DOE PAGES

Maurer, Jeremy; Segall, Paul; Bradley, Andrew Michael

2017-08-19

Here, the geodetically derived interseismic moment deficit rate (MDR) provides a first-order constraint on earthquake potential and can play an important role in seismic hazard assessment, but quantifying uncertainty in MDR is a challenging problem that has not been fully addressed. We establish criteria for reliable MDR estimators, evaluate existing methods for determining the probability density of MDR, and propose and evaluate new methods. Geodetic measurements moderately far from the fault provide tighter constraints on MDR than those nearby. Previously used methods can fail catastrophically under predictable circumstances. The bootstrap method works well with strong data constraints on MDR, butmore » can be strongly biased when network geometry is poor. We propose two new methods: the Constrained Optimization Bounding Estimator (COBE) assumes uniform priors on slip rate (from geologic information) and MDR, and can be shown through synthetic tests to be a useful, albeit conservative estimator; the Constrained Optimization Bounding Linear Estimator (COBLE) is the corresponding linear estimator with Gaussian priors rather than point-wise bounds on slip rates. COBE matches COBLE with strong data constraints on MDR. We compare results from COBE and COBLE to previously published results for the interseismic MDR at Parkfield, on the San Andreas Fault, and find similar results; thus, the apparent discrepancy between MDR and the total moment release (seismic and afterslip) in the 2004 Parkfield earthquake remains.« less

Bounding the moment deficit rate on crustal faults using geodetic data: Methods

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

Maurer, Jeremy; Segall, Paul; Bradley, Andrew Michael

Here, the geodetically derived interseismic moment deficit rate (MDR) provides a first-order constraint on earthquake potential and can play an important role in seismic hazard assessment, but quantifying uncertainty in MDR is a challenging problem that has not been fully addressed. We establish criteria for reliable MDR estimators, evaluate existing methods for determining the probability density of MDR, and propose and evaluate new methods. Geodetic measurements moderately far from the fault provide tighter constraints on MDR than those nearby. Previously used methods can fail catastrophically under predictable circumstances. The bootstrap method works well with strong data constraints on MDR, butmore » can be strongly biased when network geometry is poor. We propose two new methods: the Constrained Optimization Bounding Estimator (COBE) assumes uniform priors on slip rate (from geologic information) and MDR, and can be shown through synthetic tests to be a useful, albeit conservative estimator; the Constrained Optimization Bounding Linear Estimator (COBLE) is the corresponding linear estimator with Gaussian priors rather than point-wise bounds on slip rates. COBE matches COBLE with strong data constraints on MDR. We compare results from COBE and COBLE to previously published results for the interseismic MDR at Parkfield, on the San Andreas Fault, and find similar results; thus, the apparent discrepancy between MDR and the total moment release (seismic and afterslip) in the 2004 Parkfield earthquake remains.« less

Low-lying excited states by constrained DFT

NASA Astrophysics Data System (ADS)

Ramos, Pablo; Pavanello, Michele

2018-04-01

Exploiting the machinery of Constrained Density Functional Theory (CDFT), we propose a variational method for calculating low-lying excited states of molecular systems. We dub this method eXcited CDFT (XCDFT). Excited states are obtained by self-consistently constraining a user-defined population of electrons, Nc, in the virtual space of a reference set of occupied orbitals. By imposing this population to be Nc = 1.0, we computed the first excited state of 15 molecules from a test set. Our results show that XCDFT achieves an accuracy in the predicted excitation energy only slightly worse than linear-response time-dependent DFT (TDDFT), but without incurring into problems of variational collapse typical of the more commonly adopted ΔSCF method. In addition, we selected a few challenging processes to test the limits of applicability of XCDFT. We find that in contrast to TDDFT, XCDFT is capable of reproducing energy surfaces featuring conical intersections (azobenzene and H3) with correct topology and correct overall energetics also away from the intersection. Venturing to condensed-phase systems, XCDFT reproduces the TDDFT solvatochromic shift of benzaldehyde when it is embedded by a cluster of water molecules. Thus, we find XCDFT to be a competitive method among single-reference methods for computations of excited states in terms of time to solution, rate of convergence, and accuracy of the result.

Constrained optimization of image restoration filters

NASA Technical Reports Server (NTRS)

Riemer, T. E.; Mcgillem, C. D.

1973-01-01

A linear shift-invariant preprocessing technique is described which requires no specific knowledge of the image parameters and which is sufficiently general to allow the effective radius of the composite imaging system to be minimized while constraining other system parameters to remain within specified limits.

Explicit reference governor for linear systems

NASA Astrophysics Data System (ADS)

Garone, Emanuele; Nicotra, Marco; Ntogramatzidis, Lorenzo

2018-06-01

The explicit reference governor is a constrained control scheme that was originally introduced for generic nonlinear systems. This paper presents two explicit reference governor strategies that are specifically tailored for the constrained control of linear time-invariant systems subject to linear constraints. Both strategies are based on the idea of maintaining the system states within an invariant set which is entirely contained in the constraints. This invariant set can be constructed by exploiting either the Lyapunov inequality or modal decomposition. To improve the performance, we show that the two strategies can be combined by choosing at each time instant the least restrictive set. Numerical simulations illustrate that the proposed scheme achieves performances that are comparable to optimisation-based reference governors.

Social Emotional Optimization Algorithm for Nonlinear Constrained Optimization Problems

NASA Astrophysics Data System (ADS)

Xu, Yuechun; Cui, Zhihua; Zeng, Jianchao

Nonlinear programming problem is one important branch in operational research, and has been successfully applied to various real-life problems. In this paper, a new approach called Social emotional optimization algorithm (SEOA) is used to solve this problem which is a new swarm intelligent technique by simulating the human behavior guided by emotion. Simulation results show that the social emotional optimization algorithm proposed in this paper is effective and efficiency for the nonlinear constrained programming problems.

Reconstruction of electrical impedance tomography (EIT) images based on the expectation maximum (EM) method.

PubMed

Wang, Qi; Wang, Huaxiang; Cui, Ziqiang; Yang, Chengyi

2012-11-01

Electrical impedance tomography (EIT) calculates the internal conductivity distribution within a body using electrical contact measurements. The image reconstruction for EIT is an inverse problem, which is both non-linear and ill-posed. The traditional regularization method cannot avoid introducing negative values in the solution. The negativity of the solution produces artifacts in reconstructed images in presence of noise. A statistical method, namely, the expectation maximization (EM) method, is used to solve the inverse problem for EIT in this paper. The mathematical model of EIT is transformed to the non-negatively constrained likelihood minimization problem. The solution is obtained by the gradient projection-reduced Newton (GPRN) iteration method. This paper also discusses the strategies of choosing parameters. Simulation and experimental results indicate that the reconstructed images with higher quality can be obtained by the EM method, compared with the traditional Tikhonov and conjugate gradient (CG) methods, even with non-negative processing. Copyright © 2012 ISA. Published by Elsevier Ltd. All rights reserved.

A constrained registration problem based on Ciarlet-Geymonat stored energy

NASA Astrophysics Data System (ADS)

Derfoul, Ratiba; Le Guyader, Carole

2014-03-01

In this paper, we address the issue of designing a theoretically well-motivated registration model capable of handling large deformations and including geometrical constraints, namely landmark points to be matched, in a variational framework. The theory of linear elasticity being unsuitable in this case, since assuming small strains and the validity of Hooke's law, the introduced functional is based on nonlinear elasticity principles. More precisely, the shapes to be matched are viewed as Ciarlet-Geymonat materials. We demonstrate the existence of minimizers of the related functional minimization problem and prove a convergence result when the number of geometric constraints increases. We then describe and analyze a numerical method of resolution based on the introduction of an associated decoupled problem under inequality constraint in which an auxiliary variable simulates the Jacobian matrix of the deformation field. A theoretical result of 􀀀-convergence is established. We then provide preliminary 2D results of the proposed matching model for the registration of mouse brain gene expression data to a neuroanatomical mouse atlas.

Maximum likelihood identification and optimal input design for identifying aircraft stability and control derivatives

NASA Technical Reports Server (NTRS)

Stepner, D. E.; Mehra, R. K.

1973-01-01

A new method of extracting aircraft stability and control derivatives from flight test data is developed based on the maximum likelihood cirterion. It is shown that this new method is capable of processing data from both linear and nonlinear models, both with and without process noise and includes output error and equation error methods as special cases. The first application of this method to flight test data is reported for lateral maneuvers of the HL-10 and M2/F3 lifting bodies, including the extraction of stability and control derivatives in the presence of wind gusts. All the problems encountered in this identification study are discussed. Several different methods (including a priori weighting, parameter fixing and constrained parameter values) for dealing with identifiability and uniqueness problems are introduced and the results given. The method for the design of optimal inputs for identifying the parameters of linear dynamic systems is also given. The criterion used for the optimization is the sensitivity of the system output to the unknown parameters. Several simple examples are first given and then the results of an extensive stability and control dervative identification simulation for a C-8 aircraft are detailed.

A Least-Squares Commutator in the Iterative Subspace Method for Accelerating Self-Consistent Field Convergence.

PubMed

Li, Haichen; Yaron, David J

2016-11-08

A least-squares commutator in the iterative subspace (LCIIS) approach is explored for accelerating self-consistent field (SCF) calculations. LCIIS is similar to direct inversion of the iterative subspace (DIIS) methods in that the next iterate of the density matrix is obtained as a linear combination of past iterates. However, whereas DIIS methods find the linear combination by minimizing a sum of error vectors, LCIIS minimizes the Frobenius norm of the commutator between the density matrix and the Fock matrix. This minimization leads to a quartic problem that can be solved iteratively through a constrained Newton's method. The relationship between LCIIS and DIIS is discussed. Numerical experiments suggest that LCIIS leads to faster convergence than other SCF convergence accelerating methods in a statistically significant sense, and in a number of cases LCIIS leads to stable SCF solutions that are not found by other methods. The computational cost involved in solving the quartic minimization problem is small compared to the typical cost of SCF iterations and the approach is easily integrated into existing codes. LCIIS can therefore serve as a powerful addition to SCF convergence accelerating methods in computational quantum chemistry packages.

A discrete model for geometrically nonlinear transverse free constrained vibrations of beams with various end conditions

NASA Astrophysics Data System (ADS)

Rahmouni, A.; Beidouri, Z.; Benamar, R.

2013-09-01

The purpose of the present paper was the development of a physically discrete model for geometrically nonlinear free transverse constrained vibrations of beams, which may replace, if sufficient degrees of freedom are used, the previously developed continuous nonlinear beam constrained vibration models. The discrete model proposed is an N-Degrees of Freedom (N-dof) system made of N masses placed at the ends of solid bars connected by torsional springs, presenting the beam flexural rigidity. The large transverse displacements of the bar ends induce a variation in their lengths giving rise to axial forces modelled by longitudinal springs. The calculations made allowed application of the semi-analytical model developed previously for nonlinear structural vibration involving three tensors, namely the mass tensor mij, the linear rigidity tensor kij and the nonlinearity tensor bijkl. By application of Hamilton's principle and spectral analysis, the nonlinear vibration problem is reduced to a nonlinear algebraic system, examined for increasing numbers of dof. The results obtained by the physically discrete model showed a good agreement and a quick convergence to the equivalent continuous beam model, for various fixed boundary conditions, for both the linear frequencies and the nonlinear backbone curves, and also for the corresponding mode shapes. The model, validated here for the simply supported and clamped ends, may be used in further works to present the flexural linear and nonlinear constrained vibrations of beams with various types of discontinuities in the mass or in the elasticity distributions. The development of an adequate discrete model including the effect of the axial strains induced by large displacement amplitudes, which is predominant in geometrically nonlinear transverse constrained vibrations of beams [1]. The investigation of the results such a discrete model may lead to in the case of nonlinear free vibrations. The development of the analogy between the previously developed models of geometrically nonlinear vibrations of Euler-Bernoulli continuous beams, and multidof system models made of N masses placed at the end of elastic bars connected by linear spiral springs, presenting the beam flexural rigidity. The validation of the new model via the analysis of the convergence conditions of the nonlinear frequencies obtained by the N-dof system, when N increases, and those obtained in previous works using a continuous description of the beam. In addition to the above points, the models developed in the present work, may constitute, in our opinion, a good illustration, from the didactic point of view, of the origin of the geometrical nonlinearity induced by large transverse vibration amplitudes of constrained continuous beams, which may appear as a Pythagorean Theorem effect. The first step of the work presented here was the formulation of the problem of nonlinear vibrations of the discrete system shown in Fig. 1 in terms of the semi-analytical method, denoted as SAA, developed in the early 90's by Benamar and coauthors [3], and discussed for example in [6,7]. This method has been applied successfully to various types of geometrically nonlinear problems of structural dynamics [1-3,6-8,10-12] and the objective here was to use it in order to develop a flexible discrete nonlinear model which may be useful for presenting in further works geometrically nonlinear vibrations of real beams with discontinuities in the mass, the section, or the stiffness distributions. The purpose in the present work was restricted to developing and validating the model, via comparison of the obtained dependence of the resonance frequencies of such a system on the amplitude of vibration, with the results obtained previously by continuous beams nonlinear models. In the SAA method, the dynamic system under consideration is described by the mass matrix [M], the rigidity matrix [K], and the nonlinear rigidity matrix [B], which depends on the amplitude of vibration, and involves a fourth-order nonlinearity tensor bijkl. Details are given below, corresponding to the definition of the tensors mentioned above. The analogy between the classical continuous Euler-Bernoulli model of beams and the present discrete model is developed, leading to the expressions for the equivalent spiral and axial stiffness, in terms of the continuous beam geometrical and mechanical characteristics. Some numerical results are also given, showing the amplitude dependence of the frequencies on the amplitude of vibration, and compared to the backbone curves obtained previously by the continuous nonlinear classical beam theory, presented for example in [3,5,8,15-22]. A convergence study is performed by increasing the number of masses and bars, showing a good convergence to the theoretical values of continuous beams.

Flexure Based Linear and Rotary Bearings

NASA Technical Reports Server (NTRS)

Voellmer, George M. (Inventor)

2016-01-01

A flexure based linear bearing includes top and bottom parallel rigid plates; first and second flexures connecting the top and bottom plates and constraining exactly four degrees of freedom of relative motion of the plates, the four degrees of freedom being X and Y axis translation and rotation about the X and Y axes; and a strut connecting the top and bottom plates and further constraining exactly one degree of freedom of the plates, the one degree of freedom being one of Z axis translation and rotation about the Z axis.

Constrained dynamics approach for motion synchronization and consensus

NASA Astrophysics Data System (ADS)

Bhatia, Divya

In this research we propose to develop constrained dynamical systems based stable attitude synchronization, consensus and tracking (SCT) control laws for the formation of rigid bodies. The generalized constrained dynamics Equations of Motion (EOM) are developed utilizing constraint potential energy functions that enforce communication constraints. Euler-Lagrange equations are employed to develop the non-linear constrained dynamics of multiple vehicle systems. The constraint potential energy is synthesized based on a graph theoretic formulation of the vehicle-vehicle communication. Constraint stabilization is achieved via Baumgarte's method. The performance of these constrained dynamics based formations is evaluated for bounded control authority. The above method has been applied to various cases and the results have been obtained using MATLAB simulations showing stability, synchronization, consensus and tracking of formations. The first case corresponds to an N-pendulum formation without external disturbances, in which the springs and the dampers connected between the pendulums act as the communication constraints. The damper helps in stabilizing the system by damping the motion whereas the spring acts as a communication link relaying relative position information between two connected pendulums. Lyapunov stabilization (energy based stabilization) technique is employed to depict the attitude stabilization and boundedness. Various scenarios involving different values of springs and dampers are simulated and studied. Motivated by the first case study, we study the formation of N 2-link robotic manipulators. The governing EOM for this system is derived using Euler-Lagrange equations. A generalized set of communication constraints are developed for this system using graph theory. The constraints are stabilized using Baumgarte's techniques. The attitude SCT is established for this system and the results are shown for the special case of three 2-link robotic manipulators. These methods are then applied to the formation of N-spacecraft. Modified Rodrigues Parameters (MRP) are used for attitude representation of the spacecraft because of their advantage of being a minimum parameter representation. Constrained non-linear equations of motion for this system are developed and stabilized using a Proportional-Derivative (PD) controller derived based on Baumgarte's method. A system of 3 spacecraft is simulated and the results for SCT are shown and analyzed. Another problem studied in this research is that of maintaining SCT under unknown external disturbances. We use an adaptive control algorithm to derive control laws for the actuator torques and develop an estimation law for the unknown disturbance parameters to achieve SCT. The estimate of the disturbance is added as a feed forward term in the actual control law to obtain the stabilization of a 3-spacecraft formation. The disturbance estimates are generated via a Lyapunov analysis of the closed loop system. In summary, the constrained dynamics method shows a lot of potential in formation control, achieving stabilization, synchronization, consensus and tracking of a set of dynamical systems.

A Constrained Linear Estimator for Multiple Regression

ERIC Educational Resources Information Center

Davis-Stober, Clintin P.; Dana, Jason; Budescu, David V.

2010-01-01

"Improper linear models" (see Dawes, Am. Psychol. 34:571-582, "1979"), such as equal weighting, have garnered interest as alternatives to standard regression models. We analyze the general circumstances under which these models perform well by recasting a class of "improper" linear models as "proper" statistical models with a single predictor. We…

COPS: Large-scale nonlinearly constrained optimization problems

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

Bondarenko, A.S.; Bortz, D.M.; More, J.J.

2000-02-10

The authors have started the development of COPS, a collection of large-scale nonlinearly Constrained Optimization Problems. The primary purpose of this collection is to provide difficult test cases for optimization software. Problems in the current version of the collection come from fluid dynamics, population dynamics, optimal design, and optimal control. For each problem they provide a short description of the problem, notes on the formulation of the problem, and results of computational experiments with general optimization solvers. They currently have results for DONLP2, LANCELOT, MINOS, SNOPT, and LOQO.

Computing an upper bound on contact stress with surrogate duality

NASA Astrophysics Data System (ADS)

Xuan, Zhaocheng; Papadopoulos, Panayiotis

2016-07-01

We present a method for computing an upper bound on the contact stress of elastic bodies. The continuum model of elastic bodies with contact is first modeled as a constrained optimization problem by using finite elements. An explicit formulation of the total contact force, a fraction function with the numerator as a linear function and the denominator as a quadratic convex function, is derived with only the normalized nodal contact forces as the constrained variables in a standard simplex. Then two bounds are obtained for the sum of the nodal contact forces. The first is an explicit formulation of matrices of the finite element model, derived by maximizing the fraction function under the constraint that the sum of the normalized nodal contact forces is one. The second bound is solved by first maximizing the fraction function subject to the standard simplex and then using Dinkelbach's algorithm for fractional programming to find the maximum—since the fraction function is pseudo concave in a neighborhood of the solution. These two bounds are solved with the problem dimensions being only the number of contact nodes or node pairs, which are much smaller than the dimension for the original problem, namely, the number of degrees of freedom. Next, a scheme for constructing an upper bound on the contact stress is proposed that uses the bounds on the sum of the nodal contact forces obtained on a fine finite element mesh and the nodal contact forces obtained on a coarse finite element mesh, which are problems that can be solved at a lower computational cost. Finally, the proposed method is verified through some examples concerning both frictionless and frictional contact to demonstrate the method's feasibility, efficiency, and robustness.

QUADRO: A SUPERVISED DIMENSION REDUCTION METHOD VIA RAYLEIGH QUOTIENT OPTIMIZATION

PubMed Central

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

2016-01-01

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

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.

Manifold Learning by Preserving Distance Orders.

PubMed

Ataer-Cansizoglu, Esra; Akcakaya, Murat; Orhan, Umut; Erdogmus, Deniz

2014-03-01

Nonlinear dimensionality reduction is essential for the analysis and the interpretation of high dimensional data sets. In this manuscript, we propose a distance order preserving manifold learning algorithm that extends the basic mean-squared error cost function used mainly in multidimensional scaling (MDS)-based methods. We develop a constrained optimization problem by assuming explicit constraints on the order of distances in the low-dimensional space. In this optimization problem, as a generalization of MDS, instead of forcing a linear relationship between the distances in the high-dimensional original and low-dimensional projection space, we learn a non-decreasing relation approximated by radial basis functions. We compare the proposed method with existing manifold learning algorithms using synthetic datasets based on the commonly used residual variance and proposed percentage of violated distance orders metrics. We also perform experiments on a retinal image dataset used in Retinopathy of Prematurity (ROP) diagnosis.

Three-Component Decomposition of Polarimetric SAR Data Integrating Eigen-Decomposition Results

NASA Astrophysics Data System (ADS)

Lu, Da; He, Zhihua; Zhang, Huan

2018-01-01

This paper presents a novel three-component scattering power decomposition of polarimetric SAR data. There are two problems in three-component decomposition method: volume scattering component overestimation in urban areas and artificially set parameter to be a fixed value. Though volume scattering component overestimation can be partly solved by deorientation process, volume scattering still dominants some oriented urban areas. The speckle-like decomposition results introduced by artificially setting value are not conducive to further image interpretation. This paper integrates the results of eigen-decomposition to solve the aforementioned problems. Two principal eigenvectors are used to substitute the surface scattering model and the double bounce scattering model. The decomposed scattering powers are obtained using a constrained linear least-squares method. The proposed method has been verified using an ESAR PolSAR image, and the results show that the proposed method has better performance in urban area.

Matching CT and ultrasound data of the liver by landmark constrained image registration

NASA Astrophysics Data System (ADS)

Olesch, Janine; Papenberg, Nils; Lange, Thomas; Conrad, Matthias; Fischer, Bernd

2009-02-01

In navigated liver surgery the key challenge is the registration of pre-operative planing and intra-operative navigation data. Due to the patients individual anatomy the planning is based on segmented, pre-operative CT scans whereas ultrasound captures the actual intra-operative situation. In this paper we derive a novel method based on variational image registration methods and additional given anatomic landmarks. For the first time we embed the landmark information as inequality hard constraints and thereby allowing for inaccurately placed landmarks. The yielding optimization problem allows to ensure the accuracy of the landmark fit by simultaneous intensity based image registration. Following the discretize-then-optimize approach the overall problem is solved by a generalized Gauss-Newton-method. The upcoming linear system is attacked by the MinRes solver. We demonstrate the applicability of the new approach for clinical data which lead to convincing results.

Study of Interpolated Timing Recovery Phase-Locked Loop with Linearly Constrained Adaptive Prefilter for Higher-Density Optical Disc

NASA Astrophysics Data System (ADS)

Kajiwara, Yoshiyuki; Shiraishi, Junya; Kobayashi, Shoei; Yamagami, Tamotsu

2009-03-01

A digital phase-locked loop (PLL) with a linearly constrained adaptive filter (LCAF) has been studied for higher-linear-density optical discs. LCAF has been implemented before an interpolated timing recovery (ITR) PLL unit in order to improve the quality of phase error calculation by using an adaptively equalized partial response (PR) signal. Coefficient update of an asynchronous sampled adaptive FIR filter with a least-mean-square (LMS) algorithm has been constrained by a projection matrix in order to suppress the phase shift of the tap coefficients of the adaptive filter. We have developed projection matrices that are suitable for Blu-ray disc (BD) drive systems by numerical simulation. Results have shown the properties of the projection matrices. Then, we have designed the read channel system of the ITR PLL with an LCAF model on the FPGA board for experiments. Results have shown that the LCAF improves the tilt margins of 30 gigabytes (GB) recordable BD (BD-R) and 33 GB BD read-only memory (BD-ROM) with a sufficient LMS adaptation stability.

[Retrieval of crown closure of moso bamboo forest using unmanned aerial vehicle (UAV) remotely sensed imagery based on geometric-optical model].

PubMed

Wang, Cong; Du, Hua-qiang; Zhou, Guo-mo; Xu, Xiao-jun; Sun, Shao-bo; Gao, Guo-long

2015-05-01

This research focused on the application of remotely sensed imagery from unmanned aerial vehicle (UAV) with high spatial resolution for the estimation of crown closure of moso bamboo forest based on the geometric-optical model, and analyzed the influence of unconstrained and fully constrained linear spectral mixture analysis (SMA) on the accuracy of the estimated results. The results demonstrated that the combination of UAV remotely sensed imagery and geometric-optical model could, to some degrees, achieve the estimation of crown closure. However, the different SMA methods led to significant differentiation in the estimation accuracy. Compared with unconstrained SMA, the fully constrained linear SMA method resulted in higher accuracy of the estimated values, with the coefficient of determination (R2) of 0.63 at 0.01 level, against the measured values acquired during the field survey. Root mean square error (RMSE) of approximate 0.04 was low, indicating that the usage of fully constrained linear SMA could bring about better results in crown closure estimation, which was closer to the actual condition in moso bamboo forest.

Estimating standard errors in feature network models.

PubMed

Frank, Laurence E; Heiser, Willem J

2007-05-01

Feature network models are graphical structures that represent proximity data in a discrete space while using the same formalism that is the basis of least squares methods employed in multidimensional scaling. Existing methods to derive a network model from empirical data only give the best-fitting network and yield no standard errors for the parameter estimates. The additivity properties of networks make it possible to consider the model as a univariate (multiple) linear regression problem with positivity restrictions on the parameters. In the present study, both theoretical and empirical standard errors are obtained for the constrained regression parameters of a network model with known features. The performance of both types of standard error is evaluated using Monte Carlo techniques.

Scientific and Engineering Studies: Spectral Estimation

DTIC Science & Technology

1989-08-11

PROBLEM SOLUTION Four different constrained problems will be addressed in this section: con- strained window duration L ; constrained equivalent...sm(frtp + C, ^ smk ) » 0. (B_18) (B-19) The simultaneous solution of (B-ll) and (B-18), with smallest *< , is then given by q =.?0n l^fi

Effective Teaching of Economics: A Constrained Optimization Problem?

ERIC Educational Resources Information Center

Hultberg, Patrik T.; Calonge, David Santandreu

2017-01-01

One of the fundamental tenets of economics is that decisions are often the result of optimization problems subject to resource constraints. Consumers optimize utility, subject to constraints imposed by prices and income. As economics faculty, instructors attempt to maximize student learning while being constrained by their own and students'…

A practical application of the geometrical theory on fibered manifolds to an autonomous bicycle motion in mechanical system with nonholonomic constraints

NASA Astrophysics Data System (ADS)

Haddout, Soufiane

2018-01-01

The equations of motion of a bicycle are highly nonlinear and rolling of wheels without slipping can only be expressed by nonholonomic constraint equations. A geometrical theory of general nonholonomic constrained systems on fibered manifolds and their jet prolongations, based on so-called Chetaev-type constraint forces, was proposed and developed in the last decade by O. Krupková (Rossi) in 1990's. Her approach is suitable for study of all kinds of mechanical systems-without restricting to Lagrangian, time-independent, or regular ones, and is applicable to arbitrary constraints (holonomic, semiholonomic, linear, nonlinear or general nonholonomic). The goal of this paper is to apply Krupková's geometric theory of nonholonomic mechanical systems to study a concrete problem in nonlinear nonholonomic dynamics, i.e., autonomous bicycle. The dynamical model is preserved in simulations in its original nonlinear form without any simplifying. The results of numerical solutions of constrained equations of motion, derived within the theory, are in good agreement with measurements and thus they open the possibility of direct application of the theory to practical situations.

Scheduling Aircraft Landings under Constrained Position Shifting

NASA Technical Reports Server (NTRS)

Balakrishnan, Hamsa; Chandran, Bala

2006-01-01

Optimal scheduling of airport runway operations can play an important role in improving the safety and efficiency of the National Airspace System (NAS). Methods that compute the optimal landing sequence and landing times of aircraft must accommodate practical issues that affect the implementation of the schedule. One such practical consideration, known as Constrained Position Shifting (CPS), is the restriction that each aircraft must land within a pre-specified number of positions of its place in the First-Come-First-Served (FCFS) sequence. We consider the problem of scheduling landings of aircraft in a CPS environment in order to maximize runway throughput (minimize the completion time of the landing sequence), subject to operational constraints such as FAA-specified minimum inter-arrival spacing restrictions, precedence relationships among aircraft that arise either from airline preferences or air traffic control procedures that prevent overtaking, and time windows (representing possible control actions) during which each aircraft landing can occur. We present a Dynamic Programming-based approach that scales linearly in the number of aircraft, and describe our computational experience with a prototype implementation on realistic data for Denver International Airport.

Elastic Model Transitions: a Hybrid Approach Utilizing Quadratic Inequality Constrained Least Squares (LSQI) and Direct Shape Mapping (DSM)

NASA Technical Reports Server (NTRS)

Jurenko, Robert J.; Bush, T. Jason; Ottander, John A.

2014-01-01

A method for transitioning linear time invariant (LTI) models in time varying simulation is proposed that utilizes both quadratically constrained least squares (LSQI) and Direct Shape Mapping (DSM) algorithms to determine physical displacements. This approach is applicable to the simulation of the elastic behavior of launch vehicles and other structures that utilize multiple LTI finite element model (FEM) derived mode sets that are propagated throughout time. The time invariant nature of the elastic data for discrete segments of the launch vehicle trajectory presents a problem of how to properly transition between models while preserving motion across the transition. In addition, energy may vary between flex models when using a truncated mode set. The LSQI-DSM algorithm can accommodate significant changes in energy between FEM models and carries elastic motion across FEM model transitions. Compared with previous approaches, the LSQI-DSM algorithm shows improvements ranging from a significant reduction to a complete removal of transients across FEM model transitions as well as maintaining elastic motion from the prior state.

Geometrically nonlinear transient vibrations of actively damped anti-symmetric angle ply laminated composite shallow shell using active fibre composite (AFC) actuators

NASA Astrophysics Data System (ADS)

Ashok, M. H.; Shivakumar, J.; Nandurkar, Santosh; Khadakbhavi, Vishwanath; Pujari, Sanjay

2018-02-01

In present work, the thin laminated composite shallow shell as smart structure with AFC material’s ACLD treatment is analyzed for geometrically nonlinear transient vibrations. The AFC material is used to make the constraining layer of the ACLD treatment. Golla-Hughes-McTavish (GHM) is used to model the constrained viscoelastic layer of the ACLD treatment in time domain. Along with a simple first-order shear deformation theory the Von Kármán type non-linear strain displacement relations are used for deriving this electromechanical coupled problem. A 3-dimensional finite element model of smart composite panels integrated with the ACLD treated patches has been modelled to reveal the performance of ACLD treated patches on improving the damping properties of slender anti-symmetric angle-ply laminated shallow shell, in controlling the transient vibrations which are geometrically nonlinear. The mathematical results explain that the ACLD treated patches considerably enhance the damping properties of anti-symmetric angle-ply panels undergoing geometrically nonlinear transient vibrations.

Bayesian inference of Earth's radial seismic structure from body-wave traveltimes using neural networks

NASA Astrophysics Data System (ADS)

de Wit, Ralph W. L.; Valentine, Andrew P.; Trampert, Jeannot

2013-10-01

How do body-wave traveltimes constrain the Earth's radial (1-D) seismic structure? Existing 1-D seismological models underpin 3-D seismic tomography and earthquake location algorithms. It is therefore crucial to assess the quality of such 1-D models, yet quantifying uncertainties in seismological models is challenging and thus often ignored. Ideally, quality assessment should be an integral part of the inverse method. Our aim in this study is twofold: (i) we show how to solve a general Bayesian non-linear inverse problem and quantify model uncertainties, and (ii) we investigate the constraint on spherically symmetric P-wave velocity (VP) structure provided by body-wave traveltimes from the EHB bulletin (phases Pn, P, PP and PKP). Our approach is based on artificial neural networks, which are very common in pattern recognition problems and can be used to approximate an arbitrary function. We use a Mixture Density Network to obtain 1-D marginal posterior probability density functions (pdfs), which provide a quantitative description of our knowledge on the individual Earth parameters. No linearization or model damping is required, which allows us to infer a model which is constrained purely by the data. We present 1-D marginal posterior pdfs for the 22 VP parameters and seven discontinuity depths in our model. P-wave velocities in the inner core, outer core and lower mantle are resolved well, with standard deviations of ˜0.2 to 1 per cent with respect to the mean of the posterior pdfs. The maximum likelihoods of VP are in general similar to the corresponding ak135 values, which lie within one or two standard deviations from the posterior means, thus providing an independent validation of ak135 in this part of the radial model. Conversely, the data contain little or no information on P-wave velocity in the D'' layer, the upper mantle and the homogeneous crustal layers. Further, the data do not constrain the depth of the discontinuities in our model. Using additional phases available in the ISC bulletin, such as PcP, PKKP and the converted phases SP and ScP, may enhance the resolvability of these parameters. Finally, we show how the method can be extended to obtain a posterior pdf for a multidimensional model space. This enables us to investigate correlations between model parameters.

Adaptive Fuzzy Output-Constrained Fault-Tolerant Control of Nonlinear Stochastic Large-Scale Systems With Actuator Faults.

PubMed

Li, Yongming; Ma, Zhiyao; Tong, Shaocheng

2017-09-01

The problem of adaptive fuzzy output-constrained tracking fault-tolerant control (FTC) is investigated for the large-scale stochastic nonlinear systems of pure-feedback form. The nonlinear systems considered in this paper possess the unstructured uncertainties, unknown interconnected terms and unknown nonaffine nonlinear faults. The fuzzy logic systems are employed to identify the unknown lumped nonlinear functions so that the problems of structured uncertainties can be solved. An adaptive fuzzy state observer is designed to solve the nonmeasurable state problem. By combining the barrier Lyapunov function theory, adaptive decentralized and stochastic control principles, a novel fuzzy adaptive output-constrained FTC approach is constructed. All the signals in the closed-loop system are proved to be bounded in probability and the system outputs are constrained in a given compact set. Finally, the applicability of the proposed controller is well carried out by a simulation example.

Constraint-Based Local Search for Constrained Optimum Paths Problems

NASA Astrophysics Data System (ADS)

Pham, Quang Dung; Deville, Yves; van Hentenryck, Pascal

Constrained Optimum Path (COP) problems arise in many real-life applications and are ubiquitous in communication networks. They have been traditionally approached by dedicated algorithms, which are often hard to extend with side constraints and to apply widely. This paper proposes a constraint-based local search (CBLS) framework for COP applications, bringing the compositionality, reuse, and extensibility at the core of CBLS and CP systems. The modeling contribution is the ability to express compositional models for various COP applications at a high level of abstraction, while cleanly separating the model and the search procedure. The main technical contribution is a connected neighborhood based on rooted spanning trees to find high-quality solutions to COP problems. The framework, implemented in COMET, is applied to Resource Constrained Shortest Path (RCSP) problems (with and without side constraints) and to the edge-disjoint paths problem (EDP). Computational results show the potential significance of the approach.

Investigation on Constrained Matrix Factorization for Hyperspectral Image Analysis

DTIC Science & Technology

2005-07-25

analysis. Keywords: matrix factorization; nonnegative matrix factorization; linear mixture model ; unsupervised linear unmixing; hyperspectral imagery...spatial resolution permits different materials present in the area covered by a single pixel. The linear mixture model says that a pixel reflectance in...in r. In the linear mixture model , r is considered as the linear mixture of m1, m2, …, mP as nMαr += (1) where n is included to account for

A chance-constrained stochastic approach to intermodal container routing problems.

PubMed

Zhao, Yi; Liu, Ronghui; Zhang, Xi; Whiteing, Anthony

2018-01-01

We consider a container routing problem with stochastic time variables in a sea-rail intermodal transportation system. The problem is formulated as a binary integer chance-constrained programming model including stochastic travel times and stochastic transfer time, with the objective of minimising the expected total cost. Two chance constraints are proposed to ensure that the container service satisfies ship fulfilment and cargo on-time delivery with pre-specified probabilities. A hybrid heuristic algorithm is employed to solve the binary integer chance-constrained programming model. Two case studies are conducted to demonstrate the feasibility of the proposed model and to analyse the impact of stochastic variables and chance-constraints on the optimal solution and total cost.

A chance-constrained stochastic approach to intermodal container routing problems

PubMed Central

Zhao, Yi; Zhang, Xi; Whiteing, Anthony

2018-01-01

We consider a container routing problem with stochastic time variables in a sea-rail intermodal transportation system. The problem is formulated as a binary integer chance-constrained programming model including stochastic travel times and stochastic transfer time, with the objective of minimising the expected total cost. Two chance constraints are proposed to ensure that the container service satisfies ship fulfilment and cargo on-time delivery with pre-specified probabilities. A hybrid heuristic algorithm is employed to solve the binary integer chance-constrained programming model. Two case studies are conducted to demonstrate the feasibility of the proposed model and to analyse the impact of stochastic variables and chance-constraints on the optimal solution and total cost. PMID:29438389

Low-lying excited states by constrained DFT.

PubMed

Ramos, Pablo; Pavanello, Michele

2018-04-14

Exploiting the machinery of Constrained Density Functional Theory (CDFT), we propose a variational method for calculating low-lying excited states of molecular systems. We dub this method eXcited CDFT (XCDFT). Excited states are obtained by self-consistently constraining a user-defined population of electrons, N c , in the virtual space of a reference set of occupied orbitals. By imposing this population to be N c = 1.0, we computed the first excited state of 15 molecules from a test set. Our results show that XCDFT achieves an accuracy in the predicted excitation energy only slightly worse than linear-response time-dependent DFT (TDDFT), but without incurring into problems of variational collapse typical of the more commonly adopted ΔSCF method. In addition, we selected a few challenging processes to test the limits of applicability of XCDFT. We find that in contrast to TDDFT, XCDFT is capable of reproducing energy surfaces featuring conical intersections (azobenzene and H 3 ) with correct topology and correct overall energetics also away from the intersection. Venturing to condensed-phase systems, XCDFT reproduces the TDDFT solvatochromic shift of benzaldehyde when it is embedded by a cluster of water molecules. Thus, we find XCDFT to be a competitive method among single-reference methods for computations of excited states in terms of time to solution, rate of convergence, and accuracy of the result.

A subgradient approach for constrained binary optimization via quantum adiabatic evolution

NASA Astrophysics Data System (ADS)

Karimi, Sahar; Ronagh, Pooya

2017-08-01

Outer approximation method has been proposed for solving the Lagrangian dual of a constrained binary quadratic programming problem via quantum adiabatic evolution in the literature. This should be an efficient prescription for solving the Lagrangian dual problem in the presence of an ideally noise-free quantum adiabatic system. However, current implementations of quantum annealing systems demand methods that are efficient at handling possible sources of noise. In this paper, we consider a subgradient method for finding an optimal primal-dual pair for the Lagrangian dual of a constrained binary polynomial programming problem. We then study the quadratic stable set (QSS) problem as a case study. We see that this method applied to the QSS problem can be viewed as an instance-dependent penalty-term approach that avoids large penalty coefficients. Finally, we report our experimental results of using the D-Wave 2X quantum annealer and conclude that our approach helps this quantum processor to succeed more often in solving these problems compared to the usual penalty-term approaches.

Multiply-Constrained Semantic Search in the Remote Associates Test

ERIC Educational Resources Information Center

Smith, Kevin A.; Huber, David E.; Vul, Edward

2013-01-01

Many important problems require consideration of multiple constraints, such as choosing a job based on salary, location, and responsibilities. We used the Remote Associates Test to study how people solve such multiply-constrained problems by asking participants to make guesses as they came to mind. We evaluated how people generated these guesses…

Testing the Einstein's equivalence principle with polarized gamma-ray bursts

NASA Astrophysics Data System (ADS)

Yang, Chao; Zou, Yuan-Chuan; Zhang, Yue-Yang; Liao, Bin; Lei, Wei-Hua

2017-07-01

The Einstein's equivalence principle can be tested by using parametrized post-Newtonian parameters, of which the parameter γ has been constrained by comparing the arrival times of photons with different energies. It has been constrained by a variety of astronomical transient events, such as gamma-ray bursts (GRBs), fast radio bursts as well as pulses of pulsars, with the most stringent constraint of Δγ ≲ 10-15. In this Letter, we consider the arrival times of lights with different circular polarization. For a linearly polarized light, it is the combination of two circularly polarized lights. If the arrival time difference between the two circularly polarized lights is too large, their combination may lose the linear polarization. We constrain the value of Δγp < 1.6 × 10-27 by the measurement of the polarization of GRB 110721A, which is the most stringent constraint ever achieved.

Reference governors for controlled belt restraint systems

NASA Astrophysics Data System (ADS)

van der Laan, E. P.; Heemels, W. P. M. H.; Luijten, H.; Veldpaus, F. E.; Steinbuch, M.

2010-07-01

Today's restraint systems typically include a number of airbags, and a three-point seat belt with load limiter and pretensioner. For the class of real-time controlled restraint systems, the restraint actuator settings are continuously manipulated during the crash. This paper presents a novel control strategy for these systems. The control strategy developed here is based on a combination of model predictive control and reference management, in which a non-linear device - a reference governor (RG) - is added to a primal closed-loop controlled system. This RG determines an optimal setpoint in terms of injury reduction and constraint satisfaction by solving a constrained optimisation problem. Prediction of the vehicle motion, required to predict future constraint violation, is included in the design and is based on past crash data, using linear regression techniques. Simulation results with MADYMO models show that, with ideal sensors and actuators, a significant reduction (45%) of the peak chest acceleration can be achieved, without prior knowledge of the crash. Furthermore, it is shown that the algorithms are sufficiently fast to be implemented online.

A quasi-Newton approach to optimization problems with probability density constraints. [problem solving in mathematical programming

NASA Technical Reports Server (NTRS)

Tapia, R. A.; Vanrooy, D. L.

1976-01-01

A quasi-Newton method is presented for minimizing a nonlinear function while constraining the variables to be nonnegative and sum to one. The nonnegativity constraints were eliminated by working with the squares of the variables and the resulting problem was solved using Tapia's general theory of quasi-Newton methods for constrained optimization. A user's guide for a computer program implementing this algorithm is provided.

Semismooth Newton method for gradient constrained minimization problem

NASA Astrophysics Data System (ADS)

Anyyeva, Serbiniyaz; Kunisch, Karl

2012-08-01

In this paper we treat a gradient constrained minimization problem, particular case of which is the elasto-plastic torsion problem. In order to get the numerical approximation to the solution we have developed an algorithm in an infinite dimensional space framework using the concept of the generalized (Newton) differentiation. Regularization was done in order to approximate the problem with the unconstrained minimization problem and to make the pointwise maximum function Newton differentiable. Using semismooth Newton method, continuation method was developed in function space. For the numerical implementation the variational equations at Newton steps are discretized using finite elements method.

Firefly algorithm for cardinality constrained mean-variance portfolio optimization problem with entropy diversity constraint.

PubMed

Bacanin, Nebojsa; Tuba, Milan

2014-01-01

Portfolio optimization (selection) problem is an important and hard optimization problem that, with the addition of necessary realistic constraints, becomes computationally intractable. Nature-inspired metaheuristics are appropriate for solving such problems; however, literature review shows that there are very few applications of nature-inspired metaheuristics to portfolio optimization problem. This is especially true for swarm intelligence algorithms which represent the newer branch of nature-inspired algorithms. No application of any swarm intelligence metaheuristics to cardinality constrained mean-variance (CCMV) portfolio problem with entropy constraint was found in the literature. This paper introduces modified firefly algorithm (FA) for the CCMV portfolio model with entropy constraint. Firefly algorithm is one of the latest, very successful swarm intelligence algorithm; however, it exhibits some deficiencies when applied to constrained problems. To overcome lack of exploration power during early iterations, we modified the algorithm and tested it on standard portfolio benchmark data sets used in the literature. Our proposed modified firefly algorithm proved to be better than other state-of-the-art algorithms, while introduction of entropy diversity constraint further improved results.

Firefly Algorithm for Cardinality Constrained Mean-Variance Portfolio Optimization Problem with Entropy Diversity Constraint

PubMed Central

2014-01-01

Portfolio optimization (selection) problem is an important and hard optimization problem that, with the addition of necessary realistic constraints, becomes computationally intractable. Nature-inspired metaheuristics are appropriate for solving such problems; however, literature review shows that there are very few applications of nature-inspired metaheuristics to portfolio optimization problem. This is especially true for swarm intelligence algorithms which represent the newer branch of nature-inspired algorithms. No application of any swarm intelligence metaheuristics to cardinality constrained mean-variance (CCMV) portfolio problem with entropy constraint was found in the literature. This paper introduces modified firefly algorithm (FA) for the CCMV portfolio model with entropy constraint. Firefly algorithm is one of the latest, very successful swarm intelligence algorithm; however, it exhibits some deficiencies when applied to constrained problems. To overcome lack of exploration power during early iterations, we modified the algorithm and tested it on standard portfolio benchmark data sets used in the literature. Our proposed modified firefly algorithm proved to be better than other state-of-the-art algorithms, while introduction of entropy diversity constraint further improved results. PMID:24991645

Numerical methods for the inverse problem of density functional theory

DOE PAGES

Jensen, Daniel S.; Wasserman, Adam

2017-07-17

Here, the inverse problem of Kohn–Sham density functional theory (DFT) is often solved in an effort to benchmark and design approximate exchange-correlation potentials. The forward and inverse problems of DFT rely on the same equations but the numerical methods for solving each problem are substantially different. We examine both problems in this tutorial with a special emphasis on the algorithms and error analysis needed for solving the inverse problem. Two inversion methods based on partial differential equation constrained optimization and constrained variational ideas are introduced. We compare and contrast several different inversion methods applied to one-dimensional finite and periodic modelmore » systems.« less

Numerical methods for the inverse problem of density functional theory

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

Jensen, Daniel S.; Wasserman, Adam

Here, the inverse problem of Kohn–Sham density functional theory (DFT) is often solved in an effort to benchmark and design approximate exchange-correlation potentials. The forward and inverse problems of DFT rely on the same equations but the numerical methods for solving each problem are substantially different. We examine both problems in this tutorial with a special emphasis on the algorithms and error analysis needed for solving the inverse problem. Two inversion methods based on partial differential equation constrained optimization and constrained variational ideas are introduced. We compare and contrast several different inversion methods applied to one-dimensional finite and periodic modelmore » systems.« less

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

Graf, Peter; Dykes, Katherine; Scott, George

The layout of turbines in a wind farm is already a challenging nonlinear, nonconvex, nonlinearly constrained continuous global optimization problem. Here we begin to address the next generation of wind farm optimization problems by adding the complexity that there is more than one turbine type to choose from. The optimization becomes a nonlinear constrained mixed integer problem, which is a very difficult class of problems to solve. Furthermore, this document briefly summarizes the algorithm and code we have developed, the code validation steps we have performed, and the initial results for multi-turbine type and placement optimization (TTP_OPT) we have run.

Low-rank regularization for learning gene expression programs.

PubMed

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

2013-01-01

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

An object correlation and maneuver detection approach for space surveillance

NASA Astrophysics Data System (ADS)

Huang, Jian; Hu, Wei-Dong; Xin, Qin; Du, Xiao-Yong

2012-10-01

Object correlation and maneuver detection are persistent problems in space surveillance and maintenance of a space object catalog. We integrate these two problems into one interrelated problem, and consider them simultaneously under a scenario where space objects only perform a single in-track orbital maneuver during the time intervals between observations. We mathematically formulate this integrated scenario as a maximum a posteriori (MAP) estimation. In this work, we propose a novel approach to solve the MAP estimation. More precisely, the corresponding posterior probability of an orbital maneuver and a joint association event can be approximated by the Joint Probabilistic Data Association (JPDA) algorithm. Subsequently, the maneuvering parameters are estimated by optimally solving the constrained non-linear least squares iterative process based on the second-order cone programming (SOCP) algorithm. The desired solution is derived according to the MAP criterions. The performance and advantages of the proposed approach have been shown by both theoretical analysis and simulation results. We hope that our work will stimulate future work on space surveillance and maintenance of a space object catalog.

Sparseness- and continuity-constrained seismic imaging

NASA Astrophysics Data System (ADS)

Herrmann, Felix J.

2005-04-01

Non-linear solution strategies to the least-squares seismic inverse-scattering problem with sparseness and continuity constraints are proposed. Our approach is designed to (i) deal with substantial amounts of additive noise (SNR < 0 dB); (ii) use the sparseness and locality (both in position and angle) of directional basis functions (such as curvelets and contourlets) on the model: the reflectivity; and (iii) exploit the near invariance of these basis functions under the normal operator, i.e., the scattering-followed-by-imaging operator. Signal-to-noise ratio and the continuity along the imaged reflectors are significantly enhanced by formulating the solution of the seismic inverse problem in terms of an optimization problem. During the optimization, sparseness on the basis and continuity along the reflectors are imposed by jointly minimizing the l1- and anisotropic diffusion/total-variation norms on the coefficients and reflectivity, respectively. [Joint work with Peyman P. Moghaddam was carried out as part of the SINBAD project, with financial support secured through ITF (the Industry Technology Facilitator) from the following organizations: BG Group, BP, ExxonMobil, and SHELL. Additional funding came from the NSERC Discovery Grants 22R81254.

Algorithms for spacecraft formation flying navigation based on wireless positioning system measurements

NASA Astrophysics Data System (ADS)

Goh, Shu Ting

Spacecraft formation flying navigation continues to receive a great deal of interest. The research presented in this dissertation focuses on developing methods for estimating spacecraft absolute and relative positions, assuming measurements of only relative positions using wireless sensors. The implementation of the extended Kalman filter to the spacecraft formation navigation problem results in high estimation errors and instabilities in state estimation at times. This is due to the high nonlinearities in the system dynamic model. Several approaches are attempted in this dissertation aiming at increasing the estimation stability and improving the estimation accuracy. A differential geometric filter is implemented for spacecraft positions estimation. The differential geometric filter avoids the linearization step (which is always carried out in the extended Kalman filter) through a mathematical transformation that converts the nonlinear system into a linear system. A linear estimator is designed in the linear domain, and then transformed back to the physical domain. This approach demonstrated better estimation stability for spacecraft formation positions estimation, as detailed in this dissertation. The constrained Kalman filter is also implemented for spacecraft formation flying absolute positions estimation. The orbital motion of a spacecraft is characterized by two range extrema (perigee and apogee). At the extremum, the rate of change of a spacecraft's range vanishes. This motion constraint can be used to improve the position estimation accuracy. The application of the constrained Kalman filter at only two points in the orbit causes filter instability. Two variables are introduced into the constrained Kalman filter to maintain the stability and improve the estimation accuracy. An extended Kalman filter is implemented as a benchmark for comparison with the constrained Kalman filter. Simulation results show that the constrained Kalman filter provides better estimation accuracy as compared with the extended Kalman filter. A Weighted Measurement Fusion Kalman Filter (WMFKF) is proposed in this dissertation. In wireless localizing sensors, a measurement error is proportional to the distance of the signal travels and sensor noise. In this proposed Weighted Measurement Fusion Kalman Filter, the signal traveling time delay is not modeled; however, each measurement is weighted based on the measured signal travel distance. The obtained estimation performance is compared to the standard Kalman filter in two scenarios. The first scenario assumes using a wireless local positioning system in a GPS denied environment. The second scenario assumes the availability of both the wireless local positioning system and GPS measurements. The simulation results show that the WMFKF has similar accuracy performance as the standard Kalman Filter (KF) in the GPS denied environment. However, the WMFKF maintains the position estimation error within its expected error boundary when the WLPS detection range limit is above 30km. In addition, the WMFKF has a better accuracy and stability performance when GPS is available. Also, the computational cost analysis shows that the WMFKF has less computational cost than the standard KF, and the WMFKF has higher ellipsoid error probable percentage than the standard Measurement Fusion method. A method to determine the relative attitudes between three spacecraft is developed. The method requires four direction measurements between the three spacecraft. The simulation results and covariance analysis show that the method's error falls within a three sigma boundary without exhibiting any singularity issues. A study of the accuracy of the proposed method with respect to the shape of the spacecraft formation is also presented.

Estimating the Inertia Matrix of a Spacecraft

NASA Technical Reports Server (NTRS)

Acikmese, Behcet; Keim, Jason; Shields, Joel

2007-01-01

A paper presents a method of utilizing some flight data, aboard a spacecraft that includes reaction wheels for attitude control, to estimate the inertia matrix of the spacecraft. The required data are digitized samples of (1) the spacecraft attitude in an inertial reference frame as measured, for example, by use of a star tracker and (2) speeds of rotation of the reaction wheels, the moments of inertia of which are deemed to be known. Starting from the classical equations for conservation of angular momentum of a rigid body, the inertia-matrix-estimation problem is formulated as a constrained least-squares minimization problem with explicit bounds on the inertia matrix incorporated as linear matrix inequalities. The explicit bounds reflect physical bounds on the inertia matrix and reduce the volume of data that must be processed to obtain a solution. The resulting minimization problem is a semidefinite optimization problem that can be solved efficiently, with guaranteed convergence to the global optimum, by use of readily available algorithms. In a test case involving a model attitude platform rotating on an air bearing, it is shown that, relative to a prior method, the present method produces better estimates from few data.

Image Restoration in Cryo-electron Microscopy

PubMed Central

Penczek, Pawel A.

2011-01-01

Image restoration techniques are used to obtain, given experimental measurements, the best possible approximation of the original object within the limits imposed by instrumental conditions and noise level in the data. In molecular electron microscopy, we are mainly interested in linear methods that preserve the respective relationships between mass densities within the restored map. Here, we describe the methodology of image restoration in structural electron microscopy, and more specifically, we will focus on the problem of the optimum recovery of Fourier amplitudes given electron microscope data collected under various defocus settings. We discuss in detail two classes of commonly used linear methods, the first of which consists of methods based on pseudoinverse restoration, and which is further subdivided into mean-square error, chi-square error, and constrained based restorations, where the methods in the latter two subclasses explicitly incorporates non-white distribution of noise in the data. The second class of methods is based on the Wiener filtration approach. We show that the Wiener filter-based methodology can be used to obtain a solution to the problem of amplitude correction (or “sharpening”) of the electron microscopy map that makes it visually comparable to maps determined by X-ray crystallography, and thus amenable to comparable interpretation. Finally, we present a semi-heuristic Wiener filter-based solution to the problem of image restoration given sets of heterogeneous solutions. We conclude the chapter with a discussion of image restoration protocols implemented in commonly used single particle software packages. PMID:20888957

Chance-Constrained Guidance With Non-Convex Constraints

NASA Technical Reports Server (NTRS)

Ono, Masahiro

2011-01-01

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

Spacecraft Constrained Maneuver Planning Using Positively Invariant Constraint Admissible Sets (Postprint)

DTIC Science & Technology

2013-08-14

Connectivity Graph; Graph Search; Bounded Disturbances; Linear Time-Varying (LTV); Clohessy - Wiltshire -Hill (CWH) 16. SECURITY CLASSIFICATION OF: 17...the linearization of the relative motion model given by the Hill- Clohessy - Wiltshire (CWH) equations is used [14]. A. Nonlinear equations of motion...equations can be used to describe the motion of the debris. B. Linearized HCW equations in discrete-time For δr << R, the linearized Hill- Clohessy

Prediction-Correction Algorithms for Time-Varying Constrained Optimization

DOE PAGES

Simonetto, Andrea; Dall'Anese, Emiliano

2017-07-26

This article develops online algorithms to track solutions of time-varying constrained optimization problems. Particularly, resembling workhorse Kalman filtering-based approaches for dynamical systems, the proposed methods involve prediction-correction steps to provably track the trajectory of the optimal solutions of time-varying convex problems. The merits of existing prediction-correction methods have been shown for unconstrained problems and for setups where computing the inverse of the Hessian of the cost function is computationally affordable. This paper addresses the limitations of existing methods by tackling constrained problems and by designing first-order prediction steps that rely on the Hessian of the cost function (and do notmore » require the computation of its inverse). In addition, the proposed methods are shown to improve the convergence speed of existing prediction-correction methods when applied to unconstrained problems. Numerical simulations corroborate the analytical results and showcase performance and benefits of the proposed algorithms. A realistic application of the proposed method to real-time control of energy resources is presented.« less

Competitive learning with pairwise constraints.

PubMed

Covões, Thiago F; Hruschka, Eduardo R; Ghosh, Joydeep

2013-01-01

Constrained clustering has been an active research topic since the last decade. Most studies focus on batch-mode algorithms. This brief introduces two algorithms for on-line constrained learning, named on-line linear constrained vector quantization error (O-LCVQE) and constrained rival penalized competitive learning (C-RPCL). The former is a variant of the LCVQE algorithm for on-line settings, whereas the latter is an adaptation of the (on-line) RPCL algorithm to deal with constrained clustering. The accuracy results--in terms of the normalized mutual information (NMI)--from experiments with nine datasets show that the partitions induced by O-LCVQE are competitive with those found by the (batch-mode) LCVQE. Compared with this formidable baseline algorithm, it is surprising that C-RPCL can provide better partitions (in terms of the NMI) for most of the datasets. Also, experiments on a large dataset show that on-line algorithms for constrained clustering can significantly reduce the computational time.

Constraining a land-surface model with multiple observations by application of the MPI-Carbon Cycle Data Assimilation System V1.0

NASA Astrophysics Data System (ADS)

Schürmann, Gregor J.; Kaminski, Thomas; Köstler, Christoph; Carvalhais, Nuno; Voßbeck, Michael; Kattge, Jens; Giering, Ralf; Rödenbeck, Christian; Heimann, Martin; Zaehle, Sönke

2016-09-01

We describe the Max Planck Institute Carbon Cycle Data Assimilation System (MPI-CCDAS) built around the tangent-linear version of the JSBACH land-surface scheme, which is part of the MPI-Earth System Model v1. The simulated phenology and net land carbon balance were constrained by globally distributed observations of the fraction of absorbed photosynthetically active radiation (FAPAR, using the TIP-FAPAR product) and atmospheric CO2 at a global set of monitoring stations for the years 2005 to 2009. When constrained by FAPAR observations alone, the system successfully, and computationally efficiently, improved simulated growing-season average FAPAR, as well as its seasonality in the northern extra-tropics. When constrained by atmospheric CO2 observations alone, global net and gross carbon fluxes were improved, despite a tendency of the system to underestimate tropical productivity. Assimilating both data streams jointly allowed the MPI-CCDAS to match both observations (TIP-FAPAR and atmospheric CO2) equally well as the single data stream assimilation cases, thereby increasing the overall appropriateness of the simulated biosphere dynamics and underlying parameter values. Our study thus demonstrates the value of multiple-data-stream assimilation for the simulation of terrestrial biosphere dynamics. It further highlights the potential role of remote sensing data, here the TIP-FAPAR product, in stabilising the strongly underdetermined atmospheric inversion problem posed by atmospheric transport and CO2 observations alone. Notwithstanding these advances, the constraint of the observations on regional gross and net CO2 flux patterns on the MPI-CCDAS is limited through the coarse-scale parametrisation of the biosphere model. We expect improvement through a refined initialisation strategy and inclusion of further biosphere observations as constraints.

Control of the constrained planar simple inverted pendulum

NASA Technical Reports Server (NTRS)

Bavarian, B.; Wyman, B. F.; Hemami, H.

1983-01-01

Control of a constrained planar inverted pendulum by eigenstructure assignment is considered. Linear feedback is used to stabilize and decouple the system in such a way that specified subspaces of the state space are invariant for the closed-loop system. The effectiveness of the feedback law is tested by digital computer simulation. Pre-compensation by an inverse plant is used to improve performance.

How to Test the SME with Space Missions?

NASA Technical Reports Server (NTRS)

Hees, A.; Lamine, B.; Le Poncin-Lafitte, C.; Wolf, P.

2013-01-01

In this communication, we focus on possibilities to constrain SME coefficients using Cassini and Messenger data. We present simulations of radio science observables within the framework of the SME, identify the linear combinations of SME coefficients the observations depend on and determine the sensitivity of these measurements to the SME coefficients. We show that these datasets are very powerful for constraining SME coefficients.

Adaptive Fuzzy Output Constrained Control Design for Multi-Input Multioutput Stochastic Nonstrict-Feedback Nonlinear Systems.

PubMed

Li, Yongming; Tong, Shaocheng

2017-12-01

In this paper, an adaptive fuzzy output constrained control design approach is addressed for multi-input multioutput uncertain stochastic nonlinear systems in nonstrict-feedback form. The nonlinear systems addressed in this paper possess unstructured uncertainties, unknown gain functions and unknown stochastic disturbances. Fuzzy logic systems are utilized to tackle the problem of unknown nonlinear uncertainties. The barrier Lyapunov function technique is employed to solve the output constrained problem. In the framework of backstepping design, an adaptive fuzzy control design scheme is constructed. All the signals in the closed-loop system are proved to be bounded in probability and the system outputs are constrained in a given compact set. Finally, the applicability of the proposed controller is well carried out by a simulation example.

The 2-D magnetotelluric inverse problem solved with optimization

NASA Astrophysics Data System (ADS)

van Beusekom, Ashley E.; Parker, Robert L.; Bank, Randolph E.; Gill, Philip E.; Constable, Steven

2011-02-01

The practical 2-D magnetotelluric inverse problem seeks to determine the shallow-Earth conductivity structure using finite and uncertain data collected on the ground surface. We present an approach based on using PLTMG (Piecewise Linear Triangular MultiGrid), a special-purpose code for optimization with second-order partial differential equation (PDE) constraints. At each frequency, the electromagnetic field and conductivity are treated as unknowns in an optimization problem in which the data misfit is minimized subject to constraints that include Maxwell's equations and the boundary conditions. Within this framework it is straightforward to accommodate upper and lower bounds or other conditions on the conductivity. In addition, as the underlying inverse problem is ill-posed, constraints may be used to apply various kinds of regularization. We discuss some of the advantages and difficulties associated with using PDE-constrained optimization as the basis for solving large-scale nonlinear geophysical inverse problems. Combined transverse electric and transverse magnetic complex admittances from the COPROD2 data are inverted. First, we invert penalizing size and roughness giving solutions that are similar to those found previously. In a second example, conventional regularization is replaced by a technique that imposes upper and lower bounds on the model. In both examples the data misfit is better than that obtained previously, without any increase in model complexity.

Diameter-Constrained Steiner Tree

NASA Astrophysics Data System (ADS)

Ding, Wei; Lin, Guohui; Xue, Guoliang

Given an edge-weighted undirected graph G = (V,E,c,w), where each edge e ∈ E has a cost c(e) and a weight w(e), a set S ⊆ V of terminals and a positive constant D 0, we seek a minimum cost Steiner tree where all terminals appear as leaves and its diameter is bounded by D 0. Note that the diameter of a tree represents the maximum weight of path connecting two different leaves in the tree. Such problem is called the minimum cost diameter-constrained Steiner tree problem. This problem is NP-hard even when the topology of Steiner tree is fixed. In present paper we focus on this restricted version and present a fully polynomial time approximation scheme (FPTAS) for computing a minimum cost diameter-constrained Steiner tree under a fixed topology.

Wind Farm Turbine Type and Placement Optimization

NASA Astrophysics Data System (ADS)

Graf, Peter; Dykes, Katherine; Scott, George; Fields, Jason; Lunacek, Monte; Quick, Julian; Rethore, Pierre-Elouan

2016-09-01

The layout of turbines in a wind farm is already a challenging nonlinear, nonconvex, nonlinearly constrained continuous global optimization problem. Here we begin to address the next generation of wind farm optimization problems by adding the complexity that there is more than one turbine type to choose from. The optimization becomes a nonlinear constrained mixed integer problem, which is a very difficult class of problems to solve. This document briefly summarizes the algorithm and code we have developed, the code validation steps we have performed, and the initial results for multi-turbine type and placement optimization (TTP_OPT) we have run.

Wind farm turbine type and placement optimization

DOE PAGES

Graf, Peter; Dykes, Katherine; Scott, George; ...

2016-10-03

The layout of turbines in a wind farm is already a challenging nonlinear, nonconvex, nonlinearly constrained continuous global optimization problem. Here we begin to address the next generation of wind farm optimization problems by adding the complexity that there is more than one turbine type to choose from. The optimization becomes a nonlinear constrained mixed integer problem, which is a very difficult class of problems to solve. Furthermore, this document briefly summarizes the algorithm and code we have developed, the code validation steps we have performed, and the initial results for multi-turbine type and placement optimization (TTP_OPT) we have run.

Comparing Multiple-Group Multinomial Log-Linear Models for Multidimensional Skill Distributions in the General Diagnostic Model. Research Report. ETS RR-08-35

ERIC Educational Resources Information Center

Xu, Xueli; von Davier, Matthias

2008-01-01

The general diagnostic model (GDM) utilizes located latent classes for modeling a multidimensional proficiency variable. In this paper, the GDM is extended by employing a log-linear model for multiple populations that assumes constraints on parameters across multiple groups. This constrained model is compared to log-linear models that assume…

Resting-State Functional Connectivity Emerges from Structurally and Dynamically Shaped Slow Linear Fluctuations

PubMed Central

Deco, Gustavo; Mantini, Dante; Romani, Gian Luca; Hagmann, Patric; Corbetta, Maurizio

2013-01-01

Brain fluctuations at rest are not random but are structured in spatial patterns of correlated activity across different brain areas. The question of how resting-state functional connectivity (FC) emerges from the brain's anatomical connections has motivated several experimental and computational studies to understand structure–function relationships. However, the mechanistic origin of resting state is obscured by large-scale models' complexity, and a close structure–function relation is still an open problem. Thus, a realistic but simple enough description of relevant brain dynamics is needed. Here, we derived a dynamic mean field model that consistently summarizes the realistic dynamics of a detailed spiking and conductance-based synaptic large-scale network, in which connectivity is constrained by diffusion imaging data from human subjects. The dynamic mean field approximates the ensemble dynamics, whose temporal evolution is dominated by the longest time scale of the system. With this reduction, we demonstrated that FC emerges as structured linear fluctuations around a stable low firing activity state close to destabilization. Moreover, the model can be further and crucially simplified into a set of motion equations for statistical moments, providing a direct analytical link between anatomical structure, neural network dynamics, and FC. Our study suggests that FC arises from noise propagation and dynamical slowing down of fluctuations in an anatomically constrained dynamical system. Altogether, the reduction from spiking models to statistical moments presented here provides a new framework to explicitly understand the building up of FC through neuronal dynamics underpinned by anatomical connections and to drive hypotheses in task-evoked studies and for clinical applications. PMID:23825427

Resting-state functional connectivity emerges from structurally and dynamically shaped slow linear fluctuations.

PubMed

Deco, Gustavo; Ponce-Alvarez, Adrián; Mantini, Dante; Romani, Gian Luca; Hagmann, Patric; Corbetta, Maurizio

2013-07-03

Brain fluctuations at rest are not random but are structured in spatial patterns of correlated activity across different brain areas. The question of how resting-state functional connectivity (FC) emerges from the brain's anatomical connections has motivated several experimental and computational studies to understand structure-function relationships. However, the mechanistic origin of resting state is obscured by large-scale models' complexity, and a close structure-function relation is still an open problem. Thus, a realistic but simple enough description of relevant brain dynamics is needed. Here, we derived a dynamic mean field model that consistently summarizes the realistic dynamics of a detailed spiking and conductance-based synaptic large-scale network, in which connectivity is constrained by diffusion imaging data from human subjects. The dynamic mean field approximates the ensemble dynamics, whose temporal evolution is dominated by the longest time scale of the system. With this reduction, we demonstrated that FC emerges as structured linear fluctuations around a stable low firing activity state close to destabilization. Moreover, the model can be further and crucially simplified into a set of motion equations for statistical moments, providing a direct analytical link between anatomical structure, neural network dynamics, and FC. Our study suggests that FC arises from noise propagation and dynamical slowing down of fluctuations in an anatomically constrained dynamical system. Altogether, the reduction from spiking models to statistical moments presented here provides a new framework to explicitly understand the building up of FC through neuronal dynamics underpinned by anatomical connections and to drive hypotheses in task-evoked studies and for clinical applications.

A Time-constrained Network Voronoi Construction and Accessibility Analysis in Location-based Service Technology

NASA Astrophysics Data System (ADS)

Yu, W.; Ai, T.

2014-11-01

Accessibility analysis usually requires special models of spatial location analysis based on some geometric constructions, such as Voronoi diagram (abbreviated to VD). There are many achievements in classic Voronoi model research, however suffering from the following limitations for location-based services (LBS) applications. (1) It is difficult to objectively reflect the actual service areas of facilities by using traditional planar VDs, because human activities in LBS are usually constrained only to the network portion of the planar space. (2) Although some researchers have adopted network distance to construct VDs, their approaches are used in a static environment, where unrealistic measures of shortest path distance based on assumptions about constant travel speeds through the network were often used. (3) Due to the computational complexity of the shortest-path distance calculating, previous researches tend to be very time consuming, especially for large datasets and if multiple runs are required. To solve the above problems, a novel algorithm is developed in this paper. We apply network-based quadrat system and 1-D sequential expansion to find the corresponding subnetwork for each focus. The idea is inspired by the natural phenomenon that water flow extends along certain linear channels until meets others or arrives at the end of route. In order to accommodate the changes in traffic conditions, the length of network-quadrat is set upon the traffic condition of the corresponding street. The method has the advantage over Dijkstra's algorithm in that the time cost is avoided, and replaced with a linear time operation.

Stochastic Control Synthesis of Systems with Structured Uncertainty

NASA Technical Reports Server (NTRS)

Padula, Sharon L. (Technical Monitor); Crespo, Luis G.

2003-01-01

This paper presents a study on the design of robust controllers by using random variables to model structured uncertainty for both SISO and MIMO feedback systems. Once the parameter uncertainty is prescribed with probability density functions, its effects are propagated through the analysis leading to stochastic metrics for the system's output. Control designs that aim for satisfactory performances while guaranteeing robust closed loop stability are attained by solving constrained non-linear optimization problems in the frequency domain. This approach permits not only to quantify the probability of having unstable and unfavorable responses for a particular control design but also to search for controls while favoring the values of the parameters with higher chance of occurrence. In this manner, robust optimality is achieved while the characteristic conservatism of conventional robust control methods is eliminated. Examples that admit closed form expressions for the probabilistic metrics of the output are used to elucidate the nature of the problem at hand and validate the proposed formulations.

A Piecewise Deterministic Markov Toy Model for Traffic/Maintenance and Associated Hamilton–Jacobi Integrodifferential Systems on Networks

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

Goreac, Dan, E-mail: Dan.Goreac@u-pem.fr; Kobylanski, Magdalena, E-mail: Magdalena.Kobylanski@u-pem.fr; Martinez, Miguel, E-mail: Miguel.Martinez@u-pem.fr

2016-10-15

We study optimal control problems in infinite horizon whxen the dynamics belong to a specific class of piecewise deterministic Markov processes constrained to star-shaped networks (corresponding to a toy traffic model). We adapt the results in Soner (SIAM J Control Optim 24(6):1110–1122, 1986) to prove the regularity of the value function and the dynamic programming principle. Extending the networks and Krylov’s “shaking the coefficients” method, we prove that the value function can be seen as the solution to a linearized optimization problem set on a convenient set of probability measures. The approach relies entirely on viscosity arguments. As a by-product,more » the dual formulation guarantees that the value function is the pointwise supremum over regular subsolutions of the associated Hamilton–Jacobi integrodifferential system. This ensures that the value function satisfies Perron’s preconization for the (unique) candidate to viscosity solution.« less

Aiding the search: Examining individual differences in multiply-constrained problem solving.

PubMed

Ellis, Derek M; Brewer, Gene A

2018-07-01

Understanding and resolving complex problems is of vital importance in daily life. Problems can be defined by the limitations they place on the problem solver. Multiply-constrained problems are traditionally examined with the compound remote associates task (CRAT). Performance on the CRAT is partially dependent on an individual's working memory capacity (WMC). These findings suggest that executive processes are critical for problem solving and that there are reliable individual differences in multiply-constrained problem solving abilities. The goals of the current study are to replicate and further elucidate the relation between WMC and CRAT performance. To achieve these goals, we manipulated preexposure to CRAT solutions and measured WMC with complex-span tasks. In Experiment 1, we report evidence that preexposure to CRAT solutions improved problem solving accuracy, WMC was correlated with problem solving accuracy, and that WMC did not moderate the effect of preexposure on problem solving accuracy. In Experiment 2, we preexposed participants to correct and incorrect solutions. We replicated Experiment 1 and found that WMC moderates the effect of exposure to CRAT solutions such that high WMC participants benefit more from preexposure to correct solutions than low WMC (although low WMC participants have preexposure benefits as well). Broadly, these results are consistent with theories of working memory and problem solving that suggest a mediating role of attention control processes. Published by Elsevier Inc.

Explicit Low-Thrust Guidance for Reference Orbit Targeting

NASA Technical Reports Server (NTRS)

Lam, Try; Udwadia, Firdaus E.

2013-01-01

The problem of a low-thrust spacecraft controlled to a reference orbit is addressed in this paper. A simple and explicit low-thrust guidance scheme with constrained thrust magnitude is developed by combining the fundamental equations of motion for constrained systems from analytical dynamics with a Lyapunov-based method. Examples are given for a spacecraft controlled to a reference trajectory in the circular restricted three body problem.

Critical transition in the constrained traveling salesman problem.

PubMed

Andrecut, M; Ali, M K

2001-04-01

We investigate the finite size scaling of the mean optimal tour length as a function of density of obstacles in a constrained variant of the traveling salesman problem (TSP). The computational experience pointed out a critical transition (at rho(c) approximately 85%) in the dependence between the excess of the mean optimal tour length over the Held-Karp lower bound and the density of obstacles.

Waste management under multiple complexities: inexact piecewise-linearization-based fuzzy flexible programming.

PubMed

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.

Cubic spline anchored grid pattern algorithm for high-resolution detection of subsurface cavities by the IR-CAT method

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

Kassab, A.J.; Pollard, J.E.

An algorithm is presented for the high-resolution detection of irregular-shaped subsurface cavities within irregular-shaped bodies by the IR-CAT method. The theoretical basis of the algorithm is rooted in the solution of an inverse geometric steady-state heat conduction problem. A Cauchy boundary condition is prescribed at the exposed surface, and the inverse geometric heat conduction problem is formulated by specifying the thermal condition at the inner cavities walls, whose unknown geometries are to be detected. The location of the inner cavities is initially estimated, and the domain boundaries are discretized. Linear boundary elements are used in conjunction with cubic splines formore » high resolution of the cavity walls. An anchored grid pattern (AGP) is established to constrain the cubic spline knots that control the inner cavity geometry to evolve along the AGP at each iterative step. A residual is defined measuring the difference between imposed and computed boundary conditions. A Newton-Raphson method with a Broyden update is used to automate the detection of inner cavity walls. During the iterative procedure, the movement of the inner cavity walls is restricted to physically realistic intermediate solutions. Numerical simulation demonstrates the superior resolution of the cubic spline AGP algorithm over the linear spline-based AGP in the detection of an irregular-shaped cavity. Numerical simulation is also used to test the sensitivity of the linear and cubic spline AGP algorithms by simulating bias and random error in measured surface temperature. The proposed AGP algorithm is shown to satisfactorily detect cavities with these simulated data.« less

Megaplumes on Venus

NASA Technical Reports Server (NTRS)

Kaula, W. M.

1993-01-01

The geoid and topography heights of Atla Regio and Beta Regio, both peaks and slopes, appear explicable as steady-state plumes, if non-linear viscosity eta(Tau, epsilon) is taken into account. Strongly constrained by the data are an effective plume depth of about 700 km, with a temperature anomaly thereat of about 30 degrees, leading to more than 400 degrees at the plume head. Also well constrained is the combination Q(eta)/s(sup 4)(sub 0) = (volume flow rate)(viscosity)/(plume radius): about 11 Pa/m/sec. The topographic slopes dh/ds constrain the combination Q/A, where A is the thickness of the spreading layer, since the slope varies inversely with velocity. The geoid slopes dN/ds require enhancement of the deeper flow, as expected from non-linear viscosity. The Beta data are best fit by Q = 500 m(sup 3)/sec and A equals 140 km; the Atla, by Q equals 440 m(exp 3)/sec and A equals 260 km. The dynamic contribution to the topographic slope is minor.

Comparisons of a Constrained Least Squares Model versus Human-in-the-Loop for Spectral Unmixing to Determine Material Type of GEO Debris

NASA Technical Reports Server (NTRS)

Abercromby, Kira J.; Rapp, Jason; Bedard, Donald; Seitzer, Patrick; Cardona, Tommaso; Cowardin, Heather; Barker, Ed; Lederer, Susan

2013-01-01

Constrained Linear Least Squares model is generally more accurate than the "human-in-the-loop". However, "human-in-the-loop" can remove materials that make no sense. The speed of the model in determining a "first cut" at the material ID makes it a viable option for spectral unmixing of debris objects.

Statistical mechanics of budget-constrained auctions

NASA Astrophysics Data System (ADS)

Altarelli, F.; Braunstein, A.; Realpe-Gomez, J.; Zecchina, R.

2009-07-01

Finding the optimal assignment in budget-constrained auctions is a combinatorial optimization problem with many important applications, a notable example being in the sale of advertisement space by search engines (in this context the problem is often referred to as the off-line AdWords problem). On the basis of the cavity method of statistical mechanics, we introduce a message-passing algorithm that is capable of solving efficiently random instances of the problem extracted from a natural distribution, and we derive from its properties the phase diagram of the problem. As the control parameter (average value of the budgets) is varied, we find two phase transitions delimiting a region in which long-range correlations arise.

Adaptive bi-level programming for optimal gene knockouts for targeted overproduction under phenotypic constraints

PubMed Central

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

Adaptive bi-level programming for optimal gene knockouts for targeted overproduction under phenotypic constraints.

PubMed

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.

Multi-task linear programming discriminant analysis for the identification of progressive MCI individuals.

PubMed

Yu, Guan; Liu, Yufeng; Thung, Kim-Han; Shen, Dinggang

2014-01-01

Accurately identifying mild cognitive impairment (MCI) individuals who will progress to Alzheimer's disease (AD) is very important for making early interventions. Many classification methods focus on integrating multiple imaging modalities such as magnetic resonance imaging (MRI) and fluorodeoxyglucose positron emission tomography (FDG-PET). However, the main challenge for MCI classification using multiple imaging modalities is the existence of a lot of missing data in many subjects. For example, in the Alzheimer's Disease Neuroimaging Initiative (ADNI) study, almost half of the subjects do not have PET images. In this paper, we propose a new and flexible binary classification method, namely Multi-task Linear Programming Discriminant (MLPD) analysis, for the incomplete multi-source feature learning. Specifically, we decompose the classification problem into different classification tasks, i.e., one for each combination of available data sources. To solve all different classification tasks jointly, our proposed MLPD method links them together by constraining them to achieve the similar estimated mean difference between the two classes (under classification) for those shared features. Compared with the state-of-the-art incomplete Multi-Source Feature (iMSF) learning method, instead of constraining different classification tasks to choose a common feature subset for those shared features, MLPD can flexibly and adaptively choose different feature subsets for different classification tasks. Furthermore, our proposed MLPD method can be efficiently implemented by linear programming. To validate our MLPD method, we perform experiments on the ADNI baseline dataset with the incomplete MRI and PET images from 167 progressive MCI (pMCI) subjects and 226 stable MCI (sMCI) subjects. We further compared our method with the iMSF method (using incomplete MRI and PET images) and also the single-task classification method (using only MRI or only subjects with both MRI and PET images). Experimental results show very promising performance of our proposed MLPD method.

Multi-Task Linear Programming Discriminant Analysis for the Identification of Progressive MCI Individuals

PubMed Central

Yu, Guan; Liu, Yufeng; Thung, Kim-Han; Shen, Dinggang

2014-01-01

Accurately identifying mild cognitive impairment (MCI) individuals who will progress to Alzheimer's disease (AD) is very important for making early interventions. Many classification methods focus on integrating multiple imaging modalities such as magnetic resonance imaging (MRI) and fluorodeoxyglucose positron emission tomography (FDG-PET). However, the main challenge for MCI classification using multiple imaging modalities is the existence of a lot of missing data in many subjects. For example, in the Alzheimer's Disease Neuroimaging Initiative (ADNI) study, almost half of the subjects do not have PET images. In this paper, we propose a new and flexible binary classification method, namely Multi-task Linear Programming Discriminant (MLPD) analysis, for the incomplete multi-source feature learning. Specifically, we decompose the classification problem into different classification tasks, i.e., one for each combination of available data sources. To solve all different classification tasks jointly, our proposed MLPD method links them together by constraining them to achieve the similar estimated mean difference between the two classes (under classification) for those shared features. Compared with the state-of-the-art incomplete Multi-Source Feature (iMSF) learning method, instead of constraining different classification tasks to choose a common feature subset for those shared features, MLPD can flexibly and adaptively choose different feature subsets for different classification tasks. Furthermore, our proposed MLPD method can be efficiently implemented by linear programming. To validate our MLPD method, we perform experiments on the ADNI baseline dataset with the incomplete MRI and PET images from 167 progressive MCI (pMCI) subjects and 226 stable MCI (sMCI) subjects. We further compared our method with the iMSF method (using incomplete MRI and PET images) and also the single-task classification method (using only MRI or only subjects with both MRI and PET images). Experimental results show very promising performance of our proposed MLPD method. PMID:24820966

Motion Planning and Synthesis of Human-Like Characters in Constrained Environments

NASA Astrophysics Data System (ADS)

Zhang, Liangjun; Pan, Jia; Manocha, Dinesh

We give an overview of our recent work on generating naturally-looking human motion in constrained environments with multiple obstacles. This includes a whole-body motion planning algorithm for high DOF human-like characters. The planning problem is decomposed into a sequence of low dimensional sub-problems. We use a constrained coordination scheme to solve the sub-problems in an incremental manner and a local path refinement algorithm to compute collision-free paths in tight spaces and satisfy the statically stable constraint on CoM. We also present a hybrid algorithm to generate plausible motion by combing the motion computed by our planner with mocap data. We demonstrate the performance of our algorithm on a 40 DOF human-like character and generate efficient motion strategies for object placement, bending, walking, and lifting in complex environments.

Approximate error conjugation gradient minimization methods

DOEpatents

Kallman, Jeffrey S

2013-05-21

In one embodiment, a method includes selecting a subset of rays from a set of all rays to use in an error calculation for a constrained conjugate gradient minimization problem, calculating an approximate error using the subset of rays, and calculating a minimum in a conjugate gradient direction based on the approximate error. In another embodiment, a system includes a processor for executing logic, logic for selecting a subset of rays from a set of all rays to use in an error calculation for a constrained conjugate gradient minimization problem, logic for calculating an approximate error using the subset of rays, and logic for calculating a minimum in a conjugate gradient direction based on the approximate error. In other embodiments, computer program products, methods, and systems are described capable of using approximate error in constrained conjugate gradient minimization problems.

Mesh refinement and numerical sensitivity analysis for parameter calibration of partial differential equations

NASA Astrophysics Data System (ADS)

Becker, Roland; Vexler, Boris

2005-06-01

We consider the calibration of parameters in physical models described by partial differential equations. This task is formulated as a constrained optimization problem with a cost functional of least squares type using information obtained from measurements. An important issue in the numerical solution of this type of problem is the control of the errors introduced, first, by discretization of the equations describing the physical model, and second, by measurement errors or other perturbations. Our strategy is as follows: we suppose that the user defines an interest functional I, which might depend on both the state variable and the parameters and which represents the goal of the computation. First, we propose an a posteriori error estimator which measures the error with respect to this functional. This error estimator is used in an adaptive algorithm to construct economic meshes by local mesh refinement. The proposed estimator requires the solution of an auxiliary linear equation. Second, we address the question of sensitivity. Applying similar techniques as before, we derive quantities which describe the influence of small changes in the measurements on the value of the interest functional. These numbers, which we call relative condition numbers, give additional information on the problem under consideration. They can be computed by means of the solution of the auxiliary problem determined before. Finally, we demonstrate our approach at hand of a parameter calibration problem for a model flow problem.

Time and Memory Efficient Online Piecewise Linear Approximation of Sensor Signals.

PubMed

Grützmacher, Florian; Beichler, Benjamin; Hein, Albert; Kirste, Thomas; Haubelt, Christian

2018-05-23

Piecewise linear approximation of sensor signals is a well-known technique in the fields of Data Mining and Activity Recognition. In this context, several algorithms have been developed, some of them with the purpose to be performed on resource constrained microcontroller architectures of wireless sensor nodes. While microcontrollers are usually constrained in computational power and memory resources, all state-of-the-art piecewise linear approximation techniques either need to buffer sensor data or have an execution time depending on the segment’s length. In the paper at hand, we propose a novel piecewise linear approximation algorithm, with a constant computational complexity as well as a constant memory complexity. Our proposed algorithm’s worst-case execution time is one to three orders of magnitude smaller and its average execution time is three to seventy times smaller compared to the state-of-the-art Piecewise Linear Approximation (PLA) algorithms in our experiments. In our evaluations, we show that our algorithm is time and memory efficient without sacrificing the approximation quality compared to other state-of-the-art piecewise linear approximation techniques, while providing a maximum error guarantee per segment, a small parameter space of only one parameter, and a maximum latency of one sample period plus its worst-case execution time.

SU-G-BRA-08: Diaphragm Motion Tracking Based On KV CBCT Projections with a Constrained Linear Regression Optimization

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

Wei, J; Chao, M

2016-06-15

Purpose: To develop a novel strategy to extract the respiratory motion of the thoracic diaphragm from kilovoltage cone beam computed tomography (CBCT) projections by a constrained linear regression optimization technique. Methods: A parabolic function was identified as the geometric model and was employed to fit the shape of the diaphragm on the CBCT projections. The search was initialized by five manually placed seeds on a pre-selected projection image. Temporal redundancies, the enabling phenomenology in video compression and encoding techniques, inherent in the dynamic properties of the diaphragm motion together with the geometrical shape of the diaphragm boundary and the associatedmore » algebraic constraint that significantly reduced the searching space of viable parabolic parameters was integrated, which can be effectively optimized by a constrained linear regression approach on the subsequent projections. The innovative algebraic constraints stipulating the kinetic range of the motion and the spatial constraint preventing any unphysical deviations was able to obtain the optimal contour of the diaphragm with minimal initialization. The algorithm was assessed by a fluoroscopic movie acquired at anteriorposterior fixed direction and kilovoltage CBCT projection image sets from four lung and two liver patients. The automatic tracing by the proposed algorithm and manual tracking by a human operator were compared in both space and frequency domains. Results: The error between the estimated and manual detections for the fluoroscopic movie was 0.54mm with standard deviation (SD) of 0.45mm, while the average error for the CBCT projections was 0.79mm with SD of 0.64mm for all enrolled patients. The submillimeter accuracy outcome exhibits the promise of the proposed constrained linear regression approach to track the diaphragm motion on rotational projection images. Conclusion: The new algorithm will provide a potential solution to rendering diaphragm motion and ultimately improving tumor motion management for radiation therapy of cancer patients.« less

Optimal Model-Based Fault Estimation and Correction for Particle Accelerators and Industrial Plants Using Combined Support Vector Machines and First Principles Models

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

Sayyar-Rodsari, Bijan; Schweiger, Carl; /SLAC /Pavilion Technologies, Inc., Austin, TX

2010-08-25

Timely estimation of deviations from optimal performance in complex systems and the ability to identify corrective measures in response to the estimated parameter deviations has been the subject of extensive research over the past four decades. The implications in terms of lost revenue from costly industrial processes, operation of large-scale public works projects and the volume of the published literature on this topic clearly indicates the significance of the problem. Applications range from manufacturing industries (integrated circuits, automotive, etc.), to large-scale chemical plants, pharmaceutical production, power distribution grids, and avionics. In this project we investigated a new framework for buildingmore » parsimonious models that are suited for diagnosis and fault estimation of complex technical systems. We used Support Vector Machines (SVMs) to model potentially time-varying parameters of a First-Principles (FP) description of the process. The combined SVM & FP model was built (i.e. model parameters were trained) using constrained optimization techniques. We used the trained models to estimate faults affecting simulated beam lifetime. In the case where a large number of process inputs are required for model-based fault estimation, the proposed framework performs an optimal nonlinear principal component analysis of the large-scale input space, and creates a lower dimension feature space in which fault estimation results can be effectively presented to the operation personnel. To fulfill the main technical objectives of the Phase I research, our Phase I efforts have focused on: (1) SVM Training in a Combined Model Structure - We developed the software for the constrained training of the SVMs in a combined model structure, and successfully modeled the parameters of a first-principles model for beam lifetime with support vectors. (2) Higher-order Fidelity of the Combined Model - We used constrained training to ensure that the output of the SVM (i.e. the parameters of the beam lifetime model) are physically meaningful. (3) Numerical Efficiency of the Training - We investigated the numerical efficiency of the SVM training. More specifically, for the primal formulation of the training, we have developed a problem formulation that avoids the linear increase in the number of the constraints as a function of the number of data points. (4) Flexibility of Software Architecture - The software framework for the training of the support vector machines was designed to enable experimentation with different solvers. We experimented with two commonly used nonlinear solvers for our simulations. The primary application of interest for this project has been the sustained optimal operation of particle accelerators at the Stanford Linear Accelerator Center (SLAC). Particle storage rings are used for a variety of applications ranging from 'colliding beam' systems for high-energy physics research to highly collimated x-ray generators for synchrotron radiation science. Linear accelerators are also used for collider research such as International Linear Collider (ILC), as well as for free electron lasers, such as the Linear Coherent Light Source (LCLS) at SLAC. One common theme in the operation of storage rings and linear accelerators is the need to precisely control the particle beams over long periods of time with minimum beam loss and stable, yet challenging, beam parameters. We strongly believe that beyond applications in particle accelerators, the high fidelity and cost benefits of a combined model-based fault estimation/correction system will attract customers from a wide variety of commercial and scientific industries. Even though the acquisition of Pavilion Technologies, Inc. by Rockwell Automation Inc. in 2007 has altered the small business status of the Pavilion and it no longer qualifies for a Phase II funding, our findings in the course of the Phase I research have convinced us that further research will render a workable model-based fault estimation and correction for particle accelerators and industrial plants feasible.« less

Efficient Compressed Sensing Based MRI Reconstruction using Nonconvex Total Variation Penalties

NASA Astrophysics Data System (ADS)

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

2016-10-01

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

String theory origin of constrained multiplets

NASA Astrophysics Data System (ADS)

Kallosh, Renata; Vercnocke, Bert; Wrase, Timm

2016-09-01

We study the non-linearly realized spontaneously broken supersymmetry of the (anti-)D3-brane action in type IIB string theory. The worldvolume fields are one vector A μ , three complex scalars ϕ i and four 4d fermions λ 0, λ i. These transform, in addition to the more familiar {N}=4 linear supersymmetry, also under 16 spontaneously broken, non-linearly realized supersymmetries. We argue that the worldvolume fields can be packaged into the following constrained 4d non-linear {N}=1 multiplets: four chiral multiplets S, Y i that satisfy S 2 = SY i =0 and contain the worldvolume fermions λ 0 and λ i ; and four chiral multiplets W α , H i that satisfy S{W}_{α }=S{overline{D}}_{overset{\\cdotp }{α }}{overline{H}}^{overline{imath}}=0 and contain the vector A μ and the scalars ϕ i . We also discuss how placing an anti-D3-brane on top of intersecting O7-planes can lead to an orthogonal multiplet Φ that satisfies S(Φ -overline{Φ})=0 , which is particularly interesting for inflationary cosmology.

A free boundary approach to the Rosensweig instability of ferrofluids

NASA Astrophysics Data System (ADS)

Parini, Enea; Stylianou, Athanasios

2018-04-01

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

Aeroelastic Model Structure Computation for Envelope Expansion

NASA Technical Reports Server (NTRS)

Kukreja, Sunil L.

2007-01-01

Structure detection is a procedure for selecting a subset of candidate terms, from a full model description, that best describes the observed output. This is a necessary procedure to compute an efficient system description which may afford greater insight into the functionality of the system or a simpler controller design. Structure computation as a tool for black-box modeling may be of critical importance in the development of robust, parsimonious models for the flight-test community. Moreover, this approach may lead to efficient strategies for rapid envelope expansion that may save significant development time and costs. In this study, a least absolute shrinkage and selection operator (LASSO) technique is investigated for computing efficient model descriptions of non-linear aeroelastic systems. The LASSO minimises the residual sum of squares with the addition of an l(Sub 1) penalty term on the parameter vector of the traditional l(sub 2) minimisation problem. Its use for structure detection is a natural extension of this constrained minimisation approach to pseudo-linear regression problems which produces some model parameters that are exactly zero and, therefore, yields a parsimonious system description. Applicability of this technique for model structure computation for the F/A-18 (McDonnell Douglas, now The Boeing Company, Chicago, Illinois) Active Aeroelastic Wing project using flight test data is shown for several flight conditions (Mach numbers) by identifying a parsimonious system description with a high percent fit for cross-validated data.

MO-FG-CAMPUS-TeP2-01: A Graph Form ADMM Algorithm for Constrained Quadratic Radiation Treatment Planning

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

Liu, X; Belcher, AH; Wiersma, R

Purpose: In radiation therapy optimization the constraints can be either hard constraints which must be satisfied or soft constraints which are included but do not need to be satisfied exactly. Currently the voxel dose constraints are viewed as soft constraints and included as a part of the objective function and approximated as an unconstrained problem. However in some treatment planning cases the constraints should be specified as hard constraints and solved by constrained optimization. The goal of this work is to present a computation efficiency graph form alternating direction method of multipliers (ADMM) algorithm for constrained quadratic treatment planning optimizationmore » and compare it with several commonly used algorithms/toolbox. Method: ADMM can be viewed as an attempt to blend the benefits of dual decomposition and augmented Lagrangian methods for constrained optimization. Various proximal operators were first constructed as applicable to quadratic IMRT constrained optimization and the problem was formulated in a graph form of ADMM. A pre-iteration operation for the projection of a point to a graph was also proposed to further accelerate the computation. Result: The graph form ADMM algorithm was tested by the Common Optimization for Radiation Therapy (CORT) dataset including TG119, prostate, liver, and head & neck cases. Both unconstrained and constrained optimization problems were formulated for comparison purposes. All optimizations were solved by LBFGS, IPOPT, Matlab built-in toolbox, CVX (implementing SeDuMi) and Mosek solvers. For unconstrained optimization, it was found that LBFGS performs the best, and it was 3–5 times faster than graph form ADMM. However, for constrained optimization, graph form ADMM was 8 – 100 times faster than the other solvers. Conclusion: A graph form ADMM can be applied to constrained quadratic IMRT optimization. It is more computationally efficient than several other commercial and noncommercial optimizers and it also used significantly less computer memory.« less

Free-free and fixed base modal survey tests of the Space Station Common Module Prototype

NASA Technical Reports Server (NTRS)

Driskill, T. C.; Anderson, J. B.; Coleman, A. D.

1992-01-01

This paper describes the testing aspects and the problems encountered during the free-free and fixed base modal surveys completed on the original Space Station Common Module Prototype (CMP). The CMP is a 40-ft long by 14.5-ft diameter 'waffle-grid' cylinder built by the Boeing Company and housed at the Marshall Space Flight Center (MSFC) near Huntsville, AL. The CMP modal survey tests were conducted at MSFC by the Dynamics Test Branch. The free-free modal survey tests (June '90 to Sept. '90) included interface verification tests (IFVT), often referred to as impedance measurements, mass-additive testing and linearity studies. The fixed base modal survey tests (Feb. '91 to April '91), including linearity studies, were conducted in a fixture designed to constrain the CMP in 7 total degrees-of-freedom at five trunnion interfaces (two primary, two secondary, and the keel). The fixture also incorporated an airbag off-load system designed to alleviate the non-linear effects of friction in the primary and secondary trunnion interfaces. Numerous test configurations were performed with the objective of providing a modal data base for evaluating the various testing methodologies to verify dynamic finite element models used for input to coupled load analysis.

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.

Degree-constrained multicast routing for multimedia communications

NASA Astrophysics Data System (ADS)

Wang, Yanlin; Sun, Yugeng; Li, Guidan

2005-02-01

Multicast services have been increasingly used by many multimedia applications. As one of the key techniques to support multimedia applications, the rational and effective multicast routing algorithms are very important to networks performance. When switch nodes in networks have different multicast capability, multicast routing problem is modeled as the degree-constrained Steiner problem. We presented two heuristic algorithms, named BMSTA and BSPTA, for the degree-constrained case in multimedia communications. Both algorithms are used to generate degree-constrained multicast trees with bandwidth and end to end delay bound. Simulations over random networks were carried out to compare the performance of the two proposed algorithms. Experimental results show that the proposed algorithms have advantages in traffic load balancing, which can avoid link blocking and enhance networks performance efficiently. BMSTA has better ability in finding unsaturated links and (or) unsaturated nodes to generate multicast trees than BSPTA. The performance of BMSTA is affected by the variation of degree constraints.

Knowledge-based design of generate-and-patch problem solvers that solve global resource assignment problems

NASA Technical Reports Server (NTRS)

Voigt, Kerstin

1992-01-01

We present MENDER, a knowledge based system that implements software design techniques that are specialized to automatically compile generate-and-patch problem solvers that satisfy global resource assignments problems. We provide empirical evidence of the superior performance of generate-and-patch over generate-and-test: even with constrained generation, for a global constraint in the domain of '2D-floorplanning'. For a second constraint in '2D-floorplanning' we show that even when it is possible to incorporate the constraint into a constrained generator, a generate-and-patch problem solver may satisfy the constraint more rapidly. We also briefly summarize how an extended version of our system applies to a constraint in the domain of 'multiprocessor scheduling'.

An Efficient Augmented Lagrangian Method with Applications to Total Variation Minimization

DTIC Science & Technology

2012-08-17

the classic augmented Lagrangian multiplier method, we propose, analyze and test an algorithm for solving a class of equality-constrained non-smooth...method, we propose, analyze and test an algorithm for solving a class of equality-constrained non-smooth optimization problems (chie y but not...significantly outperforming several state-of-the-art solvers on most tested problems. The resulting MATLAB solver, called TVAL3, has been posted online [23]. 2

Stress-Constrained Structural Topology Optimization with Design-Dependent Loads

NASA Astrophysics Data System (ADS)

Lee, Edmund

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

CONORBIT: constrained optimization by radial basis function interpolation in trust regions

DOE PAGES

Regis, Rommel G.; Wild, Stefan M.

2016-09-26

Here, this paper presents CONORBIT (CONstrained Optimization by Radial Basis function Interpolation in Trust regions), a derivative-free algorithm for constrained black-box optimization where the objective and constraint functions are computationally expensive. CONORBIT employs a trust-region framework that uses interpolating radial basis function (RBF) models for the objective and constraint functions, and is an extension of the ORBIT algorithm. It uses a small margin for the RBF constraint models to facilitate the generation of feasible iterates, and extensive numerical tests confirm that such a margin is helpful in improving performance. CONORBIT is compared with other algorithms on 27 test problems, amore » chemical process optimization problem, and an automotive application. Numerical results show that CONORBIT performs better than COBYLA, a sequential penalty derivative-free method, an augmented Lagrangian method, a direct search method, and another RBF-based algorithm on the test problems and on the automotive application.« less

Scalable learning method for feedforward neural networks using minimal-enclosing-ball approximation.

PubMed

Wang, Jun; Deng, Zhaohong; Luo, Xiaoqing; Jiang, Yizhang; Wang, Shitong

2016-06-01

Training feedforward neural networks (FNNs) is one of the most critical issues in FNNs studies. However, most FNNs training methods cannot be directly applied for very large datasets because they have high computational and space complexity. In order to tackle this problem, the CCMEB (Center-Constrained Minimum Enclosing Ball) problem in hidden feature space of FNN is discussed and a novel learning algorithm called HFSR-GCVM (hidden-feature-space regression using generalized core vector machine) is developed accordingly. In HFSR-GCVM, a novel learning criterion using L2-norm penalty-based ε-insensitive function is formulated and the parameters in the hidden nodes are generated randomly independent of the training sets. Moreover, the learning of parameters in its output layer is proved equivalent to a special CCMEB problem in FNN hidden feature space. As most CCMEB approximation based machine learning algorithms, the proposed HFSR-GCVM training algorithm has the following merits: The maximal training time of the HFSR-GCVM training is linear with the size of training datasets and the maximal space consumption is independent of the size of training datasets. The experiments on regression tasks confirm the above conclusions. Copyright © 2016 Elsevier Ltd. All rights reserved.

Reliable Adaptive Data Aggregation Route Strategy for a Trade-off between Energy and Lifetime in WSNs

PubMed Central

Guo, Wenzhong; Hong, Wei; Zhang, Bin; Chen, Yuzhong; Xiong, Naixue

2014-01-01

Mobile security is one of the most fundamental problems in Wireless Sensor Networks (WSNs). The data transmission path will be compromised for some disabled nodes. To construct a secure and reliable network, designing an adaptive route strategy which optimizes energy consumption and network lifetime of the aggregation cost is of great importance. In this paper, we address the reliable data aggregation route problem for WSNs. Firstly, to ensure nodes work properly, we propose a data aggregation route algorithm which improves the energy efficiency in the WSN. The construction process achieved through discrete particle swarm optimization (DPSO) saves node energy costs. Then, to balance the network load and establish a reliable network, an adaptive route algorithm with the minimal energy and the maximum lifetime is proposed. Since it is a non-linear constrained multi-objective optimization problem, in this paper we propose a DPSO with the multi-objective fitness function combined with the phenotype sharing function and penalty function to find available routes. Experimental results show that compared with other tree routing algorithms our algorithm can effectively reduce energy consumption and trade off energy consumption and network lifetime. PMID:25215944

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

PubMed

Forti, Mauro; Nistri, Paolo; Quincampoix, Marc

2006-11-01

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

A Constrained-Clustering Approach to the Analysis of Remote Sensing Data.

DTIC Science & Technology

1983-01-01

One old and two new clustering methods were applied to the constrained-clustering problem of separating different agricultural fields based on multispectral remote sensing satellite data. (Constrained-clustering involves double clustering in multispectral measurement similarity and geographical location.) The results of applying the three methods are provided along with a discussion of their relative strengths and weaknesses and a detailed description of their algorithms.

Optimization-based channel constrained data aggregation routing algorithms in multi-radio wireless sensor networks.

PubMed

Yen, Hong-Hsu

2009-01-01

In wireless sensor networks, data aggregation routing could reduce the number of data transmissions so as to achieve energy efficient transmission. However, data aggregation introduces data retransmission that is caused by co-channel interference from neighboring sensor nodes. This kind of co-channel interference could result in extra energy consumption and significant latency from retransmission. This will jeopardize the benefits of data aggregation. One possible solution to circumvent data retransmission caused by co-channel interference is to assign different channels to every sensor node that is within each other's interference range on the data aggregation tree. By associating each radio with a different channel, a sensor node could receive data from all the children nodes on the data aggregation tree simultaneously. This could reduce the latency from the data source nodes back to the sink so as to meet the user's delay QoS. Since the number of radios on each sensor node and the number of non-overlapping channels are all limited resources in wireless sensor networks, a challenging question here is to minimize the total transmission cost under limited number of non-overlapping channels in multi-radio wireless sensor networks. This channel constrained data aggregation routing problem in multi-radio wireless sensor networks is an NP-hard problem. I first model this problem as a mixed integer and linear programming problem where the objective is to minimize the total transmission subject to the data aggregation routing, channel and radio resources constraints. The solution approach is based on the Lagrangean relaxation technique to relax some constraints into the objective function and then to derive a set of independent subproblems. By optimally solving these subproblems, it can not only calculate the lower bound of the original primal problem but also provide useful information to get the primal feasible solutions. By incorporating these Lagrangean multipliers as the link arc weight, the optimization-based heuristics are proposed to get energy-efficient data aggregation tree with better resource (channel and radio) utilization. From the computational experiments, the proposed optimization-based approach is superior to existing heuristics under all tested cases.

Insight and search in Katona's five-square problem.

PubMed

Ollinger, Michael; Jones, Gary; Knoblich, Günther

2014-01-01

Insights are often productive outcomes of human thinking. We provide a cognitive model that explains insight problem solving by the interplay of problem space search and representational change, whereby the problem space is constrained or relaxed based on the problem representation. By introducing different experimental conditions that either constrained the initial search space or helped solvers to initiate a representational change, we investigated the interplay of problem space search and representational change in Katona's five-square problem. Testing 168 participants, we demonstrated that independent hints relating to the initial search space and to representational change had little effect on solution rates. However, providing both hints caused a significant increase in solution rates. Our results show the interplay between problem space search and representational change in insight problem solving: The initial problem space can be so large that people fail to encounter impasse, but even when representational change is achieved the resulting problem space can still provide a major obstacle to finding the solution.

Path Following in the Exact Penalty Method of Convex Programming.

PubMed

Zhou, Hua; Lange, Kenneth

2015-07-01

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

Path Following in the Exact Penalty Method of Convex Programming

PubMed Central

Zhou, Hua; Lange, Kenneth

2015-01-01

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

Effect of leading-edge load constraints on the design and performance of supersonic wings

NASA Technical Reports Server (NTRS)

Darden, C. M.

1985-01-01

A theoretical and experimental investigation was conducted to assess the effect of leading-edge load constraints on supersonic wing design and performance. In the effort to delay flow separation and the formation of leading-edge vortices, two constrained, linear-theory optimization approaches were used to limit the loadings on the leading edge of a variable-sweep planform design. Experimental force and moment tests were made on two constrained camber wings, a flat uncambered wing, and an optimum design with no constraints. Results indicate that vortex strength and separation regions were mildest on the severely and moderately constrained wings.

(R-X-R)4 -Motif Peptides Containing Conformationally Constrained Cyclohexane-Derived Spacers: Effect on Cellular Uptake.

PubMed

Bhosle, Govind S; Fernandes, Moneesha

2017-11-08

Arginine-rich peptides having the (R-X-R) n motif are among the most effective cell-penetrating peptides (CPPs). Herein we report a several-fold increase in the efficacy of such CPPs if the linear flexible spacer (-X-) in the (R-X-R) motif is replaced by constrained cyclic 1,4-substituted-cyclohexane-derived spacers. Internalization of these oligomers in mammalian cell lines was found to be an energy-dependent process. Incorporation of these constrained, non-proteinogenic amino acid spacers in the CPPs is shown to enhance their proteolytic stability. © 2017 Wiley-VCH Verlag GmbH & Co. KGaA, Weinheim.

Including geological information in the inverse problem of palaeothermal reconstruction

NASA Astrophysics Data System (ADS)

Trautner, S.; Nielsen, S. B.

2003-04-01

A reliable reconstruction of sediment thermal history is of central importance to the assessment of hydrocarbon potential and the understanding of basin evolution. However, only rarely do sedimentation history and borehole data in the form of present day temperatures and vitrinite reflectance constrain the past thermal evolution to a useful level of accuracy (Gallagher and Sambridge,1992; Nielsen,1998; Trautner and Nielsen,2003). This is reflected in the inverse solutions to the problem of determining heat flow history from borehole data: The recent heat flow is constrained by data while older values are governed by the chosen a prior heat flow. In this paper we reduce this problem by including geological information in the inverse problem. Through a careful analysis of geological and geophysical data the timing of the tectonic processes, which may influence heat flow, can be inferred. The heat flow history is then parameterised to allow for the temporal variations characteristic of the different tectonic events. The inversion scheme applies a Markov chain Monte Carlo (MCMC) approach (Nielsen and Gallagher, 1999; Ferrero and Gallagher,2002), which efficiently explores the model space and futhermore samples the posterior probability distribution of the model. The technique is demonstrated on wells in the northern North Sea with emphasis on the stretching event in Late Jurassic. The wells are characterised by maximum sediment temperature at the present day, which is the worst case for resolution of the past thermal history because vitrinite reflectance is determined mainly by the maximum temperature. Including geological information significantly improves the thermal resolution. Ferrero, C. and Gallagher,K.,2002. Stochastic thermal history modelling.1. Constraining heat flow histories and their uncertainty. Marine and Petroleum Geology, 19, 633-648. Gallagher,K. and Sambridge, M., 1992. The resolution of past heat flow in sedimentary basins from non-linear inversion of geochemical data: the smoothest model approach, with synthetic examples. Geophysical Journal International, 109, 78-95. Nielsen, S.B, 1998. Inversion and sensitivity analysis in basin modelling. Geoscience 98. Keele University, UK, Abstract Volume, 56. Nielsen, S.B. and Gallagher, K., 1999. Efficient sampling of 3-D basin modelling scenarios. Extended Abstracts Volume, 1999 AAPG International Conference &Exhibition, Birmingham, England, September 12-15, 1999, p. 369 - 372. Trautner S. and Nielsen, S.B., 2003. 2-D inverse thermal modelling in the Norwegian shelf using Fast Approximate Forward (FAF) solutions. In R. Marzi and Duppenbecker, S. (Ed.), Multi-Dimensional Basin Modeling, AAPG, in press.

On the linearity of tracer bias around voids

NASA Astrophysics Data System (ADS)

Pollina, Giorgia; Hamaus, Nico; Dolag, Klaus; Weller, Jochen; Baldi, Marco; Moscardini, Lauro

2017-07-01

The large-scale structure of the Universe can be observed only via luminous tracers of the dark matter. However, the clustering statistics of tracers are biased and depend on various properties, such as their host-halo mass and assembly history. On very large scales, this tracer bias results in a constant offset in the clustering amplitude, known as linear bias. Towards smaller non-linear scales, this is no longer the case and tracer bias becomes a complicated function of scale and time. We focus on tracer bias centred on cosmic voids, I.e. depressions of the density field that spatially dominate the Universe. We consider three types of tracers: galaxies, galaxy clusters and active galactic nuclei, extracted from the hydrodynamical simulation Magneticum Pathfinder. In contrast to common clustering statistics that focus on auto-correlations of tracers, we find that void-tracer cross-correlations are successfully described by a linear bias relation. The tracer-density profile of voids can thus be related to their matter-density profile by a single number. We show that it coincides with the linear tracer bias extracted from the large-scale auto-correlation function and expectations from theory, if sufficiently large voids are considered. For smaller voids we observe a shift towards higher values. This has important consequences on cosmological parameter inference, as the problem of unknown tracer bias is alleviated up to a constant number. The smallest scales in existing data sets become accessible to simpler models, providing numerous modes of the density field that have been disregarded so far, but may help to further reduce statistical errors in constraining cosmology.

Two-point method uncertainty during control and measurement of cylindrical element diameters

NASA Astrophysics Data System (ADS)

Glukhov, V. I.; Shalay, V. V.; Radev, H.

2018-04-01

The topic of the article is devoted to the urgent problem of the reliability of technical products geometric specifications measurements. The purpose of the article is to improve the quality of parts linear sizes control by the two-point measurement method. The article task is to investigate methodical extended uncertainties in measuring cylindrical element linear sizes. The investigation method is a geometric modeling of the element surfaces shape and location deviations in a rectangular coordinate system. The studies were carried out for elements of various service use, taking into account their informativeness, corresponding to the kinematic pairs classes in theoretical mechanics and the number of constrained degrees of freedom in the datum element function. Cylindrical elements with informativity of 4, 2, 1 and θ (zero) were investigated. The uncertainties estimation of in two-point measurements was made by comparing the results of of linear dimensions measurements with the functional diameters maximum and minimum of the element material. Methodical uncertainty is formed when cylindrical elements with maximum informativeness have shape deviations of the cut and the curvature types. Methodical uncertainty is formed by measuring the element average size for all types of shape deviations. The two-point measurement method cannot take into account the location deviations of a dimensional element, so its use for elements with informativeness less than the maximum creates unacceptable methodical uncertainties in measurements of the maximum, minimum and medium linear dimensions. Similar methodical uncertainties also exist in the arbitration control of the linear dimensions of the cylindrical elements by limiting two-point gauges.

Comments on "The multisynapse neural network and its application to fuzzy clustering".

PubMed

Yu, Jian; Hao, Pengwei

2005-05-01

In the above-mentioned paper, Wei and Fahn proposed a neural architecture, the multisynapse neural network, to solve constrained optimization problems including high-order, logarithmic, and sinusoidal forms, etc. As one of its main applications, a fuzzy bidirectional associative clustering network (FBACN) was proposed for fuzzy-partition clustering according to the objective-functional method. The connection between the objective-functional-based fuzzy c-partition algorithms and FBACN is the Lagrange multiplier approach. Unfortunately, the Lagrange multiplier approach was incorrectly applied so that FBACN does not equivalently minimize its corresponding constrained objective-function. Additionally, Wei and Fahn adopted traditional definition of fuzzy c-partition, which is not satisfied by FBACN. Therefore, FBACN can not solve constrained optimization problems, either.

Cosmicflows Constrained Local UniversE Simulations

NASA Astrophysics Data System (ADS)

Sorce, Jenny G.; Gottlöber, Stefan; Yepes, Gustavo; Hoffman, Yehuda; Courtois, Helene M.; Steinmetz, Matthias; Tully, R. Brent; Pomarède, Daniel; Carlesi, Edoardo

2016-01-01

This paper combines observational data sets and cosmological simulations to generate realistic numerical replicas of the nearby Universe. The latter are excellent laboratories for studies of the non-linear process of structure formation in our neighbourhood. With measurements of radial peculiar velocities in the local Universe (cosmicflows-2) and a newly developed technique, we produce Constrained Local UniversE Simulations (CLUES). To assess the quality of these constrained simulations, we compare them with random simulations as well as with local observations. The cosmic variance, defined as the mean one-sigma scatter of cell-to-cell comparison between two fields, is significantly smaller for the constrained simulations than for the random simulations. Within the inner part of the box where most of the constraints are, the scatter is smaller by a factor of 2 to 3 on a 5 h-1 Mpc scale with respect to that found for random simulations. This one-sigma scatter obtained when comparing the simulated and the observation-reconstructed velocity fields is only 104 ± 4 km s-1, I.e. the linear theory threshold. These two results demonstrate that these simulations are in agreement with each other and with the observations of our neighbourhood. For the first time, simulations constrained with observational radial peculiar velocities resemble the local Universe up to a distance of 150 h-1 Mpc on a scale of a few tens of megaparsecs. When focusing on the inner part of the box, the resemblance with our cosmic neighbourhood extends to a few megaparsecs (<5 h-1 Mpc). The simulations provide a proper large-scale environment for studies of the formation of nearby objects.

Deep data analysis via physically constrained linear unmixing: universal framework, domain examples, and a community-wide platform.

PubMed

Kannan, R; Ievlev, A V; Laanait, N; Ziatdinov, M A; Vasudevan, R K; Jesse, S; Kalinin, S V

2018-01-01

Many spectral responses in materials science, physics, and chemistry experiments can be characterized as resulting from the superposition of a number of more basic individual spectra. In this context, unmixing is defined as the problem of determining the individual spectra, given measurements of multiple spectra that are spatially resolved across samples, as well as the determination of the corresponding abundance maps indicating the local weighting of each individual spectrum. Matrix factorization is a popular linear unmixing technique that considers that the mixture model between the individual spectra and the spatial maps is linear. Here, we present a tutorial paper targeted at domain scientists to introduce linear unmixing techniques, to facilitate greater understanding of spectroscopic imaging data. We detail a matrix factorization framework that can incorporate different domain information through various parameters of the matrix factorization method. We demonstrate many domain-specific examples to explain the expressivity of the matrix factorization framework and show how the appropriate use of domain-specific constraints such as non-negativity and sum-to-one abundance result in physically meaningful spectral decompositions that are more readily interpretable. Our aim is not only to explain the off-the-shelf available tools, but to add additional constraints when ready-made algorithms are unavailable for the task. All examples use the scalable open source implementation from https://github.com/ramkikannan/nmflibrary that can run from small laptops to supercomputers, creating a user-wide platform for rapid dissemination and adoption across scientific disciplines.

Quantum learning of classical stochastic processes: The completely positive realization problem

NASA Astrophysics Data System (ADS)

Monràs, Alex; Winter, Andreas

2016-01-01

Among several tasks in Machine Learning, a specially important one is the problem of inferring the latent variables of a system and their causal relations with the observed behavior. A paradigmatic instance of this is the task of inferring the hidden Markov model underlying a given stochastic process. This is known as the positive realization problem (PRP), [L. Benvenuti and L. Farina, IEEE Trans. Autom. Control 49(5), 651-664 (2004)] and constitutes a central problem in machine learning. The PRP and its solutions have far-reaching consequences in many areas of systems and control theory, and is nowadays an important piece in the broad field of positive systems theory. We consider the scenario where the latent variables are quantum (i.e., quantum states of a finite-dimensional system) and the system dynamics is constrained only by physical transformations on the quantum system. The observable dynamics is then described by a quantum instrument, and the task is to determine which quantum instrument — if any — yields the process at hand by iterative application. We take as a starting point the theory of quasi-realizations, whence a description of the dynamics of the process is given in terms of linear maps on state vectors and probabilities are given by linear functionals on the state vectors. This description, despite its remarkable resemblance with the hidden Markov model, or the iterated quantum instrument, is however devoid of any stochastic or quantum mechanical interpretation, as said maps fail to satisfy any positivity conditions. The completely positive realization problem then consists in determining whether an equivalent quantum mechanical description of the same process exists. We generalize some key results of stochastic realization theory, and show that the problem has deep connections with operator systems theory, giving possible insight to the lifting problem in quotient operator systems. Our results have potential applications in quantum machine learning, device-independent characterization and reverse-engineering of stochastic processes and quantum processors, and more generally, of dynamical processes with quantum memory [M. Guţă, Phys. Rev. A 83(6), 062324 (2011); M. Guţă and N. Yamamoto, e-print arXiv:1303.3771(2013)].

Pupils' over-reliance on linearity: a scholastic effect?

PubMed

Van Dooren, Wim; De Bock, Dirk; Janssens, Dirk; Verschaffel, Lieven

2007-06-01

From upper elementary education on, children develop a tendency to over-use linearity. Particularly, it is found that many pupils assume that if a figure enlarges k times, the area enlarges k times too. However, most research was conducted with traditional, school-like word problems. This study examines whether pupils also over-use linearity if non-linear problems are embedded in meaningful, authentic performance tasks instead of traditional, school-like word problems, and whether this experience influences later behaviour. Ninety-three sixth graders from two primary schools in Flanders, Belgium. Pupils received a pre-test with traditional word problems. Those who made a linear error on the non-linear area problem were subjected to individual interviews. They received one new non-linear problem, in the S-condition (again a traditional, scholastic word problem), D-condition (the same word problem with a drawing) or P-condition (a meaningful performance-based task). Shortly afterwards, pupils received a post-test, containing again a non-linear word problem. Most pupils from the S-condition displayed linear reasoning during the interview. Offering drawings (D-condition) had a positive effect, but presenting the problem as a performance task (P-condition) was more beneficial. Linear reasoning was nearly absent in the P-condition. Remarkably, at the post-test, most pupils from all three groups again applied linear strategies. Pupils' over-reliance on linearity seems partly elicited by the school-like word problem format of test items. Pupils perform much better if non-linear problems are offered as performance tasks. However, a single experience does not change performances on a comparable word problem test afterwards.

Angular velocity discrimination

NASA Technical Reports Server (NTRS)

Kaiser, Mary K.

1990-01-01

Three experiments designed to investigate the ability of naive observers to discriminate rotational velocities of two simultaneously viewed objects are described. Rotations are constrained to occur about the x and y axes, resulting in linear two-dimensional image trajectories. The results indicate that observers can discriminate angular velocities with a competence near that for linear velocities. However, perceived angular rate is influenced by structural aspects of the stimuli.

Optimal Policy of Cross-Layer Design for Channel Access and Transmission Rate Adaptation in Cognitive Radio Networks

NASA Astrophysics Data System (ADS)

He, Hao; Wang, Jun; Zhu, Jiang; Li, Shaoqian

2010-12-01

In this paper, we investigate the cross-layer design of joint channel access and transmission rate adaptation in CR networks with multiple channels for both centralized and decentralized cases. Our target is to maximize the throughput of CR network under transmission power constraint by taking spectrum sensing errors into account. In centralized case, this problem is formulated as a special constrained Markov decision process (CMDP), which can be solved by standard linear programming (LP) method. As the complexity of finding the optimal policy by LP increases exponentially with the size of action space and state space, we further apply action set reduction and state aggregation to reduce the complexity without loss of optimality. Meanwhile, for the convenience of implementation, we also consider the pure policy design and analyze the corresponding characteristics. In decentralized case, where only local information is available and there is no coordination among the CR users, we prove the existence of the constrained Nash equilibrium and obtain the optimal decentralized policy. Finally, in the case that the traffic load parameters of the licensed users are unknown for the CR users, we propose two methods to estimate the parameters for two different cases. Numerical results validate the theoretic analysis.

The generalised isodamping approach for robust fractional PID controllers design

NASA Astrophysics Data System (ADS)

Beschi, M.; Padula, F.; Visioli, A.

2017-06-01

In this paper, we present a novel methodology to design fractional-order proportional-integral-derivative controllers. Based on the description of the controlled system by means of a family of linear models parameterised with respect to a free variable that describes the real process operating point, we design the controller by solving a constrained min-max optimisation problem where the maximum sensitivity has to be minimised. Among the imposed constraints, the most important one is the new generalised isodamping condition, that defines the invariancy of the phase margin with respect to the free parameter variations. It is also shown that the well-known classical isodamping condition is a special case of the new technique proposed in this paper. Simulation results show the effectiveness of the proposed technique and the superiority of the fractional-order controller compared to its integer counterpart.

Joint sparse representation for robust multimodal biometrics recognition.

PubMed

Shekhar, Sumit; Patel, Vishal M; Nasrabadi, Nasser M; Chellappa, Rama

2014-01-01

Traditional biometric recognition systems rely on a single biometric signature for authentication. While the advantage of using multiple sources of information for establishing the identity has been widely recognized, computational models for multimodal biometrics recognition have only recently received attention. We propose a multimodal sparse representation method, which represents the test data by a sparse linear combination of training data, while constraining the observations from different modalities of the test subject to share their sparse representations. Thus, we simultaneously take into account correlations as well as coupling information among biometric modalities. A multimodal quality measure is also proposed to weigh each modality as it gets fused. Furthermore, we also kernelize the algorithm to handle nonlinearity in data. The optimization problem is solved using an efficient alternative direction method. Various experiments show that the proposed method compares favorably with competing fusion-based methods.

Applications of singular value analysis and partial-step algorithm for nonlinear orbit determination

NASA Technical Reports Server (NTRS)

Ryne, Mark S.; Wang, Tseng-Chan

1991-01-01

An adaptive method in which cruise and nonlinear orbit determination problems can be solved using a single program is presented. It involves singular value decomposition augmented with an extended partial step algorithm. The extended partial step algorithm constrains the size of the correction to the spacecraft state and other solve-for parameters. The correction is controlled by an a priori covariance and a user-supplied bounds parameter. The extended partial step method is an extension of the update portion of the singular value decomposition algorithm. It thus preserves the numerical stability of the singular value decomposition method, while extending the region over which it converges. In linear cases, this method reduces to the singular value decomposition algorithm with the full rank solution. Two examples are presented to illustrate the method's utility.

The inverse problem of the calculus of variations for discrete systems

NASA Astrophysics Data System (ADS)

Barbero-Liñán, María; Farré Puiggalí, Marta; Ferraro, Sebastián; Martín de Diego, David

2018-05-01

We develop a geometric version of the inverse problem of the calculus of variations for discrete mechanics and constrained discrete mechanics. The geometric approach consists of using suitable Lagrangian and isotropic submanifolds. We also provide a transition between the discrete and the continuous problems and propose variationality as an interesting geometric property to take into account in the design and computer simulation of numerical integrators for constrained systems. For instance, nonholonomic mechanics is generally non variational but some special cases admit an alternative variational description. We apply some standard nonholonomic integrators to such an example to study which ones conserve this property.

Solving constrained minimum-time robot problems using the sequential gradient restoration algorithm

NASA Technical Reports Server (NTRS)

Lee, Allan Y.

1991-01-01

Three constrained minimum-time control problems of a two-link manipulator are solved using the Sequential Gradient and Restoration Algorithm (SGRA). The inequality constraints considered are reduced via Valentine-type transformations to nondifferential path equality constraints. The SGRA is then used to solve these transformed problems with equality constraints. The results obtained indicate that at least one of the two controls is at its limits at any instant in time. The remaining control then adjusts itself so that none of the system constraints is violated. Hence, the minimum-time control is either a pure bang-bang control or a combined bang-bang/singular control.

Decision analysis with approximate probabilities

NASA Technical Reports Server (NTRS)

Whalen, Thomas

1992-01-01

This paper concerns decisions under uncertainty in which the probabilities of the states of nature are only approximately known. Decision problems involving three states of nature are studied. This is due to the fact that some key issues do not arise in two-state problems, while probability spaces with more than three states of nature are essentially impossible to graph. The primary focus is on two levels of probabilistic information. In one level, the three probabilities are separately rounded to the nearest tenth. This can lead to sets of rounded probabilities which add up to 0.9, 1.0, or 1.1. In the other level, probabilities are rounded to the nearest tenth in such a way that the rounded probabilities are forced to sum to 1.0. For comparison, six additional levels of probabilistic information, previously analyzed, were also included in the present analysis. A simulation experiment compared four criteria for decisionmaking using linearly constrained probabilities (Maximin, Midpoint, Standard Laplace, and Extended Laplace) under the eight different levels of information about probability. The Extended Laplace criterion, which uses a second order maximum entropy principle, performed best overall.

Application of multivariable search techniques to structural design optimization

NASA Technical Reports Server (NTRS)

Jones, R. T.; Hague, D. S.

1972-01-01

Multivariable optimization techniques are applied to a particular class of minimum weight structural design problems: the design of an axially loaded, pressurized, stiffened cylinder. Minimum weight designs are obtained by a variety of search algorithms: first- and second-order, elemental perturbation, and randomized techniques. An exterior penalty function approach to constrained minimization is employed. Some comparisons are made with solutions obtained by an interior penalty function procedure. In general, it would appear that an interior penalty function approach may not be as well suited to the class of design problems considered as the exterior penalty function approach. It is also shown that a combination of search algorithms will tend to arrive at an extremal design in a more reliable manner than a single algorithm. The effect of incorporating realistic geometrical constraints on stiffener cross-sections is investigated. A limited comparison is made between minimum weight cylinders designed on the basis of a linear stability analysis and cylinders designed on the basis of empirical buckling data. Finally, a technique for locating more than one extremal is demonstrated.

Mixed finite-element formulations in piezoelectricity and flexoelectricity

PubMed Central

2016-01-01

Flexoelectricity, the linear coupling of strain gradient and electric polarization, is inherently a size-dependent phenomenon. The energy storage function for a flexoelectric material depends not only on polarization and strain, but also strain-gradient. Thus, conventional finite-element methods formulated solely on displacement are inadequate to treat flexoelectric solids since gradients raise the order of the governing differential equations. Here, we introduce a computational framework based on a mixed formulation developed previously by one of the present authors and a colleague. This formulation uses displacement and displacement-gradient as separate variables which are constrained in a ‘weighted integral sense’ to enforce their known relation. We derive a variational formulation for boundary-value problems for piezo- and/or flexoelectric solids. We validate this computational framework against available exact solutions. Our new computational method is applied to more complex problems, including a plate with an elliptical hole, stationary cracks, as well as tension and shear of solids with a repeating unit cell. Our results address several issues of theoretical interest, generate predictions of experimental merit and reveal interesting flexoelectric phenomena with potential for application. PMID:27436967

Mixed finite-element formulations in piezoelectricity and flexoelectricity.

PubMed

Mao, Sheng; Purohit, Prashant K; Aravas, Nikolaos

2016-06-01

Flexoelectricity, the linear coupling of strain gradient and electric polarization, is inherently a size-dependent phenomenon. The energy storage function for a flexoelectric material depends not only on polarization and strain, but also strain-gradient. Thus, conventional finite-element methods formulated solely on displacement are inadequate to treat flexoelectric solids since gradients raise the order of the governing differential equations. Here, we introduce a computational framework based on a mixed formulation developed previously by one of the present authors and a colleague. This formulation uses displacement and displacement-gradient as separate variables which are constrained in a 'weighted integral sense' to enforce their known relation. We derive a variational formulation for boundary-value problems for piezo- and/or flexoelectric solids. We validate this computational framework against available exact solutions. Our new computational method is applied to more complex problems, including a plate with an elliptical hole, stationary cracks, as well as tension and shear of solids with a repeating unit cell. Our results address several issues of theoretical interest, generate predictions of experimental merit and reveal interesting flexoelectric phenomena with potential for application.

Analysis of explicit model predictive control for path-following control

PubMed Central

2018-01-01

In this paper, explicit Model Predictive Control(MPC) is employed for automated lane-keeping systems. MPC has been regarded as the key to handle such constrained systems. However, the massive computational complexity of MPC, which employs online optimization, has been a major drawback that limits the range of its target application to relatively small and/or slow problems. Explicit MPC can reduce this computational burden using a multi-parametric quadratic programming technique(mp-QP). The control objective is to derive an optimal front steering wheel angle at each sampling time so that autonomous vehicles travel along desired paths, including straight, circular, and clothoid parts, at high entry speeds. In terms of the design of the proposed controller, a method of choosing weighting matrices in an optimization problem and the range of horizons for path-following control are described through simulations. For the verification of the proposed controller, simulation results obtained using other control methods such as MPC, Linear-Quadratic Regulator(LQR), and driver model are employed, and CarSim, which reflects the features of a vehicle more realistically than MATLAB/Simulink, is used for reliable demonstration. PMID:29534080

Analysis of explicit model predictive control for path-following control.

PubMed

Lee, Junho; Chang, Hyuk-Jun

2018-01-01

In this paper, explicit Model Predictive Control(MPC) is employed for automated lane-keeping systems. MPC has been regarded as the key to handle such constrained systems. However, the massive computational complexity of MPC, which employs online optimization, has been a major drawback that limits the range of its target application to relatively small and/or slow problems. Explicit MPC can reduce this computational burden using a multi-parametric quadratic programming technique(mp-QP). The control objective is to derive an optimal front steering wheel angle at each sampling time so that autonomous vehicles travel along desired paths, including straight, circular, and clothoid parts, at high entry speeds. In terms of the design of the proposed controller, a method of choosing weighting matrices in an optimization problem and the range of horizons for path-following control are described through simulations. For the verification of the proposed controller, simulation results obtained using other control methods such as MPC, Linear-Quadratic Regulator(LQR), and driver model are employed, and CarSim, which reflects the features of a vehicle more realistically than MATLAB/Simulink, is used for reliable demonstration.

A real-time approximate optimal guidance law for flight in a plane

NASA Technical Reports Server (NTRS)

Feeley, Timothy S.; Speyer, Jason L.

1990-01-01

A real-time guidance scheme is presented for the problem of maximizing the payload into orbit subject to the equations of motion of a rocket over a nonrotating spherical earth. The flight is constrained to a path in the equatorial plane while reaching an orbital altitude at orbital injection speeds. The dynamics of the problem can be separated into primary and perturbation effects by a small parameter, epsilon, which is the ratio of the atmospheric scale height to the radius of the earth. The Hamilton-Jacobi-Bellman or dynamic programming equation is expanded in an asymptotic series where the zeroth-order term (epsilon = 0) can be obtained in closed form. The neglected perturbation terms are included in the higher-order terms of the expansion, which are determined from the solution of first-order linear partial differential equations requiring only integrations which are quadratures. The quadratures can be performed rapidly with emerging computer capability, so that real-time approximate optimization can be used to construct the launch guidance law. The application of this technique to flight in three-dimensions is made apparent from the solution presented.

The analysis of thin walled composite laminated helicopter rotor with hierarchical warping functions and finite element method

NASA Astrophysics Data System (ADS)

Zhu, Dechao; Deng, Zhongmin; Wang, Xingwei

2001-08-01

In the present paper, a series of hierarchical warping functions is developed to analyze the static and dynamic problems of thin walled composite laminated helicopter rotors composed of several layers with single closed cell. This method is the development and extension of the traditional constrained warping theory of thin walled metallic beams, which had been proved very successful since 1940s. The warping distribution along the perimeter of each layer is expanded into a series of successively corrective warping functions with the traditional warping function caused by free torsion or free bending as the first term, and is assumed to be piecewise linear along the thickness direction of layers. The governing equations are derived based upon the variational principle of minimum potential energy for static analysis and Rayleigh Quotient for free vibration analysis. Then the hierarchical finite element method is introduced to form a numerical algorithm. Both static and natural vibration problems of sample box beams are analyzed with the present method to show the main mechanical behavior of the thin walled composite laminated helicopter rotor.

A shrinking hypersphere PSO for engineering optimisation problems

NASA Astrophysics Data System (ADS)

Yadav, Anupam; Deep, Kusum

2016-03-01

Many real-world and engineering design problems can be formulated as constrained optimisation problems (COPs). Swarm intelligence techniques are a good approach to solve COPs. In this paper an efficient shrinking hypersphere-based particle swarm optimisation (SHPSO) algorithm is proposed for constrained optimisation. The proposed SHPSO is designed in such a way that the movement of the particle is set to move under the influence of shrinking hyperspheres. A parameter-free approach is used to handle the constraints. The performance of the SHPSO is compared against the state-of-the-art algorithms for a set of 24 benchmark problems. An exhaustive comparison of the results is provided statistically as well as graphically. Moreover three engineering design problems namely welded beam design, compressed string design and pressure vessel design problems are solved using SHPSO and the results are compared with the state-of-the-art algorithms.

Waste management under multiple complexities: Inexact piecewise-linearization-based fuzzy flexible programming

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

Modified Backtracking Search Optimization Algorithm Inspired by Simulated Annealing for Constrained Engineering Optimization Problems

PubMed Central

Wang, Hailong; Sun, Yuqiu; Su, Qinghua; Xia, Xuewen

2018-01-01

The backtracking search optimization algorithm (BSA) is a population-based evolutionary algorithm for numerical optimization problems. BSA has a powerful global exploration capacity while its local exploitation capability is relatively poor. This affects the convergence speed of the algorithm. In this paper, we propose a modified BSA inspired by simulated annealing (BSAISA) to overcome the deficiency of BSA. In the BSAISA, the amplitude control factor (F) is modified based on the Metropolis criterion in simulated annealing. The redesigned F could be adaptively decreased as the number of iterations increases and it does not introduce extra parameters. A self-adaptive ε-constrained method is used to handle the strict constraints. We compared the performance of the proposed BSAISA with BSA and other well-known algorithms when solving thirteen constrained benchmarks and five engineering design problems. The simulation results demonstrated that BSAISA is more effective than BSA and more competitive with other well-known algorithms in terms of convergence speed. PMID:29666635

Vehicle routing problem with time windows using natural inspired algorithms

NASA Astrophysics Data System (ADS)

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

2018-03-01

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

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

NASA Astrophysics Data System (ADS)

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

2016-12-01

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

An expert system for choosing the best combination of options in a general purpose program for automated design synthesis

NASA Technical Reports Server (NTRS)

Rogers, J. L.; Barthelemy, J.-F. M.

1986-01-01

An expert system called EXADS has been developed to aid users of the Automated Design Synthesis (ADS) general purpose optimization program. ADS has approximately 100 combinations of strategy, optimizer, and one-dimensional search options from which to choose. It is difficult for a nonexpert to make this choice. This expert system aids the user in choosing the best combination of options based on the users knowledge of the problem and the expert knowledge stored in the knowledge base. The knowledge base is divided into three categories; constrained problems, unconstrained problems, and constrained problems being treated as unconstrained problems. The inference engine and rules are written in LISP, contains about 200 rules, and executes on DEC-VAX (with Franz-LISP) and IBM PC (with IQ-LISP) computers.

Molecularly imprinted cavities template the macrocyclization of tetrapeptides.

PubMed

Tai, Dar-Fu; Lin, Yee-Fung

2008-11-21

Cavities formed using cyclic tetrapeptides (CTPs) or heat-induced conformers act as templates for cyclization; the cavities bind to linear tetrapeptides and enforce turn conformations to enhance cyclization to constrained CTPs.

Applications of a constrained mechanics methodology in economics

NASA Astrophysics Data System (ADS)

Janová, Jitka

2011-11-01

This paper presents instructive interdisciplinary applications of constrained mechanics calculus in economics on a level appropriate for undergraduate physics education. The aim of the paper is (i) to meet the demand for illustrative examples suitable for presenting the background of the highly expanding research field of econophysics even at the undergraduate level and (ii) to enable the students to gain a deeper understanding of the principles and methods routinely used in mechanics by looking at the well-known methodology from the different perspective of economics. Two constrained dynamic economic problems are presented using the economic terminology in an intuitive way. First, the Phillips model of the business cycle is presented as a system of forced oscillations and the general problem of two interacting economies is solved by the nonholonomic dynamics approach. Second, the Cass-Koopmans-Ramsey model of economical growth is solved as a variational problem with a velocity-dependent constraint using the vakonomic approach. The specifics of the solution interpretation in economics compared to mechanics is discussed in detail, a discussion of the nonholonomic and vakonomic approaches to constrained problems in mechanics and economics is provided and an economic interpretation of the Lagrange multipliers (possibly surprising for the students of physics) is carefully explained. This paper can be used by the undergraduate students of physics interested in interdisciplinary physics applications to gain an understanding of the current scientific approach to economics based on a physical background, or by university teachers as an attractive supplement to classical mechanics lessons.

HFEM3D

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

Weiss, Chester J

Software solves the three-dimensional Poisson equation div(k(grad(u)) = f, by the finite element method for the case when material properties, k, are distributed over hierarchy of edges, facets and tetrahedra in the finite element mesh. Method is described in Weiss, CJ, Finite element analysis for model parameters distributed on a hierarchy of geometric simplices, Geophysics, v82, E155-167, doi:10.1190/GEO2017-0058.1 (2017). A standard finite element method for solving Poisson’s equation is augmented by including in the 3D stiffness matrix additional 2D and 1D stiffness matrices representing the contributions from material properties associated with mesh faces and edges, respectively. The resulting linear systemmore » is solved iteratively using the conjugate gradient method with Jacobi preconditioning. To minimize computer storage for program execution, the linear solver computes matrix-vector contractions element-by-element over the mesh, without explicit storage of the global stiffness matrix. Program output vtk compliant for visualization and rendering by 3rd party software. Program uses dynamic memory allocation and as such there are no hard limits on problem size outside of those imposed by the operating system and configuration on which the software is run. Dimension, N, of the finite element solution vector is constrained by the the addressable space in 32-vs-64 bit operating systems. Total storage requirements for the problem. Total working space required for the program is approximately 13*N double precision words.« less

Adjoint-Based Sensitivity Kernels for Glacial Isostatic Adjustment in a Laterally Varying Earth

NASA Astrophysics Data System (ADS)

Crawford, O.; Al-Attar, D.; Tromp, J.; Mitrovica, J. X.; Austermann, J.; Lau, H. C. P.

2017-12-01

We consider a new approach to both the forward and inverse problems in glacial isostatic adjustment. We present a method for forward modelling GIA in compressible and laterally heterogeneous earth models with a variety of linear and non-linear rheologies. Instead of using the so-called sea level equation, which must be solved iteratively, the forward theory we present consists of a number of coupled evolution equations that can be straightforwardly numerically integrated. We also apply the adjoint method to the inverse problem in order to calculate the derivatives of measurements of GIA with respect to the viscosity structure of the Earth. Such derivatives quantify the sensitivity of the measurements to the model. The adjoint method enables efficient calculation of continuous and laterally varying derivatives, allowing us to calculate the sensitivity of measurements of glacial isostatic adjustment to the Earth's three-dimensional viscosity structure. The derivatives have a number of applications within the inverse method. Firstly, they can be used within a gradient-based optimisation method to find a model which minimises some data misfit function. The derivatives can also be used to quantify the uncertainty in such a model and hence to provide understanding of which parts of the model are well constrained. Finally, they enable construction of measurements which provide sensitivity to a particular part of the model space. We illustrate both the forward and inverse aspects with numerical examples in a spherically symmetric earth model.

Open-path FTIR data reduction algorithm with atmospheric absorption corrections: the NONLIN code

NASA Astrophysics Data System (ADS)

Phillips, William; Russwurm, George M.

1999-02-01

This paper describes the progress made to date in developing, testing, and refining a data reduction computer code, NONLIN, that alleviates many of the difficulties experienced in the analysis of open path FTIR data. Among the problems that currently effect FTIR open path data quality are: the inability to obtain a true I degree or background, spectral interferences of atmospheric gases such as water vapor and carbon dioxide, and matching the spectral resolution and shift of the reference spectra to a particular field instrument. This algorithm is based on a non-linear fitting scheme and is therefore not constrained by many of the assumptions required for the application of linear methods such as classical least squares (CLS). As a result, a more realistic mathematical model of the spectral absorption measurement process can be employed in the curve fitting process. Applications of the algorithm have proven successful in circumventing open path data reduction problems. However, recent studies, by one of the authors, of the temperature and pressure effects on atmospheric absorption indicate there exist temperature and water partial pressure effects that should be incorporated into the NONLIN algorithm for accurate quantification of gas concentrations. This paper investigates the sources of these phenomena. As a result of this study a partial pressure correction has been employed in NONLIN computer code. Two typical field spectra are examined to determine what effect the partial pressure correction has on gas quantification.

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

NASA Astrophysics Data System (ADS)

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

2016-12-01

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

CAMPways: constrained alignment framework for the comparative analysis of a pair of metabolic pathways.

PubMed

Abaka, Gamze; Bıyıkoğlu, Türker; Erten, Cesim

2013-07-01

Given a pair of metabolic pathways, an alignment of the pathways corresponds to a mapping between similar substructures of the pair. Successful alignments may provide useful applications in phylogenetic tree reconstruction, drug design and overall may enhance our understanding of cellular metabolism. We consider the problem of providing one-to-many alignments of reactions in a pair of metabolic pathways. We first provide a constrained alignment framework applicable to the problem. We show that the constrained alignment problem even in a primitive setting is computationally intractable, which justifies efforts for designing efficient heuristics. We present our Constrained Alignment of Metabolic Pathways (CAMPways) algorithm designed for this purpose. Through extensive experiments involving a large pathway database, we demonstrate that when compared with a state-of-the-art alternative, the CAMPways algorithm provides better alignment results on metabolic networks as far as measures based on same-pathway inclusion and biochemical significance are concerned. The execution speed of our algorithm constitutes yet another important improvement over alternative algorithms. Open source codes, executable binary, useful scripts, all the experimental data and the results are freely available as part of the Supplementary Material at http://code.google.com/p/campways/. Supplementary data are available at Bioinformatics online.

Fat water decomposition using globally optimal surface estimation (GOOSE) algorithm.

PubMed

Cui, Chen; Wu, Xiaodong; Newell, John D; Jacob, Mathews

2015-03-01

This article focuses on developing a novel noniterative fat water decomposition algorithm more robust to fat water swaps and related ambiguities. Field map estimation is reformulated as a constrained surface estimation problem to exploit the spatial smoothness of the field, thus minimizing the ambiguities in the recovery. Specifically, the differences in the field map-induced frequency shift between adjacent voxels are constrained to be in a finite range. The discretization of the above problem yields a graph optimization scheme, where each node of the graph is only connected with few other nodes. Thanks to the low graph connectivity, the problem is solved efficiently using a noniterative graph cut algorithm. The global minimum of the constrained optimization problem is guaranteed. The performance of the algorithm is compared with that of state-of-the-art schemes. Quantitative comparisons are also made against reference data. The proposed algorithm is observed to yield more robust fat water estimates with fewer fat water swaps and better quantitative results than other state-of-the-art algorithms in a range of challenging applications. The proposed algorithm is capable of considerably reducing the swaps in challenging fat water decomposition problems. The experiments demonstrate the benefit of using explicit smoothness constraints in field map estimation and solving the problem using a globally convergent graph-cut optimization algorithm. © 2014 Wiley Periodicals, Inc.

Benchmarking optimization software with COPS 3.0.

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

Dolan, E. D.; More, J. J.; Munson, T. S.

2004-05-24

The authors describe version 3.0 of the COPS set of nonlinearly constrained optimization problems. They have added new problems, as well as streamlined and improved most of the problems. They also provide a comparison of the FILTER, KNITRO, LOQO, MINOS, and SNOPT solvers on these problems.

Multicasting for all-optical multifiber networks

NASA Astrophysics Data System (ADS)

Kã¶Ksal, Fatih; Ersoy, Cem

2007-02-01

All-optical wavelength-routed WDM WANs can support the high bandwidth and the long session duration requirements of the application scenarios such as interactive distance learning or on-line diagnosis of patients simultaneously in different hospitals. However, multifiber and limited sparse light splitting and wavelength conversion capabilities of switches result in a difficult optimization problem. We attack this problem using a layered graph model. The problem is defined as a k-edge-disjoint degree-constrained Steiner tree problem for routing and fiber and wavelength assignment of k multicasts. A mixed integer linear programming formulation for the problem is given, and a solution using CPLEX is provided. However, the complexity of the problem grows quickly with respect to the number of edges in the layered graph, which depends on the number of nodes, fibers, wavelengths, and multicast sessions. Hence, we propose two heuristics layered all-optical multicast algorithm [(LAMA) and conservative fiber and wavelength assignment (C-FWA)] to compare with CPLEX, existing work, and unicasting. Extensive computational experiments show that LAMA's performance is very close to CPLEX, and it is significantly better than existing work and C-FWA for nearly all metrics, since LAMA jointly optimizes routing and fiber-wavelength assignment phases compared with the other candidates, which attack the problem by decomposing two phases. Experiments also show that important metrics (e.g., session and group blocking probability, transmitter wavelength, and fiber conversion resources) are adversely affected by the separation of two phases. Finally, the fiber-wavelength assignment strategy of C-FWA (Ex-Fit) uses wavelength and fiber conversion resources more effectively than the First Fit.

Linear diffusion model dating of cinder cones in Central Anatolia, Turkey

NASA Astrophysics Data System (ADS)

O'Sadnick, L. G.; Reid, M. R.; Cline, M. L.; Cosca, M. A.; Kuscu, G.

2013-12-01

The progressive decrease in slope angle, cone height and cone height/width ratio over time provides the basis for geomorphic dating of cinder cones using linear diffusion models. Previous research using diffusion models to date cinder cones has focused on the cone height/width ratio as the basis for dating cones of unknown age [1,2]. Here we apply linear diffusion models to dating cinder cones. A suite of 16 cinder cones from the Hasandağ volcano area of the Neogene-Quaternary Central Anatolian Volcanic Zone, for which samples are available, were selected for morphologic dating analysis. New 40Ar/39Ar dates for five of these cones range from 62 × 4 to 517 × 9 ka. Linear diffusion models were used to model the erosional degradation of each cone. Diffusion coefficients (κ) for the 5 cinder cones with known ages were constrained by comparing various modeled slope profiles to the current slope profile. The resulting κ is 7.5×0.5 m2kyr-1. Using this κ value, eruption ages were modeled for the remaining 11 cinder cones and range from 53×3 to 455×30 ka. These ages are within the range of ages previously reported for cinder cones in the Hasandağ region. The linear diffusion model-derived ages are being compared to additional new 40Ar/39Ar dates in order to further assess the applicability of morphological dating to constrain the ages of cinder cones. The relatively well-constrained κ value we obtained by applying the linear diffusion model to cinder cones that range in age by nearly 500 ka suggests that this model can be used to date cinder cones. This κ value is higher than the well-established value of κ =3.9 for a cinder cone in a similar climate [3]. Therefore our work confirms the importance of determining appropriate κ values from nearby cones with known ages. References 1. C.A. Wood, J. Volcanol. Geotherm. Res. 8, 137 (1980) 2. D.M. Wood, M.F. Sheridan, J. Volcanol. Geotherm. Res. 83, 241 (1998) 3. J.D. Pelletier, M.L. Cline, Geology 35, 1067 (2007)

Linear-constraint wavefront control for exoplanet coronagraphic imaging systems

NASA Astrophysics Data System (ADS)

Sun, He; Eldorado Riggs, A. J.; Kasdin, N. Jeremy; Vanderbei, Robert J.; Groff, Tyler Dean

2017-01-01

A coronagraph is a leading technology for achieving high-contrast imaging of exoplanets in a space telescope. It uses a system of several masks to modify the diffraction and achieve extremely high contrast in the image plane around target stars. However, coronagraphic imaging systems are very sensitive to optical aberrations, so wavefront correction using deformable mirrors (DMs) is necessary to avoid contrast degradation in the image plane. Electric field conjugation (EFC) and Stroke minimization (SM) are two primary high-contrast wavefront controllers explored in the past decade. EFC minimizes the average contrast in the search areas while regularizing the strength of the control inputs. Stroke minimization calculates the minimum DM commands under the constraint that a target average contrast is achieved. Recently in the High Contrast Imaging Lab at Princeton University (HCIL), a new linear-constraint wavefront controller based on stroke minimization was developed and demonstrated using numerical simulation. Instead of only constraining the average contrast over the entire search area, the new controller constrains the electric field of each single pixel using linear programming, which could led to significant increases in speed of the wavefront correction and also create more uniform dark holes. As a follow-up of this work, another linear-constraint controller modified from EFC is demonstrated theoretically and numerically and the lab verification of the linear-constraint controllers is reported. Based on the simulation and lab results, the pros and cons of linear-constraint controllers are carefully compared with EFC and stroke minimization.

Fitting and forecasting coupled dark energy in the non-linear regime

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

Casas, Santiago; Amendola, Luca; Pettorino, Valeria

2016-01-01

We consider cosmological models in which dark matter feels a fifth force mediated by the dark energy scalar field, also known as coupled dark energy. Our interest resides in estimating forecasts for future surveys like Euclid when we take into account non-linear effects, relying on new fitting functions that reproduce the non-linear matter power spectrum obtained from N-body simulations. We obtain fitting functions for models in which the dark matter-dark energy coupling is constant. Their validity is demonstrated for all available simulations in the redshift range 0z=–1.6 and wave modes below 0k=1 h/Mpc. These fitting formulas can be used tomore » test the predictions of the model in the non-linear regime without the need for additional computing-intensive N-body simulations. We then use these fitting functions to perform forecasts on the constraining power that future galaxy-redshift surveys like Euclid will have on the coupling parameter, using the Fisher matrix method for galaxy clustering (GC) and weak lensing (WL). We find that by using information in the non-linear power spectrum, and combining the GC and WL probes, we can constrain the dark matter-dark energy coupling constant squared, β{sup 2}, with precision smaller than 4% and all other cosmological parameters better than 1%, which is a considerable improvement of more than an order of magnitude compared to corresponding linear power spectrum forecasts with the same survey specifications.« less

Constraints on Cosmology and Gravity from the Growth of X-ray Luminous Galaxy Clusters

NASA Astrophysics Data System (ADS)

Mantz, Adam; Allen, S. W.; Rapetti, D.; Ebeling, H.; Drlica-Wagner, A.

2010-03-01

I will present simultaneous constraints on galaxy cluster X-ray scaling relations and models of cosmology and gravity obtained from observations of the growth of massive clusters. The data set consists of 238 flux-selected clusters at redshifts z≤0.5 drawn from the ROSAT All-Sky Survey, and incorporates extensive Chandra follow-up observations. Our results on the scaling relations are consistent with excess heating of the intracluster medium, although the evolution of the relations remains consistent with the predictions of simple gravitational collapse models. For spatially flat, constant-w cosmological models, the cluster data yield Ωm=0.23±0.04, σ8=0.82±0.05, and w=-1.01±0.20, including conservative allowances for systematic uncertainties. Our results are consistent and competitive with a variety of independent cosmological data. In evolving-w models, marginalizing over transition redshifts in the range 0.05-1, the combination of the growth of structure data with the cosmic microwave background, supernovae, cluster gas mass fractions and baryon acoustic oscillations constrains the dark energy equation of state at late and early times to be respectively w0=-0.88±0.21 and wet=-1.05+0.20-0.36. Applying this combination of data to the problem of determining fundamental neutrino properties, we place an upper limit on the species-summed neutrino mass at 0.33eV (95% CL) and constrain the effective number of relativistic species to 3.4±0.6. In addition to dark energy and related problems, such data can be used to test the predictions of General Relativity. Introducing the standard Peebles/Linder parametrization of the linear growth rate, we use the cluster data to constrain the growth of structure, independent of the expansion of the Universe. Our analysis provides a tight constraint on the combination γ(σ8/0.8)6.8=0.55+0.13-0.10, and is simultaneously consistent with the predictions of relativity (γ=0.55) and the cosmological constant expansion model. This work was funded by NASA, the U.S. Department of Energy, and Stanford University.

Learning Incoherent Sparse and Low-Rank Patterns from Multiple Tasks

PubMed Central

Chen, Jianhui; Liu, Ji; Ye, Jieping

2013-01-01

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

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

PubMed

Chen, Jianhui; Liu, Ji; Ye, Jieping

2012-02-01

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

Stock management in hospital pharmacy using chance-constrained model predictive control.

PubMed

Jurado, I; Maestre, J M; Velarde, P; Ocampo-Martinez, C; Fernández, I; Tejera, B Isla; Prado, J R Del

2016-05-01

One of the most important problems in the pharmacy department of a hospital is stock management. The clinical need for drugs must be satisfied with limited work labor while minimizing the use of economic resources. The complexity of the problem resides in the random nature of the drug demand and the multiple constraints that must be taken into account in every decision. In this article, chance-constrained model predictive control is proposed to deal with this problem. The flexibility of model predictive control allows taking into account explicitly the different objectives and constraints involved in the problem while the use of chance constraints provides a trade-off between conservativeness and efficiency. The solution proposed is assessed to study its implementation in two Spanish hospitals. Copyright © 2015 Elsevier Ltd. All rights reserved.

Constrained Null Space Component Analysis for Semiblind Source Separation Problem.

PubMed

Hwang, Wen-Liang; Lu, Keng-Shih; Ho, Jinn

2018-02-01

The blind source separation (BSS) problem extracts unknown sources from observations of their unknown mixtures. A current trend in BSS is the semiblind approach, which incorporates prior information on sources or how the sources are mixed. The constrained independent component analysis (ICA) approach has been studied to impose constraints on the famous ICA framework. We introduced an alternative approach based on the null space component (NCA) framework and referred to the approach as the c-NCA approach. We also presented the c-NCA algorithm that uses signal-dependent semidefinite operators, which is a bilinear mapping, as signatures for operator design in the c-NCA approach. Theoretically, we showed that the source estimation of the c-NCA algorithm converges with a convergence rate dependent on the decay of the sequence, obtained by applying the estimated operators on corresponding sources. The c-NCA can be formulated as a deterministic constrained optimization method, and thus, it can take advantage of solvers developed in optimization society for solving the BSS problem. As examples, we demonstrated electroencephalogram interference rejection problems can be solved by the c-NCA with proximal splitting algorithms by incorporating a sparsity-enforcing separation model and considering the case when reference signals are available.

Joint probabilistic determination of earthquake location and velocity structure: application to local and regional events

NASA Astrophysics Data System (ADS)

Beucler, E.; Haugmard, M.; Mocquet, A.

2016-12-01

The most widely used inversion schemes to locate earthquakes are based on iterative linearized least-squares algorithms and using an a priori knowledge of the propagation medium. When a small amount of observations is available for moderate events for instance, these methods may lead to large trade-offs between outputs and both the velocity model and the initial set of hypocentral parameters. We present a joint structure-source determination approach using Bayesian inferences. Monte-Carlo continuous samplings, using Markov chains, generate models within a broad range of parameters, distributed according to the unknown posterior distributions. The non-linear exploration of both the seismic structure (velocity and thickness) and the source parameters relies on a fast forward problem using 1-D travel time computations. The a posteriori covariances between parameters (hypocentre depth, origin time and seismic structure among others) are computed and explicitly documented. This method manages to decrease the influence of the surrounding seismic network geometry (sparse and/or azimuthally inhomogeneous) and a too constrained velocity structure by inferring realistic distributions on hypocentral parameters. Our algorithm is successfully used to accurately locate events of the Armorican Massif (western France), which is characterized by moderate and apparently diffuse local seismicity.

Flux-corrected transport algorithms for continuous Galerkin methods based on high order Bernstein finite elements

NASA Astrophysics Data System (ADS)

Lohmann, Christoph; Kuzmin, Dmitri; Shadid, John N.; Mabuza, Sibusiso

2017-09-01

This work extends the flux-corrected transport (FCT) methodology to arbitrary order continuous finite element discretizations of scalar conservation laws on simplex meshes. Using Bernstein polynomials as local basis functions, we constrain the total variation of the numerical solution by imposing local discrete maximum principles on the Bézier net. The design of accuracy-preserving FCT schemes for high order Bernstein-Bézier finite elements requires the development of new algorithms and/or generalization of limiting techniques tailored for linear and multilinear Lagrange elements. In this paper, we propose (i) a new discrete upwinding strategy leading to local extremum bounded low order approximations with compact stencils, (ii) high order variational stabilization based on the difference between two gradient approximations, and (iii) new localized limiting techniques for antidiffusive element contributions. The optional use of a smoothness indicator, based on a second derivative test, makes it possible to potentially avoid unnecessary limiting at smooth extrema and achieve optimal convergence rates for problems with smooth solutions. The accuracy of the proposed schemes is assessed in numerical studies for the linear transport equation in 1D and 2D.

Efficient and Accurate Optimal Linear Phase FIR Filter Design Using Opposition-Based Harmony Search Algorithm

PubMed Central

Saha, S. K.; Dutta, R.; Choudhury, R.; Kar, R.; Mandal, D.; Ghoshal, S. P.

2013-01-01

In this paper, opposition-based harmony search has been applied for the optimal design of linear phase FIR filters. RGA, PSO, and DE have also been adopted for the sake of comparison. The original harmony search algorithm is chosen as the parent one, and opposition-based approach is applied. During the initialization, randomly generated population of solutions is chosen, opposite solutions are also considered, and the fitter one is selected as a priori guess. In harmony memory, each such solution passes through memory consideration rule, pitch adjustment rule, and then opposition-based reinitialization generation jumping, which gives the optimum result corresponding to the least error fitness in multidimensional search space of FIR filter design. Incorporation of different control parameters in the basic HS algorithm results in the balancing of exploration and exploitation of search space. Low pass, high pass, band pass, and band stop FIR filters are designed with the proposed OHS and other aforementioned algorithms individually for comparative optimization performance. A comparison of simulation results reveals the optimization efficacy of the OHS over the other optimization techniques for the solution of the multimodal, nondifferentiable, nonlinear, and constrained FIR filter design problems. PMID:23844390

Efficient and accurate optimal linear phase FIR filter design using opposition-based harmony search algorithm.

PubMed

Saha, S K; Dutta, R; Choudhury, R; Kar, R; Mandal, D; Ghoshal, S P

2013-01-01

In this paper, opposition-based harmony search has been applied for the optimal design of linear phase FIR filters. RGA, PSO, and DE have also been adopted for the sake of comparison. The original harmony search algorithm is chosen as the parent one, and opposition-based approach is applied. During the initialization, randomly generated population of solutions is chosen, opposite solutions are also considered, and the fitter one is selected as a priori guess. In harmony memory, each such solution passes through memory consideration rule, pitch adjustment rule, and then opposition-based reinitialization generation jumping, which gives the optimum result corresponding to the least error fitness in multidimensional search space of FIR filter design. Incorporation of different control parameters in the basic HS algorithm results in the balancing of exploration and exploitation of search space. Low pass, high pass, band pass, and band stop FIR filters are designed with the proposed OHS and other aforementioned algorithms individually for comparative optimization performance. A comparison of simulation results reveals the optimization efficacy of the OHS over the other optimization techniques for the solution of the multimodal, nondifferentiable, nonlinear, and constrained FIR filter design problems.

Reusable Launch Vehicle Control In Multiple Time Scale Sliding Modes

NASA Technical Reports Server (NTRS)

Shtessel, Yuri; Hall, Charles; Jackson, Mark

2000-01-01

A reusable launch vehicle control problem during ascent is addressed via multiple-time scaled continuous sliding mode control. The proposed sliding mode controller utilizes a two-loop structure and provides robust, de-coupled tracking of both orientation angle command profiles and angular rate command profiles in the presence of bounded external disturbances and plant uncertainties. Sliding mode control causes the angular rate and orientation angle tracking error dynamics to be constrained to linear, de-coupled, homogeneous, and vector valued differential equations with desired eigenvalues placement. Overall stability of a two-loop control system is addressed. An optimal control allocation algorithm is designed that allocates torque commands into end-effector deflection commands, which are executed by the actuators. The dual-time scale sliding mode controller was designed for the X-33 technology demonstration sub-orbital launch vehicle in the launch mode. Simulation results show that the designed controller provides robust, accurate, de-coupled tracking of the orientation angle command profiles in presence of external disturbances and vehicle inertia uncertainties. This is a significant advancement in performance over that achieved with linear, gain scheduled control systems currently being used for launch vehicles.

Reflections of the social environment in chimpanzee memory: applying rational analysis beyond humans.

PubMed

Stevens, Jeffrey R; Marewski, Julian N; Schooler, Lael J; Gilby, Ian C

2016-08-01

In cognitive science, the rational analysis framework allows modelling of how physical and social environments impose information-processing demands onto cognitive systems. In humans, for example, past social contact among individuals predicts their future contact with linear and power functions. These features of the human environment constrain the optimal way to remember information and probably shape how memory records are retained and retrieved. We offer a primer on how biologists can apply rational analysis to study animal behaviour. Using chimpanzees ( Pan troglodytes ) as a case study, we modelled 19 years of observational data on their social contact patterns. Much like humans, the frequency of past encounters in chimpanzees linearly predicted future encounters, and the recency of past encounters predicted future encounters with a power function. Consistent with the rational analyses carried out for human memory, these findings suggest that chimpanzee memory performance should reflect those environmental regularities. In re-analysing existing chimpanzee memory data, we found that chimpanzee memory patterns mirrored their social contact patterns. Our findings hint that human and chimpanzee memory systems may have evolved to solve similar information-processing problems. Overall, rational analysis offers novel theoretical and methodological avenues for the comparative study of cognition.

Reflections of the social environment in chimpanzee memory: applying rational analysis beyond humans

PubMed Central

Marewski, Julian N.; Schooler, Lael J.; Gilby, Ian C.

2016-01-01

In cognitive science, the rational analysis framework allows modelling of how physical and social environments impose information-processing demands onto cognitive systems. In humans, for example, past social contact among individuals predicts their future contact with linear and power functions. These features of the human environment constrain the optimal way to remember information and probably shape how memory records are retained and retrieved. We offer a primer on how biologists can apply rational analysis to study animal behaviour. Using chimpanzees (Pan troglodytes) as a case study, we modelled 19 years of observational data on their social contact patterns. Much like humans, the frequency of past encounters in chimpanzees linearly predicted future encounters, and the recency of past encounters predicted future encounters with a power function. Consistent with the rational analyses carried out for human memory, these findings suggest that chimpanzee memory performance should reflect those environmental regularities. In re-analysing existing chimpanzee memory data, we found that chimpanzee memory patterns mirrored their social contact patterns. Our findings hint that human and chimpanzee memory systems may have evolved to solve similar information-processing problems. Overall, rational analysis offers novel theoretical and methodological avenues for the comparative study of cognition. PMID:27853606

A Stationary North-Finding Scheme for an Azimuth Rotational IMU Utilizing a Linear State Equality Constraint

PubMed Central

Yu, Huapeng; Zhu, Hai; Gao, Dayuan; Yu, Meng; Wu, Wenqi

2015-01-01

The Kalman filter (KF) has always been used to improve north-finding performance under practical conditions. By analyzing the characteristics of the azimuth rotational inertial measurement unit (ARIMU) on a stationary base, a linear state equality constraint for the conventional KF used in the fine north-finding filtering phase is derived. Then, a constrained KF using the state equality constraint is proposed and studied in depth. Estimation behaviors of the concerned navigation errors when implementing the conventional KF scheme and the constrained KF scheme during stationary north-finding are investigated analytically by the stochastic observability approach, which can provide explicit formulations of the navigation errors with influencing variables. Finally, multiple practical experimental tests at a fixed position are done on a postulate system to compare the stationary north-finding performance of the two filtering schemes. In conclusion, this study has successfully extended the utilization of the stochastic observability approach for analytic descriptions of estimation behaviors of the concerned navigation errors, and the constrained KF scheme has demonstrated its superiority over the conventional KF scheme for ARIMU stationary north-finding both theoretically and practically. PMID:25688588

Constrained Surface-Level Gateway Placement for Underwater Acoustic Wireless Sensor Networks

NASA Astrophysics Data System (ADS)

Li, Deying; Li, Zheng; Ma, Wenkai; Chen, Hong

One approach to guarantee the performance of underwater acoustic sensor networks is to deploy multiple Surface-level Gateways (SGs) at the surface. This paper addresses the connected (or survivable) Constrained Surface-level Gateway Placement (C-SGP) problem for 3-D underwater acoustic sensor networks. Given a set of candidate locations where SGs can be placed, our objective is to place minimum number of SGs at a subset of candidate locations such that it is connected (or 2-connected) from any USN to the base station. We propose a polynomial time approximation algorithm for the connected C-SGP problem and survivable C-SGP problem, respectively. Simulations are conducted to verify our algorithms' efficiency.

An adaptive finite element method for the inequality-constrained Reynolds equation

NASA Astrophysics Data System (ADS)

Gustafsson, Tom; Rajagopal, Kumbakonam R.; Stenberg, Rolf; Videman, Juha

2018-07-01

We present a stabilized finite element method for the numerical solution of cavitation in lubrication, modeled as an inequality-constrained Reynolds equation. The cavitation model is written as a variable coefficient saddle-point problem and approximated by a residual-based stabilized method. Based on our recent results on the classical obstacle problem, we present optimal a priori estimates and derive novel a posteriori error estimators. The method is implemented as a Nitsche-type finite element technique and shown in numerical computations to be superior to the usually applied penalty methods.

Multiple utility constrained multi-objective programs using Bayesian theory

NASA Astrophysics Data System (ADS)

Abbasian, Pooneh; Mahdavi-Amiri, Nezam; Fazlollahtabar, Hamed

2018-03-01

A utility function is an important tool for representing a DM's preference. We adjoin utility functions to multi-objective optimization problems. In current studies, usually one utility function is used for each objective function. Situations may arise for a goal to have multiple utility functions. Here, we consider a constrained multi-objective problem with each objective having multiple utility functions. We induce the probability of the utilities for each objective function using Bayesian theory. Illustrative examples considering dependence and independence of variables are worked through to demonstrate the usefulness of the proposed model.

Necessary optimality conditions for infinite dimensional state constrained control problems

NASA Astrophysics Data System (ADS)

Frankowska, H.; Marchini, E. M.; Mazzola, M.

2018-06-01

This paper is concerned with first order necessary optimality conditions for state constrained control problems in separable Banach spaces. Assuming inward pointing conditions on the constraint, we give a simple proof of Pontryagin maximum principle, relying on infinite dimensional neighboring feasible trajectories theorems proved in [20]. Further, we provide sufficient conditions guaranteeing normality of the maximum principle. We work in the abstract semigroup setting, but nevertheless we apply our results to several concrete models involving controlled PDEs. Pointwise state constraints (as positivity of the solutions) are allowed.

Local structure of equality constrained NLP problems

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

Mari, J.

We show that locally around a feasible point, the behavior of an equality constrained nonlinear program is described by the gradient and the Hessian of the Lagrangian on the tangent subspace. In particular this holds true for reduced gradient approaches. Applying the same ideas to the control of nonlinear ODE:s, one can device first and second order methods that can be applied also to stiff problems. We finally describe an application of these ideas to the optimization of the production of human growth factor by fed-batch fermentation.

A New Model for Solving Time-Cost-Quality Trade-Off Problems in Construction

PubMed Central

Fu, Fang; Zhang, Tao

2016-01-01

A poor quality affects project makespan and its total costs negatively, but it can be recovered by repair works during construction. We construct a new non-linear programming model based on the classic multi-mode resource constrained project scheduling problem considering repair works. In order to obtain satisfactory quality without a high increase of project cost, the objective is to minimize total quality cost which consists of the prevention cost and failure cost according to Quality-Cost Analysis. A binary dependent normal distribution function is adopted to describe the activity quality; Cumulative quality is defined to determine whether to initiate repair works, according to the different relationships among activity qualities, namely, the coordinative and precedence relationship. Furthermore, a shuffled frog-leaping algorithm is developed to solve this discrete trade-off problem based on an adaptive serial schedule generation scheme and adjusted activity list. In the program of the algorithm, the frog-leaping progress combines the crossover operator of genetic algorithm and a permutation-based local search. Finally, an example of a construction project for a framed railway overpass is provided to examine the algorithm performance, and it assist in decision making to search for the appropriate makespan and quality threshold with minimal cost. PMID:27911939

Unstructured Finite Elements and Dynamic Meshing for Explicit Phase Tracking in Multiphase Problems

NASA Astrophysics Data System (ADS)

Chandra, Anirban; Yang, Fan; Zhang, Yu; Shams, Ehsan; Sahni, Onkar; Oberai, Assad; Shephard, Mark

2017-11-01

Multi-phase processes involving phase change at interfaces, such as evaporation of a liquid or combustion of a solid, represent an interesting class of problems with varied applications. Large density ratio across phases, discontinuous fields at the interface and rapidly evolving geometries are some of the inherent challenges which influence the numerical modeling of multi-phase phase change problems. In this work, a mathematically consistent and robust computational approach to address these issues is presented. We use stabilized finite element methods on mixed topology unstructured grids for solving the compressible Navier-Stokes equations. Appropriate jump conditions derived from conservations laws across the interface are handled by using discontinuous interpolations, while the continuity of temperature and tangential velocity is enforced using a penalty parameter. The arbitrary Lagrangian-Eulerian (ALE) technique is utilized to explicitly track the interface motion. Mesh at the interface is constrained to move with the interface while elsewhere it is moved using the linear elasticity analogy. Repositioning is applied to the layered mesh that maintains its structure and normal resolution. In addition, mesh modification is used to preserve the quality of the volumetric mesh. This work is supported by the U.S. Army Grants W911NF1410301 and W911NF16C0117.

Comparison of four approaches to a rock facies classification problem

USGS Publications Warehouse

Dubois, M.K.; Bohling, Geoffrey C.; Chakrabarti, S.

2007-01-01

In this study, seven classifiers based on four different approaches were tested in a rock facies classification problem: classical parametric methods using Bayes' rule, and non-parametric methods using fuzzy logic, k-nearest neighbor, and feed forward-back propagating artificial neural network. Determining the most effective classifier for geologic facies prediction in wells without cores in the Panoma gas field, in Southwest Kansas, was the objective. Study data include 3600 samples with known rock facies class (from core) with each sample having either four or five measured properties (wire-line log curves), and two derived geologic properties (geologic constraining variables). The sample set was divided into two subsets, one for training and one for testing the ability of the trained classifier to correctly assign classes. Artificial neural networks clearly outperformed all other classifiers and are effective tools for this particular classification problem. Classical parametric models were inadequate due to the nature of the predictor variables (high dimensional and not linearly correlated), and feature space of the classes (overlapping). The other non-parametric methods tested, k-nearest neighbor and fuzzy logic, would need considerable improvement to match the neural network effectiveness, but further work, possibly combining certain aspects of the three non-parametric methods, may be justified. ?? 2006 Elsevier Ltd. All rights reserved.

A New Path-Constrained Rendezvous Planning Approach for Large-Scale Event-Driven Wireless Sensor Networks

PubMed Central

Zhang, Gongxuan; Wang, Yongli; Wang, Tianshu

2018-01-01

We study the problem of employing a mobile-sink into a large-scale Event-Driven Wireless Sensor Networks (EWSNs) for the purpose of data harvesting from sensor-nodes. Generally, this employment improves the main weakness of WSNs that is about energy-consumption in battery-driven sensor-nodes. The main motivation of our work is to address challenges which are related to a network’s topology by adopting a mobile-sink that moves in a predefined trajectory in the environment. Since, in this fashion, it is not possible to gather data from sensor-nodes individually, we adopt the approach of defining some of the sensor-nodes as Rendezvous Points (RPs) in the network. We argue that RP-planning in this case is a tradeoff between minimizing the number of RPs while decreasing the number of hops for a sensor-node that needs data transformation to the related RP which leads to minimizing average energy consumption in the network. We address the problem by formulating the challenges and expectations as a Mixed Integer Linear Programming (MILP). Henceforth, by proving the NP-hardness of the problem, we propose three effective and distributed heuristics for RP-planning, identifying sojourn locations, and constructing routing trees. Finally, experimental results prove the effectiveness of our approach. PMID:29734718

A New Path-Constrained Rendezvous Planning Approach for Large-Scale Event-Driven Wireless Sensor Networks.

PubMed

Vajdi, Ahmadreza; Zhang, Gongxuan; Zhou, Junlong; Wei, Tongquan; Wang, Yongli; Wang, Tianshu

2018-05-04

We study the problem of employing a mobile-sink into a large-scale Event-Driven Wireless Sensor Networks (EWSNs) for the purpose of data harvesting from sensor-nodes. Generally, this employment improves the main weakness of WSNs that is about energy-consumption in battery-driven sensor-nodes. The main motivation of our work is to address challenges which are related to a network’s topology by adopting a mobile-sink that moves in a predefined trajectory in the environment. Since, in this fashion, it is not possible to gather data from sensor-nodes individually, we adopt the approach of defining some of the sensor-nodes as Rendezvous Points (RPs) in the network. We argue that RP-planning in this case is a tradeoff between minimizing the number of RPs while decreasing the number of hops for a sensor-node that needs data transformation to the related RP which leads to minimizing average energy consumption in the network. We address the problem by formulating the challenges and expectations as a Mixed Integer Linear Programming (MILP). Henceforth, by proving the NP-hardness of the problem, we propose three effective and distributed heuristics for RP-planning, identifying sojourn locations, and constructing routing trees. Finally, experimental results prove the effectiveness of our approach.

Toward open set recognition.

PubMed

Scheirer, Walter J; de Rezende Rocha, Anderson; Sapkota, Archana; Boult, Terrance E

2013-07-01

To date, almost all experimental evaluations of machine learning-based recognition algorithms in computer vision have taken the form of "closed set" recognition, whereby all testing classes are known at training time. A more realistic scenario for vision applications is "open set" recognition, where incomplete knowledge of the world is present at training time, and unknown classes can be submitted to an algorithm during testing. This paper explores the nature of open set recognition and formalizes its definition as a constrained minimization problem. The open set recognition problem is not well addressed by existing algorithms because it requires strong generalization. As a step toward a solution, we introduce a novel "1-vs-set machine," which sculpts a decision space from the marginal distances of a 1-class or binary SVM with a linear kernel. This methodology applies to several different applications in computer vision where open set recognition is a challenging problem, including object recognition and face verification. We consider both in this work, with large scale cross-dataset experiments performed over the Caltech 256 and ImageNet sets, as well as face matching experiments performed over the Labeled Faces in the Wild set. The experiments highlight the effectiveness of machines adapted for open set evaluation compared to existing 1-class and binary SVMs for the same tasks.

Geometric constrained variational calculus. II: The second variation (Part I)

NASA Astrophysics Data System (ADS)

Massa, Enrico; Bruno, Danilo; Luria, Gianvittorio; Pagani, Enrico

2016-10-01

Within the geometrical framework developed in [Geometric constrained variational calculus. I: Piecewise smooth extremals, Int. J. Geom. Methods Mod. Phys. 12 (2015) 1550061], the problem of minimality for constrained calculus of variations is analyzed among the class of differentiable curves. A fully covariant representation of the second variation of the action functional, based on a suitable gauge transformation of the Lagrangian, is explicitly worked out. Both necessary and sufficient conditions for minimality are proved, and reinterpreted in terms of Jacobi fields.

Evolutionary optimization methods for accelerator design

NASA Astrophysics Data System (ADS)

Poklonskiy, Alexey A.

Many problems from the fields of accelerator physics and beam theory can be formulated as optimization problems and, as such, solved using optimization methods. Despite growing efficiency of the optimization methods, the adoption of modern optimization techniques in these fields is rather limited. Evolutionary Algorithms (EAs) form a relatively new and actively developed optimization methods family. They possess many attractive features such as: ease of the implementation, modest requirements on the objective function, a good tolerance to noise, robustness, and the ability to perform a global search efficiently. In this work we study the application of EAs to problems from accelerator physics and beam theory. We review the most commonly used methods of unconstrained optimization and describe the GATool, evolutionary algorithm and the software package, used in this work, in detail. Then we use a set of test problems to assess its performance in terms of computational resources, quality of the obtained result, and the tradeoff between them. We justify the choice of GATool as a heuristic method to generate cutoff values for the COSY-GO rigorous global optimization package for the COSY Infinity scientific computing package. We design the model of their mutual interaction and demonstrate that the quality of the result obtained by GATool increases as the information about the search domain is refined, which supports the usefulness of this model. We Giscuss GATool's performance on the problems suffering from static and dynamic noise and study useful strategies of GATool parameter tuning for these and other difficult problems. We review the challenges of constrained optimization with EAs and methods commonly used to overcome them. We describe REPA, a new constrained optimization method based on repairing, in exquisite detail, including the properties of its two repairing techniques: REFIND and REPROPT. We assess REPROPT's performance on the standard constrained optimization test problems for EA with a variety of different configurations and suggest optimal default parameter values based on the results. Then we study the performance of the REPA method on the same set of test problems and compare the obtained results with those of several commonly used constrained optimization methods with EA. Based on the obtained results, particularly on the outstanding performance of REPA on test problem that presents significant difficulty for other reviewed EAs, we conclude that the proposed method is useful and competitive. We discuss REPA parameter tuning for difficult problems and critically review some of the problems from the de-facto standard test problem set for the constrained optimization with EA. In order to demonstrate the practical usefulness of the developed method, we study several problems of accelerator design and demonstrate how they can be solved with EAs. These problems include a simple accelerator design problem (design a quadrupole triplet to be stigmatically imaging, find all possible solutions), a complex real-life accelerator design problem (an optimization of the front end section for the future neutrino factory), and a problem of the normal form defect function optimization which is used to rigorously estimate the stability of the beam dynamics in circular accelerators. The positive results we obtained suggest that the application of EAs to problems from accelerator theory can be very beneficial and has large potential. The developed optimization scenarios and tools can be used to approach similar problems.

A methodology based on reduced complexity algorithm for system applications using microprocessors

NASA Technical Reports Server (NTRS)

Yan, T. Y.; Yao, K.

1988-01-01

The paper considers a methodology on the analysis and design of a minimum mean-square error criterion linear system incorporating a tapped delay line (TDL) where all the full-precision multiplications in the TDL are constrained to be powers of two. A linear equalizer based on the dispersive and additive noise channel is presented. This microprocessor implementation with optimized power of two TDL coefficients achieves a system performance comparable to the optimum linear equalization with full-precision multiplications for an input data rate of 300 baud.

EMG prediction from Motor Cortical Recordings via a Non-Negative Point Process Filter

PubMed Central

Nazarpour, Kianoush; Ethier, Christian; Paninski, Liam; Rebesco, James M.; Miall, R. Chris; Miller, Lee E.

2012-01-01

A constrained point process filtering mechanism for prediction of electromyogram (EMG) signals from multi-channel neural spike recordings is proposed here. Filters from the Kalman family are inherently sub-optimal in dealing with non-Gaussian observations, or a state evolution that deviates from the Gaussianity assumption. To address these limitations, we modeled the non-Gaussian neural spike train observations by using a generalized linear model (GLM) that encapsulates covariates of neural activity, including the neurons’ own spiking history, concurrent ensemble activity, and extrinsic covariates (EMG signals). In order to predict the envelopes of EMGs, we reformulated the Kalman filter (KF) in an optimization framework and utilized a non-negativity constraint. This structure characterizes the non-linear correspondence between neural activity and EMG signals reasonably. The EMGs were recorded from twelve forearm and hand muscles of a behaving monkey during a grip-force task. For the case of limited training data, the constrained point process filter improved the prediction accuracy when compared to a conventional Wiener cascade filter (a linear causal filter followed by a static non-linearity) for different bin sizes and delays between input spikes and EMG output. For longer training data sets, results of the proposed filter and that of the Wiener cascade filter were comparable. PMID:21659018

Longitudinal train dynamics model for a rail transit simulation system

DOE PAGES

Wang, Jinghui; Rakha, Hesham A.

2018-01-01

The paper develops a longitudinal train dynamics model in support of microscopic railway transportation simulation. The model can be calibrated without any mechanical data making it ideal for implementation in transportation simulators. The calibration and validation work is based on data collected from the Portland light rail train fleet. The calibration procedure is mathematically formulated as a constrained non-linear optimization problem. The validity of the model is assessed by comparing instantaneous model predictions against field observations, and also evaluated in the domains of acceleration/deceleration versus speed and acceleration/deceleration versus distance. A test is conducted to investigate the adequacy of themore » model in simulation implementation. The results demonstrate that the proposed model can adequately capture instantaneous train dynamics, and provides good performance in the simulation test. Thus, the model provides a simple theoretical foundation for microscopic simulators and will significantly support the planning, management and control of railway transportation systems.« less

An Effective Method for Modeling Two-dimensional Sky Background of LAMOST

NASA Astrophysics Data System (ADS)

Haerken, Hasitieer; Duan, Fuqing; Zhang, Jiannan; Guo, Ping

2017-06-01

Each CCD of LAMOST accommodates 250 spectra, while about 40 are used to observe sky background during real observations. How to estimate the unknown sky background information hidden in the observed 210 celestial spectra by using the known 40 sky spectra is the problem we solve. In order to model the sky background, usually a pre-observation is performed with all fibers observing sky background. We use the observed 250 skylight spectra as training data, where those observed by the 40 fibers are considered as a base vector set. The Locality-constrained Linear Coding (LLC) technique is utilized to represent the skylight spectra observed by the 210 fibers with the base vector set. We also segment each spectrum into small parts, and establish the local sky background model for each part. Experimental results validate the proposed method, and show the local model is better than the global model.

SLA-based optimisation of virtualised resource for multi-tier web applications in cloud data centres

NASA Astrophysics Data System (ADS)

Bi, Jing; Yuan, Haitao; Tie, Ming; Tan, Wei

2015-10-01

Dynamic virtualised resource allocation is the key to quality of service assurance for multi-tier web application services in cloud data centre. In this paper, we develop a self-management architecture of cloud data centres with virtualisation mechanism for multi-tier web application services. Based on this architecture, we establish a flexible hybrid queueing model to determine the amount of virtual machines for each tier of virtualised application service environments. Besides, we propose a non-linear constrained optimisation problem with restrictions defined in service level agreement. Furthermore, we develop a heuristic mixed optimisation algorithm to maximise the profit of cloud infrastructure providers, and to meet performance requirements from different clients as well. Finally, we compare the effectiveness of our dynamic allocation strategy with two other allocation strategies. The simulation results show that the proposed resource allocation method is efficient in improving the overall performance and reducing the resource energy cost.

A probabilistic framework to infer brain functional connectivity from anatomical connections.

PubMed

Deligianni, Fani; Varoquaux, Gael; Thirion, Bertrand; Robinson, Emma; Sharp, David J; Edwards, A David; Rueckert, Daniel

2011-01-01

We present a novel probabilistic framework to learn across several subjects a mapping from brain anatomical connectivity to functional connectivity, i.e. the covariance structure of brain activity. This prediction problem must be formulated as a structured-output learning task, as the predicted parameters are strongly correlated. We introduce a model selection framework based on cross-validation with a parametrization-independent loss function suitable to the manifold of covariance matrices. Our model is based on constraining the conditional independence structure of functional activity by the anatomical connectivity. Subsequently, we learn a linear predictor of a stationary multivariate autoregressive model. This natural parameterization of functional connectivity also enforces the positive-definiteness of the predicted covariance and thus matches the structure of the output space. Our results show that functional connectivity can be explained by anatomical connectivity on a rigorous statistical basis, and that a proper model of functional connectivity is essential to assess this link.

Longitudinal train dynamics model for a rail transit simulation system

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

Wang, Jinghui; Rakha, Hesham A.

The paper develops a longitudinal train dynamics model in support of microscopic railway transportation simulation. The model can be calibrated without any mechanical data making it ideal for implementation in transportation simulators. The calibration and validation work is based on data collected from the Portland light rail train fleet. The calibration procedure is mathematically formulated as a constrained non-linear optimization problem. The validity of the model is assessed by comparing instantaneous model predictions against field observations, and also evaluated in the domains of acceleration/deceleration versus speed and acceleration/deceleration versus distance. A test is conducted to investigate the adequacy of themore » model in simulation implementation. The results demonstrate that the proposed model can adequately capture instantaneous train dynamics, and provides good performance in the simulation test. Thus, the model provides a simple theoretical foundation for microscopic simulators and will significantly support the planning, management and control of railway transportation systems.« less

MM Algorithms for Geometric and Signomial Programming

PubMed Central

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

Objective determination of image end-members in spectral mixture analysis of AVIRIS data

NASA Technical Reports Server (NTRS)

Tompkins, Stefanie; Mustard, John F.; Pieters, Carle M.; Forsyth, Donald W.

1993-01-01

Spectral mixture analysis has been shown to be a powerful, multifaceted tool for analysis of multi- and hyper-spectral data. Applications of AVIRIS data have ranged from mapping soils and bedrock to ecosystem studies. During the first phase of the approach, a set of end-members are selected from an image cube (image end-members) that best account for its spectral variance within a constrained, linear least squares mixing model. These image end-members are usually selected using a priori knowledge and successive trial and error solutions to refine the total number and physical location of the end-members. However, in many situations a more objective method of determining these essential components is desired. We approach the problem of image end-member determination objectively by using the inherent variance of the data. Unlike purely statistical methods such as factor analysis, this approach derives solutions that conform to a physically realistic model.

MM Algorithms for Geometric and Signomial Programming.

PubMed

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.

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.

Design and architecture of the Mars relay network planning and analysis framework

NASA Technical Reports Server (NTRS)

Cheung, K. M.; Lee, C. H.

2002-01-01

In this paper we describe the design and architecture of the Mars Network planning and analysis framework that supports generation and validation of efficient planning and scheduling strategy. The goals are to minimize the transmitting time, minimize the delaying time, and/or maximize the network throughputs. The proposed framework would require (1) a client-server architecture to support interactive, batch, WEB, and distributed analysis and planning applications for the relay network analysis scheme, (2) a high-fidelity modeling and simulation environment that expresses link capabilities between spacecraft to spacecraft and spacecraft to Earth stations as time-varying resources, and spacecraft activities, link priority, Solar System dynamic events, the laws of orbital mechanics, and other limiting factors as spacecraft power and thermal constraints, (3) an optimization methodology that casts the resource and constraint models into a standard linear and nonlinear constrained optimization problem that lends itself to commercial off-the-shelf (COTS)planning and scheduling algorithms.

A Self-Calibrating Radar Sensor System for Measuring Vital Signs.

PubMed

Huang, Ming-Chun; Liu, Jason J; Xu, Wenyao; Gu, Changzhan; Li, Changzhi; Sarrafzadeh, Majid

2016-04-01

Vital signs (i.e., heartbeat and respiration) are crucial physiological signals that are useful in numerous medical applications. The process of measuring these signals should be simple, reliable, and comfortable for patients. In this paper, a noncontact self-calibrating vital signs monitoring system based on the Doppler radar is presented. The system hardware and software were designed with a four-tiered layer structure. To enable accurate vital signs measurement, baseband signals in the radar sensor were modeled and a framework for signal demodulation was proposed. Specifically, a signal model identification method was formulated into a quadratically constrained l1 minimization problem and solved using the upper bound and linear matrix inequality (LMI) relaxations. The performance of the proposed system was comprehensively evaluated using three experimental sets, and the results indicated that this system can be used to effectively measure human vital signs.

Simultaneous elastic parameter inversion in 2-D/3-D TTI medium combined later arrival times

NASA Astrophysics Data System (ADS)

Bai, Chao-ying; Wang, Tao; Yang, Shang-bei; Li, Xing-wang; Huang, Guo-jiao

2016-04-01

Traditional traveltime inversion for anisotropic medium is, in general, based on a "weak" assumption in the anisotropic property, which simplifies both the forward part (ray tracing is performed once only) and the inversion part (a linear inversion solver is possible). But for some real applications, a general (both "weak" and "strong") anisotropic medium should be considered. In such cases, one has to develop a ray tracing algorithm to handle with the general (including "strong") anisotropic medium and also to design a non-linear inversion solver for later tomography. Meanwhile, it is constructive to investigate how much the tomographic resolution can be improved by introducing the later arrivals. For this motivation, we incorporated our newly developed ray tracing algorithm (multistage irregular shortest-path method) for general anisotropic media with a non-linear inversion solver (a damped minimum norm, constrained least squares problem with a conjugate gradient approach) to formulate a non-linear inversion solver for anisotropic medium. This anisotropic traveltime inversion procedure is able to combine the later (reflected) arrival times. Both 2-D/3-D synthetic inversion experiments and comparison tests show that (1) the proposed anisotropic traveltime inversion scheme is able to recover the high contrast anomalies and (2) it is possible to improve the tomographic resolution by introducing the later (reflected) arrivals, but not as expected in the isotropic medium, because the different velocity (qP, qSV and qSH) sensitivities (or derivatives) respective to the different elastic parameters are not the same but are also dependent on the inclination angle.

A Measure Approximation for Distributionally Robust PDE-Constrained Optimization Problems

DOE PAGES

Kouri, Drew Philip

2017-12-19

In numerous applications, scientists and engineers acquire varied forms of data that partially characterize the inputs to an underlying physical system. This data is then used to inform decisions such as controls and designs. Consequently, it is critical that the resulting control or design is robust to the inherent uncertainties associated with the unknown probabilistic characterization of the model inputs. Here in this work, we consider optimal control and design problems constrained by partial differential equations with uncertain inputs. We do not assume a known probabilistic model for the inputs, but rather we formulate the problem as a distributionally robustmore » optimization problem where the outer minimization problem determines the control or design, while the inner maximization problem determines the worst-case probability measure that matches desired characteristics of the data. We analyze the inner maximization problem in the space of measures and introduce a novel measure approximation technique, based on the approximation of continuous functions, to discretize the unknown probability measure. Finally, we prove consistency of our approximated min-max problem and conclude with numerical results.« less

UAV path planning using artificial potential field method updated by optimal control theory

NASA Astrophysics Data System (ADS)

Chen, Yong-bo; Luo, Guan-chen; Mei, Yue-song; Yu, Jian-qiao; Su, Xiao-long

2016-04-01

The unmanned aerial vehicle (UAV) path planning problem is an important assignment in the UAV mission planning. Based on the artificial potential field (APF) UAV path planning method, it is reconstructed into the constrained optimisation problem by introducing an additional control force. The constrained optimisation problem is translated into the unconstrained optimisation problem with the help of slack variables in this paper. The functional optimisation method is applied to reform this problem into an optimal control problem. The whole transformation process is deduced in detail, based on a discrete UAV dynamic model. Then, the path planning problem is solved with the help of the optimal control method. The path following process based on the six degrees of freedom simulation model of the quadrotor helicopters is introduced to verify the practicability of this method. Finally, the simulation results show that the improved method is more effective in planning path. In the planning space, the length of the calculated path is shorter and smoother than that using traditional APF method. In addition, the improved method can solve the dead point problem effectively.

A GA based penalty function technique for solving constrained redundancy allocation problem of series system with interval valued reliability of components

NASA Astrophysics Data System (ADS)

Gupta, R. K.; Bhunia, A. K.; Roy, D.

2009-10-01

In this paper, we have considered the problem of constrained redundancy allocation of series system with interval valued reliability of components. For maximizing the overall system reliability under limited resource constraints, the problem is formulated as an unconstrained integer programming problem with interval coefficients by penalty function technique and solved by an advanced GA for integer variables with interval fitness function, tournament selection, uniform crossover, uniform mutation and elitism. As a special case, considering the lower and upper bounds of the interval valued reliabilities of the components to be the same, the corresponding problem has been solved. The model has been illustrated with some numerical examples and the results of the series redundancy allocation problem with fixed value of reliability of the components have been compared with the existing results available in the literature. Finally, sensitivity analyses have been shown graphically to study the stability of our developed GA with respect to the different GA parameters.

Constrained optimization by radial basis function interpolation for high-dimensional expensive black-box problems with infeasible initial points

NASA Astrophysics Data System (ADS)

Regis, Rommel G.

2014-02-01

This article develops two new algorithms for constrained expensive black-box optimization that use radial basis function surrogates for the objective and constraint functions. These algorithms are called COBRA and Extended ConstrLMSRBF and, unlike previous surrogate-based approaches, they can be used for high-dimensional problems where all initial points are infeasible. They both follow a two-phase approach where the first phase finds a feasible point while the second phase improves this feasible point. COBRA and Extended ConstrLMSRBF are compared with alternative methods on 20 test problems and on the MOPTA08 benchmark automotive problem (D.R. Jones, Presented at MOPTA 2008), which has 124 decision variables and 68 black-box inequality constraints. The alternatives include a sequential penalty derivative-free algorithm, a direct search method with kriging surrogates, and two multistart methods. Numerical results show that COBRA algorithms are competitive with Extended ConstrLMSRBF and they generally outperform the alternatives on the MOPTA08 problem and most of the test problems.

A Lattice-Misfit-Dependent Damage Model for Non-linear Damage Accumulations Under Monotonous Creep in Single Crystal Superalloys

NASA Astrophysics Data System (ADS)

le Graverend, J.-B.

2018-05-01

A lattice-misfit-dependent damage density function is developed to predict the non-linear accumulation of damage when a thermal jump from 1050 °C to 1200 °C is introduced somewhere in the creep life. Furthermore, a phenomenological model aimed at describing the evolution of the constrained lattice misfit during monotonous creep load is also formulated. The response of the lattice-misfit-dependent plasticity-coupled damage model is compared with the experimental results obtained at 140 and 160 MPa on the first generation Ni-based single crystal superalloy MC2. The comparison reveals that the damage model is well suited at 160 MPa and less at 140 MPa because the transfer of stress to the γ' phase occurs for stresses above 150 MPa which leads to larger variations and, therefore, larger effects of the constrained lattice misfit on the lifetime during thermo-mechanical loading.

Locality-constrained anomaly detection for hyperspectral imagery

NASA Astrophysics Data System (ADS)

Liu, Jiabin; Li, Wei; Du, Qian; Liu, Kui

2015-12-01

Detecting a target with low-occurrence-probability from unknown background in a hyperspectral image, namely anomaly detection, is of practical significance. Reed-Xiaoli (RX) algorithm is considered as a classic anomaly detector, which calculates the Mahalanobis distance between local background and the pixel under test. Local RX, as an adaptive RX detector, employs a dual-window strategy to consider pixels within the frame between inner and outer windows as local background. However, the detector is sensitive if such a local region contains anomalous pixels (i.e., outliers). In this paper, a locality-constrained anomaly detector is proposed to remove outliers in the local background region before employing the RX algorithm. Specifically, a local linear representation is designed to exploit the internal relationship between linearly correlated pixels in the local background region and the pixel under test and its neighbors. Experimental results demonstrate that the proposed detector improves the original local RX algorithm.

Preconditioned Alternating Projection Algorithms for Maximum a Posteriori ECT Reconstruction

PubMed Central

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

2012-01-01

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

Proportional Topology Optimization: A New Non-Sensitivity Method for Solving Stress Constrained and Minimum Compliance Problems and Its Implementation in MATLAB

PubMed Central

Biyikli, Emre; To, Albert C.

2015-01-01

A new topology optimization method called the Proportional Topology Optimization (PTO) is presented. As a non-sensitivity method, PTO is simple to understand, easy to implement, and is also efficient and accurate at the same time. It is implemented into two MATLAB programs to solve the stress constrained and minimum compliance problems. Descriptions of the algorithm and computer programs are provided in detail. The method is applied to solve three numerical examples for both types of problems. The method shows comparable efficiency and accuracy with an existing optimality criteria method which computes sensitivities. Also, the PTO stress constrained algorithm and minimum compliance algorithm are compared by feeding output from one algorithm to the other in an alternative manner, where the former yields lower maximum stress and volume fraction but higher compliance compared to the latter. Advantages and disadvantages of the proposed method and future works are discussed. The computer programs are self-contained and publicly shared in the website www.ptomethod.org. PMID:26678849

Multi-point objective-oriented sequential sampling strategy for constrained robust design

NASA Astrophysics Data System (ADS)

Zhu, Ping; Zhang, Siliang; Chen, Wei

2015-03-01

Metamodelling techniques are widely used to approximate system responses of expensive simulation models. In association with the use of metamodels, objective-oriented sequential sampling methods have been demonstrated to be effective in balancing the need for searching an optimal solution versus reducing the metamodelling uncertainty. However, existing infilling criteria are developed for deterministic problems and restricted to one sampling point in one iteration. To exploit the use of multiple samples and identify the true robust solution in fewer iterations, a multi-point objective-oriented sequential sampling strategy is proposed for constrained robust design problems. In this article, earlier development of objective-oriented sequential sampling strategy for unconstrained robust design is first extended to constrained problems. Next, a double-loop multi-point sequential sampling strategy is developed. The proposed methods are validated using two mathematical examples followed by a highly nonlinear automotive crashworthiness design example. The results show that the proposed method can mitigate the effect of both metamodelling uncertainty and design uncertainty, and identify the robust design solution more efficiently than the single-point sequential sampling approach.

Nonlinear model predictive control of a wave energy converter based on differential flatness parameterisation

NASA Astrophysics Data System (ADS)

Li, Guang

2017-01-01

This paper presents a fast constrained optimization approach, which is tailored for nonlinear model predictive control of wave energy converters (WEC). The advantage of this approach relies on its exploitation of the differential flatness of the WEC model. This can reduce the dimension of the resulting nonlinear programming problem (NLP) derived from the continuous constrained optimal control of WEC using pseudospectral method. The alleviation of computational burden using this approach helps to promote an economic implementation of nonlinear model predictive control strategy for WEC control problems. The method is applicable to nonlinear WEC models, nonconvex objective functions and nonlinear constraints, which are commonly encountered in WEC control problems. Numerical simulations demonstrate the efficacy of this approach.

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

Dall-Anese, Emiliano; Simonetto, Andrea

This paper focuses on the design of online algorithms based on prediction-correction steps to track the optimal solution of a time-varying constrained problem. Existing prediction-correction methods have been shown to work well for unconstrained convex problems and for settings where obtaining the inverse of the Hessian of the cost function can be computationally affordable. The prediction-correction algorithm proposed in this paper addresses the limitations of existing methods by tackling constrained problems and by designing a first-order prediction step that relies on the Hessian of the cost function (and do not require the computation of its inverse). Analytical results are establishedmore » to quantify the tracking error. Numerical simulations corroborate the analytical results and showcase performance and benefits of the algorithms.« less

Linear and non-linear Modified Gravity forecasts with future surveys

NASA Astrophysics Data System (ADS)

Casas, Santiago; Kunz, Martin; Martinelli, Matteo; Pettorino, Valeria

2017-12-01

Modified Gravity theories generally affect the Poisson equation and the gravitational slip in an observable way, that can be parameterized by two generic functions (η and μ) of time and space. We bin their time dependence in redshift and present forecasts on each bin for future surveys like Euclid. We consider both Galaxy Clustering and Weak Lensing surveys, showing the impact of the non-linear regime, with two different semi-analytical approximations. In addition to these future observables, we use a prior covariance matrix derived from the Planck observations of the Cosmic Microwave Background. In this work we neglect the information from the cross correlation of these observables, and treat them as independent. Our results show that η and μ in different redshift bins are significantly correlated, but including non-linear scales reduces or even eliminates the correlation, breaking the degeneracy between Modified Gravity parameters and the overall amplitude of the matter power spectrum. We further apply a Zero-phase Component Analysis and identify which combinations of the Modified Gravity parameter amplitudes, in different redshift bins, are best constrained by future surveys. We extend the analysis to two particular parameterizations of μ and η and consider, in addition to Euclid, also SKA1, SKA2, DESI: we find in this case that future surveys will be able to constrain the current values of η and μ at the 2-5% level when using only linear scales (wavevector k < 0 . 15 h/Mpc), depending on the specific time parameterization; sensitivity improves to about 1% when non-linearities are included.

Periodic Forced Response of Structures Having Three-Dimensional Frictional Constraints

NASA Astrophysics Data System (ADS)

CHEN, J. J.; YANG, B. D.; MENQ, C. H.

2000-01-01

Many mechanical systems have moving components that are mutually constrained through frictional contacts. When subjected to cyclic excitations, a contact interface may undergo constant changes among sticks, slips and separations, which leads to very complex contact kinematics. In this paper, a 3-D friction contact model is employed to predict the periodic forced response of structures having 3-D frictional constraints. Analytical criteria based on this friction contact model are used to determine the transitions among sticks, slips and separations of the friction contact, and subsequently the constrained force which consists of the induced stick-slip friction force on the contact plane and the contact normal load. The resulting constrained force is often a periodic function and can be considered as a feedback force that influences the response of the constrained structures. By using the Multi-Harmonic Balance Method along with Fast Fourier Transform, the constrained force can be integrated with the receptance of the structures so as to calculate the forced response of the constrained structures. It results in a set of non-linear algebraic equations that can be solved iteratively to yield the relative motion as well as the constrained force at the friction contact. This method is used to predict the periodic response of a frictionally constrained 3-d.o.f. oscillator. The predicted results are compared with those of the direct time integration method so as to validate the proposed method. In addition, the effect of super-harmonic components on the resonant response and jump phenomenon is examined.

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

PubMed

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

2015-01-01

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

Aspects of effective supersymmetric theories

NASA Astrophysics Data System (ADS)

Tziveloglou, Panteleimon

This work consists of two parts. In the first part we construct the complete extension of the Minimal Supersymmetric Standard Model by higher dimensional effective operators and then study its phenomenology. These operators encapsulate the effects on LHC physics of any kind of new degrees of freedom at the multiTeV scale. The effective analysis includes the case where the multiTeV physics is the supersymmetry breaking sector itself. In that case the appropriate framework is nonlinear supersymmetry. We choose to realize the nonlinear symmetry by the method of constrained superfields. Beyond the new effective couplings, the analysis suggests an interpretation of the 'little hierarchy problem' as an indication of new physics at multiTeV scale. In the second part we explore the power of constrained superfields in extended supersymmetry. It is known that in N = 2 supersymmetry the gauge kinetic function cannot depend on hypermultiplet scalars. However, it is also known that the low energy effective action of a D-brane in an N = 2 supersymmetric bulk includes the DBI action, where the gauge kinetic function does depend on the dilaton. We show how the nonlinearization of the second SUSY (imposed by the presence of the D-brane) opens this possibility, by constructing the global N = 1 linear + 1 nonlinear invariant coupling of a hypermultiplet with a gauge multiplet. The constructed theory enjoys interesting features, including a novel super-Higgs mechanism without gravity.

Energetic Materials Optimization via Constrained Search

DTIC Science & Technology

2015-06-01

steps. 3. Optimization Methodology Our optimization problem is formulated as a constrained maximization: max x∈CCS P (x) s.t. : TED ( x )− 9.75 ≥ 0 SV (x)− 9...0 5− SA(x) ≥ 0, (1) where TED ( x ) is the total energy of detonation (TED) of compound x from the chosen chemical subspace (CCS) of chemical compound...max problem, max x∈CCS min λ∈R3+ P (x)− λTC(x), (2) where C(x) is the vector of constraint violations, i.e., η(9.75 − TED ( x )), η(9 − SV (x)), η(SA(x

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).

Linearized Alternating Direction Method of Multipliers for Constrained Nonconvex Regularized Optimization

DTIC Science & Technology

2016-11-22

structure of the graph, we replace the ℓ1- norm by the nonconvex Capped -ℓ1 norm , and obtain the Generalized Capped -ℓ1 regularized logistic regression...X. M. Yuan. Linearized augmented lagrangian and alternating direction methods for nuclear norm minimization. Mathematics of Computation, 82(281):301...better approximations of ℓ0- norm theoretically and computationally beyond ℓ1- norm , for example, the compressive sensing (Xiao et al., 2011). The

Solving the Secondary Structure Matching Problem in Cryo-EM De Novo Modeling Using a Constrained K-Shortest Path Graph Algorithm.

PubMed

Al Nasr, Kamal; Ranjan, Desh; Zubair, Mohammad; Chen, Lin; He, Jing

2014-01-01

Electron cryomicroscopy is becoming a major experimental technique in solving the structures of large molecular assemblies. More and more three-dimensional images have been obtained at the medium resolutions between 5 and 10 Å. At this resolution range, major α-helices can be detected as cylindrical sticks and β-sheets can be detected as plain-like regions. A critical question in de novo modeling from cryo-EM images is to determine the match between the detected secondary structures from the image and those on the protein sequence. We formulate this matching problem into a constrained graph problem and present an O(Δ(2)N(2)2(N)) algorithm to this NP-Hard problem. The algorithm incorporates the dynamic programming approach into a constrained K-shortest path algorithm. Our method, DP-TOSS, has been tested using α-proteins with maximum 33 helices and α-β proteins up to five helices and 12 β-strands. The correct match was ranked within the top 35 for 19 of the 20 α-proteins and all nine α-β proteins tested. The results demonstrate that DP-TOSS improves accuracy, time and memory space in deriving the topologies of the secondary structure elements for proteins with a large number of secondary structures and a complex skeleton.

Hybrid real-code ant colony optimisation for constrained mechanical design

NASA Astrophysics Data System (ADS)

Pholdee, Nantiwat; Bureerat, Sujin

2016-01-01

This paper proposes a hybrid meta-heuristic based on integrating a local search simplex downhill (SDH) method into the search procedure of real-code ant colony optimisation (ACOR). This hybridisation leads to five hybrid algorithms where a Monte Carlo technique, a Latin hypercube sampling technique (LHS) and a translational propagation Latin hypercube design (TPLHD) algorithm are used to generate an initial population. Also, two numerical schemes for selecting an initial simplex are investigated. The original ACOR and its hybrid versions along with a variety of established meta-heuristics are implemented to solve 17 constrained test problems where a fuzzy set theory penalty function technique is used to handle design constraints. The comparative results show that the hybrid algorithms are the top performers. Using the TPLHD technique gives better results than the other sampling techniques. The hybrid optimisers are a powerful design tool for constrained mechanical design problems.

Order-constrained linear optimization.

PubMed

Tidwell, Joe W; Dougherty, Michael R; Chrabaszcz, Jeffrey S; Thomas, Rick P

2017-11-01

Despite the fact that data and theories in the social, behavioural, and health sciences are often represented on an ordinal scale, there has been relatively little emphasis on modelling ordinal properties. The most common analytic framework used in psychological science is the general linear model, whose variants include ANOVA, MANOVA, and ordinary linear regression. While these methods are designed to provide the best fit to the metric properties of the data, they are not designed to maximally model ordinal properties. In this paper, we develop an order-constrained linear least-squares (OCLO) optimization algorithm that maximizes the linear least-squares fit to the data conditional on maximizing the ordinal fit based on Kendall's τ. The algorithm builds on the maximum rank correlation estimator (Han, 1987, Journal of Econometrics, 35, 303) and the general monotone model (Dougherty & Thomas, 2012, Psychological Review, 119, 321). Analyses of simulated data indicate that when modelling data that adhere to the assumptions of ordinary least squares, OCLO shows minimal bias, little increase in variance, and almost no loss in out-of-sample predictive accuracy. In contrast, under conditions in which data include a small number of extreme scores (fat-tailed distributions), OCLO shows less bias and variance, and substantially better out-of-sample predictive accuracy, even when the outliers are removed. We show that the advantages of OCLO over ordinary least squares in predicting new observations hold across a variety of scenarios in which researchers must decide to retain or eliminate extreme scores when fitting data. © 2017 The British Psychological Society.

Energy-Efficient Deadline-Aware Data-Gathering Scheme Using Multiple Mobile Data Collectors.

PubMed

Dasgupta, Rumpa; Yoon, Seokhoon

2017-04-01

In wireless sensor networks, the data collected by sensors are usually forwarded to the sink through multi-hop forwarding. However, multi-hop forwarding can be inefficient due to the energy hole problem and high communications overhead. Moreover, when the monitored area is large and the number of sensors is small, sensors cannot send the data via multi-hop forwarding due to the lack of network connectivity. In order to address those problems of multi-hop forwarding, in this paper, we consider a data collection scheme that uses mobile data collectors (MDCs), which visit sensors and collect data from them. Due to the recent breakthroughs in wireless power transfer technology, MDCs can also be used to recharge the sensors to keep them from draining their energy. In MDC-based data-gathering schemes, a big challenge is how to find the MDCs' traveling paths in a balanced way, such that their energy consumption is minimized and the packet-delay constraint is satisfied. Therefore, in this paper, we aim at finding the MDCs' paths, taking energy efficiency and delay constraints into account. We first define an optimization problem, named the delay-constrained energy minimization (DCEM) problem, to find the paths for MDCs. An integer linear programming problem is formulated to find the optimal solution. We also propose a two-phase path-selection algorithm to efficiently solve the DCEM problem. Simulations are performed to compare the performance of the proposed algorithms with two heuristics algorithms for the vehicle routing problem under various scenarios. The simulation results show that the proposed algorithms can outperform existing algorithms in terms of energy efficiency and packet delay.

Energy-Efficient Deadline-Aware Data-Gathering Scheme Using Multiple Mobile Data Collectors

PubMed Central

Dasgupta, Rumpa; Yoon, Seokhoon

2017-01-01

In wireless sensor networks, the data collected by sensors are usually forwarded to the sink through multi-hop forwarding. However, multi-hop forwarding can be inefficient due to the energy hole problem and high communications overhead. Moreover, when the monitored area is large and the number of sensors is small, sensors cannot send the data via multi-hop forwarding due to the lack of network connectivity. In order to address those problems of multi-hop forwarding, in this paper, we consider a data collection scheme that uses mobile data collectors (MDCs), which visit sensors and collect data from them. Due to the recent breakthroughs in wireless power transfer technology, MDCs can also be used to recharge the sensors to keep them from draining their energy. In MDC-based data-gathering schemes, a big challenge is how to find the MDCs’ traveling paths in a balanced way, such that their energy consumption is minimized and the packet-delay constraint is satisfied. Therefore, in this paper, we aim at finding the MDCs’ paths, taking energy efficiency and delay constraints into account. We first define an optimization problem, named the delay-constrained energy minimization (DCEM) problem, to find the paths for MDCs. An integer linear programming problem is formulated to find the optimal solution. We also propose a two-phase path-selection algorithm to efficiently solve the DCEM problem. Simulations are performed to compare the performance of the proposed algorithms with two heuristics algorithms for the vehicle routing problem under various scenarios. The simulation results show that the proposed algorithms can outperform existing algorithms in terms of energy efficiency and packet delay. PMID:28368300

Matter coupling in partially constrained vielbein formulation of massive gravity

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

Felice, Antonio De; Mukohyama, Shinji; Gümrükçüoğlu, A. Emir

2016-01-01

We consider a linear effective vielbein matter coupling without introducing the Boulware-Deser ghost in ghost-free massive gravity. This is achieved in the partially constrained vielbein formulation. We first introduce the formalism and prove the absence of ghost at all scales. As next we investigate the cosmological application of this coupling in this new formulation. We show that even if the background evolution accords with the metric formulation, the perturbations display important different features in the partially constrained vielbein formulation. We study the cosmological perturbations of the two branches of solutions separately. The tensor perturbations coincide with those in the metricmore » formulation. Concerning the vector and scalar perturbations, the requirement of absence of ghost and gradient instabilities yields slightly different allowed parameter space.« less

Matter coupling in partially constrained vielbein formulation of massive gravity

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

Felice, Antonio De; Gümrükçüoğlu, A. Emir; Heisenberg, Lavinia

2016-01-04

We consider a linear effective vielbein matter coupling without introducing the Boulware-Deser ghost in ghost-free massive gravity. This is achieved in the partially constrained vielbein formulation. We first introduce the formalism and prove the absence of ghost at all scales. As next we investigate the cosmological application of this coupling in this new formulation. We show that even if the background evolution accords with the metric formulation, the perturbations display important different features in the partially constrained vielbein formulation. We study the cosmological perturbations of the two branches of solutions separately. The tensor perturbations coincide with those in the metricmore » formulation. Concerning the vector and scalar perturbations, the requirement of absence of ghost and gradient instabilities yields slightly different allowed parameter space.« less

The intelligence of dual simplex method to solve linear fractional fuzzy transportation problem.

PubMed

Narayanamoorthy, S; Kalyani, S

2015-01-01

An approach is presented to solve a fuzzy transportation problem with linear fractional fuzzy objective function. In this proposed approach the fractional fuzzy transportation problem is decomposed into two linear fuzzy transportation problems. The optimal solution of the two linear fuzzy transportations is solved by dual simplex method and the optimal solution of the fractional fuzzy transportation problem is obtained. The proposed method is explained in detail with an example.

Quantum learning of classical stochastic processes: The completely positive realization problem

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

Monràs, Alex; Centre for Quantum Technologies, National University of Singapore, 3 Science Drive 2, Singapore 117543; Winter, Andreas

2016-01-15

Among several tasks in Machine Learning, a specially important one is the problem of inferring the latent variables of a system and their causal relations with the observed behavior. A paradigmatic instance of this is the task of inferring the hidden Markov model underlying a given stochastic process. This is known as the positive realization problem (PRP), [L. Benvenuti and L. Farina, IEEE Trans. Autom. Control 49(5), 651–664 (2004)] and constitutes a central problem in machine learning. The PRP and its solutions have far-reaching consequences in many areas of systems and control theory, and is nowadays an important piece inmore » the broad field of positive systems theory. We consider the scenario where the latent variables are quantum (i.e., quantum states of a finite-dimensional system) and the system dynamics is constrained only by physical transformations on the quantum system. The observable dynamics is then described by a quantum instrument, and the task is to determine which quantum instrument — if any — yields the process at hand by iterative application. We take as a starting point the theory of quasi-realizations, whence a description of the dynamics of the process is given in terms of linear maps on state vectors and probabilities are given by linear functionals on the state vectors. This description, despite its remarkable resemblance with the hidden Markov model, or the iterated quantum instrument, is however devoid of any stochastic or quantum mechanical interpretation, as said maps fail to satisfy any positivity conditions. The completely positive realization problem then consists in determining whether an equivalent quantum mechanical description of the same process exists. We generalize some key results of stochastic realization theory, and show that the problem has deep connections with operator systems theory, giving possible insight to the lifting problem in quotient operator systems. Our results have potential applications in quantum machine learning, device-independent characterization and reverse-engineering of stochastic processes and quantum processors, and more generally, of dynamical processes with quantum memory [M. Guţă, Phys. Rev. A 83(6), 062324 (2011); M. Guţă and N. Yamamoto, e-print http://arxiv.org/abs/1303.3771 (2013)].« less

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

PubMed Central

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

2013-01-01

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

Mixed-Strategy Chance Constrained Optimal Control

NASA Technical Reports Server (NTRS)

Ono, Masahiro; Kuwata, Yoshiaki; Balaram, J.

2013-01-01

This paper presents a novel chance constrained optimal control (CCOC) algorithm that chooses a control action probabilistically. A CCOC problem is to find a control input that minimizes the expected cost while guaranteeing that the probability of violating a set of constraints is below a user-specified threshold. We show that a probabilistic control approach, which we refer to as a mixed control strategy, enables us to obtain a cost that is better than what deterministic control strategies can achieve when the CCOC problem is nonconvex. The resulting mixed-strategy CCOC problem turns out to be a convexification of the original nonconvex CCOC problem. Furthermore, we also show that a mixed control strategy only needs to "mix" up to two deterministic control actions in order to achieve optimality. Building upon an iterative dual optimization, the proposed algorithm quickly converges to the optimal mixed control strategy with a user-specified tolerance.

Efficient model reduction of parametrized systems by matrix discrete empirical interpolation

NASA Astrophysics Data System (ADS)

Negri, Federico; Manzoni, Andrea; Amsallem, David

2015-12-01

In this work, we apply a Matrix version of the so-called Discrete Empirical Interpolation (MDEIM) for the efficient reduction of nonaffine parametrized systems arising from the discretization of linear partial differential equations. Dealing with affinely parametrized operators is crucial in order to enhance the online solution of reduced-order models (ROMs). However, in many cases such an affine decomposition is not readily available, and must be recovered through (often) intrusive procedures, such as the empirical interpolation method (EIM) and its discrete variant DEIM. In this paper we show that MDEIM represents a very efficient approach to deal with complex physical and geometrical parametrizations in a non-intrusive, efficient and purely algebraic way. We propose different strategies to combine MDEIM with a state approximation resulting either from a reduced basis greedy approach or Proper Orthogonal Decomposition. A posteriori error estimates accounting for the MDEIM error are also developed in the case of parametrized elliptic and parabolic equations. Finally, the capability of MDEIM to generate accurate and efficient ROMs is demonstrated on the solution of two computationally-intensive classes of problems occurring in engineering contexts, namely PDE-constrained shape optimization and parametrized coupled problems.

Point focusing using loudspeaker arrays from the perspective of optimal beamforming.

PubMed

Bai, Mingsian R; Hsieh, Yu-Hao

2015-06-01

Sound focusing is to create a concentrated acoustic field in the region surrounded by a loudspeaker array. This problem was tackled in the previous research via the Helmholtz integral approach, brightness control, acoustic contrast control, etc. In this paper, the same problem was revisited from the perspective of beamforming. A source array model is reformulated in terms of the steering matrix between the source and the field points, which lends itself to the use of beamforming algorithms such as minimum variance distortionless response (MVDR) and linearly constrained minimum variance (LCMV) originally intended for sensor arrays. The beamforming methods are compared with the conventional methods in terms of beam pattern, directional index, and control effort. Objective tests are conducted to assess the audio quality by using perceptual evaluation of audio quality (PEAQ). Experiments of produced sound field and listening tests are conducted in a listening room, with results processed using analysis of variance and regression analysis. In contrast to the conventional energy-based methods, the results have shown that the proposed methods are phase-sensitive in light of the distortionless constraint in formulating the array filters, which helps enhance audio quality and focusing performance.

The Intelligence of Dual Simplex Method to Solve Linear Fractional Fuzzy Transportation Problem

PubMed Central

Narayanamoorthy, S.; Kalyani, S.

2015-01-01

An approach is presented to solve a fuzzy transportation problem with linear fractional fuzzy objective function. In this proposed approach the fractional fuzzy transportation problem is decomposed into two linear fuzzy transportation problems. The optimal solution of the two linear fuzzy transportations is solved by dual simplex method and the optimal solution of the fractional fuzzy transportation problem is obtained. The proposed method is explained in detail with an example. PMID:25810713

Circuit topology of self-interacting chains: implications for folding and unfolding dynamics.

PubMed

Mugler, Andrew; Tans, Sander J; Mashaghi, Alireza

2014-11-07

Understanding the relationship between molecular structure and folding is a central problem in disciplines ranging from biology to polymer physics and DNA origami. Topology can be a powerful tool to address this question. For a folded linear chain, the arrangement of intra-chain contacts is a topological property because rearranging the contacts requires discontinuous deformations. Conversely, the topology is preserved when continuously stretching the chain while maintaining the contact arrangement. Here we investigate how the folding and unfolding of linear chains with binary contacts is guided by the topology of contact arrangements. We formalize the topology by describing the relations between any two contacts in the structure, which for a linear chain can either be in parallel, in series, or crossing each other. We show that even when other determinants of folding rate such as contact order and size are kept constant, this 'circuit' topology determines folding kinetics. In particular, we find that the folding rate increases with the fractions of parallel and crossed relations. Moreover, we show how circuit topology constrains the conformational phase space explored during folding and unfolding: the number of forbidden unfolding transitions is found to increase with the fraction of parallel relations and to decrease with the fraction of series relations. Finally, we find that circuit topology influences whether distinct intermediate states are present, with crossed contacts being the key factor. The approach presented here can be more generally applied to questions on molecular dynamics, evolutionary biology, molecular engineering, and single-molecule biophysics.

Structured Kernel Dictionary Learning with Correlation Constraint for Object Recognition.

PubMed

Wang, Zhengjue; Wang, Yinghua; Liu, Hongwei; Zhang, Hao

2017-06-21

In this paper, we propose a new discriminative non-linear dictionary learning approach, called correlation constrained structured kernel KSVD, for object recognition. The objective function for dictionary learning contains a reconstructive term and a discriminative term. In the reconstructive term, signals are implicitly non-linearly mapped into a space, where a structured kernel dictionary, each sub-dictionary of which lies in the span of the mapped signals from the corresponding class, is established. In the discriminative term, by analyzing the classification mechanism, the correlation constraint is proposed in kernel form, constraining the correlations between different discriminative codes, and restricting the coefficient vectors to be transformed into a feature space, where the features are highly correlated inner-class and nearly independent between-classes. The objective function is optimized by the proposed structured kernel KSVD. During the classification stage, the specific form of the discriminative feature is needless to be known, while the inner product of the discriminative feature with kernel matrix embedded is available, and is suitable for a linear SVM classifier. Experimental results demonstrate that the proposed approach outperforms many state-of-the-art dictionary learning approaches for face, scene and synthetic aperture radar (SAR) vehicle target recognition.

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

Simonetto, Andrea; Dall'Anese, Emiliano

This article develops online algorithms to track solutions of time-varying constrained optimization problems. Particularly, resembling workhorse Kalman filtering-based approaches for dynamical systems, the proposed methods involve prediction-correction steps to provably track the trajectory of the optimal solutions of time-varying convex problems. The merits of existing prediction-correction methods have been shown for unconstrained problems and for setups where computing the inverse of the Hessian of the cost function is computationally affordable. This paper addresses the limitations of existing methods by tackling constrained problems and by designing first-order prediction steps that rely on the Hessian of the cost function (and do notmore » require the computation of its inverse). In addition, the proposed methods are shown to improve the convergence speed of existing prediction-correction methods when applied to unconstrained problems. Numerical simulations corroborate the analytical results and showcase performance and benefits of the proposed algorithms. A realistic application of the proposed method to real-time control of energy resources is presented.« less

Edgelist phase unwrapping algorithm for time series InSAR analysis.

PubMed

Shanker, A Piyush; Zebker, Howard

2010-03-01

We present here a new integer programming formulation for phase unwrapping of multidimensional data. Phase unwrapping is a key problem in many coherent imaging systems, including time series synthetic aperture radar interferometry (InSAR), with two spatial and one temporal data dimensions. The minimum cost flow (MCF) [IEEE Trans. Geosci. Remote Sens. 36, 813 (1998)] phase unwrapping algorithm describes a global cost minimization problem involving flow between phase residues computed over closed loops. Here we replace closed loops by reliable edges as the basic construct, thus leading to the name "edgelist." Our algorithm has several advantages over current methods-it simplifies the representation of multidimensional phase unwrapping, it incorporates data from external sources, such as GPS, where available to better constrain the unwrapped solution, and it treats regularly sampled or sparsely sampled data alike. It thus is particularly applicable to time series InSAR, where data are often irregularly spaced in time and individual interferograms can be corrupted with large decorrelated regions. We show that, similar to the MCF network problem, the edgelist formulation also exhibits total unimodularity, which enables us to solve the integer program problem by using efficient linear programming tools. We apply our method to a persistent scatterer-InSAR data set from the creeping section of the Central San Andreas Fault and find that the average creep rate of 22 mm/Yr is constant within 3 mm/Yr over 1992-2004 but varies systematically with ground location, with a slightly higher rate in 1992-1998 than in 1999-2003.

Modeling of time trends and interactions in vital rates using restricted regression splines.

PubMed

Heuer, C

1997-03-01

For the analysis of time trends in incidence and mortality rates, the age-period-cohort (apc) model has became a widely accepted method. The considered data are arranged in a two-way table by age group and calendar period, which are mostly subdivided into 5- or 10-year intervals. The disadvantage of this approach is the loss of information by data aggregation and the problems of estimating interactions in the two-way layout without replications. In this article we show how splines can be useful when yearly data, i.e., 1-year age groups and 1-year periods, are given. The estimated spline curves are still smooth and represent yearly changes in the time trends. Further, it is straightforward to include interaction terms by the tensor product of the spline functions. If the data are given in a nonrectangular table, e.g., 5-year age groups and 1-year periods, the period and cohort variables can be parameterized by splines, while the age variable is parameterized as fixed effect levels, which leads to a semiparametric apc model. An important methodological issue in developing the nonparametric and semiparametric models is stability of the estimated spline curve at the boundaries. Here cubic regression splines will be used, which are constrained to be linear in the tails. Another point of importance is the nonidentifiability problem due to the linear dependency of the three time variables. This will be handled by decomposing the basis of each spline by orthogonal projection into constant, linear, and nonlinear terms, as suggested by Holford (1983, Biometrics 39, 311-324) for the traditional apc model. The advantage of using splines for yearly data compared to the traditional approach for aggregated data is the more accurate curve estimation for the nonlinear trend changes and the simple way of modeling interactions between the time variables. The method will be demonstrated with hypothetical data as well as with cancer mortality data.

Computation of maximum gust loads in nonlinear aircraft using a new method based on the matched filter approach and numerical optimization

NASA Technical Reports Server (NTRS)

Pototzky, Anthony S.; Heeg, Jennifer; Perry, Boyd, III

1990-01-01

Time-correlated gust loads are time histories of two or more load quantities due to the same disturbance time history. Time correlation provides knowledge of the value (magnitude and sign) of one load when another is maximum. At least two analysis methods have been identified that are capable of computing maximized time-correlated gust loads for linear aircraft. Both methods solve for the unit-energy gust profile (gust velocity as a function of time) that produces the maximum load at a given location on a linear airplane. Time-correlated gust loads are obtained by re-applying this gust profile to the airplane and computing multiple simultaneous load responses. Such time histories are physically realizable and may be applied to aircraft structures. Within the past several years there has been much interest in obtaining a practical analysis method which is capable of solving the analogous problem for nonlinear aircraft. Such an analysis method has been the focus of an international committee of gust loads specialists formed by the U.S. Federal Aviation Administration and was the topic of a panel discussion at the Gust and Buffet Loads session at the 1989 SDM Conference in Mobile, Alabama. The kinds of nonlinearities common on modern transport aircraft are indicated. The Statical Discrete Gust method is capable of being, but so far has not been, applied to nonlinear aircraft. To make the method practical for nonlinear applications, a search procedure is essential. Another method is based on Matched Filter Theory and, in its current form, is applicable to linear systems only. The purpose here is to present the status of an attempt to extend the matched filter approach to nonlinear systems. The extension uses Matched Filter Theory as a starting point and then employs a constrained optimization algorithm to attack the nonlinear problem.

Making a georeferenced mosaic of historical map series using constrained polynomial fit

NASA Astrophysics Data System (ADS)

Molnár, G.

2009-04-01

Present day GIS software packages make it possible to handle several hundreds of rasterised map sheets. For proper usage of such datasets we usually have two requirements: First these map sheets should be georeferenced, secondly these georeferenced maps should fit properly together, without overlap and short. Both requirements can be fulfilled easily, if the geodetic background for the map series is accurate, and the projection of the map series is known. In this case the individual map sheets should be georeferenced in the projected coordinate system of the map series. This means every individual map sheets are georeferenced using overprinted coordinate grid or image corner projected coordinates as ground control points (GCPs). If after this georeferencing procedure the map sheets do not fit together (for example because of using different projection for every map sheet, as it is in the case of Third Military Survey) a common projection can be chosen, and all the georeferenced maps should be transformed to this common projection using a map-to-map transformation. If the geodetic background is not so strong, ie. there are distortions inside the map sheets, a polynomial (linear quadratic or cubic) polynomial fit can be used for georeferencing the map sheets. Finding identical surface objects (as GCPs) on the historical map and on a present day cartographic map, let us to determine a transformation between raw image coordinates (x,y) and the projected coordinates (Easting, Northing, E,N). This means, for all the map sheets, several GCPs should be found, (for linear, quadratic of cubic transformations at least 3, 5 or 10 respectively) and every map sheets should be transformed to a present day coordinate system individually using these GCPs. The disadvantage of this method is that, after the transformation, the individual transformed map sheets not necessarily fit together properly any more. To overcome this problem neither the reverse order of procedure helps: if we make the mosaic first (eg. graphically) and we try the polynomial fit of this mosaic afterwards, neither using this can we reduce the error of internal inaccuracy of the map-sheets. We can overcome this problem by calculating the transformation parameters of polynomial fit with constrains (Mikhail, 1976). The constrain is that the common edge of two neighboring map-sheets should be transformed identically, ie. the right edge of the left image and the left edge of the right image should fit together after the transformation. This condition should fulfill for all the internal (not only the vertical, but also for the horizontal) edges of the mosaic. Constrains are expressed as a relationship between parameters: The parameters of the polynomial transformation should fulfill not only the least squares adjustment criteria but also the constrain: the transformed coordinates should be identical on the image edges. (With the example mentioned above, for image points of the rightmost column of the left image the transformed coordinates should be the same a for the image points of the leftmost column of the right image, and these transformed coordinates can depend on the line number image coordinate of the raster point.) The normal equation system can be calculated with Lagrange-multipliers. The resulting set of parameters for all map-sheets should be applied on the transformation of the images. This parameter set can not been directly applied in GIS software for the transformation. The simplest solution applying this parameters is ‘simulating' GCPs for every image, and applying these simulated GCPs for the georeferencing of the individual map sheets. This method is applied on a set of map-sheets of the First military Survey of the Habsburg Empire with acceptable results. Reference: Mikhail, E. M.: Observations and Least Squares. IEP—A Dun-Donnelley Publisher, New York, 1976. 497 pp.

Constrained approximation of effective generators for multiscale stochastic reaction networks and application to conditioned path sampling

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

Cotter, Simon L., E-mail: simon.cotter@manchester.ac.uk

2016-10-15

Efficient analysis and simulation of multiscale stochastic systems of chemical kinetics is an ongoing area for research, and is the source of many theoretical and computational challenges. In this paper, we present a significant improvement to the constrained approach, which is a method for computing effective dynamics of slowly changing quantities in these systems, but which does not rely on the quasi-steady-state assumption (QSSA). The QSSA can cause errors in the estimation of effective dynamics for systems where the difference in timescales between the “fast” and “slow” variables is not so pronounced. This new application of the constrained approach allowsmore » us to compute the effective generator of the slow variables, without the need for expensive stochastic simulations. This is achieved by finding the null space of the generator of the constrained system. For complex systems where this is not possible, or where the constrained subsystem is itself multiscale, the constrained approach can then be applied iteratively. This results in breaking the problem down into finding the solutions to many small eigenvalue problems, which can be efficiently solved using standard methods. Since this methodology does not rely on the quasi steady-state assumption, the effective dynamics that are approximated are highly accurate, and in the case of systems with only monomolecular reactions, are exact. We will demonstrate this with some numerics, and also use the effective generators to sample paths of the slow variables which are conditioned on their endpoints, a task which would be computationally intractable for the generator of the full system.« less

Optimal mistuning for enhanced aeroelastic stability of transonic fans

NASA Technical Reports Server (NTRS)

Hall, K. C.; Crawley, E. F.

1983-01-01

An inverse design procedure was developed for the design of a mistuned rotor. The design requirements are that the stability margin of the eigenvalues of the aeroelastic system be greater than or equal to some minimum stability margin, and that the mass added to each blade be positive. The objective was to achieve these requirements with a minimal amount of mistuning. Hence, the problem was posed as a constrained optimization problem. The constrained minimization problem was solved by the technique of mathematical programming via augmented Lagrangians. The unconstrained minimization phase of this technique was solved by the variable metric method. The bladed disk was modelled as being composed of a rigid disk mounted on a rigid shaft. Each of the blades were modelled with a single tosional degree of freedom.

Probabilistic Reasoning for Plan Robustness

NASA Technical Reports Server (NTRS)

Schaffer, Steve R.; Clement, Bradley J.; Chien, Steve A.

2005-01-01

A planning system must reason about the uncertainty of continuous variables in order to accurately project the possible system state over time. A method is devised for directly reasoning about the uncertainty in continuous activity duration and resource usage for planning problems. By representing random variables as parametric distributions, computing projected system state can be simplified in some cases. Common approximation and novel methods are compared for over-constrained and lightly constrained domains. The system compares a few common approximation methods for an iterative repair planner. Results show improvements in robustness over the conventional non-probabilistic representation by reducing the number of constraint violations witnessed by execution. The improvement is more significant for larger problems and problems with higher resource subscription levels but diminishes as the system is allowed to accept higher risk levels.

Multidimensional deconvolution of optical microscope and ultrasound imaging using adaptive least-mean-square (LMS) inverse filtering

NASA Astrophysics Data System (ADS)

Sapia, Mark Angelo

2000-11-01

Three-dimensional microscope images typically suffer from reduced resolution due to the effects of convolution, optical aberrations and out-of-focus blurring. Two- dimensional ultrasound images are also degraded by convolutional bluffing and various sources of noise. Speckle noise is a major problem in ultrasound images. In microscopy and ultrasound, various methods of digital filtering have been used to improve image quality. Several methods of deconvolution filtering have been used to improve resolution by reversing the convolutional effects, many of which are based on regularization techniques and non-linear constraints. The technique discussed here is a unique linear filter for deconvolving 3D fluorescence microscopy or 2D ultrasound images. The process is to solve for the filter completely in the spatial-domain using an adaptive algorithm to converge to an optimum solution for de-blurring and resolution improvement. There are two key advantages of using an adaptive solution: (1)it efficiently solves for the filter coefficients by taking into account all sources of noise and degraded resolution at the same time, and (2)achieves near-perfect convergence to the ideal linear deconvolution filter. This linear adaptive technique has other advantages such as avoiding artifacts of frequency-domain transformations and concurrent adaptation to suppress noise. Ultimately, this approach results in better signal-to-noise characteristics with virtually no edge-ringing. Many researchers have not adopted linear techniques because of poor convergence, noise instability and negative valued data in the results. The methods presented here overcome many of these well-documented disadvantages and provide results that clearly out-perform other linear methods and may also out-perform regularization and constrained algorithms. In particular, the adaptive solution is most responsible for overcoming the poor performance associated with linear techniques. This linear adaptive approach to deconvolution is demonstrated with results of restoring blurred phantoms for both microscopy and ultrasound and restoring 3D microscope images of biological cells and 2D ultrasound images of human subjects (courtesy of General Electric and Diasonics, Inc.).

Northwest Laboratory for Integrated Systems, University of Washington, Semiannual Technical Report Number 1, July 1-November 8, 1991

DTIC Science & Technology

1991-11-08

only simple bounds on delays but also relate the delays in linear inequalities so that tradeoffs are apparent. We model circuits as communicating...set of linear inequalities constraining the variables. These relations provide synthesis tools with information about tradeoffs between circuit delays...available to express the original circuit as a graph of elementary gates and then cover the graph’s fanout-free trees with collections of three-input

Designing a mixture experiment when the components are subject to a nonlinear multiple-component constraint

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

Piepel, Greg F.; Cooley, Scott K.; Vienna, John D.

This article presents a case study of developing an experimental design for a constrained mixture experiment when the experimental region is defined by single-component constraints (SCCs), linear multiple-component constraints (MCCs), and a nonlinear MCC. Traditional methods and software for designing constrained mixture experiments with SCCs and linear MCCs are not directly applicable because of the nonlinear MCC. A modification of existing methodology to account for the nonlinear MCC was developed and is described in this article. The case study involves a 15-component nuclear waste glass example in which SO3 is one of the components. SO3 has a solubility limit inmore » glass that depends on the composition of the balance of the glass. A goal was to design the experiment so that SO3 would not exceed its predicted solubility limit for any of the experimental glasses. The SO3 solubility limit had previously been modeled by a partial quadratic mixture (PQM) model expressed in the relative proportions of the 14 other components. The PQM model was used to construct a nonlinear MCC in terms of all 15 components. In addition, there were SCCs and linear MCCs. This article discusses the waste glass example and how a layered design was generated to (i) account for the SCCs, linear MCCs, and nonlinear MCC and (ii) meet the goals of the study.« less

STICK-SLIP-SEPARATION Analysis and Non-Linear Stiffness and Damping Characterization of Friction Contacts Having Variable Normal Load

NASA Astrophysics Data System (ADS)

Yang, B. D.; Chu, M. L.; Menq, C. H.

1998-03-01

Mechanical systems in which moving components are mutually constrained through contacts often lead to complex contact kinematics involving tangential and normal relative motions. A friction contact model is proposed to characterize this type of contact kinematics that imposes both friction non-linearity and intermittent separation non-linearity on the system. The stick-slip friction phenomenon is analyzed by establishing analytical criteria that predict the transition between stick, slip, and separation of the interface. The established analytical transition criteria are particularly important to the proposed friction contact model for the transition conditions of the contact kinematics are complicated by the effect of normal load variation and possible interface separation. With these transition criteria, the induced friction force on the contact plane and the variable normal load perpendicular to the contact plane, can be predicted for any given cyclic relative motions at the contact interface and hysteresis loops can be produced so as to characterize the equivalent damping and stiffness of the friction contact. These-non-linear damping and stiffness methods along with the harmonic balance method are then used to predict the resonant response of a frictionally constrained two-degree-of-freedom oscillator. The predicted results are compared with those of the time integration method and the damping effect, the resonant frequency shift, and the jump phenomenon are examined.

Design of Linear Quadratic Regulators and Kalman Filters

NASA Technical Reports Server (NTRS)

Lehtinen, B.; Geyser, L.

1986-01-01

AESOP solves problems associated with design of controls and state estimators for linear time-invariant systems. Systems considered are modeled in state-variable form by set of linear differential and algebraic equations with constant coefficients. Two key problems solved by AESOP are linear quadratic regulator (LQR) design problem and steady-state Kalman filter design problem. AESOP is interactive. User solves design problems and analyzes solutions in single interactive session. Both numerical and graphical information available to user during the session.

Constrained Low-Rank Learning Using Least Squares-Based Regularization.

PubMed

Li, Ping; Yu, Jun; Wang, Meng; Zhang, Luming; Cai, Deng; Li, Xuelong

2017-12-01

Low-rank learning has attracted much attention recently due to its efficacy in a rich variety of real-world tasks, e.g., subspace segmentation and image categorization. Most low-rank methods are incapable of capturing low-dimensional subspace for supervised learning tasks, e.g., classification and regression. This paper aims to learn both the discriminant low-rank representation (LRR) and the robust projecting subspace in a supervised manner. To achieve this goal, we cast the problem into a constrained rank minimization framework by adopting the least squares regularization. Naturally, the data label structure tends to resemble that of the corresponding low-dimensional representation, which is derived from the robust subspace projection of clean data by low-rank learning. Moreover, the low-dimensional representation of original data can be paired with some informative structure by imposing an appropriate constraint, e.g., Laplacian regularizer. Therefore, we propose a novel constrained LRR method. The objective function is formulated as a constrained nuclear norm minimization problem, which can be solved by the inexact augmented Lagrange multiplier algorithm. Extensive experiments on image classification, human pose estimation, and robust face recovery have confirmed the superiority of our method.

A Risk-Constrained Multi-Stage Decision Making Approach to the Architectural Analysis of Mars Missions

NASA Technical Reports Server (NTRS)

Kuwata, Yoshiaki; Pavone, Marco; Balaram, J. (Bob)

2012-01-01

This paper presents a novel risk-constrained multi-stage decision making approach to the architectural analysis of planetary rover missions. In particular, focusing on a 2018 Mars rover concept, which was considered as part of a potential Mars Sample Return campaign, we model the entry, descent, and landing (EDL) phase and the rover traverse phase as four sequential decision-making stages. The problem is to find a sequence of divert and driving maneuvers so that the rover drive is minimized and the probability of a mission failure (e.g., due to a failed landing) is below a user specified bound. By solving this problem for several different values of the model parameters (e.g., divert authority), this approach enables rigorous, accurate and systematic trade-offs for the EDL system vs. the mobility system, and, more in general, cross-domain trade-offs for the different phases of a space mission. The overall optimization problem can be seen as a chance-constrained dynamic programming problem, with the additional complexity that 1) in some stages the disturbances do not have any probabilistic characterization, and 2) the state space is extremely large (i.e, hundreds of millions of states for trade-offs with high-resolution Martian maps). To this purpose, we solve the problem by performing an unconventional combination of average and minimax cost analysis and by leveraging high efficient computation tools from the image processing community. Preliminary trade-off results are presented.

Bayes factors for testing inequality constrained hypotheses: Issues with prior specification.

PubMed

Mulder, Joris

2014-02-01

Several issues are discussed when testing inequality constrained hypotheses using a Bayesian approach. First, the complexity (or size) of the inequality constrained parameter spaces can be ignored. This is the case when using the posterior probability that the inequality constraints of a hypothesis hold, Bayes factors based on non-informative improper priors, and partial Bayes factors based on posterior priors. Second, the Bayes factor may not be invariant for linear one-to-one transformations of the data. This can be observed when using balanced priors which are centred on the boundary of the constrained parameter space with a diagonal covariance structure. Third, the information paradox can be observed. When testing inequality constrained hypotheses, the information paradox occurs when the Bayes factor of an inequality constrained hypothesis against its complement converges to a constant as the evidence for the first hypothesis accumulates while keeping the sample size fixed. This paradox occurs when using Zellner's g prior as a result of too much prior shrinkage. Therefore, two new methods are proposed that avoid these issues. First, partial Bayes factors are proposed based on transformed minimal training samples. These training samples result in posterior priors that are centred on the boundary of the constrained parameter space with the same covariance structure as in the sample. Second, a g prior approach is proposed by letting g go to infinity. This is possible because the Jeffreys-Lindley paradox is not an issue when testing inequality constrained hypotheses. A simulation study indicated that the Bayes factor based on this g prior approach converges fastest to the true inequality constrained hypothesis. © 2013 The British Psychological Society.

Discriminative Transfer Subspace Learning via Low-Rank and Sparse Representation.

PubMed

Xu, Yong; Fang, Xiaozhao; Wu, Jian; Li, Xuelong; Zhang, David

2016-02-01

In this paper, we address the problem of unsupervised domain transfer learning in which no labels are available in the target domain. We use a transformation matrix to transfer both the source and target data to a common subspace, where each target sample can be represented by a combination of source samples such that the samples from different domains can be well interlaced. In this way, the discrepancy of the source and target domains is reduced. By imposing joint low-rank and sparse constraints on the reconstruction coefficient matrix, the global and local structures of data can be preserved. To enlarge the margins between different classes as much as possible and provide more freedom to diminish the discrepancy, a flexible linear classifier (projection) is obtained by learning a non-negative label relaxation matrix that allows the strict binary label matrix to relax into a slack variable matrix. Our method can avoid a potentially negative transfer by using a sparse matrix to model the noise and, thus, is more robust to different types of noise. We formulate our problem as a constrained low-rankness and sparsity minimization problem and solve it by the inexact augmented Lagrange multiplier method. Extensive experiments on various visual domain adaptation tasks show the superiority of the proposed method over the state-of-the art methods. The MATLAB code of our method will be publicly available at http://www.yongxu.org/lunwen.html.

Bidirectional reaction steps in metabolic networks: I. Modeling and simulation of carbon isotope labeling experiments.

PubMed

Wiechert, W; de Graaf, A A

1997-07-05

The extension of metabolite balancing with carbon labeling experiments, as described by Marx et al. (Biotechnol. Bioeng. 49: 11-29), results in a much more detailed stationary metabolic flux analysis. As opposed to basic metabolite flux balancing alone, this method enables both flux directions of bidirectional reaction steps to be quantitated. However, the mathematical treatment of carbon labeling systems is much more complicated, because it requires the solution of numerous balance equations that are bilinear with respect to fluxes and fractional labeling. In this study, a universal modeling framework is presented for describing the metabolite and carbon atom flux in a metabolic network. Bidirectional reaction steps are extensively treated and their impact on the system's labeling state is investigated. Various kinds of modeling assumptions, as usually made for metabolic fluxes, are expressed by linear constraint equations. A numerical algorithm for the solution of the resulting linear constrained set of nonlinear equations is developed. The numerical stability problems caused by large bidirectional fluxes are solved by a specially developed transformation method. Finally, the simulation of carbon labeling experiments is facilitated by a flexible software tool for network synthesis. An illustrative simulation study on flux identifiability from available flux and labeling measurements in the cyclic pentose phosphate pathway of a recombinant strain of Zymomonas mobilis concludes this contribution.

Human Adaptive Behavior in Common Pool Resource Systems

PubMed Central

Brandt, Gunnar; Merico, Agostino; Vollan, Björn; Schlüter, Achim

2012-01-01

Overexploitation of common-pool resources, resulting from uncooperative harvest behavior, is a major problem in many social-ecological systems. Feedbacks between user behavior and resource productivity induce non-linear dynamics in the harvest and the resource stock that complicate the understanding and the prediction of the co-evolutionary system. With an adaptive model constrained by data from a behavioral economic experiment, we show that users’ expectations of future pay-offs vary as a result of the previous harvest experience, the time-horizon, and the ability to communicate. In our model, harvest behavior is a trait that adjusts to continuously changing potential returns according to a trade-off between the users’ current harvest and the discounted future productivity of the resource. Given a maximum discount factor, which quantifies the users’ perception of future pay-offs, the temporal dynamics of harvest behavior and ecological resource can be predicted. Our results reveal a non-linear relation between the previous harvest and current discount rates, which is most sensitive around a reference harvest level. While higher than expected returns resulting from cooperative harvesting in the past increase the importance of future resource productivity and foster sustainability, harvests below the reference level lead to a downward spiral of increasing overexploitation and disappointing returns. PMID:23285180

Pseudo-updated constrained solution algorithm for nonlinear heat conduction

NASA Technical Reports Server (NTRS)

Tovichakchaikul, S.; Padovan, J.

1983-01-01

This paper develops efficiency and stability improvements in the incremental successive substitution (ISS) procedure commonly used to generate the solution to nonlinear heat conduction problems. This is achieved by employing the pseudo-update scheme of Broyden, Fletcher, Goldfarb and Shanno in conjunction with the constrained version of the ISS. The resulting algorithm retains the formulational simplicity associated with ISS schemes while incorporating the enhanced convergence properties of slope driven procedures as well as the stability of constrained approaches. To illustrate the enhanced operating characteristics of the new scheme, the results of several benchmark comparisons are presented.

Using the World Health Organization's 4S-Framework to Strengthen National Strategies, Policies and Services to Address Mental Health Problems in Adolescents in Resource-Constrained Settings

PubMed Central

2011-01-01

Background Most adolescents live in resource-constrained countries and their mental health has been less well recognised than other aspects of their health. The World Health Organization's 4-S Framework provides a structure for national initiatives to improve adolescent health through: gathering and using strategic information; developing evidence-informed policies; scaling up provision and use of health services; and strengthening linkages with other government sectors. The aim of this paper is to discuss how the findings of a recent systematic review of mental health problems in adolescents in resource-constrained settings might be applied using the 4-S Framework. Method Analysis of the implications of the findings of a systematic search of the English-language literature for national strategies, policies, services and cross-sectoral linkages to improve the mental health of adolescents in resource-constrained settings. Results Data are available for only 33/112 [29%] resource-constrained countries, but in all where data are available, non-psychotic mental health problems in adolescents are identifiable, prevalent and associated with reduced quality of life, impaired participation and compromised development. In the absence of evidence about effective interventions in these settings expert opinion is that a broad public policy response which addresses direct strategies for prevention, early intervention and treatment; health service and health workforce requirements; social inclusion of marginalised groups of adolescents; and specific education is required. Specific endorsed strategies include public education, parent education, training for teachers and primary healthcare workers, psycho-educational curricula, identification through periodic screening of the most vulnerable and referral for care, and the availability of counsellors or other identified trained staff members in schools from whom adolescents can seek assistance for personal, peer and family relationship problems. Conclusion The predominant endorsed action is not that dedicated mental health services for adolescents are required, but that mental health care should be integrated using cross-sectoral strategies into the communities in which adolescents live, the institutions they attend and the organisations in which they participate. PMID:21923901

An efficient method for generalized linear multiplicative programming problem with multiplicative constraints.

PubMed

Zhao, Yingfeng; Liu, Sanyang

2016-01-01

We present a practical branch and bound algorithm for globally solving generalized linear multiplicative programming problem with multiplicative constraints. To solve the problem, a relaxation programming problem which is equivalent to a linear programming is proposed by utilizing a new two-phase relaxation technique. In the algorithm, lower and upper bounds are simultaneously obtained by solving some linear relaxation programming problems. Global convergence has been proved and results of some sample examples and a small random experiment show that the proposed algorithm is feasible and efficient.

Encapsulated Ball Bearings for Rotary Micro Machines

DTIC Science & Technology

2007-01-01

maintaining fabrication simplicity and stability. Although ball bearings have been demonstrated in devices such as linear micromotors [6, 7] and rotary... micromotors [8], they have yet to be integrated into the microfabrication process to fully constrain the dynamic element. In the cases of both Modafe et

Programmable motion of DNA origami mechanisms.

PubMed

Marras, Alexander E; Zhou, Lifeng; Su, Hai-Jun; Castro, Carlos E

2015-01-20

DNA origami enables the precise fabrication of nanoscale geometries. We demonstrate an approach to engineer complex and reversible motion of nanoscale DNA origami machine elements. We first design, fabricate, and characterize the mechanical behavior of flexible DNA origami rotational and linear joints that integrate stiff double-stranded DNA components and flexible single-stranded DNA components to constrain motion along a single degree of freedom and demonstrate the ability to tune the flexibility and range of motion. Multiple joints with simple 1D motion were then integrated into higher order mechanisms. One mechanism is a crank-slider that couples rotational and linear motion, and the other is a Bennett linkage that moves between a compacted bundle and an expanded frame configuration with a constrained 3D motion path. Finally, we demonstrate distributed actuation of the linkage using DNA input strands to achieve reversible conformational changes of the entire structure on ∼ minute timescales. Our results demonstrate programmable motion of 2D and 3D DNA origami mechanisms constructed following a macroscopic machine design approach.

Programmable motion of DNA origami mechanisms

PubMed Central

Marras, Alexander E.; Zhou, Lifeng; Su, Hai-Jun; Castro, Carlos E.

2015-01-01

DNA origami enables the precise fabrication of nanoscale geometries. We demonstrate an approach to engineer complex and reversible motion of nanoscale DNA origami machine elements. We first design, fabricate, and characterize the mechanical behavior of flexible DNA origami rotational and linear joints that integrate stiff double-stranded DNA components and flexible single-stranded DNA components to constrain motion along a single degree of freedom and demonstrate the ability to tune the flexibility and range of motion. Multiple joints with simple 1D motion were then integrated into higher order mechanisms. One mechanism is a crank–slider that couples rotational and linear motion, and the other is a Bennett linkage that moves between a compacted bundle and an expanded frame configuration with a constrained 3D motion path. Finally, we demonstrate distributed actuation of the linkage using DNA input strands to achieve reversible conformational changes of the entire structure on ∼minute timescales. Our results demonstrate programmable motion of 2D and 3D DNA origami mechanisms constructed following a macroscopic machine design approach. PMID:25561550

Blind Channel Equalization with Colored Source Based on Constrained Optimization Methods

NASA Astrophysics Data System (ADS)

Wang, Yunhua; DeBrunner, Linda; DeBrunner, Victor; Zhou, Dayong

2008-12-01

Tsatsanis and Xu have applied the constrained minimum output variance (CMOV) principle to directly blind equalize a linear channel—a technique that has proven effective with white inputs. It is generally assumed in the literature that their CMOV method can also effectively equalize a linear channel with a colored source. In this paper, we prove that colored inputs will cause the equalizer to incorrectly converge due to inadequate constraints. We also introduce a new blind channel equalizer algorithm that is based on the CMOV principle, but with a different constraint that will correctly handle colored sources. Our proposed algorithm works for channels with either white or colored inputs and performs equivalently to the trained minimum mean-square error (MMSE) equalizer under high SNR. Thus, our proposed algorithm may be regarded as an extension of the CMOV algorithm proposed by Tsatsanis and Xu. We also introduce several methods to improve the performance of our introduced algorithm in the low SNR condition. Simulation results show the superior performance of our proposed methods.

Multiobjective Resource-Constrained Project Scheduling with a Time-Varying Number of Tasks

PubMed Central

Abello, Manuel Blanco

2014-01-01

In resource-constrained project scheduling (RCPS) problems, ongoing tasks are restricted to utilizing a fixed number of resources. This paper investigates a dynamic version of the RCPS problem where the number of tasks varies in time. Our previous work investigated a technique called mapping of task IDs for centroid-based approach with random immigrants (McBAR) that was used to solve the dynamic problem. However, the solution-searching ability of McBAR was investigated over only a few instances of the dynamic problem. As a consequence, only a small number of characteristics of McBAR, under the dynamics of the RCPS problem, were found. Further, only a few techniques were compared to McBAR with respect to its solution-searching ability for solving the dynamic problem. In this paper, (a) the significance of the subalgorithms of McBAR is investigated by comparing McBAR to several other techniques; and (b) the scope of investigation in the previous work is extended. In particular, McBAR is compared to a technique called, Estimation Distribution Algorithm (EDA). As with McBAR, EDA is applied to solve the dynamic problem, an application that is unique in the literature. PMID:24883398

Discrete-time neural network for fast solving large linear L1 estimation problems and its application to image restoration.

PubMed

Xia, Youshen; Sun, Changyin; Zheng, Wei Xing

2012-05-01

There is growing interest in solving linear L1 estimation problems for sparsity of the solution and robustness against non-Gaussian noise. This paper proposes a discrete-time neural network which can calculate large linear L1 estimation problems fast. The proposed neural network has a fixed computational step length and is proved to be globally convergent to an optimal solution. Then, the proposed neural network is efficiently applied to image restoration. Numerical results show that the proposed neural network is not only efficient in solving degenerate problems resulting from the nonunique solutions of the linear L1 estimation problems but also needs much less computational time than the related algorithms in solving both linear L1 estimation and image restoration problems.

Spin noise spectroscopy beyond thermal equilibrium and linear response.

PubMed

Glasenapp, P; Sinitsyn, N A; Yang, Luyi; Rickel, D G; Roy, D; Greilich, A; Bayer, M; Crooker, S A

2014-10-10

Per the fluctuation-dissipation theorem, the information obtained from spin fluctuation studies in thermal equilibrium is necessarily constrained by the system's linear response functions. However, by including weak radio frequency magnetic fields, we demonstrate that intrinsic and random spin fluctuations even in strictly unpolarized ensembles can reveal underlying patterns of correlation and coupling beyond linear response, and can be used to study nonequilibrium and even multiphoton coherent spin phenomena. We demonstrate this capability in a classical vapor of (41)K alkali atoms, where spin fluctuations alone directly reveal Rabi splittings, the formation of Mollow triplets and Autler-Townes doublets, ac Zeeman shifts, and even nonlinear multiphoton coherences.

The information geometry of chaos

NASA Astrophysics Data System (ADS)

Cafaro, Carlo

2008-10-01

In this Thesis, we propose a new theoretical information-geometric framework (IGAC, Information Geometrodynamical Approach to Chaos) suitable to characterize chaotic dynamical behavior of arbitrary complex systems. First, the problem being investigated is defined; its motivation and relevance are discussed. The basic tools of information physics and the relevant mathematical tools employed in this work are introduced. The basic aspects of Entropic Dynamics (ED) are reviewed. ED is an information-constrained dynamics developed by Ariel Caticha to investigate the possibility that laws of physics---either classical or quantum---may emerge as macroscopic manifestations of underlying microscopic statistical structures. ED is of primary importance in our IGAC. The notion of chaos in classical and quantum physics is introduced. Special focus is devoted to the conventional Riemannian geometrodynamical approach to chaos (Jacobi geometrodynamics) and to the Zurek-Paz quantum chaos criterion of linear entropy growth. After presenting this background material, we show that the ED formalism is not purely an abstract mathematical framework, but is indeed a general theoretical scheme from which conventional Newtonian dynamics is obtained as a special limiting case. The major elements of our IGAC and the novel notion of information geometrodynamical entropy (IGE) are introduced by studying two "toy models". To illustrate the potential power of our IGAC, one application is presented. An information-geometric analogue of the Zurek-Paz quantum chaos criterion of linear entropy growth is suggested. Finally, concluding remarks emphasizing strengths and weak points of our approach are presented and possible further research directions are addressed. At this stage of its development, IGAC remains an ambitious unifying information-geometric theoretical construct for the study of chaotic dynamics with several unsolved problems. However, based on our recent findings, we believe it already provides an interesting, innovative and potentially powerful way to study and understand the very important and challenging problems of classical and quantum chaos.

Can Linear Superiorization Be Useful for Linear Optimization Problems?

PubMed Central

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

When Procedures Discourage Insight: Epistemological Consequences of Prompting Novice Physics Students to Construct Force Diagrams

ERIC Educational Resources Information Center

Kuo, Eric; Hallinen, Nicole R.; Conlin, Luke D.

2017-01-01

One aim of school science instruction is to help students become adaptive problem solvers. Though successful at structuring novice problem solving, step-by-step problem-solving frameworks may also constrain students' thinking. This study utilises a paradigm established by Heckler [(2010). Some consequences of prompting novice physics students to…

Formal language constrained path problems

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

Barrett, C.; Jacob, R.; Marathe, M.

1997-07-08

In many path finding problems arising in practice, certain patterns of edge/vertex labels in the labeled graph being traversed are allowed/preferred, while others are disallowed. Motivated by such applications as intermodal transportation planning, the authors investigate the complexity of finding feasible paths in a labeled network, where the mode choice for each traveler is specified by a formal language. The main contributions of this paper include the following: (1) the authors show that the problem of finding a shortest path between a source and destination for a traveler whose mode choice is specified as a context free language is solvablemore » efficiently in polynomial time, when the mode choice is specified as a regular language they provide algorithms with improved space and time bounds; (2) in contrast, they show that the problem of finding simple paths between a source and a given destination is NP-hard, even when restricted to very simple regular expressions and/or very simple graphs; (3) for the class of treewidth bounded graphs, they show that (i) the problem of finding a regular language constrained simple path between source and a destination is solvable in polynomial time and (ii) the extension to finding context free language constrained simple paths is NP-complete. Several extensions of these results are presented in the context of finding shortest paths with additional constraints. These results significantly extend the results in [MW95]. As a corollary of the results, they obtain a polynomial time algorithm for the BEST k-SIMILAR PATH problem studied in [SJB97]. The previous best algorithm was given by [SJB97] and takes exponential time in the worst case.« less

Linear System of Equations, Matrix Inversion, and Linear Programming Using MS Excel

ERIC Educational Resources Information Center

El-Gebeily, M.; Yushau, B.

2008-01-01

In this note, we demonstrate with illustrations two different ways that MS Excel can be used to solve Linear Systems of Equation, Linear Programming Problems, and Matrix Inversion Problems. The advantage of using MS Excel is its availability and transparency (the user is responsible for most of the details of how a problem is solved). Further, we…

Explaining evolution via constrained persistent perfect phylogeny

PubMed Central

2014-01-01

Background The perfect phylogeny is an often used model in phylogenetics since it provides an efficient basic procedure for representing the evolution of genomic binary characters in several frameworks, such as for example in haplotype inference. The model, which is conceptually the simplest, is based on the infinite sites assumption, that is no character can mutate more than once in the whole tree. A main open problem regarding the model is finding generalizations that retain the computational tractability of the original model but are more flexible in modeling biological data when the infinite site assumption is violated because of e.g. back mutations. A special case of back mutations that has been considered in the study of the evolution of protein domains (where a domain is acquired and then lost) is persistency, that is the fact that a character is allowed to return back to the ancestral state. In this model characters can be gained and lost at most once. In this paper we consider the computational problem of explaining binary data by the Persistent Perfect Phylogeny model (referred as PPP) and for this purpose we investigate the problem of reconstructing an evolution where some constraints are imposed on the paths of the tree. Results We define a natural generalization of the PPP problem obtained by requiring that for some pairs (character, species), neither the species nor any of its ancestors can have the character. In other words, some characters cannot be persistent for some species. This new problem is called Constrained PPP (CPPP). Based on a graph formulation of the CPPP problem, we are able to provide a polynomial time solution for the CPPP problem for matrices whose conflict graph has no edges. Using this result, we develop a parameterized algorithm for solving the CPPP problem where the parameter is the number of characters. Conclusions A preliminary experimental analysis shows that the constrained persistent perfect phylogeny model allows to explain efficiently data that do not conform with the classical perfect phylogeny model. PMID:25572381

Non-linear analysis of wave progagation using transform methods and plates and shells using integral equations

NASA Astrophysics Data System (ADS)

Pipkins, Daniel Scott

Two diverse topics of relevance in modern computational mechanics are treated. The first involves the modeling of linear and non-linear wave propagation in flexible, lattice structures. The technique used combines the Laplace Transform with the Finite Element Method (FEM). The procedure is to transform the governing differential equations and boundary conditions into the transform domain where the FEM formulation is carried out. For linear problems, the transformed differential equations can be solved exactly, hence the method is exact. As a result, each member of the lattice structure is modeled using only one element. In the non-linear problem, the method is no longer exact. The approximation introduced is a spatial discretization of the transformed non-linear terms. The non-linear terms are represented in the transform domain by making use of the complex convolution theorem. A weak formulation of the resulting transformed non-linear equations yields a set of element level matrix equations. The trial and test functions used in the weak formulation correspond to the exact solution of the linear part of the transformed governing differential equation. Numerical results are presented for both linear and non-linear systems. The linear systems modeled are longitudinal and torsional rods and Bernoulli-Euler and Timoshenko beams. For non-linear systems, a viscoelastic rod and Von Karman type beam are modeled. The second topic is the analysis of plates and shallow shells under-going finite deflections by the Field/Boundary Element Method. Numerical results are presented for two plate problems. The first is the bifurcation problem associated with a square plate having free boundaries which is loaded by four, self equilibrating corner forces. The results are compared to two existing numerical solutions of the problem which differ substantially.

Optimal Control Strategies for Constrained Relative Orbits

DTIC Science & Technology

2007-09-01

the chief. The work assumes the Clohessy - Wiltshire closeness assump- tion between the deputy and chief is valid, however, elliptical chief orbits are...133 Appendix G. A Closed-Form Solution of the Linear Clohessy - Wiltshire Equa- tions...Counterspace . . . . . . . . . . . . . . . . . . . 1 CW Clohessy - Wiltshire . . . . . . . . . . . . . . . . . . . . . . 4 DARPA Defense Advanced Research

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.

A compressed sensing based 3D resistivity inversion algorithm for hydrogeological applications

NASA Astrophysics Data System (ADS)

Ranjan, Shashi; Kambhammettu, B. V. N. P.; Peddinti, Srinivasa Rao; Adinarayana, J.

2018-04-01

Image reconstruction from discrete electrical responses pose a number of computational and mathematical challenges. Application of smoothness constrained regularized inversion from limited measurements may fail to detect resistivity anomalies and sharp interfaces separated by hydro stratigraphic units. Under favourable conditions, compressed sensing (CS) can be thought of an alternative to reconstruct the image features by finding sparse solutions to highly underdetermined linear systems. This paper deals with the development of a CS assisted, 3-D resistivity inversion algorithm for use with hydrogeologists and groundwater scientists. CS based l1-regularized least square algorithm was applied to solve the resistivity inversion problem. Sparseness in the model update vector is introduced through block oriented discrete cosine transformation, with recovery of the signal achieved through convex optimization. The equivalent quadratic program was solved using primal-dual interior point method. Applicability of the proposed algorithm was demonstrated using synthetic and field examples drawn from hydrogeology. The proposed algorithm has outperformed the conventional (smoothness constrained) least square method in recovering the model parameters with much fewer data, yet preserving the sharp resistivity fronts separated by geologic layers. Resistivity anomalies represented by discrete homogeneous blocks embedded in contrasting geologic layers were better imaged using the proposed algorithm. In comparison to conventional algorithm, CS has resulted in an efficient (an increase in R2 from 0.62 to 0.78; a decrease in RMSE from 125.14 Ω-m to 72.46 Ω-m), reliable, and fast converging (run time decreased by about 25%) solution.

On the Miller-Tucker-Zemlin Based Formulations for the Distance Constrained Vehicle Routing Problems

NASA Astrophysics Data System (ADS)

Kara, Imdat

2010-11-01

Vehicle Routing Problem (VRP), is an extension of the well known Traveling Salesman Problem (TSP) and has many practical applications in the fields of distribution and logistics. When the VRP consists of distance based constraints it is called Distance Constrained Vehicle Routing Problem (DVRP). However, the literature addressing on the DVRP is scarce. In this paper, existing two-indexed integer programming formulations, having Miller-Tucker-Zemlin based subtour elimination constraints, are reviewed. Existing formulations are simplified and obtained formulation is presented as formulation F1. It is shown that, the distance bounding constraints of the formulation F1, may not generate the distance traveled up to the related node. To do this, we redefine the auxiliary variables of the formulation and propose second formulation F2 with new and easy to use distance bounding constraints. Adaptation of the second formulation to the cases where new restrictions such as minimal distance traveled by each vehicle or other objectives such as minimizing the longest distance traveled is discussed.

A generalized network flow model for the multi-mode resource-constrained project scheduling problem with discounted cash flows

NASA Astrophysics Data System (ADS)

Chen, Miawjane; Yan, Shangyao; Wang, Sin-Siang; Liu, Chiu-Lan

2015-02-01

An effective project schedule is essential for enterprises to increase their efficiency of project execution, to maximize profit, and to minimize wastage of resources. Heuristic algorithms have been developed to efficiently solve the complicated multi-mode resource-constrained project scheduling problem with discounted cash flows (MRCPSPDCF) that characterize real problems. However, the solutions obtained in past studies have been approximate and are difficult to evaluate in terms of optimality. In this study, a generalized network flow model, embedded in a time-precedence network, is proposed to formulate the MRCPSPDCF with the payment at activity completion times. Mathematically, the model is formulated as an integer network flow problem with side constraints, which can be efficiently solved for optimality, using existing mathematical programming software. To evaluate the model performance, numerical tests are performed. The test results indicate that the model could be a useful planning tool for project scheduling in the real world.

Information-Constrained Optima with Retrading: An Externality and Its Market-Based Solution☆

PubMed Central

Kilenthong, Weerachart T.; Townsend, Robert M.

2010-01-01

This paper studies the efficiency of competitive equilibria in environments with a moral hazard problem and unobserved states, both with retrading in ex post spot markets. The interaction between private information problems and the possibility of retrade creates an externality, unless preferences have special, restrictive properties. The externality is internalized by allowing agents to contract ex ante on market fundamentals determining the spot price or interest rate, over and above contracting on actions and outputs. Then competitive equilibria are equivalent with the appropriate notion of constrained Pareto optimality. Examples show that it is possible to have multiple market fundamentals or price-islands, created endogenously in equilibrium. PMID:21765540

An iterative algorithm for L1-TV constrained regularization in image restoration

NASA Astrophysics Data System (ADS)

Chen, K.; Loli Piccolomini, E.; Zama, F.

2015-11-01

We consider the problem of restoring blurred images affected by impulsive noise. The adopted method restores the images by solving a sequence of constrained minimization problems where the data fidelity function is the ℓ1 norm of the residual and the constraint, chosen as the image Total Variation, is automatically adapted to improve the quality of the restored images. Although this approach is general, we report here the case of vectorial images where the blurring model involves contributions from the different image channels (cross channel blur). A computationally convenient extension of the Total Variation function to vectorial images is used and the results reported show that this approach is efficient for recovering nearly optimal images.

A Bankruptcy Problem Approach to Load-shedding in Multiagent-based Microgrid Operation

PubMed Central

Kim, Hak-Man; Kinoshita, Tetsuo; Lim, Yujin; Kim, Tai-Hoon

2010-01-01

A microgrid is composed of distributed power generation systems (DGs), distributed energy storage devices (DSs), and loads. To maintain a specific frequency in the islanded mode as an important requirement, the control of DGs’ output and charge action of DSs are used in supply surplus conditions and load-shedding and discharge action of DSs are used in supply shortage conditions. Recently, multiagent systems for autonomous microgrid operation have been studied. Especially, load-shedding, which is intentional reduction of electricity use, is a critical problem in islanded microgrid operation based on the multiagent system. Therefore, effective schemes for load-shedding are required. Meanwhile, the bankruptcy problem deals with dividing short resources among multiple agents. In order to solve the bankruptcy problem, division rules, such as the constrained equal awards rule (CEA), the constrained equal losses rule (CEL), and the random arrival rule (RA), have been used. In this paper, we approach load-shedding as a bankruptcy problem. We compare load-shedding results by above-mentioned rules in islanded microgrid operation based on wireless sensor network (WSN) as the communication link for an agent’s interactions. PMID:22163386

A bankruptcy problem approach to load-shedding in multiagent-based microgrid operation.

PubMed

Kim, Hak-Man; Kinoshita, Tetsuo; Lim, Yujin; Kim, Tai-Hoon

2010-01-01

A microgrid is composed of distributed power generation systems (DGs), distributed energy storage devices (DSs), and loads. To maintain a specific frequency in the islanded mode as an important requirement, the control of DGs' output and charge action of DSs are used in supply surplus conditions and load-shedding and discharge action of DSs are used in supply shortage conditions. Recently, multiagent systems for autonomous microgrid operation have been studied. Especially, load-shedding, which is intentional reduction of electricity use, is a critical problem in islanded microgrid operation based on the multiagent system. Therefore, effective schemes for load-shedding are required. Meanwhile, the bankruptcy problem deals with dividing short resources among multiple agents. In order to solve the bankruptcy problem, division rules, such as the constrained equal awards rule (CEA), the constrained equal losses rule (CEL), and the random arrival rule (RA), have been used. In this paper, we approach load-shedding as a bankruptcy problem. We compare load-shedding results by above-mentioned rules in islanded microgrid operation based on wireless sensor network (WSN) as the communication link for an agent's interactions.

Classification-Assisted Memetic Algorithms for Equality-Constrained Optimization Problems

NASA Astrophysics Data System (ADS)

Handoko, Stephanus Daniel; Kwoh, Chee Keong; Ong, Yew Soon

Regressions has successfully been incorporated into memetic algorithm (MA) to build surrogate models for the objective or constraint landscape of optimization problems. This helps to alleviate the needs for expensive fitness function evaluations by performing local refinements on the approximated landscape. Classifications can alternatively be used to assist MA on the choice of individuals that would experience refinements. Support-vector-assisted MA were recently proposed to alleviate needs for function evaluations in the inequality-constrained optimization problems by distinguishing regions of feasible solutions from those of the infeasible ones based on some past solutions such that search efforts can be focussed on some potential regions only. For problems having equality constraints, however, the feasible space would obviously be extremely small. It is thus extremely difficult for the global search component of the MA to produce feasible solutions. Hence, the classification of feasible and infeasible space would become ineffective. In this paper, a novel strategy to overcome such limitation is proposed, particularly for problems having one and only one equality constraint. The raw constraint value of an individual, instead of its feasibility class, is utilized in this work.

On the linear programming bound for linear Lee codes.

PubMed

Astola, Helena; Tabus, Ioan

2016-01-01

Based on an invariance-type property of the Lee-compositions of a linear Lee code, additional equality constraints can be introduced to the linear programming problem of linear Lee codes. In this paper, we formulate this property in terms of an action of the multiplicative group of the field [Formula: see text] on the set of Lee-compositions. We show some useful properties of certain sums of Lee-numbers, which are the eigenvalues of the Lee association scheme, appearing in the linear programming problem of linear Lee codes. Using the additional equality constraints, we formulate the linear programming problem of linear Lee codes in a very compact form, leading to a fast execution, which allows to efficiently compute the bounds for large parameter values of the linear codes.

Hedonic price models with omitted variables and measurement errors: a constrained autoregression-structural equation modeling approach with application to urban Indonesia

NASA Astrophysics Data System (ADS)

Suparman, Yusep; Folmer, Henk; Oud, Johan H. L.

2014-01-01

Omitted variables and measurement errors in explanatory variables frequently occur in hedonic price models. Ignoring these problems leads to biased estimators. In this paper, we develop a constrained autoregression-structural equation model (ASEM) to handle both types of problems. Standard panel data models to handle omitted variables bias are based on the assumption that the omitted variables are time-invariant. ASEM allows handling of both time-varying and time-invariant omitted variables by constrained autoregression. In the case of measurement error, standard approaches require additional external information which is usually difficult to obtain. ASEM exploits the fact that panel data are repeatedly measured which allows decomposing the variance of a variable into the true variance and the variance due to measurement error. We apply ASEM to estimate a hedonic housing model for urban Indonesia. To get insight into the consequences of measurement error and omitted variables, we compare the ASEM estimates with the outcomes of (1) a standard SEM, which does not account for omitted variables, (2) a constrained autoregression model, which does not account for measurement error, and (3) a fixed effects hedonic model, which ignores measurement error and time-varying omitted variables. The differences between the ASEM estimates and the outcomes of the three alternative approaches are substantial.

Constrained Self-adaptive Solutions Procedures for Structure Subject to High Temperature Elastic-plastic Creep Effects

NASA Technical Reports Server (NTRS)

Padovan, J.; Tovichakchaikul, S.

1983-01-01

This paper will develop a new solution strategy which can handle elastic-plastic-creep problems in an inherently stable manner. This is achieved by introducing a new constrained time stepping algorithm which will enable the solution of creep initiated pre/postbuckling behavior where indefinite tangent stiffnesses are encountered. Due to the generality of the scheme, both monotone and cyclic loading histories can be handled. The presentation will give a thorough overview of current solution schemes and their short comings, the development of constrained time stepping algorithms as well as illustrate the results of several numerical experiments which benchmark the new procedure.

Thermal-economic optimisation of a CHP gas turbine system by applying a fit-problem genetic algorithm

NASA Astrophysics Data System (ADS)

Ferreira, Ana C. M.; Teixeira, Senhorinha F. C. F.; Silva, Rui G.; Silva, Ângela M.

2018-04-01

Cogeneration allows the optimal use of the primary energy sources and significant reductions in carbon emissions. Its use has great potential for applications in the residential sector. This study aims to develop a methodology for thermal-economic optimisation of small-scale micro-gas turbine for cogeneration purposes, able to fulfil domestic energy needs with a thermal power out of 125 kW. A constrained non-linear optimisation model was built. The objective function is the maximisation of the annual worth from the combined heat and power, representing the balance between the annual incomes and the expenditures subject to physical and economic constraints. A genetic algorithm coded in the java programming language was developed. An optimal micro-gas turbine able to produce 103.5 kW of electrical power with a positive annual profit (i.e. 11,925 €/year) was disclosed. The investment can be recovered in 4 years and 9 months, which is less than half of system lifetime expectancy.

DISCO: A 3D Moving-mesh Magnetohydrodynamics Code Designed for the Study of Astrophysical Disks

NASA Astrophysics Data System (ADS)

Duffell, Paul C.

2016-09-01

This work presents the publicly available moving-mesh magnetohydrodynamics (MHD) code DISCO. DISCO is efficient and accurate at evolving orbital fluid motion in two and three dimensions, especially at high Mach numbers. DISCO employs a moving-mesh approach utilizing a dynamic cylindrical mesh that can shear azimuthally to follow the orbital motion of the gas. The moving mesh removes diffusive advection errors and allows for longer time-steps than a static grid. MHD is implemented in DISCO using an HLLD Riemann solver and a novel constrained transport (CT) scheme that is compatible with the mesh motion. DISCO is tested against a wide variety of problems, which are designed to test its stability, accuracy, and scalability. In addition, several MHD tests are performed which demonstrate the accuracy and stability of the new CT approach, including two tests of the magneto-rotational instability, one testing the linear growth rate and the other following the instability into the fully turbulent regime.

Coordination Between the Sexes Constrains the Optimization of Reproductive Timing in Honey Bee Colonies.

PubMed

Lemanski, Natalie J; Fefferman, Nina H

2017-06-01

Honeybees are an excellent model system for examining how trade-offs shape reproductive timing in organisms with seasonal environments. Honeybee colonies reproduce two ways: producing swarms comprising a queen and thousands of workers or producing males (drones). There is an energetic trade-off between producing workers, which contribute to colony growth, and drones, which contribute only to reproduction. The timing of drone production therefore determines both the drones' likelihood of mating and when colonies reach sufficient size to swarm. Using a linear programming model, we ask when a colony should produce drones and swarms to maximize reproductive success. We find the optimal behavior for each colony is to produce all drones prior to swarming, an impossible solution on a population scale because queens and drones would never co-occur. Reproductive timing is therefore not solely determined by energetic trade-offs but by the game theoretic problem of coordinating the production of reproductives among colonies.

DISCO: A 3D MOVING-MESH MAGNETOHYDRODYNAMICS CODE DESIGNED FOR THE STUDY OF ASTROPHYSICAL DISKS

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

Duffell, Paul C., E-mail: duffell@berkeley.edu

2016-09-01

This work presents the publicly available moving-mesh magnetohydrodynamics (MHD) code DISCO. DISCO is efficient and accurate at evolving orbital fluid motion in two and three dimensions, especially at high Mach numbers. DISCO employs a moving-mesh approach utilizing a dynamic cylindrical mesh that can shear azimuthally to follow the orbital motion of the gas. The moving mesh removes diffusive advection errors and allows for longer time-steps than a static grid. MHD is implemented in DISCO using an HLLD Riemann solver and a novel constrained transport (CT) scheme that is compatible with the mesh motion. DISCO is tested against a wide varietymore » of problems, which are designed to test its stability, accuracy, and scalability. In addition, several MHD tests are performed which demonstrate the accuracy and stability of the new CT approach, including two tests of the magneto-rotational instability, one testing the linear growth rate and the other following the instability into the fully turbulent regime.« less

Harmony: EEG/MEG Linear Inverse Source Reconstruction in the Anatomical Basis of Spherical Harmonics

PubMed Central

Petrov, Yury

2012-01-01

EEG/MEG source localization based on a “distributed solution” is severely underdetermined, because the number of sources is much larger than the number of measurements. In particular, this makes the solution strongly affected by sensor noise. A new way to constrain the problem is presented. By using the anatomical basis of spherical harmonics (or spherical splines) instead of single dipoles the dimensionality of the inverse solution is greatly reduced without sacrificing the quality of the data fit. The smoothness of the resulting solution reduces the surface bias and scatter of the sources (incoherency) compared to the popular minimum-norm algorithms where single-dipole basis is used (MNE, depth-weighted MNE, dSPM, sLORETA, LORETA, IBF) and allows to efficiently reduce the effect of sensor noise. This approach, termed Harmony, performed well when applied to experimental data (two exemplars of early evoked potentials) and showed better localization precision and solution coherence than the other tested algorithms when applied to realistically simulated data. PMID:23071497

Simultaneous travel time tomography for updating both velocity and reflector geometry in triangular/tetrahedral cell model

NASA Astrophysics Data System (ADS)

Bai, Chao-ying; He, Lei-yu; Li, Xing-wang; Sun, Jia-yu

2018-05-01

To conduct forward and simultaneous inversion in a complex geological model, including an irregular topography (or irregular reflector or velocity anomaly), we in this paper combined our previous multiphase arrival tracking method (referred as triangular shortest-path method, TSPM) in triangular (2D) or tetrahedral (3D) cell model and a linearized inversion solver (referred to as damped minimum norms and constrained least squares problem solved using the conjugate gradient method, DMNCLS-CG) to formulate a simultaneous travel time inversion method for updating both velocity and reflector geometry by using multiphase arrival times. In the triangular/tetrahedral cells, we deduced the partial derivative of velocity variation with respective to the depth change of reflector. The numerical simulation results show that the computational accuracy can be tuned to a high precision in forward modeling and the irregular velocity anomaly and reflector geometry can be accurately captured in the simultaneous inversion, because the triangular/tetrahedral cell can be easily used to stitch the irregular topography or subsurface interface.

Sequential limiting in continuous and discontinuous Galerkin methods for the Euler equations

NASA Astrophysics Data System (ADS)

Dobrev, V.; Kolev, Tz.; Kuzmin, D.; Rieben, R.; Tomov, V.

2018-03-01

We present a new predictor-corrector approach to enforcing local maximum principles in piecewise-linear finite element schemes for the compressible Euler equations. The new element-based limiting strategy is suitable for continuous and discontinuous Galerkin methods alike. In contrast to synchronized limiting techniques for systems of conservation laws, we constrain the density, momentum, and total energy in a sequential manner which guarantees positivity preservation for the pressure and internal energy. After the density limiting step, the total energy and momentum gradients are adjusted to incorporate the irreversible effect of density changes. Antidiffusive corrections to bounds-compatible low-order approximations are limited to satisfy inequality constraints for the specific total and kinetic energy. An accuracy-preserving smoothness indicator is introduced to gradually adjust lower bounds for the element-based correction factors. The employed smoothness criterion is based on a Hessian determinant test for the density. A numerical study is performed for test problems with smooth and discontinuous solutions.

Computing quantum discord is NP-complete

NASA Astrophysics Data System (ADS)

Huang, Yichen

2014-03-01

We study the computational complexity of quantum discord (a measure of quantum correlation beyond entanglement), and prove that computing quantum discord is NP-complete. Therefore, quantum discord is computationally intractable: the running time of any algorithm for computing quantum discord is believed to grow exponentially with the dimension of the Hilbert space so that computing quantum discord in a quantum system of moderate size is not possible in practice. As by-products, some entanglement measures (namely entanglement cost, entanglement of formation, relative entropy of entanglement, squashed entanglement, classical squashed entanglement, conditional entanglement of mutual information, and broadcast regularization of mutual information) and constrained Holevo capacity are NP-hard/NP-complete to compute. These complexity-theoretic results are directly applicable in common randomness distillation, quantum state merging, entanglement distillation, superdense coding, and quantum teleportation; they may offer significant insights into quantum information processing. Moreover, we prove the NP-completeness of two typical problems: linear optimization over classical states and detecting classical states in a convex set, providing evidence that working with classical states is generically computationally intractable.

Reusable Launch Vehicle Control in Multiple Time Scale Sliding Modes

NASA Technical Reports Server (NTRS)

Shtessel, Yuri

1999-01-01

A reusable launch vehicle control problem during ascent is addressed via multiple-time scaled continuous sliding mode control. The proposed sliding mode controller utilizes a two-loop structure and provides robust, de-coupled tracking of both orientation angle command profiles and angular rate command profiles in the presence of bounded external disturbances and plant uncertainties. Sliding mode control causes the angular rate and orientation angle tracking error dynamics to be constrained to linear, de-coupled, homogeneous, and vector valued differential equations with desired eigenvalues placement. The dual-time scale sliding mode controller was designed for the X-33 technology demonstration sub-orbital launch vehicle in the launch mode. 6DOF simulation results show that the designed controller provides robust, accurate, de-coupled tracking of the orientation angle command profiles in presence of external disturbances and vehicle inertia uncertainties. It creates possibility to operate the X-33 vehicle in an aircraft-like mode with reduced pre-launch adjustment of the control system.

Efficient and stable exponential time differencing Runge-Kutta methods for phase field elastic bending energy models

NASA Astrophysics Data System (ADS)

Wang, Xiaoqiang; Ju, Lili; Du, Qiang

2016-07-01

The Willmore flow formulated by phase field dynamics based on the elastic bending energy model has been widely used to describe the shape transformation of biological lipid vesicles. In this paper, we develop and investigate some efficient and stable numerical methods for simulating the unconstrained phase field Willmore dynamics and the phase field Willmore dynamics with fixed volume and surface area constraints. The proposed methods can be high-order accurate and are completely explicit in nature, by combining exponential time differencing Runge-Kutta approximations for time integration with spectral discretizations for spatial operators on regular meshes. We also incorporate novel linear operator splitting techniques into the numerical schemes to improve the discrete energy stability. In order to avoid extra numerical instability brought by use of large penalty parameters in solving the constrained phase field Willmore dynamics problem, a modified augmented Lagrange multiplier approach is proposed and adopted. Various numerical experiments are performed to demonstrate accuracy and stability of the proposed methods.

Simultaneous travel time tomography for updating both velocity and reflector geometry in triangular/tetrahedral cell model

NASA Astrophysics Data System (ADS)

Bai, Chao-ying; He, Lei-yu; Li, Xing-wang; Sun, Jia-yu

2017-12-01

To conduct forward and simultaneous inversion in a complex geological model, including an irregular topography (or irregular reflector or velocity anomaly), we in this paper combined our previous multiphase arrival tracking method (referred as triangular shortest-path method, TSPM) in triangular (2D) or tetrahedral (3D) cell model and a linearized inversion solver (referred to as damped minimum norms and constrained least squares problem solved using the conjugate gradient method, DMNCLS-CG) to formulate a simultaneous travel time inversion method for updating both velocity and reflector geometry by using multiphase arrival times. In the triangular/tetrahedral cells, we deduced the partial derivative of velocity variation with respective to the depth change of reflector. The numerical simulation results show that the computational accuracy can be tuned to a high precision in forward modeling and the irregular velocity anomaly and reflector geometry can be accurately captured in the simultaneous inversion, because the triangular/tetrahedral cell can be easily used to stitch the irregular topography or subsurface interface.

Restricted spatial regression in practice: Geostatistical models, confounding, and robustness under model misspecification

USGS Publications Warehouse

Hanks, Ephraim M.; Schliep, Erin M.; Hooten, Mevin B.; Hoeting, Jennifer A.

2015-01-01

In spatial generalized linear mixed models (SGLMMs), covariates that are spatially smooth are often collinear with spatially smooth random effects. This phenomenon is known as spatial confounding and has been studied primarily in the case where the spatial support of the process being studied is discrete (e.g., areal spatial data). In this case, the most common approach suggested is restricted spatial regression (RSR) in which the spatial random effects are constrained to be orthogonal to the fixed effects. We consider spatial confounding and RSR in the geostatistical (continuous spatial support) setting. We show that RSR provides computational benefits relative to the confounded SGLMM, but that Bayesian credible intervals under RSR can be inappropriately narrow under model misspecification. We propose a posterior predictive approach to alleviating this potential problem and discuss the appropriateness of RSR in a variety of situations. We illustrate RSR and SGLMM approaches through simulation studies and an analysis of malaria frequencies in The Gambia, Africa.

An Accurate Framework for Arbitrary View Pedestrian Detection in Images

NASA Astrophysics Data System (ADS)

Fan, Y.; Wen, G.; Qiu, S.

2018-01-01

We consider the problem of detect pedestrian under from images collected under various viewpoints. This paper utilizes a novel framework called locality-constrained affine subspace coding (LASC). Firstly, the positive training samples are clustered into similar entities which represent similar viewpoint. Then Principal Component Analysis (PCA) is used to obtain the shared feature of each viewpoint. Finally, the samples that can be reconstructed by linear approximation using their top- k nearest shared feature with a small error are regarded as a correct detection. No negative samples are required for our method. Histograms of orientated gradient (HOG) features are used as the feature descriptors, and the sliding window scheme is adopted to detect humans in images. The proposed method exploits the sparse property of intrinsic information and the correlations among the multiple-views samples. Experimental results on the INRIA and SDL human datasets show that the proposed method achieves a higher performance than the state-of-the-art methods in form of effect and efficiency.

Optimal vibration control of a rotating plate with self-sensing active constrained layer damping

NASA Astrophysics Data System (ADS)

Xie, Zhengchao; Wong, Pak Kin; Lo, Kin Heng

2012-04-01

This paper proposes a finite element model for optimally controlled constrained layer damped (CLD) rotating plate with self-sensing technique and frequency-dependent material property in both the time and frequency domain. Constrained layer damping with viscoelastic material can effectively reduce the vibration in rotating structures. However, most existing research models use complex modulus approach to model viscoelastic material, and an additional iterative approach which is only available in frequency domain has to be used to include the material's frequency dependency. It is meaningful to model the viscoelastic damping layer in rotating part by using the anelastic displacement fields (ADF) in order to include the frequency dependency in both the time and frequency domain. Also, unlike previous ones, this finite element model treats all three layers as having the both shear and extension strains, so all types of damping are taken into account. Thus, in this work, a single layer finite element is adopted to model a three-layer active constrained layer damped rotating plate in which the constraining layer is made of piezoelectric material to work as both the self-sensing sensor and actuator under an linear quadratic regulation (LQR) controller. After being compared with verified data, this newly proposed finite element model is validated and could be used for future research.

Fundamental solution of the problem of linear programming and method of its determination

NASA Technical Reports Server (NTRS)

Petrunin, S. V.

1978-01-01

The idea of a fundamental solution to a problem in linear programming is introduced. A method of determining the fundamental solution and of applying this method to the solution of a problem in linear programming is proposed. Numerical examples are cited.

Impact Hazard Monitoring: Theory and Implementation

NASA Astrophysics Data System (ADS)

Farnocchia, Davide

2015-08-01

Impact monitoring is a crucial component of the mitigation or elimination of the hazard posed by asteroid impacts. Once an asteroid is discovered, it is important to achieve an early detection and an accurate assessment of the risk posed by future Earth encounters. Here we review the most standard impact monitoring techniques. Linear methods are the fastest approach but their applicability regime is limited because of the chaotic dynamics of near-Earth asteroids, whose orbits are often scattered by planetary encounters. Among nonlinear methods, Monte Carlo algorithms are the most reliable ones. However, the large number of near-Earth asteroids and the computational load required to detect low probability impact events make Monte Carlo approaches impractical in the framework of monitoring all near-Earth asteroids. In the last 15 years, the Line of Variations (LOV) method has been the most successful technique as it strikes a remarkable compromise between computational efficiency and the capability of detecting low probability events deep in the nonlinear regime. As a matter of fact, the LOV method is the engine of JPL’s Sentry and University of Pisa’s NEODyS, which the two fully automated impact monitoring systems that routinely search for potential impactors among known near-Earth asteroids. We also present some more recent techniques developed to deal with the new challenges arising in the impact hazard assessment problem. In particular, we describe how to use keyhole maps to go beyond strongly scattering encounters and push forward in time the impact prediction horizon. In these cases asteroids usually have a very well constrained orbit and we often need to account for the action of nongravitational perturbations, especially the Yarkovsky effect. Finally, we discuss the short-term hazard assessment problem for newly discovered asteroids, when only a short observed arc is available. The limited amount of observational data generally leads to severe degeneracies in the orbit estimation process. We overcome these degeneracies by employing ranging techniques, which scan the poorly constrained space of topocentric range and range rate.

An augmented Lagrangian trust region method for inclusion boundary reconstruction using ultrasound/electrical dual-modality tomography

NASA Astrophysics Data System (ADS)

Liang, Guanghui; Ren, Shangjie; Dong, Feng

2018-07-01

The ultrasound/electrical dual-modality tomography utilizes the complementarity of ultrasound reflection tomography (URT) and electrical impedance tomography (EIT) to improve the speed and accuracy of image reconstruction. Due to its advantages of no-invasive, no-radiation and low-cost, ultrasound/electrical dual-modality tomography has attracted much attention in the field of dual-modality imaging and has many potential applications in industrial and biomedical imaging. However, the data fusion of URT and EIT is difficult due to their different theoretical foundations and measurement principles. The most commonly used data fusion strategy in ultrasound/electrical dual-modality tomography is incorporating the structured information extracted from the URT into the EIT image reconstruction process through a pixel-based constraint. Due to the inherent non-linearity and ill-posedness of EIT, the reconstructed images from the strategy suffer from the low resolution, especially at the boundary of the observed inclusions. To improve this condition, an augmented Lagrangian trust region method is proposed to directly reconstruct the shapes of the inclusions from the ultrasound/electrical dual-modality measurements. In the proposed method, the shape of the target inclusion is parameterized by a radial shape model whose coefficients are used as the shape parameters. Then, the dual-modality shape inversion problem is formulated by an energy minimization problem in which the energy function derived from EIT is constrained by an ultrasound measurements model through an equality constraint equation. Finally, the optimal shape parameters associated with the optimal inclusion shape guesses are determined by minimizing the constrained cost function using the augmented Lagrangian trust region method. To evaluate the proposed method, numerical tests are carried out. Compared with single modality EIT, the proposed dual-modality inclusion boundary reconstruction method has a higher accuracy and is more robust to the measurement noise.

Calculation of Pareto-optimal solutions to multiple-objective problems using threshold-of-acceptability constraints

NASA Technical Reports Server (NTRS)

Giesy, D. P.

1978-01-01

A technique is presented for the calculation of Pareto-optimal solutions to a multiple-objective constrained optimization problem by solving a series of single-objective problems. Threshold-of-acceptability constraints are placed on the objective functions at each stage to both limit the area of search and to mathematically guarantee convergence to a Pareto optimum.

Simulation of Constrained Musculoskeletal Systems in Task Space.

PubMed

Stanev, Dimitar; Moustakas, Konstantinos

2018-02-01

This paper proposes an operational task space formalization of constrained musculoskeletal systems, motivated by its promising results in the field of robotics. The change of representation requires different algorithms for solving the inverse and forward dynamics simulation in the task space domain. We propose an extension to the direct marker control and an adaptation of the computed muscle control algorithms for solving the inverse kinematics and muscle redundancy problems, respectively. Experimental evaluation demonstrates that this framework is not only successful in dealing with the inverse dynamics problem, but also provides an intuitive way of studying and designing simulations, facilitating assessment prior to any experimental data collection. The incorporation of constraints in the derivation unveils an important extension of this framework toward addressing systems that use absolute coordinates and topologies that contain closed kinematic chains. Task space projection reveals a more intuitive encoding of the motion planning problem, allows for better correspondence between observed and estimated variables, provides the means to effectively study the role of kinematic redundancy, and most importantly, offers an abstract point of view and control, which can be advantageous toward further integration with high level models of the precommand level. Task-based approaches could be adopted in the design of simulation related to the study of constrained musculoskeletal systems.

A pragmatic method for estimating seepage losses for small reservoirs with application in rural India

NASA Astrophysics Data System (ADS)

Oblinger, Jennifer A.; Moysey, Stephen M. J.; Ravindrinath, Rangoori; Guha, Chiranjit

2010-05-01

SummaryThe informal construction of small dams to capture runoff and artificially recharge ground water is a widespread strategy for dealing with water scarcity. A lack of technical capacity for the formal characterization of these systems, however, is often an impediment to the implementation of effective watershed management practices. Monitoring changes in reservoir storage provides a conceptually simple approach to quantify seepage, but does not account for the losses occurring when seepage is balanced by inflows to the reservoir and the stage remains approximately constant. To overcome this problem we evaluate whether a physically-based volume balance model that explicitly represents watershed processes, including reservoir inflows, can be constrained by a limited set of data readily collected by non-experts, specifically records of reservoir stage, rainfall, and evaporation. To assess the impact of parameter non-uniqueness associated with the calibration of the non-linear model, we perform a Monte Carlo analysis to quantify uncertainty in the total volume of water contributed to the subsurface by the 2007 monsoon for a dam located in the Deccan basalts near the village of Salri in Madhya Pradesh, India. The Monte Carlo analysis demonstrated that subsurface losses from the reservoir could be constrained with the available data, but additional measurements are required to constrain reservoir inflows. Our estimate of seepage from the reservoir (7.0 ± 0.6 × 10 4 m 3) is 3.5 times greater than the recharge volume estimated by considering reservoir volume changes alone. This result suggests that artificial recharge could be significantly underestimated when reservoir inflows are not explicitly included in models. Our seepage estimate also accounts for about 11% of rainfall occurring upstream of the dam and is comparable in magnitude to natural ground water recharge, thereby indicating that the reservoir plays a significant role in the hydrology of this small watershed.

Schooling and Disadvantage in Sri Lankan and Other Rural Situations.

ERIC Educational Resources Information Center

Baker, Victoria J.

1988-01-01

Discusses author's observations of poverty-related problems within rural Sri Lankan schools. Juxtaposes literature on Third World education problems at national, district, school, and individual levels. Concludes high educational expectations in developing world are tightly constrained by poverty, negative attitudes, and weaknesses of systems.…

Women, Education and Empowerment in Asia.

ERIC Educational Resources Information Center

Jayaweera, Swarna

1997-01-01

Examines the relationship between education and economic, political, and social status for empowering women in Asia. Using macro statistics from each country, no positive linear relationship is revealed. Further examined are factors that surface in each area, including gender relations within the family, that constrain the role of education as an…

OpenMDAO: Framework for Flexible Multidisciplinary Design, Analysis and Optimization Methods

NASA Technical Reports Server (NTRS)

Heath, Christopher M.; Gray, Justin S.

2012-01-01

The OpenMDAO project is underway at NASA to develop a framework which simplifies the implementation of state-of-the-art tools and methods for multidisciplinary design, analysis and optimization. Foremost, OpenMDAO has been designed to handle variable problem formulations, encourage reconfigurability, and promote model reuse. This work demonstrates the concept of iteration hierarchies in OpenMDAO to achieve a flexible environment for supporting advanced optimization methods which include adaptive sampling and surrogate modeling techniques. In this effort, two efficient global optimization methods were applied to solve a constrained, single-objective and constrained, multiobjective version of a joint aircraft/engine sizing problem. The aircraft model, NASA's nextgeneration advanced single-aisle civil transport, is being studied as part of the Subsonic Fixed Wing project to help meet simultaneous program goals for reduced fuel burn, emissions, and noise. This analysis serves as a realistic test problem to demonstrate the flexibility and reconfigurability offered by OpenMDAO.

D-Optimal Experimental Design for Contaminant Source Identification

NASA Astrophysics Data System (ADS)

Sai Baba, A. K.; Alexanderian, A.

2016-12-01

Contaminant source identification seeks to estimate the release history of a conservative solute given point concentration measurements at some time after the release. This can be mathematically expressed as an inverse problem, with a linear observation operator or a parameter-to-observation map, which we tackle using a Bayesian approach. Acquisition of experimental data can be laborious and expensive. The goal is to control the experimental parameters - in our case, the sparsity of the sensors, to maximize the information gain subject to some physical or budget constraints. This is known as optimal experimental design (OED). D-optimal experimental design seeks to maximize the expected information gain, and has long been considered the gold standard in the statistics community. Our goal is to develop scalable methods for D-optimal experimental designs involving large-scale PDE constrained problems with high-dimensional parameter fields. A major challenge for the OED, is that a nonlinear optimization algorithm for the D-optimality criterion requires repeated evaluation of objective function and gradient involving the determinant of large and dense matrices - this cost can be prohibitively expensive for applications of interest. We propose novel randomized matrix techniques that bring down the computational costs of the objective function and gradient evaluations by several orders of magnitude compared to the naive approach. The effect of randomized estimators on the accuracy and the convergence of the optimization solver will be discussed. The features and benefits of our new approach will be demonstrated on a challenging model problem from contaminant source identification involving the inference of the initial condition from spatio-temporal observations in a time-dependent advection-diffusion problem.

Novel inter-crystal scattering event identification method for PET detectors

NASA Astrophysics Data System (ADS)

Lee, Min Sun; Kang, Seung Kwan; Lee, Jae Sung

2018-06-01

Here, we propose a novel method to identify inter-crystal scattering (ICS) events from a PET detector that is even applicable to light-sharing designs. In the proposed method, the detector observation was considered as a linear problem and ICS events were identified by solving this problem. Two ICS identification methods were suggested for solving the linear problem, pseudoinverse matrix calculation and convex constrained optimization. The proposed method was evaluated based on simulation and experimental studies. For the simulation study, an 8  ×  8 photo sensor was coupled to 8  ×  8, 10  ×  10 and 12  ×  12 crystal arrays to simulate a one-to-one coupling and two light-sharing detectors, respectively. The identification rate, the rate that the identified ICS events correctly include the true first interaction position and the energy linearity were evaluated for the proposed ICS identification methods. For the experimental study, a digital silicon photomultiplier was coupled with 8  ×  8 and 10  ×  10 arrays of 3  ×  3  ×  20 mm3 LGSO crystals to construct the one-to-one coupling and light-sharing detectors, respectively. Intrinsic spatial resolutions were measured for two detector types. The proposed ICS identification methods were implemented, and intrinsic resolutions were compared with and without ICS recovery. As a result, the simulation study showed that the proposed convex optimization method yielded robust energy estimation and high ICS identification rates of 0.93 and 0.87 for the one-to-one and light-sharing detectors, respectively. The experimental study showed a resolution improvement after recovering the identified ICS events into the first interaction position. The average intrinsic spatial resolutions for the one-to-one and light-sharing detector were 1.95 and 2.25 mm in the FWHM without ICS recovery, respectively. These values improved to 1.72 and 1.83 mm after ICS recovery, respectively. In conclusion, our proposed method showed good ICS identification in both one-to-one coupling and light-sharing detectors. We experimentally validated that the ICS recovery based on the proposed identification method led to an improved resolution.

JuPOETs: a constrained multiobjective optimization approach to estimate biochemical model ensembles in the Julia programming language.

PubMed

Bassen, David M; Vilkhovoy, Michael; Minot, Mason; Butcher, Jonathan T; Varner, Jeffrey D

2017-01-25

Ensemble modeling is a promising approach for obtaining robust predictions and coarse grained population behavior in deterministic mathematical models. Ensemble approaches address model uncertainty by using parameter or model families instead of single best-fit parameters or fixed model structures. Parameter ensembles can be selected based upon simulation error, along with other criteria such as diversity or steady-state performance. Simulations using parameter ensembles can estimate confidence intervals on model variables, and robustly constrain model predictions, despite having many poorly constrained parameters. In this software note, we present a multiobjective based technique to estimate parameter or models ensembles, the Pareto Optimal Ensemble Technique in the Julia programming language (JuPOETs). JuPOETs integrates simulated annealing with Pareto optimality to estimate ensembles on or near the optimal tradeoff surface between competing training objectives. We demonstrate JuPOETs on a suite of multiobjective problems, including test functions with parameter bounds and system constraints as well as for the identification of a proof-of-concept biochemical model with four conflicting training objectives. JuPOETs identified optimal or near optimal solutions approximately six-fold faster than a corresponding implementation in Octave for the suite of test functions. For the proof-of-concept biochemical model, JuPOETs produced an ensemble of parameters that gave both the mean of the training data for conflicting data sets, while simultaneously estimating parameter sets that performed well on each of the individual objective functions. JuPOETs is a promising approach for the estimation of parameter and model ensembles using multiobjective optimization. JuPOETs can be adapted to solve many problem types, including mixed binary and continuous variable types, bilevel optimization problems and constrained problems without altering the base algorithm. JuPOETs is open source, available under an MIT license, and can be installed using the Julia package manager from the JuPOETs GitHub repository.

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.

Human joint motion estimation for electromyography (EMG)-based dynamic motion control.

PubMed

Zhang, Qin; Hosoda, Ryo; Venture, Gentiane

2013-01-01

This study aims to investigate a joint motion estimation method from Electromyography (EMG) signals during dynamic movement. In most EMG-based humanoid or prosthetics control systems, EMG features were directly or indirectly used to trigger intended motions. However, both physiological and nonphysiological factors can influence EMG characteristics during dynamic movements, resulting in subject-specific, non-stationary and crosstalk problems. Particularly, when motion velocity and/or joint torque are not constrained, joint motion estimation from EMG signals are more challenging. In this paper, we propose a joint motion estimation method based on muscle activation recorded from a pair of agonist and antagonist muscles of the joint. A linear state-space model with multi input single output is proposed to map the muscle activity to joint motion. An adaptive estimation method is proposed to train the model. The estimation performance is evaluated in performing a single elbow flexion-extension movement in two subjects. All the results in two subjects at two load levels indicate the feasibility and suitability of the proposed method in joint motion estimation. The estimation root-mean-square error is within 8.3% ∼ 10.6%, which is lower than that being reported in several previous studies. Moreover, this method is able to overcome subject-specific problem and compensate non-stationary EMG properties.

Cosmological neutrino simulations at extreme scale

DOE PAGES

Emberson, J. D.; Yu, Hao-Ran; Inman, Derek; ...

2017-08-01

Constraining neutrino mass remains an elusive challenge in modern physics. Precision measurements are expected from several upcoming cosmological probes of large-scale structure. Achieving this goal relies on an equal level of precision from theoretical predictions of neutrino clustering. Numerical simulations of the non-linear evolution of cold dark matter and neutrinos play a pivotal role in this process. We incorporate neutrinos into the cosmological N-body code CUBEP3M and discuss the challenges associated with pushing to the extreme scales demanded by the neutrino problem. We highlight code optimizations made to exploit modern high performance computing architectures and present a novel method ofmore » data compression that reduces the phase-space particle footprint from 24 bytes in single precision to roughly 9 bytes. We scale the neutrino problem to the Tianhe-2 supercomputer and provide details of our production run, named TianNu, which uses 86% of the machine (13,824 compute nodes). With a total of 2.97 trillion particles, TianNu is currently the world’s largest cosmological N-body simulation and improves upon previous neutrino simulations by two orders of magnitude in scale. We finish with a discussion of the unanticipated computational challenges that were encountered during the TianNu runtime.« less

Acceleration of the Smith-Waterman algorithm using single and multiple graphics processors

NASA Astrophysics Data System (ADS)

Khajeh-Saeed, Ali; Poole, Stephen; Blair Perot, J.

2010-06-01

Finding regions of similarity between two very long data streams is a computationally intensive problem referred to as sequence alignment. Alignment algorithms must allow for imperfect sequence matching with different starting locations and some gaps and errors between the two data sequences. Perhaps the most well known application of sequence matching is the testing of DNA or protein sequences against genome databases. The Smith-Waterman algorithm is a method for precisely characterizing how well two sequences can be aligned and for determining the optimal alignment of those two sequences. Like many applications in computational science, the Smith-Waterman algorithm is constrained by the memory access speed and can be accelerated significantly by using graphics processors (GPUs) as the compute engine. In this work we show that effective use of the GPU requires a novel reformulation of the Smith-Waterman algorithm. The performance of this new version of the algorithm is demonstrated using the SSCA#1 (Bioinformatics) benchmark running on one GPU and on up to four GPUs executing in parallel. The results indicate that for large problems a single GPU is up to 45 times faster than a CPU for this application, and the parallel implementation shows linear speed up on up to 4 GPUs.

CAFE: A New Relativistic MHD Code

NASA Astrophysics Data System (ADS)

Lora-Clavijo, F. D.; Cruz-Osorio, A.; Guzmán, F. S.

2015-06-01

We introduce CAFE, a new independent code designed to solve the equations of relativistic ideal magnetohydrodynamics (RMHD) in three dimensions. We present the standard tests for an RMHD code and for the relativistic hydrodynamics regime because we have not reported them before. The tests include the one-dimensional Riemann problems related to blast waves, head-on collisions of streams, and states with transverse velocities, with and without magnetic field, which is aligned or transverse, constant or discontinuous across the initial discontinuity. Among the two-dimensional (2D) and 3D tests without magnetic field, we include the 2D Riemann problem, a one-dimensional shock tube along a diagonal, the high-speed Emery wind tunnel, the Kelvin-Helmholtz (KH) instability, a set of jets, and a 3D spherical blast wave, whereas in the presence of a magnetic field we show the magnetic rotor, the cylindrical explosion, a case of Kelvin-Helmholtz instability, and a 3D magnetic field advection loop. The code uses high-resolution shock-capturing methods, and we present the error analysis for a combination that uses the Harten, Lax, van Leer, and Einfeldt (HLLE) flux formula combined with a linear, piecewise parabolic method and fifth-order weighted essentially nonoscillatory reconstructors. We use the flux-constrained transport and the divergence cleaning methods to control the divergence-free magnetic field constraint.

Spatial and Spin Symmetry Breaking in Semidefinite-Programming-Based Hartree-Fock Theory.

PubMed

Nascimento, Daniel R; DePrince, A Eugene

2018-05-08

The Hartree-Fock problem was recently recast as a semidefinite optimization over the space of rank-constrained two-body reduced-density matrices (RDMs) [ Phys. Rev. A 2014 , 89 , 010502(R) ]. This formulation of the problem transfers the nonconvexity of the Hartree-Fock energy functional to the rank constraint on the two-body RDM. We consider an equivalent optimization over the space of positive semidefinite one-electron RDMs (1-RDMs) that retains the nonconvexity of the Hartree-Fock energy expression. The optimized 1-RDM satisfies ensemble N-representability conditions, and ensemble spin-state conditions may be imposed as well. The spin-state conditions place additional linear and nonlinear constraints on the 1-RDM. We apply this RDM-based approach to several molecular systems and explore its spatial (point group) and spin ( Ŝ 2 and Ŝ 3 ) symmetry breaking properties. When imposing Ŝ 2 and Ŝ 3 symmetry but relaxing point group symmetry, the procedure often locates spatial-symmetry-broken solutions that are difficult to identify using standard algorithms. For example, the RDM-based approach yields a smooth, spatial-symmetry-broken potential energy curve for the well-known Be-H 2 insertion pathway. We also demonstrate numerically that, upon relaxation of Ŝ 2 and Ŝ 3 symmetry constraints, the RDM-based approach is equivalent to real-valued generalized Hartree-Fock theory.

MODOPTIM: A general optimization program for ground-water flow model calibration and ground-water management with MODFLOW

USGS Publications Warehouse

Halford, Keith J.

2006-01-01

MODOPTIM is a non-linear ground-water model calibration and management tool that simulates flow with MODFLOW-96 as a subroutine. A weighted sum-of-squares objective function defines optimal solutions for calibration and management problems. Water levels, discharges, water quality, subsidence, and pumping-lift costs are the five direct observation types that can be compared in MODOPTIM. Differences between direct observations of the same type can be compared to fit temporal changes and spatial gradients. Water levels in pumping wells, wellbore storage in the observation wells, and rotational translation of observation wells also can be compared. Negative and positive residuals can be weighted unequally so inequality constraints such as maximum chloride concentrations or minimum water levels can be incorporated in the objective function. Optimization parameters are defined with zones and parameter-weight matrices. Parameter change is estimated iteratively with a quasi-Newton algorithm and is constrained to a user-defined maximum parameter change per iteration. Parameters that are less sensitive than a user-defined threshold are not estimated. MODOPTIM facilitates testing more conceptual models by expediting calibration of each conceptual model. Examples of applying MODOPTIM to aquifer-test analysis, ground-water management, and parameter estimation problems are presented.

On the linear relation between the mean and the standard deviation of a response time distribution.

PubMed

Wagenmakers, Eric-Jan; Brown, Scott

2007-07-01

Although it is generally accepted that the spread of a response time (RT) distribution increases with the mean, the precise nature of this relation remains relatively unexplored. The authors show that in several descriptive RT distributions, the standard deviation increases linearly with the mean. Results from a wide range of tasks from different experimental paradigms support a linear relation between RT mean and RT standard deviation. Both R. Ratcliff's (1978) diffusion model and G. D. Logan's (1988) instance theory of automatization provide explanations for this linear relation. The authors identify and discuss 3 specific boundary conditions for the linear law to hold. The law constrains RT models and supports the use of the coefficient of variation to (a) compare variability while controlling for differences in baseline speed of processing and (b) assess whether changes in performance with practice are due to quantitative speedup or qualitative reorganization. Copyright 2007 APA.

Quantitative Relationships Involving Additive Differences: Numerical Resilience

ERIC Educational Resources Information Center

Ramful, Ajay; Ho, Siew Yin

2014-01-01

This case study describes the ways in which problems involving additive differences with unknown starting quantities, constrain the problem solver in articulating the inherent quantitative relationship. It gives empirical evidence to show how numerical reasoning takes over as a Grade 6 student instantiates the quantitative relation by resorting to…

Staging optics considerations for a plasma wakefield acceleration linear collider

NASA Astrophysics Data System (ADS)

Lindstrøm, C. A.; Adli, E.; Allen, J. M.; Delahaye, J. P.; Hogan, M. J.; Joshi, C.; Muggli, P.; Raubenheimer, T. O.; Yakimenko, V.

2016-09-01

Plasma wakefield acceleration offers acceleration gradients of several GeV/m, ideal for a next-generation linear collider. The beam optics requirements between plasma cells include injection and extraction of drive beams, matching the main beam beta functions into the next cell, canceling dispersion as well as constraining bunch lengthening and chromaticity. To maintain a high effective acceleration gradient, this must be accomplished in the shortest distance possible. A working example is presented, using novel methods to correct chromaticity, as well as scaling laws for a high energy regime.

A linearized theory method of constrained optimization for supersonic cruise wing design

NASA Technical Reports Server (NTRS)

Miller, D. S.; Carlson, H. W.; Middleton, W. D.

1976-01-01

A linearized theory wing design and optimization procedure which allows physical realism and practical considerations to be imposed as constraints on the optimum (least drag due to lift) solution is discussed and examples of application are presented. In addition to the usual constraints on lift and pitching moment, constraints are imposed on wing surface ordinates and wing upper surface pressure levels and gradients. The design procedure also provides the capability of including directly in the optimization process the effects of other aircraft components such as a fuselage, canards, and nacelles.

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.

A linear programming manual

NASA Technical Reports Server (NTRS)

Tuey, R. C.

1972-01-01

Computer solutions of linear programming problems are outlined. Information covers vector spaces, convex sets, and matrix algebra elements for solving simultaneous linear equations. Dual problems, reduced cost analysis, ranges, and error analysis are illustrated.

One- and two-objective approaches to an area-constrained habitat reserve site selection problem

Treesearch

Stephanie Snyder; Charles ReVelle; Robert Haight

2004-01-01

We compare several ways to model a habitat reserve site selection problem in which an upper bound on the total area of the selected sites is included. The models are cast as optimization coverage models drawn from the location science literature. Classic covering problems typically include a constraint on the number of sites that can be selected. If potential reserve...

Linear quadratic tracking problems in Hilbert space - Application to optimal active noise suppression

NASA Technical Reports Server (NTRS)

Banks, H. T.; Silcox, R. J.; Keeling, S. L.; Wang, C.

1989-01-01

A unified treatment of the linear quadratic tracking (LQT) problem, in which a control system's dynamics are modeled by a linear evolution equation with a nonhomogeneous component that is linearly dependent on the control function u, is presented; the treatment proceeds from the theoretical formulation to a numerical approximation framework. Attention is given to two categories of LQT problems in an infinite time interval: the finite energy and the finite average energy. The behavior of the optimal solution for finite time-interval problems as the length of the interval tends to infinity is discussed. Also presented are the formulations and properties of LQT problems in a finite time interval.

Determining the Optimal Solution for Quadratically Constrained Quadratic Programming (QCQP) on Energy-Saving Generation Dispatch Problem

NASA Astrophysics Data System (ADS)

Lesmana, E.; Chaerani, D.; Khansa, H. N.

2018-03-01

Energy-Saving Generation Dispatch (ESGD) is a scheme made by Chinese Government in attempt to minimize CO2 emission produced by power plant. This scheme is made related to global warming which is primarily caused by too much CO2 in earth’s atmosphere, and while the need of electricity is something absolute, the power plants producing it are mostly thermal-power plant which produced many CO2. Many approach to fulfill this scheme has been made, one of them came through Minimum Cost Flow in which resulted in a Quadratically Constrained Quadratic Programming (QCQP) form. In this paper, ESGD problem with Minimum Cost Flow in QCQP form will be solved using Lagrange’s Multiplier Method

Orthogonal-blendshape-based editing system for facial motion capture data.

PubMed

Li, Qing; Deng, Zhigang

2008-01-01

The authors present a novel data-driven 3D facial motion capture data editing system using automated construction of an orthogonal blendshape face model and constrained weight propagation, aiming to bridge the popular facial motion capture technique and blendshape approach. In this work, a 3D facial-motion-capture-editing problem is transformed to a blendshape-animation-editing problem. Given a collected facial motion capture data set, we construct a truncated PCA space spanned by the greatest retained eigenvectors and a corresponding blendshape face model for each anatomical region of the human face. As such, modifying blendshape weights (PCA coefficients) is equivalent to editing their corresponding motion capture sequence. In addition, a constrained weight propagation technique allows animators to balance automation and flexible controls.

Resource Constrained Planning of Multiple Projects with Separable Activities

NASA Astrophysics Data System (ADS)

Fujii, Susumu; Morita, Hiroshi; Kanawa, Takuya

In this study we consider a resource constrained planning problem of multiple projects with separable activities. This problem provides a plan to process the activities considering a resource availability with time window. We propose a solution algorithm based on the branch and bound method to obtain the optimal solution minimizing the completion time of all projects. We develop three methods for improvement of computational efficiency, that is, to obtain initial solution with minimum slack time rule, to estimate lower bound considering both time and resource constraints and to introduce an equivalence relation for bounding operation. The effectiveness of the proposed methods is demonstrated by numerical examples. Especially as the number of planning projects increases, the average computational time and the number of searched nodes are reduced.

Fast alternating projection methods for constrained tomographic reconstruction

PubMed Central

Liu, Li; Han, Yongxin

2017-01-01

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

A brief survey of constrained mechanics and variational problems in terms of differential forms

NASA Technical Reports Server (NTRS)

Hermann, Robert

1994-01-01

There has been considerable interest recently in constrained mechanics and variational problems. This is in part due to applied interests (such as 'non-holonomic mechanics in robotics') and in other part due to the fact that several schools of 'pure' mathematics have found that this classical subject is of importance for what they are trying to do. I have made various attempts at developing these subjects since my Lincoln lab days of the late 1950's. In this Chapter, I will sketch a Unified point of view, using Cartan's approach with differential forms. This has the advantage from the C-O-R viewpoint being developed in this Volume that the extension from 'smooth' to 'generalized' data is very systematic and algebraic. (I will only deal with the 'smooth' point of view in this Chapter; I will develop the 'generalized function' material at a later point.) The material presented briefly here about Variational Calculus and Constrained Mechanics can be found in more detail in my books, 'Differential Geometry and the Calculus of Variations', 'Lie Algebras and Quantum Mechanics', and 'Geometry, Physics and Systems'.

The median problems on linear multichromosomal genomes: graph representation and fast exact solutions.

PubMed

Xu, Andrew Wei

2010-09-01

In genome rearrangement, given a set of genomes G and a distance measure d, the median problem asks for another genome q that minimizes the total distance [Formula: see text]. This is a key problem in genome rearrangement based phylogenetic analysis. Although this problem is known to be NP-hard, we have shown in a previous article, on circular genomes and under the DCJ distance measure, that a family of patterns in the given genomes--represented by adequate subgraphs--allow us to rapidly find exact solutions to the median problem in a decomposition approach. In this article, we extend this result to the case of linear multichromosomal genomes, in order to solve more interesting problems on eukaryotic nuclear genomes. A multi-way capping problem in the linear multichromosomal case imposes an extra computational challenge on top of the difficulty in the circular case, and this difficulty has been underestimated in our previous study and is addressed in this article. We represent the median problem by the capped multiple breakpoint graph, extend the adequate subgraphs into the capped adequate subgraphs, and prove optimality-preserving decomposition theorems, which give us the tools to solve the median problem and the multi-way capping optimization problem together. We also develop an exact algorithm ASMedian-linear, which iteratively detects instances of (capped) adequate subgraphs and decomposes problems into subproblems. Tested on simulated data, ASMedian-linear can rapidly solve most problems with up to several thousand genes, and it also can provide optimal or near-optimal solutions to the median problem under the reversal/HP distance measures. ASMedian-linear is available at http://sites.google.com/site/andrewweixu .

Dependence of image quality on image operator and noise for optical diffusion tomography

NASA Astrophysics Data System (ADS)

Chang, Jenghwa; Graber, Harry L.; Barbour, Randall L.

1998-04-01

By applying linear perturbation theory to the radiation transport equation, the inverse problem of optical diffusion tomography can be reduced to a set of linear equations, W(mu) equals R, where W is the weight function, (mu) are the cross- section perturbations to be imaged, and R is the detector readings perturbations. We have studied the dependence of image quality on added systematic error and/or random noise in W and R. Tomographic data were collected from cylindrical phantoms, with and without added inclusions, using Monte Carlo methods. Image reconstruction was accomplished using a constrained conjugate gradient descent method. Result show that accurate images containing few artifacts are obtained when W is derived from a reference states whose optical thickness matches that of the unknown teste medium. Comparable image quality was also obtained for unmatched W, but the location of the target becomes more inaccurate as the mismatch increases. Results of the noise study show that image quality is much more sensitive to noise in W than in R, and the impact of noise increase with the number of iterations. Images reconstructed after pure noise was substituted for R consistently contain large peaks clustered about the cylinder axis, which was an initially unexpected structure. In other words, random input produces a non- random output. This finding suggests that algorithms sensitive to the evolution of this feature could be developed to suppress noise effects.

Prospective Middle School Mathematics Teachers' Knowledge of Linear Graphs in Context of Problem-Posing

ERIC Educational Resources Information Center

Kar, Tugrul

2016-01-01

This study examined prospective middle school mathematics teachers' problem-posing skills by investigating their ability to associate linear graphs with daily life situations. Prospective teachers were given linear graphs and asked to pose problems that could potentially be represented by the graphs. Their answers were analyzed in two stages. In…

Analyzing Multilevel Data: An Empirical Comparison of Parameter Estimates of Hierarchical Linear Modeling and Ordinary Least Squares Regression

ERIC Educational Resources Information Center

Rocconi, Louis M.

2011-01-01

Hierarchical linear models (HLM) solve the problems associated with the unit of analysis problem such as misestimated standard errors, heterogeneity of regression and aggregation bias by modeling all levels of interest simultaneously. Hierarchical linear modeling resolves the problem of misestimated standard errors by incorporating a unique random…

Redshift-space distortions with the halo occupation distribution - II. Analytic model

NASA Astrophysics Data System (ADS)

Tinker, Jeremy L.

2007-01-01

We present an analytic model for the galaxy two-point correlation function in redshift space. The cosmological parameters of the model are the matter density Ωm, power spectrum normalization σ8, and velocity bias of galaxies αv, circumventing the linear theory distortion parameter β and eliminating nuisance parameters for non-linearities. The model is constructed within the framework of the halo occupation distribution (HOD), which quantifies galaxy bias on linear and non-linear scales. We model one-halo pairwise velocities by assuming that satellite galaxy velocities follow a Gaussian distribution with dispersion proportional to the virial dispersion of the host halo. Two-halo velocity statistics are a combination of virial motions and host halo motions. The velocity distribution function (DF) of halo pairs is a complex function with skewness and kurtosis that vary substantially with scale. Using a series of collisionless N-body simulations, we demonstrate that the shape of the velocity DF is determined primarily by the distribution of local densities around a halo pair, and at fixed density the velocity DF is close to Gaussian and nearly independent of halo mass. We calibrate a model for the conditional probability function of densities around halo pairs on these simulations. With this model, the full shape of the halo velocity DF can be accurately calculated as a function of halo mass, radial separation, angle and cosmology. The HOD approach to redshift-space distortions utilizes clustering data from linear to non-linear scales to break the standard degeneracies inherent in previous models of redshift-space clustering. The parameters of the occupation function are well constrained by real-space clustering alone, separating constraints on bias and cosmology. We demonstrate the ability of the model to separately constrain Ωm,σ8 and αv in models that are constructed to have the same value of β at large scales as well as the same finger-of-god distortions at small scales.

Uncertainty assessment and implications for data acquisition in support of integrated hydrologic models

NASA Astrophysics Data System (ADS)

Brunner, Philip; Doherty, J.; Simmons, Craig T.

2012-07-01

The data set used for calibration of regional numerical models which simulate groundwater flow and vadose zone processes is often dominated by head observations. It is to be expected therefore, that parameters describing vadose zone processes are poorly constrained. A number of studies on small spatial scales explored how additional data types used in calibration constrain vadose zone parameters or reduce predictive uncertainty. However, available studies focused on subsets of observation types and did not jointly account for different measurement accuracies or different hydrologic conditions. In this study, parameter identifiability and predictive uncertainty are quantified in simulation of a 1-D vadose zone soil system driven by infiltration, evaporation and transpiration. The worth of different types of observation data (employed individually, in combination, and with different measurement accuracies) is evaluated by using a linear methodology and a nonlinear Pareto-based methodology under different hydrological conditions. Our main conclusions are (1) Linear analysis provides valuable information on comparative parameter and predictive uncertainty reduction accrued through acquisition of different data types. Its use can be supplemented by nonlinear methods. (2) Measurements of water table elevation can support future water table predictions, even if such measurements inform the individual parameters of vadose zone models to only a small degree. (3) The benefits of including ET and soil moisture observations in the calibration data set are heavily dependent on depth to groundwater. (4) Measurements of groundwater levels, measurements of vadose ET or soil moisture poorly constrain regional groundwater system forcing functions.

The Efficiency of Split Panel Designs in an Analysis of Variance Model

PubMed Central

Wang, Wei-Guo; Liu, Hai-Jun

2016-01-01

We consider split panel design efficiency in analysis of variance models, that is, the determination of the cross-sections series optimal proportion in all samples, to minimize parametric best linear unbiased estimators of linear combination variances. An orthogonal matrix is constructed to obtain manageable expression of variances. On this basis, we derive a theorem for analyzing split panel design efficiency irrespective of interest and budget parameters. Additionally, relative estimator efficiency based on the split panel to an estimator based on a pure panel or a pure cross-section is present. The analysis shows that the gains from split panel can be quite substantial. We further consider the efficiency of split panel design, given a budget, and transform it to a constrained nonlinear integer programming. Specifically, an efficient algorithm is designed to solve the constrained nonlinear integer programming. Moreover, we combine one at time designs and factorial designs to illustrate the algorithm’s efficiency with an empirical example concerning monthly consumer expenditure on food in 1985, in the Netherlands, and the efficient ranges of the algorithm parameters are given to ensure a good solution. PMID:27163447

Optimal apodization design for medical ultrasound using constrained least squares part I: theory.

PubMed

Guenther, Drake A; Walker, William F

2007-02-01

Aperture weighting functions are critical design parameters in the development of ultrasound systems because beam characteristics affect the contrast and point resolution of the final output image. In previous work by our group, we developed a metric that quantifies a broadband imaging system's contrast resolution performance. We now use this metric to formulate a novel general ultrasound beamformer design method. In our algorithm, we use constrained least squares (CLS) techniques and a linear algebra formulation to describe the system point spread function (PSF) as a function of the aperture weightings. In one approach, we minimize the energy of the PSF outside a certain boundary and impose a linear constraint on the aperture weights. In a second approach, we minimize the energy of the PSF outside a certain boundary while imposing a quadratic constraint on the energy of the PSF inside the boundary. We present detailed analysis for an arbitrary ultrasound imaging system and discuss several possible applications of the CLS techniques, such as designing aperture weightings to maximize contrast resolution and improve the system depth of field.

Digital robust active control law synthesis for large order systems using constrained optimization

NASA Technical Reports Server (NTRS)

Mukhopadhyay, Vivek

1987-01-01

This paper presents a direct digital control law synthesis procedure for a large order, sampled data, linear feedback system using constrained optimization techniques to meet multiple design requirements. A linear quadratic Gaussian type cost function is minimized while satisfying a set of constraints on the design loads and responses. General expressions for gradients of the cost function and constraints, with respect to the digital control law design variables are derived analytically and computed by solving a set of discrete Liapunov equations. The designer can choose the structure of the control law and the design variables, hence a stable classical control law as well as an estimator-based full or reduced order control law can be used as an initial starting point. Selected design responses can be treated as constraints instead of lumping them into the cost function. This feature can be used to modify a control law, to meet individual root mean square response limitations as well as minimum single value restrictions. Low order, robust digital control laws were synthesized for gust load alleviation of a flexible remotely piloted drone aircraft.

Linear solver performance in elastoplastic problem solution on GPU cluster

NASA Astrophysics Data System (ADS)

Khalevitsky, Yu. V.; Konovalov, A. V.; Burmasheva, N. V.; Partin, A. S.

2017-12-01

Applying the finite element method to severe plastic deformation problems involves solving linear equation systems. While the solution procedure is relatively hard to parallelize and computationally intensive by itself, a long series of large scale systems need to be solved for each problem. When dealing with fine computational meshes, such as in the simulations of three-dimensional metal matrix composite microvolume deformation, tens and hundreds of hours may be needed to complete the whole solution procedure, even using modern supercomputers. In general, one of the preconditioned Krylov subspace methods is used in a linear solver for such problems. The method convergence highly depends on the operator spectrum of a problem stiffness matrix. In order to choose the appropriate method, a series of computational experiments is used. Different methods may be preferable for different computational systems for the same problem. In this paper we present experimental data obtained by solving linear equation systems from an elastoplastic problem on a GPU cluster. The data can be used to substantiate the choice of the appropriate method for a linear solver to use in severe plastic deformation simulations.

A TV-constrained decomposition method for spectral CT

NASA Astrophysics Data System (ADS)

Guo, Xiaoyue; Zhang, Li; Xing, Yuxiang

2017-03-01

Spectral CT is attracting more and more attention in medicine, industrial nondestructive testing and security inspection field. Material decomposition is an important issue to a spectral CT to discriminate materials. Because of the spectrum overlap of energy channels, as well as the correlation of basis functions, it is well acknowledged that decomposition step in spectral CT imaging causes noise amplification and artifacts in component coefficient images. In this work, we propose materials decomposition via an optimization method to improve the quality of decomposed coefficient images. On the basis of general optimization problem, total variance minimization is constrained on coefficient images in our overall objective function with adjustable weights. We solve this constrained optimization problem under the framework of ADMM. Validation on both a numerical dental phantom in simulation and a real phantom of pig leg on a practical CT system using dual-energy imaging is executed. Both numerical and physical experiments give visually obvious better reconstructions than a general direct inverse method. SNR and SSIM are adopted to quantitatively evaluate the image quality of decomposed component coefficients. All results demonstrate that the TV-constrained decomposition method performs well in reducing noise without losing spatial resolution so that improving the image quality. The method can be easily incorporated into different types of spectral imaging modalities, as well as for cases with energy channels more than two.

A Model-Data Fusion Approach for Constraining Modeled GPP at Global Scales Using GOME2 SIF Data

NASA Astrophysics Data System (ADS)

MacBean, N.; Maignan, F.; Lewis, P.; Guanter, L.; Koehler, P.; Bacour, C.; Peylin, P.; Gomez-Dans, J.; Disney, M.; Chevallier, F.

2015-12-01

Predicting the fate of the ecosystem carbon, C, stocks and their sensitivity to climate change relies heavily on our ability to accurately model the gross carbon fluxes, i.e. photosynthesis and respiration. However, there are large differences in the Gross Primary Productivity (GPP) simulated by different land surface models (LSMs), not only in terms of mean value, but also in terms of phase and amplitude when compared to independent data-based estimates. This strongly limits our ability to provide accurate predictions of carbon-climate feedbacks. One possible source of this uncertainty is from inaccurate parameter values resulting from incomplete model calibration. Solar Induced Fluorescence (SIF) has been shown to have a linear relationship with GPP at the typical spatio-temporal scales used in LSMs (Guanter et al., 2011). New satellite-derived SIF datasets have the potential to constrain LSM parameters related to C uptake at global scales due to their coverage. Here we use SIF data derived from the GOME2 instrument (Köhler et al., 2014) to optimize parameters related to photosynthesis and leaf phenology of the ORCHIDEE LSM, as well as the linear relationship between SIF and GPP. We use a multi-site approach that combines many model grid cells covering a wide spatial distribution within the same optimization (e.g. Kuppel et al., 2014). The parameters are constrained per Plant Functional type as the linear relationship described above varies depending on vegetation structural properties. The relative skill of the optimization is compared to a case where only satellite-derived vegetation index data are used to constrain the model, and to a case where both data streams are used. We evaluate the results using an independent data-driven estimate derived from FLUXNET data (Jung et al., 2011) and with a new atmospheric tracer, Carbonyl sulphide (OCS) following the approach of Launois et al. (ACPD, in review). We show that the optimization reduces the strong positive bias of the ORCHIDEE model and increases the correlation compared to independent estimates. Differences in spatial patterns and gradients between simulated GPP and observed SIF remain largely unchanged however, suggesting that the underlying representation of vegetation type and/or structure and functioning in the model requires further investigation.

Distributed Constrained Optimization with Semicoordinate Transformations

NASA Technical Reports Server (NTRS)

Macready, William; Wolpert, David

2006-01-01

Recent work has shown how information theory extends conventional full-rationality game theory to allow bounded rational agents. The associated mathematical framework can be used to solve constrained optimization problems. This is done by translating the problem into an iterated game, where each agent controls a different variable of the problem, so that the joint probability distribution across the agents moves gives an expected value of the objective function. The dynamics of the agents is designed to minimize a Lagrangian function of that joint distribution. Here we illustrate how the updating of the Lagrange parameters in the Lagrangian is a form of automated annealing, which focuses the joint distribution more and more tightly about the joint moves that optimize the objective function. We then investigate the use of "semicoordinate" variable transformations. These separate the joint state of the agents from the variables of the optimization problem, with the two connected by an onto mapping. We present experiments illustrating the ability of such transformations to facilitate optimization. We focus on the special kind of transformation in which the statistically independent states of the agents induces a mixture distribution over the optimization variables. Computer experiment illustrate this for &sat constraint satisfaction problems and for unconstrained minimization of NK functions.

A Numerical Comparison of Barrier and Modified Barrier Methods for Large-Scale Bound-Constrained Optimization

NASA Technical Reports Server (NTRS)

Nash, Stephen G.; Polyak, R.; Sofer, Ariela

1994-01-01

When a classical barrier method is applied to the solution of a nonlinear programming problem with inequality constraints, the Hessian matrix of the barrier function becomes increasingly ill-conditioned as the solution is approached. As a result, it may be desirable to consider alternative numerical algorithms. We compare the performance of two methods motivated by barrier functions. The first is a stabilized form of the classical barrier method, where a numerically stable approximation to the Newton direction is used when the barrier parameter is small. The second is a modified barrier method where a barrier function is applied to a shifted form of the problem, and the resulting barrier terms are scaled by estimates of the optimal Lagrange multipliers. The condition number of the Hessian matrix of the resulting modified barrier function remains bounded as the solution to the constrained optimization problem is approached. Both of these techniques can be used in the context of a truncated-Newton method, and hence can be applied to large problems, as well as on parallel computers. In this paper, both techniques are applied to problems with bound constraints and we compare their practical behavior.

Pseudo-time methods for constrained optimization problems governed by PDE

NASA Technical Reports Server (NTRS)

Taasan, Shlomo

1995-01-01

In this paper we present a novel method for solving optimization problems governed by partial differential equations. Existing methods are gradient information in marching toward the minimum, where the constrained PDE is solved once (sometimes only approximately) per each optimization step. Such methods can be viewed as a marching techniques on the intersection of the state and costate hypersurfaces while improving the residuals of the design equations per each iteration. In contrast, the method presented here march on the design hypersurface and at each iteration improve the residuals of the state and costate equations. The new method is usually much less expensive per iteration step since, in most problems of practical interest, the design equation involves much less unknowns that that of either the state or costate equations. Convergence is shown using energy estimates for the evolution equations governing the iterative process. Numerical tests show that the new method allows the solution of the optimization problem in a cost of solving the analysis problems just a few times, independent of the number of design parameters. The method can be applied using single grid iterations as well as with multigrid solvers.

A constrained Delaunay discretization method for adaptively meshing highly discontinuous geological media

NASA Astrophysics Data System (ADS)

Wang, Yang; Ma, Guowei; Ren, Feng; Li, Tuo

2017-12-01

A constrained Delaunay discretization method is developed to generate high-quality doubly adaptive meshes of highly discontinuous geological media. Complex features such as three-dimensional discrete fracture networks (DFNs), tunnels, shafts, slopes, boreholes, water curtains, and drainage systems are taken into account in the mesh generation. The constrained Delaunay triangulation method is used to create adaptive triangular elements on planar fractures. Persson's algorithm (Persson, 2005), based on an analogy between triangular elements and spring networks, is enriched to automatically discretize a planar fracture into mesh points with varying density and smooth-quality gradient. The triangulated planar fractures are treated as planar straight-line graphs (PSLGs) to construct piecewise-linear complex (PLC) for constrained Delaunay tetrahedralization. This guarantees the doubly adaptive characteristic of the resulted mesh: the mesh is adaptive not only along fractures but also in space. The quality of elements is compared with the results from an existing method. It is verified that the present method can generate smoother elements and a better distribution of element aspect ratios. Two numerical simulations are implemented to demonstrate that the present method can be applied to various simulations of complex geological media that contain a large number of discontinuities.

The Apollo 16 regolith - A petrographically-constrained chemical mixing model

NASA Technical Reports Server (NTRS)

Kempa, M. J.; Papike, J. J.; White, C.

1980-01-01

A mixing model for Apollo 16 regolith samples has been developed, which differs from other A-16 mixing models in that it is both petrographically constrained and statistically sound. The model was developed using three components representative of rock types present at the A-16 site, plus a representative mare basalt. A linear least-squares fitting program employing the chi-squared test and sum of components was used to determine goodness of fit. Results for surface soils indicate that either there are no significant differences between Cayley and Descartes material at the A-16 site or, if differences do exist, they have been obscured by meteoritic reworking and mixing of the lithologies.

Phase space flows for non-Hamiltonian systems with constraints

NASA Astrophysics Data System (ADS)

Sergi, Alessandro

2005-09-01

In this paper, non-Hamiltonian systems with holonomic constraints are treated by a generalization of Dirac’s formalism. Non-Hamiltonian phase space flows can be described by generalized antisymmetric brackets or by general Liouville operators which cannot be derived from brackets. Both situations are treated. In the first case, a Nosé-Dirac bracket is introduced as an example. In the second one, Dirac’s recipe for projecting out constrained variables from time translation operators is generalized and then applied to non-Hamiltonian linear response. Dirac’s formalism avoids spurious terms in the response function of constrained systems. However, corrections coming from phase space measure must be considered for general perturbations.

A chance constraint estimation approach to optimizing resource management under uncertainty

Treesearch

Michael Bevers

2007-01-01

Chance-constrained optimization is an important method for managing risk arising from random variations in natural resource systems, but the probabilistic formulations often pose mathematical programming problems that cannot be solved with exact methods. A heuristic estimation method for these problems is presented that combines a formulation for order statistic...

Investigating the Mechanisms of Learning from a Constrained Preparation for Future Learning Activity

ERIC Educational Resources Information Center

Siler, Stephanie A.; Klahr, David; Price, Norman

2013-01-01

Many studies have shown benefits associated with engaging students in problem-solving activities prior to administering lessons. These problem-solving activities are assumed to activate relevant knowledge and allow students to develop some initial knowledge structures, which support understanding of the lesson. In this paper we report the results…

Mental Capacity and Working Memory in Chemistry: Algorithmic "versus" Open-Ended Problem Solving

ERIC Educational Resources Information Center

St Clair-Thompson, Helen; Overton, Tina; Bugler, Myfanwy

2012-01-01

Previous research has revealed that problem solving and attainment in chemistry are constrained by mental capacity and working memory. However, the terms mental capacity and working memory come from different theories of cognitive resources, and are assessed using different tasks. The current study examined the relationships between mental…

New Bernstein type inequalities for polynomials on ellipses

NASA Technical Reports Server (NTRS)

Freund, Roland; Fischer, Bernd

1990-01-01

New and sharp estimates are derived for the growth in the complex plane of polynomials known to have a curved majorant on a given ellipse. These so-called Bernstein type inequalities are closely connected with certain constrained Chebyshev approximation problems on ellipses. Also presented are some new results for approximation problems of this type.

Density-to-Potential Inversions to Guide Development of Exchange-Correlation Approximations at Finite Temperature

NASA Astrophysics Data System (ADS)

Jensen, Daniel; Wasserman, Adam; Baczewski, Andrew

The construction of approximations to the exchange-correlation potential for warm dense matter (WDM) is a topic of significant recent interest. In this work, we study the inverse problem of Kohn-Sham (KS) DFT as a means of guiding functional design at zero temperature and in WDM. Whereas the forward problem solves the KS equations to produce a density from a specified exchange-correlation potential, the inverse problem seeks to construct the exchange-correlation potential from specified densities. These two problems require different computational methods and convergence criteria despite sharing the same mathematical equations. We present two new inversion methods based on constrained variational and PDE-constrained optimization methods. We adapt these methods to finite temperature calculations to reveal the exchange-correlation potential's temperature dependence in WDM-relevant conditions. The different inversion methods presented are applied to both non-interacting and interacting model systems for comparison. Sandia National Laboratories is a multi-program laboratory managed and operated by Sandia Corporation, a wholly owned subsidiary of Lockheed Martin Corporation, for the U.S. Department of Energy's National Security Administration under contract DE-AC04-94.