Single-machine common/slack due window assignment problems with linear decreasing processing times

NASA Astrophysics Data System (ADS)

Zhang, Xingong; Lin, Win-Chin; Wu, Wen-Hsiang; Wu, Chin-Chia

2017-08-01

This paper studies linear non-increasing processing times and the common/slack due window assignment problems on a single machine, where the actual processing time of a job is a linear non-increasing function of its starting time. The aim is to minimize the sum of the earliness cost, tardiness cost, due window location and due window size. Some optimality results are discussed for the common/slack due window assignment problems and two O(n log n) time algorithms are presented to solve the two problems. Finally, two examples are provided to illustrate the correctness of the corresponding algorithms.

A Non-linear Geodetic Data Inversion Using ABIC for Slip Distribution on a Fault With an Unknown dip Angle

NASA Astrophysics Data System (ADS)

Fukahata, Y.; Wright, T. J.

2006-12-01

We developed a method of geodetic data inversion for slip distribution on a fault with an unknown dip angle. When fault geometry is unknown, the problem of geodetic data inversion is non-linear. A common strategy for obtaining slip distribution is to first determine the fault geometry by minimizing the square misfit under the assumption of a uniform slip on a rectangular fault, and then apply the usual linear inversion technique to estimate a slip distribution on the determined fault. It is not guaranteed, however, that the fault determined under the assumption of a uniform slip gives the best fault geometry for a spatially variable slip distribution. In addition, in obtaining a uniform slip fault model, we have to simultaneously determine the values of the nine mutually dependent parameters, which is a highly non-linear, complicated process. Although the inverse problem is non-linear for cases with unknown fault geometries, the non-linearity of the problems is actually weak, when we can assume the fault surface to be flat. In particular, when a clear fault trace is observed on the EarthOs surface after an earthquake, we can precisely estimate the strike and the location of the fault. In this case only the dip angle has large ambiguity. In geodetic data inversion we usually need to introduce smoothness constraints in order to compromise reciprocal requirements for model resolution and estimation errors in a natural way. Strictly speaking, the inverse problem with smoothness constraints is also non-linear, even if the fault geometry is known. The non-linearity has been dissolved by introducing AkaikeOs Bayesian Information Criterion (ABIC), with which the optimal value of the relative weight of observed data to smoothness constraints is objectively determined. In this study, using ABIC in determining the optimal dip angle, we dissolved the non-linearity of the inverse problem. We applied the method to the InSAR data of the 1995 Dinar, Turkey earthquake and obtained a much shallower dip angle than before.

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

NASA Astrophysics Data System (ADS)

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

2016-12-01

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

Computation of non-monotonic Lyapunov functions for continuous-time systems

NASA Astrophysics Data System (ADS)

Li, Huijuan; Liu, AnPing

2017-09-01

In this paper, we propose two methods to compute non-monotonic Lyapunov functions for continuous-time systems which are asymptotically stable. The first method is to solve a linear optimization problem on a compact and bounded set. The proposed linear programming based algorithm delivers a CPA1

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.

A Higher Harmonic Optimal Controller to Optimise Rotorcraft Aeromechanical Behaviour

NASA Technical Reports Server (NTRS)

Leyland, Jane Anne

1996-01-01

Three methods to optimize rotorcraft aeromechanical behavior for those cases where the rotorcraft plant can be adequately represented by a linear model system matrix were identified and implemented in a stand-alone code. These methods determine the optimal control vector which minimizes the vibration metric subject to constraints at discrete time points, and differ from the commonly used non-optimal constraint penalty methods such as those employed by conventional controllers in that the constraints are handled as actual constraints to an optimization problem rather than as just additional terms in the performance index. The first method is to use a Non-linear Programming algorithm to solve the problem directly. The second method is to solve the full set of non-linear equations which define the necessary conditions for optimality. The third method is to solve each of the possible reduced sets of equations defining the necessary conditions for optimality when the constraints are pre-selected to be either active or inactive, and then to simply select the best solution. The effects of maneuvers and aeroelasticity on the systems matrix are modelled by using a pseudo-random pseudo-row-dependency scheme to define the systems matrix. Cases run to date indicate that the first method of solution is reliable, robust, and easiest to use, and that it was superior to the conventional controllers which were considered.

Using genetic algorithms to determine near-optimal pricing, investment and operating strategies in the electric power industry

NASA Astrophysics Data System (ADS)

Wu, Dongjun

Network industries have technologies characterized by a spatial hierarchy, the "network," with capital-intensive interconnections and time-dependent, capacity-limited flows of products and services through the network to customers. This dissertation studies service pricing, investment and business operating strategies for the electric power network. First-best solutions for a variety of pricing and investment problems have been studied. The evaluation of genetic algorithms (GA, which are methods based on the idea of natural evolution) as a primary means of solving complicated network problems, both w.r.t. pricing: as well as w.r.t. investment and other operating decisions, has been conducted. New constraint-handling techniques in GAs have been studied and tested. The actual application of such constraint-handling techniques in solving practical non-linear optimization problems has been tested on several complex network design problems with encouraging initial results. Genetic algorithms provide solutions that are feasible and close to optimal when the optimal solution is know; in some instances, the near-optimal solutions for small problems by the proposed GA approach can only be tested by pushing the limits of currently available non-linear optimization software. The performance is far better than several commercially available GA programs, which are generally inadequate in solving any of the problems studied in this dissertation, primarily because of their poor handling of constraints. Genetic algorithms, if carefully designed, seem very promising in solving difficult problems which are intractable by traditional analytic methods.

Remarks on Hierarchic Control for a Linearized Micropolar Fluids System in Moving Domains

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

Jesus, Isaías Pereira de, E-mail: isaias@ufpi.edu.br

We study a Stackelberg strategy subject to the evolutionary linearized micropolar fluids equations in domains with moving boundaries, considering a Nash multi-objective equilibrium (non necessarily cooperative) for the “follower players” (as is called in the economy field) and an optimal problem for the leader player with approximate controllability objective. We will obtain the following main results: the existence and uniqueness of Nash equilibrium and its characterization, the approximate controllability of the linearized micropolar system with respect to the leader control and the existence and uniqueness of the Stackelberg–Nash problem, where the optimality system for the leader is given.

Three-dimensional Finite Element Formulation and Scalable Domain Decomposition for High Fidelity Rotor Dynamic Analysis

NASA Technical Reports Server (NTRS)

Datta, Anubhav; Johnson, Wayne R.

2009-01-01

This paper has two objectives. The first objective is to formulate a 3-dimensional Finite Element Model for the dynamic analysis of helicopter rotor blades. The second objective is to implement and analyze a dual-primal iterative substructuring based Krylov solver, that is parallel and scalable, for the solution of the 3-D FEM analysis. The numerical and parallel scalability of the solver is studied using two prototype problems - one for ideal hover (symmetric) and one for a transient forward flight (non-symmetric) - both carried out on up to 48 processors. In both hover and forward flight conditions, a perfect linear speed-up is observed, for a given problem size, up to the point of substructure optimality. Substructure optimality and the linear parallel speed-up range are both shown to depend on the problem size as well as on the selection of the coarse problem. With a larger problem size, linear speed-up is restored up to the new substructure optimality. The solver also scales with problem size - even though this conclusion is premature given the small prototype grids considered in this study.

Fast Optimization for Aircraft Descent and Approach Trajectory

NASA Technical Reports Server (NTRS)

Luchinsky, Dmitry G.; Schuet, Stefan; Brenton, J.; Timucin, Dogan; Smith, David; Kaneshige, John

2017-01-01

We address problem of on-line scheduling of the aircraft descent and approach trajectory. We formulate a general multiphase optimal control problem for optimization of the descent trajectory and review available methods of its solution. We develop a fast algorithm for solution of this problem using two key components: (i) fast inference of the dynamical and control variables of the descending trajectory from the low dimensional flight profile data and (ii) efficient local search for the resulting reduced dimensionality non-linear optimization problem. We compare the performance of the proposed algorithm with numerical solution obtained using optimal control toolbox General Pseudospectral Optimal Control Software. We present results of the solution of the scheduling problem for aircraft descent using novel fast algorithm and discuss its future applications.

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.

Optimization of a bundle divertor for FED

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

Hively, L.M.; Rothe, K.E.; Minkoff, M.

1982-01-01

Optimal double-T bundle divertor configurations have been obtained for the Fusion Engineering Device (FED). On-axis ripple is minimized, while satisfying a series of engineering constraints. The ensuing non-linear optimization problem is solved via a sequence of quadratic programming subproblems, using the VMCON algorithm. The resulting divertor designs are substantially improved over previous configurations.

Direct Multiple Shooting Optimization with Variable Problem Parameters

NASA Technical Reports Server (NTRS)

Whitley, Ryan J.; Ocampo, Cesar A.

2009-01-01

Taking advantage of a novel approach to the design of the orbital transfer optimization problem and advanced non-linear programming algorithms, several optimal transfer trajectories are found for problems with and without known analytic solutions. This method treats the fixed known gravitational constants as optimization variables in order to reduce the need for an advanced initial guess. Complex periodic orbits are targeted with very simple guesses and the ability to find optimal transfers in spite of these bad guesses is successfully demonstrated. Impulsive transfers are considered for orbits in both the 2-body frame as well as the circular restricted three-body problem (CRTBP). The results with this new approach demonstrate the potential for increasing robustness for all types of orbit transfer problems.

Two Point Exponential Approximation Method for structural optimization of problems with frequency constraints

NASA Technical Reports Server (NTRS)

Fadel, G. M.

1991-01-01

The point exponential approximation method was introduced by Fadel et al. (Fadel, 1990), and tested on structural optimization problems with stress and displacement constraints. The reports in earlier papers were promising, and the method, which consists of correcting Taylor series approximations using previous design history, is tested in this paper on optimization problems with frequency constraints. The aim of the research is to verify the robustness and speed of convergence of the two point exponential approximation method when highly non-linear constraints are used.

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.

Semilinear programming: applications and implementation

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

Mohan, S.

Semilinear programming is a method of solving optimization problems with linear constraints where the non-negativity restrictions on the variables are dropped and the objective function coefficients can take on different values depending on whether the variable is positive or negative. The simplex method for linear programming is modified in this thesis to solve general semilinear and piecewise linear programs efficiently without having to transform them into equivalent standard linear programs. Several models in widely different areas of optimization such as production smoothing, facility locations, goal programming and L/sub 1/ estimation are presented first to demonstrate the compact formulation that arisesmore » when such problems are formulated as semilinear programs. A code SLP is constructed using the semilinear programming techniques. Problems in aggregate planning and L/sub 1/ estimation are solved using SLP and equivalent linear programs using a linear programming simplex code. Comparisons of CPU times and number iterations indicate SLP to be far superior. The semilinear programming techniques are extended to piecewise linear programming in the implementation of the code PLP. Piecewise linear models in aggregate planning are solved using PLP and equivalent standard linear programs using a simple upper bounded linear programming code SUBLP.« less

Non linear predictive control of a LEGO mobile robot

NASA Astrophysics Data System (ADS)

Merabti, H.; Bouchemal, B.; Belarbi, K.; Boucherma, D.; Amouri, A.

2014-10-01

Metaheuristics are general purpose heuristics which have shown a great potential for the solution of difficult optimization problems. In this work, we apply the meta heuristic, namely particle swarm optimization, PSO, for the solution of the optimization problem arising in NLMPC. This algorithm is easy to code and may be considered as alternatives for the more classical solution procedures. The PSO- NLMPC is applied to control a mobile robot for the tracking trajectory and obstacles avoidance. Experimental results show the strength of this approach.

Solving Large Problems with a Small Working Memory

ERIC Educational Resources Information Center

Pizlo, Zygmunt; Stefanov, Emil

2013-01-01

We describe an important elaboration of our multiscale/multiresolution model for solving the Traveling Salesman Problem (TSP). Our previous model emulated the non-uniform distribution of receptors on the human retina and the shifts of visual attention. This model produced near-optimal solutions of TSP in linear time by performing hierarchical…

Evaluation of linearly solvable Markov decision process with dynamic model learning in a mobile robot navigation task.

PubMed

Kinjo, Ken; Uchibe, Eiji; Doya, Kenji

2013-01-01

Linearly solvable Markov Decision Process (LMDP) is a class of optimal control problem in which the Bellman's equation can be converted into a linear equation by an exponential transformation of the state value function (Todorov, 2009b). In an LMDP, the optimal value function and the corresponding control policy are obtained by solving an eigenvalue problem in a discrete state space or an eigenfunction problem in a continuous state using the knowledge of the system dynamics and the action, state, and terminal cost functions. In this study, we evaluate the effectiveness of the LMDP framework in real robot control, in which the dynamics of the body and the environment have to be learned from experience. We first perform a simulation study of a pole swing-up task to evaluate the effect of the accuracy of the learned dynamics model on the derived the action policy. The result shows that a crude linear approximation of the non-linear dynamics can still allow solution of the task, despite with a higher total cost. We then perform real robot experiments of a battery-catching task using our Spring Dog mobile robot platform. The state is given by the position and the size of a battery in its camera view and two neck joint angles. The action is the velocities of two wheels, while the neck joints were controlled by a visual servo controller. We test linear and bilinear dynamic models in tasks with quadratic and Guassian state cost functions. In the quadratic cost task, the LMDP controller derived from a learned linear dynamics model performed equivalently with the optimal linear quadratic regulator (LQR). In the non-quadratic task, the LMDP controller with a linear dynamics model showed the best performance. The results demonstrate the usefulness of the LMDP framework in real robot control even when simple linear models are used for dynamics learning.

Explicit methods in extended phase space for inseparable Hamiltonian problems

NASA Astrophysics Data System (ADS)

Pihajoki, Pauli

2015-03-01

We present a method for explicit leapfrog integration of inseparable Hamiltonian systems by means of an extended phase space. A suitably defined new Hamiltonian on the extended phase space leads to equations of motion that can be numerically integrated by standard symplectic leapfrog (splitting) methods. When the leapfrog is combined with coordinate mixing transformations, the resulting algorithm shows good long term stability and error behaviour. We extend the method to non-Hamiltonian problems as well, and investigate optimal methods of projecting the extended phase space back to original dimension. Finally, we apply the methods to a Hamiltonian problem of geodesics in a curved space, and a non-Hamiltonian problem of a forced non-linear oscillator. We compare the performance of the methods to a general purpose differential equation solver LSODE, and the implicit midpoint method, a symplectic one-step method. We find the extended phase space methods to compare favorably to both for the Hamiltonian problem, and to the implicit midpoint method in the case of the non-linear oscillator.

An efficient algorithm for function optimization: modified stem cells algorithm

NASA Astrophysics Data System (ADS)

Taherdangkoo, Mohammad; Paziresh, Mahsa; Yazdi, Mehran; Bagheri, Mohammad Hadi

2013-03-01

In this paper, we propose an optimization algorithm based on the intelligent behavior of stem cell swarms in reproduction and self-organization. Optimization algorithms, such as the Genetic Algorithm (GA), Particle Swarm Optimization (PSO) algorithm, Ant Colony Optimization (ACO) algorithm and Artificial Bee Colony (ABC) algorithm, can give solutions to linear and non-linear problems near to the optimum for many applications; however, in some case, they can suffer from becoming trapped in local optima. The Stem Cells Algorithm (SCA) is an optimization algorithm inspired by the natural behavior of stem cells in evolving themselves into new and improved cells. The SCA avoids the local optima problem successfully. In this paper, we have made small changes in the implementation of this algorithm to obtain improved performance over previous versions. Using a series of benchmark functions, we assess the performance of the proposed algorithm and compare it with that of the other aforementioned optimization algorithms. The obtained results prove the superiority of the Modified Stem Cells Algorithm (MSCA).

Global dynamic optimization approach to predict activation in metabolic pathways.

PubMed

de Hijas-Liste, Gundián M; Klipp, Edda; Balsa-Canto, Eva; Banga, Julio R

2014-01-06

During the last decade, a number of authors have shown that the genetic regulation of metabolic networks may follow optimality principles. Optimal control theory has been successfully used to compute optimal enzyme profiles considering simple metabolic pathways. However, applying this optimal control framework to more general networks (e.g. branched networks, or networks incorporating enzyme production dynamics) yields problems that are analytically intractable and/or numerically very challenging. Further, these previous studies have only considered a single-objective framework. In this work we consider a more general multi-objective formulation and we present solutions based on recent developments in global dynamic optimization techniques. We illustrate the performance and capabilities of these techniques considering two sets of problems. First, we consider a set of single-objective examples of increasing complexity taken from the recent literature. We analyze the multimodal character of the associated non linear optimization problems, and we also evaluate different global optimization approaches in terms of numerical robustness, efficiency and scalability. Second, we consider generalized multi-objective formulations for several examples, and we show how this framework results in more biologically meaningful results. The proposed strategy was used to solve a set of single-objective case studies related to unbranched and branched metabolic networks of different levels of complexity. All problems were successfully solved in reasonable computation times with our global dynamic optimization approach, reaching solutions which were comparable or better than those reported in previous literature. Further, we considered, for the first time, multi-objective formulations, illustrating how activation in metabolic pathways can be explained in terms of the best trade-offs between conflicting objectives. This new methodology can be applied to metabolic networks with arbitrary topologies, non-linear dynamics and constraints.

Robust design optimization using the price of robustness, robust least squares and regularization methods

NASA Astrophysics Data System (ADS)

Bukhari, Hassan J.

2017-12-01

In this paper a framework for robust optimization of mechanical design problems and process systems that have parametric uncertainty is presented using three different approaches. Robust optimization problems are formulated so that the optimal solution is robust which means it is minimally sensitive to any perturbations in parameters. The first method uses the price of robustness approach which assumes the uncertain parameters to be symmetric and bounded. The robustness for the design can be controlled by limiting the parameters that can perturb.The second method uses the robust least squares method to determine the optimal parameters when data itself is subjected to perturbations instead of the parameters. The last method manages uncertainty by restricting the perturbation on parameters to improve sensitivity similar to Tikhonov regularization. The methods are implemented on two sets of problems; one linear and the other non-linear. This methodology will be compared with a prior method using multiple Monte Carlo simulation runs which shows that the approach being presented in this paper results in better performance.

Quadratic constrained mixed discrete optimization with an adiabatic quantum optimizer

NASA Astrophysics Data System (ADS)

Chandra, Rishabh; Jacobson, N. Tobias; Moussa, Jonathan E.; Frankel, Steven H.; Kais, Sabre

2014-07-01

We extend the family of problems that may be implemented on an adiabatic quantum optimizer (AQO). When a quadratic optimization problem has at least one set of discrete controls and the constraints are linear, we call this a quadratic constrained mixed discrete optimization (QCMDO) problem. QCMDO problems are NP-hard, and no efficient classical algorithm for their solution is known. Included in the class of QCMDO problems are combinatorial optimization problems constrained by a linear partial differential equation (PDE) or system of linear PDEs. An essential complication commonly encountered in solving this type of problem is that the linear constraint may introduce many intermediate continuous variables into the optimization while the computational cost grows exponentially with problem size. We resolve this difficulty by developing a constructive mapping from QCMDO to quadratic unconstrained binary optimization (QUBO) such that the size of the QUBO problem depends only on the number of discrete control variables. With a suitable embedding, taking into account the physical constraints of the realizable coupling graph, the resulting QUBO problem can be implemented on an existing AQO. The mapping itself is efficient, scaling cubically with the number of continuous variables in the general case and linearly in the PDE case if an efficient preconditioner is available.

Comparisons of linear and nonlinear pyramid schemes for signal and image processing

NASA Astrophysics Data System (ADS)

Morales, Aldo W.; Ko, Sung-Jea

1997-04-01

Linear filters banks are being used extensively in image and video applications. New research results in wavelet applications for compression and de-noising are constantly appearing in the technical literature. On the other hand, non-linear filter banks are also being used regularly in image pyramid algorithms. There are some inherent advantages in using non-linear filters instead of linear filters when non-Gaussian processes are present in images. However, a consistent way of comparing performance criteria between these two schemes has not been fully developed yet. In this paper a recently discovered tool, sample selection probabilities, is used to compare the behavior of linear and non-linear filters. In the conversion from weights of order statistics (OS) filters to coefficients of the impulse response is obtained through these probabilities. However, the reverse problem: the conversion from coefficients of the impulse response to the weights of OS filters is not yet fully understood. One of the reasons for this difficulty is the highly non-linear nature of the partitions and generating function used. In the present paper the problem is posed as an optimization of integer linear programming subject to constraints directly obtained from the coefficients of the impulse response. Although the technique to be presented in not completely refined, it certainly appears to be promising. Some results will be shown.

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.

Optimal blood glucose level control using dynamic programming based on minimal Bergman model

NASA Astrophysics Data System (ADS)

Rettian Anggita Sari, Maria; Hartono

2018-03-01

The purpose of this article is to simulate the glucose dynamic and the insulin kinetic of diabetic patient. The model used in this research is a non-linear Minimal Bergman model. Optimal control theory is then applied to formulate the problem in order to determine the optimal dose of insulin in the treatment of diabetes mellitus such that the glucose level is in the normal range for some specific time range. The optimization problem is solved using dynamic programming. The result shows that dynamic programming is quite reliable to represent the interaction between glucose and insulin levels in diabetes mellitus patient.

Is 3D true non linear traveltime tomography reasonable ?

NASA Astrophysics Data System (ADS)

Herrero, A.; Virieux, J.

2003-04-01

The data sets requiring 3D analysis tools in the context of seismic exploration (both onshore and offshore experiments) or natural seismicity (micro seismicity surveys or post event measurements) are more and more numerous. Classical linearized tomographies and also earthquake localisation codes need an accurate 3D background velocity model. However, if the medium is complex and a priori information not available, a 1D analysis is not able to provide an adequate background velocity image. Moreover, the design of the acquisition layouts is often intrinsically 3D and renders difficult even 2D approaches, especially in natural seismicity cases. Thus, the solution relies on the use of a 3D true non linear approach, which allows to explore the model space and to identify an optimal velocity image. The problem becomes then practical and its feasibility depends on the available computing resources (memory and time). In this presentation, we show that facing a 3D traveltime tomography problem with an extensive non-linear approach combining fast travel time estimators based on level set methods and optimisation techniques such as multiscale strategy is feasible. Moreover, because management of inhomogeneous inversion parameters is more friendly in a non linear approach, we describe how to perform a jointly non-linear inversion for the seismic velocities and the sources locations.

Genetics-based control of a mimo boiler-turbine plant

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

Dimeo, R.M.; Lee, K.Y.

1994-12-31

A genetic algorithm is used to develop an optimal controller for a non-linear, multi-input/multi-output boiler-turbine plant. The algorithm is used to train a control system for the plant over a wide operating range in an effort to obtain better performance. The results of the genetic algorithm`s controller designed from the linearized plant model at a nominal operating point. Because the genetic algorithm is well-suited to solving traditionally difficult optimization problems it is found that the algorithm is capable of developing the controller based on input/output information only. This controller achieves a performance comparable to the standard linear quadratic regulator.

Self-Coexistence among IEEE 802.22 Networks: Distributed Allocation of Power and Channel

PubMed Central

Sakin, Sayef Azad; Alamri, Atif; Tran, Nguyen H.

2017-01-01

Ensuring self-coexistence among IEEE 802.22 networks is a challenging problem owing to opportunistic access of incumbent-free radio resources by users in co-located networks. In this study, we propose a fully-distributed non-cooperative approach to ensure self-coexistence in downlink channels of IEEE 802.22 networks. We formulate the self-coexistence problem as a mixed-integer non-linear optimization problem for maximizing the network data rate, which is an NP-hard one. This work explores a sub-optimal solution by dividing the optimization problem into downlink channel allocation and power assignment sub-problems. Considering fairness, quality of service and minimum interference for customer-premises-equipment, we also develop a greedy algorithm for channel allocation and a non-cooperative game-theoretic framework for near-optimal power allocation. The base stations of networks are treated as players in a game, where they try to increase spectrum utilization by controlling power and reaching a Nash equilibrium point. We further develop a utility function for the game to increase the data rate by minimizing the transmission power and, subsequently, the interference from neighboring networks. A theoretical proof of the uniqueness and existence of the Nash equilibrium has been presented. Performance improvements in terms of data-rate with a degree of fairness compared to a cooperative branch-and-bound-based algorithm and a non-cooperative greedy approach have been shown through simulation studies. PMID:29215591

Self-Coexistence among IEEE 802.22 Networks: Distributed Allocation of Power and Channel.

PubMed

Sakin, Sayef Azad; Razzaque, Md Abdur; Hassan, Mohammad Mehedi; Alamri, Atif; Tran, Nguyen H; Fortino, Giancarlo

2017-12-07

Ensuring self-coexistence among IEEE 802.22 networks is a challenging problem owing to opportunistic access of incumbent-free radio resources by users in co-located networks. In this study, we propose a fully-distributed non-cooperative approach to ensure self-coexistence in downlink channels of IEEE 802.22 networks. We formulate the self-coexistence problem as a mixed-integer non-linear optimization problem for maximizing the network data rate, which is an NP-hard one. This work explores a sub-optimal solution by dividing the optimization problem into downlink channel allocation and power assignment sub-problems. Considering fairness, quality of service and minimum interference for customer-premises-equipment, we also develop a greedy algorithm for channel allocation and a non-cooperative game-theoretic framework for near-optimal power allocation. The base stations of networks are treated as players in a game, where they try to increase spectrum utilization by controlling power and reaching a Nash equilibrium point. We further develop a utility function for the game to increase the data rate by minimizing the transmission power and, subsequently, the interference from neighboring networks. A theoretical proof of the uniqueness and existence of the Nash equilibrium has been presented. Performance improvements in terms of data-rate with a degree of fairness compared to a cooperative branch-and-bound-based algorithm and a non-cooperative greedy approach have been shown through simulation studies.

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.

Comparative Evaluation of Different Optimization Algorithms for Structural Design Applications

NASA Technical Reports Server (NTRS)

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

1996-01-01

Non-linear programming algorithms play an important role in structural design optimization. Fortunately, several algorithms with computer codes are available. At NASA Lewis Research Centre, a project was initiated to assess the performance of eight different optimizers through the development of a computer code CometBoards. This paper summarizes the conclusions of that research. CometBoards was employed to solve sets of small, medium and large structural problems, using the eight different optimizers on a Cray-YMP8E/8128 computer. The reliability and efficiency of the optimizers were determined from the performance of these problems. For small problems, the performance of most of the optimizers could be considered adequate. For large problems, however, three optimizers (two sequential quadratic programming routines, DNCONG of IMSL and SQP of IDESIGN, along with Sequential Unconstrained Minimizations Technique SUMT) outperformed others. At optimum, most optimizers captured an identical number of active displacement and frequency constraints but the number of active stress constraints differed among the optimizers. This discrepancy can be attributed to singularity conditions in the optimization and the alleviation of this discrepancy can improve the efficiency of optimizers.

A Duality Theory for Non-convex Problems in the Calculus of Variations

NASA Astrophysics Data System (ADS)

Bouchitté, Guy; Fragalà, Ilaria

2018-07-01

We present a new duality theory for non-convex variational problems, under possibly mixed Dirichlet and Neumann boundary conditions. The dual problem reads nicely as a linear programming problem, and our main result states that there is no duality gap. Further, we provide necessary and sufficient optimality conditions, and we show that our duality principle can be reformulated as a min-max result which is quite useful for numerical implementations. As an example, we illustrate the application of our method to a celebrated free boundary problem. The results were announced in Bouchitté and Fragalà (C R Math Acad Sci Paris 353(4):375-379, 2015).

A Duality Theory for Non-convex Problems in the Calculus of Variations

NASA Astrophysics Data System (ADS)

Bouchitté, Guy; Fragalà, Ilaria

2018-02-01

We present a new duality theory for non-convex variational problems, under possibly mixed Dirichlet and Neumann boundary conditions. The dual problem reads nicely as a linear programming problem, and our main result states that there is no duality gap. Further, we provide necessary and sufficient optimality conditions, and we show that our duality principle can be reformulated as a min-max result which is quite useful for numerical implementations. As an example, we illustrate the application of our method to a celebrated free boundary problem. The results were announced in Bouchitté and Fragalà (C R Math Acad Sci Paris 353(4):375-379, 2015).

An iterative method for tri-level quadratic fractional programming problems using fuzzy goal programming approach

NASA Astrophysics Data System (ADS)

Kassa, Semu Mitiku; Tsegay, Teklay Hailay

2017-08-01

Tri-level optimization problems are optimization problems with three nested hierarchical structures, where in most cases conflicting objectives are set at each level of hierarchy. Such problems are common in management, engineering designs and in decision making situations in general, and are known to be strongly NP-hard. Existing solution methods lack universality in solving these types of problems. In this paper, we investigate a tri-level programming problem with quadratic fractional objective functions at each of the three levels. A solution algorithm has been proposed by applying fuzzy goal programming approach and by reformulating the fractional constraints to equivalent but non-fractional non-linear constraints. Based on the transformed formulation, an iterative procedure is developed that can yield a satisfactory solution to the tri-level problem. The numerical results on various illustrative examples demonstrated that the proposed algorithm is very much promising and it can also be used to solve larger-sized as well as n-level problems of similar structure.

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.

Integrated Sensing Processor, Phase 2

DTIC Science & Technology

2005-12-01

performance analysis for several baseline classifiers including neural nets, linear classifiers, and kNN classifiers. Use of CCDR as a preprocessing step...below the level of the benchmark non-linear classifier for this problem ( kNN ). Furthermore, the CCDR preconditioned kNN achieved a 10% improvement over...the benchmark kNN without CCDR. Finally, we found an important connection between intrinsic dimension estimation via entropic graphs and the optimal

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.

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

NASA Astrophysics Data System (ADS)

Heinkenschloss, Matthias

2005-01-01

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

Optimal sensor placement for leak location in water distribution networks using genetic algorithms.

PubMed

Casillas, Myrna V; Puig, Vicenç; Garza-Castañón, Luis E; Rosich, Albert

2013-11-04

This paper proposes a new sensor placement approach for leak location in water distribution networks (WDNs). The sensor placement problem is formulated as an integer optimization problem. The optimization criterion consists in minimizing the number of non-isolable leaks according to the isolability criteria introduced. Because of the large size and non-linear integer nature of the resulting optimization problem, genetic algorithms (GAs) are used as the solution approach. The obtained results are compared with a semi-exhaustive search method with higher computational effort, proving that GA allows one to find near-optimal solutions with less computational load. Moreover, three ways of increasing the robustness of the GA-based sensor placement method have been proposed using a time horizon analysis, a distance-based scoring and considering different leaks sizes. A great advantage of the proposed methodology is that it does not depend on the isolation method chosen by the user, as long as it is based on leak sensitivity analysis. Experiments in two networks allow us to evaluate the performance of the proposed approach.

Optimal Sensor Placement for Leak Location in Water Distribution Networks Using Genetic Algorithms

PubMed Central

Casillas, Myrna V.; Puig, Vicenç; Garza-Castañón, Luis E.; Rosich, Albert

2013-01-01

This paper proposes a new sensor placement approach for leak location in water distribution networks (WDNs). The sensor placement problem is formulated as an integer optimization problem. The optimization criterion consists in minimizing the number of non-isolable leaks according to the isolability criteria introduced. Because of the large size and non-linear integer nature of the resulting optimization problem, genetic algorithms (GAs) are used as the solution approach. The obtained results are compared with a semi-exhaustive search method with higher computational effort, proving that GA allows one to find near-optimal solutions with less computational load. Moreover, three ways of increasing the robustness of the GA-based sensor placement method have been proposed using a time horizon analysis, a distance-based scoring and considering different leaks sizes. A great advantage of the proposed methodology is that it does not depend on the isolation method chosen by the user, as long as it is based on leak sensitivity analysis. Experiments in two networks allow us to evaluate the performance of the proposed approach. PMID:24193099

Uplink Packet-Data Scheduling in DS-CDMA Systems

NASA Astrophysics Data System (ADS)

Choi, Young Woo; Kim, Seong-Lyun

In this letter, we consider the uplink packet scheduling for non-real-time data users in a DS-CDMA system. As an effort to jointly optimize throughput and fairness, we formulate a time-span minimization problem incorporating the time-multiplexing of different simultaneous transmission schemes. Based on simple rules, we propose efficient scheduling algorithms and compare them with the optimal solution obtained by linear programming.

A Comparative Theoretical and Computational Study on Robust Counterpart Optimization: I. Robust Linear Optimization and Robust Mixed Integer Linear Optimization

PubMed Central

Li, Zukui; Ding, Ran; Floudas, Christodoulos A.

2011-01-01

Robust counterpart optimization techniques for linear optimization and mixed integer linear optimization problems are studied in this paper. Different uncertainty sets, including those studied in literature (i.e., interval set; combined interval and ellipsoidal set; combined interval and polyhedral set) and new ones (i.e., adjustable box; pure ellipsoidal; pure polyhedral; combined interval, ellipsoidal, and polyhedral set) are studied in this work and their geometric relationship is discussed. For uncertainty in the left hand side, right hand side, and objective function of the optimization problems, robust counterpart optimization formulations induced by those different uncertainty sets are derived. Numerical studies are performed to compare the solutions of the robust counterpart optimization models and applications in refinery production planning and batch process scheduling problem are presented. PMID:21935263

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

Parallel-vector computation for linear structural analysis and non-linear unconstrained optimization problems

NASA Technical Reports Server (NTRS)

Nguyen, D. T.; Al-Nasra, M.; Zhang, Y.; Baddourah, M. A.; Agarwal, T. K.; Storaasli, O. O.; Carmona, E. A.

1991-01-01

Several parallel-vector computational improvements to the unconstrained optimization procedure are described which speed up the structural analysis-synthesis process. A fast parallel-vector Choleski-based equation solver, pvsolve, is incorporated into the well-known SAP-4 general-purpose finite-element code. The new code, denoted PV-SAP, is tested for static structural analysis. Initial results on a four processor CRAY 2 show that using pvsolve reduces the equation solution time by a factor of 14-16 over the original SAP-4 code. In addition, parallel-vector procedures for the Golden Block Search technique and the BFGS method are developed and tested for nonlinear unconstrained optimization. A parallel version of an iterative solver and the pvsolve direct solver are incorporated into the BFGS method. Preliminary results on nonlinear unconstrained optimization test problems, using pvsolve in the analysis, show excellent parallel-vector performance indicating that these parallel-vector algorithms can be used in a new generation of finite-element based structural design/analysis-synthesis codes.

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.

Optimizing Support Vector Machine Parameters with Genetic Algorithm for Credit Risk Assessment

NASA Astrophysics Data System (ADS)

Manurung, Jonson; Mawengkang, Herman; Zamzami, Elviawaty

2017-12-01

Support vector machine (SVM) is a popular classification method known to have strong generalization capabilities. SVM can solve the problem of classification and linear regression or nonlinear kernel which can be a learning algorithm for the ability of classification and regression. However, SVM also has a weakness that is difficult to determine the optimal parameter value. SVM calculates the best linear separator on the input feature space according to the training data. To classify data which are non-linearly separable, SVM uses kernel tricks to transform the data into a linearly separable data on a higher dimension feature space. The kernel trick using various kinds of kernel functions, such as : linear kernel, polynomial, radial base function (RBF) and sigmoid. Each function has parameters which affect the accuracy of SVM classification. To solve the problem genetic algorithms are proposed to be applied as the optimal parameter value search algorithm thus increasing the best classification accuracy on SVM. Data taken from UCI repository of machine learning database: Australian Credit Approval. The results show that the combination of SVM and genetic algorithms is effective in improving classification accuracy. Genetic algorithms has been shown to be effective in systematically finding optimal kernel parameters for SVM, instead of randomly selected kernel parameters. The best accuracy for data has been upgraded from kernel Linear: 85.12%, polynomial: 81.76%, RBF: 77.22% Sigmoid: 78.70%. However, for bigger data sizes, this method is not practical because it takes a lot of time.

Advanced Numerical Methods for Computing Statistical Quantities of Interest from Solutions of SPDES

DTIC Science & Technology

2012-01-19

and related optimization problems; developing numerical methods for option pricing problems in the presence of random arbitrage return. 1. Novel...equations (BSDEs) are connected to nonlinear partial differen- tial equations and non-linear semigroups, to the theory of hedging and pricing of contingent...the presence of random arbitrage return [3] We consider option pricing problems when we relax the condition of no arbitrage in the Black- Scholes

Computationally efficient control allocation

NASA Technical Reports Server (NTRS)

Durham, Wayne (Inventor)

2001-01-01

A computationally efficient method for calculating near-optimal solutions to the three-objective, linear control allocation problem is disclosed. The control allocation problem is that of distributing the effort of redundant control effectors to achieve some desired set of objectives. The problem is deemed linear if control effectiveness is affine with respect to the individual control effectors. The optimal solution is that which exploits the collective maximum capability of the effectors within their individual physical limits. Computational efficiency is measured by the number of floating-point operations required for solution. The method presented returned optimal solutions in more than 90% of the cases examined; non-optimal solutions returned by the method were typically much less than 1% different from optimal and the errors tended to become smaller than 0.01% as the number of controls was increased. The magnitude of the errors returned by the present method was much smaller than those that resulted from either pseudo inverse or cascaded generalized inverse solutions. The computational complexity of the method presented varied linearly with increasing numbers of controls; the number of required floating point operations increased from 5.5 i, to seven times faster than did the minimum-norm solution (the pseudoinverse), and at about the same rate as did the cascaded generalized inverse solution. The computational requirements of the method presented were much better than that of previously described facet-searching methods which increase in proportion to the square of the number of controls.

Nonreciprocal Signal Routing in an Active Quantum Network

NASA Astrophysics Data System (ADS)

Tureci, Hakan E.; Metelmann, Anja

As superconductor quantum technologies are moving towards large-scale integrated circuits, a robust and flexible approach to routing photons at the quantum level becomes a critical problem. Active circuits, which contain driven linear or non-linear elements judiciously embedded in the circuit offer a viable solution. We present a general strategy for routing non-reciprocally quantum signals between two sites of a given lattice of resonators, implementable with existing superconducting circuit components. Our approach makes use of a dual lattice of superconducting non-linear elements on the links connecting the nodes of the main lattice. Solutions for spatially selective driving of the link-elements can be found, which optimally balance coherent and dissipative hopping of microwave photons to non-reciprocally route signals between two given nodes. In certain lattices these optimal solutions are obtained at the exceptional point of the scattering matrix of the network. The presented strategy provides a design space that is governed by a dynamically tunable non-Hermitian generator that can be used to minimize the added quantum noise as well. This work was supported by the U.S. Army Research Office (ARO) under Grant No. W911NF-15-1-0299.

Convergence Estimates for Multidisciplinary Analysis and Optimization

NASA Technical Reports Server (NTRS)

Arian, Eyal

1997-01-01

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

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

Optimal fabrication processes for unidirectional metal-matrix composites: A computational simulation

NASA Technical Reports Server (NTRS)

Saravanos, D. A.; Murthy, P. L. N.; Morel, M.

1990-01-01

A method is proposed for optimizing the fabrication process of unidirectional metal matrix composites. The temperature and pressure histories are optimized such that the residual microstresses of the composite at the end of the fabrication process are minimized and the material integrity throughout the process is ensured. The response of the composite during the fabrication is simulated based on a nonlinear micromechanics theory. The optimal fabrication problem is formulated and solved with non-linear programming. Application cases regarding the optimization of the fabrication cool-down phases of unidirectional ultra-high modulus graphite/copper and silicon carbide/titanium composites are presented.

Robust Neighboring Optimal Guidance for the Advanced Launch System

NASA Technical Reports Server (NTRS)

Hull, David G.

1993-01-01

In recent years, optimization has become an engineering tool through the availability of numerous successful nonlinear programming codes. Optimal control problems are converted into parameter optimization (nonlinear programming) problems by assuming the control to be piecewise linear, making the unknowns the nodes or junction points of the linear control segments. Once the optimal piecewise linear control (suboptimal) control is known, a guidance law for operating near the suboptimal path is the neighboring optimal piecewise linear control (neighboring suboptimal control). Research conducted under this grant has been directed toward the investigation of neighboring suboptimal control as a guidance scheme for an advanced launch system.

Can hydro-economic river basin models simulate water shadow prices under asymmetric access?

PubMed

Kuhn, A; Britz, W

2012-01-01

Hydro-economic river basin models (HERBM) based on mathematical programming are conventionally formulated as explicit 'aggregate optimization' problems with a single, aggregate objective function. Often unintended, this format implicitly assumes that decisions on water allocation are made via central planning or functioning markets such as to maximize social welfare. In the absence of perfect water markets, however, individually optimal decisions by water users will differ from the social optimum. Classical aggregate HERBMs cannot simulate that situation and thus might be unable to describe existing institutions governing access to water and might produce biased results for alternative ones. We propose a new solution format for HERBMs, based on the format of the mixed complementarity problem (MCP), where modified shadow price relations express spatial externalities resulting from asymmetric access to water use. This new problem format, as opposed to commonly used linear (LP) or non-linear programming (NLP) approaches, enables the simultaneous simulation of numerous 'independent optimization' decisions by multiple water users while maintaining physical interdependences based on water use and flow in the river basin. We show that the alternative problem format allows the formulation HERBMs that yield more realistic results when comparing different water management institutions.

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

NASA Astrophysics Data System (ADS)

Han, Xiaobao; Li, Huacong; Jia, Qiusheng

2017-12-01

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

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.

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

Quantum teleportation via quantum channels with non-maximal Schmidt rank

NASA Astrophysics Data System (ADS)

Solís-Prosser, M. A.; Jiménez, O.; Neves, L.; Delgado, A.

2013-03-01

We study the problem of teleporting unknown pure states of a single qudit via a pure quantum channel with non-maximal Schmidt rank. We relate this process to the discrimination of linearly dependent symmetric states with the help of the maximum-confidence discrimination strategy. We show that with a certain probability, it is possible to teleport with a fidelity larger than the fidelity optimal deterministic teleportation.

Primal-dual techniques for online algorithms and mechanisms

NASA Astrophysics Data System (ADS)

Liaghat, Vahid

An offline algorithm is one that knows the entire input in advance. An online algorithm, however, processes its input in a serial fashion. In contrast to offline algorithms, an online algorithm works in a local fashion and has to make irrevocable decisions without having the entire input. Online algorithms are often not optimal since their irrevocable decisions may turn out to be inefficient after receiving the rest of the input. For a given online problem, the goal is to design algorithms which are competitive against the offline optimal solutions. In a classical offline scenario, it is often common to see a dual analysis of problems that can be formulated as a linear or convex program. Primal-dual and dual-fitting techniques have been successfully applied to many such problems. Unfortunately, the usual tricks come short in an online setting since an online algorithm should make decisions without knowing even the whole program. In this thesis, we study the competitive analysis of fundamental problems in the literature such as different variants of online matching and online Steiner connectivity, via online dual techniques. Although there are many generic tools for solving an optimization problem in the offline paradigm, in comparison, much less is known for tackling online problems. The main focus of this work is to design generic techniques for solving integral linear optimization problems where the solution space is restricted via a set of linear constraints. A general family of these problems are online packing/covering problems. Our work shows that for several seemingly unrelated problems, primal-dual techniques can be successfully applied as a unifying approach for analyzing these problems. We believe this leads to generic algorithmic frameworks for solving online problems. In the first part of the thesis, we show the effectiveness of our techniques in the stochastic settings and their applications in Bayesian mechanism design. In particular, we introduce new techniques for solving a fundamental linear optimization problem, namely, the stochastic generalized assignment problem (GAP). This packing problem generalizes various problems such as online matching, ad allocation, bin packing, etc. We furthermore show applications of such results in the mechanism design by introducing Prophet Secretary, a novel Bayesian model for online auctions. In the second part of the thesis, we focus on the covering problems. We develop the framework of "Disk Painting" for a general class of network design problems that can be characterized by proper functions. This class generalizes the node-weighted and edge-weighted variants of several well-known Steiner connectivity problems. We furthermore design a generic technique for solving the prize-collecting variants of these problems when there exists a dual analysis for the non-prize-collecting counterparts. Hence, we solve the online prize-collecting variants of several network design problems for the first time. Finally we focus on designing techniques for online problems with mixed packing/covering constraints. We initiate the study of degree-bounded graph optimization problems in the online setting by designing an online algorithm with a tight competitive ratio for the degree-bounded Steiner forest problem. We hope these techniques establishes a starting point for the analysis of the important class of online degree-bounded optimization on graphs.

Stochastic search, optimization and regression with energy applications

NASA Astrophysics Data System (ADS)

Hannah, Lauren A.

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

Optimal linear-quadratic control of coupled parabolic-hyperbolic PDEs

NASA Astrophysics Data System (ADS)

Aksikas, I.; Moghadam, A. Alizadeh; Forbes, J. F.

2017-10-01

This paper focuses on the optimal control design for a system of coupled parabolic-hypebolic partial differential equations by using the infinite-dimensional state-space description and the corresponding operator Riccati equation. Some dynamical properties of the coupled system of interest are analysed to guarantee the existence and uniqueness of the solution of the linear-quadratic (LQ)-optimal control problem. A state LQ-feedback operator is computed by solving the operator Riccati equation, which is converted into a set of algebraic and differential Riccati equations, thanks to the eigenvalues and the eigenvectors of the parabolic operator. The results are applied to a non-isothermal packed-bed catalytic reactor. The LQ-optimal controller designed in the early portion of the paper is implemented for the original nonlinear model. Numerical simulations are performed to show the controller performances.

Optimising the extraction rate of a non-durable non-renewable resource in a monopolistic market: a mathematical programming approach.

PubMed

Corominas, Albert; Fossas, Enric

2015-01-01

We assume a monopolistic market for a non-durable non-renewable resource such as crude oil, phosphates or fossil water. Stating the problem of obtaining optimal policies on extraction and pricing of the resource as a non-linear program allows general conclusions to be drawn under diverse assumptions about the demand curve, discount rates and length of the planning horizon. We compare the results with some common beliefs about the pace of exhaustion of this kind of resources.

Nonexpansiveness of a linearized augmented Lagrangian operator for hierarchical convex optimization

NASA Astrophysics Data System (ADS)

Yamagishi, Masao; Yamada, Isao

2017-04-01

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

Finding Optimal Gains In Linear-Quadratic Control Problems

NASA Technical Reports Server (NTRS)

Milman, Mark H.; Scheid, Robert E., Jr.

1990-01-01

Analytical method based on Volterra factorization leads to new approximations for optimal control gains in finite-time linear-quadratic control problem of system having infinite number of dimensions. Circumvents need to analyze and solve Riccati equations and provides more transparent connection between dynamics of system and optimal gain.

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

NASA Astrophysics Data System (ADS)

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

2014-05-01

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

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

Cooperative global optimal preview tracking control of linear multi-agent systems: an internal model approach

NASA Astrophysics Data System (ADS)

Lu, Yanrong; Liao, Fucheng; Deng, Jiamei; Liu, Huiyang

2017-09-01

This paper investigates the cooperative global optimal preview tracking problem of linear multi-agent systems under the assumption that the output of a leader is a previewable periodic signal and the topology graph contains a directed spanning tree. First, a type of distributed internal model is introduced, and the cooperative preview tracking problem is converted to a global optimal regulation problem of an augmented system. Second, an optimal controller, which can guarantee the asymptotic stability of the augmented system, is obtained by means of the standard linear quadratic optimal preview control theory. Third, on the basis of proving the existence conditions of the controller, sufficient conditions are given for the original problem to be solvable, meanwhile a cooperative global optimal controller with error integral and preview compensation is derived. Finally, the validity of theoretical results is demonstrated by a numerical simulation.

Performance evaluation of matrix gradient coils.

PubMed

Jia, Feng; Schultz, Gerrit; Testud, Frederik; Welz, Anna Masako; Weber, Hans; Littin, Sebastian; Yu, Huijun; Hennig, Jürgen; Zaitsev, Maxim

2016-02-01

In this paper, we present a new performance measure of a matrix coil (also known as multi-coil) from the perspective of efficient, local, non-linear encoding without explicitly considering target encoding fields. An optimization problem based on a joint optimization for the non-linear encoding fields is formulated. Based on the derived objective function, a figure of merit of a matrix coil is defined, which is a generalization of a previously known resistive figure of merit for traditional gradient coils. A cylindrical matrix coil design with a high number of elements is used to illustrate the proposed performance measure. The results are analyzed to reveal novel features of matrix coil designs, which allowed us to optimize coil parameters, such as number of coil elements. A comparison to a scaled, existing multi-coil is also provided to demonstrate the use of the proposed performance parameter. The assessment of a matrix gradient coil profits from using a single performance parameter that takes the local encoding performance of the coil into account in relation to the dissipated power.

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

Gaitsgory, Vladimir, E-mail: vladimir.gaitsgory@mq.edu.au; Rossomakhine, Sergey, E-mail: serguei.rossomakhine@flinders.edu.au

The paper aims at the development of an apparatus for analysis and construction of near optimal solutions of singularly perturbed (SP) optimal controls problems (that is, problems of optimal control of SP systems) considered on the infinite time horizon. We mostly focus on problems with time discounting criteria but a possibility of the extension of results to periodic optimization problems is discussed as well. Our consideration is based on earlier results on averaging of SP control systems and on linear programming formulations of optimal control problems. The idea that we exploit is to first asymptotically approximate a given problem ofmore » optimal control of the SP system by a certain averaged optimal control problem, then reformulate this averaged problem as an infinite-dimensional linear programming (LP) problem, and then approximate the latter by semi-infinite LP problems. We show that the optimal solution of these semi-infinite LP problems and their duals (that can be found with the help of a modification of an available LP software) allow one to construct near optimal controls of the SP system. We demonstrate the construction with two numerical examples.« less

Deployment-based lifetime optimization for linear wireless sensor networks considering both retransmission and discrete power control.

PubMed

Li, Ruiying; Ma, Wenting; Huang, Ning; Kang, Rui

2017-01-01

A sophisticated method for node deployment can efficiently reduce the energy consumption of a Wireless Sensor Network (WSN) and prolong the corresponding network lifetime. Pioneers have proposed many node deployment based lifetime optimization methods for WSNs, however, the retransmission mechanism and the discrete power control strategy, which are widely used in practice and have large effect on the network energy consumption, are often neglected and assumed as a continuous one, respectively, in the previous studies. In this paper, both retransmission and discrete power control are considered together, and a more realistic energy-consumption-based network lifetime model for linear WSNs is provided. Using this model, we then propose a generic deployment-based optimization model that maximizes network lifetime under coverage, connectivity and transmission rate success constraints. The more accurate lifetime evaluation conduces to a longer optimal network lifetime in the realistic situation. To illustrate the effectiveness of our method, both one-tiered and two-tiered uniformly and non-uniformly distributed linear WSNs are optimized in our case studies, and the comparisons between our optimal results and those based on relatively inaccurate lifetime evaluation show the advantage of our method when investigating WSN lifetime optimization problems.

Multigrid solvers and multigrid preconditioners for the solution of variational data assimilation problems

NASA Astrophysics Data System (ADS)

Debreu, Laurent; Neveu, Emilie; Simon, Ehouarn; Le Dimet, Francois Xavier; Vidard, Arthur

2014-05-01

In order to lower the computational cost of the variational data assimilation process, we investigate the use of multigrid methods to solve the associated optimal control system. On a linear advection equation, we study the impact of the regularization term on the optimal control and the impact of discretization errors on the efficiency of the coarse grid correction step. We show that even if the optimal control problem leads to the solution of an elliptic system, numerical errors introduced by the discretization can alter the success of the multigrid methods. The view of the multigrid iteration as a preconditioner for a Krylov optimization method leads to a more robust algorithm. A scale dependent weighting of the multigrid preconditioner and the usual background error covariance matrix based preconditioner is proposed and brings significant improvements. [1] Laurent Debreu, Emilie Neveu, Ehouarn Simon, François-Xavier Le Dimet and Arthur Vidard, 2014: Multigrid solvers and multigrid preconditioners for the solution of variational data assimilation problems, submitted to QJRMS, http://hal.inria.fr/hal-00874643 [2] Emilie Neveu, Laurent Debreu and François-Xavier Le Dimet, 2011: Multigrid methods and data assimilation - Convergence study and first experiments on non-linear equations, ARIMA, 14, 63-80, http://intranet.inria.fr/international/arima/014/014005.html

A partially penalty immersed Crouzeix-Raviart finite element method for interface problems.

PubMed

An, Na; Yu, Xijun; Chen, Huanzhen; Huang, Chaobao; Liu, Zhongyan

2017-01-01

The elliptic equations with discontinuous coefficients are often used to describe the problems of the multiple materials or fluids with different densities or conductivities or diffusivities. In this paper we develop a partially penalty immersed finite element (PIFE) method on triangular grids for anisotropic flow models, in which the diffusion coefficient is a piecewise definite-positive matrix. The standard linear Crouzeix-Raviart type finite element space is used on non-interface elements and the piecewise linear Crouzeix-Raviart type immersed finite element (IFE) space is constructed on interface elements. The piecewise linear functions satisfying the interface jump conditions are uniquely determined by the integral averages on the edges as degrees of freedom. The PIFE scheme is given based on the symmetric, nonsymmetric or incomplete interior penalty discontinuous Galerkin formulation. The solvability of the method is proved and the optimal error estimates in the energy norm are obtained. Numerical experiments are presented to confirm our theoretical analysis and show that the newly developed PIFE method has optimal-order convergence in the [Formula: see text] norm as well. In addition, numerical examples also indicate that this method is valid for both the isotropic and the anisotropic elliptic interface problems.

Gain optimization with non-linear controls

NASA Technical Reports Server (NTRS)

Slater, G. L.; Kandadai, R. D.

1984-01-01

An algorithm has been developed for the analysis and design of controls for non-linear systems. The technical approach is to use statistical linearization to model the non-linear dynamics of a system by a quasi-Gaussian model. A covariance analysis is performed to determine the behavior of the dynamical system and a quadratic cost function. Expressions for the cost function and its derivatives are determined so that numerical optimization techniques can be applied to determine optimal feedback laws. The primary application for this paper is centered about the design of controls for nominally linear systems but where the controls are saturated or limited by fixed constraints. The analysis is general, however, and numerical computation requires only that the specific non-linearity be considered in the analysis.

Efficient hybrid-symbolic methods for quantum mechanical calculations

NASA Astrophysics Data System (ADS)

Scott, T. C.; Zhang, Wenxing

2015-06-01

We present hybrid symbolic-numerical tools to generate optimized numerical code for rapid prototyping and fast numerical computation starting from a computer algebra system (CAS) and tailored to any given quantum mechanical problem. Although a major focus concerns the quantum chemistry methods of H. Nakatsuji which has yielded successful and very accurate eigensolutions for small atoms and molecules, the tools are general and may be applied to any basis set calculation with a variational principle applied to its linear and non-linear parameters.

ORACLS: A system for linear-quadratic-Gaussian control law design

NASA Technical Reports Server (NTRS)

Armstrong, E. S.

1978-01-01

A modern control theory design package (ORACLS) for constructing controllers and optimal filters for systems modeled by linear time-invariant differential or difference equations is described. Numerical linear-algebra procedures are used to implement the linear-quadratic-Gaussian (LQG) methodology of modern control theory. Algorithms are included for computing eigensystems of real matrices, the relative stability of a matrix, factored forms for nonnegative definite matrices, the solutions and least squares approximations to the solutions of certain linear matrix algebraic equations, the controllability properties of a linear time-invariant system, and the steady state covariance matrix of an open-loop stable system forced by white noise. Subroutines are provided for solving both the continuous and discrete optimal linear regulator problems with noise free measurements and the sampled-data optimal linear regulator problem. For measurement noise, duality theory and the optimal regulator algorithms are used to solve the continuous and discrete Kalman-Bucy filter problems. Subroutines are also included which give control laws causing the output of a system to track the output of a prescribed model.

Homotopy approach to optimal, linear quadratic, fixed architecture compensation

NASA Technical Reports Server (NTRS)

Mercadal, Mathieu

1991-01-01

Optimal linear quadratic Gaussian compensators with constrained architecture are a sensible way to generate good multivariable feedback systems meeting strict implementation requirements. The optimality conditions obtained from the constrained linear quadratic Gaussian are a set of highly coupled matrix equations that cannot be solved algebraically except when the compensator is centralized and full order. An alternative to the use of general parameter optimization methods for solving the problem is to use homotopy. The benefit of the method is that it uses the solution to a simplified problem as a starting point and the final solution is then obtained by solving a simple differential equation. This paper investigates the convergence properties and the limitation of such an approach and sheds some light on the nature and the number of solutions of the constrained linear quadratic Gaussian problem. It also demonstrates the usefulness of homotopy on an example of an optimal decentralized compensator.

A non-linear optimization programming model for air quality planning including co-benefits for GHG emissions.

PubMed

Turrini, Enrico; Carnevale, Claudio; Finzi, Giovanna; Volta, Marialuisa

2018-04-15

This paper introduces the MAQ (Multi-dimensional Air Quality) model aimed at defining cost-effective air quality plans at different scales (urban to national) and assessing the co-benefits for GHG emissions. The model implements and solves a non-linear multi-objective, multi-pollutant decision problem where the decision variables are the application levels of emission abatement measures allowing the reduction of energy consumption, end-of pipe technologies and fuel switch options. The objectives of the decision problem are the minimization of tropospheric secondary pollution exposure and of internal costs. The model assesses CO 2 equivalent emissions in order to support decision makers in the selection of win-win policies. The methodology is tested on Lombardy region, a heavily polluted area in northern Italy. Copyright © 2017 Elsevier B.V. All rights reserved.

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.

Linear quadratic optimization for positive LTI system

NASA Astrophysics Data System (ADS)

Muhafzan, Yenti, Syafrida Wirma; Zulakmal

2017-05-01

Nowaday the linear quadratic optimization subject to positive linear time invariant (LTI) system constitute an interesting study considering it can become a mathematical model of variety of real problem whose variables have to nonnegative and trajectories generated by these variables must be nonnegative. In this paper we propose a method to generate an optimal control of linear quadratic optimization subject to positive linear time invariant (LTI) system. A sufficient condition that guarantee the existence of such optimal control is discussed.

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 .

Optimal blood glucose control in diabetes mellitus treatment using dynamic programming based on Ackerman’s linear model

NASA Astrophysics Data System (ADS)

Pradanti, Paskalia; Hartono

2018-03-01

Determination of insulin injection dose in diabetes mellitus treatment can be considered as an optimal control problem. This article is aimed to simulate optimal blood glucose control for patient with diabetes mellitus. The blood glucose regulation of diabetic patient is represented by Ackerman’s Linear Model. This problem is then solved using dynamic programming method. The desired blood glucose level is obtained by minimizing the performance index in Lagrange form. The results show that dynamic programming based on Ackerman’s Linear Model is quite good to solve the problem.

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.

Solution of Algebraic Equations in the Analysis, Design, and Optimization of Continuous Ultrafiltration

ERIC Educational Resources Information Center

Foley, Greg

2011-01-01

Continuous feed and bleed ultrafiltration, modeled with the gel polarization model for the limiting flux, is shown to provide a rich source of non-linear algebraic equations that can be readily solved using numerical and graphical techniques familiar to undergraduate students. We present a variety of numerical problems in the design, analysis, and…

Non-linear multi-objective model for planning water-energy modes of Novosibirsk Hydro Power Plant

NASA Astrophysics Data System (ADS)

Alsova, O. K.; Artamonova, A. V.

2018-05-01

This paper presents a non-linear multi-objective model for planning and optimizing of water-energy modes for the Novosibirsk Hydro Power Plant (HPP) operation. There is a very important problem of developing a strategy to improve the scheme of water-power modes and ensure the effective operation of hydropower plants. It is necessary to determine the methods and criteria for the optimal distribution of water resources, to develop a set of models and to apply them to the software implementation of a DSS (decision-support system) for managing Novosibirsk HPP modes. One of the possible versions of the model is presented and investigated in this paper. Experimental study of the model has been carried out with 2017 data and the task of ten-day period planning from April to July (only 12 ten-day periods) was solved.

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.

Control problem for a system of linear loaded differential equations

NASA Astrophysics Data System (ADS)

Barseghyan, V. R.; Barseghyan, T. V.

2018-04-01

The problem of control and optimal control for a system of linear loaded differential equations is considered. Necessary and sufficient conditions for complete controllability and conditions for the existence of a program control and the corresponding motion are formulated. The explicit form of control action for the control problem is constructed and a method for solving the problem of optimal control is proposed.

A robust optimization methodology for preliminary aircraft design

NASA Astrophysics Data System (ADS)

Prigent, S.; Maréchal, P.; Rondepierre, A.; Druot, T.; Belleville, M.

2016-05-01

This article focuses on a robust optimization of an aircraft preliminary design under operational constraints. According to engineers' know-how, the aircraft preliminary design problem can be modelled as an uncertain optimization problem whose objective (the cost or the fuel consumption) is almost affine, and whose constraints are convex. It is shown that this uncertain optimization problem can be approximated in a conservative manner by an uncertain linear optimization program, which enables the use of the techniques of robust linear programming of Ben-Tal, El Ghaoui, and Nemirovski [Robust Optimization, Princeton University Press, 2009]. This methodology is then applied to two real cases of aircraft design and numerical results are presented.

Analysis of the faster-than-Nyquist optimal linear multicarrier system

NASA Astrophysics Data System (ADS)

Marquet, Alexandre; Siclet, Cyrille; Roque, Damien

2017-02-01

Faster-than-Nyquist signalization enables a better spectral efficiency at the expense of an increased computational complexity. Regarding multicarrier communications, previous work mainly relied on the study of non-linear systems exploiting coding and/or equalization techniques, with no particular optimization of the linear part of the system. In this article, we analyze the performance of the optimal linear multicarrier system when used together with non-linear receiving structures (iterative decoding and direct feedback equalization), or in a standalone fashion. We also investigate the limits of the normality assumption of the interference, used for implementing such non-linear systems. The use of this optimal linear system leads to a closed-form expression of the bit-error probability that can be used to predict the performance and help the design of coded systems. Our work also highlights the great performance/complexity trade-off offered by decision feedback equalization in a faster-than-Nyquist context. xml:lang="fr"

Multitrace/singletrace formulations and Domain Decomposition Methods for the solution of Helmholtz transmission problems for bounded composite scatterers

NASA Astrophysics Data System (ADS)

Jerez-Hanckes, Carlos; Pérez-Arancibia, Carlos; Turc, Catalin

2017-12-01

We present Nyström discretizations of multitrace/singletrace formulations and non-overlapping Domain Decomposition Methods (DDM) for the solution of Helmholtz transmission problems for bounded composite scatterers with piecewise constant material properties. We investigate the performance of DDM with both classical Robin and optimized transmission boundary conditions. The optimized transmission boundary conditions incorporate square root Fourier multiplier approximations of Dirichlet to Neumann operators. While the multitrace/singletrace formulations as well as the DDM that use classical Robin transmission conditions are not particularly well suited for Krylov subspace iterative solutions of high-contrast high-frequency Helmholtz transmission problems, we provide ample numerical evidence that DDM with optimized transmission conditions constitute efficient computational alternatives for these type of applications. In the case of large numbers of subdomains with different material properties, we show that the associated DDM linear system can be efficiently solved via hierarchical Schur complements elimination.

Combined genetic algorithm and multiple linear regression (GA-MLR) optimizer: Application to multi-exponential fluorescence decay surface.

PubMed

Fisz, Jacek J

2006-12-07

The optimization approach based on the genetic algorithm (GA) combined with multiple linear regression (MLR) method, is discussed. The GA-MLR optimizer is designed for the nonlinear least-squares problems in which the model functions are linear combinations of nonlinear functions. GA optimizes the nonlinear parameters, and the linear parameters are calculated from MLR. GA-MLR is an intuitive optimization approach and it exploits all advantages of the genetic algorithm technique. This optimization method results from an appropriate combination of two well-known optimization methods. The MLR method is embedded in the GA optimizer and linear and nonlinear model parameters are optimized in parallel. The MLR method is the only one strictly mathematical "tool" involved in GA-MLR. The GA-MLR approach simplifies and accelerates considerably the optimization process because the linear parameters are not the fitted ones. Its properties are exemplified by the analysis of the kinetic biexponential fluorescence decay surface corresponding to a two-excited-state interconversion process. A short discussion of the variable projection (VP) algorithm, designed for the same class of the optimization problems, is presented. VP is a very advanced mathematical formalism that involves the methods of nonlinear functionals, algebra of linear projectors, and the formalism of Fréchet derivatives and pseudo-inverses. Additional explanatory comments are added on the application of recently introduced the GA-NR optimizer to simultaneous recovery of linear and weakly nonlinear parameters occurring in the same optimization problem together with nonlinear parameters. The GA-NR optimizer combines the GA method with the NR method, in which the minimum-value condition for the quadratic approximation to chi(2), obtained from the Taylor series expansion of chi(2), is recovered by means of the Newton-Raphson algorithm. The application of the GA-NR optimizer to model functions which are multi-linear combinations of nonlinear functions, is indicated. The VP algorithm does not distinguish the weakly nonlinear parameters from the nonlinear ones and it does not apply to the model functions which are multi-linear combinations of nonlinear functions.

A mathematical framework for yield (vs. rate) optimization in constraint-based modeling and applications in metabolic engineering.

PubMed

Klamt, Steffen; Müller, Stefan; Regensburger, Georg; Zanghellini, Jürgen

2018-05-01

The optimization of metabolic rates (as linear objective functions) represents the methodical core of flux-balance analysis techniques which have become a standard tool for the study of genome-scale metabolic models. Besides (growth and synthesis) rates, metabolic yields are key parameters for the characterization of biochemical transformation processes, especially in the context of biotechnological applications. However, yields are ratios of rates, and hence the optimization of yields (as nonlinear objective functions) under arbitrary linear constraints is not possible with current flux-balance analysis techniques. Despite the fundamental importance of yields in constraint-based modeling, a comprehensive mathematical framework for yield optimization is still missing. We present a mathematical theory that allows one to systematically compute and analyze yield-optimal solutions of metabolic models under arbitrary linear constraints. In particular, we formulate yield optimization as a linear-fractional program. For practical computations, we transform the linear-fractional yield optimization problem to a (higher-dimensional) linear problem. Its solutions determine the solutions of the original problem and can be used to predict yield-optimal flux distributions in genome-scale metabolic models. For the theoretical analysis, we consider the linear-fractional problem directly. Most importantly, we show that the yield-optimal solution set (like the rate-optimal solution set) is determined by (yield-optimal) elementary flux vectors of the underlying metabolic model. However, yield- and rate-optimal solutions may differ from each other, and hence optimal (biomass or product) yields are not necessarily obtained at solutions with optimal (growth or synthesis) rates. Moreover, we discuss phase planes/production envelopes and yield spaces, in particular, we prove that yield spaces are convex and provide algorithms for their computation. We illustrate our findings by a small example and demonstrate their relevance for metabolic engineering with realistic models of E. coli. We develop a comprehensive mathematical framework for yield optimization in metabolic models. Our theory is particularly useful for the study and rational modification of cell factories designed under given yield and/or rate requirements. Copyright © 2018 The Authors. Published by Elsevier Inc. All rights reserved.

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

PubMed

Liu, Qingshan; Wang, Jun

2011-04-01

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

Multivariable optimization of liquid rocket engines using particle swarm algorithms

NASA Astrophysics Data System (ADS)

Jones, Daniel Ray

Liquid rocket engines are highly reliable, controllable, and efficient compared to other conventional forms of rocket propulsion. As such, they have seen wide use in the space industry and have become the standard propulsion system for launch vehicles, orbit insertion, and orbital maneuvering. Though these systems are well understood, historical optimization techniques are often inadequate due to the highly non-linear nature of the engine performance problem. In this thesis, a Particle Swarm Optimization (PSO) variant was applied to maximize the specific impulse of a finite-area combustion chamber (FAC) equilibrium flow rocket performance model by controlling the engine's oxidizer-to-fuel ratio and de Laval nozzle expansion and contraction ratios. In addition to the PSO-controlled parameters, engine performance was calculated based on propellant chemistry, combustion chamber pressure, and ambient pressure, which are provided as inputs to the program. The performance code was validated by comparison with NASA's Chemical Equilibrium with Applications (CEA) and the commercially available Rocket Propulsion Analysis (RPA) tool. Similarly, the PSO algorithm was validated by comparison with brute-force optimization, which calculates all possible solutions and subsequently determines which is the optimum. Particle Swarm Optimization was shown to be an effective optimizer capable of quick and reliable convergence for complex functions of multiple non-linear variables.

Automatic design of synthetic gene circuits through mixed integer non-linear programming.

PubMed

Huynh, Linh; Kececioglu, John; Köppe, Matthias; Tagkopoulos, Ilias

2012-01-01

Automatic design of synthetic gene circuits poses a significant challenge to synthetic biology, primarily due to the complexity of biological systems, and the lack of rigorous optimization methods that can cope with the combinatorial explosion as the number of biological parts increases. Current optimization methods for synthetic gene design rely on heuristic algorithms that are usually not deterministic, deliver sub-optimal solutions, and provide no guaranties on convergence or error bounds. Here, we introduce an optimization framework for the problem of part selection in synthetic gene circuits that is based on mixed integer non-linear programming (MINLP), which is a deterministic method that finds the globally optimal solution and guarantees convergence in finite time. Given a synthetic gene circuit, a library of characterized parts, and user-defined constraints, our method can find the optimal selection of parts that satisfy the constraints and best approximates the objective function given by the user. We evaluated the proposed method in the design of three synthetic circuits (a toggle switch, a transcriptional cascade, and a band detector), with both experimentally constructed and synthetic promoter libraries. Scalability and robustness analysis shows that the proposed framework scales well with the library size and the solution space. The work described here is a step towards a unifying, realistic framework for the automated design of biological circuits.

Performance evaluation of firefly algorithm with variation in sorting for non-linear benchmark problems

NASA Astrophysics Data System (ADS)

Umbarkar, A. J.; Balande, U. T.; Seth, P. D.

2017-06-01

The field of nature inspired computing and optimization techniques have evolved to solve difficult optimization problems in diverse fields of engineering, science and technology. The firefly attraction process is mimicked in the algorithm for solving optimization problems. In Firefly Algorithm (FA) sorting of fireflies is done by using sorting algorithm. The original FA is proposed with bubble sort for ranking the fireflies. In this paper, the quick sort replaces bubble sort to decrease the time complexity of FA. The dataset used is unconstrained benchmark functions from CEC 2005 [22]. The comparison of FA using bubble sort and FA using quick sort is performed with respect to best, worst, mean, standard deviation, number of comparisons and execution time. The experimental result shows that FA using quick sort requires less number of comparisons but requires more execution time. The increased number of fireflies helps to converge into optimal solution whereas by varying dimension for algorithm performed better at a lower dimension than higher dimension.

Massively Parallel Dantzig-Wolfe Decomposition Applied to Traffic Flow Scheduling

NASA Technical Reports Server (NTRS)

Rios, Joseph Lucio; Ross, Kevin

2009-01-01

Optimal scheduling of air traffic over the entire National Airspace System is a computationally difficult task. To speed computation, Dantzig-Wolfe decomposition is applied to a known linear integer programming approach for assigning delays to flights. The optimization model is proven to have the block-angular structure necessary for Dantzig-Wolfe decomposition. The subproblems for this decomposition are solved in parallel via independent computation threads. Experimental evidence suggests that as the number of subproblems/threads increases (and their respective sizes decrease), the solution quality, convergence, and runtime improve. A demonstration of this is provided by using one flight per subproblem, which is the finest possible decomposition. This results in thousands of subproblems and associated computation threads. This massively parallel approach is compared to one with few threads and to standard (non-decomposed) approaches in terms of solution quality and runtime. Since this method generally provides a non-integral (relaxed) solution to the original optimization problem, two heuristics are developed to generate an integral solution. Dantzig-Wolfe followed by these heuristics can provide a near-optimal (sometimes optimal) solution to the original problem hundreds of times faster than standard (non-decomposed) approaches. In addition, when massive decomposition is employed, the solution is shown to be more likely integral, which obviates the need for an integerization step. These results indicate that nationwide, real-time, high fidelity, optimal traffic flow scheduling is achievable for (at least) 3 hour planning horizons.

Inconsistent Investment and Consumption Problems

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

Kronborg, Morten Tolver, E-mail: mtk@atp.dk; Steffensen, Mogens, E-mail: mogens@math.ku.dk

In a traditional Black–Scholes market we develop a verification theorem for a general class of investment and consumption problems where the standard dynamic programming principle does not hold. The theorem is an extension of the standard Hamilton–Jacobi–Bellman equation in the form of a system of non-linear differential equations. We derive the optimal investment and consumption strategy for a mean-variance investor without pre-commitment endowed with labor income. In the case of constant risk aversion it turns out that the optimal amount of money to invest in stocks is independent of wealth. The optimal consumption strategy is given as a deterministic bang-bangmore » strategy. In order to have a more realistic model we allow the risk aversion to be time and state dependent. Of special interest is the case were the risk aversion is inversely proportional to present wealth plus the financial value of future labor income net of consumption. Using the verification theorem we give a detailed analysis of this problem. It turns out that the optimal amount of money to invest in stocks is given by a linear function of wealth plus the financial value of future labor income net of consumption. The optimal consumption strategy is again given as a deterministic bang-bang strategy. We also calculate, for a general time and state dependent risk aversion function, the optimal investment and consumption strategy for a mean-standard deviation investor without pre-commitment. In that case, it turns out that it is optimal to take no risk at all.« less

Hybrid General Pattern Search and Simulated Annealing for Industrail Production Planning Problems

NASA Astrophysics Data System (ADS)

Vasant, P.; Barsoum, N.

2010-06-01

In this paper, the hybridization of GPS (General Pattern Search) method and SA (Simulated Annealing) incorporated in the optimization process in order to look for the global optimal solution for the fitness function and decision variables as well as minimum computational CPU time. The real strength of SA approach been tested in this case study problem of industrial production planning. This is due to the great advantage of SA for being easily escaping from trapped in local minima by accepting up-hill move through a probabilistic procedure in the final stages of optimization process. Vasant [1] in his Ph. D thesis has provided 16 different techniques of heuristic and meta-heuristic in solving industrial production problems with non-linear cubic objective functions, eight decision variables and 29 constraints. In this paper, fuzzy technological problems have been solved using hybrid techniques of general pattern search and simulated annealing. The simulated and computational results are compared to other various evolutionary techniques.

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.

A feasible DY conjugate gradient method for linear equality constraints

NASA Astrophysics Data System (ADS)

LI, Can

2017-09-01

In this paper, we propose a feasible conjugate gradient method for solving linear equality constrained optimization problem. The method is an extension of the Dai-Yuan conjugate gradient method proposed by Dai and Yuan to linear equality constrained optimization problem. It can be applied to solve large linear equality constrained problem due to lower storage requirement. An attractive property of the method is that the generated direction is always feasible and descent direction. Under mild conditions, the global convergence of the proposed method with exact line search is established. Numerical experiments are also given which show the efficiency of the method.

Numerical approximation for the infinite-dimensional discrete-time optimal linear-quadratic regulator problem

NASA Technical Reports Server (NTRS)

Gibson, J. S.; Rosen, I. G.

1986-01-01

An abstract approximation framework is developed for the finite and infinite time horizon discrete-time linear-quadratic regulator problem for systems whose state dynamics are described by a linear semigroup of operators on an infinite dimensional Hilbert space. The schemes included the framework yield finite dimensional approximations to the linear state feedback gains which determine the optimal control law. Convergence arguments are given. Examples involving hereditary and parabolic systems and the vibration of a flexible beam are considered. Spline-based finite element schemes for these classes of problems, together with numerical results, are presented and discussed.

Optimal control problem for linear fractional-order systems, described by equations with Hadamard-type derivative

NASA Astrophysics Data System (ADS)

Postnov, Sergey

2017-11-01

Two kinds of optimal control problem are investigated for linear time-invariant fractional-order systems with lumped parameters which dynamics described by equations with Hadamard-type derivative: the problem of control with minimal norm and the problem of control with minimal time at given restriction on control norm. The problem setting with nonlocal initial conditions studied. Admissible controls allowed to be the p-integrable functions (p > 1) at half-interval. The optimal control problem studied by moment method. The correctness and solvability conditions for the corresponding moment problem are derived. For several special cases the optimal control problems stated are solved analytically. Some analogies pointed for results obtained with the results which are known for integer-order systems and fractional-order systems describing by equations with Caputo- and Riemann-Liouville-type derivatives.

High-performance image reconstruction in fluorescence tomography on desktop computers and graphics hardware.

PubMed

Freiberger, Manuel; Egger, Herbert; Liebmann, Manfred; Scharfetter, Hermann

2011-11-01

Image reconstruction in fluorescence optical tomography is a three-dimensional nonlinear ill-posed problem governed by a system of partial differential equations. In this paper we demonstrate that a combination of state of the art numerical algorithms and a careful hardware optimized implementation allows to solve this large-scale inverse problem in a few seconds on standard desktop PCs with modern graphics hardware. In particular, we present methods to solve not only the forward but also the non-linear inverse problem by massively parallel programming on graphics processors. A comparison of optimized CPU and GPU implementations shows that the reconstruction can be accelerated by factors of about 15 through the use of the graphics hardware without compromising the accuracy in the reconstructed images.

The mean-square error optimal linear discriminant function and its application to incomplete data vectors

NASA Technical Reports Server (NTRS)

Walker, H. F.

1979-01-01

In many pattern recognition problems, data vectors are classified although one or more of the data vector elements are missing. This problem occurs in remote sensing when the ground is obscured by clouds. Optimal linear discrimination procedures for classifying imcomplete data vectors are discussed.

Markerless human motion tracking using hierarchical multi-swarm cooperative particle swarm optimization.

PubMed

Saini, Sanjay; Zakaria, Nordin; Rambli, Dayang Rohaya Awang; Sulaiman, Suziah

2015-01-01

The high-dimensional search space involved in markerless full-body articulated human motion tracking from multiple-views video sequences has led to a number of solutions based on metaheuristics, the most recent form of which is Particle Swarm Optimization (PSO). However, the classical PSO suffers from premature convergence and it is trapped easily into local optima, significantly affecting the tracking accuracy. To overcome these drawbacks, we have developed a method for the problem based on Hierarchical Multi-Swarm Cooperative Particle Swarm Optimization (H-MCPSO). The tracking problem is formulated as a non-linear 34-dimensional function optimization problem where the fitness function quantifies the difference between the observed image and a projection of the model configuration. Both the silhouette and edge likelihoods are used in the fitness function. Experiments using Brown and HumanEva-II dataset demonstrated that H-MCPSO performance is better than two leading alternative approaches-Annealed Particle Filter (APF) and Hierarchical Particle Swarm Optimization (HPSO). Further, the proposed tracking method is capable of automatic initialization and self-recovery from temporary tracking failures. Comprehensive experimental results are presented to support the claims.

Multi-objective experimental design for (13)C-based metabolic flux analysis.

PubMed

Bouvin, Jeroen; Cajot, Simon; D'Huys, Pieter-Jan; Ampofo-Asiama, Jerry; Anné, Jozef; Van Impe, Jan; Geeraerd, Annemie; Bernaerts, Kristel

2015-10-01

(13)C-based metabolic flux analysis is an excellent technique to resolve fluxes in the central carbon metabolism but costs can be significant when using specialized tracers. This work presents a framework for cost-effective design of (13)C-tracer experiments, illustrated on two different networks. Linear and non-linear optimal input mixtures are computed for networks for Streptomyces lividans and a carcinoma cell line. If only glucose tracers are considered as labeled substrate for a carcinoma cell line or S. lividans, the best parameter estimation accuracy is obtained by mixtures containing high amounts of 1,2-(13)C2 glucose combined with uniformly labeled glucose. Experimental designs are evaluated based on a linear (D-criterion) and non-linear approach (S-criterion). Both approaches generate almost the same input mixture, however, the linear approach is favored due to its low computational effort. The high amount of 1,2-(13)C2 glucose in the optimal designs coincides with a high experimental cost, which is further enhanced when labeling is introduced in glutamine and aspartate tracers. Multi-objective optimization gives the possibility to assess experimental quality and cost at the same time and can reveal excellent compromise experiments. For example, the combination of 100% 1,2-(13)C2 glucose with 100% position one labeled glutamine and the combination of 100% 1,2-(13)C2 glucose with 100% uniformly labeled glutamine perform equally well for the carcinoma cell line, but the first mixture offers a decrease in cost of $ 120 per ml-scale cell culture experiment. We demonstrated the validity of a multi-objective linear approach to perform optimal experimental designs for the non-linear problem of (13)C-metabolic flux analysis. Tools and a workflow are provided to perform multi-objective design. The effortless calculation of the D-criterion can be exploited to perform high-throughput screening of possible (13)C-tracers, while the illustrated benefit of multi-objective design should stimulate its application within the field of (13)C-based metabolic flux analysis. Copyright © 2015 Elsevier Inc. All rights reserved.

A Semi-linear Backward Parabolic Cauchy Problem with Unbounded Coefficients of Hamilton–Jacobi–Bellman Type and Applications to Optimal Control

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

Addona, Davide, E-mail: d.addona@campus.unimib.it

2015-08-15

We obtain weighted uniform estimates for the gradient of the solutions to a class of linear parabolic Cauchy problems with unbounded coefficients. Such estimates are then used to prove existence and uniqueness of the mild solution to a semi-linear backward parabolic Cauchy problem, where the differential equation is the Hamilton–Jacobi–Bellman equation of a suitable optimal control problem. Via backward stochastic differential equations, we show that the mild solution is indeed the value function of the controlled equation and that the feedback law is verified.

Optimization of Energy Efficiency and Conservation in Green Building Design Using Duelist, Killer-Whale and Rain-Water Algorithms

NASA Astrophysics Data System (ADS)

Biyanto, T. R.; Matradji; Syamsi, M. N.; Fibrianto, H. Y.; Afdanny, N.; Rahman, A. H.; Gunawan, K. S.; Pratama, J. A. D.; Malwindasari, A.; Abdillah, A. I.; Bethiana, T. N.; Putra, Y. A.

2017-11-01

The development of green building has been growing in both design and quality. The development of green building was limited by the issue of expensive investment. Actually, green building can reduce the energy usage inside the building especially in utilization of cooling system. External load plays major role in reducing the usage of cooling system. External load is affected by type of wall sheathing, glass and roof. The proper selection of wall, type of glass and roof material are very important to reduce external load. Hence, the optimization of energy efficiency and conservation in green building design is required. Since this optimization consist of integer and non-linear equations, this problem falls into Mixed-Integer-Non-Linear-Programming (MINLP) that required global optimization technique such as stochastic optimization algorithms. In this paper the optimized variables i.e. type of glass and roof were chosen using Duelist, Killer-Whale and Rain-Water Algorithms to obtain the optimum energy and considering the minimal investment. The optimization results exhibited the single glass Planibel-G with the 3.2 mm thickness and glass wool insulation provided maximum ROI of 36.8486%, EUI reduction of 54 kWh/m2·year, CO2 emission reduction of 486.8971 tons/year and reduce investment of 4,078,905,465 IDR.

Parametric optimal control of uncertain systems under an optimistic value criterion

NASA Astrophysics Data System (ADS)

Li, Bo; Zhu, Yuanguo

2018-01-01

It is well known that the optimal control of a linear quadratic model is characterized by the solution of a Riccati differential equation. In many cases, the corresponding Riccati differential equation cannot be solved exactly such that the optimal feedback control may be a complex time-oriented function. In this article, a parametric optimal control problem of an uncertain linear quadratic model under an optimistic value criterion is considered for simplifying the expression of optimal control. Based on the equation of optimality for the uncertain optimal control problem, an approximation method is presented to solve it. As an application, a two-spool turbofan engine optimal control problem is given to show the utility of the proposed model and the efficiency of the presented approximation method.

An optimal control strategy for two-dimensional motion camouflage with non-holonimic constraints.

PubMed

Rañó, Iñaki

2012-07-01

Motion camouflage is a stealth behaviour observed both in hover-flies and in dragonflies. Existing controllers for mimicking motion camouflage generate this behaviour on an empirical basis or without considering the kinematic motion restrictions present in animal trajectories. This study summarises our formal contributions to solve the generation of motion camouflage as a non-linear optimal control problem. The dynamics of the system capture the kinematic restrictions to motion of the agents, while the performance index ensures camouflage trajectories. An extensive set of simulations support the technique, and a novel analysis of the obtained trajectories contributes to our understanding of possible mechanisms to obtain sensor based motion camouflage, for instance, in mobile robots.

Improved Evolutionary Programming with Various Crossover Techniques for Optimal Power Flow Problem

NASA Astrophysics Data System (ADS)

Tangpatiphan, Kritsana; Yokoyama, Akihiko

This paper presents an Improved Evolutionary Programming (IEP) for solving the Optimal Power Flow (OPF) problem, which is considered as a non-linear, non-smooth, and multimodal optimization problem in power system operation. The total generator fuel cost is regarded as an objective function to be minimized. The proposed method is an Evolutionary Programming (EP)-based algorithm with making use of various crossover techniques, normally applied in Real Coded Genetic Algorithm (RCGA). The effectiveness of the proposed approach is investigated on the IEEE 30-bus system with three different types of fuel cost functions; namely the quadratic cost curve, the piecewise quadratic cost curve, and the quadratic cost curve superimposed by sine component. These three cost curves represent the generator fuel cost functions with a simplified model and more accurate models of a combined-cycle generating unit and a thermal unit with value-point loading effect respectively. The OPF solutions by the proposed method and Pure Evolutionary Programming (PEP) are observed and compared. The simulation results indicate that IEP requires less computing time than PEP with better solutions in some cases. Moreover, the influences of important IEP parameters on the OPF solution are described in details.

A class of stochastic optimization problems with one quadratic & several linear objective functions and extended portfolio selection model

NASA Astrophysics Data System (ADS)

Xu, Jiuping; Li, Jun

2002-09-01

In this paper a class of stochastic multiple-objective programming problems with one quadratic, several linear objective functions and linear constraints has been introduced. The former model is transformed into a deterministic multiple-objective nonlinear programming model by means of the introduction of random variables' expectation. The reference direction approach is used to deal with linear objectives and results in a linear parametric optimization formula with a single linear objective function. This objective function is combined with the quadratic function using the weighted sums. The quadratic problem is transformed into a linear (parametric) complementary problem, the basic formula for the proposed approach. The sufficient and necessary conditions for (properly, weakly) efficient solutions and some construction characteristics of (weakly) efficient solution sets are obtained. An interactive algorithm is proposed based on reference direction and weighted sums. Varying the parameter vector on the right-hand side of the model, the DM can freely search the efficient frontier with the model. An extended portfolio selection model is formed when liquidity is considered as another objective to be optimized besides expectation and risk. The interactive approach is illustrated with a practical example.

A computational algorithm for spacecraft control and momentum management

NASA Technical Reports Server (NTRS)

Dzielski, John; Bergmann, Edward; Paradiso, Joseph

1990-01-01

Developments in the area of nonlinear control theory have shown how coordinate changes in the state and input spaces of a dynamical system can be used to transform certain nonlinear differential equations into equivalent linear equations. These techniques are applied to the control of a spacecraft equipped with momentum exchange devices. An optimal control problem is formulated that incorporates a nonlinear spacecraft model. An algorithm is developed for solving the optimization problem using feedback linearization to transform to an equivalent problem involving a linear dynamical constraint and a functional approximation technique to solve for the linear dynamics in terms of the control. The original problem is transformed into an unconstrained nonlinear quadratic program that yields an approximate solution to the original problem. Two examples are presented to illustrate the results.

An efficient method for model refinement in diffuse optical tomography

NASA Astrophysics Data System (ADS)

Zirak, A. R.; Khademi, M.

2007-11-01

Diffuse optical tomography (DOT) is a non-linear, ill-posed, boundary value and optimization problem which necessitates regularization. Also, Bayesian methods are suitable owing to measurements data are sparse and correlated. In such problems which are solved with iterative methods, for stabilization and better convergence, the solution space must be small. These constraints subject to extensive and overdetermined system of equations which model retrieving criteria specially total least squares (TLS) must to refine model error. Using TLS is limited to linear systems which is not achievable when applying traditional Bayesian methods. This paper presents an efficient method for model refinement using regularized total least squares (RTLS) for treating on linearized DOT problem, having maximum a posteriori (MAP) estimator and Tikhonov regulator. This is done with combination Bayesian and regularization tools as preconditioner matrices, applying them to equations and then using RTLS to the resulting linear equations. The preconditioning matrixes are guided by patient specific information as well as a priori knowledge gained from the training set. Simulation results illustrate that proposed method improves the image reconstruction performance and localize the abnormally well.

Image contrast enhancement with brightness preservation using an optimal gamma correction and weighted sum approach

NASA Astrophysics Data System (ADS)

Jiang, G.; Wong, C. Y.; Lin, S. C. F.; Rahman, M. A.; Ren, T. R.; Kwok, Ngaiming; Shi, Haiyan; Yu, Ying-Hao; Wu, Tonghai

2015-04-01

The enhancement of image contrast and preservation of image brightness are two important but conflicting objectives in image restoration. Previous attempts based on linear histogram equalization had achieved contrast enhancement, but exact preservation of brightness was not accomplished. A new perspective is taken here to provide balanced performance of contrast enhancement and brightness preservation simultaneously by casting the quest of such solution to an optimization problem. Specifically, the non-linear gamma correction method is adopted to enhance the contrast, while a weighted sum approach is employed for brightness preservation. In addition, the efficient golden search algorithm is exploited to determine the required optimal parameters to produce the enhanced images. Experiments are conducted on natural colour images captured under various indoor, outdoor and illumination conditions. Results have shown that the proposed method outperforms currently available methods in contrast to enhancement and brightness preservation.

Development of Curved-Plate Elements for the Exact Buckling Analysis of Composite Plate Assemblies Including Transverse Shear Effects

NASA Technical Reports Server (NTRS)

McGowan, David M.; Anderson, Melvin S.

1998-01-01

The analytical formulation of curved-plate non-linear equilibrium equations that include transverse-shear-deformation effects is presented. A unified set of non-linear strains that contains terms from both physical and tensorial strain measures is used. Using several simplifying assumptions, linearized, stability equations are derived that describe the response of the plate just after bifurcation buckling occurs. These equations are then modified to allow the plate reference surface to be located a distance z(c), from the centroid surface which is convenient for modeling stiffened-plate assemblies. The implementation of the new theory into the VICONOPT buckling and vibration analysis and optimum design program code is described. Either classical plate theory (CPT) or first-order shear-deformation plate theory (SDPT) may be selected in VICONOPT. Comparisons of numerical results for several example problems with different loading states are made. Results from the new curved-plate analysis compare well with closed-form solution results and with results from known example problems in the literature. Finally, a design-optimization study of two different cylindrical shells subject to uniform axial compression is presented.

Simultaneous analysis and design

NASA Technical Reports Server (NTRS)

Haftka, R. T.

1984-01-01

Optimization techniques are increasingly being used for performing nonlinear structural analysis. The development of element by element (EBE) preconditioned conjugate gradient (CG) techniques is expected to extend this trend to linear analysis. Under these circumstances the structural design problem can be viewed as a nested optimization problem. There are computational benefits to treating this nested problem as a large single optimization problem. The response variables (such as displacements) and the structural parameters are all treated as design variables in a unified formulation which performs simultaneously the design and analysis. Two examples are used for demonstration. A seventy-two bar truss is optimized subject to linear stress constraints and a wing box structure is optimized subject to nonlinear collapse constraints. Both examples show substantial computational savings with the unified approach as compared to the traditional nested approach.

Inference of Vohradský's Models of Genetic Networks by Solving Two-Dimensional Function Optimization Problems

PubMed Central

Kimura, Shuhei; Sato, Masanao; Okada-Hatakeyama, Mariko

2013-01-01

The inference of a genetic network is a problem in which mutual interactions among genes are inferred from time-series of gene expression levels. While a number of models have been proposed to describe genetic networks, this study focuses on a mathematical model proposed by Vohradský. Because of its advantageous features, several researchers have proposed the inference methods based on Vohradský's model. When trying to analyze large-scale networks consisting of dozens of genes, however, these methods must solve high-dimensional non-linear function optimization problems. In order to resolve the difficulty of estimating the parameters of the Vohradský's model, this study proposes a new method that defines the problem as several two-dimensional function optimization problems. Through numerical experiments on artificial genetic network inference problems, we showed that, although the computation time of the proposed method is not the shortest, the method has the ability to estimate parameters of Vohradský's models more effectively with sufficiently short computation times. This study then applied the proposed method to an actual inference problem of the bacterial SOS DNA repair system, and succeeded in finding several reasonable regulations. PMID:24386175

Kernel-imbedded Gaussian processes for disease classification using microarray gene expression data

PubMed Central

Zhao, Xin; Cheung, Leo Wang-Kit

2007-01-01

Background Designing appropriate machine learning methods for identifying genes that have a significant discriminating power for disease outcomes has become more and more important for our understanding of diseases at genomic level. Although many machine learning methods have been developed and applied to the area of microarray gene expression data analysis, the majority of them are based on linear models, which however are not necessarily appropriate for the underlying connection between the target disease and its associated explanatory genes. Linear model based methods usually also bring in false positive significant features more easily. Furthermore, linear model based algorithms often involve calculating the inverse of a matrix that is possibly singular when the number of potentially important genes is relatively large. This leads to problems of numerical instability. To overcome these limitations, a few non-linear methods have recently been introduced to the area. Many of the existing non-linear methods have a couple of critical problems, the model selection problem and the model parameter tuning problem, that remain unsolved or even untouched. In general, a unified framework that allows model parameters of both linear and non-linear models to be easily tuned is always preferred in real-world applications. Kernel-induced learning methods form a class of approaches that show promising potentials to achieve this goal. Results A hierarchical statistical model named kernel-imbedded Gaussian process (KIGP) is developed under a unified Bayesian framework for binary disease classification problems using microarray gene expression data. In particular, based on a probit regression setting, an adaptive algorithm with a cascading structure is designed to find the appropriate kernel, to discover the potentially significant genes, and to make the optimal class prediction accordingly. A Gibbs sampler is built as the core of the algorithm to make Bayesian inferences. Simulation studies showed that, even without any knowledge of the underlying generative model, the KIGP performed very close to the theoretical Bayesian bound not only in the case with a linear Bayesian classifier but also in the case with a very non-linear Bayesian classifier. This sheds light on its broader usability to microarray data analysis problems, especially to those that linear methods work awkwardly. The KIGP was also applied to four published microarray datasets, and the results showed that the KIGP performed better than or at least as well as any of the referred state-of-the-art methods did in all of these cases. Conclusion Mathematically built on the kernel-induced feature space concept under a Bayesian framework, the KIGP method presented in this paper provides a unified machine learning approach to explore both the linear and the possibly non-linear underlying relationship between the target features of a given binary disease classification problem and the related explanatory gene expression data. More importantly, it incorporates the model parameter tuning into the framework. The model selection problem is addressed in the form of selecting a proper kernel type. The KIGP method also gives Bayesian probabilistic predictions for disease classification. These properties and features are beneficial to most real-world applications. The algorithm is naturally robust in numerical computation. The simulation studies and the published data studies demonstrated that the proposed KIGP performs satisfactorily and consistently. PMID:17328811

Gas-Solid Dynamics at Disordered and Adsorbate Covered Surfaces

DTIC Science & Technology

1992-09-02

interesting physical problems in which non-linear reactions occur at localized defects. The Lotka - Volterra system is considered, in which the source, sink...designing external optical fields for manipulating molecular scale events. A general formulation of the theory was developed, for treating rotational...interrelated avenues of study were pursued. The goals of the research were achieved, thereby producing a general theoretical framework for both optimal

Calibration of Lévy Processes with American Options

NASA Astrophysics Data System (ADS)

Achdou, Yves

We study options on financial assets whose discounted prices are exponential of Lévy processes. The price of an American vanilla option as a function of the maturity and the strike satisfies a linear complementarity problem involving a non-local partial integro-differential operator. It leads to a variational inequality in a suitable weighted Sobolev space. Calibrating the Lévy process may be done by solving an inverse least square problem where the state variable satisfies the previously mentioned variational inequality. We first assume that the volatility is positive: after carefully studying the direct problem, we propose necessary optimality conditions for the least square inverse problem. We also consider the direct problem when the volatility is zero.

Batch-mode Reinforcement Learning for improved hydro-environmental systems management

NASA Astrophysics Data System (ADS)

Castelletti, A.; Galelli, S.; Restelli, M.; Soncini-Sessa, R.

2010-12-01

Despite the great progresses made in the last decades, the optimal management of hydro-environmental systems still remains a very active and challenging research area. The combination of multiple, often conflicting interests, high non-linearities of the physical processes and the management objectives, strong uncertainties in the inputs, and high dimensional state makes the problem challenging and intriguing. Stochastic Dynamic Programming (SDP) is one of the most suitable methods for designing (Pareto) optimal management policies preserving the original problem complexity. However, it suffers from a dual curse, which, de facto, prevents its practical application to even reasonably complex water systems. (i) Computational requirement grows exponentially with state and control dimension (Bellman's curse of dimensionality), so that SDP can not be used with water systems where the state vector includes more than few (2-3) units. (ii) An explicit model of each system's component is required (curse of modelling) to anticipate the effects of the system transitions, i.e. any information included into the SDP framework can only be either a state variable described by a dynamic model or a stochastic disturbance, independent in time, with the associated pdf. Any exogenous information that could effectively improve the system operation cannot be explicitly considered in taking the management decision, unless a dynamic model is identified for each additional information, thus adding to the problem complexity through the curse of dimensionality (additional state variables). To mitigate this dual curse, the combined use of batch-mode Reinforcement Learning (bRL) and Dynamic Model Reduction (DMR) techniques is explored in this study. bRL overcomes the curse of modelling by replacing explicit modelling with an external simulator and/or historical observations. The curse of dimensionality is averted using a functional approximation of the SDP value function based on proper non-linear regressors. DMR reduces the complexity and the associated computational requirements of non-linear distributed process based models, making them suitable for being included into optimization schemes. Results from real world applications of the approach are also presented, including reservoir operation with both quality and quantity targets.

Lie-algebraic Approach to Dynamics of Closed Quantum Systems and Quantum-to-Classical Correspondence

NASA Astrophysics Data System (ADS)

Galitski, Victor

2012-02-01

I will briefly review our recent work on a Lie-algebraic approach to various non-equilibrium quantum-mechanical problems, which has been motivated by continuous experimental advances in the field of cold atoms. First, I will discuss non-equilibrium driven dynamics of a generic closed quantum system. It will be emphasized that mathematically a non-equilibrium Hamiltonian represents a trajectory in a Lie algebra, while the evolution operator is a trajectory in a Lie group generated by the underlying algebra via exponentiation. This turns out to be a constructive statement that establishes, in particular, the fact that classical and quantum unitary evolutions are two sides of the same coin determined uniquely by the same dynamic generators in the group. An equation for these generators - dubbed dual Schr"odinger-Bloch equation - will be derived and analyzed for a few of specific examples. This non-linear equation allows one to construct new exact non-linear solutions to quantum-dynamical systems. An experimentally-relevant example of a family of exact solutions to the many-body Landau-Zener problem will be presented. One practical application of the latter result includes dynamical means to optimize molecular production rate following a quench across the Feshbach resonance.

On optimal control of linear systems in the presence of multiplicative noise

NASA Technical Reports Server (NTRS)

Joshi, S. M.

1976-01-01

This correspondence considers the problem of optimal regulator design for discrete time linear systems subjected to white state-dependent and control-dependent noise in addition to additive white noise in the input and the observations. A pseudo-deterministic problem is first defined in which multiplicative and additive input disturbances are present, but noise-free measurements of the complete state vector are available. This problem is solved via discrete dynamic programming. Next is formulated the problem in which the number of measurements is less than that of the state variables and the measurements are contaminated with state-dependent noise. The inseparability of control and estimation is brought into focus, and an 'enforced separation' solution is obtained via heuristic reasoning in which the control gains are shown to be the same as those in the pseudo-deterministic problem. An optimal linear state estimator is given in order to implement the controller.

Putting Man in the Machine: Exploiting Expertise to Enhance Multiobjective Design of Water Supply Monitoring Network

NASA Astrophysics Data System (ADS)

Bode, F.; Nowak, W.; Reed, P. M.; Reuschen, S.

2016-12-01

Drinking-water well catchments need effective early-warning monitoring networks. Groundwater water supply wells in complex urban environments are in close proximity to a myriad of potential industrial pollutant sources that could irreversibly damage their source aquifers. These urban environments pose fiscal and physical challenges to designing monitoring networks. Ideal early-warning monitoring networks would satisfy three objectives: to detect (1) all potential contaminations within the catchment (2) as early as possible before they reach the pumping wells, (3) while minimizing costs. Obviously, the ideal case is nonexistent, so we search for tradeoffs using multiobjective optimization. The challenge of this optimization problem is the high number of potential monitoring-well positions (the search space) and the non-linearity of the underlying groundwater flow-and-transport problem. This study evaluates (1) different ways to effectively restrict the search space in an efficient way, with and without expert knowledge, (2) different methods to represent the search space during the optimization and (3) the influence of incremental increases in uncertainty in the system. Conductivity, regional flow direction and potential source locations are explored as key uncertainties. We show the need and the benefit of our methods by comparing optimized monitoring networks for different uncertainty levels with networks that seek to effectively exploit expert knowledge. The study's main contributions are the different approaches restricting and representing the search space. The restriction algorithms are based on a point-wise comparison of decision elements of the search space. The representation of the search space can be either binary or continuous. For both cases, the search space must be adjusted properly. Our results show the benefits and drawbacks of binary versus continuous search space representations and the high potential of automated search space restriction algorithms for high-dimensional, highly non-linear optimization problems.

Optimal non-linear health insurance.

PubMed

Blomqvist, A

1997-06-01

Most theoretical and empirical work on efficient health insurance has been based on models with linear insurance schedules (a constant co-insurance parameter). In this paper, dynamic optimization techniques are used to analyse the properties of optimal non-linear insurance schedules in a model similar to one originally considered by Spence and Zeckhauser (American Economic Review, 1971, 61, 380-387) and reminiscent of those that have been used in the literature on optimal income taxation. The results of a preliminary numerical example suggest that the welfare losses from the implicit subsidy to employer-financed health insurance under US tax law may be a good deal smaller than previously estimated using linear models.

Multigrid approaches to non-linear diffusion problems on unstructured meshes

NASA Technical Reports Server (NTRS)

Mavriplis, Dimitri J.; Bushnell, Dennis M. (Technical Monitor)

2001-01-01

The efficiency of three multigrid methods for solving highly non-linear diffusion problems on two-dimensional unstructured meshes is examined. The three multigrid methods differ mainly in the manner in which the nonlinearities of the governing equations are handled. These comprise a non-linear full approximation storage (FAS) multigrid method which is used to solve the non-linear equations directly, a linear multigrid method which is used to solve the linear system arising from a Newton linearization of the non-linear system, and a hybrid scheme which is based on a non-linear FAS multigrid scheme, but employs a linear solver on each level as a smoother. Results indicate that all methods are equally effective at converging the non-linear residual in a given number of grid sweeps, but that the linear solver is more efficient in cpu time due to the lower cost of linear versus non-linear grid sweeps.

Automatic Design of Synthetic Gene Circuits through Mixed Integer Non-linear Programming

PubMed Central

Huynh, Linh; Kececioglu, John; Köppe, Matthias; Tagkopoulos, Ilias

2012-01-01

Automatic design of synthetic gene circuits poses a significant challenge to synthetic biology, primarily due to the complexity of biological systems, and the lack of rigorous optimization methods that can cope with the combinatorial explosion as the number of biological parts increases. Current optimization methods for synthetic gene design rely on heuristic algorithms that are usually not deterministic, deliver sub-optimal solutions, and provide no guaranties on convergence or error bounds. Here, we introduce an optimization framework for the problem of part selection in synthetic gene circuits that is based on mixed integer non-linear programming (MINLP), which is a deterministic method that finds the globally optimal solution and guarantees convergence in finite time. Given a synthetic gene circuit, a library of characterized parts, and user-defined constraints, our method can find the optimal selection of parts that satisfy the constraints and best approximates the objective function given by the user. We evaluated the proposed method in the design of three synthetic circuits (a toggle switch, a transcriptional cascade, and a band detector), with both experimentally constructed and synthetic promoter libraries. Scalability and robustness analysis shows that the proposed framework scales well with the library size and the solution space. The work described here is a step towards a unifying, realistic framework for the automated design of biological circuits. PMID:22536398

Sparse Substring Pattern Set Discovery Using Linear Programming Boosting

NASA Astrophysics Data System (ADS)

Kashihara, Kazuaki; Hatano, Kohei; Bannai, Hideo; Takeda, Masayuki

In this paper, we consider finding a small set of substring patterns which classifies the given documents well. We formulate the problem as 1 norm soft margin optimization problem where each dimension corresponds to a substring pattern. Then we solve this problem by using LPBoost and an optimal substring discovery algorithm. Since the problem is a linear program, the resulting solution is likely to be sparse, which is useful for feature selection. We evaluate the proposed method for real data such as movie reviews.

Domain decomposition in time for PDE-constrained optimization

DOE PAGES

Barker, Andrew T.; Stoll, Martin

2015-08-28

Here, PDE-constrained optimization problems have a wide range of applications, but they lead to very large and ill-conditioned linear systems, especially if the problems are time dependent. In this paper we outline an approach for dealing with such problems by decomposing them in time and applying an additive Schwarz preconditioner in time, so that we can take advantage of parallel computers to deal with the very large linear systems. We then illustrate the performance of our method on a variety of problems.

Engineering Overview of a Multidisciplinary HSCT Design Framework Using Medium-Fidelity Analysis Codes

NASA Technical Reports Server (NTRS)

Weston, R. P.; Green, L. L.; Salas, A. O.; Samareh, J. A.; Townsend, J. C.; Walsh, J. L.

1999-01-01

An objective of the HPCC Program at NASA Langley has been to promote the use of advanced computing techniques to more rapidly solve the problem of multidisciplinary optimization of a supersonic transport configuration. As a result, a software system has been designed and is being implemented to integrate a set of existing discipline analysis codes, some of them CPU-intensive, into a distributed computational framework for the design of a High Speed Civil Transport (HSCT) configuration. The proposed paper will describe the engineering aspects of integrating these analysis codes and additional interface codes into an automated design system. The objective of the design problem is to optimize the aircraft weight for given mission conditions, range, and payload requirements, subject to aerodynamic, structural, and performance constraints. The design variables include both thicknesses of structural elements and geometric parameters that define the external aircraft shape. An optimization model has been adopted that uses the multidisciplinary analysis results and the derivatives of the solution with respect to the design variables to formulate a linearized model that provides input to the CONMIN optimization code, which outputs new values for the design variables. The analysis process begins by deriving the updated geometries and grids from the baseline geometries and grids using the new values for the design variables. This free-form deformation approach provides internal FEM (finite element method) grids that are consistent with aerodynamic surface grids. The next step involves using the derived FEM and section properties in a weights process to calculate detailed weights and the center of gravity location for specified flight conditions. The weights process computes the as-built weight, weight distribution, and weight sensitivities for given aircraft configurations at various mass cases. Currently, two mass cases are considered: cruise and gross take-off weight (GTOW). Weights information is obtained from correlations of data from three sources: 1) as-built initial structural and non-structural weights from an existing database, 2) theoretical FEM structural weights and sensitivities from Genesis, and 3) empirical as-built weight increments, non-structural weights, and weight sensitivities from FLOPS. For the aeroelastic analysis, a variable-fidelity aerodynamic analysis has been adopted. This approach uses infrequent CPU-intensive non-linear CFD to calculate a non-linear correction relative to a linear aero calculation for the same aerodynamic surface at an angle of attack that results in the same configuration lift. For efficiency, this nonlinear correction is applied after each subsequent linear aero solution during the iterations between the aerodynamic and structural analyses. Convergence is achieved when the vehicle shape being used for the aerodynamic calculations is consistent with the structural deformations caused by the aerodynamic loads. To make the structural analyses more efficient, a linearized structural deformation model has been adopted, in which a single stiffness matrix can be used to solve for the deformations under all the load conditions. Using the converged aerodynamic loads, a final set of structural analyses are performed to determine the stress distributions and the buckling conditions for constraint calculation. Performance constraints are obtained by running FLOPS using drag polars that are computed using results from non-linear corrections to the linear aero code plus several codes to provide drag increments due to skin friction, wave drag, and other miscellaneous drag contributions. The status of the integration effort will be presented in the proposed paper, and results will be provided that illustrate the degree of accuracy in the linearizations that have been employed.

A reducing of a chaotic movement to a periodic orbit, of a micro-electro-mechanical system, by using an optimal linear control design

NASA Astrophysics Data System (ADS)

Chavarette, Fábio Roberto; Balthazar, José Manoel; Felix, Jorge L. P.; Rafikov, Marat

2009-05-01

This paper analyzes the non-linear dynamics, with a chaotic behavior of a particular micro-electro-mechanical system. We used a technique of the optimal linear control for reducing the irregular (chaotic) oscillatory movement of the non-linear systems to a periodic orbit. We use the mathematical model of a (MEMS) proposed by Luo and Wang.

Fractional Gaussian model in global optimization

NASA Astrophysics Data System (ADS)

Dimri, V. P.; Srivastava, R. P.

2009-12-01

Earth system is inherently non-linear and it can be characterized well if we incorporate no-linearity in the formulation and solution of the problem. General tool often used for characterization of the earth system is inversion. Traditionally inverse problems are solved using least-square based inversion by linearizing the formulation. The initial model in such inversion schemes is often assumed to follow posterior Gaussian probability distribution. It is now well established that most of the physical properties of the earth follow power law (fractal distribution). Thus, the selection of initial model based on power law probability distribution will provide more realistic solution. We present a new method which can draw samples of posterior probability density function very efficiently using fractal based statistics. The application of the method has been demonstrated to invert band limited seismic data with well control. We used fractal based probability density function which uses mean, variance and Hurst coefficient of the model space to draw initial model. Further this initial model is used in global optimization inversion scheme. Inversion results using initial models generated by our method gives high resolution estimates of the model parameters than the hitherto used gradient based liner inversion method.

A Problem on Optimal Transportation

ERIC Educational Resources Information Center

Cechlarova, Katarina

2005-01-01

Mathematical optimization problems are not typical in the classical curriculum of mathematics. In this paper we show how several generalizations of an easy problem on optimal transportation were solved by gifted secondary school pupils in a correspondence mathematical seminar, how they can be used in university courses of linear programming and…

Approximation theory for LQG (Linear-Quadratic-Gaussian) optimal control of flexible structures

NASA Technical Reports Server (NTRS)

Gibson, J. S.; Adamian, A.

1988-01-01

An approximation theory is presented for the LQG (Linear-Quadratic-Gaussian) optimal control problem for flexible structures whose distributed models have bounded input and output operators. The main purpose of the theory is to guide the design of finite dimensional compensators that approximate closely the optimal compensator. The optimal LQG problem separates into an optimal linear-quadratic regulator problem and an optimal state estimation problem. The solution of the former problem lies in the solution to an infinite dimensional Riccati operator equation. The approximation scheme approximates the infinite dimensional LQG problem with a sequence of finite dimensional LQG problems defined for a sequence of finite dimensional, usually finite element or modal, approximations of the distributed model of the structure. Two Riccati matrix equations determine the solution to each approximating problem. The finite dimensional equations for numerical approximation are developed, including formulas for converting matrix control and estimator gains to their functional representation to allow comparison of gains based on different orders of approximation. Convergence of the approximating control and estimator gains and of the corresponding finite dimensional compensators is studied. Also, convergence and stability of the closed-loop systems produced with the finite dimensional compensators are discussed. The convergence theory is based on the convergence of the solutions of the finite dimensional Riccati equations to the solutions of the infinite dimensional Riccati equations. A numerical example with a flexible beam, a rotating rigid body, and a lumped mass is given.

Analysis Balance Parameter of Optimal Ramp metering

NASA Astrophysics Data System (ADS)

Li, Y.; Duan, N.; Yang, X.

2018-05-01

Ramp metering is a motorway control method to avoid onset congestion through limiting the access of ramp inflows into the main road of the motorway. The optimization model of ramp metering is developed based upon cell transmission model (CTM). With the piecewise linear structure of CTM, the corresponding motorway traffic optimization problem can be formulated as a linear programming (LP) problem. It is known that LP problem can be solved by established solution algorithms such as SIMPLEX or interior-point methods for the global optimal solution. The commercial software (CPLEX) is adopted in this study to solve the LP problem within reasonable computational time. The concept is illustrated through a case study of the United Kingdom M25 Motorway. The optimal solution provides useful insights and guidances on how to manage motorway traffic in order to maximize the corresponding efficiency.

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

PubMed Central

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

2013-01-01

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

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

PubMed

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

2013-05-01

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

Global optimization algorithm for heat exchanger networks

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

Quesada, I.; Grossmann, I.E.

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

Solving geosteering inverse problems by stochastic Hybrid Monte Carlo method

DOE PAGES

Shen, Qiuyang; Wu, Xuqing; Chen, Jiefu; ...

2017-11-20

The inverse problems arise in almost all fields of science where the real-world parameters are extracted from a set of measured data. The geosteering inversion plays an essential role in the accurate prediction of oncoming strata as well as a reliable guidance to adjust the borehole position on the fly to reach one or more geological targets. This mathematical treatment is not easy to solve, which requires finding an optimum solution among a large solution space, especially when the problem is non-linear and non-convex. Nowadays, a new generation of logging-while-drilling (LWD) tools has emerged on the market. The so-called azimuthalmore » resistivity LWD tools have azimuthal sensitivity and a large depth of investigation. Hence, the associated inverse problems become much more difficult since the earth model to be inverted will have more detailed structures. The conventional deterministic methods are incapable to solve such a complicated inverse problem, where they suffer from the local minimum trap. Alternatively, stochastic optimizations are in general better at finding global optimal solutions and handling uncertainty quantification. In this article, we investigate the Hybrid Monte Carlo (HMC) based statistical inversion approach and suggest that HMC based inference is more efficient in dealing with the increased complexity and uncertainty faced by the geosteering problems.« less

Optimal Control for Stochastic Delay Evolution Equations

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

Meng, Qingxin, E-mail: mqx@hutc.zj.cn; Shen, Yang, E-mail: skyshen87@gmail.com

2016-08-15

In this paper, we investigate a class of infinite-dimensional optimal control problems, where the state equation is given by a stochastic delay evolution equation with random coefficients, and the corresponding adjoint equation is given by an anticipated backward stochastic evolution equation. We first prove the continuous dependence theorems for stochastic delay evolution equations and anticipated backward stochastic evolution equations, and show the existence and uniqueness of solutions to anticipated backward stochastic evolution equations. Then we establish necessary and sufficient conditions for optimality of the control problem in the form of Pontryagin’s maximum principles. To illustrate the theoretical results, we applymore » stochastic maximum principles to study two examples, an infinite-dimensional linear-quadratic control problem with delay and an optimal control of a Dirichlet problem for a stochastic partial differential equation with delay. Further applications of the two examples to a Cauchy problem for a controlled linear stochastic partial differential equation and an optimal harvesting problem are also considered.« less

Final Report---Optimization Under Nonconvexity and Uncertainty: Algorithms and Software

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

Jeff Linderoth

2011-11-06

the goal of this work was to develop new algorithmic techniques for solving large-scale numerical optimization problems, focusing on problems classes that have proven to be among the most challenging for practitioners: those involving uncertainty and those involving nonconvexity. This research advanced the state-of-the-art in solving mixed integer linear programs containing symmetry, mixed integer nonlinear programs, and stochastic optimization problems. The focus of the work done in the continuation was on Mixed Integer Nonlinear Programs (MINLP)s and Mixed Integer Linear Programs (MILP)s, especially those containing a great deal of symmetry.

Optimization of the Bridgman crystal growth process

NASA Astrophysics Data System (ADS)

Margulies, M.; Witomski, P.; Duffar, T.

2004-05-01

A numerical optimization method of the vertical Bridgman growth configuration is presented and developed. It permits to optimize the furnace temperature field and the pulling rate versus time in order to decrease the radial thermal gradients in the sample. Some constraints are also included in order to insure physically realistic results. The model includes the two classical non-linearities associated to crystal growth processes, the radiative thermal exchange and the release of latent heat at the solid-liquid interface. The mathematical analysis and development of the problem is shortly described. On some examples, it is shown that the method works in a satisfactory way; however the results are dependent on the numerical parameters. Improvements of the optimization model, on the physical and numerical point of view, are suggested.

Non-linear quantitative structure-activity relationship for adenine derivatives as competitive inhibitors of adenosine deaminase

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

Sadat Hayatshahi, Sayyed Hamed; Abdolmaleki, Parviz; Safarian, Shahrokh

2005-12-16

Logistic regression and artificial neural networks have been developed as two non-linear models to establish quantitative structure-activity relationships between structural descriptors and biochemical activity of adenosine based competitive inhibitors, toward adenosine deaminase. The training set included 24 compounds with known k {sub i} values. The models were trained to solve two-class problems. Unlike the previous work in which multiple linear regression was used, the highest of positive charge on the molecules was recognized to be in close relation with their inhibition activity, while the electric charge on atom N1 of adenosine was found to be a poor descriptor. Consequently, themore » previously developed equation was improved and the newly formed one could predict the class of 91.66% of compounds correctly. Also optimized 2-3-1 and 3-4-1 neural networks could increase this rate to 95.83%.« less

Combinatorial approaches to gene recognition.

PubMed

Roytberg, M A; Astakhova, T V; Gelfand, M S

1997-01-01

Recognition of genes via exon assembly approaches leads naturally to the use of dynamic programming. We consider the general graph-theoretical formulation of the exon assembly problem and analyze in detail some specific variants: multicriterial optimization in the case of non-linear gene-scoring functions; context-dependent schemes for scoring exons and related procedures for exon filtering; and highly specific recognition of arbitrary gene segments, oligonucleotide probes and polymerase chain reaction (PCR) primers.

Solid oxide fuel cell simulation and design optimization with numerical adjoint techniques

NASA Astrophysics Data System (ADS)

Elliott, Louie C.

This dissertation reports on the application of numerical optimization techniques as applied to fuel cell simulation and design. Due to the "multi-physics" inherent in a fuel cell, which results in a highly coupled and non-linear behavior, an experimental program to analyze and improve the performance of fuel cells is extremely difficult. This program applies new optimization techniques with computational methods from the field of aerospace engineering to the fuel cell design problem. After an overview of fuel cell history, importance, and classification, a mathematical model of solid oxide fuel cells (SOFC) is presented. The governing equations are discretized and solved with computational fluid dynamics (CFD) techniques including unstructured meshes, non-linear solution methods, numerical derivatives with complex variables, and sensitivity analysis with adjoint methods. Following the validation of the fuel cell model in 2-D and 3-D, the results of the sensitivity analysis are presented. The sensitivity derivative for a cost function with respect to a design variable is found with three increasingly sophisticated techniques: finite difference, direct differentiation, and adjoint. A design cycle is performed using a simple optimization method to improve the value of the implemented cost function. The results from this program could improve fuel cell performance and lessen the world's dependence on fossil fuels.

Digital program for solving the linear stochastic optimal control and estimation problem

NASA Technical Reports Server (NTRS)

Geyser, L. C.; Lehtinen, B.

1975-01-01

A computer program is described which solves the linear stochastic optimal control and estimation (LSOCE) problem by using a time-domain formulation. The LSOCE problem is defined as that of designing controls for a linear time-invariant system which is disturbed by white noise in such a way as to minimize a performance index which is quadratic in state and control variables. The LSOCE problem and solution are outlined; brief descriptions are given of the solution algorithms, and complete descriptions of each subroutine, including usage information and digital listings, are provided. A test case is included, as well as information on the IBM 7090-7094 DCS time and storage requirements.

Non-linear analytic and coanalytic problems ( L_p-theory, Clifford analysis, examples)

NASA Astrophysics Data System (ADS)

Dubinskii, Yu A.; Osipenko, A. S.

2000-02-01

Two kinds of new mathematical model of variational type are put forward: non-linear analytic and coanalytic problems. The formulation of these non-linear boundary-value problems is based on a decomposition of the complete scale of Sobolev spaces into the "orthogonal" sum of analytic and coanalytic subspaces. A similar decomposition is considered in the framework of Clifford analysis. Explicit examples are presented.

Study of a mixed dispersal population dynamics model

DOE PAGES

Chugunova, Marina; Jadamba, Baasansuren; Kao, Chiu -Yen; ...

2016-08-27

In this study, we consider a mixed dispersal model with periodic and Dirichlet boundary conditions and its corresponding linear eigenvalue problem. This model describes the time evolution of a population which disperses both locally and non-locally. We investigate how long time dynamics depend on the parameter values. Furthermore, we study the minimization of the principal eigenvalue under the constraints that the resource function is bounded from above and below, and with a fixed total integral. Biologically, this minimization problem is motivated by the question of determining the optimal spatial arrangement of favorable and unfavorable regions for the species to diemore » out more slowly or survive more easily. Our numerical simulations indicate that the optimal favorable region tends to be a simply-connected domain. Numerous results are shown to demonstrate various scenarios of optimal favorable regions for periodic and Dirichlet boundary conditions.« less

Analytical and numerical analysis of inverse optimization problems: conditions of uniqueness and computational methods

PubMed Central

Zatsiorsky, Vladimir M.

2011-01-01

One of the key problems of motor control is the redundancy problem, in particular how the central nervous system (CNS) chooses an action out of infinitely many possible. A promising way to address this question is to assume that the choice is made based on optimization of a certain cost function. A number of cost functions have been proposed in the literature to explain performance in different motor tasks: from force sharing in grasping to path planning in walking. However, the problem of uniqueness of the cost function(s) was not addressed until recently. In this article, we analyze two methods of finding additive cost functions in inverse optimization problems with linear constraints, so-called linear-additive inverse optimization problems. These methods are based on the Uniqueness Theorem for inverse optimization problems that we proved recently (Terekhov et al., J Math Biol 61(3):423–453, 2010). Using synthetic data, we show that both methods allow for determining the cost function. We analyze the influence of noise on the both methods. Finally, we show how a violation of the conditions of the Uniqueness Theorem may lead to incorrect solutions of the inverse optimization problem. PMID:21311907

FAST TRACK PAPER: Non-iterative multiple-attenuation methods: linear inverse solutions to non-linear inverse problems - II. BMG approximation

NASA Astrophysics Data System (ADS)

Ikelle, Luc T.; Osen, Are; Amundsen, Lasse; Shen, Yunqing

2004-12-01

The classical linear solutions to the problem of multiple attenuation, like predictive deconvolution, τ-p filtering, or F-K filtering, are generally fast, stable, and robust compared to non-linear solutions, which are generally either iterative or in the form of a series with an infinite number of terms. These qualities have made the linear solutions more attractive to seismic data-processing practitioners. However, most linear solutions, including predictive deconvolution or F-K filtering, contain severe assumptions about the model of the subsurface and the class of free-surface multiples they can attenuate. These assumptions limit their usefulness. In a recent paper, we described an exception to this assertion for OBS data. We showed in that paper that a linear and non-iterative solution to the problem of attenuating free-surface multiples which is as accurate as iterative non-linear solutions can be constructed for OBS data. We here present a similar linear and non-iterative solution for attenuating free-surface multiples in towed-streamer data. For most practical purposes, this linear solution is as accurate as the non-linear ones.

Cost effective campaigning in social networks

NASA Astrophysics Data System (ADS)

Kotnis, Bhushan; Kuri, Joy

2016-05-01

Campaigners are increasingly using online social networking platforms for promoting products, ideas and information. A popular method of promoting a product or even an idea is incentivizing individuals to evangelize the idea vigorously by providing them with referral rewards in the form of discounts, cash backs, or social recognition. Due to budget constraints on scarce resources such as money and manpower, it may not be possible to provide incentives for the entire population, and hence incentives need to be allocated judiciously to appropriate individuals for ensuring the highest possible outreach size. We aim to do the same by formulating and solving an optimization problem using percolation theory. In particular, we compute the set of individuals that are provided incentives for minimizing the expected cost while ensuring a given outreach size. We also solve the problem of computing the set of individuals to be incentivized for maximizing the outreach size for given cost budget. The optimization problem turns out to be non trivial; it involves quantities that need to be computed by numerically solving a fixed point equation. Our primary contribution is, that for a fairly general cost structure, we show that the optimization problems can be solved by solving a simple linear program. We believe that our approach of using percolation theory to formulate an optimization problem is the first of its kind.

Three dimensional radiative flow of magnetite-nanofluid with homogeneous-heterogeneous reactions

NASA Astrophysics Data System (ADS)

Hayat, Tasawar; Rashid, Madiha; Alsaedi, Ahmed

2018-03-01

Present communication deals with the effects of homogeneous-heterogeneous reactions in flow of nanofluid by non-linear stretching sheet. Water based nanofluid containing magnetite nanoparticles is considered. Non-linear radiation and non-uniform heat sink/source effects are examined. Non-linear differential systems are computed by Optimal homotopy analysis method (OHAM). Convergent solutions of nonlinear systems are established. The optimal data of auxiliary variables is obtained. Impact of several non-dimensional parameters for velocity components, temperature and concentration fields are examined. Graphs are plotted for analysis of surface drag force and heat transfer rate.

Discriminative Learning of Receptive Fields from Responses to Non-Gaussian Stimulus Ensembles

PubMed Central

Meyer, Arne F.; Diepenbrock, Jan-Philipp; Happel, Max F. K.; Ohl, Frank W.; Anemüller, Jörn

2014-01-01

Analysis of sensory neurons' processing characteristics requires simultaneous measurement of presented stimuli and concurrent spike responses. The functional transformation from high-dimensional stimulus space to the binary space of spike and non-spike responses is commonly described with linear-nonlinear models, whose linear filter component describes the neuron's receptive field. From a machine learning perspective, this corresponds to the binary classification problem of discriminating spike-eliciting from non-spike-eliciting stimulus examples. The classification-based receptive field (CbRF) estimation method proposed here adapts a linear large-margin classifier to optimally predict experimental stimulus-response data and subsequently interprets learned classifier weights as the neuron's receptive field filter. Computational learning theory provides a theoretical framework for learning from data and guarantees optimality in the sense that the risk of erroneously assigning a spike-eliciting stimulus example to the non-spike class (and vice versa) is minimized. Efficacy of the CbRF method is validated with simulations and for auditory spectro-temporal receptive field (STRF) estimation from experimental recordings in the auditory midbrain of Mongolian gerbils. Acoustic stimulation is performed with frequency-modulated tone complexes that mimic properties of natural stimuli, specifically non-Gaussian amplitude distribution and higher-order correlations. Results demonstrate that the proposed approach successfully identifies correct underlying STRFs, even in cases where second-order methods based on the spike-triggered average (STA) do not. Applied to small data samples, the method is shown to converge on smaller amounts of experimental recordings and with lower estimation variance than the generalized linear model and recent information theoretic methods. Thus, CbRF estimation may prove useful for investigation of neuronal processes in response to natural stimuli and in settings where rapid adaptation is induced by experimental design. PMID:24699631

Discriminative learning of receptive fields from responses to non-Gaussian stimulus ensembles.

PubMed

Meyer, Arne F; Diepenbrock, Jan-Philipp; Happel, Max F K; Ohl, Frank W; Anemüller, Jörn

2014-01-01

Analysis of sensory neurons' processing characteristics requires simultaneous measurement of presented stimuli and concurrent spike responses. The functional transformation from high-dimensional stimulus space to the binary space of spike and non-spike responses is commonly described with linear-nonlinear models, whose linear filter component describes the neuron's receptive field. From a machine learning perspective, this corresponds to the binary classification problem of discriminating spike-eliciting from non-spike-eliciting stimulus examples. The classification-based receptive field (CbRF) estimation method proposed here adapts a linear large-margin classifier to optimally predict experimental stimulus-response data and subsequently interprets learned classifier weights as the neuron's receptive field filter. Computational learning theory provides a theoretical framework for learning from data and guarantees optimality in the sense that the risk of erroneously assigning a spike-eliciting stimulus example to the non-spike class (and vice versa) is minimized. Efficacy of the CbRF method is validated with simulations and for auditory spectro-temporal receptive field (STRF) estimation from experimental recordings in the auditory midbrain of Mongolian gerbils. Acoustic stimulation is performed with frequency-modulated tone complexes that mimic properties of natural stimuli, specifically non-Gaussian amplitude distribution and higher-order correlations. Results demonstrate that the proposed approach successfully identifies correct underlying STRFs, even in cases where second-order methods based on the spike-triggered average (STA) do not. Applied to small data samples, the method is shown to converge on smaller amounts of experimental recordings and with lower estimation variance than the generalized linear model and recent information theoretic methods. Thus, CbRF estimation may prove useful for investigation of neuronal processes in response to natural stimuli and in settings where rapid adaptation is induced by experimental design.

A linear model fails to predict orientation selectivity of cells in the cat visual cortex.

PubMed Central

Volgushev, M; Vidyasagar, T R; Pei, X

1996-01-01

1. Postsynaptic potentials (PSPs) evoked by visual stimulation in simple cells in the cat visual cortex were recorded using in vivo whole-cell technique. Responses to small spots of light presented at different positions over the receptive field and responses to elongated bars of different orientations centred on the receptive field were recorded. 2. To test whether a linear model can account for orientation selectivity of cortical neurones, responses to elongated bars were compared with responses predicted by a linear model from the receptive field map obtained from flashing spots. 3. The linear model faithfully predicted the preferred orientation, but not the degree of orientation selectivity or the sharpness of orientation tuning. The ratio of optimal to non-optimal responses was always underestimated by the model. 4. Thus non-linear mechanisms, which can include suppression of non-optimal responses and/or amplification of optimal responses, are involved in the generation of orientation selectivity in the primary visual cortex. PMID:8930828

Linearization methods for optimizing the low thrust spacecraft trajectory: Theoretical aspects

NASA Astrophysics Data System (ADS)

Kazmerchuk, P. V.

2016-12-01

The theoretical aspects of the modified linearization method, which makes it possible to solve a wide class of nonlinear problems on optimizing low-thrust spacecraft trajectories (V. V. Efanov et al., 2009; V. V. Khartov et al., 2010) are examined. The main modifications of the linearization method are connected with its refinement for optimizing the main dynamic systems and design parameters of the spacecraft.

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

NASA Astrophysics Data System (ADS)

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

2008-12-01

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

The solution of the optimization problem of small energy complexes using linear programming methods

NASA Astrophysics Data System (ADS)

Ivanin, O. A.; Director, L. B.

2016-11-01

Linear programming methods were used for solving the optimization problem of schemes and operation modes of distributed generation energy complexes. Applicability conditions of simplex method, applied to energy complexes, including installations of renewable energy (solar, wind), diesel-generators and energy storage, considered. The analysis of decomposition algorithms for various schemes of energy complexes was made. The results of optimization calculations for energy complexes, operated autonomously and as a part of distribution grid, are presented.

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.

Performance improvement for optimization of the non-linear geometric fitting problem in manufacturing metrology

NASA Astrophysics Data System (ADS)

Moroni, Giovanni; Syam, Wahyudin P.; Petrò, Stefano

2014-08-01

Product quality is a main concern today in manufacturing; it drives competition between companies. To ensure high quality, a dimensional inspection to verify the geometric properties of a product must be carried out. High-speed non-contact scanners help with this task, by both speeding up acquisition speed and increasing accuracy through a more complete description of the surface. The algorithms for the management of the measurement data play a critical role in ensuring both the measurement accuracy and speed of the device. One of the most fundamental parts of the algorithm is the procedure for fitting the substitute geometry to a cloud of points. This article addresses this challenge. Three relevant geometries are selected as case studies: a non-linear least-squares fitting of a circle, sphere and cylinder. These geometries are chosen in consideration of their common use in practice; for example the sphere is often adopted as a reference artifact for performance verification of a coordinate measuring machine (CMM) and a cylinder is the most relevant geometry for a pin-hole relation as an assembly feature to construct a complete functioning product. In this article, an improvement of the initial point guess for the Levenberg-Marquardt (LM) algorithm by employing a chaos optimization (CO) method is proposed. This causes a performance improvement in the optimization of a non-linear function fitting the three geometries. The results show that, with this combination, a higher quality of fitting results a smaller norm of the residuals can be obtained while preserving the computational cost. Fitting an ‘incomplete-point-cloud’, which is a situation where the point cloud does not cover a complete feature e.g. from half of the total part surface, is also investigated. Finally, a case study of fitting a hemisphere is presented.

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.

Stress Induced in Periodontal Ligament under Orthodontic Loading (Part II): A Comparison of Linear Versus Non-Linear Fem Study.

PubMed

Hemanth, M; Deoli, Shilpi; Raghuveer, H P; Rani, M S; Hegde, Chatura; Vedavathi, B

2015-09-01

Simulation of periodontal ligament (PDL) using non-linear finite element method (FEM) analysis gives better insight into understanding of the biology of tooth movement. The stresses in the PDL were evaluated for intrusion and lingual root torque using non-linear properties. A three-dimensional (3D) FEM model of the maxillary incisors was generated using Solidworks modeling software. Stresses in the PDL were evaluated for intrusive and lingual root torque movements by 3D FEM using ANSYS software. These stresses were compared with linear and non-linear analyses. For intrusive and lingual root torque movements, distribution of stress over the PDL was within the range of optimal stress value as proposed by Lee, but was exceeding the force system given by Proffit as optimum forces for orthodontic tooth movement with linear properties. When same force load was applied in non-linear analysis, stresses were more compared to linear analysis and were beyond the optimal stress range as proposed by Lee for both intrusive and lingual root torque. To get the same stress as linear analysis, iterations were done using non-linear properties and the force level was reduced. This shows that the force level required for non-linear analysis is lesser than that of linear analysis.

A novel methodology for non-linear system identification of battery cells used in non-road hybrid electric vehicles

NASA Astrophysics Data System (ADS)

Unger, Johannes; Hametner, Christoph; Jakubek, Stefan; Quasthoff, Marcus

2014-12-01

An accurate state of charge (SoC) estimation of a traction battery in hybrid electric non-road vehicles, which possess higher dynamics and power densities than on-road vehicles, requires a precise battery cell terminal voltage model. This paper presents a novel methodology for non-linear system identification of battery cells to obtain precise battery models. The methodology comprises the architecture of local model networks (LMN) and optimal model based design of experiments (DoE). Three main novelties are proposed: 1) Optimal model based DoE, which aims to high dynamically excite the battery cells at load ranges frequently used in operation. 2) The integration of corresponding inputs in the LMN to regard the non-linearities SoC, relaxation, hysteresis as well as temperature effects. 3) Enhancements to the local linear model tree (LOLIMOT) construction algorithm, to achieve a physical appropriate interpretation of the LMN. The framework is applicable for different battery cell chemistries and different temperatures, and is real time capable, which is shown on an industrial PC. The accuracy of the obtained non-linear battery model is demonstrated on cells with different chemistries and temperatures. The results show significant improvement due to optimal experiment design and integration of the battery non-linearities within the LMN structure.

Large-scale linear programs in planning and prediction.

DOT National Transportation Integrated Search

2017-06-01

Large-scale linear programs are at the core of many traffic-related optimization problems in both planning and prediction. Moreover, many of these involve significant uncertainty, and hence are modeled using either chance constraints, or robust optim...

A duality approach for solving bounded linear programming problems with fuzzy variables based on ranking functions and its application in bounded transportation problems

NASA Astrophysics Data System (ADS)

Ebrahimnejad, Ali

2015-08-01

There are several methods, in the literature, for solving fuzzy variable linear programming problems (fuzzy linear programming in which the right-hand-side vectors and decision variables are represented by trapezoidal fuzzy numbers). In this paper, the shortcomings of some existing methods are pointed out and to overcome these shortcomings a new method based on the bounded dual simplex method is proposed to determine the fuzzy optimal solution of that kind of fuzzy variable linear programming problems in which some or all variables are restricted to lie within lower and upper bounds. To illustrate the proposed method, an application example is solved and the obtained results are given. The advantages of the proposed method over existing methods are discussed. Also, one application of this algorithm in solving bounded transportation problems with fuzzy supplies and demands is dealt with. The proposed method is easy to understand and to apply for determining the fuzzy optimal solution of bounded fuzzy variable linear programming problems occurring in real-life situations.

Interactive optimization approach for optimal impulsive rendezvous using primer vector and evolutionary algorithms

NASA Astrophysics Data System (ADS)

Luo, Ya-Zhong; Zhang, Jin; Li, Hai-yang; Tang, Guo-Jin

2010-08-01

In this paper, a new optimization approach combining primer vector theory and evolutionary algorithms for fuel-optimal non-linear impulsive rendezvous is proposed. The optimization approach is designed to seek the optimal number of impulses as well as the optimal impulse vectors. In this optimization approach, adding a midcourse impulse is determined by an interactive method, i.e. observing the primer-magnitude time history. An improved version of simulated annealing is employed to optimize the rendezvous trajectory with the fixed-number of impulses. This interactive approach is evaluated by three test cases: coplanar circle-to-circle rendezvous, same-circle rendezvous and non-coplanar rendezvous. The results show that the interactive approach is effective and efficient in fuel-optimal non-linear rendezvous design. It can guarantee solutions, which satisfy the Lawden's necessary optimality conditions.

Customized Steady-State Constraints for Parameter Estimation in Non-Linear Ordinary Differential Equation Models

PubMed Central

Rosenblatt, Marcus; Timmer, Jens; Kaschek, Daniel

2016-01-01

Ordinary differential equation models have become a wide-spread approach to analyze dynamical systems and understand underlying mechanisms. Model parameters are often unknown and have to be estimated from experimental data, e.g., by maximum-likelihood estimation. In particular, models of biological systems contain a large number of parameters. To reduce the dimensionality of the parameter space, steady-state information is incorporated in the parameter estimation process. For non-linear models, analytical steady-state calculation typically leads to higher-order polynomial equations for which no closed-form solutions can be obtained. This can be circumvented by solving the steady-state equations for kinetic parameters, which results in a linear equation system with comparatively simple solutions. At the same time multiplicity of steady-state solutions is avoided, which otherwise is problematic for optimization. When solved for kinetic parameters, however, steady-state constraints tend to become negative for particular model specifications, thus, generating new types of optimization problems. Here, we present an algorithm based on graph theory that derives non-negative, analytical steady-state expressions by stepwise removal of cyclic dependencies between dynamical variables. The algorithm avoids multiple steady-state solutions by construction. We show that our method is applicable to most common classes of biochemical reaction networks containing inhibition terms, mass-action and Hill-type kinetic equations. Comparing the performance of parameter estimation for different analytical and numerical methods of incorporating steady-state information, we show that our approach is especially well-tailored to guarantee a high success rate of optimization. PMID:27243005

Customized Steady-State Constraints for Parameter Estimation in Non-Linear Ordinary Differential Equation Models.

PubMed

Rosenblatt, Marcus; Timmer, Jens; Kaschek, Daniel

2016-01-01

Ordinary differential equation models have become a wide-spread approach to analyze dynamical systems and understand underlying mechanisms. Model parameters are often unknown and have to be estimated from experimental data, e.g., by maximum-likelihood estimation. In particular, models of biological systems contain a large number of parameters. To reduce the dimensionality of the parameter space, steady-state information is incorporated in the parameter estimation process. For non-linear models, analytical steady-state calculation typically leads to higher-order polynomial equations for which no closed-form solutions can be obtained. This can be circumvented by solving the steady-state equations for kinetic parameters, which results in a linear equation system with comparatively simple solutions. At the same time multiplicity of steady-state solutions is avoided, which otherwise is problematic for optimization. When solved for kinetic parameters, however, steady-state constraints tend to become negative for particular model specifications, thus, generating new types of optimization problems. Here, we present an algorithm based on graph theory that derives non-negative, analytical steady-state expressions by stepwise removal of cyclic dependencies between dynamical variables. The algorithm avoids multiple steady-state solutions by construction. We show that our method is applicable to most common classes of biochemical reaction networks containing inhibition terms, mass-action and Hill-type kinetic equations. Comparing the performance of parameter estimation for different analytical and numerical methods of incorporating steady-state information, we show that our approach is especially well-tailored to guarantee a high success rate of optimization.

Estimating of aquifer parameters from the single-well water-level measurements in response to advancing longwall mine by using particle swarm optimization

NASA Astrophysics Data System (ADS)

Buyuk, Ersin; Karaman, Abdullah

2017-04-01

We estimated transmissivity and storage coefficient values from the single well water-level measurements positioned ahead of the mining face by using particle swarm optimization (PSO) technique. The water-level response to the advancing mining face contains an semi-analytical function that is not suitable for conventional inversion shemes because the partial derivative is difficult to calculate . Morever, the logaritmic behaviour of the model create difficulty for obtaining an initial model that may lead to a stable convergence. The PSO appears to obtain a reliable solution that produce a reasonable fit between water-level data and model function response. Optimization methods have been used to find optimum conditions consisting either minimum or maximum of a given objective function with regard to some criteria. Unlike PSO, traditional non-linear optimization methods have been used for many hydrogeologic and geophysical engineering problems. These methods indicate some difficulties such as dependencies to initial model, evolution of the partial derivatives that is required while linearizing the model and trapping at local optimum. Recently, Particle swarm optimization (PSO) became the focus of modern global optimization method that is inspired from the social behaviour of birds of swarms, and appears to be a reliable and powerful algorithms for complex engineering applications. PSO that is not dependent on an initial model, and non-derivative stochastic process appears to be capable of searching all possible solutions in the model space either around local or global optimum points.

A Gradient-Based Multistart Algorithm for Multimodal Aerodynamic Shape Optimization Problems Based on Free-Form Deformation

NASA Astrophysics Data System (ADS)

Streuber, Gregg Mitchell

Environmental and economic factors motivate the pursuit of more fuel-efficient aircraft designs. Aerodynamic shape optimization is a powerful tool in this effort, but is hampered by the presence of multimodality in many design spaces. Gradient-based multistart optimization uses a sampling algorithm and multiple parallel optimizations to reliably apply fast gradient-based optimization to moderately multimodal problems. Ensuring that the sampled geometries remain physically realizable requires manually developing specialized linear constraints for each class of problem. Utilizing free-form deformation geometry control allows these linear constraints to be written in a geometry-independent fashion, greatly easing the process of applying the algorithm to new problems. This algorithm was used to assess the presence of multimodality when optimizing a wing in subsonic and transonic flows, under inviscid and viscous conditions, and a blended wing-body under transonic, viscous conditions. Multimodality was present in every wing case, while the blended wing-body was found to be generally unimodal.

Portfolio optimization by using linear programing models based on genetic algorithm

NASA Astrophysics Data System (ADS)

Sukono; Hidayat, Y.; Lesmana, E.; Putra, A. S.; Napitupulu, H.; Supian, S.

2018-01-01

In this paper, we discussed the investment portfolio optimization using linear programming model based on genetic algorithms. It is assumed that the portfolio risk is measured by absolute standard deviation, and each investor has a risk tolerance on the investment portfolio. To complete the investment portfolio optimization problem, the issue is arranged into a linear programming model. Furthermore, determination of the optimum solution for linear programming is done by using a genetic algorithm. As a numerical illustration, we analyze some of the stocks traded on the capital market in Indonesia. Based on the analysis, it is shown that the portfolio optimization performed by genetic algorithm approach produces more optimal efficient portfolio, compared to the portfolio optimization performed by a linear programming algorithm approach. Therefore, genetic algorithms can be considered as an alternative on determining the investment portfolio optimization, particularly using linear programming models.

Shifting the closed-loop spectrum in the optimal linear quadratic regulator problem for hereditary systems

NASA Technical Reports Server (NTRS)

Gibson, J. S.; Rosen, I. G.

1985-01-01

In the optimal linear quadratic regulator problem for finite dimensional systems, the method known as an alpha-shift can be used to produce a closed-loop system whose spectrum lies to the left of some specified vertical line; that is, a closed-loop system with a prescribed degree of stability. This paper treats the extension of the alpha-shift to hereditary systems. As infinite dimensions, the shift can be accomplished by adding alpha times the identity to the open-loop semigroup generator and then solving an optimal regulator problem. However, this approach does not work with a new approximation scheme for hereditary control problems recently developed by Kappel and Salamon. Since this scheme is among the best to date for the numerical solution of the linear regulator problem for hereditary systems, an alternative method for shifting the closed-loop spectrum is needed. An alpha-shift technique that can be used with the Kappel-Salamon approximation scheme is developed. Both the continuous-time and discrete-time problems are considered. A numerical example which demonstrates the feasibility of the method is included.

Shifting the closed-loop spectrum in the optimal linear quadratic regulator problem for hereditary systems

NASA Technical Reports Server (NTRS)

Gibson, J. S.; Rosen, I. G.

1987-01-01

In the optimal linear quadratic regulator problem for finite dimensional systems, the method known as an alpha-shift can be used to produce a closed-loop system whose spectrum lies to the left of some specified vertical line; that is, a closed-loop system with a prescribed degree of stability. This paper treats the extension of the alpha-shift to hereditary systems. As infinite dimensions, the shift can be accomplished by adding alpha times the identity to the open-loop semigroup generator and then solving an optimal regulator problem. However, this approach does not work with a new approximation scheme for hereditary control problems recently developed by Kappel and Salamon. Since this scheme is among the best to date for the numerical solution of the linear regulator problem for hereditary systems, an alternative method for shifting the closed-loop spectrum is needed. An alpha-shift technique that can be used with the Kappel-Salamon approximation scheme is developed. Both the continuous-time and discrete-time problems are considered. A numerical example which demonstrates the feasibility of the method is included.

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

On structural identifiability analysis of the cascaded linear dynamic systems in isotopically non-stationary 13C labelling experiments.

PubMed

Lin, Weilu; Wang, Zejian; Huang, Mingzhi; Zhuang, Yingping; Zhang, Siliang

2018-06-01

The isotopically non-stationary 13C labelling experiments, as an emerging experimental technique, can estimate the intracellular fluxes of the cell culture under an isotopic transient period. However, to the best of our knowledge, the issue of the structural identifiability analysis of non-stationary isotope experiments is not well addressed in the literature. In this work, the local structural identifiability analysis for non-stationary cumomer balance equations is conducted based on the Taylor series approach. The numerical rank of the Jacobian matrices of the finite extended time derivatives of the measured fractions with respect to the free parameters is taken as the criterion. It turns out that only one single time point is necessary to achieve the structural identifiability analysis of the cascaded linear dynamic system of non-stationary isotope experiments. The equivalence between the local structural identifiability of the cascaded linear dynamic systems and the local optimum condition of the nonlinear least squares problem is elucidated in the work. Optimal measurements sets can then be determined for the metabolic network. Two simulated metabolic networks are adopted to demonstrate the utility of the proposed method. Copyright © 2018 Elsevier Inc. All rights reserved.

Solving Fractional Programming Problems based on Swarm Intelligence

NASA Astrophysics Data System (ADS)

Raouf, Osama Abdel; Hezam, Ibrahim M.

2014-04-01

This paper presents a new approach to solve Fractional Programming Problems (FPPs) based on two different Swarm Intelligence (SI) algorithms. The two algorithms are: Particle Swarm Optimization, and Firefly Algorithm. The two algorithms are tested using several FPP benchmark examples and two selected industrial applications. The test aims to prove the capability of the SI algorithms to solve any type of FPPs. The solution results employing the SI algorithms are compared with a number of exact and metaheuristic solution methods used for handling FPPs. Swarm Intelligence can be denoted as an effective technique for solving linear or nonlinear, non-differentiable fractional objective functions. Problems with an optimal solution at a finite point and an unbounded constraint set, can be solved using the proposed approach. Numerical examples are given to show the feasibility, effectiveness, and robustness of the proposed algorithm. The results obtained using the two SI algorithms revealed the superiority of the proposed technique among others in computational time. A better accuracy was remarkably observed in the solution results of the industrial application problems.

Topology Optimization using the Level Set and eXtended Finite Element Methods: Theory and Applications

NASA Astrophysics Data System (ADS)

Villanueva Perez, Carlos Hernan

Computational design optimization provides designers with automated techniques to develop novel and non-intuitive optimal designs. Topology optimization is a design optimization technique that allows for the evolution of a broad variety of geometries in the optimization process. Traditional density-based topology optimization methods often lack a sufficient resolution of the geometry and physical response, which prevents direct use of the optimized design in manufacturing and the accurate modeling of the physical response of boundary conditions. The goal of this thesis is to introduce a unified topology optimization framework that uses the Level Set Method (LSM) to describe the design geometry and the eXtended Finite Element Method (XFEM) to solve the governing equations and measure the performance of the design. The methodology is presented as an alternative to density-based optimization approaches, and is able to accommodate a broad range of engineering design problems. The framework presents state-of-the-art methods for immersed boundary techniques to stabilize the systems of equations and enforce the boundary conditions, and is studied with applications in 2D and 3D linear elastic structures, incompressible flow, and energy and species transport problems to test the robustness and the characteristics of the method. A comparison of the framework against density-based topology optimization approaches is studied with regards to convergence, performance, and the capability to manufacture the designs. Furthermore, the ability to control the shape of the design to operate within manufacturing constraints is developed and studied. The analysis capability of the framework is validated quantitatively through comparison against previous benchmark studies, and qualitatively through its application to topology optimization problems. The design optimization problems converge to intuitive designs and resembled well the results from previous 2D or density-based studies.

Optimizing basin-scale coupled water quantity and water quality man-agement with stochastic dynamic programming

NASA Astrophysics Data System (ADS)

Davidsen, Claus; Liu, Suxia; Mo, Xingguo; Engelund Holm, Peter; Trapp, Stefan; Rosbjerg, Dan; Bauer-Gottwein, Peter

2015-04-01

Few studies address water quality in hydro-economic models, which often focus primarily on optimal allocation of water quantities. Water quality and water quantity are closely coupled, and optimal management with focus solely on either quantity or quality may cause large costs in terms of the oth-er component. In this study, we couple water quality and water quantity in a joint hydro-economic catchment-scale optimization problem. Stochastic dynamic programming (SDP) is used to minimize the basin-wide total costs arising from water allocation, water curtailment and water treatment. The simple water quality module can handle conservative pollutants, first order depletion and non-linear reactions. For demonstration purposes, we model pollutant releases as biochemical oxygen demand (BOD) and use the Streeter-Phelps equation for oxygen deficit to compute the resulting min-imum dissolved oxygen concentrations. Inelastic water demands, fixed water allocation curtailment costs and fixed wastewater treatment costs (before and after use) are estimated for the water users (agriculture, industry and domestic). If the BOD concentration exceeds a given user pollution thresh-old, the user will need to pay for pre-treatment of the water before use. Similarly, treatment of the return flow can reduce the BOD load to the river. A traditional SDP approach is used to solve one-step-ahead sub-problems for all combinations of discrete reservoir storage, Markov Chain inflow clas-ses and monthly time steps. Pollution concentration nodes are introduced for each user group and untreated return flow from the users contribute to increased BOD concentrations in the river. The pollutant concentrations in each node depend on multiple decision variables (allocation and wastewater treatment) rendering the objective function non-linear. Therefore, the pollution concen-tration decisions are outsourced to a genetic algorithm, which calls a linear program to determine the remainder of the decision variables. This hybrid formulation keeps the optimization problem computationally feasible and represents a flexible and customizable method. The method has been applied to the Ziya River basin, an economic hotspot located on the North China Plain in Northern China. The basin is subject to severe water scarcity, and the rivers are heavily polluted with wastewater and nutrients from diffuse sources. The coupled hydro-economic optimiza-tion model can be used to assess costs of meeting additional constraints such as minimum water qual-ity or to economically prioritize investments in waste water treatment facilities based on economic criteria.

The quasi-optimality criterion in the linear functional strategy

NASA Astrophysics Data System (ADS)

Kindermann, Stefan; Pereverzyev, Sergiy, Jr.; Pilipenko, Andrey

2018-07-01

The linear functional strategy for the regularization of inverse problems is considered. For selecting the regularization parameter therein, we propose the heuristic quasi-optimality principle and some modifications including the smoothness of the linear functionals. We prove convergence rates for the linear functional strategy with these heuristic rules taking into account the smoothness of the solution and the functionals and imposing a structural condition on the noise. Furthermore, we study these noise conditions in both a deterministic and stochastic setup and verify that for mildly-ill-posed problems and Gaussian noise, these conditions are satisfied almost surely, where on the contrary, in the severely-ill-posed case and in a similar setup, the corresponding noise condition fails to hold. Moreover, we propose an aggregation method for adaptively optimizing the parameter choice rule by making use of improved rates for linear functionals. Numerical results indicate that this method yields better results than the standard heuristic rule.

Optimization of Friction Stir Welding Tool Advance Speed via Monte-Carlo Simulation of the Friction Stir Welding Process

PubMed Central

Fraser, Kirk A.; St-Georges, Lyne; Kiss, Laszlo I.

2014-01-01

Recognition of the friction stir welding process is growing in the aeronautical and aero-space industries. To make the process more available to the structural fabrication industry (buildings and bridges), being able to model the process to determine the highest speed of advance possible that will not cause unwanted welding defects is desirable. A numerical solution to the transient two-dimensional heat diffusion equation for the friction stir welding process is presented. A non-linear heat generation term based on an arbitrary piecewise linear model of friction as a function of temperature is used. The solution is used to solve for the temperature distribution in the Al 6061-T6 work pieces. The finite difference solution of the non-linear problem is used to perform a Monte-Carlo simulation (MCS). A polynomial response surface (maximum welding temperature as a function of advancing and rotational speed) is constructed from the MCS results. The response surface is used to determine the optimum tool speed of advance and rotational speed. The exterior penalty method is used to find the highest speed of advance and the associated rotational speed of the tool for the FSW process considered. We show that good agreement with experimental optimization work is possible with this simplified model. Using our approach an optimal weld pitch of 0.52 mm/rev is obtained for 3.18 mm thick AA6061-T6 plate. Our method provides an estimate of the optimal welding parameters in less than 30 min of calculation time. PMID:28788627

Optimization of Friction Stir Welding Tool Advance Speed via Monte-Carlo Simulation of the Friction Stir Welding Process.

PubMed

Fraser, Kirk A; St-Georges, Lyne; Kiss, Laszlo I

2014-04-30

Recognition of the friction stir welding process is growing in the aeronautical and aero-space industries. To make the process more available to the structural fabrication industry (buildings and bridges), being able to model the process to determine the highest speed of advance possible that will not cause unwanted welding defects is desirable. A numerical solution to the transient two-dimensional heat diffusion equation for the friction stir welding process is presented. A non-linear heat generation term based on an arbitrary piecewise linear model of friction as a function of temperature is used. The solution is used to solve for the temperature distribution in the Al 6061-T6 work pieces. The finite difference solution of the non-linear problem is used to perform a Monte-Carlo simulation (MCS). A polynomial response surface (maximum welding temperature as a function of advancing and rotational speed) is constructed from the MCS results. The response surface is used to determine the optimum tool speed of advance and rotational speed. The exterior penalty method is used to find the highest speed of advance and the associated rotational speed of the tool for the FSW process considered. We show that good agreement with experimental optimization work is possible with this simplified model. Using our approach an optimal weld pitch of 0.52 mm/rev is obtained for 3.18 mm thick AA6061-T6 plate. Our method provides an estimate of the optimal welding parameters in less than 30 min of calculation time.

Non-linear dynamic characteristics and optimal control of giant magnetostrictive film subjected to in-plane stochastic excitation

NASA Astrophysics Data System (ADS)

Zhu, Z. W.; Zhang, W. D.; Xu, J.

2014-03-01

The non-linear dynamic characteristics and optimal control of a giant magnetostrictive film (GMF) subjected to in-plane stochastic excitation were studied. Non-linear differential items were introduced to interpret the hysteretic phenomena of the GMF, and the non-linear dynamic model of the GMF subjected to in-plane stochastic excitation was developed. The stochastic stability was analysed, and the probability density function was obtained. The condition of stochastic Hopf bifurcation and noise-induced chaotic response were determined, and the fractal boundary of the system's safe basin was provided. The reliability function was solved from the backward Kolmogorov equation, and an optimal control strategy was proposed in the stochastic dynamic programming method. Numerical simulation shows that the system stability varies with the parameters, and stochastic Hopf bifurcation and chaos appear in the process; the area of the safe basin decreases when the noise intensifies, and the boundary of the safe basin becomes fractal; the system reliability improved through stochastic optimal control. Finally, the theoretical and numerical results were proved by experiments. The results are helpful in the engineering applications of GMF.

Classification and recognition of dynamical models: the role of phase, independent components, kernels and optimal transport.

PubMed

Bissacco, Alessandro; Chiuso, Alessandro; Soatto, Stefano

2007-11-01

We address the problem of performing decision tasks, and in particular classification and recognition, in the space of dynamical models in order to compare time series of data. Motivated by the application of recognition of human motion in image sequences, we consider a class of models that include linear dynamics, both stable and marginally stable (periodic), both minimum and non-minimum phase, driven by non-Gaussian processes. This requires extending existing learning and system identification algorithms to handle periodic modes and nonminimum phase behavior, while taking into account higher-order statistics of the data. Once a model is identified, we define a kernel-based cord distance between models that includes their dynamics, their initial conditions as well as input distribution. This is made possible by a novel kernel defined between two arbitrary (non-Gaussian) distributions, which is computed by efficiently solving an optimal transport problem. We validate our choice of models, inference algorithm, and distance on the tasks of human motion synthesis (sample paths of the learned models), and recognition (nearest-neighbor classification in the computed distance). However, our work can be applied more broadly where one needs to compare historical data while taking into account periodic trends, non-minimum phase behavior, and non-Gaussian input distributions.

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.

Efficient computation of optimal actions.

PubMed

Todorov, Emanuel

2009-07-14

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

Tailoring vibration mode shapes using topology optimization and functionally graded material concepts

NASA Astrophysics Data System (ADS)

Montealegre Rubio, Wilfredo; Paulino, Glaucio H.; Nelli Silva, Emilio Carlos

2011-02-01

Tailoring specified vibration modes is a requirement for designing piezoelectric devices aimed at dynamic-type applications. A technique for designing the shape of specified vibration modes is the topology optimization method (TOM) which finds an optimum material distribution inside a design domain to obtain a structure that vibrates according to specified eigenfrequencies and eigenmodes. Nevertheless, when the TOM is applied to dynamic problems, the well-known grayscale or intermediate material problem arises which can invalidate the post-processing of the optimal result. Thus, a more natural way for solving dynamic problems using TOM is to allow intermediate material values. This idea leads to the functionally graded material (FGM) concept. In fact, FGMs are materials whose properties and microstructure continuously change along a specific direction. Therefore, in this paper, an approach is presented for tailoring user-defined vibration modes, by applying the TOM and FGM concepts to design functionally graded piezoelectric transducers (FGPT) and non-piezoelectric structures (functionally graded structures—FGS) in order to achieve maximum and/or minimum vibration amplitudes at certain points of the structure, by simultaneously finding the topology and material gradation function. The optimization problem is solved by using sequential linear programming. Two-dimensional results are presented to illustrate the method.

A Novel Weighted Kernel PCA-Based Method for Optimization and Uncertainty Quantification

NASA Astrophysics Data System (ADS)

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

2016-12-01

It has been demonstrated that machine learning methods can be successfully applied to uncertainty quantification for geophysical systems through the use of the adjoint method coupled with kernel PCA-based optimization. In addition, it has been shown through weighted linear PCA how optimization with respect to both observation weights and feature space control variables can accelerate convergence of such methods. Linear machine learning methods, however, are inherently limited in their ability to represent features of non-Gaussian stochastic random fields, as they are based on only the first two statistical moments of the original data. Nonlinear spatial relationships and multipoint statistics leading to the tortuosity characteristic of channelized media, for example, are captured only to a limited extent by linear PCA. With the aim of coupling the kernel-based and weighted methods discussed, we present a novel mathematical formulation of kernel PCA, Weighted Kernel Principal Component Analysis (WKPCA), that both captures nonlinear relationships and incorporates the attribution of significance levels to different realizations of the stochastic random field of interest. We also demonstrate how new instantiations retaining defining characteristics of the random field can be generated using Bayesian methods. In particular, we present a novel WKPCA-based optimization method that minimizes a given objective function with respect to both feature space random variables and observation weights through which optimal snapshot significance levels and optimal features are learned. We showcase how WKPCA can be applied to nonlinear optimal control problems involving channelized media, and in particular demonstrate an application of the method to learning the spatial distribution of material parameter values in the context of linear elasticity, and discuss further extensions of the method to stochastic inversion.

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

PubMed

Kassa, Semu Mitiku

2018-02-01

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

Assessing non-uniqueness: An algebraic approach

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

Vasco, Don W.

Geophysical inverse problems are endowed with a rich mathematical structure. When discretized, most differential and integral equations of interest are algebraic (polynomial) in form. Techniques from algebraic geometry and computational algebra provide a means to address questions of existence and uniqueness for both linear and non-linear inverse problem. In a sense, the methods extend ideas which have proven fruitful in treating linear inverse problems.

Design and Validation of a Ten-Port Waveguide Reflectometer Sensor: Application to Efficiency Measurement and Optimization of Microwave-Heating Ovens

PubMed Central

Pedreño-Molina, Juan L.; Monzó-Cabrera, Juan; Lozano-Guerrero, Antonio; Toledo-Moreo, Ana

2008-01-01

This work presents the design, manufacturing process, calibration and validation of a new microwave ten-port waveguide reflectometer based on the use of neural networks. This low-cost novel device solves some of the shortcomings of previous reflectometers such as non-linear behavior of power sensors, noise presence and the complexity of the calibration procedure, which is often based on complex mathematical equations. These problems, which imply the reduction of the reflection coefficient measurement accuracy, have been overcome by using a higher number of probes than usual six-port configurations and by means of the use of Radial Basis Function (RBF) neural networks in order to reduce the influence of noise and non-linear processes over the measurements. Additionally, this sensor can be reconfigured whenever some of the eight coaxial power detectors fail, still providing accurate values in real time. The ten-port performance has been compared against a high-cost measurement instrument such as a vector network analyzer and applied to the measurement and optimization of energy efficiency of microwave ovens, with good results. PMID:27873961

Optimal clinical trial design based on a dichotomous Markov-chain mixed-effect sleep model.

PubMed

Steven Ernest, C; Nyberg, Joakim; Karlsson, Mats O; Hooker, Andrew C

2014-12-01

D-optimal designs for discrete-type responses have been derived using generalized linear mixed models, simulation based methods and analytical approximations for computing the fisher information matrix (FIM) of non-linear mixed effect models with homogeneous probabilities over time. In this work, D-optimal designs using an analytical approximation of the FIM for a dichotomous, non-homogeneous, Markov-chain phase advanced sleep non-linear mixed effect model was investigated. The non-linear mixed effect model consisted of transition probabilities of dichotomous sleep data estimated as logistic functions using piecewise linear functions. Theoretical linear and nonlinear dose effects were added to the transition probabilities to modify the probability of being in either sleep stage. D-optimal designs were computed by determining an analytical approximation the FIM for each Markov component (one where the previous state was awake and another where the previous state was asleep). Each Markov component FIM was weighted either equally or by the average probability of response being awake or asleep over the night and summed to derive the total FIM (FIM(total)). The reference designs were placebo, 0.1, 1-, 6-, 10- and 20-mg dosing for a 2- to 6-way crossover study in six dosing groups. Optimized design variables were dose and number of subjects in each dose group. The designs were validated using stochastic simulation/re-estimation (SSE). Contrary to expectations, the predicted parameter uncertainty obtained via FIM(total) was larger than the uncertainty in parameter estimates computed by SSE. Nevertheless, the D-optimal designs decreased the uncertainty of parameter estimates relative to the reference designs. Additionally, the improvement for the D-optimal designs were more pronounced using SSE than predicted via FIM(total). Through the use of an approximate analytic solution and weighting schemes, the FIM(total) for a non-homogeneous, dichotomous Markov-chain phase advanced sleep model was computed and provided more efficient trial designs and increased nonlinear mixed-effects modeling parameter precision.

Sparse generalized linear model with L0 approximation for feature selection and prediction with big omics data.

PubMed

Liu, Zhenqiu; Sun, Fengzhu; McGovern, Dermot P

2017-01-01

Feature selection and prediction are the most important tasks for big data mining. The common strategies for feature selection in big data mining are L 1 , SCAD and MC+. However, none of the existing algorithms optimizes L 0 , which penalizes the number of nonzero features directly. In this paper, we develop a novel sparse generalized linear model (GLM) with L 0 approximation for feature selection and prediction with big omics data. The proposed approach approximate the L 0 optimization directly. Even though the original L 0 problem is non-convex, the problem is approximated by sequential convex optimizations with the proposed algorithm. The proposed method is easy to implement with only several lines of code. Novel adaptive ridge algorithms ( L 0 ADRIDGE) for L 0 penalized GLM with ultra high dimensional big data are developed. The proposed approach outperforms the other cutting edge regularization methods including SCAD and MC+ in simulations. When it is applied to integrated analysis of mRNA, microRNA, and methylation data from TCGA ovarian cancer, multilevel gene signatures associated with suboptimal debulking are identified simultaneously. The biological significance and potential clinical importance of those genes are further explored. The developed Software L 0 ADRIDGE in MATLAB is available at https://github.com/liuzqx/L0adridge.

DQM: Decentralized Quadratically Approximated Alternating Direction Method of Multipliers

NASA Astrophysics Data System (ADS)

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

2016-10-01

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

Causal Inference and Explaining Away in a Spiking Network

PubMed Central

Moreno-Bote, Rubén; Drugowitsch, Jan

2015-01-01

While the brain uses spiking neurons for communication, theoretical research on brain computations has mostly focused on non-spiking networks. The nature of spike-based algorithms that achieve complex computations, such as object probabilistic inference, is largely unknown. Here we demonstrate that a family of high-dimensional quadratic optimization problems with non-negativity constraints can be solved exactly and efficiently by a network of spiking neurons. The network naturally imposes the non-negativity of causal contributions that is fundamental to causal inference, and uses simple operations, such as linear synapses with realistic time constants, and neural spike generation and reset non-linearities. The network infers the set of most likely causes from an observation using explaining away, which is dynamically implemented by spike-based, tuned inhibition. The algorithm performs remarkably well even when the network intrinsically generates variable spike trains, the timing of spikes is scrambled by external sources of noise, or the network is mistuned. This type of network might underlie tasks such as odor identification and classification. PMID:26621426

Causal Inference and Explaining Away in a Spiking Network.

PubMed

Moreno-Bote, Rubén; Drugowitsch, Jan

2015-12-01

While the brain uses spiking neurons for communication, theoretical research on brain computations has mostly focused on non-spiking networks. The nature of spike-based algorithms that achieve complex computations, such as object probabilistic inference, is largely unknown. Here we demonstrate that a family of high-dimensional quadratic optimization problems with non-negativity constraints can be solved exactly and efficiently by a network of spiking neurons. The network naturally imposes the non-negativity of causal contributions that is fundamental to causal inference, and uses simple operations, such as linear synapses with realistic time constants, and neural spike generation and reset non-linearities. The network infers the set of most likely causes from an observation using explaining away, which is dynamically implemented by spike-based, tuned inhibition. The algorithm performs remarkably well even when the network intrinsically generates variable spike trains, the timing of spikes is scrambled by external sources of noise, or the network is mistuned. This type of network might underlie tasks such as odor identification and classification.

A neural network approach to job-shop scheduling.

PubMed

Zhou, D N; Cherkassky, V; Baldwin, T R; Olson, D E

1991-01-01

A novel analog computational network is presented for solving NP-complete constraint satisfaction problems, i.e. job-shop scheduling. In contrast to most neural approaches to combinatorial optimization based on quadratic energy cost function, the authors propose to use linear cost functions. As a result, the network complexity (number of neurons and the number of resistive interconnections) grows only linearly with problem size, and large-scale implementations become possible. The proposed approach is related to the linear programming network described by D.W. Tank and J.J. Hopfield (1985), which also uses a linear cost function for a simple optimization problem. It is shown how to map a difficult constraint-satisfaction problem onto a simple neural net in which the number of neural processors equals the number of subjobs (operations) and the number of interconnections grows linearly with the total number of operations. Simulations show that the authors' approach produces better solutions than existing neural approaches to job-shop scheduling, i.e. the traveling salesman problem-type Hopfield approach and integer linear programming approach of J.P.S. Foo and Y. Takefuji (1988), in terms of the quality of the solution and the network complexity.

A genetic technique for planning a control sequence to navigate the state space with a quasi-minimum-cost output trajectory for a non-linear multi-dimnensional system

NASA Technical Reports Server (NTRS)

Hein, C.; Meystel, A.

1994-01-01

There are many multi-stage optimization problems that are not easily solved through any known direct method when the stages are coupled. For instance, we have investigated the problem of planning a vehicle's control sequence to negotiate obstacles and reach a goal in minimum time. The vehicle has a known mass, and the controlling forces have finite limits. We have developed a technique that finds admissible control trajectories which tend to minimize the vehicle's transit time through the obstacle field. The immediate applications is that of a space robot which must rapidly traverse around 2-or-3 dimensional structures via application of a rotating thruster or non-rotating on-off for such vehicles is located at the Marshall Space Flight Center in Huntsville Alabama. However, it appears that the development method is applicable to a general set of optimization problems in which the cost function and the multi-dimensional multi-state system can be any nonlinear functions, which are continuous in the operating regions. Other applications included the planning of optimal navigation pathways through a transversability graph; the planning of control input for under-water maneuvering vehicles which have complex control state-space relationships; the planning of control sequences for milling and manufacturing robots; the planning of control and trajectories for automated delivery vehicles; and the optimization and athletic training in slalom sports.

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

NASA Astrophysics Data System (ADS)

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

2018-04-01

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

Iterative algorithms for a non-linear inverse problem in atmospheric lidar

NASA Astrophysics Data System (ADS)

Denevi, Giulia; Garbarino, Sara; Sorrentino, Alberto

2017-08-01

We consider the inverse problem of retrieving aerosol extinction coefficients from Raman lidar measurements. In this problem the unknown and the data are related through the exponential of a linear operator, the unknown is non-negative and the data follow the Poisson distribution. Standard methods work on the log-transformed data and solve the resulting linear inverse problem, but neglect to take into account the noise statistics. In this study we show that proper modelling of the noise distribution can improve substantially the quality of the reconstructed extinction profiles. To achieve this goal, we consider the non-linear inverse problem with non-negativity constraint, and propose two iterative algorithms derived using the Karush-Kuhn-Tucker conditions. We validate the algorithms with synthetic and experimental data. As expected, the proposed algorithms out-perform standard methods in terms of sensitivity to noise and reliability of the estimated profile.

Integer Linear Programming in Computational Biology

NASA Astrophysics Data System (ADS)

Althaus, Ernst; Klau, Gunnar W.; Kohlbacher, Oliver; Lenhof, Hans-Peter; Reinert, Knut

Computational molecular biology (bioinformatics) is a young research field that is rich in NP-hard optimization problems. The problem instances encountered are often huge and comprise thousands of variables. Since their introduction into the field of bioinformatics in 1997, integer linear programming (ILP) techniques have been successfully applied to many optimization problems. These approaches have added much momentum to development and progress in related areas. In particular, ILP-based approaches have become a standard optimization technique in bioinformatics. In this review, we present applications of ILP-based techniques developed by members and former members of Kurt Mehlhorn’s group. These techniques were introduced to bioinformatics in a series of papers and popularized by demonstration of their effectiveness and potential.

Model and Algorithm for Substantiating Solutions for Organization of High-Rise Construction Project

NASA Astrophysics Data System (ADS)

Anisimov, Vladimir; Anisimov, Evgeniy; Chernysh, Anatoliy

2018-03-01

In the paper the models and the algorithm for the optimal plan formation for the organization of the material and logistical processes of the high-rise construction project and their financial support are developed. The model is based on the representation of the optimization procedure in the form of a non-linear problem of discrete programming, which consists in minimizing the execution time of a set of interrelated works by a limited number of partially interchangeable performers while limiting the total cost of performing the work. The proposed model and algorithm are the basis for creating specific organization management methodologies for the high-rise construction project.

Sparse distributed memory: understanding the speed and robustness of expert memory

PubMed Central

Brogliato, Marcelo S.; Chada, Daniel M.; Linhares, Alexandre

2014-01-01

How can experts, sometimes in exacting detail, almost immediately and very precisely recall memory items from a vast repertoire? The problem in which we will be interested concerns models of theoretical neuroscience that could explain the speed and robustness of an expert's recollection. The approach is based on Sparse Distributed Memory, which has been shown to be plausible, both in a neuroscientific and in a psychological manner, in a number of ways. A crucial characteristic concerns the limits of human recollection, the “tip-of-tongue” memory event—which is found at a non-linearity in the model. We expand the theoretical framework, deriving an optimization formula to solve this non-linearity. Numerical results demonstrate how the higher frequency of rehearsal, through work or study, immediately increases the robustness and speed associated with expert memory. PMID:24808842

Unification theory of optimal life histories and linear demographic models in internal stochasticity.

PubMed

Oizumi, Ryo

2014-01-01

Life history of organisms is exposed to uncertainty generated by internal and external stochasticities. Internal stochasticity is generated by the randomness in each individual life history, such as randomness in food intake, genetic character and size growth rate, whereas external stochasticity is due to the environment. For instance, it is known that the external stochasticity tends to affect population growth rate negatively. It has been shown in a recent theoretical study using path-integral formulation in structured linear demographic models that internal stochasticity can affect population growth rate positively or negatively. However, internal stochasticity has not been the main subject of researches. Taking account of effect of internal stochasticity on the population growth rate, the fittest organism has the optimal control of life history affected by the stochasticity in the habitat. The study of this control is known as the optimal life schedule problems. In order to analyze the optimal control under internal stochasticity, we need to make use of "Stochastic Control Theory" in the optimal life schedule problem. There is, however, no such kind of theory unifying optimal life history and internal stochasticity. This study focuses on an extension of optimal life schedule problems to unify control theory of internal stochasticity into linear demographic models. First, we show the relationship between the general age-states linear demographic models and the stochastic control theory via several mathematical formulations, such as path-integral, integral equation, and transition matrix. Secondly, we apply our theory to a two-resource utilization model for two different breeding systems: semelparity and iteroparity. Finally, we show that the diversity of resources is important for species in a case. Our study shows that this unification theory can address risk hedges of life history in general age-states linear demographic models.

Unification Theory of Optimal Life Histories and Linear Demographic Models in Internal Stochasticity

PubMed Central

Oizumi, Ryo

2014-01-01

Life history of organisms is exposed to uncertainty generated by internal and external stochasticities. Internal stochasticity is generated by the randomness in each individual life history, such as randomness in food intake, genetic character and size growth rate, whereas external stochasticity is due to the environment. For instance, it is known that the external stochasticity tends to affect population growth rate negatively. It has been shown in a recent theoretical study using path-integral formulation in structured linear demographic models that internal stochasticity can affect population growth rate positively or negatively. However, internal stochasticity has not been the main subject of researches. Taking account of effect of internal stochasticity on the population growth rate, the fittest organism has the optimal control of life history affected by the stochasticity in the habitat. The study of this control is known as the optimal life schedule problems. In order to analyze the optimal control under internal stochasticity, we need to make use of “Stochastic Control Theory” in the optimal life schedule problem. There is, however, no such kind of theory unifying optimal life history and internal stochasticity. This study focuses on an extension of optimal life schedule problems to unify control theory of internal stochasticity into linear demographic models. First, we show the relationship between the general age-states linear demographic models and the stochastic control theory via several mathematical formulations, such as path–integral, integral equation, and transition matrix. Secondly, we apply our theory to a two-resource utilization model for two different breeding systems: semelparity and iteroparity. Finally, we show that the diversity of resources is important for species in a case. Our study shows that this unification theory can address risk hedges of life history in general age-states linear demographic models. PMID:24945258

An intuitionistic fuzzy multi-objective non-linear programming model for sustainable irrigation water allocation under the combination of dry and wet conditions

NASA Astrophysics Data System (ADS)

Li, Mo; Fu, Qiang; Singh, Vijay P.; Ma, Mingwei; Liu, Xiao

2017-12-01

Water scarcity causes conflicts among natural resources, society and economy and reinforces the need for optimal allocation of irrigation water resources in a sustainable way. Uncertainties caused by natural conditions and human activities make optimal allocation more complex. An intuitionistic fuzzy multi-objective non-linear programming (IFMONLP) model for irrigation water allocation under the combination of dry and wet conditions is developed to help decision makers mitigate water scarcity. The model is capable of quantitatively solving multiple problems including crop yield increase, blue water saving, and water supply cost reduction to obtain a balanced water allocation scheme using a multi-objective non-linear programming technique. Moreover, it can deal with uncertainty as well as hesitation based on the introduction of intuitionistic fuzzy numbers. Consideration of the combination of dry and wet conditions for water availability and precipitation makes it possible to gain insights into the various irrigation water allocations, and joint probabilities based on copula functions provide decision makers an average standard for irrigation. A case study on optimally allocating both surface water and groundwater to different growth periods of rice in different subareas in Heping irrigation area, Qing'an County, northeast China shows the potential and applicability of the developed model. Results show that the crop yield increase target especially in tillering and elongation stages is a prevailing concern when more water is available, and trading schemes can mitigate water supply cost and save water with an increased grain output. Results also reveal that the water allocation schemes are sensitive to the variation of water availability and precipitation with uncertain characteristics. The IFMONLP model is applicable for most irrigation areas with limited water supplies to determine irrigation water strategies under a fuzzy environment.

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.

Multiple shooting algorithms for jump-discontinuous problems in optimal control and estimation

NASA Technical Reports Server (NTRS)

Mook, D. J.; Lew, Jiann-Shiun

1991-01-01

Multiple shooting algorithms are developed for jump-discontinuous two-point boundary value problems arising in optimal control and optimal estimation. Examples illustrating the origin of such problems are given to motivate the development of the solution algorithms. The algorithms convert the necessary conditions, consisting of differential equations and transversality conditions, into algebraic equations. The solution of the algebraic equations provides exact solutions for linear problems. The existence and uniqueness of the solution are proved.

An alternative approach for neural network evolution with a genetic algorithm: crossover by combinatorial optimization.

PubMed

García-Pedrajas, Nicolás; Ortiz-Boyer, Domingo; Hervás-Martínez, César

2006-05-01

In this work we present a new approach to crossover operator in the genetic evolution of neural networks. The most widely used evolutionary computation paradigm for neural network evolution is evolutionary programming. This paradigm is usually preferred due to the problems caused by the application of crossover to neural network evolution. However, crossover is the most innovative operator within the field of evolutionary computation. One of the most notorious problems with the application of crossover to neural networks is known as the permutation problem. This problem occurs due to the fact that the same network can be represented in a genetic coding by many different codifications. Our approach modifies the standard crossover operator taking into account the special features of the individuals to be mated. We present a new model for mating individuals that considers the structure of the hidden layer and redefines the crossover operator. As each hidden node represents a non-linear projection of the input variables, we approach the crossover as a problem on combinatorial optimization. We can formulate the problem as the extraction of a subset of near-optimal projections to create the hidden layer of the new network. This new approach is compared to a classical crossover in 25 real-world problems with an excellent performance. Moreover, the networks obtained are much smaller than those obtained with classical crossover operator.

SPECT System Optimization Against A Discrete Parameter Space

PubMed Central

Meng, L. J.; Li, N.

2013-01-01

In this paper, we present an analytical approach for optimizing the design of a static SPECT system or optimizing the sampling strategy with a variable/adaptive SPECT imaging hardware against an arbitrarily given set of system parameters. This approach has three key aspects. First, it is designed to operate over a discretized system parameter space. Second, we have introduced an artificial concept of virtual detector as the basic building block of an imaging system. With a SPECT system described as a collection of the virtual detectors, one can convert the task of system optimization into a process of finding the optimum imaging time distribution (ITD) across all virtual detectors. Thirdly, the optimization problem (finding the optimum ITD) could be solved with a block-iterative approach or other non-linear optimization algorithms. In essence, the resultant optimum ITD could provide a quantitative measure of the relative importance (or effectiveness) of the virtual detectors and help to identify the system configuration or sampling strategy that leads to an optimum imaging performance. Although we are using SPECT imaging as a platform to demonstrate the system optimization strategy, this development also provides a useful framework for system optimization problems in other modalities, such as positron emission tomography (PET) and X-ray computed tomography (CT) [1, 2]. PMID:23587609

Optimal control of a coupled partial and ordinary differential equations system for the assimilation of polarimetry Stokes vector measurements in tokamak free-boundary equilibrium reconstruction with application to ITER

NASA Astrophysics Data System (ADS)

Faugeras, Blaise; Blum, Jacques; Heumann, Holger; Boulbe, Cédric

2017-08-01

The modelization of polarimetry Faraday rotation measurements commonly used in tokamak plasma equilibrium reconstruction codes is an approximation to the Stokes model. This approximation is not valid for the foreseen ITER scenarios where high current and electron density plasma regimes are expected. In this work a method enabling the consistent resolution of the inverse equilibrium reconstruction problem in the framework of non-linear free-boundary equilibrium coupled to the Stokes model equation for polarimetry is provided. Using optimal control theory we derive the optimality system for this inverse problem. A sequential quadratic programming (SQP) method is proposed for its numerical resolution. Numerical experiments with noisy synthetic measurements in the ITER tokamak configuration for two test cases, the second of which is an H-mode plasma, show that the method is efficient and that the accuracy of the identification of the unknown profile functions is improved compared to the use of classical Faraday measurements.

Legendre-tau approximation for functional differential equations. Part 2: The linear quadratic optimal control problem

NASA Technical Reports Server (NTRS)

Ito, K.; Teglas, R.

1984-01-01

The numerical scheme based on the Legendre-tau approximation is proposed to approximate the feedback solution to the linear quadratic optimal control problem for hereditary differential systems. The convergence property is established using Trotter ideas. The method yields very good approximations at low orders and provides an approximation technique for computing closed-loop eigenvalues of the feedback system. A comparison with existing methods (based on averaging and spline approximations) is made.

Legendre-tau approximation for functional differential equations. II - The linear quadratic optimal control problem

NASA Technical Reports Server (NTRS)

Ito, Kazufumi; Teglas, Russell

1987-01-01

The numerical scheme based on the Legendre-tau approximation is proposed to approximate the feedback solution to the linear quadratic optimal control problem for hereditary differential systems. The convergence property is established using Trotter ideas. The method yields very good approximations at low orders and provides an approximation technique for computing closed-loop eigenvalues of the feedback system. A comparison with existing methods (based on averaging and spline approximations) is made.

Optimal GENCO bidding strategy

NASA Astrophysics Data System (ADS)

Gao, Feng

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

Comparison of Classifiers for Decoding Sensory and Cognitive Information from Prefrontal Neuronal Populations

PubMed Central

Astrand, Elaine; Enel, Pierre; Ibos, Guilhem; Dominey, Peter Ford; Baraduc, Pierre; Ben Hamed, Suliann

2014-01-01

Decoding neuronal information is important in neuroscience, both as a basic means to understand how neuronal activity is related to cerebral function and as a processing stage in driving neuroprosthetic effectors. Here, we compare the readout performance of six commonly used classifiers at decoding two different variables encoded by the spiking activity of the non-human primate frontal eye fields (FEF): the spatial position of a visual cue, and the instructed orientation of the animal's attention. While the first variable is exogenously driven by the environment, the second variable corresponds to the interpretation of the instruction conveyed by the cue; it is endogenously driven and corresponds to the output of internal cognitive operations performed on the visual attributes of the cue. These two variables were decoded using either a regularized optimal linear estimator in its explicit formulation, an optimal linear artificial neural network estimator, a non-linear artificial neural network estimator, a non-linear naïve Bayesian estimator, a non-linear Reservoir recurrent network classifier or a non-linear Support Vector Machine classifier. Our results suggest that endogenous information such as the orientation of attention can be decoded from the FEF with the same accuracy as exogenous visual information. All classifiers did not behave equally in the face of population size and heterogeneity, the available training and testing trials, the subject's behavior and the temporal structure of the variable of interest. In most situations, the regularized optimal linear estimator and the non-linear Support Vector Machine classifiers outperformed the other tested decoders. PMID:24466019

Multi-Objective Trajectory Optimization of a Hypersonic Reconnaissance Vehicle with Temperature Constraints

NASA Astrophysics Data System (ADS)

Masternak, Tadeusz J.

This research determines temperature-constrained optimal trajectories for a scramjet-based hypersonic reconnaissance vehicle by developing an optimal control formulation and solving it using a variable order Gauss-Radau quadrature collocation method with a Non-Linear Programming (NLP) solver. The vehicle is assumed to be an air-breathing reconnaissance aircraft that has specified takeoff/landing locations, airborne refueling constraints, specified no-fly zones, and specified targets for sensor data collections. A three degree of freedom scramjet aircraft model is adapted from previous work and includes flight dynamics, aerodynamics, and thermal constraints. Vehicle control is accomplished by controlling angle of attack, roll angle, and propellant mass flow rate. This model is incorporated into an optimal control formulation that includes constraints on both the vehicle and mission parameters, such as avoidance of no-fly zones and coverage of high-value targets. To solve the optimal control formulation, a MATLAB-based package called General Pseudospectral Optimal Control Software (GPOPS-II) is used, which transcribes continuous time optimal control problems into an NLP problem. In addition, since a mission profile can have varying vehicle dynamics and en-route imposed constraints, the optimal control problem formulation can be broken up into several "phases" with differing dynamics and/or varying initial/final constraints. Optimal trajectories are developed using several different performance costs in the optimal control formulation: minimum time, minimum time with control penalties, and maximum range. The resulting analysis demonstrates that optimal trajectories that meet specified mission parameters and constraints can be quickly determined and used for larger-scale operational and campaign planning and execution.

A Numerical Approximation Framework for the Stochastic Linear Quadratic Regulator on Hilbert Spaces

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

Levajković, Tijana, E-mail: tijana.levajkovic@uibk.ac.at, E-mail: t.levajkovic@sf.bg.ac.rs; Mena, Hermann, E-mail: hermann.mena@uibk.ac.at; Tuffaha, Amjad, E-mail: atufaha@aus.edu

We present an approximation framework for computing the solution of the stochastic linear quadratic control problem on Hilbert spaces. We focus on the finite horizon case and the related differential Riccati equations (DREs). Our approximation framework is concerned with the so-called “singular estimate control systems” (Lasiecka in Optimal control problems and Riccati equations for systems with unbounded controls and partially analytic generators: applications to boundary and point control problems, 2004) which model certain coupled systems of parabolic/hyperbolic mixed partial differential equations with boundary or point control. We prove that the solutions of the approximate finite-dimensional DREs converge to the solutionmore » of the infinite-dimensional DRE. In addition, we prove that the optimal state and control of the approximate finite-dimensional problem converge to the optimal state and control of the corresponding infinite-dimensional problem.« less

Application of the LSQR algorithm in non-parametric estimation of aerosol size distribution

NASA Astrophysics Data System (ADS)

He, Zhenzong; Qi, Hong; Lew, Zhongyuan; Ruan, Liming; Tan, Heping; Luo, Kun

2016-05-01

Based on the Least Squares QR decomposition (LSQR) algorithm, the aerosol size distribution (ASD) is retrieved in non-parametric approach. The direct problem is solved by the Anomalous Diffraction Approximation (ADA) and the Lambert-Beer Law. An optimal wavelength selection method is developed to improve the retrieval accuracy of the ASD. The proposed optimal wavelength set is selected by the method which can make the measurement signals sensitive to wavelength and decrease the degree of the ill-condition of coefficient matrix of linear systems effectively to enhance the anti-interference ability of retrieval results. Two common kinds of monomodal and bimodal ASDs, log-normal (L-N) and Gamma distributions, are estimated, respectively. Numerical tests show that the LSQR algorithm can be successfully applied to retrieve the ASD with high stability in the presence of random noise and low susceptibility to the shape of distributions. Finally, the experimental measurement ASD over Harbin in China is recovered reasonably. All the results confirm that the LSQR algorithm combined with the optimal wavelength selection method is an effective and reliable technique in non-parametric estimation of ASD.

Fast and Efficient Discrimination of Traveling Salesperson Problem Stimulus Difficulty

ERIC Educational Resources Information Center

Dry, Matthew J.; Fontaine, Elizabeth L.

2014-01-01

The Traveling Salesperson Problem (TSP) is a computationally difficult combinatorial optimization problem. In spite of its relative difficulty, human solvers are able to generate close-to-optimal solutions in a close-to-linear time frame, and it has been suggested that this is due to the visual system's inherent sensitivity to certain geometric…

Optimal trajectories based on linear equations

NASA Technical Reports Server (NTRS)

Carter, Thomas E.

1990-01-01

The Principal results of a recent theory of fuel optimal space trajectories for linear differential equations are presented. Both impulsive and bounded-thrust problems are treated. A new form of the Lawden Primer vector is found that is identical for both problems. For this reason, starting iteratives from the solution of the impulsive problem are highly effective in the solution of the two-point boundary-value problem associated with bounded thrust. These results were applied to the problem of fuel optimal maneuvers of a spacecraft near a satellite in circular orbit using the Clohessy-Wiltshire equations. For this case two-point boundary-value problems were solved using a microcomputer, and optimal trajectory shapes displayed. The results of this theory can also be applied if the satellite is in an arbitrary Keplerian orbit through the use of the Tschauner-Hempel equations. A new form of the solution of these equations has been found that is identical for elliptical, parabolic, and hyperbolic orbits except in the way that a certain integral is evaluated. For elliptical orbits this integral is evaluated through the use of the eccentric anomaly. An analogous evaluation is performed for hyperbolic orbits.

ORACLS- OPTIMAL REGULATOR ALGORITHMS FOR THE CONTROL OF LINEAR SYSTEMS (CDC VERSION)

NASA Technical Reports Server (NTRS)

Armstrong, E. S.

1994-01-01

This control theory design package, called Optimal Regulator Algorithms for the Control of Linear Systems (ORACLS), was developed to aid in the design of controllers and optimal filters for systems which can be modeled by linear, time-invariant differential and difference equations. Optimal linear quadratic regulator theory, currently referred to as the Linear-Quadratic-Gaussian (LQG) problem, has become the most widely accepted method of determining optimal control policy. Within this theory, the infinite duration time-invariant problems, which lead to constant gain feedback control laws and constant Kalman-Bucy filter gains for reconstruction of the system state, exhibit high tractability and potential ease of implementation. A variety of new and efficient methods in the field of numerical linear algebra have been combined into the ORACLS program, which provides for the solution to time-invariant continuous or discrete LQG problems. The ORACLS package is particularly attractive to the control system designer because it provides a rigorous tool for dealing with multi-input and multi-output dynamic systems in both continuous and discrete form. The ORACLS programming system is a collection of subroutines which can be used to formulate, manipulate, and solve various LQG design problems. The ORACLS program is constructed in a manner which permits the user to maintain considerable flexibility at each operational state. This flexibility is accomplished by providing primary operations, analysis of linear time-invariant systems, and control synthesis based on LQG methodology. The input-output routines handle the reading and writing of numerical matrices, printing heading information, and accumulating output information. The basic vector-matrix operations include addition, subtraction, multiplication, equation, norm construction, tracing, transposition, scaling, juxtaposition, and construction of null and identity matrices. The analysis routines provide for the following computations: the eigenvalues and eigenvectors of real matrices; the relative stability of a given matrix; matrix factorization; the solution of linear constant coefficient vector-matrix algebraic equations; the controllability properties of a linear time-invariant system; the steady-state covariance matrix of an open-loop stable system forced by white noise; and the transient response of continuous linear time-invariant systems. The control law design routines of ORACLS implement some of the more common techniques of time-invariant LQG methodology. For the finite-duration optimal linear regulator problem with noise-free measurements, continuous dynamics, and integral performance index, a routine is provided which implements the negative exponential method for finding both the transient and steady-state solutions to the matrix Riccati equation. For the discrete version of this problem, the method of backwards differencing is applied to find the solutions to the discrete Riccati equation. A routine is also included to solve the steady-state Riccati equation by the Newton algorithms described by Klein, for continuous problems, and by Hewer, for discrete problems. Another routine calculates the prefilter gain to eliminate control state cross-product terms in the quadratic performance index and the weighting matrices for the sampled data optimal linear regulator problem. For cases with measurement noise, duality theory and optimal regulator algorithms are used to calculate solutions to the continuous and discrete Kalman-Bucy filter problems. Finally, routines are included to implement the continuous and discrete forms of the explicit (model-in-the-system) and implicit (model-in-the-performance-index) model following theory. These routines generate linear control laws which cause the output of a dynamic time-invariant system to track the output of a prescribed model. In order to apply ORACLS, the user must write an executive (driver) program which inputs the problem coefficients, formulates and selects the routines to be used to solve the problem, and specifies the desired output. There are three versions of ORACLS source code available for implementation: CDC, IBM, and DEC. The CDC version has been implemented on a CDC 6000 series computer with a central memory of approximately 13K (octal) of 60 bit words. The CDC version is written in FORTRAN IV, was developed in 1978, and last updated in 1989. The IBM version has been implemented on an IBM 370 series computer with a central memory requirement of approximately 300K of 8 bit bytes. The IBM version is written in FORTRAN IV and was generated in 1981. The DEC version has been implemented on a VAX series computer operating under VMS. The VAX version is written in FORTRAN 77 and was generated in 1986.

ORACLS- OPTIMAL REGULATOR ALGORITHMS FOR THE CONTROL OF LINEAR SYSTEMS (DEC VAX VERSION)

NASA Technical Reports Server (NTRS)

Frisch, H.

1994-01-01

This control theory design package, called Optimal Regulator Algorithms for the Control of Linear Systems (ORACLS), was developed to aid in the design of controllers and optimal filters for systems which can be modeled by linear, time-invariant differential and difference equations. Optimal linear quadratic regulator theory, currently referred to as the Linear-Quadratic-Gaussian (LQG) problem, has become the most widely accepted method of determining optimal control policy. Within this theory, the infinite duration time-invariant problems, which lead to constant gain feedback control laws and constant Kalman-Bucy filter gains for reconstruction of the system state, exhibit high tractability and potential ease of implementation. A variety of new and efficient methods in the field of numerical linear algebra have been combined into the ORACLS program, which provides for the solution to time-invariant continuous or discrete LQG problems. The ORACLS package is particularly attractive to the control system designer because it provides a rigorous tool for dealing with multi-input and multi-output dynamic systems in both continuous and discrete form. The ORACLS programming system is a collection of subroutines which can be used to formulate, manipulate, and solve various LQG design problems. The ORACLS program is constructed in a manner which permits the user to maintain considerable flexibility at each operational state. This flexibility is accomplished by providing primary operations, analysis of linear time-invariant systems, and control synthesis based on LQG methodology. The input-output routines handle the reading and writing of numerical matrices, printing heading information, and accumulating output information. The basic vector-matrix operations include addition, subtraction, multiplication, equation, norm construction, tracing, transposition, scaling, juxtaposition, and construction of null and identity matrices. The analysis routines provide for the following computations: the eigenvalues and eigenvectors of real matrices; the relative stability of a given matrix; matrix factorization; the solution of linear constant coefficient vector-matrix algebraic equations; the controllability properties of a linear time-invariant system; the steady-state covariance matrix of an open-loop stable system forced by white noise; and the transient response of continuous linear time-invariant systems. The control law design routines of ORACLS implement some of the more common techniques of time-invariant LQG methodology. For the finite-duration optimal linear regulator problem with noise-free measurements, continuous dynamics, and integral performance index, a routine is provided which implements the negative exponential method for finding both the transient and steady-state solutions to the matrix Riccati equation. For the discrete version of this problem, the method of backwards differencing is applied to find the solutions to the discrete Riccati equation. A routine is also included to solve the steady-state Riccati equation by the Newton algorithms described by Klein, for continuous problems, and by Hewer, for discrete problems. Another routine calculates the prefilter gain to eliminate control state cross-product terms in the quadratic performance index and the weighting matrices for the sampled data optimal linear regulator problem. For cases with measurement noise, duality theory and optimal regulator algorithms are used to calculate solutions to the continuous and discrete Kalman-Bucy filter problems. Finally, routines are included to implement the continuous and discrete forms of the explicit (model-in-the-system) and implicit (model-in-the-performance-index) model following theory. These routines generate linear control laws which cause the output of a dynamic time-invariant system to track the output of a prescribed model. In order to apply ORACLS, the user must write an executive (driver) program which inputs the problem coefficients, formulates and selects the routines to be used to solve the problem, and specifies the desired output. There are three versions of ORACLS source code available for implementation: CDC, IBM, and DEC. The CDC version has been implemented on a CDC 6000 series computer with a central memory of approximately 13K (octal) of 60 bit words. The CDC version is written in FORTRAN IV, was developed in 1978, and last updated in 1986. The IBM version has been implemented on an IBM 370 series computer with a central memory requirement of approximately 300K of 8 bit bytes. The IBM version is written in FORTRAN IV and was generated in 1981. The DEC version has been implemented on a VAX series computer operating under VMS. The VAX version is written in FORTRAN 77 and was generated in 1986.

Non-linear dynamic characteristics and optimal control of giant magnetostrictive film subjected to in-plane stochastic excitation

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

Zhu, Z. W., E-mail: zhuzhiwen@tju.edu.cn; Tianjin Key Laboratory of Non-linear Dynamics and Chaos Control, 300072, Tianjin; Zhang, W. D., E-mail: zhangwenditju@126.com

2014-03-15

The non-linear dynamic characteristics and optimal control of a giant magnetostrictive film (GMF) subjected to in-plane stochastic excitation were studied. Non-linear differential items were introduced to interpret the hysteretic phenomena of the GMF, and the non-linear dynamic model of the GMF subjected to in-plane stochastic excitation was developed. The stochastic stability was analysed, and the probability density function was obtained. The condition of stochastic Hopf bifurcation and noise-induced chaotic response were determined, and the fractal boundary of the system's safe basin was provided. The reliability function was solved from the backward Kolmogorov equation, and an optimal control strategy was proposedmore » in the stochastic dynamic programming method. Numerical simulation shows that the system stability varies with the parameters, and stochastic Hopf bifurcation and chaos appear in the process; the area of the safe basin decreases when the noise intensifies, and the boundary of the safe basin becomes fractal; the system reliability improved through stochastic optimal control. Finally, the theoretical and numerical results were proved by experiments. The results are helpful in the engineering applications of GMF.« less

An optimal control approach to the design of moving flight simulators

NASA Technical Reports Server (NTRS)

Sivan, R.; Ish-Shalom, J.; Huang, J.-K.

1982-01-01

An abstract flight simulator design problem is formulated in the form of an optimal control problem, which is solved for the linear-quadratic-Gaussian special case using a mathematical model of the vestibular organs. The optimization criterion used is the mean-square difference between the physiological outputs of the vestibular organs of the pilot in the aircraft and the pilot in the simulator. The dynamical equations are linearized, and the output signal is modeled as a random process with rational power spectral density. The method described yields the optimal structure of the simulator's motion generator, or 'washout filter'. A two-degree-of-freedom flight simulator design, including single output simulations, is presented.

A model for managing sources of groundwater pollution

USGS Publications Warehouse

Gorelick, Steven M.

1982-01-01

The waste disposal capacity of a groundwater system can be maximized while maintaining water quality at specified locations by using a groundwater pollutant source management model that is based upon linear programing and numerical simulation. The decision variables of the management model are solute waste disposal rates at various facilities distributed over space. A concentration response matrix is used in the management model to describe transient solute transport and is developed using the U.S. Geological Survey solute transport simulation model. The management model was applied to a complex hypothetical groundwater system. Large-scale management models were formulated as dual linear programing problems to reduce numerical difficulties and computation time. Linear programing problems were solved using a numerically stable, available code. Optimal solutions to problems with successively longer management time horizons indicated that disposal schedules at some sites are relatively independent of the number of disposal periods. Optimal waste disposal schedules exhibited pulsing rather than constant disposal rates. Sensitivity analysis using parametric linear programing showed that a sharp reduction in total waste disposal potential occurs if disposal rates at any site are increased beyond their optimal values.

Aerospace applications of integer and combinatorial optimization

NASA Technical Reports Server (NTRS)

Padula, S. L.; Kincaid, R. K.

1995-01-01

Research supported by NASA Langley Research Center includes many applications of aerospace design optimization and is conducted by teams of applied mathematicians and aerospace engineers. This paper investigates the benefits from this combined expertise in solving combinatorial optimization problems. Applications range from the design of large space antennas to interior noise control. A typical problem, for example, seeks the optimal locations for vibration-damping devices on a large space structure and is expressed as a mixed/integer linear programming problem with more than 1500 design variables.

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

NASA Astrophysics Data System (ADS)

Xu, Jingyan; Noo, Frédéric

2017-09-01

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

A sensitivity equation approach to shape optimization in fluid flows

NASA Technical Reports Server (NTRS)

Borggaard, Jeff; Burns, John

1994-01-01

A sensitivity equation method to shape optimization problems is applied. An algorithm is developed and tested on a problem of designing optimal forebody simulators for a 2D, inviscid supersonic flow. The algorithm uses a BFGS/Trust Region optimization scheme with sensitivities computed by numerically approximating the linear partial differential equations that determine the flow sensitivities. Numerical examples are presented to illustrate the method.

Generalized massive optimal data compression

NASA Astrophysics Data System (ADS)

Alsing, Justin; Wandelt, Benjamin

2018-05-01

In this paper, we provide a general procedure for optimally compressing N data down to n summary statistics, where n is equal to the number of parameters of interest. We show that compression to the score function - the gradient of the log-likelihood with respect to the parameters - yields n compressed statistics that are optimal in the sense that they preserve the Fisher information content of the data. Our method generalizes earlier work on linear Karhunen-Loéve compression for Gaussian data whilst recovering both lossless linear compression and quadratic estimation as special cases when they are optimal. We give a unified treatment that also includes the general non-Gaussian case as long as mild regularity conditions are satisfied, producing optimal non-linear summary statistics when appropriate. As a worked example, we derive explicitly the n optimal compressed statistics for Gaussian data in the general case where both the mean and covariance depend on the parameters.

Piecewise linear approximation for hereditary control problems

NASA Technical Reports Server (NTRS)

Propst, Georg

1987-01-01

Finite dimensional approximations are presented for linear retarded functional differential equations by use of discontinuous piecewise linear functions. The approximation scheme is applied to optimal control problems when a quadratic cost integral has to be minimized subject to the controlled retarded system. It is shown that the approximate optimal feedback operators converge to the true ones both in case the cost integral ranges over a finite time interval as well as in the case it ranges over an infinite time interval. The arguments in the latter case rely on the fact that the piecewise linear approximations to stable systems are stable in a uniform sense. This feature is established using a vector-component stability criterion in the state space R(n) x L(2) and the favorable eigenvalue behavior of the piecewise linear approximations.

Linear antenna array optimization using flower pollination algorithm.

PubMed

Saxena, Prerna; Kothari, Ashwin

2016-01-01

Flower pollination algorithm (FPA) is a new nature-inspired evolutionary algorithm used to solve multi-objective optimization problems. The aim of this paper is to introduce FPA to the electromagnetics and antenna community for the optimization of linear antenna arrays. FPA is applied for the first time to linear array so as to obtain optimized antenna positions in order to achieve an array pattern with minimum side lobe level along with placement of deep nulls in desired directions. Various design examples are presented that illustrate the use of FPA for linear antenna array optimization, and subsequently the results are validated by benchmarking along with results obtained using other state-of-the-art, nature-inspired evolutionary algorithms such as particle swarm optimization, ant colony optimization and cat swarm optimization. The results suggest that in most cases, FPA outperforms the other evolutionary algorithms and at times it yields a similar performance.

Bilinear Inverse Problems: Theory, Algorithms, and Applications

NASA Astrophysics Data System (ADS)

Ling, Shuyang

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

Hessian Schatten-norm regularization for linear inverse problems.

PubMed

Lefkimmiatis, Stamatios; Ward, John Paul; Unser, Michael

2013-05-01

We introduce a novel family of invariant, convex, and non-quadratic functionals that we employ to derive regularized solutions of ill-posed linear inverse imaging problems. The proposed regularizers involve the Schatten norms of the Hessian matrix, which are computed at every pixel of the image. They can be viewed as second-order extensions of the popular total-variation (TV) semi-norm since they satisfy the same invariance properties. Meanwhile, by taking advantage of second-order derivatives, they avoid the staircase effect, a common artifact of TV-based reconstructions, and perform well for a wide range of applications. To solve the corresponding optimization problems, we propose an algorithm that is based on a primal-dual formulation. A fundamental ingredient of this algorithm is the projection of matrices onto Schatten norm balls of arbitrary radius. This operation is performed efficiently based on a direct link we provide between vector projections onto lq norm balls and matrix projections onto Schatten norm balls. Finally, we demonstrate the effectiveness of the proposed methods through experimental results on several inverse imaging problems with real and simulated data.

Genetic Algorithm Tuned Fuzzy Logic for Gliding Return Trajectories

NASA Technical Reports Server (NTRS)

Burchett, Bradley T.

2003-01-01

The problem of designing and flying a trajectory for successful recovery of a reusable launch vehicle is tackled using fuzzy logic control with genetic algorithm optimization. The plant is approximated by a simplified three degree of freedom non-linear model. A baseline trajectory design and guidance algorithm consisting of several Mamdani type fuzzy controllers is tuned using a simple genetic algorithm. Preliminary results show that the performance of the overall system is shown to improve with genetic algorithm tuning.

A further step toward an optimal ensemble of classifiers for peptide classification, a case study: HIV protease.

PubMed

Nanni, Loris; Lumini, Alessandra

2009-01-01

The focuses of this work are: to propose a novel method for building an ensemble of classifiers for peptide classification based on substitution matrices; to show the importance to select a proper set of the parameters of the classifiers that build the ensemble of learning systems. The HIV-1 protease cleavage site prediction problem is here studied. The results obtained by a blind testing protocol are reported, the comparison with other state-of-the-art approaches, based on ensemble of classifiers, allows to quantify the performance improvement obtained by the systems proposed in this paper. The simulation based on experimentally determined protease cleavage data has demonstrated the success of these new ensemble algorithms. Particularly interesting it is to note that also if the HIV-1 protease cleavage site prediction problem is considered linearly separable we obtain the best performance using an ensemble of non-linear classifiers.

Discrete-time Markovian-jump linear quadratic optimal control

NASA Technical Reports Server (NTRS)

Chizeck, H. J.; Willsky, A. S.; Castanon, D.

1986-01-01

This paper is concerned with the optimal control of discrete-time linear systems that possess randomly jumping parameters described by finite-state Markov processes. For problems having quadratic costs and perfect observations, the optimal control laws and expected costs-to-go can be precomputed from a set of coupled Riccati-like matrix difference equations. Necessary and sufficient conditions are derived for the existence of optimal constant control laws which stabilize the controlled system as the time horizon becomes infinite, with finite optimal expected cost.

System design optimization for a Mars-roving vehicle and perturbed-optimal solutions in nonlinear programming

NASA Technical Reports Server (NTRS)

Pavarini, C.

1974-01-01

Work in two somewhat distinct areas is presented. First, the optimal system design problem for a Mars-roving vehicle is attacked by creating static system models and a system evaluation function and optimizing via nonlinear programming techniques. The second area concerns the problem of perturbed-optimal solutions. Given an initial perturbation in an element of the solution to a nonlinear programming problem, a linear method is determined to approximate the optimal readjustments of the other elements of the solution. Then, the sensitivity of the Mars rover designs is described by application of this method.

Optimal preview control for a linear continuous-time stochastic control system in finite-time horizon

NASA Astrophysics Data System (ADS)

Wu, Jiang; Liao, Fucheng; Tomizuka, Masayoshi

2017-01-01

This paper discusses the design of the optimal preview controller for a linear continuous-time stochastic control system in finite-time horizon, using the method of augmented error system. First, an assistant system is introduced for state shifting. Then, in order to overcome the difficulty of the state equation of the stochastic control system being unable to be differentiated because of Brownian motion, the integrator is introduced. Thus, the augmented error system which contains the integrator vector, control input, reference signal, error vector and state of the system is reconstructed. This leads to the tracking problem of the optimal preview control of the linear stochastic control system being transformed into the optimal output tracking problem of the augmented error system. With the method of dynamic programming in the theory of stochastic control, the optimal controller with previewable signals of the augmented error system being equal to the controller of the original system is obtained. Finally, numerical simulations show the effectiveness of the controller.

On the Performance of Linear Decreasing Inertia Weight Particle Swarm Optimization for Global Optimization

PubMed Central

Arasomwan, Martins Akugbe; Adewumi, Aderemi Oluyinka

2013-01-01

Linear decreasing inertia weight (LDIW) strategy was introduced to improve on the performance of the original particle swarm optimization (PSO). However, linear decreasing inertia weight PSO (LDIW-PSO) algorithm is known to have the shortcoming of premature convergence in solving complex (multipeak) optimization problems due to lack of enough momentum for particles to do exploitation as the algorithm approaches its terminal point. Researchers have tried to address this shortcoming by modifying LDIW-PSO or proposing new PSO variants. Some of these variants have been claimed to outperform LDIW-PSO. The major goal of this paper is to experimentally establish the fact that LDIW-PSO is very much efficient if its parameters are properly set. First, an experiment was conducted to acquire a percentage value of the search space limits to compute the particle velocity limits in LDIW-PSO based on commonly used benchmark global optimization problems. Second, using the experimentally obtained values, five well-known benchmark optimization problems were used to show the outstanding performance of LDIW-PSO over some of its competitors which have in the past claimed superiority over it. Two other recent PSO variants with different inertia weight strategies were also compared with LDIW-PSO with the latter outperforming both in the simulation experiments conducted. PMID:24324383

Neighboring extremals of dynamic optimization problems with path equality constraints

NASA Technical Reports Server (NTRS)

Lee, A. Y.

1988-01-01

Neighboring extremals of dynamic optimization problems with path equality constraints and with an unknown parameter vector are considered in this paper. With some simplifications, the problem is reduced to solving a linear, time-varying two-point boundary-value problem with integral path equality constraints. A modified backward sweep method is used to solve this problem. Two example problems are solved to illustrate the validity and usefulness of the solution technique.

Model-Based Battery Management Systems: From Theory to Practice

NASA Astrophysics Data System (ADS)

Pathak, Manan

Lithium-ion batteries are now extensively being used as the primary storage source. Capacity and power fade, and slow recharging times are key issues that restrict its use in many applications. Battery management systems are critical to address these issues, along with ensuring its safety. This dissertation focuses on exploring various control strategies using detailed physics-based electrochemical models developed previously for lithium-ion batteries, which could be used in advanced battery management systems. Optimal charging profiles for minimizing capacity fade based on SEI-layer formation are derived and the benefits of using such control strategies are shown by experimentally testing them on a 16 Ah NMC-based pouch cell. This dissertation also explores different time-discretization strategies for non-linear models, which gives an improved order of convergence for optimal control problems. Lastly, this dissertation also explores a physics-based model for predicting the linear impedance of a battery, and develops a freeware that is extremely robust and computationally fast. Such a code could be used for estimating transport, kinetic and material properties of the battery based on the linear impedance spectra.

A predictive machine learning approach for microstructure optimization and materials design

NASA Astrophysics Data System (ADS)

Liu, Ruoqian; Kumar, Abhishek; Chen, Zhengzhang; Agrawal, Ankit; Sundararaghavan, Veera; Choudhary, Alok

2015-06-01

This paper addresses an important materials engineering question: How can one identify the complete space (or as much of it as possible) of microstructures that are theoretically predicted to yield the desired combination of properties demanded by a selected application? We present a problem involving design of magnetoelastic Fe-Ga alloy microstructure for enhanced elastic, plastic and magnetostrictive properties. While theoretical models for computing properties given the microstructure are known for this alloy, inversion of these relationships to obtain microstructures that lead to desired properties is challenging, primarily due to the high dimensionality of microstructure space, multi-objective design requirement and non-uniqueness of solutions. These challenges render traditional search-based optimization methods incompetent in terms of both searching efficiency and result optimality. In this paper, a route to address these challenges using a machine learning methodology is proposed. A systematic framework consisting of random data generation, feature selection and classification algorithms is developed. Experiments with five design problems that involve identification of microstructures that satisfy both linear and nonlinear property constraints show that our framework outperforms traditional optimization methods with the average running time reduced by as much as 80% and with optimality that would not be achieved otherwise.

The Optimal Location of GEODSS Sensors in Canada

DTIC Science & Technology

1991-02-01

nteractive procedures for solving multiobjective transportation problems. A transportation problem is a classical linear programming problem where a...product must be transported from each of m sources to any of n destinations such that one or more objectives are optimized (36:96). The first algorithm...0, k - 1,...,L where z, is the fth element of zk The function z’(x) can now be optimized using any efficient, single-objectivc transportation

A generalized interval fuzzy mixed integer programming model for a multimodal transportation problem under uncertainty

NASA Astrophysics Data System (ADS)

Tian, Wenli; Cao, Chengxuan

2017-03-01

A generalized interval fuzzy mixed integer programming model is proposed for the multimodal freight transportation problem under uncertainty, in which the optimal mode of transport and the optimal amount of each type of freight transported through each path need to be decided. For practical purposes, three mathematical methods, i.e. the interval ranking method, fuzzy linear programming method and linear weighted summation method, are applied to obtain equivalents of constraints and parameters, and then a fuzzy expected value model is presented. A heuristic algorithm based on a greedy criterion and the linear relaxation algorithm are designed to solve the model.

Variationally consistent discretization schemes and numerical algorithms for contact problems

NASA Astrophysics Data System (ADS)

Wohlmuth, Barbara

We consider variationally consistent discretization schemes for mechanical contact problems. Most of the results can also be applied to other variational inequalities, such as those for phase transition problems in porous media, for plasticity or for option pricing applications from finance. The starting point is to weakly incorporate the constraint into the setting and to reformulate the inequality in the displacement in terms of a saddle-point problem. Here, the Lagrange multiplier represents the surface forces, and the constraints are restricted to the boundary of the simulation domain. Having a uniform inf-sup bound, one can then establish optimal low-order a priori convergence rates for the discretization error in the primal and dual variables. In addition to the abstract framework of linear saddle-point theory, complementarity terms have to be taken into account. The resulting inequality system is solved by rewriting it equivalently by means of the non-linear complementarity function as a system of equations. Although it is not differentiable in the classical sense, semi-smooth Newton methods, yielding super-linear convergence rates, can be applied and easily implemented in terms of a primal-dual active set strategy. Quite often the solution of contact problems has a low regularity, and the efficiency of the approach can be improved by using adaptive refinement techniques. Different standard types, such as residual- and equilibrated-based a posteriori error estimators, can be designed based on the interpretation of the dual variable as Neumann boundary condition. For the fully dynamic setting it is of interest to apply energy-preserving time-integration schemes. However, the differential algebraic character of the system can result in high oscillations if standard methods are applied. A possible remedy is to modify the fully discretized system by a local redistribution of the mass. Numerical results in two and three dimensions illustrate the wide range of possible applications and show the performance of the space discretization scheme, non-linear solver, adaptive refinement process and time integration.

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.

Approximate optimal guidance for the advanced launch system

NASA Technical Reports Server (NTRS)

Feeley, T. S.; Speyer, J. L.

1993-01-01

A real-time guidance scheme for the problem of maximizing the payload into orbit subject to the equations of motion for a rocket over a spherical, non-rotating earth is presented. An approximate optimal launch guidance law is developed based upon an asymptotic expansion of the Hamilton - Jacobi - Bellman or dynamic programming equation. The expansion is performed in terms of a small parameter, which is used to separate the dynamics of the problem into primary and perturbation dynamics. For the zeroth-order problem the small parameter is set to zero and a closed-form solution to the zeroth-order expansion term of Hamilton - Jacobi - Bellman equation is obtained. Higher-order terms of the expansion include the effects of the neglected perturbation dynamics. These higher-order terms are determined from the solution of first-order linear partial differential equations requiring only the evaluation of quadratures. This technique is preferred as a real-time, on-line guidance scheme to alternative numerical iterative optimization schemes because of the unreliable convergence properties of these iterative guidance schemes and because the quadratures needed for the approximate optimal guidance law can be performed rapidly and by parallel processing. Even if the approximate solution is not nearly optimal, when using this technique the zeroth-order solution always provides a path which satisfies the terminal constraints. Results for two-degree-of-freedom simulations are presented for the simplified problem of flight in the equatorial plane and compared to the guidance scheme generated by the shooting method which is an iterative second-order technique.

Solution of the Generalized Noah's Ark Problem.

PubMed

Billionnet, Alain

2013-01-01

The phylogenetic diversity (PD) of a set of species is a measure of the evolutionary distance among the species in the collection, based on a phylogenetic tree. Such a tree is composed of a root, internal nodes, and leaves that correspond to the set of taxa under study. With each edge of the tree is associated a non-negative branch length (evolutionary distance). If a particular survival probability is associated with each taxon, the PD measure becomes the expected PD measure. In the Noah's Ark Problem (NAP) introduced by Weitzman (1998), these survival probabilities can be increased at some cost. The problem is to determine how best to allocate a limited amount of resources to maximize the expected PD of the considered species. It is easy to formulate the NAP as a (difficult) nonlinear 0-1 programming problem. The aim of this article is to show that a general version of the NAP (GNAP) can be solved simply and efficiently with any set of edge weights and any set of survival probabilities by using standard mixed-integer linear programming software. The crucial point to move from a nonlinear program in binary variables to a mixed-integer linear program, is to approximate the logarithmic function by the lower envelope of a set of tangents to the curve. Solving the obtained mixed-integer linear program provides not only a near-optimal solution but also an upper bound on the value of the optimal solution. We also applied this approach to a generalization of the nature reserve problem (GNRP) that consists of selecting a set of regions to be conserved so that the expected PD of the set of species present in these regions is maximized. In this case, the survival probabilities of different taxa are not independent of each other. Computational results are presented to illustrate potentialities of the approach. Near-optimal solutions with hypothetical phylogenetic trees comprising about 4000 taxa are obtained in a few seconds or minutes of computing time for the GNAP, and in about 30 min for the GNRP. In all the cases the average guarantee varies from 0% to 1.20%.

A Review of High-Order and Optimized Finite-Difference Methods for Simulating Linear Wave Phenomena

NASA Technical Reports Server (NTRS)

Zingg, David W.

1996-01-01

This paper presents a review of high-order and optimized finite-difference methods for numerically simulating the propagation and scattering of linear waves, such as electromagnetic, acoustic, or elastic waves. The spatial operators reviewed include compact schemes, non-compact schemes, schemes on staggered grids, and schemes which are optimized to produce specific characteristics. The time-marching methods discussed include Runge-Kutta methods, Adams-Bashforth methods, and the leapfrog method. In addition, the following fourth-order fully-discrete finite-difference methods are considered: a one-step implicit scheme with a three-point spatial stencil, a one-step explicit scheme with a five-point spatial stencil, and a two-step explicit scheme with a five-point spatial stencil. For each method studied, the number of grid points per wavelength required for accurate simulation of wave propagation over large distances is presented. Recommendations are made with respect to the suitability of the methods for specific problems and practical aspects of their use, such as appropriate Courant numbers and grid densities. Avenues for future research are suggested.

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.

A Direct Method for Fuel Optimal Maneuvers of Distributed Spacecraft in Multiple Flight Regimes

NASA Technical Reports Server (NTRS)

Hughes, Steven P.; Cooley, D. S.; Guzman, Jose J.

2005-01-01

We present a method to solve the impulsive minimum fuel maneuver problem for a distributed set of spacecraft. We develop the method assuming a non-linear dynamics model and parameterize the problem to allow the method to be applicable to multiple flight regimes including low-Earth orbits, highly-elliptic orbits (HEO), Lagrange point orbits, and interplanetary trajectories. Furthermore, the approach is not limited by the inter-spacecraft separation distances and is applicable to both small formations as well as large constellations. Semianalytical derivatives are derived for the changes in the total AV with respect to changes in the independent variables. We also apply a set of constraints to ensure that the fuel expenditure is equalized over the spacecraft in formation. We conclude with several examples and present optimal maneuver sequences for both a HE0 and libration point formation.

An improved CS-LSSVM algorithm-based fault pattern recognition of ship power equipments.

PubMed

Yang, Yifei; Tan, Minjia; Dai, Yuewei

2017-01-01

A ship power equipments' fault monitoring signal usually provides few samples and the data's feature is non-linear in practical situation. This paper adopts the method of the least squares support vector machine (LSSVM) to deal with the problem of fault pattern identification in the case of small sample data. Meanwhile, in order to avoid involving a local extremum and poor convergence precision which are induced by optimizing the kernel function parameter and penalty factor of LSSVM, an improved Cuckoo Search (CS) algorithm is proposed for the purpose of parameter optimization. Based on the dynamic adaptive strategy, the newly proposed algorithm improves the recognition probability and the searching step length, which can effectively solve the problems of slow searching speed and low calculation accuracy of the CS algorithm. A benchmark example demonstrates that the CS-LSSVM algorithm can accurately and effectively identify the fault pattern types of ship power equipments.

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.

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

NASA Astrophysics Data System (ADS)

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

2017-11-01

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

The optimal location of piezoelectric actuators and sensors for vibration control of plates

NASA Astrophysics Data System (ADS)

Kumar, K. Ramesh; Narayanan, S.

2007-12-01

This paper considers the optimal placement of collocated piezoelectric actuator-sensor pairs on a thin plate using a model-based linear quadratic regulator (LQR) controller. LQR performance is taken as objective for finding the optimal location of sensor-actuator pairs. The problem is formulated using the finite element method (FEM) as multi-input-multi-output (MIMO) model control. The discrete optimal sensor and actuator location problem is formulated in the framework of a zero-one optimization problem. A genetic algorithm (GA) is used to solve the zero-one optimization problem. Different classical control strategies like direct proportional feedback, constant-gain negative velocity feedback and the LQR optimal control scheme are applied to study the control effectiveness.

Robust L1-norm two-dimensional linear discriminant analysis.

PubMed

Li, Chun-Na; Shao, Yuan-Hai; Deng, Nai-Yang

2015-05-01

In this paper, we propose an L1-norm two-dimensional linear discriminant analysis (L1-2DLDA) with robust performance. Different from the conventional two-dimensional linear discriminant analysis with L2-norm (L2-2DLDA), where the optimization problem is transferred to a generalized eigenvalue problem, the optimization problem in our L1-2DLDA is solved by a simple justifiable iterative technique, and its convergence is guaranteed. Compared with L2-2DLDA, our L1-2DLDA is more robust to outliers and noises since the L1-norm is used. This is supported by our preliminary experiments on toy example and face datasets, which show the improvement of our L1-2DLDA over L2-2DLDA. Copyright © 2015 Elsevier Ltd. All rights reserved.

Rate Adaptive Based Resource Allocation with Proportional Fairness Constraints in OFDMA Systems

PubMed Central

Yin, Zhendong; Zhuang, Shufeng; Wu, Zhilu; Ma, Bo

2015-01-01

Orthogonal frequency division multiple access (OFDMA), which is widely used in the wireless sensor networks, allows different users to obtain different subcarriers according to their subchannel gains. Therefore, how to assign subcarriers and power to different users to achieve a high system sum rate is an important research area in OFDMA systems. In this paper, the focus of study is on the rate adaptive (RA) based resource allocation with proportional fairness constraints. Since the resource allocation is a NP-hard and non-convex optimization problem, a new efficient resource allocation algorithm ACO-SPA is proposed, which combines ant colony optimization (ACO) and suboptimal power allocation (SPA). To reduce the computational complexity, the optimization problem of resource allocation in OFDMA systems is separated into two steps. For the first one, the ant colony optimization algorithm is performed to solve the subcarrier allocation. Then, the suboptimal power allocation algorithm is developed with strict proportional fairness, and the algorithm is based on the principle that the sums of power and the reciprocal of channel-to-noise ratio for each user in different subchannels are equal. To support it, plenty of simulation results are presented. In contrast with root-finding and linear methods, the proposed method provides better performance in solving the proportional resource allocation problem in OFDMA systems. PMID:26426016

Optimal control of LQR for discrete time-varying systems with input delays

NASA Astrophysics Data System (ADS)

Yin, Yue-Zhu; Yang, Zhong-Lian; Yin, Zhi-Xiang; Xu, Feng

2018-04-01

In this work, we consider the optimal control problem of linear quadratic regulation for discrete time-variant systems with single input and multiple input delays. An innovative and simple method to derive the optimal controller is given. The studied problem is first equivalently converted into a problem subject to a constraint condition. Last, with the established duality, the problem is transformed into a static mathematical optimisation problem without input delays. The optimal control input solution to minimise performance index function is derived by solving this optimisation problem with two methods. A numerical simulation example is carried out and its results show that our two approaches are both feasible and very effective.

Genetic programming over context-free languages with linear constraints for the knapsack problem: first results.

PubMed

Bruhn, Peter; Geyer-Schulz, Andreas

2002-01-01

In this paper, we introduce genetic programming over context-free languages with linear constraints for combinatorial optimization, apply this method to several variants of the multidimensional knapsack problem, and discuss its performance relative to Michalewicz's genetic algorithm with penalty functions. With respect to Michalewicz's approach, we demonstrate that genetic programming over context-free languages with linear constraints improves convergence. A final result is that genetic programming over context-free languages with linear constraints is ideally suited to modeling complementarities between items in a knapsack problem: The more complementarities in the problem, the stronger the performance in comparison to its competitors.

Planning Under Uncertainty: Methods and Applications

DTIC Science & Technology

2010-06-09

begun research into fundamental algorithms for optimization and re?optimization of continuous optimization problems (such as linear and quadratic... algorithm yields a 14.3% improvement over the original design while saving 68.2 % of the simulation evaluations compared to standard sample-path...They provide tools for building and justifying computational algorithms for such problems. Year. 2010 Month: 03 Final Research under this grant

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

Gearhart, Jared Lee; Adair, Kristin Lynn; Durfee, Justin David.

When developing linear programming models, issues such as budget limitations, customer requirements, or licensing may preclude the use of commercial linear programming solvers. In such cases, one option is to use an open-source linear programming solver. A survey of linear programming tools was conducted to identify potential open-source solvers. From this survey, four open-source solvers were tested using a collection of linear programming test problems and the results were compared to IBM ILOG CPLEX Optimizer (CPLEX) [1], an industry standard. The solvers considered were: COIN-OR Linear Programming (CLP) [2], [3], GNU Linear Programming Kit (GLPK) [4], lp_solve [5] and Modularmore » In-core Nonlinear Optimization System (MINOS) [6]. As no open-source solver outperforms CPLEX, this study demonstrates the power of commercial linear programming software. CLP was found to be the top performing open-source solver considered in terms of capability and speed. GLPK also performed well but cannot match the speed of CLP or CPLEX. lp_solve and MINOS were considerably slower and encountered issues when solving several test problems.« less

Relevance of Linear Stability Results to Enhanced Oil Recovery

NASA Astrophysics Data System (ADS)

Ding, Xueru; Daripa, Prabir

2012-11-01

How relevant can the results based on linear stability theory for any problem for that matter be to full scale simulation results? Put it differently, is the optimal design of a system based on linear stability results is optimal or even near optimal for the complex nonlinear system with certain objectives of interest in mind? We will address these issues in the context of enhanced oil recovery by chemical flooding. This will be based on an ongoing work. Supported by Qatar National Research Fund (a member of the Qatar Foundation).

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.

A Multiple Period Problem in Distributed Energy Management Systems Considering CO2 Emissions

NASA Astrophysics Data System (ADS)

Muroda, Yuki; Miyamoto, Toshiyuki; Mori, Kazuyuki; Kitamura, Shoichi; Yamamoto, Takaya

Consider a special district (group) which is composed of multiple companies (agents), and where each agent responds to an energy demand and has a CO2 emission allowance imposed. A distributed energy management system (DEMS) optimizes energy consumption of a group through energy trading in the group. In this paper, we extended the energy distribution decision and optimal planning problem in DEMSs from a single period problem to a multiple periods one. The extension enabled us to consider more realistic constraints such as demand patterns, the start-up cost, and minimum running/outage times of equipment. At first, we extended the market-oriented programming (MOP) method for deciding energy distribution to the multiple periods problem. The bidding strategy of each agent is formulated by a 0-1 mixed non-linear programming problem. Secondly, we proposed decomposing the problem into a set of single period problems in order to solve it faster. In order to decompose the problem, we proposed a CO2 emission allowance distribution method, called an EP method. We confirmed that the proposed method was able to produce solutions whose group costs were close to lower-bound group costs by computational experiments. In addition, we verified that reduction in computational time was achieved without losing the quality of solutions by using the EP method.

Feasibility of Decentralized Linear-Quadratic-Gaussian Control of Autonomous Distributed Spacecraft

NASA Technical Reports Server (NTRS)

Carpenter, J. Russell

1999-01-01

A distributed satellite formation, modeled as an arbitrary number of fully connected nodes in a network, could be controlled using a decentralized controller framework that distributes operations in parallel over the network. For such problems, a solution that minimizes data transmission requirements, in the context of linear-quadratic-Gaussian (LQG) control theory, was given by Speyer. This approach is advantageous because it is non-hierarchical, detected failures gracefully degrade system performance, fewer local computations are required than for a centralized controller, and it is optimal with respect to the standard LQG cost function. Disadvantages of the approach are the need for a fully connected communications network, the total operations performed over all the nodes are greater than for a centralized controller, and the approach is formulated for linear time-invariant systems. To investigate the feasibility of the decentralized approach to satellite formation flying, a simple centralized LQG design for a spacecraft orbit control problem is adapted to the decentralized framework. The simple design uses a fixed reference trajectory (an equatorial, Keplerian, circular orbit), and by appropriate choice of coordinates and measurements is formulated as a linear time-invariant system.

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

SLC: The End Game

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

Raimondi, Pantaleo

The design of the Stanford Linear Collider (SLC) called for a beam intensity far beyond what was practically achievable. This was due to intrinsic limitations in many subsystems and to a lack of understanding of the new physics of linear colliders. Real progress in improving the SLC performance came from precision, non-invasive diagnostics to measure and monitor the beams and from new techniques to control the emittance dilution and optimize the beams. A major contribution to the success of the last 1997-98 SLC run came from several innovative ideas for improving the performance of the Final Focus (FF). This papermore » describes some of the problems encountered and techniques used to overcome them. Building on the SLC experience, we will also present a new approach to the FF design for future high energy linear colliders.« less

Insight into efficient image registration techniques and the demons algorithm.

PubMed

Vercauteren, Tom; Pennec, Xavier; Malis, Ezio; Perchant, Aymeric; Ayache, Nicholas

2007-01-01

As image registration becomes more and more central to many biomedical imaging applications, the efficiency of the algorithms becomes a key issue. Image registration is classically performed by optimizing a similarity criterion over a given spatial transformation space. Even if this problem is considered as almost solved for linear registration, we show in this paper that some tools that have recently been developed in the field of vision-based robot control can outperform classical solutions. The adequacy of these tools for linear image registration leads us to revisit non-linear registration and allows us to provide interesting theoretical roots to the different variants of Thirion's demons algorithm. This analysis predicts a theoretical advantage to the symmetric forces variant of the demons algorithm. We show that, on controlled experiments, this advantage is confirmed, and yields a faster convergence.

Optimization of light quality from color mixing light-emitting diode systems for general lighting

NASA Astrophysics Data System (ADS)

Thorseth, Anders

2012-03-01

Given the problem of metamerisms inherent in color mixing in light-emitting diode (LED) systems with more than three distinct colors, a method for optimizing the spectral output of multicolor LED system with regards to standardized light quality parameters has been developed. The composite spectral power distribution from the LEDs are simulated using spectral radiometric measurements of single commercially available LEDs for varying input power, to account for the efficiency droop and other non-linear effects in electrical power vs. light output. The method uses electrical input powers as input parameters in a randomized steepest decent optimization. The resulting spectral power distributions are evaluated with regard to the light quality using the standard characteristics: CIE color rendering index, correlated color temperature and chromaticity distance. The results indicate Pareto optimal boundaries for each system, mapping the capabilities of the simulated lighting systems with regard to the light quality characteristics.

Dynamic ADMM for Real-Time Optimal Power Flow: Preprint

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

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

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

Aerospace Applications of Integer and Combinatorial Optimization

NASA Technical Reports Server (NTRS)

Padula, S. L.; Kincaid, R. K.

1995-01-01

Research supported by NASA Langley Research Center includes many applications of aerospace design optimization and is conducted by teams of applied mathematicians and aerospace engineers. This paper investigates the benefits from this combined expertise in formulating and solving integer and combinatorial optimization problems. Applications range from the design of large space antennas to interior noise control. A typical problem, for example, seeks the optimal locations for vibration-damping devices on an orbiting platform and is expressed as a mixed/integer linear programming problem with more than 1500 design variables.

Aerospace applications on integer and combinatorial optimization

NASA Technical Reports Server (NTRS)

Padula, S. L.; Kincaid, R. K.

1995-01-01

Research supported by NASA Langley Research Center includes many applications of aerospace design optimization and is conducted by teams of applied mathematicians and aerospace engineers. This paper investigates the benefits from this combined expertise in formulating and solving integer and combinatorial optimization problems. Applications range from the design of large space antennas to interior noise control. A typical problem. for example, seeks the optimal locations for vibration-damping devices on an orbiting platform and is expressed as a mixed/integer linear programming problem with more than 1500 design variables.

Mixed linear-non-linear inversion of crustal deformation data: Bayesian inference of model, weighting and regularization parameters

NASA Astrophysics Data System (ADS)

Fukuda, Jun'ichi; Johnson, Kaj M.

2010-06-01

We present a unified theoretical framework and solution method for probabilistic, Bayesian inversions of crustal deformation data. The inversions involve multiple data sets with unknown relative weights, model parameters that are related linearly or non-linearly through theoretic models to observations, prior information on model parameters and regularization priors to stabilize underdetermined problems. To efficiently handle non-linear inversions in which some of the model parameters are linearly related to the observations, this method combines both analytical least-squares solutions and a Monte Carlo sampling technique. In this method, model parameters that are linearly and non-linearly related to observations, relative weights of multiple data sets and relative weights of prior information and regularization priors are determined in a unified Bayesian framework. In this paper, we define the mixed linear-non-linear inverse problem, outline the theoretical basis for the method, provide a step-by-step algorithm for the inversion, validate the inversion method using synthetic data and apply the method to two real data sets. We apply the method to inversions of multiple geodetic data sets with unknown relative data weights for interseismic fault slip and locking depth. We also apply the method to the problem of estimating the spatial distribution of coseismic slip on faults with unknown fault geometry, relative data weights and smoothing regularization weight.

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

PubMed

Zheng, Wenming; Lin, Zhouchen; Wang, Haixian

2014-04-01

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

Optimal control of information epidemics modeled as Maki Thompson rumors

NASA Astrophysics Data System (ADS)

Kandhway, Kundan; Kuri, Joy

2014-12-01

We model the spread of information in a homogeneously mixed population using the Maki Thompson rumor model. We formulate an optimal control problem, from the perspective of single campaigner, to maximize the spread of information when the campaign budget is fixed. Control signals, such as advertising in the mass media, attempt to convert ignorants and stiflers into spreaders. We show the existence of a solution to the optimal control problem when the campaigning incurs non-linear costs under the isoperimetric budget constraint. The solution employs Pontryagin's Minimum Principle and a modified version of forward backward sweep technique for numerical computation to accommodate the isoperimetric budget constraint. The techniques developed in this paper are general and can be applied to similar optimal control problems in other areas. We have allowed the spreading rate of the information epidemic to vary over the campaign duration to model practical situations when the interest level of the population in the subject of the campaign changes with time. The shape of the optimal control signal is studied for different model parameters and spreading rate profiles. We have also studied the variation of the optimal campaigning costs with respect to various model parameters. Results indicate that, for some model parameters, significant improvements can be achieved by the optimal strategy compared to the static control strategy. The static strategy respects the same budget constraint as the optimal strategy and has a constant value throughout the campaign horizon. This work finds application in election and social awareness campaigns, product advertising, movie promotion and crowdfunding campaigns.

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

PubMed

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

2016-01-01

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

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

PubMed Central

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

2016-01-01

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

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.

A Factorization Approach to the Linear Regulator Quadratic Cost Problem

NASA Technical Reports Server (NTRS)

Milman, M. H.

1985-01-01

A factorization approach to the linear regulator quadratic cost problem is developed. This approach makes some new connections between optimal control, factorization, Riccati equations and certain Wiener-Hopf operator equations. Applications of the theory to systems describable by evolution equations in Hilbert space and differential delay equations in Euclidean space are presented.

Artificial immune system for effective properties optimization of magnetoelectric composites

NASA Astrophysics Data System (ADS)

Poteralski, Arkadiusz; Dziatkiewicz, Grzegorz

2018-01-01

The optimization problem of the effective properties for magnetoelectric composites is considered. The effective properties are determined by the semi-analytical Mori-Tanaka approach. The generalized Eshelby tensor components are calculated numerically by using the Gauss quadrature method for the integral representation of the inclusion problem. The linear magnetoelectric constitutive equation is used. The effect of orientation of the electromagnetic materials components is taken into account. The optimization problem of the design is formulated and the artificial immune system is applied to solve it.

STRONG ORACLE OPTIMALITY OF FOLDED CONCAVE PENALIZED ESTIMATION.

PubMed

Fan, Jianqing; Xue, Lingzhou; Zou, Hui

2014-06-01

Folded concave penalization methods have been shown to enjoy the strong oracle property for high-dimensional sparse estimation. However, a folded concave penalization problem usually has multiple local solutions and the oracle property is established only for one of the unknown local solutions. A challenging fundamental issue still remains that it is not clear whether the local optimum computed by a given optimization algorithm possesses those nice theoretical properties. To close this important theoretical gap in over a decade, we provide a unified theory to show explicitly how to obtain the oracle solution via the local linear approximation algorithm. For a folded concave penalized estimation problem, we show that as long as the problem is localizable and the oracle estimator is well behaved, we can obtain the oracle estimator by using the one-step local linear approximation. In addition, once the oracle estimator is obtained, the local linear approximation algorithm converges, namely it produces the same estimator in the next iteration. The general theory is demonstrated by using four classical sparse estimation problems, i.e., sparse linear regression, sparse logistic regression, sparse precision matrix estimation and sparse quantile regression.

STRONG ORACLE OPTIMALITY OF FOLDED CONCAVE PENALIZED ESTIMATION

PubMed Central

Fan, Jianqing; Xue, Lingzhou; Zou, Hui

2014-01-01

Folded concave penalization methods have been shown to enjoy the strong oracle property for high-dimensional sparse estimation. However, a folded concave penalization problem usually has multiple local solutions and the oracle property is established only for one of the unknown local solutions. A challenging fundamental issue still remains that it is not clear whether the local optimum computed by a given optimization algorithm possesses those nice theoretical properties. To close this important theoretical gap in over a decade, we provide a unified theory to show explicitly how to obtain the oracle solution via the local linear approximation algorithm. For a folded concave penalized estimation problem, we show that as long as the problem is localizable and the oracle estimator is well behaved, we can obtain the oracle estimator by using the one-step local linear approximation. In addition, once the oracle estimator is obtained, the local linear approximation algorithm converges, namely it produces the same estimator in the next iteration. The general theory is demonstrated by using four classical sparse estimation problems, i.e., sparse linear regression, sparse logistic regression, sparse precision matrix estimation and sparse quantile regression. PMID:25598560

Axioms of adaptivity

PubMed Central

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

2014-01-01

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

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

EEG feature selection method based on decision tree.

PubMed

Duan, Lijuan; Ge, Hui; Ma, Wei; Miao, Jun

2015-01-01

This paper aims to solve automated feature selection problem in brain computer interface (BCI). In order to automate feature selection process, we proposed a novel EEG feature selection method based on decision tree (DT). During the electroencephalogram (EEG) signal processing, a feature extraction method based on principle component analysis (PCA) was used, and the selection process based on decision tree was performed by searching the feature space and automatically selecting optimal features. Considering that EEG signals are a series of non-linear signals, a generalized linear classifier named support vector machine (SVM) was chosen. In order to test the validity of the proposed method, we applied the EEG feature selection method based on decision tree to BCI Competition II datasets Ia, and the experiment showed encouraging results.

The checkpoint ordering problem

PubMed Central

Hungerländer, P.

2017-01-01

Abstract We suggest a new variant of a row layout problem: Find an ordering of n departments with given lengths such that the total weighted sum of their distances to a given checkpoint is minimized. The Checkpoint Ordering Problem (COP) is both of theoretical and practical interest. It has several applications and is conceptually related to some well-studied combinatorial optimization problems, namely the Single-Row Facility Layout Problem, the Linear Ordering Problem and a variant of parallel machine scheduling. In this paper we study the complexity of the (COP) and its special cases. The general version of the (COP) with an arbitrary but fixed number of checkpoints is NP-hard in the weak sense. We propose both a dynamic programming algorithm and an integer linear programming approach for the (COP) . Our computational experiments indicate that the (COP) is hard to solve in practice. While the run time of the dynamic programming algorithm strongly depends on the length of the departments, the integer linear programming approach is able to solve instances with up to 25 departments to optimality. PMID:29170574

Probabilistic dual heuristic programming-based adaptive critic

NASA Astrophysics Data System (ADS)

Herzallah, Randa

2010-02-01

Adaptive critic (AC) methods have common roots as generalisations of dynamic programming for neural reinforcement learning approaches. Since they approximate the dynamic programming solutions, they are potentially suitable for learning in noisy, non-linear and non-stationary environments. In this study, a novel probabilistic dual heuristic programming (DHP)-based AC controller is proposed. Distinct to current approaches, the proposed probabilistic (DHP) AC method takes uncertainties of forward model and inverse controller into consideration. Therefore, it is suitable for deterministic and stochastic control problems characterised by functional uncertainty. Theoretical development of the proposed method is validated by analytically evaluating the correct value of the cost function which satisfies the Bellman equation in a linear quadratic control problem. The target value of the probabilistic critic network is then calculated and shown to be equal to the analytically derived correct value. Full derivation of the Riccati solution for this non-standard stochastic linear quadratic control problem is also provided. Moreover, the performance of the proposed probabilistic controller is demonstrated on linear and non-linear control examples.

Flow of Funds Modeling for Localized Financial Markets: An Application of Spatial Price and Allocation Activity Analysis Models.

DTIC Science & Technology

1981-01-01

on modeling the managerial aspects of the firm. The second has been the application to economic theory led by ...individual portfolio optimization problems which were embedded in a larger global optimization problem. In the global problem, portfolios were linked by market ...demand quantities or be given by linear demand relationships. As in~ the source markets , the model

Optimizing cost-efficiency in mean exposure assessment - cost functions reconsidered

PubMed Central

2011-01-01

Background Reliable exposure data is a vital concern in medical epidemiology and intervention studies. The present study addresses the needs of the medical researcher to spend monetary resources devoted to exposure assessment with an optimal cost-efficiency, i.e. obtain the best possible statistical performance at a specified budget. A few previous studies have suggested mathematical optimization procedures based on very simple cost models; this study extends the methodology to cover even non-linear cost scenarios. Methods Statistical performance, i.e. efficiency, was assessed in terms of the precision of an exposure mean value, as determined in a hierarchical, nested measurement model with three stages. Total costs were assessed using a corresponding three-stage cost model, allowing costs at each stage to vary non-linearly with the number of measurements according to a power function. Using these models, procedures for identifying the optimally cost-efficient allocation of measurements under a constrained budget were developed, and applied on 225 scenarios combining different sizes of unit costs, cost function exponents, and exposure variance components. Results Explicit mathematical rules for identifying optimal allocation could be developed when cost functions were linear, while non-linear cost functions implied that parts of or the entire optimization procedure had to be carried out using numerical methods. For many of the 225 scenarios, the optimal strategy consisted in measuring on only one occasion from each of as many subjects as allowed by the budget. Significant deviations from this principle occurred if costs for recruiting subjects were large compared to costs for setting up measurement occasions, and, at the same time, the between-subjects to within-subject variance ratio was small. In these cases, non-linearities had a profound influence on the optimal allocation and on the eventual size of the exposure data set. Conclusions The analysis procedures developed in the present study can be used for informed design of exposure assessment strategies, provided that data are available on exposure variability and the costs of collecting and processing data. The present shortage of empirical evidence on costs and appropriate cost functions however impedes general conclusions on optimal exposure measurement strategies in different epidemiologic scenarios. PMID:21600023

Optimizing cost-efficiency in mean exposure assessment--cost functions reconsidered.

PubMed

Mathiassen, Svend Erik; Bolin, Kristian

2011-05-21

Reliable exposure data is a vital concern in medical epidemiology and intervention studies. The present study addresses the needs of the medical researcher to spend monetary resources devoted to exposure assessment with an optimal cost-efficiency, i.e. obtain the best possible statistical performance at a specified budget. A few previous studies have suggested mathematical optimization procedures based on very simple cost models; this study extends the methodology to cover even non-linear cost scenarios. Statistical performance, i.e. efficiency, was assessed in terms of the precision of an exposure mean value, as determined in a hierarchical, nested measurement model with three stages. Total costs were assessed using a corresponding three-stage cost model, allowing costs at each stage to vary non-linearly with the number of measurements according to a power function. Using these models, procedures for identifying the optimally cost-efficient allocation of measurements under a constrained budget were developed, and applied on 225 scenarios combining different sizes of unit costs, cost function exponents, and exposure variance components. Explicit mathematical rules for identifying optimal allocation could be developed when cost functions were linear, while non-linear cost functions implied that parts of or the entire optimization procedure had to be carried out using numerical methods.For many of the 225 scenarios, the optimal strategy consisted in measuring on only one occasion from each of as many subjects as allowed by the budget. Significant deviations from this principle occurred if costs for recruiting subjects were large compared to costs for setting up measurement occasions, and, at the same time, the between-subjects to within-subject variance ratio was small. In these cases, non-linearities had a profound influence on the optimal allocation and on the eventual size of the exposure data set. The analysis procedures developed in the present study can be used for informed design of exposure assessment strategies, provided that data are available on exposure variability and the costs of collecting and processing data. The present shortage of empirical evidence on costs and appropriate cost functions however impedes general conclusions on optimal exposure measurement strategies in different epidemiologic scenarios.

Optimal multi-floor plant layout based on the mathematical programming and particle swarm optimization.

PubMed

Lee, Chang Jun

2015-01-01

In the fields of researches associated with plant layout optimization, the main goal is to minimize the costs of pipelines and pumping between connecting equipment under various constraints. However, what is the lacking of considerations in previous researches is to transform various heuristics or safety regulations into mathematical equations. For example, proper safety distances between equipments have to be complied for preventing dangerous accidents on a complex plant. Moreover, most researches have handled single-floor plant. However, many multi-floor plants have been constructed for the last decade. Therefore, the proper algorithm handling various regulations and multi-floor plant should be developed. In this study, the Mixed Integer Non-Linear Programming (MINLP) problem including safety distances, maintenance spaces, etc. is suggested based on mathematical equations. The objective function is a summation of pipeline and pumping costs. Also, various safety and maintenance issues are transformed into inequality or equality constraints. However, it is really hard to solve this problem due to complex nonlinear constraints. Thus, it is impossible to use conventional MINLP solvers using derivatives of equations. In this study, the Particle Swarm Optimization (PSO) technique is employed. The ethylene oxide plant is illustrated to verify the efficacy of this study.

Multicomponent pre-stack seismic waveform inversion in transversely isotropic media using a non-dominated sorting genetic algorithm

NASA Astrophysics Data System (ADS)

Padhi, Amit; Mallick, Subhashis

2014-03-01

Inversion of band- and offset-limited single component (P wave) seismic data does not provide robust estimates of subsurface elastic parameters and density. Multicomponent seismic data can, in principle, circumvent this limitation but adds to the complexity of the inversion algorithm because it requires simultaneous optimization of multiple objective functions, one for each data component. In seismology, these multiple objectives are typically handled by constructing a single objective given as a weighted sum of the objectives of individual data components and sometimes with additional regularization terms reflecting their interdependence; which is then followed by a single objective optimization. Multi-objective problems, inclusive of the multicomponent seismic inversion are however non-linear. They have non-unique solutions, known as the Pareto-optimal solutions. Therefore, casting such problems as a single objective optimization provides one out of the entire set of the Pareto-optimal solutions, which in turn, may be biased by the choice of the weights. To handle multiple objectives, it is thus appropriate to treat the objective as a vector and simultaneously optimize each of its components so that the entire Pareto-optimal set of solutions could be estimated. This paper proposes such a novel multi-objective methodology using a non-dominated sorting genetic algorithm for waveform inversion of multicomponent seismic data. The applicability of the method is demonstrated using synthetic data generated from multilayer models based on a real well log. We document that the proposed method can reliably extract subsurface elastic parameters and density from multicomponent seismic data both when the subsurface is considered isotropic and transversely isotropic with a vertical symmetry axis. We also compute approximate uncertainty values in the derived parameters. Although we restrict our inversion applications to horizontally stratified models, we outline a practical procedure of extending the method to approximately include local dips for each source-receiver offset pair. Finally, the applicability of the proposed method is not just limited to seismic inversion but it could be used to invert different data types not only requiring multiple objectives but also multiple physics to describe them.

Three-dimensional geoelectric modelling with optimal work/accuracy rate using an adaptive wavelet algorithm

NASA Astrophysics Data System (ADS)

Plattner, A.; Maurer, H. R.; Vorloeper, J.; Dahmen, W.

2010-08-01

Despite the ever-increasing power of modern computers, realistic modelling of complex 3-D earth models is still a challenging task and requires substantial computing resources. The overwhelming majority of current geophysical modelling approaches includes either finite difference or non-adaptive finite element algorithms and variants thereof. These numerical methods usually require the subsurface to be discretized with a fine mesh to accurately capture the behaviour of the physical fields. However, this may result in excessive memory consumption and computing times. A common feature of most of these algorithms is that the modelled data discretizations are independent of the model complexity, which may be wasteful when there are only minor to moderate spatial variations in the subsurface parameters. Recent developments in the theory of adaptive numerical solvers have the potential to overcome this problem. Here, we consider an adaptive wavelet-based approach that is applicable to a large range of problems, also including nonlinear problems. In comparison with earlier applications of adaptive solvers to geophysical problems we employ here a new adaptive scheme whose core ingredients arose from a rigorous analysis of the overall asymptotically optimal computational complexity, including in particular, an optimal work/accuracy rate. Our adaptive wavelet algorithm offers several attractive features: (i) for a given subsurface model, it allows the forward modelling domain to be discretized with a quasi minimal number of degrees of freedom, (ii) sparsity of the associated system matrices is guaranteed, which makes the algorithm memory efficient and (iii) the modelling accuracy scales linearly with computing time. We have implemented the adaptive wavelet algorithm for solving 3-D geoelectric problems. To test its performance, numerical experiments were conducted with a series of conductivity models exhibiting varying degrees of structural complexity. Results were compared with a non-adaptive finite element algorithm, which incorporates an unstructured mesh to best-fitting subsurface boundaries. Such algorithms represent the current state-of-the-art in geoelectric modelling. An analysis of the numerical accuracy as a function of the number of degrees of freedom revealed that the adaptive wavelet algorithm outperforms the finite element solver for simple and moderately complex models, whereas the results become comparable for models with high spatial variability of electrical conductivities. The linear dependence of the modelling error and the computing time proved to be model-independent. This feature will allow very efficient computations using large-scale models as soon as our experimental code is optimized in terms of its implementation.

Linear Quantum Systems: Non-Classical States and Robust Stability

DTIC Science & Technology

2016-06-29

quantum linear systems subject to non-classical quantum fields. The major outcomes of this project are (i) derivation of quantum filtering equations for...derivation of quantum filtering equations for systems non-classical input states including single photon states, (ii) determination of how linear...history going back some 50 years, to the birth of modern control theory with Kalman’s foundational work on filtering and LQG optimal control

Parallel Aircraft Trajectory Optimization with Analytic Derivatives

NASA Technical Reports Server (NTRS)

Falck, Robert D.; Gray, Justin S.; Naylor, Bret

2016-01-01

Trajectory optimization is an integral component for the design of aerospace vehicles, but emerging aircraft technologies have introduced new demands on trajectory analysis that current tools are not well suited to address. Designing aircraft with technologies such as hybrid electric propulsion and morphing wings requires consideration of the operational behavior as well as the physical design characteristics of the aircraft. The addition of operational variables can dramatically increase the number of design variables which motivates the use of gradient based optimization with analytic derivatives to solve the larger optimization problems. In this work we develop an aircraft trajectory analysis tool using a Legendre-Gauss-Lobatto based collocation scheme, providing analytic derivatives via the OpenMDAO multidisciplinary optimization framework. This collocation method uses an implicit time integration scheme that provides a high degree of sparsity and thus several potential options for parallelization. The performance of the new implementation was investigated via a series of single and multi-trajectory optimizations using a combination of parallel computing and constraint aggregation. The computational performance results show that in order to take full advantage of the sparsity in the problem it is vital to parallelize both the non-linear analysis evaluations and the derivative computations themselves. The constraint aggregation results showed a significant numerical challenge due to difficulty in achieving tight convergence tolerances. Overall, the results demonstrate the value of applying analytic derivatives to trajectory optimization problems and lay the foundation for future application of this collocation based method to the design of aircraft with where operational scheduling of technologies is key to achieving good performance.

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

NASA Astrophysics Data System (ADS)

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

2018-01-01

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

A LAGRANGIAN GAUSS-NEWTON-KRYLOV SOLVER FOR MASS- AND INTENSITY-PRESERVING DIFFEOMORPHIC IMAGE REGISTRATION.

PubMed

Mang, Andreas; Ruthotto, Lars

2017-01-01

We present an efficient solver for diffeomorphic image registration problems in the framework of Large Deformations Diffeomorphic Metric Mappings (LDDMM). We use an optimal control formulation, in which the velocity field of a hyperbolic PDE needs to be found such that the distance between the final state of the system (the transformed/transported template image) and the observation (the reference image) is minimized. Our solver supports both stationary and non-stationary (i.e., transient or time-dependent) velocity fields. As transformation models, we consider both the transport equation (assuming intensities are preserved during the deformation) and the continuity equation (assuming mass-preservation). We consider the reduced form of the optimal control problem and solve the resulting unconstrained optimization problem using a discretize-then-optimize approach. A key contribution is the elimination of the PDE constraint using a Lagrangian hyperbolic PDE solver. Lagrangian methods rely on the concept of characteristic curves. We approximate these curves using a fourth-order Runge-Kutta method. We also present an efficient algorithm for computing the derivatives of the final state of the system with respect to the velocity field. This allows us to use fast Gauss-Newton based methods. We present quickly converging iterative linear solvers using spectral preconditioners that render the overall optimization efficient and scalable. Our method is embedded into the image registration framework FAIR and, thus, supports the most commonly used similarity measures and regularization functionals. We demonstrate the potential of our new approach using several synthetic and real world test problems with up to 14.7 million degrees of freedom.

The Optimization Based Dynamic and Cyclic Working Strategies for Rechargeable Wireless Sensor Networks with Multiple Base Stations and Wireless Energy Transfer Devices

PubMed Central

Ding, Xu; Han, Jianghong; Shi, Lei

2015-01-01

In this paper, the optimal working schemes for wireless sensor networks with multiple base stations and wireless energy transfer devices are proposed. The wireless energy transfer devices also work as data gatherers while charging sensor nodes. The wireless sensor network is firstly divided into sub networks according to the concept of Voronoi diagram. Then, the entire energy replenishing procedure is split into the pre-normal and normal energy replenishing stages. With the objective of maximizing the sojourn time ratio of the wireless energy transfer device, a continuous time optimization problem for the normal energy replenishing cycle is formed according to constraints with which sensor nodes and wireless energy transfer devices should comply. Later on, the continuous time optimization problem is reshaped into a discrete multi-phased optimization problem, which yields the identical optimality. After linearizing it, we obtain a linear programming problem that can be solved efficiently. The working strategies of both sensor nodes and wireless energy transfer devices in the pre-normal replenishing stage are also discussed in this paper. The intensive simulations exhibit the dynamic and cyclic working schemes for the entire energy replenishing procedure. Additionally, a way of eliminating “bottleneck” sensor nodes is also developed in this paper. PMID:25785305

The optimization based dynamic and cyclic working strategies for rechargeable wireless sensor networks with multiple base stations and wireless energy transfer devices.

PubMed

Ding, Xu; Han, Jianghong; Shi, Lei

2015-03-16

In this paper, the optimal working schemes for wireless sensor networks with multiple base stations and wireless energy transfer devices are proposed. The wireless energy transfer devices also work as data gatherers while charging sensor nodes. The wireless sensor network is firstly divided into sub networks according to the concept of Voronoi diagram. Then, the entire energy replenishing procedure is split into the pre-normal and normal energy replenishing stages. With the objective of maximizing the sojourn time ratio of the wireless energy transfer device, a continuous time optimization problem for the normal energy replenishing cycle is formed according to constraints with which sensor nodes and wireless energy transfer devices should comply. Later on, the continuous time optimization problem is reshaped into a discrete multi-phased optimization problem, which yields the identical optimality. After linearizing it, we obtain a linear programming problem that can be solved efficiently. The working strategies of both sensor nodes and wireless energy transfer devices in the pre-normal replenishing stage are also discussed in this paper. The intensive simulations exhibit the dynamic and cyclic working schemes for the entire energy replenishing procedure. Additionally, a way of eliminating "bottleneck" sensor nodes is also developed in this paper.

A comparison of Heuristic method and Llewellyn’s rules for identification of redundant constraints

NASA Astrophysics Data System (ADS)

Estiningsih, Y.; Farikhin; Tjahjana, R. H.

2018-03-01

Important techniques in linear programming is modelling and solving practical optimization. Redundant constraints are consider for their effects on general linear programming problems. Identification and reduce redundant constraints are for avoidance of all the calculations associated when solving an associated linear programming problems. Many researchers have been proposed for identification redundant constraints. This paper a compararison of Heuristic method and Llewellyn’s rules for identification of redundant constraints.

Discrete Methods and their Applications

DTIC Science & Technology

1993-02-03

problem of finding all near-optimal solutions to a linear program. In paper [18], we give a brief and elementary proof of a result of Hoffman [1952) about...relies only on linear programming duality; second, we obtain geometric and algebraic representations of the bounds that are determined explicitly in...same. We have studied the problem of finding the minimum n such that a given unit interval graph is an n--graph. A linear time algorithm to compute

A holistic approach to movement education in sport and fitness: a systems based model.

PubMed

Polsgrove, Myles Jay

2012-01-01

The typical model used by movement professionals to enhance performance relies on the notion that a linear increase in load results in steady and progressive gains, whereby, the greater the effort, the greater the gains in performance. Traditional approaches to movement progression typically rely on the proper sequencing of extrinsically based activities to facilitate the individual in reaching performance objectives. However, physical rehabilitation or physical performance rarely progresses in such a linear fashion; instead they tend to evolve non-linearly and rather unpredictably. A dynamic system can be described as an entity that self-organizes into increasingly complex forms. Applying this view to the human body, practitioners could facilitate non-linear performance gains through a systems based programming approach. Utilizing a dynamic systems view, the Holistic Approach to Movement Education (HADME) is a model designed to optimize performance by accounting for non-linear and self-organizing traits associated with human movement. In this model, gains in performance occur through advancing individual perspectives and through optimizing sub-system performance. This inward shift of the focus of performance creates a sharper self-awareness and may lead to more optimal movements. Copyright © 2011 Elsevier Ltd. All rights reserved.

GLOBAL SOLUTIONS TO FOLDED CONCAVE PENALIZED NONCONVEX LEARNING

PubMed Central

Liu, Hongcheng; Yao, Tao; Li, Runze

2015-01-01

This paper is concerned with solving nonconvex learning problems with folded concave penalty. Despite that their global solutions entail desirable statistical properties, there lack optimization techniques that guarantee global optimality in a general setting. In this paper, we show that a class of nonconvex learning problems are equivalent to general quadratic programs. This equivalence facilitates us in developing mixed integer linear programming reformulations, which admit finite algorithms that find a provably global optimal solution. We refer to this reformulation-based technique as the mixed integer programming-based global optimization (MIPGO). To our knowledge, this is the first global optimization scheme with a theoretical guarantee for folded concave penalized nonconvex learning with the SCAD penalty (Fan and Li, 2001) and the MCP penalty (Zhang, 2010). Numerical results indicate a significant outperformance of MIPGO over the state-of-the-art solution scheme, local linear approximation, and other alternative solution techniques in literature in terms of solution quality. PMID:27141126

Linear state feedback, quadratic weights, and closed loop eigenstructures. M.S. Thesis. Final Report

NASA Technical Reports Server (NTRS)

Thompson, P. M.

1980-01-01

Equations are derived for the angles of general multivariable root loci and linear quadratic optimal root loci, including angles of departure and approach. The generalized eigenvalue problem is used to compute angles of approach. Equations are also derived to find the sensitivity of closed loop eigenvalue and the directional derivatives of closed loop eigenvectors. An equivalence class of quadratic weights that produce the same asymptotic eigenstructure is defined, a canonical element is defined, and an algorithm to find it is given. The behavior of the optimal root locus in the nonasymptotic region is shown to be different for quadratic weights with the same asymptotic properties. An algorithm is presented that can be used to select a feedback gain matrix for the linear state feedback problem which produces a specified asymptotic eigenstructure. Another algorithm is given to compute the asymptotic eigenstructure properties inherent in a given set of quadratic weights. Finally, it is shown that optimal root loci for nongeneric problems can be approximated by generic ones in the nonasymptotic region.

Nonlinear optimization with linear constraints using a projection method

NASA Technical Reports Server (NTRS)

Fox, T.

1982-01-01

Nonlinear optimization problems that are encountered in science and industry are examined. A method of projecting the gradient vector onto a set of linear contraints is developed, and a program that uses this method is presented. The algorithm that generates this projection matrix is based on the Gram-Schmidt method and overcomes some of the objections to the Rosen projection method.

Simultaneous source and attenuation reconstruction in SPECT using ballistic and single scattering data

NASA Astrophysics Data System (ADS)

Courdurier, M.; Monard, F.; Osses, A.; Romero, F.

2015-09-01

In medical single-photon emission computed tomography (SPECT) imaging, we seek to simultaneously obtain the internal radioactive sources and the attenuation map using not only ballistic measurements but also first-order scattering measurements and assuming a very specific scattering regime. The problem is modeled using the radiative transfer equation by means of an explicit non-linear operator that gives the ballistic and scattering measurements as a function of the radioactive source and attenuation distributions. First, by differentiating this non-linear operator we obtain a linearized inverse problem. Then, under regularity hypothesis for the source distribution and attenuation map and considering small attenuations, we rigorously prove that the linear operator is invertible and we compute its inverse explicitly. This allows proof of local uniqueness for the non-linear inverse problem. Finally, using the previous inversion result for the linear operator, we propose a new type of iterative algorithm for simultaneous source and attenuation recovery for SPECT based on the Neumann series and a Newton-Raphson algorithm.

The linear regulator problem for parabolic systems

NASA Technical Reports Server (NTRS)

Banks, H. T.; Kunisch, K.

1983-01-01

An approximation framework is presented for computation (in finite imensional spaces) of Riccati operators that can be guaranteed to converge to the Riccati operator in feedback controls for abstract evolution systems in a Hilbert space. It is shown how these results may be used in the linear optimal regulator problem for a large class of parabolic systems.

Early stages of transition in viscosity-stratified channel flow

NASA Astrophysics Data System (ADS)

Govindarajan, Rama; Jose, Sharath; Brandt, Luca

2013-11-01

In parallel shear flows, it is well known that transition to turbulence usually occurs through a subcritical process. In this work we consider a flow through a channel across which there is a linear temperature variation. The temperature gradient leads to a viscosity variation across the channel. A large body of work has been done in the linear regime for this problem, and it has been seen that viscosity stratification can lead to considerable changes in stability and transient growth characteristics. Moreover contradictory effects of introducing a non uniform viscosity in the system have been reported. We conduct a linear stability analysis and direct numerical simulations (DNS) for this system. We show that the optimal initial structures in the viscosity-stratified case, unlike in unstratified flow, do not span the width of the channel, but are focussed near one wall. The nonlinear consequences of the localisation of the structures will be discussed.

Optimized Hyper Beamforming of Linear Antenna Arrays Using Collective Animal Behaviour

PubMed Central

Ram, Gopi; Mandal, Durbadal; Kar, Rajib; Ghoshal, Sakti Prasad

2013-01-01

A novel optimization technique which is developed on mimicking the collective animal behaviour (CAB) is applied for the optimal design of hyper beamforming of linear antenna arrays. Hyper beamforming is based on sum and difference beam patterns of the array, each raised to the power of a hyperbeam exponent parameter. The optimized hyperbeam is achieved by optimization of current excitation weights and uniform interelement spacing. As compared to conventional hyper beamforming of linear antenna array, real coded genetic algorithm (RGA), particle swarm optimization (PSO), and differential evolution (DE) applied to the hyper beam of the same array can achieve reduction in sidelobe level (SLL) and same or less first null beam width (FNBW), keeping the same value of hyperbeam exponent. Again, further reductions of sidelobe level (SLL) and first null beam width (FNBW) have been achieved by the proposed collective animal behaviour (CAB) algorithm. CAB finds near global optimal solution unlike RGA, PSO, and DE in the present problem. The above comparative optimization is illustrated through 10-, 14-, and 20-element linear antenna arrays to establish the optimization efficacy of CAB. PMID:23970843

A predictive machine learning approach for microstructure optimization and materials design

DOE PAGES

Liu, Ruoqian; Kumar, Abhishek; Chen, Zhengzhang; ...

2015-06-23

This paper addresses an important materials engineering question: How can one identify the complete space (or as much of it as possible) of microstructures that are theoretically predicted to yield the desired combination of properties demanded by a selected application? We present a problem involving design of magnetoelastic Fe-Ga alloy microstructure for enhanced elastic, plastic and magnetostrictive properties. While theoretical models for computing properties given the microstructure are known for this alloy, inversion of these relationships to obtain microstructures that lead to desired properties is challenging, primarily due to the high dimensionality of microstructure space, multi-objective design requirement and non-uniquenessmore » of solutions. These challenges render traditional search-based optimization methods incompetent in terms of both searching efficiency and result optimality. In this paper, a route to address these challenges using a machine learning methodology is proposed. A systematic framework consisting of random data generation, feature selection and classification algorithms is developed. In conclusion, experiments with five design problems that involve identification of microstructures that satisfy both linear and nonlinear property constraints show that our framework outperforms traditional optimization methods with the average running time reduced by as much as 80% and with optimality that would not be achieved otherwise.« less

SNDR enhancement in noisy sinusoidal signals by non-linear processing elements

NASA Astrophysics Data System (ADS)

Martorell, Ferran; McDonnell, Mark D.; Abbott, Derek; Rubio, Antonio

2007-06-01

We investigate the possibility of building linear amplifiers capable of enhancing the Signal-to-Noise and Distortion Ratio (SNDR) of sinusoidal input signals using simple non-linear elements. Other works have proven that it is possible to enhance the Signal-to-Noise Ratio (SNR) by using limiters. In this work we study a soft limiter non-linear element with and without hysteresis. We show that the SNDR of sinusoidal signals can be enhanced by 0.94 dB using a wideband soft limiter and up to 9.68 dB using a wideband soft limiter with hysteresis. These results indicate that linear amplifiers could be constructed using non-linear circuits with hysteresis. This paper presents mathematical descriptions for the non-linear elements using statistical parameters. Using these models, the input-output SNDR enhancement is obtained by optimizing the non-linear transfer function parameters to maximize the output SNDR.

CORDIC-based digital signal processing (DSP) element for adaptive signal processing

NASA Astrophysics Data System (ADS)

Bolstad, Gregory D.; Neeld, Kenneth B.

1995-04-01

The High Performance Adaptive Weight Computation (HAWC) processing element is a CORDIC based application specific DSP element that, when connected in a linear array, can perform extremely high throughput (100s of GFLOPS) matrix arithmetic operations on linear systems of equations in real time. In particular, it very efficiently performs the numerically intense computation of optimal least squares solutions for large, over-determined linear systems. Most techniques for computing solutions to these types of problems have used either a hard-wired, non-programmable systolic array approach, or more commonly, programmable DSP or microprocessor approaches. The custom logic methods can be efficient, but are generally inflexible. Approaches using multiple programmable generic DSP devices are very flexible, but suffer from poor efficiency and high computation latencies, primarily due to the large number of DSP devices that must be utilized to achieve the necessary arithmetic throughput. The HAWC processor is implemented as a highly optimized systolic array, yet retains some of the flexibility of a programmable data-flow system, allowing efficient implementation of algorithm variations. This provides flexible matrix processing capabilities that are one to three orders of magnitude less expensive and more dense than the current state of the art, and more importantly, allows a realizable solution to matrix processing problems that were previously considered impractical to physically implement. HAWC has direct applications in RADAR, SONAR, communications, and image processing, as well as in many other types of systems.

Optimum design of structures subject to general periodic loads

NASA Technical Reports Server (NTRS)

Reiss, Robert; Qian, B.

1989-01-01

A simplified version of Icerman's problem regarding the design of structures subject to a single harmonic load is discussed. The nature of the restrictive conditions that must be placed on the design space in order to ensure an analytic optimum are discussed in detail. Icerman's problem is then extended to include multiple forcing functions with different driving frequencies. And the conditions that now must be placed upon the design space to ensure an analytic optimum are again discussed. An important finding is that all solutions to the optimality condition (analytic stationary design) are local optima, but the global optimum may well be non-analytic. The more general problem of distributing the fixed mass of a linear elastic structure subject to general periodic loads in order to minimize some measure of the steady state deflection is also considered. This response is explicitly expressed in terms of Green's functional and the abstract operators defining the structure. The optimality criterion is derived by differentiating the response with respect to the design parameters. The theory is applicable to finite element as well as distributed parameter models.

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.

A globally convergent LCL method for nonlinear optimization.

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

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

2005-01-01

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

A generalised optimal linear quadratic tracker with universal applications. Part 2: discrete-time systems

NASA Astrophysics Data System (ADS)

Ebrahimzadeh, Faezeh; Tsai, Jason Sheng-Hong; Chung, Min-Ching; Liao, Ying Ting; Guo, Shu-Mei; Shieh, Leang-San; Wang, Li

2017-01-01

Contrastive to Part 1, Part 2 presents a generalised optimal linear quadratic digital tracker (LQDT) with universal applications for the discrete-time (DT) systems. This includes (1) a generalised optimal LQDT design for the system with the pre-specified trajectories of the output and the control input and additionally with both the input-to-output direct-feedthrough term and known/estimated system disturbances or extra input/output signals; (2) a new optimal filter-shaped proportional plus integral state-feedback LQDT design for non-square non-minimum phase DT systems to achieve a minimum-phase-like tracking performance; (3) a new approach for computing the control zeros of the given non-square DT systems; and (4) a one-learning-epoch input-constrained iterative learning LQDT design for the repetitive DT systems.

Combining large number of weak biomarkers based on AUC.

PubMed

Yan, Li; Tian, Lili; Liu, Song

2015-12-20

Combining multiple biomarkers to improve diagnosis and/or prognosis accuracy is a common practice in clinical medicine. Both parametric and non-parametric methods have been developed for finding the optimal linear combination of biomarkers to maximize the area under the receiver operating characteristic curve (AUC), primarily focusing on the setting with a small number of well-defined biomarkers. This problem becomes more challenging when the number of observations is not order of magnitude greater than the number of variables, especially when the involved biomarkers are relatively weak. Such settings are not uncommon in certain applied fields. The first aim of this paper is to empirically evaluate the performance of existing linear combination methods under such settings. The second aim is to propose a new combination method, namely, the pairwise approach, to maximize AUC. Our simulation studies demonstrated that the performance of several existing methods can become unsatisfactory as the number of markers becomes large, while the newly proposed pairwise method performs reasonably well. Furthermore, we apply all the combination methods to real datasets used for the development and validation of MammaPrint. The implication of our study for the design of optimal linear combination methods is discussed. Copyright © 2015 John Wiley & Sons, Ltd.

Combining large number of weak biomarkers based on AUC

PubMed Central

Yan, Li; Tian, Lili; Liu, Song

2018-01-01

Combining multiple biomarkers to improve diagnosis and/or prognosis accuracy is a common practice in clinical medicine. Both parametric and non-parametric methods have been developed for finding the optimal linear combination of biomarkers to maximize the area under the receiver operating characteristic curve (AUC), primarily focusing on the setting with a small number of well-defined biomarkers. This problem becomes more challenging when the number of observations is not order of magnitude greater than the number of variables, especially when the involved biomarkers are relatively weak. Such settings are not uncommon in certain applied fields. The first aim of this paper is to empirically evaluate the performance of existing linear combination methods under such settings. The second aim is to propose a new combination method, namely, the pairwise approach, to maximize AUC. Our simulation studies demonstrated that the performance of several existing methods can become unsatisfactory as the number of markers becomes large, while the newly proposed pairwise method performs reasonably well. Furthermore, we apply all the combination methods to real datasets used for the development and validation of MammaPrint. The implication of our study for the design of optimal linear combination methods is discussed. PMID:26227901

Optimized Waterspace Management and Scheduling Using Mixed-Integer Linear Programming

DTIC Science & Technology

2016-01-01

Complete [30]. Proposition 4.1 satisfies the first criterion. For the second criterion, we will use the Traveling Salesman Problem (TSP), which has been...A branch and cut algorithm for the symmetric generalized traveling salesman problem , Operations Research 45 (1997) 378–394. [33] J. Silberholz, B...Golden, The generalized traveling salesman problem : A new genetic algorithm ap- proach, Extended Horizons: Advances in Computing, Optimization, and

Characterizing L1-norm best-fit subspaces

NASA Astrophysics Data System (ADS)

Brooks, J. Paul; Dulá, José H.

2017-05-01

Fitting affine objects to data is the basis of many tools and methodologies in statistics, machine learning, and signal processing. The L1 norm is often employed to produce subspaces exhibiting a robustness to outliers and faulty observations. The L1-norm best-fit subspace problem is directly formulated as a nonlinear, nonconvex, and nondifferentiable optimization problem. The case when the subspace is a hyperplane can be solved to global optimality efficiently by solving a series of linear programs. The problem of finding the best-fit line has recently been shown to be NP-hard. We present necessary conditions for optimality for the best-fit subspace problem, and use them to characterize properties of optimal solutions.

Modern meta-heuristics based on nonlinear physics processes: A review of models and design procedures

NASA Astrophysics Data System (ADS)

Salcedo-Sanz, S.

2016-10-01

Meta-heuristic algorithms are problem-solving methods which try to find good-enough solutions to very hard optimization problems, at a reasonable computation time, where classical approaches fail, or cannot even been applied. Many existing meta-heuristics approaches are nature-inspired techniques, which work by simulating or modeling different natural processes in a computer. Historically, many of the most successful meta-heuristic approaches have had a biological inspiration, such as evolutionary computation or swarm intelligence paradigms, but in the last few years new approaches based on nonlinear physics processes modeling have been proposed and applied with success. Non-linear physics processes, modeled as optimization algorithms, are able to produce completely new search procedures, with extremely effective exploration capabilities in many cases, which are able to outperform existing optimization approaches. In this paper we review the most important optimization algorithms based on nonlinear physics, how they have been constructed from specific modeling of a real phenomena, and also their novelty in terms of comparison with alternative existing algorithms for optimization. We first review important concepts on optimization problems, search spaces and problems' difficulty. Then, the usefulness of heuristics and meta-heuristics approaches to face hard optimization problems is introduced, and some of the main existing classical versions of these algorithms are reviewed. The mathematical framework of different nonlinear physics processes is then introduced as a preparatory step to review in detail the most important meta-heuristics based on them. A discussion on the novelty of these approaches, their main computational implementation and design issues, and the evaluation of a novel meta-heuristic based on Strange Attractors mutation will be carried out to complete the review of these techniques. We also describe some of the most important application areas, in broad sense, of meta-heuristics, and describe free-accessible software frameworks which can be used to make easier the implementation of these algorithms.

Linear SFM: A hierarchical approach to solving structure-from-motion problems by decoupling the linear and nonlinear components

NASA Astrophysics Data System (ADS)

Zhao, Liang; Huang, Shoudong; Dissanayake, Gamini

2018-07-01

This paper presents a novel hierarchical approach to solving structure-from-motion (SFM) problems. The algorithm begins with small local reconstructions based on nonlinear bundle adjustment (BA). These are then joined in a hierarchical manner using a strategy that requires solving a linear least squares optimization problem followed by a nonlinear transform. The algorithm can handle ordered monocular and stereo image sequences. Two stereo images or three monocular images are adequate for building each initial reconstruction. The bulk of the computation involves solving a linear least squares problem and, therefore, the proposed algorithm avoids three major issues associated with most of the nonlinear optimization algorithms currently used for SFM: the need for a reasonably accurate initial estimate, the need for iterations, and the possibility of being trapped in a local minimum. Also, by summarizing all the original observations into the small local reconstructions with associated information matrices, the proposed Linear SFM manages to preserve all the information contained in the observations. The paper also demonstrates that the proposed problem formulation results in a sparse structure that leads to an efficient numerical implementation. The experimental results using publicly available datasets show that the proposed algorithm yields solutions that are very close to those obtained using a global BA starting with an accurate initial estimate. The C/C++ source code of the proposed algorithm is publicly available at https://github.com/LiangZhaoPKUImperial/LinearSFM.

Linear decomposition approach for a class of nonconvex programming problems.

PubMed

Shen, Peiping; Wang, Chunfeng

2017-01-01

This paper presents a linear decomposition approach for a class of nonconvex programming problems by dividing the input space into polynomially many grids. It shows that under certain assumptions the original problem can be transformed and decomposed into a polynomial number of equivalent linear programming subproblems. Based on solving a series of liner programming subproblems corresponding to those grid points we can obtain the near-optimal solution of the original problem. Compared to existing results in the literature, the proposed algorithm does not require the assumptions of quasi-concavity and differentiability of the objective function, and it differs significantly giving an interesting approach to solving the problem with a reduced running time.

Non-linear vibrations of sandwich viscoelastic shells

NASA Astrophysics Data System (ADS)

Benchouaf, Lahcen; Boutyour, El Hassan; Daya, El Mostafa; Potier-Ferry, Michel

2018-04-01

This paper deals with the non-linear vibration of sandwich viscoelastic shell structures. Coupling a harmonic balance method with the Galerkin's procedure, one obtains an amplitude equation depending on two complex coefficients. The latter are determined by solving a classical eigenvalue problem and two linear ones. This permits to get the non-linear frequency and the non-linear loss factor as functions of the displacement amplitude. To validate our approach, these relationships are illustrated in the case of a circular sandwich ring.

A General Iterative Shrinkage and Thresholding Algorithm for Non-convex Regularized Optimization Problems.

PubMed

Gong, Pinghua; Zhang, Changshui; Lu, Zhaosong; Huang, Jianhua Z; Ye, Jieping

2013-01-01

Non-convex sparsity-inducing penalties have recently received considerable attentions in sparse learning. Recent theoretical investigations have demonstrated their superiority over the convex counterparts in several sparse learning settings. However, solving the non-convex optimization problems associated with non-convex penalties remains a big challenge. A commonly used approach is the Multi-Stage (MS) convex relaxation (or DC programming), which relaxes the original non-convex problem to a sequence of convex problems. This approach is usually not very practical for large-scale problems because its computational cost is a multiple of solving a single convex problem. In this paper, we propose a General Iterative Shrinkage and Thresholding (GIST) algorithm to solve the nonconvex optimization problem for a large class of non-convex penalties. The GIST algorithm iteratively solves a proximal operator problem, which in turn has a closed-form solution for many commonly used penalties. At each outer iteration of the algorithm, we use a line search initialized by the Barzilai-Borwein (BB) rule that allows finding an appropriate step size quickly. The paper also presents a detailed convergence analysis of the GIST algorithm. The efficiency of the proposed algorithm is demonstrated by extensive experiments on large-scale data sets.

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

Energy efficient LED layout optimization for near-uniform illumination

NASA Astrophysics Data System (ADS)

Ali, Ramy E.; Elgala, Hany

2016-09-01

In this paper, we consider the problem of designing energy efficient light emitting diodes (LEDs) layout while satisfying the illumination constraints. Towards this objective, we present a simple approach to the illumination design problem based on the concept of the virtual LED. We formulate a constrained optimization problem for minimizing the power consumption while maintaining a near-uniform illumination throughout the room. By solving the resulting constrained linear program, we obtain the number of required LEDs and the optimal output luminous intensities that achieve the desired illumination constraints.

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

NASA Technical Reports Server (NTRS)

Pironneau, O.; Polak, E.

1973-01-01

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

Adaptive control of stochastic linear systems with unknown parameters. M.S. Thesis

NASA Technical Reports Server (NTRS)

Ku, R. T.

1972-01-01

The problem of optimal control of linear discrete-time stochastic dynamical system with unknown and, possibly, stochastically varying parameters is considered on the basis of noisy measurements. It is desired to minimize the expected value of a quadratic cost functional. Since the simultaneous estimation of the state and plant parameters is a nonlinear filtering problem, the extended Kalman filter algorithm is used. Several qualitative and asymptotic properties of the open loop feedback optimal control and the enforced separation scheme are discussed. Simulation results via Monte Carlo method show that, in terms of the performance measure, for stable systems the open loop feedback optimal control system is slightly better than the enforced separation scheme, while for unstable systems the latter scheme is far better.

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

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

PubMed

Werner, Tomás

2007-07-01

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

Connectivity Restoration in Wireless Sensor Networks via Space Network Coding.

PubMed

Uwitonze, Alfred; Huang, Jiaqing; Ye, Yuanqing; Cheng, Wenqing

2017-04-20

The problem of finding the number and optimal positions of relay nodes for restoring the network connectivity in partitioned Wireless Sensor Networks (WSNs) is Non-deterministic Polynomial-time hard (NP-hard) and thus heuristic methods are preferred to solve it. This paper proposes a novel polynomial time heuristic algorithm, namely, Relay Placement using Space Network Coding (RPSNC), to solve this problem, where Space Network Coding, also called Space Information Flow (SIF), is a new research paradigm that studies network coding in Euclidean space, in which extra relay nodes can be introduced to reduce the cost of communication. Unlike contemporary schemes that are often based on Minimum Spanning Tree (MST), Euclidean Steiner Minimal Tree (ESMT) or a combination of MST with ESMT, RPSNC is a new min-cost multicast space network coding approach that combines Delaunay triangulation and non-uniform partitioning techniques for generating a number of candidate relay nodes, and then linear programming is applied for choosing the optimal relay nodes and computing their connection links with terminals. Subsequently, an equilibrium method is used to refine the locations of the optimal relay nodes, by moving them to balanced positions. RPSNC can adapt to any density distribution of relay nodes and terminals, as well as any density distribution of terminals. The performance and complexity of RPSNC are analyzed and its performance is validated through simulation experiments.

Identifing Atmospheric Pollutant Sources Using Artificial Neural Networks

NASA Astrophysics Data System (ADS)

Paes, F. F.; Campos, H. F.; Luz, E. P.; Carvalho, A. R.

2008-05-01

The estimation of the area source pollutant strength is a relevant issue for atmospheric environment. This characterizes an inverse problem in the atmospheric pollution dispersion. In the inverse analysis, an area source domain is considered, where the strength of such area source term is assumed unknown. The inverse problem is solved by using a supervised artificial neural network: multi-layer perceptron. The conection weights of the neural network are computed from delta rule - learning process. The neural network inversion is compared with results from standard inverse analysis (regularized inverse solution). In the regularization method, the inverse problem is formulated as a non-linear optimization approach, whose the objective function is given by the square difference between the measured pollutant concentration and the mathematical models, associated with a regularization operator. In our numerical experiments, the forward problem is addressed by a source-receptor scheme, where a regressive Lagrangian model is applied to compute the transition matrix. The second order maximum entropy regularization is used, and the regularization parameter is calculated by the L-curve technique. The objective function is minimized employing a deterministic scheme (a quasi-Newton algorithm) [1] and a stochastic technique (PSO: particle swarm optimization) [2]. The inverse problem methodology is tested with synthetic observational data, from six measurement points in the physical domain. The best inverse solutions were obtained with neural networks. References: [1] D. R. Roberti, D. Anfossi, H. F. Campos Velho, G. A. Degrazia (2005): Estimating Emission Rate and Pollutant Source Location, Ciencia e Natura, p. 131-134. [2] E.F.P. da Luz, H.F. de Campos Velho, J.C. Becceneri, D.R. Roberti (2007): Estimating Atmospheric Area Source Strength Through Particle Swarm Optimization. Inverse Problems, Desing and Optimization Symposium IPDO-2007, April 16-18, Miami (FL), USA, vol 1, p. 354-359.

Control optimization, stabilization and computer algorithms for aircraft applications

NASA Technical Reports Server (NTRS)

1975-01-01

Research related to reliable aircraft design is summarized. Topics discussed include systems reliability optimization, failure detection algorithms, analysis of nonlinear filters, design of compensators incorporating time delays, digital compensator design, estimation for systems with echoes, low-order compensator design, descent-phase controller for 4-D navigation, infinite dimensional mathematical programming problems and optimal control problems with constraints, robust compensator design, numerical methods for the Lyapunov equations, and perturbation methods in linear filtering and control.

Deformed Palmprint Matching Based on Stable Regions.

PubMed

Wu, Xiangqian; Zhao, Qiushi

2015-12-01

Palmprint recognition (PR) is an effective technology for personal recognition. A main problem, which deteriorates the performance of PR, is the deformations of palmprint images. This problem becomes more severe on contactless occasions, in which images are acquired without any guiding mechanisms, and hence critically limits the applications of PR. To solve the deformation problems, in this paper, a model for non-linearly deformed palmprint matching is derived by approximating non-linear deformed palmprint images with piecewise-linear deformed stable regions. Based on this model, a novel approach for deformed palmprint matching, named key point-based block growing (KPBG), is proposed. In KPBG, an iterative M-estimator sample consensus algorithm based on scale invariant feature transform features is devised to compute piecewise-linear transformations to approximate the non-linear deformations of palmprints, and then, the stable regions complying with the linear transformations are decided using a block growing algorithm. Palmprint feature extraction and matching are performed over these stable regions to compute matching scores for decision. Experiments on several public palmprint databases show that the proposed models and the KPBG approach can effectively solve the deformation problem in palmprint verification and outperform the state-of-the-art methods.

A genetic algorithm approach to estimate glacier mass variations from GRACE data

NASA Astrophysics Data System (ADS)

Reimond, Stefan; Klinger, Beate; Krauss, Sandro; Mayer-Gürr, Torsten

2017-04-01

The application of a genetic algorithm (GA) to the inference of glacier mass variations with a point-mass modeling method is described. GRACE K-band ranging data (available since April 2002) processed at the Graz University of Technology serve as input for this study. The reformulation of the point-mass inversion method in terms of an optimization problem is motivated by two reasons: first, an improved choice of the positions of the modeled point-masses (with a particular focus on the depth parameter) is expected to increase the signal-to-noise ratio. Considering these coordinates as additional unknown parameters (besides from the mass change magnitudes) results in a highly non-linear optimization problem. The second reason is that the mass inversion from satellite tracking data is an ill-posed problem, and hence regularization becomes necessary. The main task in this context is the determination of the regularization parameter, which is typically done by means of heuristic selection rules like, e.g., the L-curve criterion. In this study, however, the challenge of selecting a suitable balancing parameter (or even a matrix) is tackled by introducing regularization to the overall optimization problem. Based on this novel approach, estimations of ice-mass changes in various alpine glacier systems (e.g. Svalbard) are presented and compared to existing results and alternative inversion methods.

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.

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

NASA Astrophysics Data System (ADS)

McGeachy, Philip David

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

Finding Bayesian Optimal Designs for Nonlinear Models: A Semidefinite Programming-Based Approach.

PubMed

Duarte, Belmiro P M; Wong, Weng Kee

2015-08-01

This paper uses semidefinite programming (SDP) to construct Bayesian optimal design for nonlinear regression models. The setup here extends the formulation of the optimal designs problem as an SDP problem from linear to nonlinear models. Gaussian quadrature formulas (GQF) are used to compute the expectation in the Bayesian design criterion, such as D-, A- or E-optimality. As an illustrative example, we demonstrate the approach using the power-logistic model and compare results in the literature. Additionally, we investigate how the optimal design is impacted by different discretising schemes for the design space, different amounts of uncertainty in the parameter values, different choices of GQF and different prior distributions for the vector of model parameters, including normal priors with and without correlated components. Further applications to find Bayesian D-optimal designs with two regressors for a logistic model and a two-variable generalised linear model with a gamma distributed response are discussed, and some limitations of our approach are noted.

Finding Bayesian Optimal Designs for Nonlinear Models: A Semidefinite Programming-Based Approach

PubMed Central

Duarte, Belmiro P. M.; Wong, Weng Kee

2014-01-01

Summary This paper uses semidefinite programming (SDP) to construct Bayesian optimal design for nonlinear regression models. The setup here extends the formulation of the optimal designs problem as an SDP problem from linear to nonlinear models. Gaussian quadrature formulas (GQF) are used to compute the expectation in the Bayesian design criterion, such as D-, A- or E-optimality. As an illustrative example, we demonstrate the approach using the power-logistic model and compare results in the literature. Additionally, we investigate how the optimal design is impacted by different discretising schemes for the design space, different amounts of uncertainty in the parameter values, different choices of GQF and different prior distributions for the vector of model parameters, including normal priors with and without correlated components. Further applications to find Bayesian D-optimal designs with two regressors for a logistic model and a two-variable generalised linear model with a gamma distributed response are discussed, and some limitations of our approach are noted. PMID:26512159

Polynomial elimination theory and non-linear stability analysis for the Euler equations

NASA Technical Reports Server (NTRS)

Kennon, S. R.; Dulikravich, G. S.; Jespersen, D. C.

1986-01-01

Numerical methods are presented that exploit the polynomial properties of discretizations of the Euler equations. It is noted that most finite difference or finite volume discretizations of the steady-state Euler equations produce a polynomial system of equations to be solved. These equations are solved using classical polynomial elimination theory, with some innovative modifications. This paper also presents some preliminary results of a new non-linear stability analysis technique. This technique is applicable to determining the stability of polynomial iterative schemes. Results are presented for applying the elimination technique to a one-dimensional test case. For this test case, the exact solution is computed in three iterations. The non-linear stability analysis is applied to determine the optimal time step for solving Burgers' equation using the MacCormack scheme. The estimated optimal time step is very close to the time step that arises from a linear stability analysis.

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 Mixed Integer Efficient Global Optimization Framework: Applied to the Simultaneous Aircraft Design, Airline Allocation and Revenue Management Problem

NASA Astrophysics Data System (ADS)

Roy, Satadru

Traditional approaches to design and optimize a new system, often, use a system-centric objective and do not take into consideration how the operator will use this new system alongside of other existing systems. This "hand-off" between the design of the new system and how the new system operates alongside other systems might lead to a sub-optimal performance with respect to the operator-level objective. In other words, the system that is optimal for its system-level objective might not be best for the system-of-systems level objective of the operator. Among the few available references that describe attempts to address this hand-off, most follow an MDO-motivated subspace decomposition approach of first designing a very good system and then provide this system to the operator who decides the best way to use this new system along with the existing systems. The motivating example in this dissertation presents one such similar problem that includes aircraft design, airline operations and revenue management "subspaces". The research here develops an approach that could simultaneously solve these subspaces posed as a monolithic optimization problem. The monolithic approach makes the problem a Mixed Integer/Discrete Non-Linear Programming (MINLP/MDNLP) problem, which are extremely difficult to solve. The presence of expensive, sophisticated engineering analyses further aggravate the problem. To tackle this challenge problem, the work here presents a new optimization framework that simultaneously solves the subspaces to capture the "synergism" in the problem that the previous decomposition approaches may not have exploited, addresses mixed-integer/discrete type design variables in an efficient manner, and accounts for computationally expensive analysis tools. The framework combines concepts from efficient global optimization, Kriging partial least squares, and gradient-based optimization. This approach then demonstrates its ability to solve an 11 route airline network problem consisting of 94 decision variables including 33 integer and 61 continuous type variables. This application problem is a representation of an interacting group of systems and provides key challenges to the optimization framework to solve the MINLP problem, as reflected by the presence of a moderate number of integer and continuous type design variables and expensive analysis tool. The result indicates simultaneously solving the subspaces could lead to significant improvement in the fleet-level objective of the airline when compared to the previously developed sequential subspace decomposition approach. In developing the approach to solve the MINLP/MDNLP challenge problem, several test problems provided the ability to explore performance of the framework. While solving these test problems, the framework showed that it could solve other MDNLP problems including categorically discrete variables, indicating that the framework could have broader application than the new aircraft design-fleet allocation-revenue management problem.

Artificial Intelligence Methodologies in Flight Related Differential Game, Control and Optimization Problems

DTIC Science & Technology

1993-01-31

28 Controllability and Observability ............................. .32 ’ Separation of Learning and Control ... ... 37 Linearization via... Linearization via Transformation of Coordinates and Nonlinear Fedlback . .1 Main Result ......... .............................. 13 Discussion...9 2.1 Basic Structure of a NLM........................ .󈧟 2.2 General Structure of NNLM .......................... .28 2.3 Linear System

Solving large-scale fixed cost integer linear programming models for grid-based location problems with heuristic techniques

NASA Astrophysics Data System (ADS)

Noor-E-Alam, Md.; Doucette, John

2015-08-01

Grid-based location problems (GBLPs) can be used to solve location problems in business, engineering, resource exploitation, and even in the field of medical sciences. To solve these decision problems, an integer linear programming (ILP) model is designed and developed to provide the optimal solution for GBLPs considering fixed cost criteria. Preliminary results show that the ILP model is efficient in solving small to moderate-sized problems. However, this ILP model becomes intractable in solving large-scale instances. Therefore, a decomposition heuristic is proposed to solve these large-scale GBLPs, which demonstrates significant reduction of solution runtimes. To benchmark the proposed heuristic, results are compared with the exact solution via ILP. The experimental results show that the proposed method significantly outperforms the exact method in runtime with minimal (and in most cases, no) loss of optimality.

On solving three-dimensional open-dimension rectangular packing problems

NASA Astrophysics Data System (ADS)

Junqueira, Leonardo; Morabito, Reinaldo

2017-05-01

In this article, a recently proposed three-dimensional open-dimension rectangular packing problem is considered, in which the objective is to find a minimal volume rectangular container that packs a set of rectangular boxes. The literature has tackled small-sized instances of this problem by means of optimization solvers, position-free mixed-integer programming (MIP) formulations and piecewise linearization approaches. In this study, the problem is alternatively addressed by means of grid-based position MIP formulations, whereas still considering optimization solvers and the same piecewise linearization techniques. A comparison of the computational performance of both models is then presented, when tested with benchmark problem instances and with new instances, and it is shown that the grid-based position MIP formulation can be competitive, depending on the characteristics of the instances. The grid-based position MIP formulation is also embedded with real-world practical constraints, such as cargo stability, and results are additionally presented.

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.

Weighted interior penalty discretization of fully nonlinear and weakly dispersive free surface shallow water flows

NASA Astrophysics Data System (ADS)

Di Pietro, Daniele A.; Marche, Fabien

2018-02-01

In this paper, we further investigate the use of a fully discontinuous Finite Element discrete formulation for the study of shallow water free surface flows in the fully nonlinear and weakly dispersive flow regime. We consider a decoupling strategy in which we approximate the solutions of the classical shallow water equations supplemented with a source term globally accounting for the non-hydrostatic effects. This source term can be computed through the resolution of elliptic second-order linear sub-problems, which only involve second order partial derivatives in space. We then introduce an associated Symmetric Weighted Internal Penalty discrete bilinear form, allowing to deal with the discontinuous nature of the elliptic problem's coefficients in a stable and consistent way. Similar discrete formulations are also introduced for several recent optimized fully nonlinear and weakly dispersive models. These formulations are validated again several benchmarks involving h-convergence, p-convergence and comparisons with experimental data, showing optimal convergence properties.

Noisy covariance matrices and portfolio optimization

NASA Astrophysics Data System (ADS)

Pafka, S.; Kondor, I.

2002-05-01

According to recent findings [#!bouchaud!#,#!stanley!#], empirical covariance matrices deduced from financial return series contain such a high amount of noise that, apart from a few large eigenvalues and the corresponding eigenvectors, their structure can essentially be regarded as random. In [#!bouchaud!#], e.g., it is reported that about 94% of the spectrum of these matrices can be fitted by that of a random matrix drawn from an appropriately chosen ensemble. In view of the fundamental role of covariance matrices in the theory of portfolio optimization as well as in industry-wide risk management practices, we analyze the possible implications of this effect. Simulation experiments with matrices having a structure such as described in [#!bouchaud!#,#!stanley!#] lead us to the conclusion that in the context of the classical portfolio problem (minimizing the portfolio variance under linear constraints) noise has relatively little effect. To leading order the solutions are determined by the stable, large eigenvalues, and the displacement of the solution (measured in variance) due to noise is rather small: depending on the size of the portfolio and on the length of the time series, it is of the order of 5 to 15%. The picture is completely different, however, if we attempt to minimize the variance under non-linear constraints, like those that arise e.g. in the problem of margin accounts or in international capital adequacy regulation. In these problems the presence of noise leads to a serious instability and a high degree of degeneracy of the solutions.

Switching State-Feedback LPV Control with Uncertain Scheduling Parameters

NASA Technical Reports Server (NTRS)

He, Tianyi; Al-Jiboory, Ali Khudhair; Swei, Sean Shan-Min; Zhu, Guoming G.

2017-01-01

This paper presents a new method to design Robust Switching State-Feedback Gain-Scheduling (RSSFGS) controllers for Linear Parameter Varying (LPV) systems with uncertain scheduling parameters. The domain of scheduling parameters are divided into several overlapped subregions to undergo hysteresis switching among a family of simultaneously designed LPV controllers over the corresponding subregion with the guaranteed H-infinity performance. The synthesis conditions are given in terms of Parameterized Linear Matrix Inequalities that guarantee both stability and performance at each subregion and associated switching surfaces. The switching stability is ensured by descent parameter-dependent Lyapunov function on switching surfaces. By solving the optimization problem, RSSFGS controller can be obtained for each subregion. A numerical example is given to illustrate the effectiveness of the proposed approach over the non-switching controllers.

The primer vector in linear, relative-motion equations. [spacecraft trajectory optimization

NASA Technical Reports Server (NTRS)

1980-01-01

Primer vector theory is used in analyzing a set of linear, relative-motion equations - the Clohessy-Wiltshire equations - to determine the criteria and necessary conditions for an optimal, N-impulse trajectory. Since the state vector for these equations is defined in terms of a linear system of ordinary differential equations, all fundamental relations defining the solution of the state and costate equations, and the necessary conditions for optimality, can be expressed in terms of elementary functions. The analysis develops the analytical criteria for improving a solution by (1) moving any dependent or independent variable in the initial and/or final orbit, and (2) adding intermediate impulses. If these criteria are violated, the theory establishes a sufficient number of analytical equations. The subsequent satisfaction of these equations will result in the optimal position vectors and times of an N-impulse trajectory. The solution is examined for the specific boundary conditions of (1) fixed-end conditions, two-impulse, and time-open transfer; (2) an orbit-to-orbit transfer; and (3) a generalized rendezvous problem. A sequence of rendezvous problems is solved to illustrate the analysis and the computational procedure.

Improving the Energy Market: Algorithms, Market Implications, and Transmission Switching

NASA Astrophysics Data System (ADS)

Lipka, Paula Ann

This dissertation aims to improve ISO operations through a better real-time market solution algorithm that directly considers both real and reactive power, finds a feasible Alternating Current Optimal Power Flow solution, and allows for solving transmission switching problems in an AC setting. Most of the IEEE systems do not contain any thermal limits on lines, and the ones that do are often not binding. Chapter 3 modifies the thermal limits for the IEEE systems to create new, interesting test cases. Algorithms created to better solve the power flow problem often solve the IEEE cases without line limits. However, one of the factors that makes the power flow problem hard is thermal limits on the lines. The transmission networks in practice often have transmission lines that become congested, and it is unrealistic to ignore line limits. Modifying the IEEE test cases makes it possible for other researchers to be able to test their algorithms on a setup that is closer to the actual ISO setup. This thesis also examines how to convert limits given on apparent power---as is in the case in the Polish test systems---to limits on current. The main consideration in setting line limits is temperature, which linearly relates to current. Setting limits on real or apparent power is actually a proxy for using the limits on current. Therefore, Chapter 3 shows how to convert back to the best physical representation of line limits. A sequential linearization of the current-voltage formulation of the Alternating Current Optimal Power Flow (ACOPF) problem is used to find an AC-feasible generator dispatch. In this sequential linearization, there are parameters that are set to the previous optimal solution. Additionally, to improve accuracy of the Taylor series approximations that are used, the movement of the voltage is restricted. The movement of the voltage is allowed to be very large at the first iteration and is restricted further on each subsequent iteration, with the restriction corresponding to the accuracy and AC-feasiblity of the solution. This linearization was tested on the IEEE and Polish systems, which range from 14 to 3375 buses and 20 to 4161 transmission lines. It had an accuracy of 0.5% or less for all but the 30-bus system. It also solved in linear time with CPLEX, while the non-linear version solved in O(n1.11) to O(n1.39). The sequential linearization is slower than the nonlinear formulation for smaller problems, but faster for larger problems, and its linear computational time means it would continue solving faster for larger problems. A major consideration to implementing algorithms to solve the optimal generator dispatch is ensuring that the resulting prices from the algorithm will support the market. Since the sequential linearization is linear, it is convex, its marginal values are well-defined, and there is no duality gap. The prices and settlements obtained from the sequential linearization therefore can be used to run a market. This market will include extra prices and settlements for reactive power and voltage, compared to the present-day market, which is based on real power. An advantage of this is that there is a very clear pool that can be used for reactive power/voltage support payments, while presently there is not a clear pool to take them out of. This method also reveals how valuable reactive power and voltage are at different locations, which can enable better planning of reactive resource construction. Transmission switching increases the feasible region of the generator dispatch, which means there may be a better solution than without transmission switching. Power flows on transmission lines are not directly controllable; rather, the power flows according to how it is injected and the physical characteristics of the lines. Changing the network topology changes the physical characteristics, which changes the flows. This means that sets of generator dispatch that may have previously been infeasible due to the flow exceeding line constraints may be feasible, since the flows will be different and may meet line constraints. However, transmission switching is a mixed integer problem, which may have a very slow solution time. For economic switching, we examine a series of heuristics. We examine the congestion rent heuristic in detail and then examine many other heuristics at a higher level. Post-contingency corrective switching aims to fix issues in the power network after a line or generator outage. In Chapter 7, we show that using the sequential linear program with corrective switching helps solve voltage and excessive flow issues. (Abstract shortened by UMI.).

Minimal complexity control law synthesis

NASA Technical Reports Server (NTRS)

Bernstein, Dennis S.; Haddad, Wassim M.; Nett, Carl N.

1989-01-01

A paradigm for control law design for modern engineering systems is proposed: Minimize control law complexity subject to the achievement of a specified accuracy in the face of a specified level of uncertainty. Correspondingly, the overall goal is to make progress towards the development of a control law design methodology which supports this paradigm. Researchers achieve this goal by developing a general theory of optimal constrained-structure dynamic output feedback compensation, where here constrained-structure means that the dynamic-structure (e.g., dynamic order, pole locations, zero locations, etc.) of the output feedback compensation is constrained in some way. By applying this theory in an innovative fashion, where here the indicated iteration occurs over the choice of the compensator dynamic-structure, the paradigm stated above can, in principle, be realized. The optimal constrained-structure dynamic output feedback problem is formulated in general terms. An elegant method for reducing optimal constrained-structure dynamic output feedback problems to optimal static output feedback problems is then developed. This reduction procedure makes use of star products, linear fractional transformations, and linear fractional decompositions, and yields as a byproduct a complete characterization of the class of optimal constrained-structure dynamic output feedback problems which can be reduced to optimal static output feedback problems. Issues such as operational/physical constraints, operating-point variations, and processor throughput/memory limitations are considered, and it is shown how anti-windup/bumpless transfer, gain-scheduling, and digital processor implementation can be facilitated by constraining the controller dynamic-structure in an appropriate fashion.

A mixed integer linear programming model to reconstruct phylogenies from single nucleotide polymorphism haplotypes under the maximum parsimony criterion

PubMed Central

2013-01-01

Background Phylogeny estimation from aligned haplotype sequences has attracted more and more attention in the recent years due to its importance in analysis of many fine-scale genetic data. Its application fields range from medical research, to drug discovery, to epidemiology, to population dynamics. The literature on molecular phylogenetics proposes a number of criteria for selecting a phylogeny from among plausible alternatives. Usually, such criteria can be expressed by means of objective functions, and the phylogenies that optimize them are referred to as optimal. One of the most important estimation criteria is the parsimony which states that the optimal phylogeny T∗for a set H of n haplotype sequences over a common set of variable loci is the one that satisfies the following requirements: (i) it has the shortest length and (ii) it is such that, for each pair of distinct haplotypes hi,hj∈H, the sum of the edge weights belonging to the path from hi to hj in T∗ is not smaller than the observed number of changes between hi and hj. Finding the most parsimonious phylogeny for H involves solving an optimization problem, called the Most Parsimonious Phylogeny Estimation Problem (MPPEP), which is NP-hard in many of its versions. Results In this article we investigate a recent version of the MPPEP that arises when input data consist of single nucleotide polymorphism haplotypes extracted from a population of individuals on a common genomic region. Specifically, we explore the prospects for improving on the implicit enumeration strategy of implicit enumeration strategy used in previous work using a novel problem formulation and a series of strengthening valid inequalities and preliminary symmetry breaking constraints to more precisely bound the solution space and accelerate implicit enumeration of possible optimal phylogenies. We present the basic formulation and then introduce a series of provable valid constraints to reduce the solution space. We then prove that these constraints can often lead to significant reductions in the gap between the optimal solution and its non-integral linear programming bound relative to the prior art as well as often substantially faster processing of moderately hard problem instances. Conclusion We provide an indication of the conditions under which such an optimal enumeration approach is likely to be feasible, suggesting that these strategies are usable for relatively large numbers of taxa, although with stricter limits on numbers of variable sites. The work thus provides methodology suitable for provably optimal solution of some harder instances that resist all prior approaches. PMID:23343437

Non-linear dynamic compensation system

NASA Technical Reports Server (NTRS)

Lin, Yu-Hwan (Inventor); Lurie, Boris J. (Inventor)

1992-01-01

A non-linear dynamic compensation subsystem is added in the feedback loop of a high precision optical mirror positioning control system to smoothly alter the control system response bandwidth from a relatively wide response bandwidth optimized for speed of control system response to a bandwidth sufficiently narrow to reduce position errors resulting from the quantization noise inherent in the inductosyn used to measure mirror position. The non-linear dynamic compensation system includes a limiter for limiting the error signal within preselected limits, a compensator for modifying the limiter output to achieve the reduced bandwidth response, and an adder for combining the modified error signal with the difference between the limited and unlimited error signals. The adder output is applied to control system motor so that the system response is optimized for accuracy when the error signal is within the preselected limits, optimized for speed of response when the error signal is substantially beyond the preselected limits and smoothly varied therebetween as the error signal approaches the preselected limits.

An Obstruction to the Integrability of a Class of Non-linear Wave Equations by 1-Stable Cartan Characteristics

NASA Astrophysics Data System (ADS)

Fackerell, E. D.; Hartley, D.; Tucker, R. W.

We examine in detail the Cauchy problem for a class of non-linear hyperbolic equations in two independent variables. This class is motivated by the analysis of the dynamics of a line of non-linearly coupled particles by Fermi, Pasta, and Ulam and extends the recent investigation of this problem by Gardner and Kamran. We find conditions for the existence of a 1-stable Cartan characteristic of a Pfaffian exterior differential system whose integral curves provide a solution to the Cauchy problem. The same obstruction to involution is exposed in Darboux's method of integration and the two approaches are compared. A class of particular solutions to the obstruction is constructed.

Randomly Sampled-Data Control Systems. Ph.D. Thesis

NASA Technical Reports Server (NTRS)

Han, Kuoruey

1990-01-01

The purpose is to solve the Linear Quadratic Regulator (LQR) problem with random time sampling. Such a sampling scheme may arise from imperfect instrumentation as in the case of sampling jitter. It can also model the stochastic information exchange among decentralized controllers to name just a few. A practical suboptimal controller is proposed with the nice property of mean square stability. The proposed controller is suboptimal in the sense that the control structure is limited to be linear. Because of i. i. d. assumption, this does not seem unreasonable. Once the control structure is fixed, the stochastic discrete optimal control problem is transformed into an equivalent deterministic optimal control problem with dynamics described by the matrix difference equation. The N-horizon control problem is solved using the Lagrange's multiplier method. The infinite horizon control problem is formulated as a classical minimization problem. Assuming existence of solution to the minimization problem, the total system is shown to be mean square stable under certain observability conditions. Computer simulations are performed to illustrate these conditions.

Steady induction effects in geomagnetism. Part 1B: Geomagnetic estimation of steady surficial core motions: A non-linear inverse problem

NASA Technical Reports Server (NTRS)

Voorhies, Coerte V.

1993-01-01

The problem of estimating a steady fluid velocity field near the top of Earth's core which induces the secular variation (SV) indicated by models of the observed geomagnetic field is examined in the source-free mantle/frozen-flux core (SFI/VFFC) approximation. This inverse problem is non-linear because solutions of the forward problem are deterministically chaotic. The SFM/FFC approximation is inexact, and neither the models nor the observations they represent are either complete or perfect. A method is developed for solving the non-linear inverse motional induction problem posed by the hypothesis of (piecewise, statistically) steady core surface flow and the supposition of a complete initial geomagnetic condition. The method features iterative solution of the weighted, linearized least-squares problem and admits optional biases favoring surficially geostrophic flow and/or spatially simple flow. Two types of weights are advanced radial field weights for fitting the evolution of the broad-scale portion of the radial field component near Earth's surface implied by the models, and generalized weights for fitting the evolution of the broad-scale portion of the scalar potential specified by the models.

A Computational/Experimental Study of Two Optimized Supersonic Transport Designs and the Reference H Baseline

NASA Technical Reports Server (NTRS)

Cliff, Susan E.; Baker, Timothy J.; Hicks, Raymond M.; Reuther, James J.

1999-01-01

Two supersonic transport configurations designed by use of non-linear aerodynamic optimization methods are compared with a linearly designed baseline configuration. One optimized configuration, designated Ames 7-04, was designed at NASA Ames Research Center using an Euler flow solver, and the other, designated Boeing W27, was designed at Boeing using a full-potential method. The two optimized configurations and the baseline were tested in the NASA Langley Unitary Plan Supersonic Wind Tunnel to evaluate the non-linear design optimization methodologies. In addition, the experimental results are compared with computational predictions for each of the three configurations from the Enter flow solver, AIRPLANE. The computational and experimental results both indicate moderate to substantial performance gains for the optimized configurations over the baseline configuration. The computed performance changes with and without diverters and nacelles were in excellent agreement with experiment for all three models. Comparisons of the computational and experimental cruise drag increments for the optimized configurations relative to the baseline show excellent agreement for the model designed by the Euler method, but poorer comparisons were found for the configuration designed by the full-potential code.

Reprint of Solution of Ambrosio-Tortorelli model for image segmentation by generalized relaxation method

NASA Astrophysics Data System (ADS)

D'Ambra, Pasqua; Tartaglione, Gaetano

2015-04-01

Image segmentation addresses the problem to partition a given image into its constituent objects and then to identify the boundaries of the objects. This problem can be formulated in terms of a variational model aimed to find optimal approximations of a bounded function by piecewise-smooth functions, minimizing a given functional. The corresponding Euler-Lagrange equations are a set of two coupled elliptic partial differential equations with varying coefficients. Numerical solution of the above system often relies on alternating minimization techniques involving descent methods coupled with explicit or semi-implicit finite-difference discretization schemes, which are slowly convergent and poorly scalable with respect to image size. In this work we focus on generalized relaxation methods also coupled with multigrid linear solvers, when a finite-difference discretization is applied to the Euler-Lagrange equations of Ambrosio-Tortorelli model. We show that non-linear Gauss-Seidel, accelerated by inner linear iterations, is an effective method for large-scale image analysis as those arising from high-throughput screening platforms for stem cells targeted differentiation, where one of the main goal is segmentation of thousand of images to analyze cell colonies morphology.

Solution of Ambrosio-Tortorelli model for image segmentation by generalized relaxation method

NASA Astrophysics Data System (ADS)

D'Ambra, Pasqua; Tartaglione, Gaetano

2015-03-01

Image segmentation addresses the problem to partition a given image into its constituent objects and then to identify the boundaries of the objects. This problem can be formulated in terms of a variational model aimed to find optimal approximations of a bounded function by piecewise-smooth functions, minimizing a given functional. The corresponding Euler-Lagrange equations are a set of two coupled elliptic partial differential equations with varying coefficients. Numerical solution of the above system often relies on alternating minimization techniques involving descent methods coupled with explicit or semi-implicit finite-difference discretization schemes, which are slowly convergent and poorly scalable with respect to image size. In this work we focus on generalized relaxation methods also coupled with multigrid linear solvers, when a finite-difference discretization is applied to the Euler-Lagrange equations of Ambrosio-Tortorelli model. We show that non-linear Gauss-Seidel, accelerated by inner linear iterations, is an effective method for large-scale image analysis as those arising from high-throughput screening platforms for stem cells targeted differentiation, where one of the main goal is segmentation of thousand of images to analyze cell colonies morphology.

Linearly Adjustable International Portfolios

NASA Astrophysics Data System (ADS)

Fonseca, R. J.; Kuhn, D.; Rustem, B.

2010-09-01

We present an approach to multi-stage international portfolio optimization based on the imposition of a linear structure on the recourse decisions. Multiperiod decision problems are traditionally formulated as stochastic programs. Scenario tree based solutions however can become intractable as the number of stages increases. By restricting the space of decision policies to linear rules, we obtain a conservative tractable approximation to the original problem. Local asset prices and foreign exchange rates are modelled separately, which allows for a direct measure of their impact on the final portfolio value.

THE SUCCESSIVE LINEAR ESTIMATOR: A REVISIT. (R827114)

EPA Science Inventory

This paper examines the theoretical basis of the successive linear estimator (SLE) that has been developed for the inverse problem in subsurface hydrology. We show that the SLE algorithm is a non-linear iterative estimator to the inverse problem. The weights used in the SLE al...

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

On-orbit identifying the inertia parameters of space robotic systems using simple equivalent dynamics

NASA Astrophysics Data System (ADS)

Xu, Wenfu; Hu, Zhonghua; Zhang, Yu; Liang, Bin

2017-03-01

After being launched into space to perform some tasks, the inertia parameters of a space robotic system may change due to fuel consumption, hardware reconfiguration, target capturing, and so on. For precision control and simulation, it is required to identify these parameters on orbit. This paper proposes an effective method for identifying the complete inertia parameters (including the mass, inertia tensor and center of mass position) of a space robotic system. The key to the method is to identify two types of simple dynamics systems: equivalent single-body and two-body systems. For the former, all of the joints are locked into a designed configuration and the thrusters are used for orbital maneuvering. The object function for optimization is defined in terms of acceleration and velocity of the equivalent single body. For the latter, only one joint is unlocked and driven to move along a planned (exiting) trajectory in free-floating mode. The object function is defined based on the linear and angular momentum equations. Then, the parameter identification problems are transformed into non-linear optimization problems. The Particle Swarm Optimization (PSO) algorithm is applied to determine the optimal parameters, i.e. the complete dynamic parameters of the two equivalent systems. By sequentially unlocking the 1st to nth joints (or unlocking the nth to 1st joints), the mass properties of body 0 to n (or n to 0) are completely identified. For the proposed method, only simple dynamics equations are needed for identification. The excitation motion (orbit maneuvering and joint motion) is also easily realized. Moreover, the method does not require prior knowledge of the mass properties of any body. It is general and practical for identifying a space robotic system on-orbit.

Evaluating forest management policies by parametric linear programing

Treesearch

Daniel I. Navon; Richard J. McConnen

1967-01-01

An analytical and simulation technique, parametric linear programing explores alternative conditions and devises an optimal management plan for each condition. Its application in solving policy-decision problems in the management of forest lands is illustrated in an example.

Algorithm for solving of two-level hierarchical minimax program control problem of final state the regional socio-economic system in the presence of risks

NASA Astrophysics Data System (ADS)

Shorikov, A. F.

2017-10-01

In this paper we study the problem of optimization of guaranteed result for program control by the final state of regional social and economic system in the presence of risks. For this problem we propose a mathematical model in the form of two-level hierarchical minimax program control problem of the final state of this process with incomplete information. For solving of its problem we constructed the common algorithm that has a form of a recurrent procedure of solving a linear programming and a finite optimization problems.

Linear Optimization and Image Reconstruction

DTIC Science & Technology

1994-06-01

final example is again a novel one. We formulate the problem of computer assisted tomographic ( CAT ) image reconstruction as a linear optimization...possibility that a patient, Fred, suffers from a brain tumor. Further, the physician opts to make use of the CAT (Computer Aided Tomography) scan device...and examine the inside of Fred’s head without exploratory surgery. The CAT scan machine works by projecting a finite number of X-rays of known

Optimal Control of Stochastic Systems Driven by Fractional Brownian Motions

DTIC Science & Technology

2014-10-09

problems for stochastic partial differential equations driven by fractional Brownian motions are explicitly solved. For the control of a continuous time...linear systems with Brownian motion or a discrete time linear system with a white Gaussian noise and costs 1. REPORT DATE (DD-MM-YYYY) 4. TITLE AND...Army Research Office P.O. Box 12211 Research Triangle Park, NC 27709-2211 stochastic optimal control, fractional Brownian motion , stochastic

Reliable and efficient solution of genome-scale models of Metabolism and macromolecular Expression

DOE PAGES

Ma, Ding; Yang, Laurence; Fleming, Ronan M. T.; ...

2017-01-18

Currently, Constraint-Based Reconstruction and Analysis (COBRA) is the only methodology that permits integrated modeling of Metabolism and macromolecular Expression (ME) at genome-scale. Linear optimization computes steady-state flux solutions to ME models, but flux values are spread over many orders of magnitude. Data values also have greatly varying magnitudes. Furthermore, standard double-precision solvers may return inaccurate solutions or report that no solution exists. Exact simplex solvers based on rational arithmetic require a near-optimal warm start to be practical on large problems (current ME models have 70,000 constraints and variables and will grow larger). We also developed a quadrupleprecision version of ourmore » linear and nonlinear optimizer MINOS, and a solution procedure (DQQ) involving Double and Quad MINOS that achieves reliability and efficiency for ME models and other challenging problems tested here. DQQ will enable extensive use of large linear and nonlinear models in systems biology and other applications involving multiscale data.« less

Reliable and efficient solution of genome-scale models of Metabolism and macromolecular Expression

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

Ma, Ding; Yang, Laurence; Fleming, Ronan M. T.

Currently, Constraint-Based Reconstruction and Analysis (COBRA) is the only methodology that permits integrated modeling of Metabolism and macromolecular Expression (ME) at genome-scale. Linear optimization computes steady-state flux solutions to ME models, but flux values are spread over many orders of magnitude. Data values also have greatly varying magnitudes. Furthermore, standard double-precision solvers may return inaccurate solutions or report that no solution exists. Exact simplex solvers based on rational arithmetic require a near-optimal warm start to be practical on large problems (current ME models have 70,000 constraints and variables and will grow larger). We also developed a quadrupleprecision version of ourmore » linear and nonlinear optimizer MINOS, and a solution procedure (DQQ) involving Double and Quad MINOS that achieves reliability and efficiency for ME models and other challenging problems tested here. DQQ will enable extensive use of large linear and nonlinear models in systems biology and other applications involving multiscale data.« less

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.

Optimal policy for profit maximising in an EOQ model under non-linear holding cost and stock-dependent demand rate

NASA Astrophysics Data System (ADS)

Pando, V.; García-Laguna, J.; San-José, L. A.

2012-11-01

In this article, we integrate a non-linear holding cost with a stock-dependent demand rate in a maximising profit per unit time model, extending several inventory models studied by other authors. After giving the mathematical formulation of the inventory system, we prove the existence and uniqueness of the optimal policy. Relying on this result, we can obtain the optimal solution using different numerical algorithms. Moreover, we provide a necessary and sufficient condition to determine whether a system is profitable, and we establish a rule to check when a given order quantity is the optimal lot size of the inventory model. The results are illustrated through numerical examples and the sensitivity of the optimal solution with respect to changes in some values of the parameters is assessed.

Extended Decentralized Linear-Quadratic-Gaussian Control

NASA Technical Reports Server (NTRS)

Carpenter, J. Russell

2000-01-01

A straightforward extension of a solution to the decentralized linear-Quadratic-Gaussian problem is proposed that allows its use for commonly encountered classes of problems that are currently solved with the extended Kalman filter. This extension allows the system to be partitioned in such a way as to exclude the nonlinearities from the essential algebraic relationships that allow the estimation and control to be optimally decentralized.

Aircraft Trajectory Optimization and Contrails Avoidance in the Presence of Winds

NASA Technical Reports Server (NTRS)

Ng, Hok K.; Chen, Neil Y.

2010-01-01

There are indications that persistent contrails can lead to adverse climate change, although the complete effect on climate forcing is still uncertain. A flight trajectory optimization algorithm with fuel and contrails models, which develops alternative flight paths, provides policy makers the necessary data to make tradeoffs between persistent contrails mitigation and aircraft fuel consumption. This study develops an algorithm that calculates wind-optimal trajectories for cruising aircraft while avoiding the regions of airspace prone to persistent contrails formation. The optimal trajectories are developed by solving a non-linear optimal control problem with path constraints. The regions of airspace favorable to persistent contrails formation are modeled as penalty areas that aircraft should avoid and are adjustable. The tradeoff between persistent contrails formation and additional fuel consumption is investigated, with and without altitude optimization, for 12 city-pairs in the continental United States. Without altitude optimization, the reduction in contrail travel times is gradual with increase in total fuel consumption. When altitude is optimized, a two percent increase in total fuel consumption can reduce the total travel times through contrail regions by more than six times. Allowing further increase in fuel consumption does not seem to result in proportionate decrease in contrail travel times.

Optimal fixed-finite-dimensional compensator for Burgers' equation with unbounded input/output operators

NASA Technical Reports Server (NTRS)

Burns, John A.; Marrekchi, Hamadi

1993-01-01

The problem of using reduced order dynamic compensators to control a class of nonlinear parabolic distributed parameter systems was considered. Concentration was on a system with unbounded input and output operators governed by Burgers' equation. A linearized model was used to compute low-order-finite-dimensional control laws by minimizing certain energy functionals. Then these laws were applied to the nonlinear model. Standard approaches to this problem employ model/controller reduction techniques in conjunction with linear quadratic Gaussian (LQG) theory. The approach used is based on the finite dimensional Bernstein/Hyland optimal projection theory which yields a fixed-finite-order controller.

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

PubMed

Liu, Qingshan; Cao, Jinde; Chen, Guanrong

2010-11-01

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

LMI-Based Fuzzy Optimal Variance Control of Airfoil Model Subject to Input Constraints

NASA Technical Reports Server (NTRS)

Swei, Sean S.M.; Ayoubi, Mohammad A.

2017-01-01

This paper presents a study of fuzzy optimal variance control problem for dynamical systems subject to actuator amplitude and rate constraints. Using Takagi-Sugeno fuzzy modeling and dynamic Parallel Distributed Compensation technique, the stability and the constraints can be cast as a multi-objective optimization problem in the form of Linear Matrix Inequalities. By utilizing the formulations and solutions for the input and output variance constraint problems, we develop a fuzzy full-state feedback controller. The stability and performance of the proposed controller is demonstrated through its application to the airfoil flutter suppression.

Lazy orbits: An optimization problem on the sphere

NASA Astrophysics Data System (ADS)

Vincze, Csaba

2018-01-01

Non-transitive subgroups of the orthogonal group play an important role in the non-Euclidean geometry. If G is a closed subgroup in the orthogonal group such that the orbit of a single Euclidean unit vector does not cover the (Euclidean) unit sphere centered at the origin then there always exists a non-Euclidean Minkowski functional such that the elements of G preserve the Minkowskian length of vectors. In other words the Minkowski geometry is an alternative of the Euclidean geometry for the subgroup G. It is rich of isometries if G is "close enough" to the orthogonal group or at least to one of its transitive subgroups. The measure of non-transitivity is related to the Hausdorff distances of the orbits under the elements of G to the Euclidean sphere. Its maximum/minimum belongs to the so-called lazy/busy orbits, i.e. they are the solutions of an optimization problem on the Euclidean sphere. The extremal distances allow us to characterize the reducible/irreducible subgroups. We also formulate an upper and a lower bound for the ratio of the extremal distances. As another application of the analytic tools we introduce the rank of a closed non-transitive group G. We shall see that if G is of maximal rank then it is finite or reducible. Since the reducible and the finite subgroups form two natural prototypes of non-transitive subgroups, the rank seems to be a fundamental notion in their characterization. Closed, non-transitive groups of rank n - 1 will be also characterized. Using the general results we classify all their possible types in lower dimensional cases n = 2 , 3 and 4. Finally we present some applications of the results to the holonomy group of a metric linear connection on a connected Riemannian manifold.

Analysis of point-to-point lung motion with full inspiration and expiration CT data using non-linear optimization method: optimal geometric assumption model for the effective registration algorithm

NASA Astrophysics Data System (ADS)

Kim, Namkug; Seo, Joon Beom; Heo, Jeong Nam; Kang, Suk-Ho

2007-03-01

The study was conducted to develop a simple model for more robust lung registration of volumetric CT data, which is essential for various clinical lung analysis applications, including the lung nodule matching in follow up CT studies, semi-quantitative assessment of lung perfusion, and etc. The purpose of this study is to find the most effective reference point and geometric model based on the lung motion analysis from the CT data sets obtained in full inspiration (In.) and expiration (Ex.). Ten pairs of CT data sets in normal subjects obtained in full In. and Ex. were used in this study. Two radiologists were requested to draw 20 points representing the subpleural point of the central axis in each segment. The apex, hilar point, and center of inertia (COI) of each unilateral lung were proposed as the reference point. To evaluate optimal expansion point, non-linear optimization without constraints was employed. The objective function is sum of distances from the line, consist of the corresponding points between In. and Ex. to the optimal point x. By using the nonlinear optimization, the optimal points was evaluated and compared between reference points. The average distance between the optimal point and each line segment revealed that the balloon model was more suitable to explain the lung expansion model. This lung motion analysis based on vector analysis and non-linear optimization shows that balloon model centered on the center of inertia of lung is most effective geometric model to explain lung expansion by breathing.

A Quantitative and Combinatorial Approach to Non-Linear Meanings of Multiplication

ERIC Educational Resources Information Center

Tillema, Erik; Gatza, Andrew

2016-01-01

We provide a conceptual analysis of how combinatorics problems have the potential to support students to establish non-linear meanings of multiplication (NLMM). The problems we analyze we have used in a series of studies with 6th, 8th, and 10th grade students. We situate the analysis in prior work on students' quantitative and multiplicative…

Optimal Transient Growth of Submesoscale Baroclinic Instabilities

NASA Astrophysics Data System (ADS)

White, Brian; Zemskova, Varvara; Passaggia, Pierre-Yves

2016-11-01

Submesoscale instabilities are analyzed using a transient growth approach to determine the optimal perturbation for a rotating Boussinesq fluid subject to baroclinic instabilities. We consider a base flow with uniform shear and stratification and consider the non-normal evolution over finite-time horizons of linear perturbations in an ageostrophic, non-hydrostatic regime. Stone (1966, 1971) showed that the stability of the base flow to normal modes depends on the Rossby and Richardson numbers, with instabilities ranging from geostrophic (Ro -> 0) and ageostrophic (finite Ro) baroclinic modes to symmetric (Ri < 1 , Ro > 1) and Kelvin-Helmholtz (Ri < 1 / 4) modes. Non-normal transient growth, initiated by localized optimal wave packets, represents a faster mechanism for the growth of perturbations and may provide an energetic link between large-scale flows in geostrophic balance and dissipation scales via submesoscale instabilities. Here we consider two- and three-dimensional optimal perturbations by means of direct-adjoint iterations of the linearized Boussinesq Navier-Stokes equations to determine the form of the optimal perturbation, the optimal energy gain, and the characteristics of the most unstable perturbation.

Optimal exponential synchronization of general chaotic delayed neural networks: an LMI approach.

PubMed

Liu, Meiqin

2009-09-01

This paper investigates the optimal exponential synchronization problem of general chaotic neural networks with or without time delays by virtue of Lyapunov-Krasovskii stability theory and the linear matrix inequality (LMI) technique. This general model, which is the interconnection of a linear delayed dynamic system and a bounded static nonlinear operator, covers several well-known neural networks, such as Hopfield neural networks, cellular neural networks (CNNs), bidirectional associative memory (BAM) networks, and recurrent multilayer perceptrons (RMLPs) with or without delays. Using the drive-response concept, time-delay feedback controllers are designed to synchronize two identical chaotic neural networks as quickly as possible. The control design equations are shown to be a generalized eigenvalue problem (GEVP) which can be easily solved by various convex optimization algorithms to determine the optimal control law and the optimal exponential synchronization rate. Detailed comparisons with existing results are made and numerical simulations are carried out to demonstrate the effectiveness of the established synchronization laws.

Brain-state invariant thalamo-cortical coordination revealed by non-linear encoders.

PubMed

Viejo, Guillaume; Cortier, Thomas; Peyrache, Adrien

2018-03-01

Understanding how neurons cooperate to integrate sensory inputs and guide behavior is a fundamental problem in neuroscience. A large body of methods have been developed to study neuronal firing at the single cell and population levels, generally seeking interpretability as well as predictivity. However, these methods are usually confronted with the lack of ground-truth necessary to validate the approach. Here, using neuronal data from the head-direction (HD) system, we present evidence demonstrating how gradient boosted trees, a non-linear and supervised Machine Learning tool, can learn the relationship between behavioral parameters and neuronal responses with high accuracy by optimizing the information rate. Interestingly, and unlike other classes of Machine Learning methods, the intrinsic structure of the trees can be interpreted in relation to behavior (e.g. to recover the tuning curves) or to study how neurons cooperate with their peers in the network. We show how the method, unlike linear analysis, reveals that the coordination in thalamo-cortical circuits is qualitatively the same during wakefulness and sleep, indicating a brain-state independent feed-forward circuit. Machine Learning tools thus open new avenues for benchmarking model-based characterization of spike trains.

Brain-state invariant thalamo-cortical coordination revealed by non-linear encoders

PubMed Central

Cortier, Thomas; Peyrache, Adrien

2018-01-01

Understanding how neurons cooperate to integrate sensory inputs and guide behavior is a fundamental problem in neuroscience. A large body of methods have been developed to study neuronal firing at the single cell and population levels, generally seeking interpretability as well as predictivity. However, these methods are usually confronted with the lack of ground-truth necessary to validate the approach. Here, using neuronal data from the head-direction (HD) system, we present evidence demonstrating how gradient boosted trees, a non-linear and supervised Machine Learning tool, can learn the relationship between behavioral parameters and neuronal responses with high accuracy by optimizing the information rate. Interestingly, and unlike other classes of Machine Learning methods, the intrinsic structure of the trees can be interpreted in relation to behavior (e.g. to recover the tuning curves) or to study how neurons cooperate with their peers in the network. We show how the method, unlike linear analysis, reveals that the coordination in thalamo-cortical circuits is qualitatively the same during wakefulness and sleep, indicating a brain-state independent feed-forward circuit. Machine Learning tools thus open new avenues for benchmarking model-based characterization of spike trains. PMID:29565979

Machine Learning-based discovery of closures for reduced models of dynamical systems

NASA Astrophysics Data System (ADS)

Pan, Shaowu; Duraisamy, Karthik

2017-11-01

Despite the successful application of machine learning (ML) in fields such as image processing and speech recognition, only a few attempts has been made toward employing ML to represent the dynamics of complex physical systems. Previous attempts mostly focus on parameter calibration or data-driven augmentation of existing models. In this work we present a ML framework to discover closure terms in reduced models of dynamical systems and provide insights into potential problems associated with data-driven modeling. Based on exact closure models for linear system, we propose a general linear closure framework from viewpoint of optimization. The framework is based on trapezoidal approximation of convolution term. Hyperparameters that need to be determined include temporal length of memory effect, number of sampling points, and dimensions of hidden states. To circumvent the explicit specification of memory effect, a general framework inspired from neural networks is also proposed. We conduct both a priori and posteriori evaluations of the resulting model on a number of non-linear dynamical systems. This work was supported in part by AFOSR under the project ``LES Modeling of Non-local effects using Statistical Coarse-graining'' with Dr. Jean-Luc Cambier as the technical monitor.

A scalable variational inequality approach for flow through porous media models with pressure-dependent viscosity

NASA Astrophysics Data System (ADS)

Mapakshi, N. K.; Chang, J.; Nakshatrala, K. B.

2018-04-01

Mathematical models for flow through porous media typically enjoy the so-called maximum principles, which place bounds on the pressure field. It is highly desirable to preserve these bounds on the pressure field in predictive numerical simulations, that is, one needs to satisfy discrete maximum principles (DMP). Unfortunately, many of the existing formulations for flow through porous media models do not satisfy DMP. This paper presents a robust, scalable numerical formulation based on variational inequalities (VI), to model non-linear flows through heterogeneous, anisotropic porous media without violating DMP. VI is an optimization technique that places bounds on the numerical solutions of partial differential equations. To crystallize the ideas, a modification to Darcy equations by taking into account pressure-dependent viscosity will be discretized using the lowest-order Raviart-Thomas (RT0) and Variational Multi-scale (VMS) finite element formulations. It will be shown that these formulations violate DMP, and, in fact, these violations increase with an increase in anisotropy. It will be shown that the proposed VI-based formulation provides a viable route to enforce DMP. Moreover, it will be shown that the proposed formulation is scalable, and can work with any numerical discretization and weak form. A series of numerical benchmark problems are solved to demonstrate the effects of heterogeneity, anisotropy and non-linearity on DMP violations under the two chosen formulations (RT0 and VMS), and that of non-linearity on solver convergence for the proposed VI-based formulation. Parallel scalability on modern computational platforms will be illustrated through strong-scaling studies, which will prove the efficiency of the proposed formulation in a parallel setting. Algorithmic scalability as the problem size is scaled up will be demonstrated through novel static-scaling studies. The performed static-scaling studies can serve as a guide for users to be able to select an appropriate discretization for a given problem size.

Sparse 4D TomoSAR imaging in the presence of non-linear deformation

NASA Astrophysics Data System (ADS)

Khwaja, Ahmed Shaharyar; ćetin, Müjdat

2018-04-01

In this paper, we present a sparse four-dimensional tomographic synthetic aperture radar (4D TomoSAR) imaging scheme that can estimate elevation and linear as well as non-linear seasonal deformation rates of scatterers using the interferometric phase. Unlike existing sparse processing techniques that use fixed dictionaries based on a linear deformation model, we use a variable dictionary for the non-linear deformation in the form of seasonal sinusoidal deformation, in addition to the fixed dictionary for the linear deformation. We estimate the amplitude of the sinusoidal deformation using an optimization method and create the variable dictionary using the estimated amplitude. We show preliminary results using simulated data that demonstrate the soundness of our proposed technique for sparse 4D TomoSAR imaging in the presence of non-linear deformation.

Optimal Output Trajectory Redesign for Invertible Systems

NASA Technical Reports Server (NTRS)

Devasia, S.

1996-01-01

Given a desired output trajectory, inversion-based techniques find input-state trajectories required to exactly track the output. These inversion-based techniques have been successfully applied to the endpoint tracking control of multijoint flexible manipulators and to aircraft control. The specified output trajectory uniquely determines the required input and state trajectories that are found through inversion. These input-state trajectories exactly track the desired output; however, they might not meet acceptable performance requirements. For example, during slewing maneuvers of flexible structures, the structural deformations, which depend on the required state trajectories, may be unacceptably large. Further, the required inputs might cause actuator saturation during an exact tracking maneuver, for example, in the flight control of conventional takeoff and landing aircraft. In such situations, a compromise is desired between the tracking requirement and other goals such as reduction of internal vibrations and prevention of actuator saturation; the desired output trajectory needs to redesigned. Here, we pose the trajectory redesign problem as an optimization of a general quadratic cost function and solve it in the context of linear systems. The solution is obtained as an off-line prefilter of the desired output trajectory. An advantage of our technique is that the prefilter is independent of the particular trajectory. The prefilter can therefore be precomputed, which is a major advantage over other optimization approaches. Previous works have addressed the issue of preshaping inputs to minimize residual and in-maneuver vibrations for flexible structures; Since the command preshaping is computed off-line. Further minimization of optimal quadratic cost functions has also been previously use to preshape command inputs for disturbance rejection. All of these approaches are applicable when the inputs to the system are known a priori. Typically, outputs (not inputs) are specified in tracking problems, and hence the input trajectories have to be computed. The inputs to the system are however, difficult to determine for non-minimum phase systems like flexible structures. One approach to solve this problem is to (1) choose a tracking controller (the desired output trajectory is now an input to the closed-loop system and (2) redesign this input to the closed-loop system. Thus we effectively perform output redesign. These redesigns are however, dependent on the choice of the tracking controllers. Thus the controller optimization and trajectory redesign problems become coupled; this coupled optimization is still an open problem. In contrast, we decouple the trajectory redesign problem from the choice of feedback-based tracking controller. It is noted that our approach remains valid when a particular tracking controller is chosen. In addition, the formulation of our problem not only allows for the minimization of residual vibration as in available techniques but also allows for the optimal reduction fo vibrations during the maneuver, e.g., the altitude control of flexible spacecraft. We begin by formulating the optimal output trajectory redesign problem and then solve it in the context of general linear systems. This theory is then applied to an example flexible structure, and simulation results are provided.

A feedback linearization approach to spacecraft control using momentum exchange devices. Ph.D. Thesis

NASA Technical Reports Server (NTRS)

Dzielski, John Edward

1988-01-01

Recent developments in the area of nonlinear control theory have shown how coordiante changes in the state and input spaces can be used with nonlinear feedback to transform certain nonlinear ordinary differential equations into equivalent linear equations. These feedback linearization techniques are applied to resolve two problems arising in the control of spacecraft equipped with control moment gyroscopes (CMGs). The first application involves the computation of rate commands for the gimbals that rotate the individual gyroscopes to produce commanded torques on the spacecraft. The second application is to the long-term management of stored momentum in the system of control moment gyroscopes using environmental torques acting on the vehicle. An approach to distributing control effort among a group of redundant actuators is described that uses feedback linearization techniques to parameterize sets of controls which influence a specified subsystem in a desired way. The approach is adapted for use in spacecraft control with double-gimballed gyroscopes to produce an algorithm that avoids problematic gimbal configurations by approximating sets of gimbal rates that drive CMG rotors into desirable configurations. The momentum management problem is stated as a trajectory optimization problem with a nonlinear dynamical constraint. Feedback linearization and collocation are used to transform this problem into an unconstrainted nonlinear program. The approach to trajectory optimization is fast and robust. A number of examples are presented showing applications to the proposed NASA space station.

Self-Organizing Hierarchical Particle Swarm Optimization with Time-Varying Acceleration Coefficients for Economic Dispatch with Valve Point Effects and Multifuel Options

NASA Astrophysics Data System (ADS)

Polprasert, Jirawadee; Ongsakul, Weerakorn; Dieu, Vo Ngoc

2011-06-01

This paper proposes a self-organizing hierarchical particle swarm optimization (SPSO) with time-varying acceleration coefficients (TVAC) for solving economic dispatch (ED) problem with non-smooth functions including multiple fuel options (MFO) and valve-point loading effects (VPLE). The proposed SPSO with TVAC is the new approach optimizer and good performance for solving ED problems. It can handle the premature convergence of the problem by re-initialization of velocity whenever particles are stagnated in the search space. To properly control both local and global explorations of the swarm during the optimization process, the performance of TVAC is included. The proposed method is tested in different ED problems with non-smooth cost functions and the obtained results are compared to those from many other methods in the literature. The results have revealed that the proposed SPSO with TVAC is effective in finding higher quality solutions for non-smooth ED problems than many other methods.

Proposal of Evolutionary Simplex Method for Global Optimization Problem

NASA Astrophysics Data System (ADS)

Shimizu, Yoshiaki

To make an agile decision in a rational manner, role of optimization engineering has been notified increasingly under diversified customer demand. With this point of view, in this paper, we have proposed a new evolutionary method serving as an optimization technique in the paradigm of optimization engineering. The developed method has prospects to solve globally various complicated problem appearing in real world applications. It is evolved from the conventional method known as Nelder and Mead’s Simplex method by virtue of idea borrowed from recent meta-heuristic method such as PSO. Mentioning an algorithm to handle linear inequality constraints effectively, we have validated effectiveness of the proposed method through comparison with other methods using several benchmark problems.

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.

Software For Integer Programming

NASA Technical Reports Server (NTRS)

Fogle, F. R.

1992-01-01

Improved Exploratory Search Technique for Pure Integer Linear Programming Problems (IESIP) program optimizes objective function of variables subject to confining functions or constraints, using discrete optimization or integer programming. Enables rapid solution of problems up to 10 variables in size. Integer programming required for accuracy in modeling systems containing small number of components, distribution of goods, scheduling operations on machine tools, and scheduling production in general. Written in Borland's TURBO Pascal.

Statistical mechanical analysis of linear programming relaxation for combinatorial optimization problems

NASA Astrophysics Data System (ADS)

Takabe, Satoshi; Hukushima, Koji

2016-05-01

Typical behavior of the linear programming (LP) problem is studied as a relaxation of the minimum vertex cover (min-VC), a type of integer programming (IP) problem. A lattice-gas model on the Erdös-Rényi random graphs of α -uniform hyperedges is proposed to express both the LP and IP problems of the min-VC in the common statistical mechanical model with a one-parameter family. Statistical mechanical analyses reveal for α =2 that the LP optimal solution is typically equal to that given by the IP below the critical average degree c =e in the thermodynamic limit. The critical threshold for good accuracy of the relaxation extends the mathematical result c =1 and coincides with the replica symmetry-breaking threshold of the IP. The LP relaxation for the minimum hitting sets with α ≥3 , minimum vertex covers on α -uniform random graphs, is also studied. Analytic and numerical results strongly suggest that the LP relaxation fails to estimate optimal values above the critical average degree c =e /(α -1 ) where the replica symmetry is broken.

Statistical mechanical analysis of linear programming relaxation for combinatorial optimization problems.

PubMed

Takabe, Satoshi; Hukushima, Koji

2016-05-01

Typical behavior of the linear programming (LP) problem is studied as a relaxation of the minimum vertex cover (min-VC), a type of integer programming (IP) problem. A lattice-gas model on the Erdös-Rényi random graphs of α-uniform hyperedges is proposed to express both the LP and IP problems of the min-VC in the common statistical mechanical model with a one-parameter family. Statistical mechanical analyses reveal for α=2 that the LP optimal solution is typically equal to that given by the IP below the critical average degree c=e in the thermodynamic limit. The critical threshold for good accuracy of the relaxation extends the mathematical result c=1 and coincides with the replica symmetry-breaking threshold of the IP. The LP relaxation for the minimum hitting sets with α≥3, minimum vertex covers on α-uniform random graphs, is also studied. Analytic and numerical results strongly suggest that the LP relaxation fails to estimate optimal values above the critical average degree c=e/(α-1) where the replica symmetry is broken.

Sensitivity Analysis of Genetic Algorithm Parameters for Optimal Groundwater Monitoring Network Design

NASA Astrophysics Data System (ADS)

Abdeh-Kolahchi, A.; Satish, M.; Datta, B.

2004-05-01

A state art groundwater monitoring network design is introduced. The method combines groundwater flow and transport results with optimization Genetic Algorithm (GA) to identify optimal monitoring well locations. Optimization theory uses different techniques to find a set of parameter values that minimize or maximize objective functions. The suggested groundwater optimal monitoring network design is based on the objective of maximizing the probability of tracking a transient contamination plume by determining sequential monitoring locations. The MODFLOW and MT3DMS models included as separate modules within the Groundwater Modeling System (GMS) are used to develop three dimensional groundwater flow and contamination transport simulation. The groundwater flow and contamination simulation results are introduced as input to the optimization model, using Genetic Algorithm (GA) to identify the groundwater optimal monitoring network design, based on several candidate monitoring locations. The groundwater monitoring network design model is used Genetic Algorithms with binary variables representing potential monitoring location. As the number of decision variables and constraints increase, the non-linearity of the objective function also increases which make difficulty to obtain optimal solutions. The genetic algorithm is an evolutionary global optimization technique, which is capable of finding the optimal solution for many complex problems. In this study, the GA approach capable of finding the global optimal solution to a groundwater monitoring network design problem involving 18.4X 1018 feasible solutions will be discussed. However, to ensure the efficiency of the solution process and global optimality of the solution obtained using GA, it is necessary that appropriate GA parameter values be specified. The sensitivity analysis of genetic algorithms parameters such as random number, crossover probability, mutation probability, and elitism are discussed for solution of monitoring network design.

Factorization and reduction methods for optimal control of distributed parameter systems

NASA Technical Reports Server (NTRS)

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

1985-01-01

A Chandrasekhar-type factorization method is applied to the linear-quadratic optimal control problem for distributed parameter systems. An aeroelastic control problem is used as a model example to demonstrate that if computationally efficient algorithms, such as those of Chandrasekhar-type, are combined with the special structure often available to a particular problem, then an abstract approximation theory developed for distributed parameter control theory becomes a viable method of solution. A numerical scheme based on averaging approximations is applied to hereditary control problems. Numerical examples are given.

Asymptotic Stability of Interconnected Passive Non-Linear Systems

NASA Technical Reports Server (NTRS)

Isidori, A.; Joshi, S. M.; Kelkar, A. G.

1999-01-01

This paper addresses the problem of stabilization of a class of internally passive non-linear time-invariant dynamic systems. A class of non-linear marginally strictly passive (MSP) systems is defined, which is less restrictive than input-strictly passive systems. It is shown that the interconnection of a non-linear passive system and a non-linear MSP system is globally asymptotically stable. The result generalizes and weakens the conditions of the passivity theorem, which requires one of the systems to be input-strictly passive. In the case of linear time-invariant systems, it is shown that the MSP property is equivalent to the marginally strictly positive real (MSPR) property, which is much simpler to check.

Turbulence and mixing from optimal perturbations to a stratified shear layer

NASA Astrophysics Data System (ADS)

Kaminski, Alexis; Caulfield, C. P.; Taylor, John

2014-11-01

The stability and mixing of stratified shear layers is a canonical problem in fluid dynamics with relevance to flows in the ocean and atmosphere. The Miles-Howard theorem states that a necessary condition for normal-mode instability in parallel, inviscid, steady stratified shear flows is that the gradient Richardson number, Rig is less than 1/4 somewhere in the flow. However, substantial transient growth of non-normal modes may be possible at finite times even when Rig > 1 / 4 everywhere in the flow. We have calculated the ``optimal perturbations'' associated with maximum perturbation energy gain for a stably-stratified shear layer. These optimal perturbations are then used to initialize direct numerical simulations. For small but finite perturbation amplitudes, the optimal perturbations grow at the predicted linear rate initially, but then experience sufficient transient growth to become nonlinear and susceptible to secondary instabilities, which then break down into turbulence. Remarkably, this occurs even in flows for which Rig > 1 / 4 everywhere. We will describe the nonlinear evolution of the optimal perturbations and characterize the resulting turbulence and mixing.

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

NASA Astrophysics Data System (ADS)

Akinbode, Oluwaseyi Wemimo

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

Aeroelasticity of morphing wings using neural networks

NASA Astrophysics Data System (ADS)

Natarajan, Anand

In this dissertation, neural networks are designed to effectively model static non-linear aeroelastic problems in adaptive structures and linear dynamic aeroelastic systems with time varying stiffness. The use of adaptive materials in aircraft wings allows for the change of the contour or the configuration of a wing (morphing) in flight. The use of smart materials, to accomplish these deformations, can imply that the stiffness of the wing with a morphing contour changes as the contour changes. For a rapidly oscillating body in a fluid field, continuously adapting structural parameters may render the wing to behave as a time variant system. Even the internal spars/ribs of the aircraft wing which define the wing stiffness can be made adaptive, that is, their stiffness can be made to vary with time. The immediate effect on the structural dynamics of the wing, is that, the wing motion is governed by a differential equation with time varying coefficients. The study of this concept of a time varying torsional stiffness, made possible by the use of active materials and adaptive spars, in the dynamic aeroelastic behavior of an adaptable airfoil is performed here. Another type of aeroelastic problem of an adaptive structure that is investigated here, is the shape control of an adaptive bump situated on the leading edge of an airfoil. Such a bump is useful in achieving flow separation control for lateral directional maneuverability of the aircraft. Since actuators are being used to create this bump on the wing surface, the energy required to do so needs to be minimized. The adverse pressure drag as a result of this bump needs to be controlled so that the loss in lift over the wing is made minimal. The design of such a "spoiler bump" on the surface of the airfoil is an optimization problem of maximizing pressure drag due to flow separation while minimizing the loss in lift and energy required to deform the bump. One neural network is trained using the CFD code FLUENT to represent the aerodynamic loading over the bump. A second neural network is trained for calculating the actuator loads, bump displacement and lift, drag forces over the airfoil using the finite element solver, ANSYS and the previously trained neural network. This non-linear aeroelastic model of the deforming bump on an airfoil surface using neural networks can serve as a fore-runner for other non-linear aeroelastic problems.

On the Problems of Construction and Statistical Inference Associated with a Generalization of Canonical Variables.

DTIC Science & Technology

1982-02-01

of them are pre- sented in this paper. As an application, important practical problems similar to the one posed by Gnanadesikan (1977), p. 77 can be... Gnanadesikan and Wilk (1969) to search for a non-linear combination, giving rise to non-linear first principal component. So, a p-dinensional vector can...distribution, Gnanadesikan and Gupta (1970) and earlier Eaton (1967) have considered the problem of ranking the r underlying populations according to the

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.

Computer Power. Part 2: Electrical Power Problems and Their Amelioration.

ERIC Educational Resources Information Center

Price, Bennett J.

1989-01-01

Describes electrical power problems that affect computer users, including spikes, sags, outages, noise, frequency variations, and static electricity. Ways in which these problems may be diagnosed and cured are discussed. Sidebars consider transformers; power distribution units; surge currents/linear and non-linear loads; and sizing the power…

Simulated parallel annealing within a neighborhood for optimization of biomechanical systems.

PubMed

Higginson, J S; Neptune, R R; Anderson, F C

2005-09-01

Optimization problems for biomechanical systems have become extremely complex. Simulated annealing (SA) algorithms have performed well in a variety of test problems and biomechanical applications; however, despite advances in computer speed, convergence to optimal solutions for systems of even moderate complexity has remained prohibitive. The objective of this study was to develop a portable parallel version of a SA algorithm for solving optimization problems in biomechanics. The algorithm for simulated parallel annealing within a neighborhood (SPAN) was designed to minimize interprocessor communication time and closely retain the heuristics of the serial SA algorithm. The computational speed of the SPAN algorithm scaled linearly with the number of processors on different computer platforms for a simple quadratic test problem and for a more complex forward dynamic simulation of human pedaling.

Optimal control of LQG problem with an explicit trade-off between mean and variance

NASA Astrophysics Data System (ADS)

Qian, Fucai; Xie, Guo; Liu, Ding; Xie, Wenfang

2011-12-01

For discrete-time linear-quadratic Gaussian (LQG) control problems, a utility function on the expectation and the variance of the conventional performance index is considered. The utility function is viewed as an overall objective of the system and can perform the optimal trade-off between the mean and the variance of performance index. The nonlinear utility function is first converted into an auxiliary parameters optimisation problem about the expectation and the variance. Then an optimal closed-loop feedback controller for the nonseparable mean-variance minimisation problem is designed by nonlinear mathematical programming. Finally, simulation results are given to verify the algorithm's effectiveness obtained in this article.

A Kind of Nonlinear Programming Problem Based on Mixed Fuzzy Relation Equations Constraints

NASA Astrophysics Data System (ADS)

Li, Jinquan; Feng, Shuang; Mi, Honghai

In this work, a kind of nonlinear programming problem with non-differential objective function and under the constraints expressed by a system of mixed fuzzy relation equations is investigated. First, some properties of this kind of optimization problem are obtained. Then, a polynomial-time algorithm for this kind of optimization problem is proposed based on these properties. Furthermore, we show that this algorithm is optimal for the considered optimization problem in this paper. Finally, numerical examples are provided to illustrate our algorithms.

A Multivariate Quality Loss Function Approach for Optimization of Spinning Processes

NASA Astrophysics Data System (ADS)

Chakraborty, Shankar; Mitra, Ankan

2018-05-01

Recent advancements in textile industry have given rise to several spinning techniques, such as ring spinning, rotor spinning etc., which can be used to produce a wide variety of textile apparels so as to fulfil the end requirements of the customers. To achieve the best out of these processes, they should be utilized at their optimal parametric settings. However, in presence of multiple yarn characteristics which are often conflicting in nature, it becomes a challenging task for the spinning industry personnel to identify the best parametric mix which would simultaneously optimize all the responses. Hence, in this paper, the applicability of a new systematic approach in the form of multivariate quality loss function technique is explored for optimizing multiple quality characteristics of yarns while identifying the ideal settings of two spinning processes. It is observed that this approach performs well against the other multi-objective optimization techniques, such as desirability function, distance function and mean squared error methods. With slight modifications in the upper and lower specification limits of the considered quality characteristics, and constraints of the non-linear optimization problem, it can be successfully applied to other processes in textile industry to determine their optimal parametric settings.

Review: Optimization methods for groundwater modeling and management

NASA Astrophysics Data System (ADS)

Yeh, William W.-G.

2015-09-01

Optimization methods have been used in groundwater modeling as well as for the planning and management of groundwater systems. This paper reviews and evaluates the various optimization methods that have been used for solving the inverse problem of parameter identification (estimation), experimental design, and groundwater planning and management. Various model selection criteria are discussed, as well as criteria used for model discrimination. The inverse problem of parameter identification concerns the optimal determination of model parameters using water-level observations. In general, the optimal experimental design seeks to find sampling strategies for the purpose of estimating the unknown model parameters. A typical objective of optimal conjunctive-use planning of surface water and groundwater is to minimize the operational costs of meeting water demand. The optimization methods include mathematical programming techniques such as linear programming, quadratic programming, dynamic programming, stochastic programming, nonlinear programming, and the global search algorithms such as genetic algorithms, simulated annealing, and tabu search. Emphasis is placed on groundwater flow problems as opposed to contaminant transport problems. A typical two-dimensional groundwater flow problem is used to explain the basic formulations and algorithms that have been used to solve the formulated optimization problems.

Nested Conjugate Gradient Algorithm with Nested Preconditioning for Non-linear Image Restoration.

PubMed

Skariah, Deepak G; Arigovindan, Muthuvel

2017-06-19

We develop a novel optimization algorithm, which we call Nested Non-Linear Conjugate Gradient algorithm (NNCG), for image restoration based on quadratic data fitting and smooth non-quadratic regularization. The algorithm is constructed as a nesting of two conjugate gradient (CG) iterations. The outer iteration is constructed as a preconditioned non-linear CG algorithm; the preconditioning is performed by the inner CG iteration that is linear. The inner CG iteration, which performs preconditioning for outer CG iteration, itself is accelerated by an another FFT based non-iterative preconditioner. We prove that the method converges to a stationary point for both convex and non-convex regularization functionals. We demonstrate experimentally that proposed method outperforms the well-known majorization-minimization method used for convex regularization, and a non-convex inertial-proximal method for non-convex regularization functional.

Linear Programming and Its Application to Pattern Recognition Problems

NASA Technical Reports Server (NTRS)

Omalley, M. J.

1973-01-01

Linear programming and linear programming like techniques as applied to pattern recognition problems are discussed. Three relatively recent research articles on such applications are summarized. The main results of each paper are described, indicating the theoretical tools needed to obtain them. A synopsis of the author's comments is presented with regard to the applicability or non-applicability of his methods to particular problems, including computational results wherever given.

A minimization principle for the description of modes associated with finite-time instabilities

PubMed Central

Babaee, H.

2016-01-01

We introduce a minimization formulation for the determination of a finite-dimensional, time-dependent, orthonormal basis that captures directions of the phase space associated with transient instabilities. While these instabilities have finite lifetime, they can play a crucial role either by altering the system dynamics through the activation of other instabilities or by creating sudden nonlinear energy transfers that lead to extreme responses. However, their essentially transient character makes their description a particularly challenging task. We develop a minimization framework that focuses on the optimal approximation of the system dynamics in the neighbourhood of the system state. This minimization formulation results in differential equations that evolve a time-dependent basis so that it optimally approximates the most unstable directions. We demonstrate the capability of the method for two families of problems: (i) linear systems, including the advection–diffusion operator in a strongly non-normal regime as well as the Orr–Sommerfeld/Squire operator, and (ii) nonlinear problems, including a low-dimensional system with transient instabilities and the vertical jet in cross-flow. We demonstrate that the time-dependent subspace captures the strongly transient non-normal energy growth (in the short-time regime), while for longer times the modes capture the expected asymptotic behaviour. PMID:27118900

Numerical solution of a conspicuous consumption model with constant control delay☆

PubMed Central

Huschto, Tony; Feichtinger, Gustav; Hartl, Richard F.; Kort, Peter M.; Sager, Sebastian; Seidl, Andrea

2011-01-01

We derive optimal pricing strategies for conspicuous consumption products in periods of recession. To that end, we formulate and investigate a two-stage economic optimal control problem that takes uncertainty of the recession period length and delay effects of the pricing strategy into account. This non-standard optimal control problem is difficult to solve analytically, and solutions depend on the variable model parameters. Therefore, we use a numerical result-driven approach. We propose a structure-exploiting direct method for optimal control to solve this challenging optimization problem. In particular, we discretize the uncertainties in the model formulation by using scenario trees and target the control delays by introduction of slack control functions. Numerical results illustrate the validity of our approach and show the impact of uncertainties and delay effects on optimal economic strategies. During the recession, delayed optimal prices are higher than the non-delayed ones. In the normal economic period, however, this effect is reversed and optimal prices with a delayed impact are smaller compared to the non-delayed case. PMID:22267871

Uncertainty reasoning in expert systems

NASA Technical Reports Server (NTRS)

Kreinovich, Vladik

1993-01-01

Intelligent control is a very successful way to transform the expert's knowledge of the type 'if the velocity is big and the distance from the object is small, hit the brakes and decelerate as fast as possible' into an actual control. To apply this transformation, one must choose appropriate methods for reasoning with uncertainty, i.e., one must: (1) choose the representation for words like 'small', 'big'; (2) choose operations corresponding to 'and' and 'or'; (3) choose a method that transforms the resulting uncertain control recommendations into a precise control strategy. The wrong choice can drastically affect the quality of the resulting control, so the problem of choosing the right procedure is very important. From a mathematical viewpoint these choice problems correspond to non-linear optimization and are therefore extremely difficult. In this project, a new mathematical formalism (based on group theory) is developed that allows us to solve the problem of optimal choice and thus: (1) explain why the existing choices are really the best (in some situations); (2) explain a rather mysterious fact that fuzzy control (i.e., control based on the experts' knowledge) is often better than the control by these same experts; and (3) give choice recommendations for the cases when traditional choices do not work.

Optimal traffic resource allocation and management.

DOT National Transportation Integrated Search

2010-05-01

"In this paper, we address the problem of determining the patrol routes of state troopers for maximum coverage of : highway spots with high frequencies of crashes (hot spots). We develop a mixed integer linear programming model : for this problem und...

Nonlinear Motion Cueing Algorithm: Filtering at Pilot Station and Development of the Nonlinear Optimal Filters for Pitch and Roll

NASA Technical Reports Server (NTRS)

Zaychik, Kirill B.; Cardullo, Frank M.

2012-01-01

Telban and Cardullo have developed and successfully implemented the non-linear optimal motion cueing algorithm at the Visual Motion Simulator (VMS) at the NASA Langley Research Center in 2005. The latest version of the non-linear algorithm performed filtering of motion cues in all degrees-of-freedom except for pitch and roll. This manuscript describes the development and implementation of the non-linear optimal motion cueing algorithm for the pitch and roll degrees of freedom. Presented results indicate improved cues in the specified channels as compared to the original design. To further advance motion cueing in general, this manuscript describes modifications to the existing algorithm, which allow for filtering at the location of the pilot's head as opposed to the centroid of the motion platform. The rational for such modification to the cueing algorithms is that the location of the pilot's vestibular system must be taken into account as opposed to the off-set of the centroid of the cockpit relative to the center of rotation alone. Results provided in this report suggest improved performance of the motion cueing algorithm.

Applied Distributed Model Predictive Control for Energy Efficient Buildings and Ramp Metering

NASA Astrophysics Data System (ADS)

Koehler, Sarah Muraoka

Industrial large-scale control problems present an interesting algorithmic design challenge. A number of controllers must cooperate in real-time on a network of embedded hardware with limited computing power in order to maximize system efficiency while respecting constraints and despite communication delays. Model predictive control (MPC) can automatically synthesize a centralized controller which optimizes an objective function subject to a system model, constraints, and predictions of disturbance. Unfortunately, the computations required by model predictive controllers for large-scale systems often limit its industrial implementation only to medium-scale slow processes. Distributed model predictive control (DMPC) enters the picture as a way to decentralize a large-scale model predictive control problem. The main idea of DMPC is to split the computations required by the MPC problem amongst distributed processors that can compute in parallel and communicate iteratively to find a solution. Some popularly proposed solutions are distributed optimization algorithms such as dual decomposition and the alternating direction method of multipliers (ADMM). However, these algorithms ignore two practical challenges: substantial communication delays present in control systems and also problem non-convexity. This thesis presents two novel and practically effective DMPC algorithms. The first DMPC algorithm is based on a primal-dual active-set method which achieves fast convergence, making it suitable for large-scale control applications which have a large communication delay across its communication network. In particular, this algorithm is suited for MPC problems with a quadratic cost, linear dynamics, forecasted demand, and box constraints. We measure the performance of this algorithm and show that it significantly outperforms both dual decomposition and ADMM in the presence of communication delay. The second DMPC algorithm is based on an inexact interior point method which is suited for nonlinear optimization problems. The parallel computation of the algorithm exploits iterative linear algebra methods for the main linear algebra computations in the algorithm. We show that the splitting of the algorithm is flexible and can thus be applied to various distributed platform configurations. The two proposed algorithms are applied to two main energy and transportation control problems. The first application is energy efficient building control. Buildings represent 40% of energy consumption in the United States. Thus, it is significant to improve the energy efficiency of buildings. The goal is to minimize energy consumption subject to the physics of the building (e.g. heat transfer laws), the constraints of the actuators as well as the desired operating constraints (thermal comfort of the occupants), and heat load on the system. In this thesis, we describe the control systems of forced air building systems in practice. We discuss the "Trim and Respond" algorithm which is a distributed control algorithm that is used in practice, and show that it performs similarly to a one-step explicit DMPC algorithm. Then, we apply the novel distributed primal-dual active-set method and provide extensive numerical results for the building MPC problem. The second main application is the control of ramp metering signals to optimize traffic flow through a freeway system. This application is particularly important since urban congestion has more than doubled in the past few decades. The ramp metering problem is to maximize freeway throughput subject to freeway dynamics (derived from mass conservation), actuation constraints, freeway capacity constraints, and predicted traffic demand. In this thesis, we develop a hybrid model predictive controller for ramp metering that is guaranteed to be persistently feasible and stable. This contrasts to previous work on MPC for ramp metering where such guarantees are absent. We apply a smoothing method to the hybrid model predictive controller and apply the inexact interior point method to this nonlinear non-convex ramp metering problem.

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.

Active control of panel vibrations induced by boundary-layer flow

NASA Technical Reports Server (NTRS)

Chow, Pao-Liu

1991-01-01

Some problems in active control of panel vibration excited by a boundary layer flow over a flat plate are studied. In the first phase of the study, the optimal control problem of vibrating elastic panel induced by a fluid dynamical loading was studied. For a simply supported rectangular plate, the vibration control problem can be analyzed by a modal analysis. The control objective is to minimize the total cost functional, which is the sum of a vibrational energy and the control cost. By means of the modal expansion, the dynamical equation for the plate and the cost functional are reduced to a system of ordinary differential equations and the cost functions for the modes. For the linear elastic plate, the modes become uncoupled. The control of each modal amplitude reduces to the so-called linear regulator problem in control theory. Such problems can then be solved by the method of adjoint state. The optimality system of equations was solved numerically by a shooting method. The results are summarized.

Contextual Multi-armed Bandits under Feature Uncertainty

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

Yun, Seyoung; Nam, Jun Hyun; Mo, Sangwoo

We study contextual multi-armed bandit problems under linear realizability on rewards and uncertainty (or noise) on features. For the case of identical noise on features across actions, we propose an algorithm, coined NLinRel, having O(T⁷/₈(log(dT)+K√d)) regret bound for T rounds, K actions, and d-dimensional feature vectors. Next, for the case of non-identical noise, we observe that popular linear hypotheses including NLinRel are impossible to achieve such sub-linear regret. Instead, under assumption of Gaussian feature vectors, we prove that a greedy algorithm has O(T²/₃√log d)regret bound with respect to the optimal linear hypothesis. Utilizing our theoretical understanding on the Gaussian case,more » we also design a practical variant of NLinRel, coined Universal-NLinRel, for arbitrary feature distributions. It first runs NLinRel for finding the ‘true’ coefficient vector using feature uncertainties and then adjust it to minimize its regret using the statistical feature information. We justify the performance of Universal-NLinRel on both synthetic and real-world datasets.« less

Analytical and Computational Properties of Distributed Approaches to MDO

NASA Technical Reports Server (NTRS)

Alexandrov, Natalia M.; Lewis, Robert Michael

2000-01-01

Historical evolution of engineering disciplines and the complexity of the MDO problem suggest that disciplinary autonomy is a desirable goal in formulating and solving MDO problems. We examine the notion of disciplinary autonomy and discuss the analytical properties of three approaches to formulating and solving MDO problems that achieve varying degrees of autonomy by distributing the problem along disciplinary lines. Two of the approaches-Optimization by Linear Decomposition and Collaborative Optimization-are based on bi-level optimization and reflect what we call a structural perspective. The third approach, Distributed Analysis Optimization, is a single-level approach that arises from what we call an algorithmic perspective. The main conclusion of the paper is that disciplinary autonomy may come at a price: in the bi-level approaches, the system-level constraints introduced to relax the interdisciplinary coupling and enable disciplinary autonomy can cause analytical and computational difficulties for optimization algorithms. The single-level alternative we discuss affords a more limited degree of autonomy than that of the bi-level approaches, but without the computational difficulties of the bi-level methods. Key Words: Autonomy, bi-level optimization, distributed optimization, multidisciplinary optimization, multilevel optimization, nonlinear programming, problem integration, system synthesis

IESIP - AN IMPROVED EXPLORATORY SEARCH TECHNIQUE FOR PURE INTEGER LINEAR PROGRAMMING PROBLEMS

NASA Technical Reports Server (NTRS)

Fogle, F. R.

1994-01-01

IESIP, an Improved Exploratory Search Technique for Pure Integer Linear Programming Problems, addresses the problem of optimizing an objective function of one or more variables subject to a set of confining functions or constraints by a method called discrete optimization or integer programming. Integer programming is based on a specific form of the general linear programming problem in which all variables in the objective function and all variables in the constraints are integers. While more difficult, integer programming is required for accuracy when modeling systems with small numbers of components such as the distribution of goods, machine scheduling, and production scheduling. IESIP establishes a new methodology for solving pure integer programming problems by utilizing a modified version of the univariate exploratory move developed by Robert Hooke and T.A. Jeeves. IESIP also takes some of its technique from the greedy procedure and the idea of unit neighborhoods. A rounding scheme uses the continuous solution found by traditional methods (simplex or other suitable technique) and creates a feasible integer starting point. The Hook and Jeeves exploratory search is modified to accommodate integers and constraints and is then employed to determine an optimal integer solution from the feasible starting solution. The user-friendly IESIP allows for rapid solution of problems up to 10 variables in size (limited by DOS allocation). Sample problems compare IESIP solutions with the traditional branch-and-bound approach. IESIP is written in Borland's TURBO Pascal for IBM PC series computers and compatibles running DOS. Source code and an executable are provided. The main memory requirement for execution is 25K. This program is available on a 5.25 inch 360K MS DOS format diskette. IESIP was developed in 1990. IBM is a trademark of International Business Machines. TURBO Pascal is registered by Borland International.

Linear state feedback, quadratic weights, and closed loop eigenstructures. M.S. Thesis

NASA Technical Reports Server (NTRS)

Thompson, P. M.

1979-01-01

Results are given on the relationships between closed loop eigenstructures, state feedback gain matrices of the linear state feedback problem, and quadratic weights of the linear quadratic regulator. Equations are derived for the angles of general multivariable root loci and linear quadratic optimal root loci, including angles of departure and approach. The generalized eigenvalue problem is used for the first time to compute angles of approach. Equations are also derived to find the sensitivity of closed loop eigenvalues and the directional derivatives of closed loop eigenvectors (with respect to a scalar multiplying the feedback gain matrix or the quadratic control weight). An equivalence class of quadratic weights that produce the same asymptotic eigenstructure is defined, sufficient conditions to be in it are given, a canonical element is defined, and an algorithm to find it is given. The behavior of the optimal root locus in the nonasymptotic region is shown to be different for quadratic weights with the same asymptotic properties.

Asymptotic Linear Spectral Statistics for Spiked Hermitian Random Matrices

NASA Astrophysics Data System (ADS)

Passemier, Damien; McKay, Matthew R.; Chen, Yang

2015-07-01

Using the Coulomb Fluid method, this paper derives central limit theorems (CLTs) for linear spectral statistics of three "spiked" Hermitian random matrix ensembles. These include Johnstone's spiked model (i.e., central Wishart with spiked correlation), non-central Wishart with rank-one non-centrality, and a related class of non-central matrices. For a generic linear statistic, we derive simple and explicit CLT expressions as the matrix dimensions grow large. For all three ensembles under consideration, we find that the primary effect of the spike is to introduce an correction term to the asymptotic mean of the linear spectral statistic, which we characterize with simple formulas. The utility of our proposed framework is demonstrated through application to three different linear statistics problems: the classical likelihood ratio test for a population covariance, the capacity analysis of multi-antenna wireless communication systems with a line-of-sight transmission path, and a classical multiple sample significance testing problem.

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

Techniques for Single System Integration of Elastic Simulation Features

NASA Astrophysics Data System (ADS)

Mitchell, Nathan M.

Techniques for simulating the behavior of elastic objects have matured considerably over the last several decades, tackling diverse problems from non-linear models for incompressibility to accurate self-collisions. Alongside these contributions, advances in parallel hardware design and algorithms have made simulation more efficient and affordable than ever before. However, prior research often has had to commit to design choices that compromise certain simulation features to better optimize others, resulting in a fragmented landscape of solutions. For complex, real-world tasks, such as virtual surgery, a holistic approach is desirable, where complex behavior, performance, and ease of modeling are supported equally. This dissertation caters to this goal in the form of several interconnected threads of investigation, each of which contributes a piece of an unified solution. First, it will be demonstrated how various non-linear materials can be combined with lattice deformers to yield simulations with behavioral richness and a high potential for parallelism. This potential will be exploited to show how a hybrid solver approach based on large macroblocks can accelerate the convergence of these deformers. Further extensions of the lattice concept with non-manifold topology will allow for efficient processing of self-collisions and topology change. Finally, these concepts will be explored in the context of a case study on virtual plastic surgery, demonstrating a real-world problem space where these ideas can be combined to build an expressive authoring tool, allowing surgeons to record procedures digitally for future reference or education.

Optimal Artificial Boundary Condition Configurations for Sensitivity-Based Model Updating and Damage Detection

DTIC Science & Technology

2010-09-01

matrix is used in many methods, like Jacobi or Gauss Seidel , for solving linear systems. Also, no partial pivoting is necessary for a strictly column...problems that arise during the procedure, which in general, converges to the solving of a linear system. The most common issue with the solution is the... iterative procedure to find an appropriate subset of parameters that produce an optimal solution commonly known as forward selection. Then, the

An analysis of hypercritical states in elastic and inelastic systems

NASA Astrophysics Data System (ADS)

Kowalczk, Maciej

The author raises a wide range of problems whose common characteristic is an analysis of hypercritical states in elastic and inelastic systems. the article consists of two basic parts. The first part primarily discusses problems of modelling hypercritical states, while the second analyzes numerical methods (so-called continuation methods) used to solve non-linear problems. The original approaches for modelling hypercritical states found in this article include the combination of plasticity theory and an energy condition for cracking, accounting for the variability and cyclical nature of the forms of fracture of a brittle material under a die, and the combination of plasticity theory and a simplified description of the phenomenon of localization along a discontinuity line. The author presents analytical solutions of three non-linear problems for systems made of elastic/brittle/plastic and elastic/ideally plastic materials. The author proceeds to discuss the analytical basics of continuation methods and analyzes the significance of the parameterization of non-linear problems, provides a method for selecting control parameters based on an analysis of the rank of a rectangular matrix of a uniform system of increment equations, and also provides a new method for selecting an equilibrium path originating from a bifurcation point. The author provides a general outline of continuation methods based on an analysis of the rank of a matrix of a corrective system of equations. The author supplements his theoretical solutions with numerical solutions of non-linear problems for rod systems and problems of the plastic disintegration of a notched rectangular plastic plate.

E-Learning Technologies: Employing Matlab Web Server to Facilitate the Education of Mathematical Programming

ERIC Educational Resources Information Center

Karagiannis, P.; Markelis, I.; Paparrizos, K.; Samaras, N.; Sifaleras, A.

2006-01-01

This paper presents new web-based educational software (webNetPro) for "Linear Network Programming." It includes many algorithms for "Network Optimization" problems, such as shortest path problems, minimum spanning tree problems, maximum flow problems and other search algorithms. Therefore, webNetPro can assist the teaching process of courses such…

Design principles and operating principles: the yin and yang of optimal functioning.

PubMed

Voit, Eberhard O

2003-03-01

Metabolic engineering has as a goal the improvement of yield of desired products from microorganisms and cell lines. This goal has traditionally been approached with experimental biotechnological methods, but it is becoming increasingly popular to precede the experimental phase by a mathematical modeling step that allows objective pre-screening of possible improvement strategies. The models are either linear and represent the stoichiometry and flux distribution in pathways or they are non-linear and account for the full kinetic behavior of the pathway, which is often significantly effected by regulatory signals. Linear flux analysis is simpler and requires less input information than a full kinetic analysis, and the question arises whether the consideration of non-linearities is really necessary for devising optimal strategies for yield improvements. The article analyzes this question with a generic, representative pathway. It shows that flux split ratios, which are the key criterion for linear flux analysis, are essentially sufficient for unregulated, but not for regulated branch points. The interrelationships between regulatory design on one hand and optimal patterns of operation on the other suggest the investigation of operating principles that complement design principles, like a user's manual complements the hardwiring of electronic equipment.

Distributed multi-sensor particle filter for bearings-only tracking

NASA Astrophysics Data System (ADS)

Zhang, Jungen; Ji, Hongbing

2012-02-01

In this article, the classical bearings-only tracking (BOT) problem for a single target is addressed, which belongs to the general class of non-linear filtering problems. Due to the fact that the radial distance observability of the target is poor, the algorithm-based sequential Monte-Carlo (particle filtering, PF) methods generally show instability and filter divergence. A new stable distributed multi-sensor PF method is proposed for BOT. The sensors process their measurements at their sites using a hierarchical PF approach, which transforms the BOT problem from Cartesian coordinate to the logarithmic polar coordinate and separates the observable components from the unobservable components of the target. In the fusion centre, the target state can be estimated by utilising the multi-sensor optimal information fusion rule. Furthermore, the computation of a theoretical Cramer-Rao lower bound is given for the multi-sensor BOT problem. Simulation results illustrate that the proposed tracking method can provide better performances than the traditional PF method.

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

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

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

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

Optimum testing of multiple hypotheses in quantum detection theory

NASA Technical Reports Server (NTRS)

Yuen, H. P.; Kennedy, R. S.; Lax, M.

1975-01-01

The problem of specifying the optimum quantum detector in multiple hypotheses testing is considered for application to optical communications. The quantum digital detection problem is formulated as a linear programming problem on an infinite-dimensional space. A necessary and sufficient condition is derived by the application of a general duality theorem specifying the optimum detector in terms of a set of linear operator equations and inequalities. Existence of the optimum quantum detector is also established. The optimality of commuting detection operators is discussed in some examples. The structure and performance of the optimal receiver are derived for the quantum detection of narrow-band coherent orthogonal and simplex signals. It is shown that modal photon counting is asymptotically optimum in the limit of a large signaling alphabet and that the capacity goes to infinity in the absence of a bandwidth limitation.

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

The Shock and Vibration Digest, Volume 18, Number 3

DTIC Science & Technology

1986-03-01

Linear Distributed Parameter Des., Proc. Intl. Symp., 11th ONR Naval Struc. Systems by Shifted Legendre Polynomial Func- Mech. Symp., Tucson, AZ, pp...University, Atlanta, Georgia nonlinear problems with elementary algebra . It J. Sound Vib., 102 (2), pp 247-257 (Sept 22, uses i = -1, the Pascal’s...eigenvalues specified. The optimal avoid failure due to resonance under the action control problem of a linear distributed parameter 0School of Mechanical

Exploring the quantum speed limit with computer games

NASA Astrophysics Data System (ADS)

Sørensen, Jens Jakob W. H.; Pedersen, Mads Kock; Munch, Michael; Haikka, Pinja; Jensen, Jesper Halkjær; Planke, Tilo; Andreasen, Morten Ginnerup; Gajdacz, Miroslav; Mølmer, Klaus; Lieberoth, Andreas; Sherson, Jacob F.

2016-04-01

Humans routinely solve problems of immense computational complexity by intuitively forming simple, low-dimensional heuristic strategies. Citizen science (or crowd sourcing) is a way of exploiting this ability by presenting scientific research problems to non-experts. ‘Gamification’—the application of game elements in a non-game context—is an effective tool with which to enable citizen scientists to provide solutions to research problems. The citizen science games Foldit, EteRNA and EyeWire have been used successfully to study protein and RNA folding and neuron mapping, but so far gamification has not been applied to problems in quantum physics. Here we report on Quantum Moves, an online platform gamifying optimization problems in quantum physics. We show that human players are able to find solutions to difficult problems associated with the task of quantum computing. Players succeed where purely numerical optimization fails, and analyses of their solutions provide insights into the problem of optimization of a more profound and general nature. Using player strategies, we have thus developed a few-parameter heuristic optimization method that efficiently outperforms the most prominent established numerical methods. The numerical complexity associated with time-optimal solutions increases for shorter process durations. To understand this better, we produced a low-dimensional rendering of the optimization landscape. This rendering reveals why traditional optimization methods fail near the quantum speed limit (that is, the shortest process duration with perfect fidelity). Combined analyses of optimization landscapes and heuristic solution strategies may benefit wider classes of optimization problems in quantum physics and beyond.

Exploring the quantum speed limit with computer games.

PubMed

Sørensen, Jens Jakob W H; Pedersen, Mads Kock; Munch, Michael; Haikka, Pinja; Jensen, Jesper Halkjær; Planke, Tilo; Andreasen, Morten Ginnerup; Gajdacz, Miroslav; Mølmer, Klaus; Lieberoth, Andreas; Sherson, Jacob F

2016-04-14

Humans routinely solve problems of immense computational complexity by intuitively forming simple, low-dimensional heuristic strategies. Citizen science (or crowd sourcing) is a way of exploiting this ability by presenting scientific research problems to non-experts. 'Gamification'--the application of game elements in a non-game context--is an effective tool with which to enable citizen scientists to provide solutions to research problems. The citizen science games Foldit, EteRNA and EyeWire have been used successfully to study protein and RNA folding and neuron mapping, but so far gamification has not been applied to problems in quantum physics. Here we report on Quantum Moves, an online platform gamifying optimization problems in quantum physics. We show that human players are able to find solutions to difficult problems associated with the task of quantum computing. Players succeed where purely numerical optimization fails, and analyses of their solutions provide insights into the problem of optimization of a more profound and general nature. Using player strategies, we have thus developed a few-parameter heuristic optimization method that efficiently outperforms the most prominent established numerical methods. The numerical complexity associated with time-optimal solutions increases for shorter process durations. To understand this better, we produced a low-dimensional rendering of the optimization landscape. This rendering reveals why traditional optimization methods fail near the quantum speed limit (that is, the shortest process duration with perfect fidelity). Combined analyses of optimization landscapes and heuristic solution strategies may benefit wider classes of optimization problems in quantum physics and beyond.

Designing optimal universal pulses using second-order, large-scale, non-linear optimization

NASA Astrophysics Data System (ADS)

Anand, Christopher Kumar; Bain, Alex D.; Curtis, Andrew Thomas; Nie, Zhenghua

2012-06-01

Recently, RF pulse design using first-order and quasi-second-order pulses has been actively investigated. We present a full second-order design method capable of incorporating relaxation, inhomogeneity in B0 and B1. Our model is formulated as a generic optimization problem making it easy to incorporate diverse pulse sequence features. To tame the computational cost, we present a method of calculating second derivatives in at most a constant multiple of the first derivative calculation time, this is further accelerated by using symbolic solutions of the Bloch equations. We illustrate the relative merits and performance of quasi-Newton and full second-order optimization with a series of examples, showing that even a pulse already optimized using other methods can be visibly improved. To be useful in CPMG experiments, a universal refocusing pulse should be independent of the delay time and insensitive of the relaxation time and RF inhomogeneity. We design such a pulse and show that, using it, we can obtain reliable R2 measurements for offsets within ±γB1. Finally, we compare our optimal refocusing pulse with other published refocusing pulses by doing CPMG experiments.

Comparing Consider-Covariance Analysis with Sigma-Point Consider Filter and Linear-Theory Consider Filter Formulations

NASA Technical Reports Server (NTRS)

Lisano, Michael E.

2007-01-01

Recent literature in applied estimation theory reflects growing interest in the sigma-point (also called unscented ) formulation for optimal sequential state estimation, often describing performance comparisons with extended Kalman filters as applied to specific dynamical problems [c.f. 1, 2, 3]. Favorable attributes of sigma-point filters are described as including a lower expected error for nonlinear even non-differentiable dynamical systems, and a straightforward formulation not requiring derivation or implementation of any partial derivative Jacobian matrices. These attributes are particularly attractive, e.g. in terms of enabling simplified code architecture and streamlined testing, in the formulation of estimators for nonlinear spaceflight mechanics systems, such as filter software onboard deep-space robotic spacecraft. As presented in [4], the Sigma-Point Consider Filter (SPCF) algorithm extends the sigma-point filter algorithm to the problem of consider covariance analysis. Considering parameters in a dynamical system, while estimating its state, provides an upper bound on the estimated state covariance, which is viewed as a conservative approach to designing estimators for problems of general guidance, navigation and control. This is because, whether a parameter in the system model is observable or not, error in the knowledge of the value of a non-estimated parameter will increase the actual uncertainty of the estimated state of the system beyond the level formally indicated by the covariance of an estimator that neglects errors or uncertainty in that parameter. The equations for SPCF covariance evolution are obtained in a fashion similar to the derivation approach taken with standard (i.e. linearized or extended) consider parameterized Kalman filters (c.f. [5]). While in [4] the SPCF and linear-theory consider filter (LTCF) were applied to an illustrative linear dynamics/linear measurement problem, in the present work examines the SPCF as applied to nonlinear sequential consider covariance analysis, i.e. in the presence of nonlinear dynamics and nonlinear measurements. A simple SPCF for orbit determination, exemplifying an algorithm hosted in the guidance, navigation and control (GN&C) computer processor of a hypothetical robotic spacecraft, was implemented, and compared with an identically-parameterized (standard) extended, consider-parameterized Kalman filter. The onboard filtering scenario examined is a hypothetical spacecraft orbit about a small natural body with imperfectly-known mass. The formulations, relative complexities, and performances of the filters are compared and discussed.

ALPS: A Linear Program Solver

NASA Technical Reports Server (NTRS)

Ferencz, Donald C.; Viterna, Larry A.

1991-01-01

ALPS is a computer program which can be used to solve general linear program (optimization) problems. ALPS was designed for those who have minimal linear programming (LP) knowledge and features a menu-driven scheme to guide the user through the process of creating and solving LP formulations. Once created, the problems can be edited and stored in standard DOS ASCII files to provide portability to various word processors or even other linear programming packages. Unlike many math-oriented LP solvers, ALPS contains an LP parser that reads through the LP formulation and reports several types of errors to the user. ALPS provides a large amount of solution data which is often useful in problem solving. In addition to pure linear programs, ALPS can solve for integer, mixed integer, and binary type problems. Pure linear programs are solved with the revised simplex method. Integer or mixed integer programs are solved initially with the revised simplex, and the completed using the branch-and-bound technique. Binary programs are solved with the method of implicit enumeration. This manual describes how to use ALPS to create, edit, and solve linear programming problems. Instructions for installing ALPS on a PC compatible computer are included in the appendices along with a general introduction to linear programming. A programmers guide is also included for assistance in modifying and maintaining the program.

Meshless methods in shape optimization of linear elastic and thermoelastic solids

NASA Astrophysics Data System (ADS)

Bobaru, Florin

This dissertation proposes a meshless approach to problems in shape optimization of elastic and thermoelastic solids. The Element-free Galerkin (EFG) method is used for this purpose. The ability of the EFG to avoid remeshing, that is normally done in a Finite Element approach to correct highly distorted meshes, is clearly demonstrated by several examples. The shape optimization example of a thermal cooling fin shows a dramatic improvement in the objective compared to a previous FEM analysis. More importantly, the new solution, displaying large shape changes contrasted to the initial design, was completely missed by the FEM analysis. The EFG formulation given here for shape optimization "uncovers" new solutions that are, apparently, unobtainable via a FEM approach. This is one of the main achievements of our work. The variational formulations for the analysis problem and for the sensitivity problems are obtained with a penalty method for imposing the displacement boundary conditions. The continuum formulation is general and this facilitates 2D and 3D with minor differences from one another. Also, transient thermoelastic problems can use the present development at each time step to solve shape optimization problems for time-dependent thermal problems. For the elasticity framework, displacement sensitivity is obtained in the EFG context. Excellent agreements with analytical solutions for some test problems are obtained. The shape optimization of a fillet is carried out in great detail, and results show significant improvement of the EFG solution over the FEM or the Boundary Element Method solutions. In our approach we avoid differentiating the complicated EFG shape functions, with respect to the shape design parameters, by using a particular discretization for sensitivity calculations. Displacement and temperature sensitivities are formulated for the shape optimization of a linear thermoelastic solid. Two important examples considered in this work, the optimization of a thermal fin and of a uniformly loaded thermoelastic beam, reveal new characteristics of the EFG method in shape optimization applications. Among other advantages of the EFG method over traditional FEM treatments of shape optimization problems, some of the most important ones are shown to be: elimination of post-processing for stress and strain recovery that directly gives more accurate results in critical positions (near the boundaries, for example) for shape optimization problems; nodes movement flexibility that permits new, better shapes (previously missed by an FEM analysis) to be discovered. Several new research directions that need further consideration are exposed.

Optimal helicopter trajectory planning for terrain following flight

NASA Technical Reports Server (NTRS)

Menon, P. K. A.

1990-01-01

Helicopters operating in high threat areas have to fly close to the earth surface to minimize the risk of being detected by the adversaries. Techniques are presented for low altitude helicopter trajectory planning. These methods are based on optimal control theory and appear to be implementable onboard in realtime. Second order necessary conditions are obtained to provide a criterion for finding the optimal trajectory when more than one extremal passes through a given point. A second trajectory planning method incorporating a quadratic performance index is also discussed. Trajectory planning problem is formulated as a differential game. The objective is to synthesize optimal trajectories in the presence of an actively maneuvering adversary. Numerical methods for obtaining solutions to these problems are outlined. As an alternative to numerical method, feedback linearizing transformations are combined with the linear quadratic game results to synthesize explicit nonlinear feedback strategies for helicopter pursuit-evasion. Some of the trajectories generated from this research are evaluated on a six-degree-of-freedom helicopter simulation incorporating an advanced autopilot. The optimal trajectory planning methods presented are also useful for autonomous land vehicle guidance.

Multi-objective optimization of solid waste flows: environmentally sustainable strategies for municipalities.

PubMed

Minciardi, Riccardo; Paolucci, Massimo; Robba, Michela; Sacile, Roberto

2008-11-01

An approach to sustainable municipal solid waste (MSW) management is presented, with the aim of supporting the decision on the optimal flows of solid waste sent to landfill, recycling and different types of treatment plants, whose sizes are also decision variables. This problem is modeled with a non-linear, multi-objective formulation. Specifically, four objectives to be minimized have been taken into account, which are related to economic costs, unrecycled waste, sanitary landfill disposal and environmental impact (incinerator emissions). An interactive reference point procedure has been developed to support decision making; these methods are considered appropriate for multi-objective decision problems in environmental applications. In addition, interactive methods are generally preferred by decision makers as they can be directly involved in the various steps of the decision process. Some results deriving from the application of the proposed procedure are presented. The application of the procedure is exemplified by considering the interaction with two different decision makers who are assumed to be in charge of planning the MSW system in the municipality of Genova (Italy).

Differential geometric methods in system theory.

NASA Technical Reports Server (NTRS)

Brockett, R. W.

1971-01-01

Discussion of certain problems in system theory which have been or might be solved using some basic concepts from differential geometry. The problems considered involve differential equations, controllability, optimal control, qualitative behavior, stochastic processes, and bilinear systems. The main goal is to extend the essentials of linear theory to some nonlinear classes of problems.

Mathematical Methods in Wave Propagation: Part 2--Non-Linear Wave Front Analysis

ERIC Educational Resources Information Center

Jeffrey, Alan

1971-01-01

The paper presents applications and methods of analysis for non-linear hyperbolic partial differential equations. The paper is concluded by an account of wave front analysis as applied to the piston problem of gas dynamics. (JG)

A problem in non-linear Diophantine approximation

NASA Astrophysics Data System (ADS)

Harrap, Stephen; Hussain, Mumtaz; Kristensen, Simon

2018-05-01

In this paper we obtain the Lebesgue and Hausdorff measure results for the set of vectors satisfying infinitely many fully non-linear Diophantine inequalities. The set is associated with a class of linear inhomogeneous partial differential equations whose solubility depends on a certain Diophantine condition. The failure of the Diophantine condition guarantees the existence of a smooth solution.

A new approach to integrate GPU-based Monte Carlo simulation into inverse treatment plan optimization for proton therapy.

PubMed

Li, Yongbao; Tian, Zhen; Song, Ting; Wu, Zhaoxia; Liu, Yaqiang; Jiang, Steve; Jia, Xun

2017-01-07

Monte Carlo (MC)-based spot dose calculation is highly desired for inverse treatment planning in proton therapy because of its accuracy. Recent studies on biological optimization have also indicated the use of MC methods to compute relevant quantities of interest, e.g. linear energy transfer. Although GPU-based MC engines have been developed to address inverse optimization problems, their efficiency still needs to be improved. Also, the use of a large number of GPUs in MC calculation is not favorable for clinical applications. The previously proposed adaptive particle sampling (APS) method can improve the efficiency of MC-based inverse optimization by using the computationally expensive MC simulation more effectively. This method is more efficient than the conventional approach that performs spot dose calculation and optimization in two sequential steps. In this paper, we propose a computational library to perform MC-based spot dose calculation on GPU with the APS scheme. The implemented APS method performs a non-uniform sampling of the particles from pencil beam spots during the optimization process, favoring those from the high intensity spots. The library also conducts two computationally intensive matrix-vector operations frequently used when solving an optimization problem. This library design allows a streamlined integration of the MC-based spot dose calculation into an existing proton therapy inverse planning process. We tested the developed library in a typical inverse optimization system with four patient cases. The library achieved the targeted functions by supporting inverse planning in various proton therapy schemes, e.g. single field uniform dose, 3D intensity modulated proton therapy, and distal edge tracking. The efficiency was 41.6  ±  15.3% higher than the use of a GPU-based MC package in a conventional calculation scheme. The total computation time ranged between 2 and 50 min on a single GPU card depending on the problem size.

A new approach to integrate GPU-based Monte Carlo simulation into inverse treatment plan optimization for proton therapy

NASA Astrophysics Data System (ADS)

Li, Yongbao; Tian, Zhen; Song, Ting; Wu, Zhaoxia; Liu, Yaqiang; Jiang, Steve; Jia, Xun

2017-01-01

Monte Carlo (MC)-based spot dose calculation is highly desired for inverse treatment planning in proton therapy because of its accuracy. Recent studies on biological optimization have also indicated the use of MC methods to compute relevant quantities of interest, e.g. linear energy transfer. Although GPU-based MC engines have been developed to address inverse optimization problems, their efficiency still needs to be improved. Also, the use of a large number of GPUs in MC calculation is not favorable for clinical applications. The previously proposed adaptive particle sampling (APS) method can improve the efficiency of MC-based inverse optimization by using the computationally expensive MC simulation more effectively. This method is more efficient than the conventional approach that performs spot dose calculation and optimization in two sequential steps. In this paper, we propose a computational library to perform MC-based spot dose calculation on GPU with the APS scheme. The implemented APS method performs a non-uniform sampling of the particles from pencil beam spots during the optimization process, favoring those from the high intensity spots. The library also conducts two computationally intensive matrix-vector operations frequently used when solving an optimization problem. This library design allows a streamlined integration of the MC-based spot dose calculation into an existing proton therapy inverse planning process. We tested the developed library in a typical inverse optimization system with four patient cases. The library achieved the targeted functions by supporting inverse planning in various proton therapy schemes, e.g. single field uniform dose, 3D intensity modulated proton therapy, and distal edge tracking. The efficiency was 41.6  ±  15.3% higher than the use of a GPU-based MC package in a conventional calculation scheme. The total computation time ranged between 2 and 50 min on a single GPU card depending on the problem size.

A New Approach to Integrate GPU-based Monte Carlo Simulation into Inverse Treatment Plan Optimization for Proton Therapy

PubMed Central

Li, Yongbao; Tian, Zhen; Song, Ting; Wu, Zhaoxia; Liu, Yaqiang; Jiang, Steve; Jia, Xun

2016-01-01

Monte Carlo (MC)-based spot dose calculation is highly desired for inverse treatment planning in proton therapy because of its accuracy. Recent studies on biological optimization have also indicated the use of MC methods to compute relevant quantities of interest, e.g. linear energy transfer. Although GPU-based MC engines have been developed to address inverse optimization problems, their efficiency still needs to be improved. Also, the use of a large number of GPUs in MC calculation is not favorable for clinical applications. The previously proposed adaptive particle sampling (APS) method can improve the efficiency of MC-based inverse optimization by using the computationally expensive MC simulation more effectively. This method is more efficient than the conventional approach that performs spot dose calculation and optimization in two sequential steps. In this paper, we propose a computational library to perform MC-based spot dose calculation on GPU with the APS scheme. The implemented APS method performs a non-uniform sampling of the particles from pencil beam spots during the optimization process, favoring those from the high intensity spots. The library also conducts two computationally intensive matrix-vector operations frequently used when solving an optimization problem. This library design allows a streamlined integration of the MC-based spot dose calculation into an existing proton therapy inverse planning process. We tested the developed library in a typical inverse optimization system with four patient cases. The library achieved the targeted functions by supporting inverse planning in various proton therapy schemes, e.g. single field uniform dose, 3D intensity modulated proton therapy, and distal edge tracking. The efficiency was 41.6±15.3% higher than the use of a GPU-based MC package in a conventional calculation scheme. The total computation time ranged between 2 and 50 min on a single GPU card depending on the problem size. PMID:27991456

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

NASA Technical Reports Server (NTRS)

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

2011-01-01

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

Performance and limitations of p-version finite element method for problems containing singularities

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

Wong, K.K.; Surana, K.S.

1996-10-01

In this paper, the authors investigate the performance of p-version Least Squares Finite Element Formulation (LSFEF) for a hyperbolic system of equations describing a one-dimensional radial flow of an upper-convected Maxwell fluid. This problem has r{sup 2} singularity in stress and r{sup {minus}1} singularity in velocity at r = 0. By carefully controlling the inner radius r{sub j}, Deborah number DE and Reynolds number Re, this problem can be used to simulate the following four classes of problems: (a) smooth linear problems, (b) smooth non-linear problems, (c) singular linear problems and (d) singular non-linear problems. They demonstrate that in casesmore » (a) and (b) the p-version method, in particular p-version LSFEF is meritorious. However, for cases (c) and (d) p-version LSFEF, even with extreme mesh refinement and very high p-levels, either produces wrong solutions, or results in the failure of the iterative solution procedure. Even though in the numerical studies they have considered p-version LSFEF for the radial flow of the upper-convected Maxwell fluid, the findings and conclusions are equally valid for other smooth and singular problems as well, regardless of the formulation strategy chosen and element approximation functions employed.« less

Employment of CB models for non-linear dynamic analysis

NASA Technical Reports Server (NTRS)

Klein, M. R. M.; Deloo, P.; Fournier-Sicre, A.

1990-01-01

The non-linear dynamic analysis of large structures is always very time, effort and CPU consuming. Whenever possible the reduction of the size of the mathematical model involved is of main importance to speed up the computational procedures. Such reduction can be performed for the part of the structure which perform linearly. Most of the time, the classical Guyan reduction process is used. For non-linear dynamic process where the non-linearity is present at interfaces between different structures, Craig-Bampton models can provide a very rich information, and allow easy selection of the relevant modes with respect to the phenomenon driving the non-linearity. The paper presents the employment of Craig-Bampton models combined with Newmark direct integration for solving non-linear friction problems appearing at the interface between the Hubble Space Telescope and its solar arrays during in-orbit maneuvers. Theory, implementation in the FEM code ASKA, and practical results are shown.

Projective-Dual Method for Solving Systems of Linear Equations with Nonnegative Variables

NASA Astrophysics Data System (ADS)

Ganin, B. V.; Golikov, A. I.; Evtushenko, Yu. G.

2018-02-01

In order to solve an underdetermined system of linear equations with nonnegative variables, the projection of a given point onto its solutions set is sought. The dual of this problem—the problem of unconstrained maximization of a piecewise-quadratic function—is solved by Newton's method. The problem of unconstrained optimization dual of the regularized problem of finding the projection onto the solution set of the system is considered. A connection of duality theory and Newton's method with some known algorithms of projecting onto a standard simplex is shown. On the example of taking into account the specifics of the constraints of the transport linear programming problem, the possibility to increase the efficiency of calculating the generalized Hessian matrix is demonstrated. Some examples of numerical calculations using MATLAB are presented.

Discrete Time McKean–Vlasov Control Problem: A Dynamic Programming Approach

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

Pham, Huyên, E-mail: pham@math.univ-paris-diderot.fr; Wei, Xiaoli, E-mail: tyswxl@gmail.com

We consider the stochastic optimal control problem of nonlinear mean-field systems in discrete time. We reformulate the problem into a deterministic control problem with marginal distribution as controlled state variable, and prove that dynamic programming principle holds in its general form. We apply our method for solving explicitly the mean-variance portfolio selection and the multivariate linear-quadratic McKean–Vlasov control problem.

Optimal control and Galois theory

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

Zelikin, M I; Kiselev, D D; Lokutsievskiy, L V

2013-11-30

An important role is played in the solution of a class of optimal control problems by a certain special polynomial of degree 2(n−1) with integer coefficients. The linear independence of a family of k roots of this polynomial over the field Q implies the existence of a solution of the original problem with optimal control in the form of an irrational winding of a k-dimensional Clifford torus, which is passed in finite time. In the paper, we prove that for n≤15 one can take an arbitrary positive integer not exceeding [n/2] for k. The apparatus developed in the paper is applied to the systems ofmore » Chebyshev-Hermite polynomials and generalized Chebyshev-Laguerre polynomials. It is proved that for such polynomials of degree 2m every subsystem of [(m+1)/2] roots with pairwise distinct squares is linearly independent over the field Q. Bibliography: 11 titles.« less

Aerostructural Shape and Topology Optimization of Aircraft Wings

NASA Astrophysics Data System (ADS)

James, Kai

A series of novel algorithms for performing aerostructural shape and topology optimization are introduced and applied to the design of aircraft wings. An isoparametric level set method is developed for performing topology optimization of wings and other non-rectangular structures that must be modeled using a non-uniform, body-fitted mesh. The shape sensitivities are mapped to computational space using the transformation defined by the Jacobian of the isoparametric finite elements. The mapped sensitivities are then passed to the Hamilton-Jacobi equation, which is solved on a uniform Cartesian grid. The method is derived for several objective functions including mass, compliance, and global von Mises stress. The results are compared with SIMP results for several two-dimensional benchmark problems. The method is also demonstrated on a three-dimensional wingbox structure subject to fixed loading. It is shown that the isoparametric level set method is competitive with the SIMP method in terms of the final objective value as well as computation time. In a separate problem, the SIMP formulation is used to optimize the structural topology of a wingbox as part of a larger MDO framework. Here, topology optimization is combined with aerodynamic shape optimization, using a monolithic MDO architecture that includes aerostructural coupling. The aerodynamic loads are modeled using a three-dimensional panel method, and the structural analysis makes use of linear, isoparametric, hexahedral elements. The aerodynamic shape is parameterized via a set of twist variables representing the jig twist angle at equally spaced locations along the span of the wing. The sensitivities are determined analytically using a coupled adjoint method. The wing is optimized for minimum drag subject to a compliance constraint taken from a 2 g maneuver condition. The results from the MDO algorithm are compared with those of a sequential optimization procedure in order to quantify the benefits of the MDO approach. While the sequentially optimized wing exhibits a nearly-elliptical lift distribution, the MDO design seeks to push a greater portion of the load toward the root, thus reducing the structural deflection, and allowing for a lighter structure. By exploiting this trade-off, the MDO design achieves a 42% lower drag than the sequential result.

A look-ahead variant of the Lanczos algorithm and its application to the quasi-minimal residual method for non-Hermitian linear systems. Ph.D. Thesis - Massachusetts Inst. of Technology, Aug. 1991

NASA Technical Reports Server (NTRS)

Nachtigal, Noel M.

1991-01-01

The Lanczos algorithm can be used both for eigenvalue problems and to solve linear systems. However, when applied to non-Hermitian matrices, the classical Lanczos algorithm is susceptible to breakdowns and potential instabilities. In addition, the biconjugate gradient (BCG) algorithm, which is the natural generalization of the conjugate gradient algorithm to non-Hermitian linear systems, has a second source of breakdowns, independent of the Lanczos breakdowns. Here, we present two new results. We propose an implementation of a look-ahead variant of the Lanczos algorithm which overcomes the breakdowns by skipping over those steps where a breakdown or a near-breakdown would occur. The new algorithm can handle look-ahead steps of any length and requires the same number of matrix-vector products and inner products per step as the classical Lanczos algorithm without look-ahead. Based on the proposed look-ahead Lanczos algorithm, we then present a novel BCG-like approach, the quasi-minimal residual (QMR) method, which avoids the second source of breakdowns in the BCG algorithm. We present details of the new method and discuss some of its properties. In particular, we discuss the relationship between QMR and BCG, showing how one can recover the BCG iterates, when they exist, from the QMR iterates. We also present convergence results for QMR, showing the connection between QMR and the generalized minimal residual (GMRES) algorithm, the optimal method in this class of methods. Finally, we give some numerical examples, both for eigenvalue computations and for non-Hermitian linear systems.

Robust and efficient pharmacokinetic parameter non-linear least squares estimation for dynamic contrast enhanced MRI of the prostate.

PubMed

Kargar, Soudabeh; Borisch, Eric A; Froemming, Adam T; Kawashima, Akira; Mynderse, Lance A; Stinson, Eric G; Trzasko, Joshua D; Riederer, Stephen J

2018-05-01

To describe an efficient numerical optimization technique using non-linear least squares to estimate perfusion parameters for the Tofts and extended Tofts models from dynamic contrast enhanced (DCE) MRI data and apply the technique to prostate cancer. Parameters were estimated by fitting the two Tofts-based perfusion models to the acquired data via non-linear least squares. We apply Variable Projection (VP) to convert the fitting problem from a multi-dimensional to a one-dimensional line search to improve computational efficiency and robustness. Using simulation and DCE-MRI studies in twenty patients with suspected prostate cancer, the VP-based solver was compared against the traditional Levenberg-Marquardt (LM) strategy for accuracy, noise amplification, robustness to converge, and computation time. The simulation demonstrated that VP and LM were both accurate in that the medians closely matched assumed values across typical signal to noise ratio (SNR) levels for both Tofts models. VP and LM showed similar noise sensitivity. Studies using the patient data showed that the VP method reliably converged and matched results from LM with approximate 3× and 2× reductions in computation time for the standard (two-parameter) and extended (three-parameter) Tofts models. While LM failed to converge in 14% of the patient data, VP converged in the ideal 100%. The VP-based method for non-linear least squares estimation of perfusion parameters for prostate MRI is equivalent in accuracy and robustness to noise, while being more reliably (100%) convergent and computationally about 3× (TM) and 2× (ETM) faster than the LM-based method. Copyright © 2017 Elsevier Inc. All rights reserved.

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

A new approach to approximating the linear quadratic optimal control law for hereditary systems with control delays

NASA Technical Reports Server (NTRS)

Milman, M. H.

1985-01-01

A factorization approach is presented for deriving approximations to the optimal feedback gain for the linear regulator-quadratic cost problem associated with time-varying functional differential equations with control delays. The approach is based on a discretization of the state penalty which leads to a simple structure for the feedback control law. General properties of the Volterra factors of Hilbert-Schmidt operators are then used to obtain convergence results for the feedback kernels.

LETTER TO THE EDITOR: Constant-time solution to the global optimization problem using Brüschweiler's ensemble search algorithm

NASA Astrophysics Data System (ADS)

Protopopescu, V.; D'Helon, C.; Barhen, J.

2003-06-01

A constant-time solution of the continuous global optimization problem (GOP) is obtained by using an ensemble algorithm. We show that under certain assumptions, the solution can be guaranteed by mapping the GOP onto a discrete unsorted search problem, whereupon Brüschweiler's ensemble search algorithm is applied. For adequate sensitivities of the measurement technique, the query complexity of the ensemble search algorithm depends linearly on the size of the function's domain. Advantages and limitations of an eventual NMR implementation are discussed.

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.

Difference equation state approximations for nonlinear hereditary control problems

NASA Technical Reports Server (NTRS)

Rosen, I. G.

1982-01-01

Discrete approximation schemes for the solution of nonlinear hereditary control problems are constructed. The methods involve approximation by a sequence of optimal control problems in which the original infinite dimensional state equation has been approximated by a finite dimensional discrete difference equation. Convergence of the state approximations is argued using linear semigroup theory and is then used to demonstrate that solutions to the approximating optimal control problems in some sense approximate solutions to the original control problem. Two schemes, one based upon piecewise constant approximation, and the other involving spline functions are discussed. Numerical results are presented, analyzed and used to compare the schemes to other available approximation methods for the solution of hereditary control problems.

Linear theory for filtering nonlinear multiscale systems with model error

PubMed Central

Berry, Tyrus; Harlim, John

2014-01-01

In this paper, we study filtering of multiscale dynamical systems with model error arising from limitations in resolving the smaller scale processes. In particular, the analysis assumes the availability of continuous-time noisy observations of all components of the slow variables. Mathematically, this paper presents new results on higher order asymptotic expansion of the first two moments of a conditional measure. In particular, we are interested in the application of filtering multiscale problems in which the conditional distribution is defined over the slow variables, given noisy observation of the slow variables alone. From the mathematical analysis, we learn that for a continuous time linear model with Gaussian noise, there exists a unique choice of parameters in a linear reduced model for the slow variables which gives the optimal filtering when only the slow variables are observed. Moreover, these parameters simultaneously give the optimal equilibrium statistical estimates of the underlying system, and as a consequence they can be estimated offline from the equilibrium statistics of the true signal. By examining a nonlinear test model, we show that the linear theory extends in this non-Gaussian, nonlinear configuration as long as we know the optimal stochastic parametrization and the correct observation model. However, when the stochastic parametrization model is inappropriate, parameters chosen for good filter performance may give poor equilibrium statistical estimates and vice versa; this finding is based on analytical and numerical results on our nonlinear test model and the two-layer Lorenz-96 model. Finally, even when the correct stochastic ansatz is given, it is imperative to estimate the parameters simultaneously and to account for the nonlinear feedback of the stochastic parameters into the reduced filter estimates. In numerical experiments on the two-layer Lorenz-96 model, we find that the parameters estimated online, as part of a filtering procedure, simultaneously produce accurate filtering and equilibrium statistical prediction. In contrast, an offline estimation technique based on a linear regression, which fits the parameters to a training dataset without using the filter, yields filter estimates which are worse than the observations or even divergent when the slow variables are not fully observed. This finding does not imply that all offline methods are inherently inferior to the online method for nonlinear estimation problems, it only suggests that an ideal estimation technique should estimate all parameters simultaneously whether it is online or offline. PMID:25002829

Optimizing spectral CT parameters for material classification tasks

NASA Astrophysics Data System (ADS)

Rigie, D. S.; La Rivière, P. J.

2016-06-01

In this work, we propose a framework for optimizing spectral CT imaging parameters and hardware design with regard to material classification tasks. Compared with conventional CT, many more parameters must be considered when designing spectral CT systems and protocols. These choices will impact material classification performance in a non-obvious, task-dependent way with direct implications for radiation dose reduction. In light of this, we adapt Hotelling Observer formalisms typically applied to signal detection tasks to the spectral CT, material-classification problem. The result is a rapidly computable metric that makes it possible to sweep out many system configurations, generating parameter optimization curves (POC’s) that can be used to select optimal settings. The proposed model avoids restrictive assumptions about the basis-material decomposition (e.g. linearity) and incorporates signal uncertainty with a stochastic object model. This technique is demonstrated on dual-kVp and photon-counting systems for two different, clinically motivated material classification tasks (kidney stone classification and plaque removal). We show that the POC’s predicted with the proposed analytic model agree well with those derived from computationally intensive numerical simulation studies.

Vibrational self-consistent field theory using optimized curvilinear coordinates.

PubMed

Bulik, Ireneusz W; Frisch, Michael J; Vaccaro, Patrick H

2017-07-28

A vibrational SCF model is presented in which the functions forming the single-mode functions in the product wavefunction are expressed in terms of internal coordinates and the coordinates used for each mode are optimized variationally. This model involves no approximations to the kinetic energy operator and does not require a Taylor-series expansion of the potential. The non-linear optimization of coordinates is found to give much better product wavefunctions than the limited variations considered in most previous applications of SCF methods to vibrational problems. The approach is tested using published potential energy surfaces for water, ammonia, and formaldehyde. Variational flexibility allowed in the current ansätze results in excellent zero-point energies expressed through single-product states and accurate fundamental transition frequencies realized by short configuration-interaction expansions. Fully variational optimization of single-product states for excited vibrational levels also is discussed. The highlighted methodology constitutes an excellent starting point for more sophisticated treatments, as the bulk characteristics of many-mode coupling are accounted for efficiently in terms of compact wavefunctions (as evident from the accurate prediction of transition frequencies).

Optimizing Spectral CT Parameters for Material Classification Tasks

PubMed Central

Rigie, D. S.; La Rivière, P. J.

2017-01-01

In this work, we propose a framework for optimizing spectral CT imaging parameters and hardware design with regard to material classification tasks. Compared with conventional CT, many more parameters must be considered when designing spectral CT systems and protocols. These choices will impact material classification performance in a non-obvious, task-dependent way with direct implications for radiation dose reduction. In light of this, we adapt Hotelling Observer formalisms typically applied to signal detection tasks to the spectral CT, material-classification problem. The result is a rapidly computable metric that makes it possible to sweep out many system configurations, generating parameter optimization curves (POC’s) that can be used to select optimal settings. The proposed model avoids restrictive assumptions about the basis-material decomposition (e.g. linearity) and incorporates signal uncertainty with a stochastic object model. This technique is demonstrated on dual-kVp and photon-counting systems for two different, clinically motivated material classification tasks (kidney stone classification and plaque removal). We show that the POC’s predicted with the proposed analytic model agree well with those derived from computationally intensive numerical simulation studies. PMID:27227430

AN EVALUATION OF HEURISTICS FOR THRESHOLD-FUNCTION TEST-SYNTHESIS,

DTIC Science & Technology

Linear programming offers the most attractive procedure for testing and obtaining optimal threshold gate realizations for functions generated in...The design of the experiments may be of general interest to students of automatic problem solving; the results should be of interest in threshold logic and linear programming. (Author)

A Variational Approach to Video Registration with Subspace Constraints.

PubMed

Garg, Ravi; Roussos, Anastasios; Agapito, Lourdes

2013-01-01

This paper addresses the problem of non-rigid video registration, or the computation of optical flow from a reference frame to each of the subsequent images in a sequence, when the camera views deformable objects. We exploit the high correlation between 2D trajectories of different points on the same non-rigid surface by assuming that the displacement of any point throughout the sequence can be expressed in a compact way as a linear combination of a low-rank motion basis. This subspace constraint effectively acts as a trajectory regularization term leading to temporally consistent optical flow. We formulate it as a robust soft constraint within a variational framework by penalizing flow fields that lie outside the low-rank manifold. The resulting energy functional can be decoupled into the optimization of the brightness constancy and spatial regularization terms, leading to an efficient optimization scheme. Additionally, we propose a novel optimization scheme for the case of vector valued images, based on the dualization of the data term. This allows us to extend our approach to deal with colour images which results in significant improvements on the registration results. Finally, we provide a new benchmark dataset, based on motion capture data of a flag waving in the wind, with dense ground truth optical flow for evaluation of multi-frame optical flow algorithms for non-rigid surfaces. Our experiments show that our proposed approach outperforms state of the art optical flow and dense non-rigid registration algorithms.

SPX: The Tenth International Conference on Stochastic Programming

DTIC Science & Technology

2004-10-01

On structuring energy contract portfolios in competitive markets . Antonio Alonso-Ayuso, Universidad Rey Juan Carlos. (p. 28) 2. Mean-risk optimization ...ThA 8:00-9:30 Ballroom South: Portfolio Optimization Chair: Gerd Infanger, Stanford University 1. The impact of serial correlation of returns on ... the L-shaped method is to approximate the non-linear penalty term in the objective by a linear one . We use the implicit LX

Optimal Full Information Synthesis for Flexible Structures Implemented on Cray Supercomputers

NASA Technical Reports Server (NTRS)

Lind, Rick; Balas, Gary J.

1995-01-01

This paper considers an algorithm for synthesis of optimal controllers for full information feedback. The synthesis procedure reduces to a single linear matrix inequality which may be solved via established convex optimization algorithms. The computational cost of the optimization is investigated. It is demonstrated the problem dimension and corresponding matrices can become large for practical engineering problems. This algorithm represents a process that is impractical for standard workstations for large order systems. A flexible structure is presented as a design example. Control synthesis requires several days on a workstation but may be solved in a reasonable amount of time using a Cray supercomputer.

Solving Two-Level Optimization Problems with Applications to Robust Design and Energy Markets

DTIC Science & Technology

2011-01-01

additional a transportation system operator (TSO) who manages the congestion and 172 flows. The TSO’s linear program is as follows (where other...were tested are shown in Table 5.11 below. Node 1 Node 2 Producer A Producer B Producer C Producer D Transmission System Operator 174... Systems to Solve Problems that are Not Linear. Operational Research Quarterly , 26, 609–618. 9. Beale, E., & Tomlin, J. (1970). Special Facilities

Towards adjoint-based inversion for rheological parameters in nonlinear viscous mantle flow

NASA Astrophysics Data System (ADS)

Worthen, Jennifer; Stadler, Georg; Petra, Noemi; Gurnis, Michael; Ghattas, Omar

2014-09-01

We address the problem of inferring mantle rheological parameter fields from surface velocity observations and instantaneous nonlinear mantle flow models. We formulate this inverse problem as an infinite-dimensional nonlinear least squares optimization problem governed by nonlinear Stokes equations. We provide expressions for the gradient of the cost functional of this optimization problem with respect to two spatially-varying rheological parameter fields: the viscosity prefactor and the exponent of the second invariant of the strain rate tensor. Adjoint (linearized) Stokes equations, which are characterized by a 4th order anisotropic viscosity tensor, facilitates efficient computation of the gradient. A quasi-Newton method for the solution of this optimization problem is presented, which requires the repeated solution of both nonlinear forward Stokes and linearized adjoint Stokes equations. For the solution of the nonlinear Stokes equations, we find that Newton’s method is significantly more efficient than a Picard fixed point method. Spectral analysis of the inverse operator given by the Hessian of the optimization problem reveals that the numerical eigenvalues collapse rapidly to zero, suggesting a high degree of ill-posedness of the inverse problem. To overcome this ill-posedness, we employ Tikhonov regularization (favoring smooth parameter fields) or total variation (TV) regularization (favoring piecewise-smooth parameter fields). Solution of two- and three-dimensional finite element-based model inverse problems show that a constant parameter in the constitutive law can be recovered well from surface velocity observations. Inverting for a spatially-varying parameter field leads to its reasonable recovery, in particular close to the surface. When inferring two spatially varying parameter fields, only an effective viscosity field and the total viscous dissipation are recoverable. Finally, a model of a subducting plate shows that a localized weak zone at the plate boundary can be partially recovered, especially with TV regularization.

Optical soliton solutions of the cubic-quintic non-linear Schrödinger's equation including an anti-cubic term

NASA Astrophysics Data System (ADS)

Kaplan, Melike; Hosseini, Kamyar; Samadani, Farzan; Raza, Nauman

2018-07-01

A wide range of problems in different fields of the applied sciences especially non-linear optics is described by non-linear Schrödinger's equations (NLSEs). In the present paper, a specific type of NLSEs known as the cubic-quintic non-linear Schrödinger's equation including an anti-cubic term has been studied. The generalized Kudryashov method along with symbolic computation package has been exerted to carry out this objective. As a consequence, a series of optical soliton solutions have formally been retrieved. It is corroborated that the generalized form of Kudryashov method is a direct, effectual, and reliable technique to deal with various types of non-linear Schrödinger's equations.