Existence and discrete approximation for optimization problems governed by fractional differential equations

NASA Astrophysics Data System (ADS)

Bai, Yunru; Baleanu, Dumitru; Wu, Guo-Cheng

2018-06-01

We investigate a class of generalized differential optimization problems driven by the Caputo derivative. Existence of weak Carathe ´odory solution is proved by using Weierstrass existence theorem, fixed point theorem and Filippov implicit function lemma etc. Then a numerical approximation algorithm is introduced, and a convergence theorem is established. Finally, a nonlinear programming problem constrained by the fractional differential equation is illustrated and the results verify the validity of the algorithm.

Krill herd and piecewise-linear initialization algorithms for designing Takagi-Sugeno systems

NASA Astrophysics Data System (ADS)

Hodashinsky, I. A.; Filimonenko, I. V.; Sarin, K. S.

2017-07-01

A method for designing Takagi-Sugeno fuzzy systems is proposed which uses a piecewiselinear initialization algorithm for structure generation and a metaheuristic krill herd algorithm for parameter optimization. The obtained systems are tested against real data sets. The influence of some parameters of this algorithm on the approximation accuracy is analyzed. Estimates of the approximation accuracy and the number of fuzzy rules are compared with four known methods of design.

A parallel approximate string matching under Levenshtein distance on graphics processing units using warp-shuffle operations

PubMed Central

Ho, ThienLuan; Oh, Seung-Rohk

2017-01-01

Approximate string matching with k-differences has a number of practical applications, ranging from pattern recognition to computational biology. This paper proposes an efficient memory-access algorithm for parallel approximate string matching with k-differences on Graphics Processing Units (GPUs). In the proposed algorithm, all threads in the same GPUs warp share data using warp-shuffle operation instead of accessing the shared memory. Moreover, we implement the proposed algorithm by exploiting the memory structure of GPUs to optimize its performance. Experiment results for real DNA packages revealed that the performance of the proposed algorithm and its implementation archived up to 122.64 and 1.53 times compared to that of sequential algorithm on CPU and previous parallel approximate string matching algorithm on GPUs, respectively. PMID:29016700

Generation of optimal artificial neural networks using a pattern search algorithm: application to approximation of chemical systems.

PubMed

Ihme, Matthias; Marsden, Alison L; Pitsch, Heinz

2008-02-01

A pattern search optimization method is applied to the generation of optimal artificial neural networks (ANNs). Optimization is performed using a mixed variable extension to the generalized pattern search method. This method offers the advantage that categorical variables, such as neural transfer functions and nodal connectivities, can be used as parameters in optimization. When used together with a surrogate, the resulting algorithm is highly efficient for expensive objective functions. Results demonstrate the effectiveness of this method in optimizing an ANN for the number of neurons, the type of transfer function, and the connectivity among neurons. The optimization method is applied to a chemistry approximation of practical relevance. In this application, temperature and a chemical source term are approximated as functions of two independent parameters using optimal ANNs. Comparison of the performance of optimal ANNs with conventional tabulation methods demonstrates equivalent accuracy by considerable savings in memory storage. The architecture of the optimal ANN for the approximation of the chemical source term consists of a fully connected feedforward network having four nonlinear hidden layers and 117 synaptic weights. An equivalent representation of the chemical source term using tabulation techniques would require a 500 x 500 grid point discretization of the parameter space.

Variational Gaussian approximation for Poisson data

NASA Astrophysics Data System (ADS)

Arridge, Simon R.; Ito, Kazufumi; Jin, Bangti; Zhang, Chen

2018-02-01

The Poisson model is frequently employed to describe count data, but in a Bayesian context it leads to an analytically intractable posterior probability distribution. In this work, we analyze a variational Gaussian approximation to the posterior distribution arising from the Poisson model with a Gaussian prior. This is achieved by seeking an optimal Gaussian distribution minimizing the Kullback-Leibler divergence from the posterior distribution to the approximation, or equivalently maximizing the lower bound for the model evidence. We derive an explicit expression for the lower bound, and show the existence and uniqueness of the optimal Gaussian approximation. The lower bound functional can be viewed as a variant of classical Tikhonov regularization that penalizes also the covariance. Then we develop an efficient alternating direction maximization algorithm for solving the optimization problem, and analyze its convergence. We discuss strategies for reducing the computational complexity via low rank structure of the forward operator and the sparsity of the covariance. Further, as an application of the lower bound, we discuss hierarchical Bayesian modeling for selecting the hyperparameter in the prior distribution, and propose a monotonically convergent algorithm for determining the hyperparameter. We present extensive numerical experiments to illustrate the Gaussian approximation and the algorithms.

Big Data: A Parallel Particle Swarm Optimization-Back-Propagation Neural Network Algorithm Based on MapReduce.

PubMed

Cao, Jianfang; Cui, Hongyan; Shi, Hao; Jiao, Lijuan

2016-01-01

A back-propagation (BP) neural network can solve complicated random nonlinear mapping problems; therefore, it can be applied to a wide range of problems. However, as the sample size increases, the time required to train BP neural networks becomes lengthy. Moreover, the classification accuracy decreases as well. To improve the classification accuracy and runtime efficiency of the BP neural network algorithm, we proposed a parallel design and realization method for a particle swarm optimization (PSO)-optimized BP neural network based on MapReduce on the Hadoop platform using both the PSO algorithm and a parallel design. The PSO algorithm was used to optimize the BP neural network's initial weights and thresholds and improve the accuracy of the classification algorithm. The MapReduce parallel programming model was utilized to achieve parallel processing of the BP algorithm, thereby solving the problems of hardware and communication overhead when the BP neural network addresses big data. Datasets on 5 different scales were constructed using the scene image library from the SUN Database. The classification accuracy of the parallel PSO-BP neural network algorithm is approximately 92%, and the system efficiency is approximately 0.85, which presents obvious advantages when processing big data. The algorithm proposed in this study demonstrated both higher classification accuracy and improved time efficiency, which represents a significant improvement obtained from applying parallel processing to an intelligent algorithm on big data.

Temporal Planning for Compilation of Quantum Approximate Optimization Algorithm Circuits

NASA Technical Reports Server (NTRS)

Venturelli, Davide; Do, Minh Binh; Rieffel, Eleanor Gilbert; Frank, Jeremy David

2017-01-01

We investigate the application of temporal planners to the problem of compiling quantum circuits to newly emerging quantum hardware. While our approach is general, we focus our initial experiments on Quantum Approximate Optimization Algorithm (QAOA) circuits that have few ordering constraints and allow highly parallel plans. We report on experiments using several temporal planners to compile circuits of various sizes to a realistic hardware. This early empirical evaluation suggests that temporal planning is a viable approach to quantum circuit compilation.

Optimizing Approximate Weighted Matching on Nvidia Kepler K40

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

Naim, Md; Manne, Fredrik; Halappanavar, Mahantesh

Matching is a fundamental graph problem with numerous applications in science and engineering. While algorithms for computing optimal matchings are difficult to parallelize, approximation algorithms on the other hand generally compute high quality solutions and are amenable to parallelization. In this paper, we present efficient implementations of the current best algorithm for half-approximate weighted matching, the Suitor algorithm, on Nvidia Kepler K-40 platform. We develop four variants of the algorithm that exploit hardware features to address key challenges for a GPU implementation. We also experiment with different combinations of work assigned to a warp. Using an exhaustive set ofmore » $269$ inputs, we demonstrate that the new implementation outperforms the previous best GPU algorithm by $10$ to $$100\\times$$ for over $100$ instances, and from $100$ to $$1000\\times$$ for $15$ instances. We also demonstrate up to $$20\\times$$ speedup relative to $2$ threads, and up to $$5\\times$$ relative to $16$ threads on Intel Xeon platform with $16$ cores for the same algorithm. The new algorithms and implementations provided in this paper will have a direct impact on several applications that repeatedly use matching as a key compute kernel. Further, algorithm designs and insights provided in this paper will benefit other researchers implementing graph algorithms on modern GPU architectures.« less

Optimization of the Inverse Algorithm for Estimating the Optical Properties of Biological Materials Using Spatially-resolved Diffuse Reflectance Technique

USDA-ARS?s Scientific Manuscript database

Determination of the optical properties from intact biological materials based on diffusion approximation theory is a complicated inverse problem, and it requires proper implementation of inverse algorithm, instrumentation, and experiment. This work was aimed at optimizing the procedure of estimatin...

Blind One-Bit Compressive Sampling

DTIC Science & Technology

2013-01-17

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

Approximation algorithms for planning and control

NASA Technical Reports Server (NTRS)

Boddy, Mark; Dean, Thomas

1989-01-01

A control system operating in a complex environment will encounter a variety of different situations, with varying amounts of time available to respond to critical events. Ideally, such a control system will do the best possible with the time available. In other words, its responses should approximate those that would result from having unlimited time for computation, where the degree of the approximation depends on the amount of time it actually has. There exist approximation algorithms for a wide variety of problems. Unfortunately, the solution to any reasonably complex control problem will require solving several computationally intensive problems. Algorithms for successive approximation are a subclass of the class of anytime algorithms, algorithms that return answers for any amount of computation time, where the answers improve as more time is allotted. An architecture is described for allocating computation time to a set of anytime algorithms, based on expectations regarding the value of the answers they return. The architecture described is quite general, producing optimal schedules for a set of algorithms under widely varying conditions.

A learning approach to the bandwidth multicolouring problem

NASA Astrophysics Data System (ADS)

Akbari Torkestani, Javad

2016-05-01

In this article, a generalisation of the vertex colouring problem known as bandwidth multicolouring problem (BMCP), in which a set of colours is assigned to each vertex such that the difference between the colours, assigned to each vertex and its neighbours, is by no means less than a predefined threshold, is considered. It is shown that the proposed method can be applied to solve the bandwidth colouring problem (BCP) as well. BMCP is known to be NP-hard in graph theory, and so a large number of approximation solutions, as well as exact algorithms, have been proposed to solve it. In this article, two learning automata-based approximation algorithms are proposed for estimating a near-optimal solution to the BMCP. We show, for the first proposed algorithm, that by choosing a proper learning rate, the algorithm finds the optimal solution with a probability close enough to unity. Moreover, we compute the worst-case time complexity of the first algorithm for finding a 1/(1-ɛ) optimal solution to the given problem. The main advantage of this method is that a trade-off between the running time of algorithm and the colour set size (colouring optimality) can be made, by a proper choice of the learning rate also. Finally, it is shown that the running time of the proposed algorithm is independent of the graph size, and so it is a scalable algorithm for large graphs. The second proposed algorithm is compared with some well-known colouring algorithms and the results show the efficiency of the proposed algorithm in terms of the colour set size and running time of algorithm.

Assignment Of Finite Elements To Parallel Processors

NASA Technical Reports Server (NTRS)

Salama, Moktar A.; Flower, Jon W.; Otto, Steve W.

1990-01-01

Elements assigned approximately optimally to subdomains. Mapping algorithm based on simulated-annealing concept used to minimize approximate time required to perform finite-element computation on hypercube computer or other network of parallel data processors. Mapping algorithm needed when shape of domain complicated or otherwise not obvious what allocation of elements to subdomains minimizes cost of computation.

Gradient Optimization for Analytic conTrols - GOAT

NASA Astrophysics Data System (ADS)

Assémat, Elie; Machnes, Shai; Tannor, David; Wilhelm-Mauch, Frank

Quantum optimal control becomes a necessary step in a number of studies in the quantum realm. Recent experimental advances showed that superconducting qubits can be controlled with an impressive accuracy. However, most of the standard optimal control algorithms are not designed to manage such high accuracy. To tackle this issue, a novel quantum optimal control algorithm have been introduced: the Gradient Optimization for Analytic conTrols (GOAT). It avoids the piecewise constant approximation of the control pulse used by standard algorithms. This allows an efficient implementation of very high accuracy optimization. It also includes a novel method to compute the gradient that provides many advantages, e.g. the absence of backpropagation or the natural route to optimize the robustness of the control pulses. This talk will present the GOAT algorithm and a few applications to transmons systems.

Optimal tracking control for a class of nonlinear discrete-time systems with time delays based on heuristic dynamic programming.

PubMed

Zhang, Huaguang; Song, Ruizhuo; Wei, Qinglai; Zhang, Tieyan

2011-12-01

In this paper, a novel heuristic dynamic programming (HDP) iteration algorithm is proposed to solve the optimal tracking control problem for a class of nonlinear discrete-time systems with time delays. The novel algorithm contains state updating, control policy iteration, and performance index iteration. To get the optimal states, the states are also updated. Furthermore, the "backward iteration" is applied to state updating. Two neural networks are used to approximate the performance index function and compute the optimal control policy for facilitating the implementation of HDP iteration algorithm. At last, we present two examples to demonstrate the effectiveness of the proposed HDP iteration algorithm.

Cascade Optimization Strategy with Neural Network and Regression Approximations Demonstrated on a Preliminary Aircraft Engine Design

NASA Technical Reports Server (NTRS)

Hopkins, Dale A.; Patnaik, Surya N.

2000-01-01

A preliminary aircraft engine design methodology is being developed that utilizes a cascade optimization strategy together with neural network and regression approximation methods. The cascade strategy employs different optimization algorithms in a specified sequence. The neural network and regression methods are used to approximate solutions obtained from the NASA Engine Performance Program (NEPP), which implements engine thermodynamic cycle and performance analysis models. The new methodology is proving to be more robust and computationally efficient than the conventional optimization approach of using a single optimization algorithm with direct reanalysis. The methodology has been demonstrated on a preliminary design problem for a novel subsonic turbofan engine concept that incorporates a wave rotor as a cycle-topping device. Computations of maximum thrust were obtained for a specific design point in the engine mission profile. The results (depicted in the figure) show a significant improvement in the maximum thrust obtained using the new methodology in comparison to benchmark solutions obtained using NEPP in a manual design mode.

Big Data: A Parallel Particle Swarm Optimization-Back-Propagation Neural Network Algorithm Based on MapReduce

PubMed Central

Cao, Jianfang; Cui, Hongyan; Shi, Hao; Jiao, Lijuan

2016-01-01

A back-propagation (BP) neural network can solve complicated random nonlinear mapping problems; therefore, it can be applied to a wide range of problems. However, as the sample size increases, the time required to train BP neural networks becomes lengthy. Moreover, the classification accuracy decreases as well. To improve the classification accuracy and runtime efficiency of the BP neural network algorithm, we proposed a parallel design and realization method for a particle swarm optimization (PSO)-optimized BP neural network based on MapReduce on the Hadoop platform using both the PSO algorithm and a parallel design. The PSO algorithm was used to optimize the BP neural network’s initial weights and thresholds and improve the accuracy of the classification algorithm. The MapReduce parallel programming model was utilized to achieve parallel processing of the BP algorithm, thereby solving the problems of hardware and communication overhead when the BP neural network addresses big data. Datasets on 5 different scales were constructed using the scene image library from the SUN Database. The classification accuracy of the parallel PSO-BP neural network algorithm is approximately 92%, and the system efficiency is approximately 0.85, which presents obvious advantages when processing big data. The algorithm proposed in this study demonstrated both higher classification accuracy and improved time efficiency, which represents a significant improvement obtained from applying parallel processing to an intelligent algorithm on big data. PMID:27304987

A Model-Free No-arbitrage Price Bound for Variance Options

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

Bonnans, J. Frederic, E-mail: frederic.bonnans@inria.fr; Tan Xiaolu, E-mail: xiaolu.tan@polytechnique.edu

2013-08-01

We suggest a numerical approximation for an optimization problem, motivated by its applications in finance to find the model-free no-arbitrage bound of variance options given the marginal distributions of the underlying asset. A first approximation restricts the computation to a bounded domain. Then we propose a gradient projection algorithm together with the finite difference scheme to solve the optimization problem. We prove the general convergence, and derive some convergence rate estimates. Finally, we give some numerical examples to test the efficiency of the algorithm.

Approximation algorithms for scheduling unrelated parallel machines with release dates

NASA Astrophysics Data System (ADS)

Avdeenko, T. V.; Mesentsev, Y. A.; Estraykh, I. V.

2017-01-01

In this paper we propose approaches to optimal scheduling of unrelated parallel machines with release dates. One approach is based on the scheme of dynamic programming modified with adaptive narrowing of search domain ensuring its computational effectiveness. We discussed complexity of the exact schedules synthesis and compared it with approximate, close to optimal, solutions. Also we explain how the algorithm works for the example of two unrelated parallel machines and five jobs with release dates. Performance results that show the efficiency of the proposed approach have been given.

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

PubMed Central

Zhang, Rubo; Yang, Yu

2017-01-01

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

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

PubMed

Li, Jianjun; Zhang, Rubo; Yang, Yu

2017-01-01

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

Optimal placement of multiple types of communicating sensors with availability and coverage redundancy constraints

NASA Astrophysics Data System (ADS)

Vecherin, Sergey N.; Wilson, D. Keith; Pettit, Chris L.

2010-04-01

Determination of an optimal configuration (numbers, types, and locations) of a sensor network is an important practical problem. In most applications, complex signal propagation effects and inhomogeneous coverage preferences lead to an optimal solution that is highly irregular and nonintuitive. The general optimization problem can be strictly formulated as a binary linear programming problem. Due to the combinatorial nature of this problem, however, its strict solution requires significant computational resources (NP-complete class of complexity) and is unobtainable for large spatial grids of candidate sensor locations. For this reason, a greedy algorithm for approximate solution was recently introduced [S. N. Vecherin, D. K. Wilson, and C. L. Pettit, "Optimal sensor placement with terrain-based constraints and signal propagation effects," Unattended Ground, Sea, and Air Sensor Technologies and Applications XI, SPIE Proc. Vol. 7333, paper 73330S (2009)]. Here further extensions to the developed algorithm are presented to include such practical needs and constraints as sensor availability, coverage by multiple sensors, and wireless communication of the sensor information. Both communication and detection are considered in a probabilistic framework. Communication signal and signature propagation effects are taken into account when calculating probabilities of communication and detection. Comparison of approximate and strict solutions on reduced-size problems suggests that the approximate algorithm yields quick and good solutions, which thus justifies using that algorithm for full-size problems. Examples of three-dimensional outdoor sensor placement are provided using a terrain-based software analysis tool.

Finding minimum-quotient cuts in planar graphs

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

Park, J.K.; Phillips, C.A.

Given a graph G = (V, E) where each vertex v {element_of} V is assigned a weight w(v) and each edge e {element_of} E is assigned a cost c(e), the quotient of a cut partitioning the vertices of V into sets S and {bar S} is c(S, {bar S})/min{l_brace}w(S), w(S){r_brace}, where c(S, {bar S}) is the sum of the costs of the edges crossing the cut and w(S) and w({bar S}) are the sum of the weights of the vertices in S and {bar S}, respectively. The problem of finding a cut whose quotient is minimum for a graph hasmore » in recent years attracted considerable attention, due in large part to the work of Rao and Leighton and Rao. They have shown that an algorithm (exact or approximation) for the minimum-quotient-cut problem can be used to obtain an approximation algorithm for the more famous minimumb-balanced-cut problem, which requires finding a cut (S,{bar S}) minimizing c(S,{bar S}) subject to the constraint bW {le} w(S) {le} (1 {minus} b)W, where W is the total vertex weight and b is some fixed balance in the range 0 < b {le} {1/2}. Unfortunately, the minimum-quotient-cut problem is strongly NP-hard for general graphs, and the best polynomial-time approximation algorithm known for the general problem guarantees only a cut whose quotient is at mostO(lg n) times optimal, where n is the size of the graph. However, for planar graphs, the minimum-quotient-cut problem appears more tractable, as Rao has developed several efficient approximation algorithms for the planar version of the problem capable of finding a cut whose quotient is at most some constant times optimal. In this paper, we improve Rao`s algorithms, both in terms of accuracy and speed. As our first result, we present two pseudopolynomial-time exact algorithms for the planar minimum-quotient-cut problem. As Rao`s most accurate approximation algorithm for the problem -- also a pseudopolynomial-time algorithm -- guarantees only a 1.5-times-optimal cut, our algorithms represent a significant advance.« less

Finding minimum-quotient cuts in planar graphs

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

Park, J.K.; Phillips, C.A.

Given a graph G = (V, E) where each vertex v [element of] V is assigned a weight w(v) and each edge e [element of] E is assigned a cost c(e), the quotient of a cut partitioning the vertices of V into sets S and [bar S] is c(S, [bar S])/min[l brace]w(S), w(S)[r brace], where c(S, [bar S]) is the sum of the costs of the edges crossing the cut and w(S) and w([bar S]) are the sum of the weights of the vertices in S and [bar S], respectively. The problem of finding a cut whose quotient is minimummore » for a graph has in recent years attracted considerable attention, due in large part to the work of Rao and Leighton and Rao. They have shown that an algorithm (exact or approximation) for the minimum-quotient-cut problem can be used to obtain an approximation algorithm for the more famous minimumb-balanced-cut problem, which requires finding a cut (S,[bar S]) minimizing c(S,[bar S]) subject to the constraint bW [le] w(S) [le] (1 [minus] b)W, where W is the total vertex weight and b is some fixed balance in the range 0 < b [le] [1/2]. Unfortunately, the minimum-quotient-cut problem is strongly NP-hard for general graphs, and the best polynomial-time approximation algorithm known for the general problem guarantees only a cut whose quotient is at mostO(lg n) times optimal, where n is the size of the graph. However, for planar graphs, the minimum-quotient-cut problem appears more tractable, as Rao has developed several efficient approximation algorithms for the planar version of the problem capable of finding a cut whose quotient is at most some constant times optimal. In this paper, we improve Rao's algorithms, both in terms of accuracy and speed. As our first result, we present two pseudopolynomial-time exact algorithms for the planar minimum-quotient-cut problem. As Rao's most accurate approximation algorithm for the problem -- also a pseudopolynomial-time algorithm -- guarantees only a 1.5-times-optimal cut, our algorithms represent a significant advance.« less

The Quantum Approximation Optimization Algorithm for MaxCut: A Fermionic View

NASA Technical Reports Server (NTRS)

Wang, Zhihui; Hadfield, Stuart; Jiang, Zhang; Rieffel, Eleanor G.

2017-01-01

Farhi et al. recently proposed a class of quantum algorithms, the Quantum Approximate Optimization Algorithm (QAOA), for approximately solving combinatorial optimization problems. A level-p QAOA circuit consists of steps in which a classical Hamiltonian, derived from the cost function, is applied followed by a mixing Hamiltonian. The 2p times for which these two Hamiltonians are applied are the parameters of the algorithm. As p increases, however, the parameter search space grows quickly. The success of the QAOA approach will depend, in part, on finding effective parameter-setting strategies. Here, we analytically and numerically study parameter setting for QAOA applied to MAXCUT. For level-1 QAOA, we derive an analytical expression for a general graph. In principle, expressions for higher p could be derived, but the number of terms quickly becomes prohibitive. For a special case of MAXCUT, the Ring of Disagrees, or the 1D antiferromagnetic ring, we provide an analysis for arbitrarily high level. Using a Fermionic representation, the evolution of the system under QAOA translates into quantum optimal control of an ensemble of independent spins. This treatment enables us to obtain analytical expressions for the performance of QAOA for any p. It also greatly simplifies numerical search for the optimal values of the parameters. By exploring symmetries, we identify a lower-dimensional sub-manifold of interest; the search effort can be accordingly reduced. This analysis also explains an observed symmetry in the optimal parameter values. Further, we numerically investigate the parameter landscape and show that it is a simple one in the sense of having no local optima.

Online Solution of Two-Player Zero-Sum Games for Continuous-Time Nonlinear Systems With Completely Unknown Dynamics.

PubMed

Fu, Yue; Chai, Tianyou

2016-12-01

Regarding two-player zero-sum games of continuous-time nonlinear systems with completely unknown dynamics, this paper presents an online adaptive algorithm for learning the Nash equilibrium solution, i.e., the optimal policy pair. First, for known systems, the simultaneous policy updating algorithm (SPUA) is reviewed. A new analytical method to prove the convergence is presented. Then, based on the SPUA, without using a priori knowledge of any system dynamics, an online algorithm is proposed to simultaneously learn in real time either the minimal nonnegative solution of the Hamilton-Jacobi-Isaacs (HJI) equation or the generalized algebraic Riccati equation for linear systems as a special case, along with the optimal policy pair. The approximate solution to the HJI equation and the admissible policy pair is reexpressed by the approximation theorem. The unknown constants or weights of each are identified simultaneously by resorting to the recursive least square method. The convergence of the online algorithm to the optimal solutions is provided. A practical online algorithm is also developed. Simulation results illustrate the effectiveness of the proposed method.

Construction of nested maximin designs based on successive local enumeration and modified novel global harmony search algorithm

NASA Astrophysics Data System (ADS)

Yi, Jin; Li, Xinyu; Xiao, Mi; Xu, Junnan; Zhang, Lin

2017-01-01

Engineering design often involves different types of simulation, which results in expensive computational costs. Variable fidelity approximation-based design optimization approaches can realize effective simulation and efficiency optimization of the design space using approximation models with different levels of fidelity and have been widely used in different fields. As the foundations of variable fidelity approximation models, the selection of sample points of variable-fidelity approximation, called nested designs, is essential. In this article a novel nested maximin Latin hypercube design is constructed based on successive local enumeration and a modified novel global harmony search algorithm. In the proposed nested designs, successive local enumeration is employed to select sample points for a low-fidelity model, whereas the modified novel global harmony search algorithm is employed to select sample points for a high-fidelity model. A comparative study with multiple criteria and an engineering application are employed to verify the efficiency of the proposed nested designs approach.

Optimal remediation of unconfined aquifers: Numerical applications and derivative calculations

NASA Astrophysics Data System (ADS)

Mansfield, Christopher M.; Shoemaker, Christine A.

1999-05-01

This paper extends earlier work on derivative-based optimization for cost-effective remediation to unconfined aquifers, which have more complex, nonlinear flow dynamics than confined aquifers. Most previous derivative-based optimization of contaminant removal has been limited to consideration of confined aquifers; however, contamination is more common in unconfined aquifers. Exact derivative equations are presented, and two computationally efficient approximations, the quasi-confined (QC) and head independent from previous (HIP) unconfined-aquifer finite element equation derivative approximations, are presented and demonstrated to be highly accurate. The derivative approximations can be used with any nonlinear optimization method requiring derivatives for computation of either time-invariant or time-varying pumping rates. The QC and HIP approximations are combined with the nonlinear optimal control algorithm SALQR into the unconfined-aquifer algorithm, which is shown to compute solutions for unconfined aquifers in CPU times that were not significantly longer than those required by the confined-aquifer optimization model. Two of the three example unconfined-aquifer cases considered obtained pumping policies with substantially lower objective function values with the unconfined model than were obtained with the confined-aquifer optimization, even though the mean differences in hydraulic heads predicted by the unconfined- and confined-aquifer models were small (less than 0.1%). We suggest a possible geophysical index based on differences in drawdown predictions between unconfined- and confined-aquifer models to estimate which aquifers require unconfined-aquifer optimization and which can be adequately approximated by the simpler confined-aquifer analysis.

Approximately adaptive neural cooperative control for nonlinear multiagent systems with performance guarantee

NASA Astrophysics Data System (ADS)

Wang, Jing; Yang, Tianyu; Staskevich, Gennady; Abbe, Brian

2017-04-01

This paper studies the cooperative control problem for a class of multiagent dynamical systems with partially unknown nonlinear system dynamics. In particular, the control objective is to solve the state consensus problem for multiagent systems based on the minimisation of certain cost functions for individual agents. Under the assumption that there exist admissible cooperative controls for such class of multiagent systems, the formulated problem is solved through finding the optimal cooperative control using the approximate dynamic programming and reinforcement learning approach. With the aid of neural network parameterisation and online adaptive learning, our method renders a practically implementable approximately adaptive neural cooperative control for multiagent systems. Specifically, based on the Bellman's principle of optimality, the Hamilton-Jacobi-Bellman (HJB) equation for multiagent systems is first derived. We then propose an approximately adaptive policy iteration algorithm for multiagent cooperative control based on neural network approximation of the value functions. The convergence of the proposed algorithm is rigorously proved using the contraction mapping method. The simulation results are included to validate the effectiveness of the proposed algorithm.

Discrete-Time Local Value Iteration Adaptive Dynamic Programming: Admissibility and Termination Analysis.

PubMed

Wei, Qinglai; Liu, Derong; Lin, Qiao

In this paper, a novel local value iteration adaptive dynamic programming (ADP) algorithm is developed to solve infinite horizon optimal control problems for discrete-time nonlinear systems. The focuses of this paper are to study admissibility properties and the termination criteria of discrete-time local value iteration ADP algorithms. In the discrete-time local value iteration ADP algorithm, the iterative value functions and the iterative control laws are both updated in a given subset of the state space in each iteration, instead of the whole state space. For the first time, admissibility properties of iterative control laws are analyzed for the local value iteration ADP algorithm. New termination criteria are established, which terminate the iterative local ADP algorithm with an admissible approximate optimal control law. Finally, simulation results are given to illustrate the performance of the developed algorithm.In this paper, a novel local value iteration adaptive dynamic programming (ADP) algorithm is developed to solve infinite horizon optimal control problems for discrete-time nonlinear systems. The focuses of this paper are to study admissibility properties and the termination criteria of discrete-time local value iteration ADP algorithms. In the discrete-time local value iteration ADP algorithm, the iterative value functions and the iterative control laws are both updated in a given subset of the state space in each iteration, instead of the whole state space. For the first time, admissibility properties of iterative control laws are analyzed for the local value iteration ADP algorithm. New termination criteria are established, which terminate the iterative local ADP algorithm with an admissible approximate optimal control law. Finally, simulation results are given to illustrate the performance of the developed algorithm.

A Multi-Band Analytical Algorithm for Deriving Absorption and Backscattering Coefficients from Remote-Sensing Reflectance of Optically Deep Waters

NASA Technical Reports Server (NTRS)

Lee, Zhong-Ping; Carder, Kendall L.

2001-01-01

A multi-band analytical (MBA) algorithm is developed to retrieve absorption and backscattering coefficients for optically deep waters, which can be applied to data from past and current satellite sensors, as well as data from hyperspectral sensors. This MBA algorithm applies a remote-sensing reflectance model derived from the Radiative Transfer Equation, and values of absorption and backscattering coefficients are analytically calculated from values of remote-sensing reflectance. There are only limited empirical relationships involved in the algorithm, which implies that this MBA algorithm could be applied to a wide dynamic range of waters. Applying the algorithm to a simulated non-"Case 1" data set, which has no relation to the development of the algorithm, the percentage error for the total absorption coefficient at 440 nm a (sub 440) is approximately 12% for a range of 0.012 - 2.1 per meter (approximately 6% for a (sub 440) less than approximately 0.3 per meter), while a traditional band-ratio approach returns a percentage error of approximately 30%. Applying it to a field data set ranging from 0.025 to 2.0 per meter, the result for a (sub 440) is very close to that using a full spectrum optimization technique (9.6% difference). Compared to the optimization approach, the MBA algorithm cuts the computation time dramatically with only a small sacrifice in accuracy, making it suitable for processing large data sets such as satellite images. Significant improvements over empirical algorithms have also been achieved in retrieving the optical properties of optically deep waters.

Approximate dynamic programming for optimal stationary control with control-dependent noise.

PubMed

Jiang, Yu; Jiang, Zhong-Ping

2011-12-01

This brief studies the stochastic optimal control problem via reinforcement learning and approximate/adaptive dynamic programming (ADP). A policy iteration algorithm is derived in the presence of both additive and multiplicative noise using Itô calculus. The expectation of the approximated cost matrix is guaranteed to converge to the solution of some algebraic Riccati equation that gives rise to the optimal cost value. Moreover, the covariance of the approximated cost matrix can be reduced by increasing the length of time interval between two consecutive iterations. Finally, a numerical example is given to illustrate the efficiency of the proposed ADP methodology.

RES: Regularized Stochastic BFGS Algorithm

NASA Astrophysics Data System (ADS)

Mokhtari, Aryan; Ribeiro, Alejandro

2014-12-01

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

A Constant-Factor Approximation Algorithm for the Link Building Problem

NASA Astrophysics Data System (ADS)

Olsen, Martin; Viglas, Anastasios; Zvedeniouk, Ilia

In this work we consider the problem of maximizing the PageRank of a given target node in a graph by adding k new links. We consider the case that the new links must point to the given target node (backlinks). Previous work [7] shows that this problem has no fully polynomial time approximation schemes unless P = NP. We present a polynomial time algorithm yielding a PageRank value within a constant factor from the optimal. We also consider the naive algorithm where we choose backlinks from nodes with high PageRank values compared to the outdegree and show that the naive algorithm performs much worse on certain graphs compared to the constant factor approximation scheme.

Variational Trajectory Optimization Tool Set: Technical description and user's manual

NASA Technical Reports Server (NTRS)

Bless, Robert R.; Queen, Eric M.; Cavanaugh, Michael D.; Wetzel, Todd A.; Moerder, Daniel D.

1993-01-01

The algorithms that comprise the Variational Trajectory Optimization Tool Set (VTOTS) package are briefly described. The VTOTS is a software package for solving nonlinear constrained optimal control problems from a wide range of engineering and scientific disciplines. The VTOTS package was specifically designed to minimize the amount of user programming; in fact, for problems that may be expressed in terms of analytical functions, the user needs only to define the problem in terms of symbolic variables. This version of the VTOTS does not support tabular data; thus, problems must be expressed in terms of analytical functions. The VTOTS package consists of two methods for solving nonlinear optimal control problems: a time-domain finite-element algorithm and a multiple shooting algorithm. These two algorithms, under the VTOTS package, may be run independently or jointly. The finite-element algorithm generates approximate solutions, whereas the shooting algorithm provides a more accurate solution to the optimization problem. A user's manual, some examples with results, and a brief description of the individual subroutines are included.

Hybrid Microgrid Configuration Optimization with Evolutionary Algorithms

NASA Astrophysics Data System (ADS)

Lopez, Nicolas

This dissertation explores the Renewable Energy Integration Problem, and proposes a Genetic Algorithm embedded with a Monte Carlo simulation to solve large instances of the problem that are impractical to solve via full enumeration. The Renewable Energy Integration Problem is defined as finding the optimum set of components to supply the electric demand to a hybrid microgrid. The components considered are solar panels, wind turbines, diesel generators, electric batteries, connections to the power grid and converters, which can be inverters and/or rectifiers. The methodology developed is explained as well as the combinatorial formulation. In addition, 2 case studies of a single objective optimization version of the problem are presented, in order to minimize cost and to minimize global warming potential (GWP) followed by a multi-objective implementation of the offered methodology, by utilizing a non-sorting Genetic Algorithm embedded with a monte Carlo Simulation. The method is validated by solving a small instance of the problem with known solution via a full enumeration algorithm developed by NREL in their software HOMER. The dissertation concludes that the evolutionary algorithms embedded with Monte Carlo simulation namely modified Genetic Algorithms are an efficient form of solving the problem, by finding approximate solutions in the case of single objective optimization, and by approximating the true Pareto front in the case of multiple objective optimization of the Renewable Energy Integration Problem.

Accelerating IMRT optimization by voxel sampling

NASA Astrophysics Data System (ADS)

Martin, Benjamin C.; Bortfeld, Thomas R.; Castañon, David A.

2007-12-01

This paper presents a new method for accelerating intensity-modulated radiation therapy (IMRT) optimization using voxel sampling. Rather than calculating the dose to the entire patient at each step in the optimization, the dose is only calculated for some randomly selected voxels. Those voxels are then used to calculate estimates of the objective and gradient which are used in a randomized version of a steepest descent algorithm. By selecting different voxels on each step, we are able to find an optimal solution to the full problem. We also present an algorithm to automatically choose the best sampling rate for each structure within the patient during the optimization. Seeking further improvements, we experimented with several other gradient-based optimization algorithms and found that the delta-bar-delta algorithm performs well despite the randomness. Overall, we were able to achieve approximately an order of magnitude speedup on our test case as compared to steepest descent.

Speed and convergence properties of gradient algorithms for optimization of IMRT.

PubMed

Zhang, Xiaodong; Liu, Helen; Wang, Xiaochun; Dong, Lei; Wu, Qiuwen; Mohan, Radhe

2004-05-01

Gradient algorithms are the most commonly employed search methods in the routine optimization of IMRT plans. It is well known that local minima can exist for dose-volume-based and biology-based objective functions. The purpose of this paper is to compare the relative speed of different gradient algorithms, to investigate the strategies for accelerating the optimization process, to assess the validity of these strategies, and to study the convergence properties of these algorithms for dose-volume and biological objective functions. With these aims in mind, we implemented Newton's, conjugate gradient (CG), and the steepest decent (SD) algorithms for dose-volume- and EUD-based objective functions. Our implementation of Newton's algorithm approximates the second derivative matrix (Hessian) by its diagonal. The standard SD algorithm and the CG algorithm with "line minimization" were also implemented. In addition, we investigated the use of a variation of the CG algorithm, called the "scaled conjugate gradient" (SCG) algorithm. To accelerate the optimization process, we investigated the validity of the use of a "hybrid optimization" strategy, in which approximations to calculated dose distributions are used during most of the iterations. Published studies have indicated that getting trapped in local minima is not a significant problem. To investigate this issue further, we first obtained, by trial and error, and starting with uniform intensity distributions, the parameters of the dose-volume- or EUD-based objective functions which produced IMRT plans that satisfied the clinical requirements. Using the resulting optimized intensity distributions as the initial guess, we investigated the possibility of getting trapped in a local minimum. For most of the results presented, we used a lung cancer case. To illustrate the generality of our methods, the results for a prostate case are also presented. For both dose-volume and EUD based objective functions, Newton's method far outperforms other algorithms in terms of speed. The SCG algorithm, which avoids expensive "line minimization," can speed up the standard CG algorithm by at least a factor of 2. For the same initial conditions, all algorithms converge essentially to the same plan. However, we demonstrate that for any of the algorithms studied, starting with previously optimized intensity distributions as the initial guess but for different objective function parameters, the solution frequently gets trapped in local minima. We found that the initial intensity distribution obtained from IMRT optimization utilizing objective function parameters, which favor a specific anatomic structure, would lead to a local minimum corresponding to that structure. Our results indicate that from among the gradient algorithms tested, Newton's method appears to be the fastest by far. Different gradient algorithms have the same convergence properties for dose-volume- and EUD-based objective functions. The hybrid dose calculation strategy is valid and can significantly accelerate the optimization process. The degree of acceleration achieved depends on the type of optimization problem being addressed (e.g., IMRT optimization, intensity modulated beam configuration optimization, or objective function parameter optimization). Under special conditions, gradient algorithms will get trapped in local minima, and reoptimization, starting with the results of previous optimization, will lead to solutions that are generally not significantly different from the local minimum.

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

NASA Astrophysics Data System (ADS)

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

2016-01-01

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

Approximation algorithms for the min-power symmetric connectivity problem

NASA Astrophysics Data System (ADS)

Plotnikov, Roman; Erzin, Adil; Mladenovic, Nenad

2016-10-01

We consider the NP-hard problem of synthesis of optimal spanning communication subgraph in a given arbitrary simple edge-weighted graph. This problem occurs in the wireless networks while minimizing the total transmission power consumptions. We propose several new heuristics based on the variable neighborhood search metaheuristic for the approximation solution of the problem. We have performed a numerical experiment where all proposed algorithms have been executed on the randomly generated test samples. For these instances, on average, our algorithms outperform the previously known heuristics.

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

NASA Technical Reports Server (NTRS)

Milman, Mark H.

1987-01-01

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

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

NASA Technical Reports Server (NTRS)

Milman, Mark H.

1988-01-01

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

Comparison of polynomial approximations and artificial neural nets for response surfaces in engineering optimization

NASA Technical Reports Server (NTRS)

Carpenter, William C.

1991-01-01

Engineering optimization problems involve minimizing some function subject to constraints. In areas such as aircraft optimization, the constraint equations may be from numerous disciplines such as transfer of information between these disciplines and the optimization algorithm. They are also suited to problems which may require numerous re-optimizations such as in multi-objective function optimization or to problems where the design space contains numerous local minima, thus requiring repeated optimizations from different initial designs. Their use has been limited, however, by the fact that development of response surfaces randomly selected or preselected points in the design space. Thus, they have been thought to be inefficient compared to algorithms to the optimum solution. A development has taken place in the last several years which may effect the desirability of using response surfaces. It may be possible that artificial neural nets are more efficient in developing response surfaces than polynomial approximations which have been used in the past. This development is the concern of the work.

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

PubMed

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

2017-10-01

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

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.

A PDE Sensitivity Equation Method for Optimal Aerodynamic Design

NASA Technical Reports Server (NTRS)

Borggaard, Jeff; Burns, John

1996-01-01

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

A Rigorous Framework for Optimization of Expensive Functions by Surrogates

NASA Technical Reports Server (NTRS)

Booker, Andrew J.; Dennis, J. E., Jr.; Frank, Paul D.; Serafini, David B.; Torczon, Virginia; Trosset, Michael W.

1998-01-01

The goal of the research reported here is to develop rigorous optimization algorithms to apply to some engineering design problems for which design application of traditional optimization approaches is not practical. This paper presents and analyzes a framework for generating a sequence of approximations to the objective function and managing the use of these approximations as surrogates for optimization. The result is to obtain convergence to a minimizer of an expensive objective function subject to simple constraints. The approach is widely applicable because it does not require, or even explicitly approximate, derivatives of the objective. Numerical results are presented for a 31-variable helicopter rotor blade design example and for a standard optimization test example.

Approximate labeling via graph cuts based on linear programming.

PubMed

Komodakis, Nikos; Tziritas, Georgios

2007-08-01

A new framework is presented for both understanding and developing graph-cut-based combinatorial algorithms suitable for the approximate optimization of a very wide class of Markov Random Fields (MRFs) that are frequently encountered in computer vision. The proposed framework utilizes tools from the duality theory of linear programming in order to provide an alternative and more general view of state-of-the-art techniques like the \\alpha-expansion algorithm, which is included merely as a special case. Moreover, contrary to \\alpha-expansion, the derived algorithms generate solutions with guaranteed optimality properties for a much wider class of problems, for example, even for MRFs with nonmetric potentials. In addition, they are capable of providing per-instance suboptimality bounds in all occasions, including discrete MRFs with an arbitrary potential function. These bounds prove to be very tight in practice (that is, very close to 1), which means that the resulting solutions are almost optimal. Our algorithms' effectiveness is demonstrated by presenting experimental results on a variety of low-level vision tasks, such as stereo matching, image restoration, image completion, and optical flow estimation, as well as on synthetic problems.

Initialization and Restart in Stochastic Local Search: Computing a Most Probable Explanation in Bayesian Networks

NASA Technical Reports Server (NTRS)

Mengshoel, Ole J.; Wilkins, David C.; Roth, Dan

2010-01-01

For hard computational problems, stochastic local search has proven to be a competitive approach to finding optimal or approximately optimal problem solutions. Two key research questions for stochastic local search algorithms are: Which algorithms are effective for initialization? When should the search process be restarted? In the present work we investigate these research questions in the context of approximate computation of most probable explanations (MPEs) in Bayesian networks (BNs). We introduce a novel approach, based on the Viterbi algorithm, to explanation initialization in BNs. While the Viterbi algorithm works on sequences and trees, our approach works on BNs with arbitrary topologies. We also give a novel formalization of stochastic local search, with focus on initialization and restart, using probability theory and mixture models. Experimentally, we apply our methods to the problem of MPE computation, using a stochastic local search algorithm known as Stochastic Greedy Search. By carefully optimizing both initialization and restart, we reduce the MPE search time for application BNs by several orders of magnitude compared to using uniform at random initialization without restart. On several BNs from applications, the performance of Stochastic Greedy Search is competitive with clique tree clustering, a state-of-the-art exact algorithm used for MPE computation in BNs.

Genetic algorithms for the vehicle routing problem

NASA Astrophysics Data System (ADS)

Volna, Eva

2016-06-01

The Vehicle Routing Problem (VRP) is one of the most challenging combinatorial optimization tasks. This problem consists in designing the optimal set of routes for fleet of vehicles in order to serve a given set of customers. Evolutionary algorithms are general iterative algorithms for combinatorial optimization. These algorithms have been found to be very effective and robust in solving numerous problems from a wide range of application domains. This problem is known to be NP-hard; hence many heuristic procedures for its solution have been suggested. For such problems it is often desirable to obtain approximate solutions, so they can be found fast enough and are sufficiently accurate for the purpose. In this paper we have performed an experimental study that indicates the suitable use of genetic algorithms for the vehicle routing problem.

Configuring Airspace Sectors with Approximate Dynamic Programming

NASA Technical Reports Server (NTRS)

Bloem, Michael; Gupta, Pramod

2010-01-01

In response to changing traffic and staffing conditions, supervisors dynamically configure airspace sectors by assigning them to control positions. A finite horizon airspace sector configuration problem models this supervisor decision. The problem is to select an airspace configuration at each time step while considering a workload cost, a reconfiguration cost, and a constraint on the number of control positions at each time step. Three algorithms for this problem are proposed and evaluated: a myopic heuristic, an exact dynamic programming algorithm, and a rollouts approximate dynamic programming algorithm. On problem instances from current operations with only dozens of possible configurations, an exact dynamic programming solution gives the optimal cost value. The rollouts algorithm achieves costs within 2% of optimal for these instances, on average. For larger problem instances that are representative of future operations and have thousands of possible configurations, excessive computation time prohibits the use of exact dynamic programming. On such problem instances, the rollouts algorithm reduces the cost achieved by the heuristic by more than 15% on average with an acceptable computation time.

Compression of strings with approximate repeats.

PubMed

Allison, L; Edgoose, T; Dix, T I

1998-01-01

We describe a model for strings of characters that is loosely based on the Lempel Ziv model with the addition that a repeated substring can be an approximate match to the original substring; this is close to the situation of DNA, for example. Typically there are many explanations for a given string under the model, some optimal and many suboptimal. Rather than commit to one optimal explanation, we sum the probabilities over all explanations under the model because this gives the probability of the data under the model. The model has a small number of parameters and these can be estimated from the given string by an expectation-maximization (EM) algorithm. Each iteration of the EM algorithm takes O(n2) time and a few iterations are typically sufficient. O(n2) complexity is impractical for strings of more than a few tens of thousands of characters and a faster approximation algorithm is also given. The model is further extended to include approximate reverse complementary repeats when analyzing DNA strings. Tests include the recovery of parameter estimates from known sources and applications to real DNA strings.

A superlinear interior points algorithm for engineering design optimization

NASA Technical Reports Server (NTRS)

Herskovits, J.; Asquier, J.

1990-01-01

We present a quasi-Newton interior points algorithm for nonlinear constrained optimization. It is based on a general approach consisting of the iterative solution in the primal and dual spaces of the equalities in Karush-Kuhn-Tucker optimality conditions. This is done in such a way to have primal and dual feasibility at each iteration, which ensures satisfaction of those optimality conditions at the limit points. This approach is very strong and efficient, since at each iteration it only requires the solution of two linear systems with the same matrix, instead of quadratic programming subproblems. It is also particularly appropriate for engineering design optimization inasmuch at each iteration a feasible design is obtained. The present algorithm uses a quasi-Newton approximation of the second derivative of the Lagrangian function in order to have superlinear asymptotic convergence. We discuss theoretical aspects of the algorithm and its computer implementation.

Adaptive dynamic programming for finite-horizon optimal control of discrete-time nonlinear systems with ε-error bound.

PubMed

Wang, Fei-Yue; Jin, Ning; Liu, Derong; Wei, Qinglai

2011-01-01

In this paper, we study the finite-horizon optimal control problem for discrete-time nonlinear systems using the adaptive dynamic programming (ADP) approach. The idea is to use an iterative ADP algorithm to obtain the optimal control law which makes the performance index function close to the greatest lower bound of all performance indices within an ε-error bound. The optimal number of control steps can also be obtained by the proposed ADP algorithms. A convergence analysis of the proposed ADP algorithms in terms of performance index function and control policy is made. In order to facilitate the implementation of the iterative ADP algorithms, neural networks are used for approximating the performance index function, computing the optimal control policy, and modeling the nonlinear system. Finally, two simulation examples are employed to illustrate the applicability of the proposed method.

Typical performance of approximation algorithms for NP-hard problems

NASA Astrophysics Data System (ADS)

Takabe, Satoshi; Hukushima, Koji

2016-11-01

Typical performance of approximation algorithms is studied for randomized minimum vertex cover problems. A wide class of random graph ensembles characterized by an arbitrary degree distribution is discussed with the presentation of a theoretical framework. Herein, three approximation algorithms are examined: linear-programming relaxation, loopy-belief propagation, and the leaf-removal algorithm. The former two algorithms are analyzed using a statistical-mechanical technique, whereas the average-case analysis of the last one is conducted using the generating function method. These algorithms have a threshold in the typical performance with increasing average degree of the random graph, below which they find true optimal solutions with high probability. Our study reveals that there exist only three cases, determined by the order of the typical performance thresholds. In addition, we provide some conditions for classification of the graph ensembles and demonstrate explicitly some examples for the difference in thresholds.

Data transmission system and method

NASA Technical Reports Server (NTRS)

Bruck, Jehoshua (Inventor); Langberg, Michael (Inventor); Sprintson, Alexander (Inventor)

2010-01-01

A method of transmitting data packets, where randomness is added to the schedule. Universal broadcast schedules using encoding and randomization techniques are also discussed, together with optimal randomized schedules and an approximation algorithm for finding near-optimal schedules.

An analysis dictionary learning algorithm under a noisy data model with orthogonality constraint.

PubMed

Zhang, Ye; Yu, Tenglong; Wang, Wenwu

2014-01-01

Two common problems are often encountered in analysis dictionary learning (ADL) algorithms. The first one is that the original clean signals for learning the dictionary are assumed to be known, which otherwise need to be estimated from noisy measurements. This, however, renders a computationally slow optimization process and potentially unreliable estimation (if the noise level is high), as represented by the Analysis K-SVD (AK-SVD) algorithm. The other problem is the trivial solution to the dictionary, for example, the null dictionary matrix that may be given by a dictionary learning algorithm, as discussed in the learning overcomplete sparsifying transform (LOST) algorithm. Here we propose a novel optimization model and an iterative algorithm to learn the analysis dictionary, where we directly employ the observed data to compute the approximate analysis sparse representation of the original signals (leading to a fast optimization procedure) and enforce an orthogonality constraint on the optimization criterion to avoid the trivial solutions. Experiments demonstrate the competitive performance of the proposed algorithm as compared with three baselines, namely, the AK-SVD, LOST, and NAAOLA algorithms.

Comparison result of inversion of gravity data of a fault by particle swarm optimization and Levenberg-Marquardt methods.

PubMed

Toushmalani, Reza

2013-01-01

The purpose of this study was to compare the performance of two methods for gravity inversion of a fault. First method [Particle swarm optimization (PSO)] is a heuristic global optimization method and also an optimization algorithm, which is based on swarm intelligence. It comes from the research on the bird and fish flock movement behavior. Second method [The Levenberg-Marquardt algorithm (LM)] is an approximation to the Newton method used also for training ANNs. In this paper first we discussed the gravity field of a fault, then describes the algorithms of PSO and LM And presents application of Levenberg-Marquardt algorithm, and a particle swarm algorithm in solving inverse problem of a fault. Most importantly the parameters for the algorithms are given for the individual tests. Inverse solution reveals that fault model parameters are agree quite well with the known results. A more agreement has been found between the predicted model anomaly and the observed gravity anomaly in PSO method rather than LM method.

On Algorithms for Nonlinear Minimax and Min-Max-Min Problems and Their Efficiency

DTIC Science & Technology

2011-03-01

dissertation is complete, I can finally stay home after dinner to play Wii with you. LET’S GO Mario and Yellow Mushroom... xv THIS PAGE INTENTIONALLY... balance the accuracy of the approximation with problem ill-conditioning. The sim- plest smoothing algorithm creates an accurate smooth approximating...sizing in electronic circuit boards (Chen & Fan, 1998), obstacle avoidance for robots (Kirjner- Neto & Polak, 1998), optimal design centering

Reliability-based design optimization using a generalized subset simulation method and posterior approximation

NASA Astrophysics Data System (ADS)

Ma, Yuan-Zhuo; Li, Hong-Shuang; Yao, Wei-Xing

2018-05-01

The evaluation of the probabilistic constraints in reliability-based design optimization (RBDO) problems has always been significant and challenging work, which strongly affects the performance of RBDO methods. This article deals with RBDO problems using a recently developed generalized subset simulation (GSS) method and a posterior approximation approach. The posterior approximation approach is used to transform all the probabilistic constraints into ordinary constraints as in deterministic optimization. The assessment of multiple failure probabilities required by the posterior approximation approach is achieved by GSS in a single run at all supporting points, which are selected by a proper experimental design scheme combining Sobol' sequences and Bucher's design. Sequentially, the transformed deterministic design optimization problem can be solved by optimization algorithms, for example, the sequential quadratic programming method. Three optimization problems are used to demonstrate the efficiency and accuracy of the proposed method.

Quantum approximate optimization algorithm for MaxCut: A fermionic view

NASA Astrophysics Data System (ADS)

Wang, Zhihui; Hadfield, Stuart; Jiang, Zhang; Rieffel, Eleanor G.

2018-02-01

Farhi et al. recently proposed a class of quantum algorithms, the quantum approximate optimization algorithm (QAOA), for approximately solving combinatorial optimization problems (E. Farhi et al., arXiv:1411.4028; arXiv:1412.6062; arXiv:1602.07674). A level-p QAOA circuit consists of p steps; in each step a classical Hamiltonian, derived from the cost function, is applied followed by a mixing Hamiltonian. The 2 p times for which these two Hamiltonians are applied are the parameters of the algorithm, which are to be optimized classically for the best performance. As p increases, parameter optimization becomes inefficient due to the curse of dimensionality. The success of the QAOA approach will depend, in part, on finding effective parameter-setting strategies. Here we analytically and numerically study parameter setting for the QAOA applied to MaxCut. For the level-1 QAOA, we derive an analytical expression for a general graph. In principle, expressions for higher p could be derived, but the number of terms quickly becomes prohibitive. For a special case of MaxCut, the "ring of disagrees," or the one-dimensional antiferromagnetic ring, we provide an analysis for an arbitrarily high level. Using a fermionic representation, the evolution of the system under the QAOA translates into quantum control of an ensemble of independent spins. This treatment enables us to obtain analytical expressions for the performance of the QAOA for any p . It also greatly simplifies the numerical search for the optimal values of the parameters. By exploring symmetries, we identify a lower-dimensional submanifold of interest; the search effort can be accordingly reduced. This analysis also explains an observed symmetry in the optimal parameter values. Further, we numerically investigate the parameter landscape and show that it is a simple one in the sense of having no local optima.

Optimizing Controlling-Value-Based Power Gating with Gate Count and Switching Activity

NASA Astrophysics Data System (ADS)

Chen, Lei; Kimura, Shinji

In this paper, a new heuristic algorithm is proposed to optimize the power domain clustering in controlling-value-based (CV-based) power gating technology. In this algorithm, both the switching activity of sleep signals (p) and the overall numbers of sleep gates (gate count, N) are considered, and the sum of the product of p and N is optimized. The algorithm effectively exerts the total power reduction obtained from the CV-based power gating. Even when the maximum depth is kept to be the same, the proposed algorithm can still achieve power reduction approximately 10% more than that of the prior algorithms. Furthermore, detailed comparison between the proposed heuristic algorithm and other possible heuristic algorithms are also presented. HSPICE simulation results show that over 26% of total power reduction can be obtained by using the new heuristic algorithm. In addition, the effect of dynamic power reduction through the CV-based power gating method and the delay overhead caused by the switching of sleep transistors are also shown in this paper.

Optimal mapping of neural-network learning on message-passing multicomputers

NASA Technical Reports Server (NTRS)

Chu, Lon-Chan; Wah, Benjamin W.

1992-01-01

A minimization of learning-algorithm completion time is sought in the present optimal-mapping study of the learning process in multilayer feed-forward artificial neural networks (ANNs) for message-passing multicomputers. A novel approximation algorithm for mappings of this kind is derived from observations of the dominance of a parallel ANN algorithm over its communication time. Attention is given to both static and dynamic mapping schemes for systems with static and dynamic background workloads, as well as to experimental results obtained for simulated mappings on multicomputers with dynamic background workloads.

Heuristic algorithms for solving of the tool routing problem for CNC cutting machines

NASA Astrophysics Data System (ADS)

Chentsov, P. A.; Petunin, A. A.; Sesekin, A. N.; Shipacheva, E. N.; Sholohov, A. E.

2015-11-01

The article is devoted to the problem of minimizing the path of the cutting tool to shape cutting machines began. This problem can be interpreted as a generalized traveling salesman problem. Earlier version of the dynamic programming method to solve this problem was developed. Unfortunately, this method allows to process an amount not exceeding thirty circuits. In this regard, the task of constructing quasi-optimal route becomes relevant. In this paper we propose options for quasi-optimal greedy algorithms. Comparison of the results of exact and approximate algorithms is given.

Efficient algorithms for a class of partitioning problems

NASA Technical Reports Server (NTRS)

Iqbal, M. Ashraf; Bokhari, Shahid H.

1990-01-01

The problem of optimally partitioning the modules of chain- or tree-like tasks over chain-structured or host-satellite multiple computer systems is addressed. This important class of problems includes many signal processing and industrial control applications. Prior research has resulted in a succession of faster exact and approximate algorithms for these problems. Polynomial exact and approximate algorithms are described for this class that are better than any of the previously reported algorithms. The approach is based on a preprocessing step that condenses the given chain or tree structured task into a monotonic chain or tree. The partitioning of this monotonic take can then be carried out using fast search techniques.

Computational benefits using artificial intelligent methodologies for the solution of an environmental design problem: saltwater intrusion.

PubMed

Papadopoulou, Maria P; Nikolos, Ioannis K; Karatzas, George P

2010-01-01

Artificial Neural Networks (ANNs) comprise a powerful tool to approximate the complicated behavior and response of physical systems allowing considerable reduction in computation time during time-consuming optimization runs. In this work, a Radial Basis Function Artificial Neural Network (RBFN) is combined with a Differential Evolution (DE) algorithm to solve a water resources management problem, using an optimization procedure. The objective of the optimization scheme is to cover the daily water demand on the coastal aquifer east of the city of Heraklion, Crete, without reducing the subsurface water quality due to seawater intrusion. The RBFN is utilized as an on-line surrogate model to approximate the behavior of the aquifer and to replace some of the costly evaluations of an accurate numerical simulation model which solves the subsurface water flow differential equations. The RBFN is used as a local approximation model in such a way as to maintain the robustness of the DE algorithm. The results of this procedure are compared to the corresponding results obtained by using the Simplex method and by using the DE procedure without the surrogate model. As it is demonstrated, the use of the surrogate model accelerates the convergence of the DE optimization procedure and additionally provides a better solution at the same number of exact evaluations, compared to the original DE algorithm.

Design and Optimization of Low-thrust Orbit Transfers Using Q-law and Evolutionary Algorithms

NASA Technical Reports Server (NTRS)

Lee, Seungwon; vonAllmen, Paul; Fink, Wolfgang; Petropoulos, Anastassios; Terrile, Richard

2005-01-01

Future space missions will depend more on low-thrust propulsion (such as ion engines) thanks to its high specific impulse. Yet, the design of low-thrust trajectories is complex and challenging. Third-body perturbations often dominate the thrust, and a significant change to the orbit requires a long duration of thrust. In order to guide the early design phases, we have developed an efficient and efficacious method to obtain approximate propellant and flight-time requirements (i.e., the Pareto front) for orbit transfers. A search for the Pareto-optimal trajectories is done in two levels: optimal thrust angles and locations are determined by Q-law, while the Q-law is optimized with two evolutionary algorithms: a genetic algorithm and a simulated-annealing-related algorithm. The examples considered are several types of orbit transfers around the Earth and the asteroid Vesta.

A new approach of optimal control for a class of continuous-time chaotic systems by an online ADP algorithm

NASA Astrophysics Data System (ADS)

Song, Rui-Zhuo; Xiao, Wen-Dong; Wei, Qing-Lai

2014-05-01

We develop an online adaptive dynamic programming (ADP) based optimal control scheme for continuous-time chaotic systems. The idea is to use the ADP algorithm to obtain the optimal control input that makes the performance index function reach an optimum. The expression of the performance index function for the chaotic system is first presented. The online ADP algorithm is presented to achieve optimal control. In the ADP structure, neural networks are used to construct a critic network and an action network, which can obtain an approximate performance index function and the control input, respectively. It is proven that the critic parameter error dynamics and the closed-loop chaotic systems are uniformly ultimately bounded exponentially. Our simulation results illustrate the performance of the established optimal control method.

Optimal rail container shipment planning problem in multimodal transportation

NASA Astrophysics Data System (ADS)

Cao, Chengxuan; Gao, Ziyou; Li, Keping

2012-09-01

The optimal rail container shipment planning problem in multimodal transportation is studied in this article. The characteristics of the multi-period planning problem is presented and the problem is formulated as a large-scale 0-1 integer programming model, which maximizes the total profit generated by all freight bookings accepted in a multi-period planning horizon subject to the limited capacities. Two heuristic algorithms are proposed to obtain an approximate optimal solution of the problem. Finally, numerical experiments are conducted to demonstrate the proposed formulation and heuristic algorithms.

Grover's unstructured search by using a transverse field

NASA Astrophysics Data System (ADS)

Jiang, Zhang; Rieffel, Eleanor; Wang, Zhihui

2017-04-01

We design a circuit-based quantum algorithm to search for a needle in a haystack, giving the same quadratic speedup achieved by Grover's original algorithm. In our circuit-based algorithm, the problem Hamiltonian (oracle) and a transverse field (instead of Grover's diffusion operator) are applied to the system alternatively. We construct a periodic time sequence such that the resultant unitary drives a closed transition between two states, which have high degrees of overlap with the initial state (even superposition of all states) and the target state, respectively. Let N =2n be the size of the search space. The transition rate in our algorithm is of order Θ(1 /√{ N}) , and the overlaps are of order Θ(1) , yielding a nearly optimal query complexity of T =√{ N}(π / 2√{ 2}) . Our algorithm is inspired by a class of algorithms proposed by Farhi et al., namely the Quantum Approximate Optimization Algorithm (QAOA); our method offers a route to optimizing the parameters in QAOA by restricting them to be periodic in time.

Robust Optimization Design for Turbine Blade-Tip Radial Running Clearance using Hierarchically Response Surface Method

NASA Astrophysics Data System (ADS)

Zhiying, Chen; Ping, Zhou

2017-11-01

Considering the robust optimization computational precision and efficiency for complex mechanical assembly relationship like turbine blade-tip radial running clearance, a hierarchically response surface robust optimization algorithm is proposed. The distribute collaborative response surface method is used to generate assembly system level approximation model of overall parameters and blade-tip clearance, and then a set samples of design parameters and objective response mean and/or standard deviation is generated by using system approximation model and design of experiment method. Finally, a new response surface approximation model is constructed by using those samples, and this approximation model is used for robust optimization process. The analyses results demonstrate the proposed method can dramatic reduce the computational cost and ensure the computational precision. The presented research offers an effective way for the robust optimization design of turbine blade-tip radial running clearance.

Near-optimal quantum circuit for Grover's unstructured search using a transverse field

NASA Astrophysics Data System (ADS)

Jiang, Zhang; Rieffel, Eleanor G.; Wang, Zhihui

2017-06-01

Inspired by a class of algorithms proposed by Farhi et al. (arXiv:1411.4028), namely, the quantum approximate optimization algorithm (QAOA), we present a circuit-based quantum algorithm to search for a needle in a haystack, obtaining the same quadratic speedup achieved by Grover's original algorithm. In our algorithm, the problem Hamiltonian (oracle) and a transverse field are applied alternately to the system in a periodic manner. We introduce a technique, based on spin-coherent states, to analyze the composite unitary in a single period. This composite unitary drives a closed transition between two states that have high degrees of overlap with the initial state and the target state, respectively. The transition rate in our algorithm is of order Θ (1 /√{N }) , and the overlaps are of order Θ (1 ) , yielding a nearly optimal query complexity of T ≃√{N }(π /2 √{2 }) . Our algorithm is a QAOA circuit that demonstrates a quantum advantage with a large number of iterations that is not derived from Trotterization of an adiabatic quantum optimization (AQO) algorithm. It also suggests that the analysis required to understand QAOA circuits involves a very different process from estimating the energy gap of a Hamiltonian in AQO.

Optimization of the Monte Carlo code for modeling of photon migration in tissue.

PubMed

Zołek, Norbert S; Liebert, Adam; Maniewski, Roman

2006-10-01

The Monte Carlo method is frequently used to simulate light transport in turbid media because of its simplicity and flexibility, allowing to analyze complicated geometrical structures. Monte Carlo simulations are, however, time consuming because of the necessity to track the paths of individual photons. The time consuming computation is mainly associated with the calculation of the logarithmic and trigonometric functions as well as the generation of pseudo-random numbers. In this paper, the Monte Carlo algorithm was developed and optimized, by approximation of the logarithmic and trigonometric functions. The approximations were based on polynomial and rational functions, and the errors of these approximations are less than 1% of the values of the original functions. The proposed algorithm was verified by simulations of the time-resolved reflectance at several source-detector separations. The results of the calculation using the approximated algorithm were compared with those of the Monte Carlo simulations obtained with an exact computation of the logarithm and trigonometric functions as well as with the solution of the diffusion equation. The errors of the moments of the simulated distributions of times of flight of photons (total number of photons, mean time of flight and variance) are less than 2% for a range of optical properties, typical of living tissues. The proposed approximated algorithm allows to speed up the Monte Carlo simulations by a factor of 4. The developed code can be used on parallel machines, allowing for further acceleration.

Reliable numerical computation in an optimal output-feedback design

NASA Technical Reports Server (NTRS)

Vansteenwyk, Brett; Ly, Uy-Loi

1991-01-01

A reliable algorithm is presented for the evaluation of a quadratic performance index and its gradients with respect to the controller design parameters. The algorithm is a part of a design algorithm for optimal linear dynamic output-feedback controller that minimizes a finite-time quadratic performance index. The numerical scheme is particularly robust when it is applied to the control-law synthesis for systems with densely packed modes and where there is a high likelihood of encountering degeneracies in the closed-loop eigensystem. This approach through the use of an accurate Pade series approximation does not require the closed-loop system matrix to be diagonalizable. The algorithm was included in a control design package for optimal robust low-order controllers. Usefulness of the proposed numerical algorithm was demonstrated using numerous practical design cases where degeneracies occur frequently in the closed-loop system under an arbitrary controller design initialization and during the numerical search.

Advanced rotorcraft control using parameter optimization

NASA Technical Reports Server (NTRS)

Vansteenwyk, Brett; Ly, Uy-Loi

1991-01-01

A reliable algorithm for the evaluation of a quadratic performance index and its gradients with respect to the controller design parameters is presented. The algorithm is part of a design algorithm for an optimal linear dynamic output feedback controller that minimizes a finite time quadratic performance index. The numerical scheme is particularly robust when it is applied to the control law synthesis for systems with densely packed modes and where there is a high likelihood of encountering degeneracies in the closed loop eigensystem. This approach through the use of a accurate Pade series approximation does not require the closed loop system matrix to be diagonalizable. The algorithm has been included in a control design package for optimal robust low order controllers. Usefulness of the proposed numerical algorithm has been demonstrated using numerous practical design cases where degeneracies occur frequently in the closed loop system under an arbitrary controller design initialization and during the numerical search.

Regularization by Functions of Bounded Variation and Applications to Image Enhancement

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

Casas, E.; Kunisch, K.; Pola, C.

1999-09-15

Optimization problems regularized by bounded variation seminorms are analyzed. The optimality system is obtained and finite-dimensional approximations of bounded variation function spaces as well as of the optimization problems are studied. It is demonstrated that the choice of the vector norm in the definition of the bounded variation seminorm is of special importance for approximating subspaces consisting of piecewise constant functions. Algorithms based on a primal-dual framework that exploit the structure of these nondifferentiable optimization problems are proposed. Numerical examples are given for denoising of blocky images with very high noise.

Peak-Seeking Optimization of Trim for Reduced Fuel Consumption: Flight-Test Results

NASA Technical Reports Server (NTRS)

Brown, Nelson Andrew; Schaefer, Jacob Robert

2013-01-01

A peak-seeking control algorithm for real-time trim optimization for reduced fuel consumption has been developed by researchers at the National Aeronautics and Space Administration (NASA) Dryden Flight Research Center to address the goals of the NASA Environmentally Responsible Aviation project to reduce fuel burn and emissions. The peak-seeking control algorithm is based on a steepest-descent algorithm using a time-varying Kalman filter to estimate the gradient of a performance function of fuel flow versus control surface positions. In real-time operation, deflections of symmetric ailerons, trailing-edge flaps, and leading-edge flaps of an F/A-18 airplane (McDonnell Douglas, now The Boeing Company, Chicago, Illinois) are used for optimization of fuel flow. Results from six research flights are presented herein. The optimization algorithm found a trim configuration that required approximately 3 percent less fuel flow than the baseline trim at the same flight condition. The algorithm consistently rediscovered the solution from several initial conditions. These results show that the algorithm has good performance in a relevant environment.

Peak-Seeking Optimization of Trim for Reduced Fuel Consumption: Flight-test Results

NASA Technical Reports Server (NTRS)

Brown, Nelson Andrew; Schaefer, Jacob Robert

2013-01-01

A peak-seeking control algorithm for real-time trim optimization for reduced fuel consumption has been developed by researchers at the National Aeronautics and Space Administration (NASA) Dryden Flight Research Center to address the goals of the NASA Environmentally Responsible Aviation project to reduce fuel burn and emissions. The peak-seeking control algorithm is based on a steepest-descent algorithm using a time-varying Kalman filter to estimate the gradient of a performance function of fuel flow versus control surface positions. In real-time operation, deflections of symmetric ailerons, trailing-edge flaps, and leading-edge flaps of an F/A-18 airplane (McDonnell Douglas, now The Boeing Company, Chicago, Illinois) are used for optimization of fuel flow. Results from six research flights are presented herein. The optimization algorithm found a trim configuration that required approximately 3 percent less fuel flow than the baseline trim at the same flight condition. The algorithm consistently rediscovered the solution from several initial conditions. These results show that the algorithm has good performance in a relevant environment.

Approximating the 0-1 Multiple Knapsack Problem with Agent Decomposition and Market Negotiation

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

Smolinski, B.

The 0-1 multiple knapsack problem appears in many domains from financial portfolio management to cargo ship stowing. Methods for solving it range from approximate algorithms, such as greedy algorithms, to exact algorithms, such as branch and bound. Approximate algorithms have no bounds on how poorly they perform and exact algorithms can suffer from exponential time and space complexities with large data sets. This paper introduces a market model based on agent decomposition and market auctions for approximating the 0-1 multiple knapsack problem, and an algorithm that implements the model (M(x)). M(x) traverses the solution space rather than getting caught inmore » a local maximum, overcoming an inherent problem of many greedy algorithms. The use of agents ensures that infeasible solutions are not considered while traversing the solution space and that traversal of the solution space is not just random, but is also directed. M(x) is compared to a bound and bound algorithm (BB) and a simple greedy algorithm with a random shuffle (G(x)). The results suggest that M(x) is a good algorithm for approximating the 0-1 Multiple Knapsack problem. M(x) almost always found solutions that were close to optimal in a fraction of the time it took BB to run and with much less memory on large test data sets. M(x) usually performed better than G(x) on hard problems with correlated data.« less

Calculating complete and exact Pareto front for multiobjective optimization: a new deterministic approach for discrete problems.

PubMed

Hu, Xiao-Bing; Wang, Ming; Di Paolo, Ezequiel

2013-06-01

Searching the Pareto front for multiobjective optimization problems usually involves the use of a population-based search algorithm or of a deterministic method with a set of different single aggregate objective functions. The results are, in fact, only approximations of the real Pareto front. In this paper, we propose a new deterministic approach capable of fully determining the real Pareto front for those discrete problems for which it is possible to construct optimization algorithms to find the k best solutions to each of the single-objective problems. To this end, two theoretical conditions are given to guarantee the finding of the actual Pareto front rather than its approximation. Then, a general methodology for designing a deterministic search procedure is proposed. A case study is conducted, where by following the general methodology, a ripple-spreading algorithm is designed to calculate the complete exact Pareto front for multiobjective route optimization. When compared with traditional Pareto front search methods, the obvious advantage of the proposed approach is its unique capability of finding the complete Pareto front. This is illustrated by the simulation results in terms of both solution quality and computational efficiency.

A graph decomposition-based approach for water distribution network optimization

NASA Astrophysics Data System (ADS)

Zheng, Feifei; Simpson, Angus R.; Zecchin, Aaron C.; Deuerlein, Jochen W.

2013-04-01

A novel optimization approach for water distribution network design is proposed in this paper. Using graph theory algorithms, a full water network is first decomposed into different subnetworks based on the connectivity of the network's components. The original whole network is simplified to a directed augmented tree, in which the subnetworks are substituted by augmented nodes and directed links are created to connect them. Differential evolution (DE) is then employed to optimize each subnetwork based on the sequence specified by the assigned directed links in the augmented tree. Rather than optimizing the original network as a whole, the subnetworks are sequentially optimized by the DE algorithm. A solution choice table is established for each subnetwork (except for the subnetwork that includes a supply node) and the optimal solution of the original whole network is finally obtained by use of the solution choice tables. Furthermore, a preconditioning algorithm is applied to the subnetworks to produce an approximately optimal solution for the original whole network. This solution specifies promising regions for the final optimization algorithm to further optimize the subnetworks. Five water network case studies are used to demonstrate the effectiveness of the proposed optimization method. A standard DE algorithm (SDE) and a genetic algorithm (GA) are applied to each case study without network decomposition to enable a comparison with the proposed method. The results show that the proposed method consistently outperforms the SDE and GA (both with tuned parameters) in terms of both the solution quality and efficiency.

Robust Adaptive Modified Newton Algorithm for Generalized Eigendecomposition and Its Application

NASA Astrophysics Data System (ADS)

Yang, Jian; Yang, Feng; Xi, Hong-Sheng; Guo, Wei; Sheng, Yanmin

2007-12-01

We propose a robust adaptive algorithm for generalized eigendecomposition problems that arise in modern signal processing applications. To that extent, the generalized eigendecomposition problem is reinterpreted as an unconstrained nonlinear optimization problem. Starting from the proposed cost function and making use of an approximation of the Hessian matrix, a robust modified Newton algorithm is derived. A rigorous analysis of its convergence properties is presented by using stochastic approximation theory. We also apply this theory to solve the signal reception problem of multicarrier DS-CDMA to illustrate its practical application. The simulation results show that the proposed algorithm has fast convergence and excellent tracking capability, which are important in a practical time-varying communication environment.

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

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

PubMed

Gálvez, Akemi; Iglesias, Andrés

2013-01-01

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

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

PubMed Central

Gálvez, Akemi; Iglesias, Andrés

2013-01-01

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

Automated Spectroscopic Analysis Using the Particle Swarm Optimization Algorithm: Implementing a Guided Search Algorithm to Autofit

NASA Astrophysics Data System (ADS)

Ervin, Katherine; Shipman, Steven

2017-06-01

While rotational spectra can be rapidly collected, their analysis (especially for complex systems) is seldom straightforward, leading to a bottleneck. The AUTOFIT program was designed to serve that need by quickly matching rotational constants to spectra with little user input and supervision. This program can potentially be improved by incorporating an optimization algorithm in the search for a solution. The Particle Swarm Optimization Algorithm (PSO) was chosen for implementation. PSO is part of a family of optimization algorithms called heuristic algorithms, which seek approximate best answers. This is ideal for rotational spectra, where an exact match will not be found without incorporating distortion constants, etc., which would otherwise greatly increase the size of the search space. PSO was tested for robustness against five standard fitness functions and then applied to a custom fitness function created for rotational spectra. This talk will explain the Particle Swarm Optimization algorithm and how it works, describe how Autofit was modified to use PSO, discuss the fitness function developed to work with spectroscopic data, and show our current results. Seifert, N.A., Finneran, I.A., Perez, C., Zaleski, D.P., Neill, J.L., Steber, A.L., Suenram, R.D., Lesarri, A., Shipman, S.T., Pate, B.H., J. Mol. Spec. 312, 13-21 (2015)

A policy iteration approach to online optimal control of continuous-time constrained-input systems.

PubMed

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

2013-09-01

This paper is an effort towards developing an online learning algorithm to find the optimal control solution for continuous-time (CT) systems subject to input constraints. The proposed method is based on the policy iteration (PI) technique which has recently evolved as a major technique for solving optimal control problems. Although a number of online PI algorithms have been developed for CT systems, none of them take into account the input constraints caused by actuator saturation. In practice, however, ignoring these constraints leads to performance degradation or even system instability. In this paper, to deal with the input constraints, a suitable nonquadratic functional is employed to encode the constraints into the optimization formulation. Then, the proposed PI algorithm is implemented on an actor-critic structure to solve the Hamilton-Jacobi-Bellman (HJB) equation associated with this nonquadratic cost functional in an online fashion. That is, two coupled neural network (NN) approximators, namely an actor and a critic are tuned online and simultaneously for approximating the associated HJB solution and computing the optimal control policy. The critic is used to evaluate the cost associated with the current policy, while the actor is used to find an improved policy based on information provided by the critic. Convergence to a close approximation of the HJB solution as well as stability of the proposed feedback control law are shown. Simulation results of the proposed method on a nonlinear CT system illustrate the effectiveness of the proposed approach. Copyright © 2013 ISA. All rights reserved.

An optimized treatment for algorithmic differentiation of an important glaciological fixed-point problem

DOE PAGES

Goldberg, Daniel N.; Narayanan, Sri Hari Krishna; Hascoet, Laurent; ...

2016-05-20

We apply an optimized method to the adjoint generation of a time-evolving land ice model through algorithmic differentiation (AD). The optimization involves a special treatment of the fixed-point iteration required to solve the nonlinear stress balance, which differs from a straightforward application of AD software, and leads to smaller memory requirements and in some cases shorter computation times of the adjoint. The optimization is done via implementation of the algorithm of Christianson (1994) for reverse accumulation of fixed-point problems, with the AD tool OpenAD. For test problems, the optimized adjoint is shown to have far lower memory requirements, potentially enablingmore » larger problem sizes on memory-limited machines. In the case of the land ice model, implementation of the algorithm allows further optimization by having the adjoint model solve a sequence of linear systems with identical (as opposed to varying) matrices, greatly improving performance. Finally, the methods introduced here will be of value to other efforts applying AD tools to ice models, particularly ones which solve a hybrid shallow ice/shallow shelf approximation to the Stokes equations.« less

Genetic Algorithm Optimizes Q-LAW Control Parameters

NASA Technical Reports Server (NTRS)

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

2008-01-01

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

Effects of high-order correlations on personalized recommendations for bipartite networks

NASA Astrophysics Data System (ADS)

Liu, Jian-Guo; Zhou, Tao; Che, Hong-An; Wang, Bing-Hong; Zhang, Yi-Cheng

2010-02-01

In this paper, we introduce a modified collaborative filtering (MCF) algorithm, which has remarkably higher accuracy than the standard collaborative filtering. In the MCF, instead of the cosine similarity index, the user-user correlations are obtained by a diffusion process. Furthermore, by considering the second-order correlations, we design an effective algorithm that depresses the influence of mainstream preferences. Simulation results show that the algorithmic accuracy, measured by the average ranking score, is further improved by 20.45% and 33.25% in the optimal cases of MovieLens and Netflix data. More importantly, the optimal value λ depends approximately monotonously on the sparsity of the training set. Given a real system, we could estimate the optimal parameter according to the data sparsity, which makes this algorithm easy to be applied. In addition, two significant criteria of algorithmic performance, diversity and popularity, are also taken into account. Numerical results show that as the sparsity increases, the algorithm considering the second-order correlation can outperform the MCF simultaneously in all three criteria.

First and second order derivatives for optimizing parallel RF excitation waveforms.

PubMed

Majewski, Kurt; Ritter, Dieter

2015-09-01

For piecewise constant magnetic fields, the Bloch equations (without relaxation terms) can be solved explicitly. This way the magnetization created by an excitation pulse can be written as a concatenation of rotations applied to the initial magnetization. For fixed gradient trajectories, the problem of finding parallel RF waveforms, which minimize the difference between achieved and desired magnetization on a number of voxels, can thus be represented as a finite-dimensional minimization problem. We use quaternion calculus to formulate this optimization problem in the magnitude least squares variant and specify first and second order derivatives of the objective function. We obtain a small tip angle approximation as first order Taylor development from the first order derivatives and also develop algorithms for first and second order derivatives for this small tip angle approximation. All algorithms are accompanied by precise floating point operation counts to assess and compare the computational efforts. We have implemented these algorithms as callback functions of an interior-point solver. We have applied this numerical optimization method to example problems from the literature and report key observations. Copyright © 2015 Elsevier Inc. All rights reserved.

First and second order derivatives for optimizing parallel RF excitation waveforms

NASA Astrophysics Data System (ADS)

Majewski, Kurt; Ritter, Dieter

2015-09-01

For piecewise constant magnetic fields, the Bloch equations (without relaxation terms) can be solved explicitly. This way the magnetization created by an excitation pulse can be written as a concatenation of rotations applied to the initial magnetization. For fixed gradient trajectories, the problem of finding parallel RF waveforms, which minimize the difference between achieved and desired magnetization on a number of voxels, can thus be represented as a finite-dimensional minimization problem. We use quaternion calculus to formulate this optimization problem in the magnitude least squares variant and specify first and second order derivatives of the objective function. We obtain a small tip angle approximation as first order Taylor development from the first order derivatives and also develop algorithms for first and second order derivatives for this small tip angle approximation. All algorithms are accompanied by precise floating point operation counts to assess and compare the computational efforts. We have implemented these algorithms as callback functions of an interior-point solver. We have applied this numerical optimization method to example problems from the literature and report key observations.

Optimizing Variational Quantum Algorithms Using Pontryagin’s Minimum Principle

DOE PAGES

Yang, Zhi -Cheng; Rahmani, Armin; Shabani, Alireza; ...

2017-05-18

We use Pontryagin’s minimum principle to optimize variational quantum algorithms. We show that for a fixed computation time, the optimal evolution has a bang-bang (square pulse) form, both for closed and open quantum systems with Markovian decoherence. Our findings support the choice of evolution ansatz in the recently proposed quantum approximate optimization algorithm. Focusing on the Sherrington-Kirkpatrick spin glass as an example, we find a system-size independent distribution of the duration of pulses, with characteristic time scale set by the inverse of the coupling constants in the Hamiltonian. The optimality of the bang-bang protocols and the characteristic time scale ofmore » the pulses provide an efficient parametrization of the protocol and inform the search for effective hybrid (classical and quantum) schemes for tackling combinatorial optimization problems. Moreover, we find that the success rates of our optimal bang-bang protocols remain high even in the presence of weak external noise and coupling to a thermal bath.« less

Optimizing Variational Quantum Algorithms Using Pontryagin’s Minimum Principle

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

Yang, Zhi -Cheng; Rahmani, Armin; Shabani, Alireza

We use Pontryagin’s minimum principle to optimize variational quantum algorithms. We show that for a fixed computation time, the optimal evolution has a bang-bang (square pulse) form, both for closed and open quantum systems with Markovian decoherence. Our findings support the choice of evolution ansatz in the recently proposed quantum approximate optimization algorithm. Focusing on the Sherrington-Kirkpatrick spin glass as an example, we find a system-size independent distribution of the duration of pulses, with characteristic time scale set by the inverse of the coupling constants in the Hamiltonian. The optimality of the bang-bang protocols and the characteristic time scale ofmore » the pulses provide an efficient parametrization of the protocol and inform the search for effective hybrid (classical and quantum) schemes for tackling combinatorial optimization problems. Moreover, we find that the success rates of our optimal bang-bang protocols remain high even in the presence of weak external noise and coupling to a thermal bath.« less

Creating IRT-Based Parallel Test Forms Using the Genetic Algorithm Method

ERIC Educational Resources Information Center

Sun, Koun-Tem; Chen, Yu-Jen; Tsai, Shu-Yen; Cheng, Chien-Fen

2008-01-01

In educational measurement, the construction of parallel test forms is often a combinatorial optimization problem that involves the time-consuming selection of items to construct tests having approximately the same test information functions (TIFs) and constraints. This article proposes a novel method, genetic algorithm (GA), to construct parallel…

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.

Introduction to Numerical Methods

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

Schoonover, Joseph A.

2016-06-14

These are slides for a lecture for the Parallel Computing Summer Research Internship at the National Security Education Center. This gives an introduction to numerical methods. Repetitive algorithms are used to obtain approximate solutions to mathematical problems, using sorting, searching, root finding, optimization, interpolation, extrapolation, least squares regresion, Eigenvalue problems, ordinary differential equations, and partial differential equations. Many equations are shown. Discretizations allow us to approximate solutions to mathematical models of physical systems using a repetitive algorithm and introduce errors that can lead to numerical instabilities if we are not careful.

Solving bi-level optimization problems in engineering design using kriging models

NASA Astrophysics Data System (ADS)

Xia, Yi; Liu, Xiaojie; Du, Gang

2018-05-01

Stackelberg game-theoretic approaches are applied extensively in engineering design to handle distributed collaboration decisions. Bi-level genetic algorithms (BLGAs) and response surfaces have been used to solve the corresponding bi-level programming models. However, the computational costs for BLGAs often increase rapidly with the complexity of lower-level programs, and optimal solution functions sometimes cannot be approximated by response surfaces. This article proposes a new method, namely the optimal solution function approximation by kriging model (OSFAKM), in which kriging models are used to approximate the optimal solution functions. A detailed example demonstrates that OSFAKM can obtain better solutions than BLGAs and response surface-based methods, and at the same time reduce the workload of computation remarkably. Five benchmark problems and a case study of the optimal design of a thin-walled pressure vessel are also presented to illustrate the feasibility and potential of the proposed method for bi-level optimization in engineering design.

Optimal Guaranteed Cost Sliding Mode Control for Constrained-Input Nonlinear Systems With Matched and Unmatched Disturbances.

PubMed

Zhang, Huaguang; Qu, Qiuxia; Xiao, Geyang; Cui, Yang

2018-06-01

Based on integral sliding mode and approximate dynamic programming (ADP) theory, a novel optimal guaranteed cost sliding mode control is designed for constrained-input nonlinear systems with matched and unmatched disturbances. When the system moves on the sliding surface, the optimal guaranteed cost control problem of sliding mode dynamics is transformed into the optimal control problem of a reformulated auxiliary system with a modified cost function. The ADP algorithm based on single critic neural network (NN) is applied to obtain the approximate optimal control law for the auxiliary system. Lyapunov techniques are used to demonstrate the convergence of the NN weight errors. In addition, the derived approximate optimal control is verified to guarantee the sliding mode dynamics system to be stable in the sense of uniform ultimate boundedness. Some simulation results are presented to verify the feasibility of the proposed control scheme.

Computer-Aided Design and Optimization of High-Performance Vacuum Electronic Devices

DTIC Science & Technology

2006-08-15

approximations to the metric, and space mapping wherein low-accuracy (coarse mesh) solutions can potentially be used more effectively in an...interface and algorithm development. • Work on space - mapping or related methods for utilizing models of varying levels of approximation within an

Structural optimization: Status and promise

NASA Astrophysics Data System (ADS)

Kamat, Manohar P.

Chapters contained in this book include fundamental concepts of optimum design, mathematical programming methods for constrained optimization, function approximations, approximate reanalysis methods, dual mathematical programming methods for constrained optimization, a generalized optimality criteria method, and a tutorial and survey of multicriteria optimization in engineering. Also included are chapters on the compromise decision support problem and the adaptive linear programming algorithm, sensitivity analyses of discrete and distributed systems, the design sensitivity analysis of nonlinear structures, optimization by decomposition, mixed elements in shape sensitivity analysis of structures based on local criteria, and optimization of stiffened cylindrical shells subjected to destabilizing loads. Other chapters are on applications to fixed-wing aircraft and spacecraft, integrated optimum structural and control design, modeling concurrency in the design of composite structures, and tools for structural optimization. (No individual items are abstracted in this volume)

Renewable energy in electric utility capacity planning: a decomposition approach with application to a Mexican utility

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

Staschus, K.

1985-01-01

In this dissertation, efficient algorithms for electric-utility capacity expansion planning with renewable energy are developed. The algorithms include a deterministic phase that quickly finds a near-optimal expansion plan using derating and a linearized approximation to the time-dependent availability of nondispatchable energy sources. A probabilistic second phase needs comparatively few computer-time consuming probabilistic simulation iterations to modify this solution towards the optimal expansion plan. For the deterministic first phase, two algorithms, based on a Lagrangian Dual decomposition and a Generalized Benders Decomposition, are developed. The probabilistic second phase uses a Generalized Benders Decomposition approach. Extensive computational tests of the algorithms aremore » reported. Among the deterministic algorithms, the one based on Lagrangian Duality proves fastest. The two-phase approach is shown to save up to 80% in computing time as compared to a purely probabilistic algorithm. The algorithms are applied to determine the optimal expansion plan for the Tijuana-Mexicali subsystem of the Mexican electric utility system. A strong recommendation to push conservation programs in the desert city of Mexicali results from this implementation.« less

Optimization Algorithm for Kalman Filter Exploiting the Numerical Characteristics of SINS/GPS Integrated Navigation Systems.

PubMed

Hu, Shaoxing; Xu, Shike; Wang, Duhu; Zhang, Aiwu

2015-11-11

Aiming at addressing the problem of high computational cost of the traditional Kalman filter in SINS/GPS, a practical optimization algorithm with offline-derivation and parallel processing methods based on the numerical characteristics of the system is presented in this paper. The algorithm exploits the sparseness and/or symmetry of matrices to simplify the computational procedure. Thus plenty of invalid operations can be avoided by offline derivation using a block matrix technique. For enhanced efficiency, a new parallel computational mechanism is established by subdividing and restructuring calculation processes after analyzing the extracted "useful" data. As a result, the algorithm saves about 90% of the CPU processing time and 66% of the memory usage needed in a classical Kalman filter. Meanwhile, the method as a numerical approach needs no precise-loss transformation/approximation of system modules and the accuracy suffers little in comparison with the filter before computational optimization. Furthermore, since no complicated matrix theories are needed, the algorithm can be easily transplanted into other modified filters as a secondary optimization method to achieve further efficiency.

Stochastic Evolutionary Algorithms for Planning Robot Paths

NASA Technical Reports Server (NTRS)

Fink, Wolfgang; Aghazarian, Hrand; Huntsberger, Terrance; Terrile, Richard

2006-01-01

A computer program implements stochastic evolutionary algorithms for planning and optimizing collision-free paths for robots and their jointed limbs. Stochastic evolutionary algorithms can be made to produce acceptably close approximations to exact, optimal solutions for path-planning problems while often demanding much less computation than do exhaustive-search and deterministic inverse-kinematics algorithms that have been used previously for this purpose. Hence, the present software is better suited for application aboard robots having limited computing capabilities (see figure). The stochastic aspect lies in the use of simulated annealing to (1) prevent trapping of an optimization algorithm in local minima of an energy-like error measure by which the fitness of a trial solution is evaluated while (2) ensuring that the entire multidimensional configuration and parameter space of the path-planning problem is sampled efficiently with respect to both robot joint angles and computation time. Simulated annealing is an established technique for avoiding local minima in multidimensional optimization problems, but has not, until now, been applied to planning collision-free robot paths by use of low-power computers.

A hybrid intelligent algorithm for portfolio selection problem with fuzzy returns

NASA Astrophysics Data System (ADS)

Li, Xiang; Zhang, Yang; Wong, Hau-San; Qin, Zhongfeng

2009-11-01

Portfolio selection theory with fuzzy returns has been well developed and widely applied. Within the framework of credibility theory, several fuzzy portfolio selection models have been proposed such as mean-variance model, entropy optimization model, chance constrained programming model and so on. In order to solve these nonlinear optimization models, a hybrid intelligent algorithm is designed by integrating simulated annealing algorithm, neural network and fuzzy simulation techniques, where the neural network is used to approximate the expected value and variance for fuzzy returns and the fuzzy simulation is used to generate the training data for neural network. Since these models are used to be solved by genetic algorithm, some comparisons between the hybrid intelligent algorithm and genetic algorithm are given in terms of numerical examples, which imply that the hybrid intelligent algorithm is robust and more effective. In particular, it reduces the running time significantly for large size problems.

Two fast approximate wavelet algorithms for image processing, classification, and recognition

NASA Astrophysics Data System (ADS)

Wickerhauser, Mladen V.

1994-07-01

We use large libraries of template waveforms with remarkable orthogonality properties to recast the relatively complex principal orthogonal decomposition (POD) into an optimization problem with a fast solution algorithm. Then it becomes practical to use POD to solve two related problems: recognizing or classifying images, and inverting a complicated map from a low-dimensional configuration space to a high-dimensional measurement space. In the case where the number N of pixels or measurements is more than 1000 or so, the classical O(N3) POD algorithms becomes very costly, but it can be replaced with an approximate best-basis method that has complexity O(N2logN). A variation of POD can also be used to compute an approximate Jacobian for the complicated map.

A Routing Protocol for Multisink Wireless Sensor Networks in Underground Coalmine Tunnels

PubMed Central

Xia, Xu; Chen, Zhigang; Liu, Hui; Wang, Huihui; Zeng, Feng

2016-01-01

Traditional underground coalmine monitoring systems are mainly based on the use of wired transmission. However, when cables are damaged during an accident, it is difficult to obtain relevant data on environmental parameters and the emergency situation underground. To address this problem, the use of wireless sensor networks (WSNs) has been proposed. However, the shape of coalmine tunnels is not conducive to the deployment of WSNs as they are long and narrow. Therefore, issues with the network arise, such as extremely large energy consumption, very weak connectivity, long time delays, and a short lifetime. To solve these problems, in this study, a new routing protocol algorithm for multisink WSNs based on transmission power control is proposed. First, a transmission power control algorithm is used to negotiate the optimal communication radius and transmission power of each sink. Second, the non-uniform clustering idea is adopted to optimize the cluster head selection. Simulation results are subsequently compared to the Centroid of the Nodes in a Partition (CNP) strategy and show that the new algorithm delivers a good performance: power efficiency is increased by approximately 70%, connectivity is increased by approximately 15%, the cluster interference is diminished by approximately 50%, the network lifetime is increased by approximately 6%, and the delay is reduced with an increase in the number of sinks. PMID:27916917

A Routing Protocol for Multisink Wireless Sensor Networks in Underground Coalmine Tunnels.

PubMed

Xia, Xu; Chen, Zhigang; Liu, Hui; Wang, Huihui; Zeng, Feng

2016-11-30

Traditional underground coalmine monitoring systems are mainly based on the use of wired transmission. However, when cables are damaged during an accident, it is difficult to obtain relevant data on environmental parameters and the emergency situation underground. To address this problem, the use of wireless sensor networks (WSNs) has been proposed. However, the shape of coalmine tunnels is not conducive to the deployment of WSNs as they are long and narrow. Therefore, issues with the network arise, such as extremely large energy consumption, very weak connectivity, long time delays, and a short lifetime. To solve these problems, in this study, a new routing protocol algorithm for multisink WSNs based on transmission power control is proposed. First, a transmission power control algorithm is used to negotiate the optimal communication radius and transmission power of each sink. Second, the non-uniform clustering idea is adopted to optimize the cluster head selection. Simulation results are subsequently compared to the Centroid of the Nodes in a Partition (CNP) strategy and show that the new algorithm delivers a good performance: power efficiency is increased by approximately 70%, connectivity is increased by approximately 15%, the cluster interference is diminished by approximately 50%, the network lifetime is increased by approximately 6%, and the delay is reduced with an increase in the number of sinks.

Hierarchical heuristic search using a Gaussian mixture model for UAV coverage planning.

PubMed

Lin, Lanny; Goodrich, Michael A

2014-12-01

During unmanned aerial vehicle (UAV) search missions, efficient use of UAV flight time requires flight paths that maximize the probability of finding the desired subject. The probability of detecting the desired subject based on UAV sensor information can vary in different search areas due to environment elements like varying vegetation density or lighting conditions, making it likely that the UAV can only partially detect the subject. This adds another dimension of complexity to the already difficult (NP-Hard) problem of finding an optimal search path. We present a new class of algorithms that account for partial detection in the form of a task difficulty map and produce paths that approximate the payoff of optimal solutions. The algorithms use the mode goodness ratio heuristic that uses a Gaussian mixture model to prioritize search subregions. The algorithms search for effective paths through the parameter space at different levels of resolution. We compare the performance of the new algorithms against two published algorithms (Bourgault's algorithm and LHC-GW-CONV algorithm) in simulated searches with three real search and rescue scenarios, and show that the new algorithms outperform existing algorithms significantly and can yield efficient paths that yield payoffs near the optimal.

An optimization design for evacuation planning based on fuzzy credibility theory and genetic algorithm

NASA Astrophysics Data System (ADS)

Zhang, D.; Zhang, W. Y.

2017-08-01

Evacuation planning is an important activity in disaster management. It has to be planned in advance due to the unpredictable occurrence of disasters. It is necessary that the evacuation plans are as close as possible to the real evacuation work. However, the evacuation plan is extremely challenging because of the inherent uncertainty of the required information. There is a kind of vehicle routing problem based on the public traffic evacuation. In this paper, the demand for each evacuation set point is a fuzzy number, and each routing selection of the point is based on the fuzzy credibility preference index. This paper proposes an approximate optimal solution for this problem by the genetic algorithm based on the fuzzy reliability theory. Finally, the algorithm is applied to an optimization model, and the experiment result shows that the algorithm is effective.

Optimization of memory use of fragment extension-based protein-ligand docking with an original fast minimum cost flow algorithm.

PubMed

Yanagisawa, Keisuke; Komine, Shunta; Kubota, Rikuto; Ohue, Masahito; Akiyama, Yutaka

2018-06-01

The need to accelerate large-scale protein-ligand docking in virtual screening against a huge compound database led researchers to propose a strategy that entails memorizing the evaluation result of the partial structure of a compound and reusing it to evaluate other compounds. However, the previous method required frequent disk accesses, resulting in insufficient acceleration. Thus, more efficient memory usage can be expected to lead to further acceleration, and optimal memory usage could be achieved by solving the minimum cost flow problem. In this research, we propose a fast algorithm for the minimum cost flow problem utilizing the characteristics of the graph generated for this problem as constraints. The proposed algorithm, which optimized memory usage, was approximately seven times faster compared to existing minimum cost flow algorithms. Copyright © 2018 The Authors. Published by Elsevier Ltd.. All rights reserved.

Quantum-behaved particle swarm optimization for the synthesis of fibre Bragg gratings filter

NASA Astrophysics Data System (ADS)

Yu, Xuelian; Sun, Yunxu; Yao, Yong; Tian, Jiajun; Cong, Shan

2011-12-01

A method based on the quantum-behaved particle swarm optimization algorithm is presented to design a bandpass filter of the fibre Bragg gratings. In contrast to the other optimization algorithms such as the genetic algorithm and particle swarm optimization algorithm, this method is simpler and easier to implement. To demonstrate the effectiveness of the QPSO algorithm, we consider a bandpass filter. With the parameters the half the bandwidth of the filter 0.05 nm, the Bragg wavelength 1550 nm, the grating length with 2cm is divided into 40 uniform sections and its index modulation is what should be optimized and whole feasible solution space is searched for the index modulation. After the index modulation profile is known for all the sections, the transfer matrix method is used to verify the final optimal index modulation by calculating the refection spectrum. The results show the group delay is less than 12ps in band and the calculated dispersion is relatively flat inside the passband. It is further found that the reflective spectrum has sidelobes around -30dB and the worst in-band dispersion value is less than 200ps/nm . In addition, for this design, it takes approximately several minutes to find the acceptable index modulation values with a notebook computer.

Cascade Optimization for Aircraft Engines With Regression and Neural Network Analysis - Approximators

NASA Technical Reports Server (NTRS)

Patnaik, Surya N.; Guptill, James D.; Hopkins, Dale A.; Lavelle, Thomas M.

2000-01-01

The NASA Engine Performance Program (NEPP) can configure and analyze almost any type of gas turbine engine that can be generated through the interconnection of a set of standard physical components. In addition, the code can optimize engine performance by changing adjustable variables under a set of constraints. However, for engine cycle problems at certain operating points, the NEPP code can encounter difficulties: nonconvergence in the currently implemented Powell's optimization algorithm and deficiencies in the Newton-Raphson solver during engine balancing. A project was undertaken to correct these deficiencies. Nonconvergence was avoided through a cascade optimization strategy, and deficiencies associated with engine balancing were eliminated through neural network and linear regression methods. An approximation-interspersed cascade strategy was used to optimize the engine's operation over its flight envelope. Replacement of Powell's algorithm by the cascade strategy improved the optimization segment of the NEPP code. The performance of the linear regression and neural network methods as alternative engine analyzers was found to be satisfactory. This report considers two examples-a supersonic mixed-flow turbofan engine and a subsonic waverotor-topped engine-to illustrate the results, and it discusses insights gained from the improved version of the NEPP code.

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

PubMed

Wei, Qinglai; Liu, Derong; Lin, Hanquan

2016-03-01

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

Sparse Solutions for Single Class SVMs: A Bi-Criterion Approach

NASA Technical Reports Server (NTRS)

Das, Santanu; Oza, Nikunj C.

2011-01-01

In this paper we propose an innovative learning algorithm - a variation of One-class nu Support Vector Machines (SVMs) learning algorithm to produce sparser solutions with much reduced computational complexities. The proposed technique returns an approximate solution, nearly as good as the solution set obtained by the classical approach, by minimizing the original risk function along with a regularization term. We introduce a bi-criterion optimization that helps guide the search towards the optimal set in much reduced time. The outcome of the proposed learning technique was compared with the benchmark one-class Support Vector machines algorithm which more often leads to solutions with redundant support vectors. Through out the analysis, the problem size for both optimization routines was kept consistent. We have tested the proposed algorithm on a variety of data sources under different conditions to demonstrate the effectiveness. In all cases the proposed algorithm closely preserves the accuracy of standard one-class nu SVMs while reducing both training time and test time by several factors.

Computerized Dental Comparison: A Critical Review of Dental Coding and Ranking Algorithms Used in Victim Identification.

PubMed

Adams, Bradley J; Aschheim, Kenneth W

2016-01-01

Comparison of antemortem and postmortem dental records is a leading method of victim identification, especially for incidents involving a large number of decedents. This process may be expedited with computer software that provides a ranked list of best possible matches. This study provides a comparison of the most commonly used conventional coding and sorting algorithms used in the United States (WinID3) with a simplified coding format that utilizes an optimized sorting algorithm. The simplified system consists of seven basic codes and utilizes an optimized algorithm based largely on the percentage of matches. To perform this research, a large reference database of approximately 50,000 antemortem and postmortem records was created. For most disaster scenarios, the proposed simplified codes, paired with the optimized algorithm, performed better than WinID3 which uses more complex codes. The detailed coding system does show better performance with extremely large numbers of records and/or significant body fragmentation. © 2015 American Academy of Forensic Sciences.

Online Coregularization for Multiview Semisupervised Learning

PubMed Central

Li, Guohui; Huang, Kuihua

2013-01-01

We propose a novel online coregularization framework for multiview semisupervised learning based on the notion of duality in constrained optimization. Using the weak duality theorem, we reduce the online coregularization to the task of increasing the dual function. We demonstrate that the existing online coregularization algorithms in previous work can be viewed as an approximation of our dual ascending process using gradient ascent. New algorithms are derived based on the idea of ascending the dual function more aggressively. For practical purpose, we also propose two sparse approximation approaches for kernel representation to reduce the computational complexity. Experiments show that our derived online coregularization algorithms achieve risk and accuracy comparable to offline algorithms while consuming less time and memory. Specially, our online coregularization algorithms are able to deal with concept drift and maintain a much smaller error rate. This paper paves a way to the design and analysis of online coregularization algorithms. PMID:24194680

Solving a class of generalized fractional programming problems using the feasibility of linear programs.

PubMed

Shen, Peiping; Zhang, Tongli; Wang, Chunfeng

2017-01-01

This article presents a new approximation algorithm for globally solving a class of generalized fractional programming problems (P) whose objective functions are defined as an appropriate composition of ratios of affine functions. To solve this problem, the algorithm solves an equivalent optimization problem (Q) via an exploration of a suitably defined nonuniform grid. The main work of the algorithm involves checking the feasibility of linear programs associated with the interesting grid points. It is proved that the proposed algorithm is a fully polynomial time approximation scheme as the ratio terms are fixed in the objective function to problem (P), based on the computational complexity result. In contrast to existing results in literature, the algorithm does not require the assumptions on quasi-concavity or low-rank of the objective function to problem (P). Numerical results are given to illustrate the feasibility and effectiveness of the proposed algorithm.

Policy Iteration for $H_\\infty $ Optimal Control of Polynomial Nonlinear Systems via Sum of Squares Programming.

PubMed

Zhu, Yuanheng; Zhao, Dongbin; Yang, Xiong; Zhang, Qichao

2018-02-01

Sum of squares (SOS) polynomials have provided a computationally tractable way to deal with inequality constraints appearing in many control problems. It can also act as an approximator in the framework of adaptive dynamic programming. In this paper, an approximate solution to the optimal control of polynomial nonlinear systems is proposed. Under a given attenuation coefficient, the Hamilton-Jacobi-Isaacs equation is relaxed to an optimization problem with a set of inequalities. After applying the policy iteration technique and constraining inequalities to SOS, the optimization problem is divided into a sequence of feasible semidefinite programming problems. With the converged solution, the attenuation coefficient is further minimized to a lower value. After iterations, approximate solutions to the smallest -gain and the associated optimal controller are obtained. Four examples are employed to verify the effectiveness of the proposed algorithm.

Engine With Regression and Neural Network Approximators Designed

NASA Technical Reports Server (NTRS)

Patnaik, Surya N.; Hopkins, Dale A.

2001-01-01

At the NASA Glenn Research Center, the NASA engine performance program (NEPP, ref. 1) and the design optimization testbed COMETBOARDS (ref. 2) with regression and neural network analysis-approximators have been coupled to obtain a preliminary engine design methodology. The solution to a high-bypass-ratio subsonic waverotor-topped turbofan engine, which is shown in the preceding figure, was obtained by the simulation depicted in the following figure. This engine is made of 16 components mounted on two shafts with 21 flow stations. The engine is designed for a flight envelope with 47 operating points. The design optimization utilized both neural network and regression approximations, along with the cascade strategy (ref. 3). The cascade used three algorithms in sequence: the method of feasible directions, the sequence of unconstrained minimizations technique, and sequential quadratic programming. The normalized optimum thrusts obtained by the three methods are shown in the following figure: the cascade algorithm with regression approximation is represented by a triangle, a circle is shown for the neural network solution, and a solid line indicates original NEPP results. The solutions obtained from both approximate methods lie within one standard deviation of the benchmark solution for each operating point. The simulation improved the maximum thrust by 5 percent. The performance of the linear regression and neural network methods as alternate engine analyzers was found to be satisfactory for the analysis and operation optimization of air-breathing propulsion engines (ref. 4).

A trust region-based approach to optimize triple response systems

NASA Astrophysics Data System (ADS)

Fan, Shu-Kai S.; Fan, Chihhao; Huang, Chia-Fen

2014-05-01

This article presents a new computing procedure for the global optimization of the triple response system (TRS) where the response functions are non-convex quadratics and the input factors satisfy a radial constrained region of interest. The TRS arising from response surface modelling can be approximated using a nonlinear mathematical program that considers one primary objective function and two secondary constraint functions. An optimization algorithm named the triple response surface algorithm (TRSALG) is proposed to determine the global optimum for the non-degenerate TRS. In TRSALG, the Lagrange multipliers of the secondary functions are determined using the Hooke-Jeeves search method and the Lagrange multiplier of the radial constraint is located using the trust region method within the global optimality space. The proposed algorithm is illustrated in terms of three examples appearing in the quality-control literature. The results of TRSALG compared to a gradient-based method are also presented.

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.

Suboptimal Scheduling in Switched Systems With Continuous-Time Dynamics: A Least Squares Approach.

PubMed

Sardarmehni, Tohid; Heydari, Ali

2018-06-01

Two approximate solutions for optimal control of switched systems with autonomous subsystems and continuous-time dynamics are presented. The first solution formulates a policy iteration (PI) algorithm for the switched systems with recursive least squares. To reduce the computational burden imposed by the PI algorithm, a second solution, called single loop PI, is presented. Online and concurrent training algorithms are discussed for implementing each solution. At last, effectiveness of the presented algorithms is evaluated through numerical simulations.

Refined genetic algorithm -- Economic dispatch example

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

Sheble, G.B.; Brittig, K.

1995-02-01

A genetic-based algorithm is used to solve an economic dispatch (ED) problem. The algorithm utilizes payoff information of perspective solutions to evaluate optimality. Thus, the constraints of classical LaGrangian techniques on unit curves are eliminated. Using an economic dispatch problem as a basis for comparison, several different techniques which enhance program efficiency and accuracy, such as mutation prediction, elitism, interval approximation and penalty factors, are explored. Two unique genetic algorithms are also compared. The results are verified for a sample problem using a classical technique.

On the role of the optimization algorithm of RapidArc(®) volumetric modulated arc therapy on plan quality and efficiency.

PubMed

Vanetti, Eugenio; Nicolini, Giorgia; Nord, Janne; Peltola, Jarkko; Clivio, Alessandro; Fogliata, Antonella; Cozzi, Luca

2011-11-01

The RapidArc volumetric modulated arc therapy (VMAT) planning process is based on a core engine, the so-called progressive resolution optimizer (PRO). This is the optimization algorithm used to determine the combination of field shapes, segment weights (with dose rate and gantry speed variations), which best approximate the desired dose distribution in the inverse planning problem. A study was performed to assess the behavior of two versions of PRO. These two versions mostly differ in the way continuous variables describing the modulated arc are sampled into discrete control points, in the planning efficiency and in the presence of some new features. The analysis aimed to assess (i) plan quality, (ii) technical delivery aspects, (iii) agreement between delivery and calculations, and (iv) planning efficiency of the two versions. RapidArc plans were generated for four groups of patients (five patients each): anal canal, advanced lung, head and neck, and multiple brain metastases and were designed to test different levels of planning complexity and anatomical features. Plans from optimization with PRO2 (first generation of RapidArc optimizer) were compared against PRO3 (second generation of the algorithm). Additional plans were optimized with PRO3 using new features: the jaw tracking, the intermediate dose and the air cavity correction options. Results showed that (i) plan quality was generally improved with PRO3 and, although not for all parameters, some of the scored indices showed a macroscopic improvement with PRO3. (ii) PRO3 optimization leads to simpler patterns of the dynamic parameters particularly for dose rate. (iii) No differences were observed between the two algorithms in terms of pretreatment quality assurance measurements and (iv) PRO3 optimization was generally faster, with a time reduction of a factor approximately 3.5 with respect to PRO2. These results indicate that PRO3 is either clinically beneficial or neutral in terms of dosimetric quality while it showed significant advantages in speed and technical aspects.

On the usefulness of gradient information in multi-objective deformable image registration using a B-spline-based dual-dynamic transformation model: comparison of three optimization algorithms

NASA Astrophysics Data System (ADS)

Pirpinia, Kleopatra; Bosman, Peter A. N.; Sonke, Jan-Jakob; van Herk, Marcel; Alderliesten, Tanja

2015-03-01

The use of gradient information is well-known to be highly useful in single-objective optimization-based image registration methods. However, its usefulness has not yet been investigated for deformable image registration from a multi-objective optimization perspective. To this end, within a previously introduced multi-objective optimization framework, we use a smooth B-spline-based dual-dynamic transformation model that allows us to derive gradient information analytically, while still being able to account for large deformations. Within the multi-objective framework, we previously employed a powerful evolutionary algorithm (EA) that computes and advances multiple outcomes at once, resulting in a set of solutions (a so-called Pareto front) that represents efficient trade-offs between the objectives. With the addition of the B-spline-based transformation model, we studied the usefulness of gradient information in multiobjective deformable image registration using three different optimization algorithms: the (gradient-less) EA, a gradientonly algorithm, and a hybridization of these two. We evaluated the algorithms to register highly deformed images: 2D MRI slices of the breast in prone and supine positions. Results demonstrate that gradient-based multi-objective optimization significantly speeds up optimization in the initial stages of optimization. However, allowing sufficient computational resources, better results could still be obtained with the EA. Ultimately, the hybrid EA found the best overall approximation of the optimal Pareto front, further indicating that adding gradient-based optimization for multiobjective optimization-based deformable image registration can indeed be beneficial

Application of Approximate Pattern Matching in Two Dimensional Spaces to Grid Layout for Biochemical Network Maps

PubMed Central

Inoue, Kentaro; Shimozono, Shinichi; Yoshida, Hideaki; Kurata, Hiroyuki

2012-01-01

Background For visualizing large-scale biochemical network maps, it is important to calculate the coordinates of molecular nodes quickly and to enhance the understanding or traceability of them. The grid layout is effective in drawing compact, orderly, balanced network maps with node label spaces, but existing grid layout algorithms often require a high computational cost because they have to consider complicated positional constraints through the entire optimization process. Results We propose a hybrid grid layout algorithm that consists of a non-grid, fast layout (preprocessor) algorithm and an approximate pattern matching algorithm that distributes the resultant preprocessed nodes on square grid points. To demonstrate the feasibility of the hybrid layout algorithm, it is characterized in terms of the calculation time, numbers of edge-edge and node-edge crossings, relative edge lengths, and F-measures. The proposed algorithm achieves outstanding performances compared with other existing grid layouts. Conclusions Use of an approximate pattern matching algorithm quickly redistributes the laid-out nodes by fast, non-grid algorithms on the square grid points, while preserving the topological relationships among the nodes. The proposed algorithm is a novel use of the pattern matching, thereby providing a breakthrough for grid layout. This application program can be freely downloaded from http://www.cadlive.jp/hybridlayout/hybridlayout.html. PMID:22679486

Application of approximate pattern matching in two dimensional spaces to grid layout for biochemical network maps.

PubMed

Inoue, Kentaro; Shimozono, Shinichi; Yoshida, Hideaki; Kurata, Hiroyuki

2012-01-01

For visualizing large-scale biochemical network maps, it is important to calculate the coordinates of molecular nodes quickly and to enhance the understanding or traceability of them. The grid layout is effective in drawing compact, orderly, balanced network maps with node label spaces, but existing grid layout algorithms often require a high computational cost because they have to consider complicated positional constraints through the entire optimization process. We propose a hybrid grid layout algorithm that consists of a non-grid, fast layout (preprocessor) algorithm and an approximate pattern matching algorithm that distributes the resultant preprocessed nodes on square grid points. To demonstrate the feasibility of the hybrid layout algorithm, it is characterized in terms of the calculation time, numbers of edge-edge and node-edge crossings, relative edge lengths, and F-measures. The proposed algorithm achieves outstanding performances compared with other existing grid layouts. Use of an approximate pattern matching algorithm quickly redistributes the laid-out nodes by fast, non-grid algorithms on the square grid points, while preserving the topological relationships among the nodes. The proposed algorithm is a novel use of the pattern matching, thereby providing a breakthrough for grid layout. This application program can be freely downloaded from http://www.cadlive.jp/hybridlayout/hybridlayout.html.

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

DOE PAGES

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

2015-10-30

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

Fully Dynamic Bin Packing

NASA Astrophysics Data System (ADS)

Ivković, Zoran; Lloyd, Errol L.

Classic bin packing seeks to pack a given set of items of possibly varying sizes into a minimum number of identical sized bins. A number of approximation algorithms have been proposed for this NP-hard problem for both the on-line and off-line cases. In this chapter we discuss fully dynamic bin packing, where items may arrive (Insert) and depart (Delete) dynamically. In accordance with standard practice for fully dynamic algorithms, it is assumed that the packing may be arbitrarily rearranged to accommodate arriving and departing items. The goal is to maintain an approximately optimal solution of provably high quality in a total amount of time comparable to that used by an off-line algorithm delivering a solution of the same quality.

Hybrid DFP-CG method for solving unconstrained optimization problems

NASA Astrophysics Data System (ADS)

Osman, Wan Farah Hanan Wan; Asrul Hery Ibrahim, Mohd; Mamat, Mustafa

2017-09-01

The conjugate gradient (CG) method and quasi-Newton method are both well known method for solving unconstrained optimization method. In this paper, we proposed a new method by combining the search direction between conjugate gradient method and quasi-Newton method based on BFGS-CG method developed by Ibrahim et al. The Davidon-Fletcher-Powell (DFP) update formula is used as an approximation of Hessian for this new hybrid algorithm. Numerical result showed that the new algorithm perform well than the ordinary DFP method and proven to posses both sufficient descent and global convergence properties.

Active vibration mitigation of distributed parameter, smart-type structures using Pseudo-Feedback Optimal Control (PFOC)

NASA Technical Reports Server (NTRS)

Patten, W. N.; Robertshaw, H. H.; Pierpont, D.; Wynn, R. H.

1989-01-01

A new, near-optimal feedback control technique is introduced that is shown to provide excellent vibration attenuation for those distributed parameter systems that are often encountered in the areas of aeroservoelasticity and large space systems. The technique relies on a novel solution methodology for the classical optimal control problem. Specifically, the quadratic regulator control problem for a flexible vibrating structure is first cast in a weak functional form that admits an approximate solution. The necessary conditions (first-order) are then solved via a time finite-element method. The procedure produces a low dimensional, algebraic parameterization of the optimal control problem that provides a rigorous basis for a discrete controller with a first-order like hold output. Simulation has shown that the algorithm can successfully control a wide variety of plant forms including multi-input/multi-output systems and systems exhibiting significant nonlinearities. In order to firmly establish the efficacy of the algorithm, a laboratory control experiment was implemented to provide planar (bending) vibration attenuation of a highly flexible beam (with a first clamped-free mode of approximately 0.5 Hz).

A study of the application of singular perturbation theory. [development of a real time algorithm for optimal three dimensional aircraft maneuvers

NASA Technical Reports Server (NTRS)

Mehra, R. K.; Washburn, R. B.; Sajan, S.; Carroll, J. V.

1979-01-01

A hierarchical real time algorithm for optimal three dimensional control of aircraft is described. Systematic methods are developed for real time computation of nonlinear feedback controls by means of singular perturbation theory. The results are applied to a six state, three control variable, point mass model of an F-4 aircraft. Nonlinear feedback laws are presented for computing the optimal control of throttle, bank angle, and angle of attack. Real Time capability is assessed on a TI 9900 microcomputer. The breakdown of the singular perturbation approximation near the terminal point is examined Continuation methods are examined to obtain exact optimal trajectories starting from the singular perturbation solutions.

Global optimization method based on ray tracing to achieve optimum figure error compensation

NASA Astrophysics Data System (ADS)

Liu, Xiaolin; Guo, Xuejia; Tang, Tianjin

2017-02-01

Figure error would degrade the performance of optical system. When predicting the performance and performing system assembly, compensation by clocking of optical components around the optical axis is a conventional but user-dependent method. Commercial optical software cannot optimize this clocking. Meanwhile existing automatic figure-error balancing methods can introduce approximate calculation error and the build process of optimization model is complex and time-consuming. To overcome these limitations, an accurate and automatic global optimization method of figure error balancing is proposed. This method is based on precise ray tracing to calculate the wavefront error, not approximate calculation, under a given elements' rotation angles combination. The composite wavefront error root-mean-square (RMS) acts as the cost function. Simulated annealing algorithm is used to seek the optimal combination of rotation angles of each optical element. This method can be applied to all rotational symmetric optics. Optimization results show that this method is 49% better than previous approximate analytical method.

Non-uniform cosine modulated filter banks using meta-heuristic algorithms in CSD space.

PubMed

Kalathil, Shaeen; Elias, Elizabeth

2015-11-01

This paper presents an efficient design of non-uniform cosine modulated filter banks (CMFB) using canonic signed digit (CSD) coefficients. CMFB has got an easy and efficient design approach. Non-uniform decomposition can be easily obtained by merging the appropriate filters of a uniform filter bank. Only the prototype filter needs to be designed and optimized. In this paper, the prototype filter is designed using window method, weighted Chebyshev approximation and weighted constrained least square approximation. The coefficients are quantized into CSD, using a look-up-table. The finite precision CSD rounding, deteriorates the filter bank performances. The performances of the filter bank are improved using suitably modified meta-heuristic algorithms. The different meta-heuristic algorithms which are modified and used in this paper are Artificial Bee Colony algorithm, Gravitational Search algorithm, Harmony Search algorithm and Genetic algorithm and they result in filter banks with less implementation complexity, power consumption and area requirements when compared with those of the conventional continuous coefficient non-uniform CMFB.

Non-uniform cosine modulated filter banks using meta-heuristic algorithms in CSD space

PubMed Central

Kalathil, Shaeen; Elias, Elizabeth

2014-01-01

This paper presents an efficient design of non-uniform cosine modulated filter banks (CMFB) using canonic signed digit (CSD) coefficients. CMFB has got an easy and efficient design approach. Non-uniform decomposition can be easily obtained by merging the appropriate filters of a uniform filter bank. Only the prototype filter needs to be designed and optimized. In this paper, the prototype filter is designed using window method, weighted Chebyshev approximation and weighted constrained least square approximation. The coefficients are quantized into CSD, using a look-up-table. The finite precision CSD rounding, deteriorates the filter bank performances. The performances of the filter bank are improved using suitably modified meta-heuristic algorithms. The different meta-heuristic algorithms which are modified and used in this paper are Artificial Bee Colony algorithm, Gravitational Search algorithm, Harmony Search algorithm and Genetic algorithm and they result in filter banks with less implementation complexity, power consumption and area requirements when compared with those of the conventional continuous coefficient non-uniform CMFB. PMID:26644921

Image Registration Algorithm Based on Parallax Constraint and Clustering Analysis

NASA Astrophysics Data System (ADS)

Wang, Zhe; Dong, Min; Mu, Xiaomin; Wang, Song

2018-01-01

To resolve the problem of slow computation speed and low matching accuracy in image registration, a new image registration algorithm based on parallax constraint and clustering analysis is proposed. Firstly, Harris corner detection algorithm is used to extract the feature points of two images. Secondly, use Normalized Cross Correlation (NCC) function to perform the approximate matching of feature points, and the initial feature pair is obtained. Then, according to the parallax constraint condition, the initial feature pair is preprocessed by K-means clustering algorithm, which is used to remove the feature point pairs with obvious errors in the approximate matching process. Finally, adopt Random Sample Consensus (RANSAC) algorithm to optimize the feature points to obtain the final feature point matching result, and the fast and accurate image registration is realized. The experimental results show that the image registration algorithm proposed in this paper can improve the accuracy of the image matching while ensuring the real-time performance of the algorithm.

Dynamic Grover search: applications in recommendation systems and optimization problems

NASA Astrophysics Data System (ADS)

Chakrabarty, Indranil; Khan, Shahzor; Singh, Vanshdeep

2017-06-01

In the recent years, we have seen that Grover search algorithm (Proceedings, 28th annual ACM symposium on the theory of computing, pp. 212-219, 1996) by using quantum parallelism has revolutionized the field of solving huge class of NP problems in comparisons to classical systems. In this work, we explore the idea of extending Grover search algorithm to approximate algorithms. Here we try to analyze the applicability of Grover search to process an unstructured database with a dynamic selection function in contrast to the static selection function used in the original work (Grover in Proceedings, 28th annual ACM symposium on the theory of computing, pp. 212-219, 1996). We show that this alteration facilitates us to extend the application of Grover search to the field of randomized search algorithms. Further, we use the dynamic Grover search algorithm to define the goals for a recommendation system based on which we propose a recommendation algorithm which uses binomial similarity distribution space giving us a quadratic speedup over traditional classical unstructured recommendation systems. Finally, we see how dynamic Grover search can be used to tackle a wide range of optimization problems where we improve complexity over existing optimization algorithms.

Hash Bit Selection for Nearest Neighbor Search.

PubMed

Xianglong Liu; Junfeng He; Shih-Fu Chang

2017-11-01

To overcome the barrier of storage and computation when dealing with gigantic-scale data sets, compact hashing has been studied extensively to approximate the nearest neighbor search. Despite the recent advances, critical design issues remain open in how to select the right features, hashing algorithms, and/or parameter settings. In this paper, we address these by posing an optimal hash bit selection problem, in which an optimal subset of hash bits are selected from a pool of candidate bits generated by different features, algorithms, or parameters. Inspired by the optimization criteria used in existing hashing algorithms, we adopt the bit reliability and their complementarity as the selection criteria that can be carefully tailored for hashing performance in different tasks. Then, the bit selection solution is discovered by finding the best tradeoff between search accuracy and time using a modified dynamic programming method. To further reduce the computational complexity, we employ the pairwise relationship among hash bits to approximate the high-order independence property, and formulate it as an efficient quadratic programming method that is theoretically equivalent to the normalized dominant set problem in a vertex- and edge-weighted graph. Extensive large-scale experiments have been conducted under several important application scenarios of hash techniques, where our bit selection framework can achieve superior performance over both the naive selection methods and the state-of-the-art hashing algorithms, with significant accuracy gains ranging from 10% to 50%, relatively.

Stochastic approximation methods-Powerful tools for simulation and optimization: A survey of some recent work on multi-agent systems and cyber-physical systems

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

Yin, George; Wang, Le Yi; Zhang, Hongwei

2014-12-10

Stochastic approximation methods have found extensive and diversified applications. Recent emergence of networked systems and cyber-physical systems has generated renewed interest in advancing stochastic approximation into a general framework to support algorithm development for information processing and decisions in such systems. This paper presents a survey on some recent developments in stochastic approximation methods and their applications. Using connected vehicles in platoon formation and coordination as a platform, we highlight some traditional and new methodologies of stochastic approximation algorithms and explain how they can be used to capture essential features in networked systems. Distinct features of networked systems with randomlymore » switching topologies, dynamically evolving parameters, and unknown delays are presented, and control strategies are provided.« less

Optimizing Retransmission Threshold in Wireless Sensor Networks

PubMed Central

Bi, Ran; Li, Yingshu; Tan, Guozhen; Sun, Liang

2016-01-01

The retransmission threshold in wireless sensor networks is critical to the latency of data delivery in the networks. However, existing works on data transmission in sensor networks did not consider the optimization of the retransmission threshold, and they simply set the same retransmission threshold for all sensor nodes in advance. The method did not take link quality and delay requirement into account, which decreases the probability of a packet passing its delivery path within a given deadline. This paper investigates the problem of finding optimal retransmission thresholds for relay nodes along a delivery path in a sensor network. The object of optimizing retransmission thresholds is to maximize the summation of the probability of the packet being successfully delivered to the next relay node or destination node in time. A dynamic programming-based distributed algorithm for finding optimal retransmission thresholds for relay nodes along a delivery path in the sensor network is proposed. The time complexity is OnΔ·max1≤i≤n{ui}, where ui is the given upper bound of the retransmission threshold of sensor node i in a given delivery path, n is the length of the delivery path and Δ is the given upper bound of the transmission delay of the delivery path. If Δ is greater than the polynomial, to reduce the time complexity, a linear programming-based (1+pmin)-approximation algorithm is proposed. Furthermore, when the ranges of the upper and lower bounds of retransmission thresholds are big enough, a Lagrange multiplier-based distributed O(1)-approximation algorithm with time complexity O(1) is proposed. Experimental results show that the proposed algorithms have better performance. PMID:27171092

Contributions on Optimizing Approximations in the Study of Melting and Solidification Processes That Occur in Processing by Electro-Erosion

NASA Astrophysics Data System (ADS)

Potra, F. L.; Potra, T.; Soporan, V. F.

We propose two optimization methods of the processes which appear in EDM (Electrical Discharge Machining). First refers to the introduction of a new function approximating the thermal flux energy in EDM machine. Classical researches approximate this energy with the Gauss' function. In the case of unconventional technology the Gauss' bell became null only for r → +∞, where r is the radius of crater produced by EDM. We introduce a cubic spline regression which descends to zero at the crater's boundary. In the second optimization we propose modifications in technologies' work regarding the displacement of the tool electrode to the piece electrode such that the material melting to be realized in optimal time and the feeding speed with dielectric liquid regarding the solidification of the expulsed material. This we realize using the FAHP algorithm based on the theory of eigenvalues and eigenvectors, which lead to mean values of best approximation. [6

Kalman Filters for Time Delay of Arrival-Based Source Localization

NASA Astrophysics Data System (ADS)

Klee, Ulrich; Gehrig, Tobias; McDonough, John

2006-12-01

In this work, we propose an algorithm for acoustic source localization based on time delay of arrival (TDOA) estimation. In earlier work by other authors, an initial closed-form approximation was first used to estimate the true position of the speaker followed by a Kalman filtering stage to smooth the time series of estimates. In the proposed algorithm, this closed-form approximation is eliminated by employing a Kalman filter to directly update the speaker's position estimate based on the observed TDOAs. In particular, the TDOAs comprise the observation associated with an extended Kalman filter whose state corresponds to the speaker's position. We tested our algorithm on a data set consisting of seminars held by actual speakers. Our experiments revealed that the proposed algorithm provides source localization accuracy superior to the standard spherical and linear intersection techniques. Moreover, the proposed algorithm, although relying on an iterative optimization scheme, proved efficient enough for real-time operation.

Scalable Nonparametric Low-Rank Kernel Learning Using Block Coordinate Descent.

PubMed

Hu, En-Liang; Kwok, James T

2015-09-01

Nonparametric kernel learning (NPKL) is a flexible approach to learn the kernel matrix directly without assuming any parametric form. It can be naturally formulated as a semidefinite program (SDP), which, however, is not very scalable. To address this problem, we propose the combined use of low-rank approximation and block coordinate descent (BCD). Low-rank approximation avoids the expensive positive semidefinite constraint in the SDP by replacing the kernel matrix variable with V(T)V, where V is a low-rank matrix. The resultant nonlinear optimization problem is then solved by BCD, which optimizes each column of V sequentially. It can be shown that the proposed algorithm has nice convergence properties and low computational complexities. Experiments on a number of real-world data sets show that the proposed algorithm outperforms state-of-the-art NPKL solvers.

Maximizing Submodular Functions under Matroid Constraints by Evolutionary Algorithms.

PubMed

Friedrich, Tobias; Neumann, Frank

2015-01-01

Many combinatorial optimization problems have underlying goal functions that are submodular. The classical goal is to find a good solution for a given submodular function f under a given set of constraints. In this paper, we investigate the runtime of a simple single objective evolutionary algorithm called (1 + 1) EA and a multiobjective evolutionary algorithm called GSEMO until they have obtained a good approximation for submodular functions. For the case of monotone submodular functions and uniform cardinality constraints, we show that the GSEMO achieves a (1 - 1/e)-approximation in expected polynomial time. For the case of monotone functions where the constraints are given by the intersection of K ≥ 2 matroids, we show that the (1 + 1) EA achieves a (1/k + δ)-approximation in expected polynomial time for any constant δ > 0. Turning to nonmonotone symmetric submodular functions with k ≥ 1 matroid intersection constraints, we show that the GSEMO achieves a 1/((k + 2)(1 + ε))-approximation in expected time O(n(k + 6)log(n)/ε.

Efficient Geometry Minimization and Transition Structure Optimization Using Interpolated Potential Energy Surfaces and Iteratively Updated Hessians.

PubMed

Zheng, Jingjing; Frisch, Michael J

2017-12-12

An efficient geometry optimization algorithm based on interpolated potential energy surfaces with iteratively updated Hessians is presented in this work. At each step of geometry optimization (including both minimization and transition structure search), an interpolated potential energy surface is properly constructed by using the previously calculated information (energies, gradients, and Hessians/updated Hessians), and Hessians of the two latest geometries are updated in an iterative manner. The optimized minimum or transition structure on the interpolated surface is used for the starting geometry of the next geometry optimization step. The cost of searching the minimum or transition structure on the interpolated surface and iteratively updating Hessians is usually negligible compared with most electronic structure single gradient calculations. These interpolated potential energy surfaces are often better representations of the true potential energy surface in a broader range than a local quadratic approximation that is usually used in most geometry optimization algorithms. Tests on a series of large and floppy molecules and transition structures both in gas phase and in solutions show that the new algorithm can significantly improve the optimization efficiency by using the iteratively updated Hessians and optimizations on interpolated surfaces.

An application of PSO algorithm for multi-criteria geometry optimization of printed low-pass filters based on conductive periodic structures

NASA Astrophysics Data System (ADS)

Steckiewicz, Adam; Butrylo, Boguslaw

2017-08-01

In this paper we discussed the results of a multi-criteria optimization scheme as well as numerical calculations of periodic conductive structures with selected geometry. Thin printed structures embedded on a flexible dielectric substrate may be applied as simple, cheap, passive low-pass filters with an adjustable cutoff frequency in low (up to 1 MHz) radio frequency range. The analysis of an electromagnetic phenomena in presented structures was realized on the basis of a three-dimensional numerical model of three proposed geometries of periodic elements. The finite element method (FEM) was used to obtain a solution of an electromagnetic harmonic field. Equivalent lumped electrical parameters of printed cells obtained in such manner determine the shape of an amplitude transmission characteristic of a low-pass filter. A nonlinear influence of a printed cell geometry on equivalent parameters of cells electric model, makes it difficult to find the desired optimal solution. Therefore an optimization problem of optimal cell geometry estimation with regard to an approximation of the determined amplitude transmission characteristic with an adjusted cutoff frequency, was obtained by the particle swarm optimization (PSO) algorithm. A dynamically suitable inertia factor was also introduced into the algorithm to improve a convergence to a global extremity of a multimodal objective function. Numerical results as well as PSO simulation results were characterized in terms of approximation accuracy of predefined amplitude characteristics in a pass-band, stop-band and cutoff frequency. Three geometries of varying degrees of complexity were considered and their use in signal processing systems was evaluated.

Implementing a Parallel Image Edge Detection Algorithm Based on the Otsu-Canny Operator on the Hadoop Platform.

PubMed

Cao, Jianfang; Chen, Lichao; Wang, Min; Tian, Yun

2018-01-01

The Canny operator is widely used to detect edges in images. However, as the size of the image dataset increases, the edge detection performance of the Canny operator decreases and its runtime becomes excessive. To improve the runtime and edge detection performance of the Canny operator, in this paper, we propose a parallel design and implementation for an Otsu-optimized Canny operator using a MapReduce parallel programming model that runs on the Hadoop platform. The Otsu algorithm is used to optimize the Canny operator's dual threshold and improve the edge detection performance, while the MapReduce parallel programming model facilitates parallel processing for the Canny operator to solve the processing speed and communication cost problems that occur when the Canny edge detection algorithm is applied to big data. For the experiments, we constructed datasets of different scales from the Pascal VOC2012 image database. The proposed parallel Otsu-Canny edge detection algorithm performs better than other traditional edge detection algorithms. The parallel approach reduced the running time by approximately 67.2% on a Hadoop cluster architecture consisting of 5 nodes with a dataset of 60,000 images. Overall, our approach system speeds up the system by approximately 3.4 times when processing large-scale datasets, which demonstrates the obvious superiority of our method. The proposed algorithm in this study demonstrates both better edge detection performance and improved time performance.

Full-order optimal compensators for flow control: the multiple inputs case

NASA Astrophysics Data System (ADS)

Semeraro, Onofrio; Pralits, Jan O.

2018-03-01

Flow control has been the subject of numerous experimental and theoretical works. We analyze full-order, optimal controllers for large dynamical systems in the presence of multiple actuators and sensors. The full-order controllers do not require any preliminary model reduction or low-order approximation: this feature allows us to assess the optimal performance of an actuated flow without relying on any estimation process or further hypothesis on the disturbances. We start from the original technique proposed by Bewley et al. (Meccanica 51(12):2997-3014, 2016. https://doi.org/10.1007/s11012-016-0547-3), the adjoint of the direct-adjoint (ADA) algorithm. The algorithm is iterative and allows bypassing the solution of the algebraic Riccati equation associated with the optimal control problem, typically infeasible for large systems. In this numerical work, we extend the ADA iteration into a more general framework that includes the design of controllers with multiple, coupled inputs and robust controllers (H_{∞} methods). First, we demonstrate our results by showing the analytical equivalence between the full Riccati solutions and the ADA approximations in the multiple inputs case. In the second part of the article, we analyze the performance of the algorithm in terms of convergence of the solution, by comparing it with analogous techniques. We find an excellent scalability with the number of inputs (actuators), making the method a viable way for full-order control design in complex settings. Finally, the applicability of the algorithm to fluid mechanics problems is shown using the linearized Kuramoto-Sivashinsky equation and the Kármán vortex street past a two-dimensional cylinder.

Genetic Algorithm for Traveling Salesman Problem with Modified Cycle Crossover Operator

PubMed Central

Mohamd Shoukry, Alaa; Gani, Showkat

2017-01-01

Genetic algorithms are evolutionary techniques used for optimization purposes according to survival of the fittest idea. These methods do not ensure optimal solutions; however, they give good approximation usually in time. The genetic algorithms are useful for NP-hard problems, especially the traveling salesman problem. The genetic algorithm depends on selection criteria, crossover, and mutation operators. To tackle the traveling salesman problem using genetic algorithms, there are various representations such as binary, path, adjacency, ordinal, and matrix representations. In this article, we propose a new crossover operator for traveling salesman problem to minimize the total distance. This approach has been linked with path representation, which is the most natural way to represent a legal tour. Computational results are also reported with some traditional path representation methods like partially mapped and order crossovers along with new cycle crossover operator for some benchmark TSPLIB instances and found improvements. PMID:29209364

Genetic Algorithm for Traveling Salesman Problem with Modified Cycle Crossover Operator.

PubMed

Hussain, Abid; Muhammad, Yousaf Shad; Nauman Sajid, M; Hussain, Ijaz; Mohamd Shoukry, Alaa; Gani, Showkat

2017-01-01

Genetic algorithms are evolutionary techniques used for optimization purposes according to survival of the fittest idea. These methods do not ensure optimal solutions; however, they give good approximation usually in time. The genetic algorithms are useful for NP-hard problems, especially the traveling salesman problem. The genetic algorithm depends on selection criteria, crossover, and mutation operators. To tackle the traveling salesman problem using genetic algorithms, there are various representations such as binary, path, adjacency, ordinal, and matrix representations. In this article, we propose a new crossover operator for traveling salesman problem to minimize the total distance. This approach has been linked with path representation, which is the most natural way to represent a legal tour. Computational results are also reported with some traditional path representation methods like partially mapped and order crossovers along with new cycle crossover operator for some benchmark TSPLIB instances and found improvements.

Flight Test of an Adaptive Configuration Optimization System for Transport Aircraft

NASA Technical Reports Server (NTRS)

Gilyard, Glenn B.; Georgie, Jennifer; Barnicki, Joseph S.

1999-01-01

A NASA Dryden Flight Research Center program explores the practical application of real-time adaptive configuration optimization for enhanced transport performance on an L-1011 aircraft. This approach is based on calculation of incremental drag from forced-response, symmetric, outboard aileron maneuvers. In real-time operation, the symmetric outboard aileron deflection is directly optimized, and the horizontal stabilator and angle of attack are indirectly optimized. A flight experiment has been conducted from an onboard research engineering test station, and flight research results are presented herein. The optimization system has demonstrated the capability of determining the minimum drag configuration of the aircraft in real time. The drag-minimization algorithm is capable of identifying drag to approximately a one-drag-count level. Optimizing the symmetric outboard aileron position realizes a drag reduction of 2-3 drag counts (approximately 1 percent). Algorithm analysis of maneuvers indicate that two-sided raised-cosine maneuvers improve definition of the symmetric outboard aileron drag effect, thereby improving analysis results and consistency. Ramp maneuvers provide a more even distribution of data collection as a function of excitation deflection than raised-cosine maneuvers provide. A commercial operational system would require airdata calculations and normal output of current inertial navigation systems; engine pressure ratio measurements would be optional.

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.

Efficient design of nanoplasmonic waveguide devices using the space mapping algorithm.

PubMed

Dastmalchi, Pouya; Veronis, Georgios

2013-12-30

We show that the space mapping algorithm, originally developed for microwave circuit optimization, can enable the efficient design of nanoplasmonic waveguide devices which satisfy a set of desired specifications. Space mapping utilizes a physics-based coarse model to approximate a fine model accurately describing a device. Here the fine model is a full-wave finite-difference frequency-domain (FDFD) simulation of the device, while the coarse model is based on transmission line theory. We demonstrate that simply optimizing the transmission line model of the device is not enough to obtain a device which satisfies all the required design specifications. On the other hand, when the iterative space mapping algorithm is used, it converges fast to a design which meets all the specifications. In addition, full-wave FDFD simulations of only a few candidate structures are required before the iterative process is terminated. Use of the space mapping algorithm therefore results in large reductions in the required computation time when compared to any direct optimization method of the fine FDFD model.

Peak-Seeking Control For Reduced Fuel Consumption: Flight-Test Results For The Full-Scale Advanced Systems Testbed FA-18 Airplane

NASA Technical Reports Server (NTRS)

Brown, Nelson

2013-01-01

A peak-seeking control algorithm for real-time trim optimization for reduced fuel consumption has been developed by researchers at the National Aeronautics and Space Administration (NASA) Dryden Flight Research Center to address the goals of the NASA Environmentally Responsible Aviation project to reduce fuel burn and emissions. The peak-seeking control algorithm is based on a steepest-descent algorithm using a time-varying Kalman filter to estimate the gradient of a performance function of fuel flow versus control surface positions. In real-time operation, deflections of symmetric ailerons, trailing-edge flaps, and leading-edge flaps of an F/A-18 airplane are used for optimization of fuel flow. Results from six research flights are presented herein. The optimization algorithm found a trim configuration that required approximately 3 percent less fuel flow than the baseline trim at the same flight condition. This presentation also focuses on the design of the flight experiment and the practical challenges of conducting the experiment.

A general heuristic for genome rearrangement problems.

PubMed

Dias, Ulisses; Galvão, Gustavo Rodrigues; Lintzmayer, Carla Négri; Dias, Zanoni

2014-06-01

In this paper, we present a general heuristic for several problems in the genome rearrangement field. Our heuristic does not solve any problem directly, it is rather used to improve the solutions provided by any non-optimal algorithm that solve them. Therefore, we have implemented several algorithms described in the literature and several algorithms developed by ourselves. As a whole, we implemented 23 algorithms for 9 well known problems in the genome rearrangement field. A total of 13 algorithms were implemented for problems that use the notions of prefix and suffix operations. In addition, we worked on 5 algorithms for the classic problem of sorting by transposition and we conclude the experiments by presenting results for 3 approximation algorithms for the sorting by reversals and transpositions problem and 2 approximation algorithms for the sorting by reversals problem. Another algorithm with better approximation ratio can be found for the last genome rearrangement problem, but it is purely theoretical with no practical implementation. The algorithms we implemented in addition to our heuristic lead to the best practical results in each case. In particular, we were able to improve results on the sorting by transpositions problem, which is a very special case because many efforts have been made to generate algorithms with good results in practice and some of these algorithms provide results that equal the optimum solutions in many cases. Our source codes and benchmarks are freely available upon request from the authors so that it will be easier to compare new approaches against our results.

A conjugate gradients/trust regions algorithms for training multilayer perceptrons for nonlinear mapping

NASA Technical Reports Server (NTRS)

Madyastha, Raghavendra K.; Aazhang, Behnaam; Henson, Troy F.; Huxhold, Wendy L.

1992-01-01

This paper addresses the issue of applying a globally convergent optimization algorithm to the training of multilayer perceptrons, a class of Artificial Neural Networks. The multilayer perceptrons are trained towards the solution of two highly nonlinear problems: (1) signal detection in a multi-user communication network, and (2) solving the inverse kinematics for a robotic manipulator. The research is motivated by the fact that a multilayer perceptron is theoretically capable of approximating any nonlinear function to within a specified accuracy. The algorithm that has been employed in this study combines the merits of two well known optimization algorithms, the Conjugate Gradients and the Trust Regions Algorithms. The performance is compared to a widely used algorithm, the Backpropagation Algorithm, that is basically a gradient-based algorithm, and hence, slow in converging. The performances of the two algorithms are compared with the convergence rate. Furthermore, in the case of the signal detection problem, performances are also benchmarked by the decision boundaries drawn as well as the probability of error obtained in either case.

Genetic algorithm based input selection for a neural network function approximator with applications to SSME health monitoring

NASA Technical Reports Server (NTRS)

Peck, Charles C.; Dhawan, Atam P.; Meyer, Claudia M.

1991-01-01

A genetic algorithm is used to select the inputs to a neural network function approximator. In the application considered, modeling critical parameters of the space shuttle main engine (SSME), the functional relationship between measured parameters is unknown and complex. Furthermore, the number of possible input parameters is quite large. Many approaches have been used for input selection, but they are either subjective or do not consider the complex multivariate relationships between parameters. Due to the optimization and space searching capabilities of genetic algorithms they were employed to systematize the input selection process. The results suggest that the genetic algorithm can generate parameter lists of high quality without the explicit use of problem domain knowledge. Suggestions for improving the performance of the input selection process are also provided.

Quantum partial search for uneven distribution of multiple target items

NASA Astrophysics Data System (ADS)

Zhang, Kun; Korepin, Vladimir

2018-06-01

Quantum partial search algorithm is an approximate search. It aims to find a target block (which has the target items). It runs a little faster than full Grover search. In this paper, we consider quantum partial search algorithm for multiple target items unevenly distributed in a database (target blocks have different number of target items). The algorithm we describe can locate one of the target blocks. Efficiency of the algorithm is measured by number of queries to the oracle. We optimize the algorithm in order to improve efficiency. By perturbation method, we find that the algorithm runs the fastest when target items are evenly distributed in database.

Optimal Real-time Dispatch for Integrated Energy Systems

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

Firestone, Ryan Michael

This report describes the development and application of a dispatch optimization algorithm for integrated energy systems (IES) comprised of on-site cogeneration of heat and electricity, energy storage devices, and demand response opportunities. This work is intended to aid commercial and industrial sites in making use of modern computing power and optimization algorithms to make informed, near-optimal decisions under significant uncertainty and complex objective functions. The optimization algorithm uses a finite set of randomly generated future scenarios to approximate the true, stochastic future; constraints are included that prevent solutions to this approximate problem from deviating from solutions to the actual problem.more » The algorithm is then expressed as a mixed integer linear program, to which a powerful commercial solver is applied. A case study of United States Postal Service Processing and Distribution Centers (P&DC) in four cities and under three different electricity tariff structures is conducted to (1) determine the added value of optimal control to a cogeneration system over current, heuristic control strategies; (2) determine the value of limited electric load curtailment opportunities, with and without cogeneration; and (3) determine the trade-off between least-cost and least-carbon operations of a cogeneration system. Key results for the P&DC sites studied include (1) in locations where the average electricity and natural gas prices suggest a marginally profitable cogeneration system, optimal control can add up to 67% to the value of the cogeneration system; optimal control adds less value in locations where cogeneration is more clearly profitable; (2) optimal control under real-time pricing is (a) more complicated than under typical time-of-use tariffs and (b) at times necessary to make cogeneration economic at all; (3) limited electric load curtailment opportunities can be more valuable as a compliment to the cogeneration system than alone; and (4) most of the trade-off between least-cost and least-carbon IES is determined during the system design stage; for the IES system considered, there is little difference between least-cost control and least-carbon control.« less

Algorithm for fuel conservative horizontal capture trajectories

NASA Technical Reports Server (NTRS)

Neuman, F.; Erzberger, H.

1981-01-01

A real time algorithm for computing constant altitude fuel-conservative approach trajectories for aircraft is described. The characteristics of the trajectory computed were chosen to approximate the extremal trajectories obtained from the optimal control solution to the problem and showed a fuel difference of only 0.5 to 2 percent for the real time algorithm in favor of the extremals. The trajectories may start at any initial position, heading, and speed and end at any other final position, heading, and speed. They consist of straight lines and a series of circular arcs of varying radius to approximate constant bank-angle decelerating turns. Throttle control is maximum thrust, nominal thrust, or zero thrust. Bank-angle control is either zero or aproximately 30 deg.

Functional Data Approximation on Bounded Domains using Polygonal Finite Elements.

PubMed

Cao, Juan; Xiao, Yanyang; Chen, Zhonggui; Wang, Wenping; Bajaj, Chandrajit

2018-07-01

We construct and analyze piecewise approximations of functional data on arbitrary 2D bounded domains using generalized barycentric finite elements, and particularly quadratic serendipity elements for planar polygons. We compare approximation qualities (precision/convergence) of these partition-of-unity finite elements through numerical experiments, using Wachspress coordinates, natural neighbor coordinates, Poisson coordinates, mean value coordinates, and quadratic serendipity bases over polygonal meshes on the domain. For a convex n -sided polygon, the quadratic serendipity elements have 2 n basis functions, associated in a Lagrange-like fashion to each vertex and each edge midpoint, rather than the usual n ( n + 1)/2 basis functions to achieve quadratic convergence. Two greedy algorithms are proposed to generate Voronoi meshes for adaptive functional/scattered data approximations. Experimental results show space/accuracy advantages for these quadratic serendipity finite elements on polygonal domains versus traditional finite elements over simplicial meshes. Polygonal meshes and parameter coefficients of the quadratic serendipity finite elements obtained by our greedy algorithms can be further refined using an L 2 -optimization to improve the piecewise functional approximation. We conduct several experiments to demonstrate the efficacy of our algorithm for modeling features/discontinuities in functional data/image approximation.

Single Neuron Optimization as a Basis for Accurate Biophysical Modeling: The Case of Cerebellar Granule Cells.

PubMed

Masoli, Stefano; Rizza, Martina F; Sgritta, Martina; Van Geit, Werner; Schürmann, Felix; D'Angelo, Egidio

2017-01-01

In realistic neuronal modeling, once the ionic channel complement has been defined, the maximum ionic conductance (G i-max ) values need to be tuned in order to match the firing pattern revealed by electrophysiological recordings. Recently, selection/mutation genetic algorithms have been proposed to efficiently and automatically tune these parameters. Nonetheless, since similar firing patterns can be achieved through different combinations of G i-max values, it is not clear how well these algorithms approximate the corresponding properties of real cells. Here we have evaluated the issue by exploiting a unique opportunity offered by the cerebellar granule cell (GrC), which is electrotonically compact and has therefore allowed the direct experimental measurement of ionic currents. Previous models were constructed using empirical tuning of G i-max values to match the original data set. Here, by using repetitive discharge patterns as a template, the optimization procedure yielded models that closely approximated the experimental G i-max values. These models, in addition to repetitive firing, captured additional features, including inward rectification, near-threshold oscillations, and resonance, which were not used as features. Thus, parameter optimization using genetic algorithms provided an efficient modeling strategy for reconstructing the biophysical properties of neurons and for the subsequent reconstruction of large-scale neuronal network models.

Pixel-based OPC optimization based on conjugate gradients.

PubMed

Ma, Xu; Arce, Gonzalo R

2011-01-31

Optical proximity correction (OPC) methods are resolution enhancement techniques (RET) used extensively in the semiconductor industry to improve the resolution and pattern fidelity of optical lithography. In pixel-based OPC (PBOPC), the mask is divided into small pixels, each of which is modified during the optimization process. Two critical issues in PBOPC are the required computational complexity of the optimization process, and the manufacturability of the optimized mask. Most current OPC optimization methods apply the steepest descent (SD) algorithm to improve image fidelity augmented by regularization penalties to reduce the complexity of the mask. Although simple to implement, the SD algorithm converges slowly. The existing regularization penalties, however, fall short in meeting the mask rule check (MRC) requirements often used in semiconductor manufacturing. This paper focuses on developing OPC optimization algorithms based on the conjugate gradient (CG) method which exhibits much faster convergence than the SD algorithm. The imaging formation process is represented by the Fourier series expansion model which approximates the partially coherent system as a sum of coherent systems. In order to obtain more desirable manufacturability properties of the mask pattern, a MRC penalty is proposed to enlarge the linear size of the sub-resolution assistant features (SRAFs), as well as the distances between the SRAFs and the main body of the mask. Finally, a projection method is developed to further reduce the complexity of the optimized mask pattern.

Chandrasekhar equations and computational algorithms for distributed parameter systems

NASA Technical Reports Server (NTRS)

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

1984-01-01

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

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

PubMed

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

2017-01-01

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

Image gathering and processing - Information and fidelity

NASA Technical Reports Server (NTRS)

Huck, F. O.; Fales, C. L.; Halyo, N.; Samms, R. W.; Stacy, K.

1985-01-01

In this paper we formulate and use information and fidelity criteria to assess image gathering and processing, combining optical design with image-forming and edge-detection algorithms. The optical design of the image-gathering system revolves around the relationship among sampling passband, spatial response, and signal-to-noise ratio (SNR). Our formulations of information, fidelity, and optimal (Wiener) restoration account for the insufficient sampling (i.e., aliasing) common in image gathering as well as for the blurring and noise that conventional formulations account for. Performance analyses and simulations for ordinary optical-design constraints and random scences indicate that (1) different image-forming algorithms prefer different optical designs; (2) informationally optimized designs maximize the robustness of optimal image restorations and lead to the highest-spatial-frequency channel (relative to the sampling passband) for which edge detection is reliable (if the SNR is sufficiently high); and (3) combining the informationally optimized design with a 3 by 3 lateral-inhibitory image-plane-processing algorithm leads to a spatial-response shape that approximates the optimal edge-detection response of (Marr's model of) human vision and thus reduces the data preprocessing and transmission required for machine vision.

H2-norm for mesh optimization with application to electro-thermal modeling of an electric wire in automotive context

NASA Astrophysics Data System (ADS)

Chevrié, Mathieu; Farges, Christophe; Sabatier, Jocelyn; Guillemard, Franck; Pradere, Laetitia

2017-04-01

In automotive application field, reducing electric conductors dimensions is significant to decrease the embedded mass and the manufacturing costs. It is thus essential to develop tools to optimize the wire diameter according to thermal constraints and protection algorithms to maintain a high level of safety. In order to develop such tools and algorithms, accurate electro-thermal models of electric wires are required. However, thermal equation solutions lead to implicit fractional transfer functions involving an exponential that cannot be embedded in a car calculator. This paper thus proposes an integer order transfer function approximation methodology based on a spatial discretization for this class of fractional transfer functions. Moreover, the H2-norm is used to minimize approximation error. Accuracy of the proposed approach is confirmed with measured data on a 1.5 mm2 wire implemented in a dedicated test bench.

Numerical optimization in Hilbert space using inexact function and gradient evaluations

NASA Technical Reports Server (NTRS)

Carter, Richard G.

1989-01-01

Trust region algorithms provide a robust iterative technique for solving non-convex unstrained optimization problems, but in many instances it is prohibitively expensive to compute high accuracy function and gradient values for the method. Of particular interest are inverse and parameter estimation problems, since function and gradient evaluations involve numerically solving large systems of differential equations. A global convergence theory is presented for trust region algorithms in which neither function nor gradient values are known exactly. The theory is formulated in a Hilbert space setting so that it can be applied to variational problems as well as the finite dimensional problems normally seen in trust region literature. The conditions concerning allowable error are remarkably relaxed: relative errors in the gradient error condition is automatically satisfied if the error is orthogonal to the gradient approximation. A technique for estimating gradient error and improving the approximation is also presented.

On l(1): Optimal decentralized performance

NASA Technical Reports Server (NTRS)

Sourlas, Dennis; Manousiouthakis, Vasilios

1993-01-01

In this paper, the Manousiouthakis parametrization of all decentralized stabilizing controllers is employed in mathematically formulating the l(sup 1) optimal decentralized controller synthesis problem. The resulting optimization problem is infinite dimensional and therefore not directly amenable to computations. It is shown that finite dimensional optimization problems that have value arbitrarily close to the infinite dimensional one can be constructed. Based on this result, an algorithm that solves the l(sup 1) decentralized performance problems is presented. A global optimization approach to the solution of the infinite dimensional approximating problems is also discussed.

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.

Multicriteria approaches for a private equity fund

NASA Astrophysics Data System (ADS)

Tammer, Christiane; Tannert, Johannes

2012-09-01

We develop a new model for a Private Equity Fund based on stochastic differential equations. In order to find efficient strategies for the fund manager we formulate a multicriteria optimization problem for a Private Equity Fund. Using the e-constraint method we solve this multicriteria optimization problem. Furthermore, a genetic algorithm is applied in order to get an approximation of the efficient frontier.

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

PubMed

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

2016-10-01

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

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

PubMed

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

2015-07-29

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

Randomized Dynamic Mode Decomposition

NASA Astrophysics Data System (ADS)

Erichson, N. Benjamin; Brunton, Steven L.; Kutz, J. Nathan

2017-11-01

The dynamic mode decomposition (DMD) is an equation-free, data-driven matrix decomposition that is capable of providing accurate reconstructions of spatio-temporal coherent structures arising in dynamical systems. We present randomized algorithms to compute the near-optimal low-rank dynamic mode decomposition for massive datasets. Randomized algorithms are simple, accurate and able to ease the computational challenges arising with `big data'. Moreover, randomized algorithms are amenable to modern parallel and distributed computing. The idea is to derive a smaller matrix from the high-dimensional input data matrix using randomness as a computational strategy. Then, the dynamic modes and eigenvalues are accurately learned from this smaller representation of the data, whereby the approximation quality can be controlled via oversampling and power iterations. Here, we present randomized DMD algorithms that are categorized by how many passes the algorithm takes through the data. Specifically, the single-pass randomized DMD does not require data to be stored for subsequent passes. Thus, it is possible to approximately decompose massive fluid flows (stored out of core memory, or not stored at all) using single-pass algorithms, which is infeasible with traditional DMD algorithms.

Toward Optimal Target Placement for Neural Prosthetic Devices

PubMed Central

Cunningham, John P.; Yu, Byron M.; Gilja, Vikash; Ryu, Stephen I.; Shenoy, Krishna V.

2008-01-01

Neural prosthetic systems have been designed to estimate continuous reach trajectories (motor prostheses) and to predict discrete reach targets (communication prostheses). In the latter case, reach targets are typically decoded from neural spiking activity during an instructed delay period before the reach begins. Such systems use targets placed in radially symmetric geometries independent of the tuning properties of the neurons available. Here we seek to automate the target placement process and increase decode accuracy in communication prostheses by selecting target locations based on the neural population at hand. Motor prostheses that incorporate intended target information could also benefit from this consideration. We present an optimal target placement algorithm that approximately maximizes decode accuracy with respect to target locations. In simulated neural spiking data fit from two monkeys, the optimal target placement algorithm yielded statistically significant improvements up to 8 and 9% for two and sixteen targets, respectively. For four and eight targets, gains were more modest, as the target layouts found by the algorithm closely resembled the canonical layouts. We trained a monkey in this paradigm and tested the algorithm with experimental neural data to confirm some of the results found in simulation. In all, the algorithm can serve not only to create new target layouts that outperform canonical layouts, but it can also confirm or help select among multiple canonical layouts. The optimal target placement algorithm developed here is the first algorithm of its kind, and it should both improve decode accuracy and help automate target placement for neural prostheses. PMID:18829845

Quantum-enhanced reinforcement learning for finite-episode games with discrete state spaces

NASA Astrophysics Data System (ADS)

Neukart, Florian; Von Dollen, David; Seidel, Christian; Compostella, Gabriele

2017-12-01

Quantum annealing algorithms belong to the class of metaheuristic tools, applicable for solving binary optimization problems. Hardware implementations of quantum annealing, such as the quantum annealing machines produced by D-Wave Systems, have been subject to multiple analyses in research, with the aim of characterizing the technology's usefulness for optimization and sampling tasks. Here, we present a way to partially embed both Monte Carlo policy iteration for finding an optimal policy on random observations, as well as how to embed n sub-optimal state-value functions for approximating an improved state-value function given a policy for finite horizon games with discrete state spaces on a D-Wave 2000Q quantum processing unit (QPU). We explain how both problems can be expressed as a quadratic unconstrained binary optimization (QUBO) problem, and show that quantum-enhanced Monte Carlo policy evaluation allows for finding equivalent or better state-value functions for a given policy with the same number episodes compared to a purely classical Monte Carlo algorithm. Additionally, we describe a quantum-classical policy learning algorithm. Our first and foremost aim is to explain how to represent and solve parts of these problems with the help of the QPU, and not to prove supremacy over every existing classical policy evaluation algorithm.

Implementing a Parallel Image Edge Detection Algorithm Based on the Otsu-Canny Operator on the Hadoop Platform

PubMed Central

Wang, Min; Tian, Yun

2018-01-01

The Canny operator is widely used to detect edges in images. However, as the size of the image dataset increases, the edge detection performance of the Canny operator decreases and its runtime becomes excessive. To improve the runtime and edge detection performance of the Canny operator, in this paper, we propose a parallel design and implementation for an Otsu-optimized Canny operator using a MapReduce parallel programming model that runs on the Hadoop platform. The Otsu algorithm is used to optimize the Canny operator's dual threshold and improve the edge detection performance, while the MapReduce parallel programming model facilitates parallel processing for the Canny operator to solve the processing speed and communication cost problems that occur when the Canny edge detection algorithm is applied to big data. For the experiments, we constructed datasets of different scales from the Pascal VOC2012 image database. The proposed parallel Otsu-Canny edge detection algorithm performs better than other traditional edge detection algorithms. The parallel approach reduced the running time by approximately 67.2% on a Hadoop cluster architecture consisting of 5 nodes with a dataset of 60,000 images. Overall, our approach system speeds up the system by approximately 3.4 times when processing large-scale datasets, which demonstrates the obvious superiority of our method. The proposed algorithm in this study demonstrates both better edge detection performance and improved time performance. PMID:29861711

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

NASA Astrophysics Data System (ADS)

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

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

Robust transceiver design for reciprocal M × N interference channel based on statistical linearization approximation

NASA Astrophysics Data System (ADS)

Mayvan, Ali D.; Aghaeinia, Hassan; Kazemi, Mohammad

2017-12-01

This paper focuses on robust transceiver design for throughput enhancement on the interference channel (IC), under imperfect channel state information (CSI). In this paper, two algorithms are proposed to improve the throughput of the multi-input multi-output (MIMO) IC. Each transmitter and receiver has, respectively, M and N antennas and IC operates in a time division duplex mode. In the first proposed algorithm, each transceiver adjusts its filter to maximize the expected value of signal-to-interference-plus-noise ratio (SINR). On the other hand, the second algorithm tries to minimize the variances of the SINRs to hedge against the variability due to CSI error. Taylor expansion is exploited to approximate the effect of CSI imperfection on mean and variance. The proposed robust algorithms utilize the reciprocity of wireless networks to optimize the estimated statistical properties in two different working modes. Monte Carlo simulations are employed to investigate sum rate performance of the proposed algorithms and the advantage of incorporating variation minimization into the transceiver design.

Progress in navigation filter estimate fusion and its application to spacecraft rendezvous

NASA Technical Reports Server (NTRS)

Carpenter, J. Russell

1994-01-01

A new derivation of an algorithm which fuses the outputs of two Kalman filters is presented within the context of previous research in this field. Unlike other works, this derivation clearly shows the combination of estimates to be optimal, minimizing the trace of the fused covariance matrix. The algorithm assumes that the filters use identical models, and are stable and operating optimally with respect to their own local measurements. Evidence is presented which indicates that the error ellipsoid derived from the covariance of the optimally fused estimate is contained within the intersections of the error ellipsoids of the two filters being fused. Modifications which reduce the algorithm's data transmission requirements are also presented, including a scalar gain approximation, a cross-covariance update formula which employs only the two contributing filters' autocovariances, and a form of the algorithm which can be used to reinitialize the two Kalman filters. A sufficient condition for using the optimally fused estimates to periodically reinitialize the Kalman filters in this fashion is presented and proved as a theorem. When these results are applied to an optimal spacecraft rendezvous problem, simulated performance results indicate that the use of optimally fused data leads to significantly improved robustness to initial target vehicle state errors. The following applications of estimate fusion methods to spacecraft rendezvous are also described: state vector differencing, and redundancy management.

The role of under-determined approximations in engineering and science application

NASA Technical Reports Server (NTRS)

Carpenter, William C.

1992-01-01

There is currently a great deal of interest in using response surfaces in the optimization of aircraft performance. The objective function and/or constraint equations involved in these optimization problems may come from numerous disciplines such as structures, aerodynamics, environmental engineering, etc. In each of these disciplines, the mathematical complexity of the governing equations usually dictates that numerical results be obtained from large computer programs such as a finite element method program. Thus, when performing optimization studies, response surfaces are a convenient way of transferring information from the various disciplines to the optimization algorithm as opposed to bringing all the sundry computer programs together in a massive computer code. Response surfaces offer another advantage in the optimization of aircraft structures. A characteristic of these types of optimization problems is that evaluation of the objective function and response equations (referred to as a functional evaluation) can be very expensive in a computational sense. Because of the computational expense in obtaining functional evaluations, the present study was undertaken to investigate under-determinined approximations. An under-determined approximation is one in which there are fewer training pairs (pieces of information about a function) than there are undetermined parameters (coefficients or weights) associated with the approximation. Both polynomial approximations and neural net approximations were examined. Three main example problems were investigated: (1) a function of one design variable was considered; (2) a function of two design variables was considered; and (3) a 35 bar truss with 4 design variables was considered.

Ranking Support Vector Machine with Kernel Approximation

PubMed Central

Dou, Yong

2017-01-01

Learning to rank algorithm has become important in recent years due to its successful application in information retrieval, recommender system, and computational biology, and so forth. Ranking support vector machine (RankSVM) is one of the state-of-art ranking models and has been favorably used. Nonlinear RankSVM (RankSVM with nonlinear kernels) can give higher accuracy than linear RankSVM (RankSVM with a linear kernel) for complex nonlinear ranking problem. However, the learning methods for nonlinear RankSVM are still time-consuming because of the calculation of kernel matrix. In this paper, we propose a fast ranking algorithm based on kernel approximation to avoid computing the kernel matrix. We explore two types of kernel approximation methods, namely, the Nyström method and random Fourier features. Primal truncated Newton method is used to optimize the pairwise L2-loss (squared Hinge-loss) objective function of the ranking model after the nonlinear kernel approximation. Experimental results demonstrate that our proposed method gets a much faster training speed than kernel RankSVM and achieves comparable or better performance over state-of-the-art ranking algorithms. PMID:28293256

Ranking Support Vector Machine with Kernel Approximation.

PubMed

Chen, Kai; Li, Rongchun; Dou, Yong; Liang, Zhengfa; Lv, Qi

2017-01-01

Learning to rank algorithm has become important in recent years due to its successful application in information retrieval, recommender system, and computational biology, and so forth. Ranking support vector machine (RankSVM) is one of the state-of-art ranking models and has been favorably used. Nonlinear RankSVM (RankSVM with nonlinear kernels) can give higher accuracy than linear RankSVM (RankSVM with a linear kernel) for complex nonlinear ranking problem. However, the learning methods for nonlinear RankSVM are still time-consuming because of the calculation of kernel matrix. In this paper, we propose a fast ranking algorithm based on kernel approximation to avoid computing the kernel matrix. We explore two types of kernel approximation methods, namely, the Nyström method and random Fourier features. Primal truncated Newton method is used to optimize the pairwise L2-loss (squared Hinge-loss) objective function of the ranking model after the nonlinear kernel approximation. Experimental results demonstrate that our proposed method gets a much faster training speed than kernel RankSVM and achieves comparable or better performance over state-of-the-art ranking algorithms.

On Efficient Deployment of Wireless Sensors for Coverage and Connectivity in Constrained 3D Space.

PubMed

Wu, Chase Q; Wang, Li

2017-10-10

Sensor networks have been used in a rapidly increasing number of applications in many fields. This work generalizes a sensor deployment problem to place a minimum set of wireless sensors at candidate locations in constrained 3D space to k -cover a given set of target objects. By exhausting the combinations of discreteness/continuousness constraints on either sensor locations or target objects, we formulate four classes of sensor deployment problems in 3D space: deploy sensors at Discrete/Continuous Locations (D/CL) to cover Discrete/Continuous Targets (D/CT). We begin with the design of an approximate algorithm for DLDT and then reduce DLCT, CLDT, and CLCT to DLDT by discretizing continuous sensor locations or target objects into a set of divisions without sacrificing sensing precision. Furthermore, we consider a connected version of each problem where the deployed sensors must form a connected network, and design an approximation algorithm to minimize the number of deployed sensors with connectivity guarantee. For performance comparison, we design and implement an optimal solution and a genetic algorithm (GA)-based approach. Extensive simulation results show that the proposed deployment algorithms consistently outperform the GA-based heuristic and achieve a close-to-optimal performance in small-scale problem instances and a significantly superior overall performance than the theoretical upper bound.

Sparse approximation problem: how rapid simulated annealing succeeds and fails

NASA Astrophysics Data System (ADS)

Obuchi, Tomoyuki; Kabashima, Yoshiyuki

2016-03-01

Information processing techniques based on sparseness have been actively studied in several disciplines. Among them, a mathematical framework to approximately express a given dataset by a combination of a small number of basis vectors of an overcomplete basis is termed the sparse approximation. In this paper, we apply simulated annealing, a metaheuristic algorithm for general optimization problems, to sparse approximation in the situation where the given data have a planted sparse representation and noise is present. The result in the noiseless case shows that our simulated annealing works well in a reasonable parameter region: the planted solution is found fairly rapidly. This is true even in the case where a common relaxation of the sparse approximation problem, the G-relaxation, is ineffective. On the other hand, when the dimensionality of the data is close to the number of non-zero components, another metastable state emerges, and our algorithm fails to find the planted solution. This phenomenon is associated with a first-order phase transition. In the case of very strong noise, it is no longer meaningful to search for the planted solution. In this situation, our algorithm determines a solution with close-to-minimum distortion fairly quickly.

Kernel-based least squares policy iteration for reinforcement learning.

PubMed

Xu, Xin; Hu, Dewen; Lu, Xicheng

2007-07-01

In this paper, we present a kernel-based least squares policy iteration (KLSPI) algorithm for reinforcement learning (RL) in large or continuous state spaces, which can be used to realize adaptive feedback control of uncertain dynamic systems. By using KLSPI, near-optimal control policies can be obtained without much a priori knowledge on dynamic models of control plants. In KLSPI, Mercer kernels are used in the policy evaluation of a policy iteration process, where a new kernel-based least squares temporal-difference algorithm called KLSTD-Q is proposed for efficient policy evaluation. To keep the sparsity and improve the generalization ability of KLSTD-Q solutions, a kernel sparsification procedure based on approximate linear dependency (ALD) is performed. Compared to the previous works on approximate RL methods, KLSPI makes two progresses to eliminate the main difficulties of existing results. One is the better convergence and (near) optimality guarantee by using the KLSTD-Q algorithm for policy evaluation with high precision. The other is the automatic feature selection using the ALD-based kernel sparsification. Therefore, the KLSPI algorithm provides a general RL method with generalization performance and convergence guarantee for large-scale Markov decision problems (MDPs). Experimental results on a typical RL task for a stochastic chain problem demonstrate that KLSPI can consistently achieve better learning efficiency and policy quality than the previous least squares policy iteration (LSPI) algorithm. Furthermore, the KLSPI method was also evaluated on two nonlinear feedback control problems, including a ship heading control problem and the swing up control of a double-link underactuated pendulum called acrobot. Simulation results illustrate that the proposed method can optimize controller performance using little a priori information of uncertain dynamic systems. It is also demonstrated that KLSPI can be applied to online learning control by incorporating an initial controller to ensure online performance.

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.

Capturing planar shapes by approximating their outlines

NASA Astrophysics Data System (ADS)

Sarfraz, M.; Riyazuddin, M.; Baig, M. H.

2006-05-01

A non-deterministic evolutionary approach for approximating the outlines of planar shapes has been developed. Non-uniform Rational B-splines (NURBS) have been utilized as an underlying approximation curve scheme. Simulated Annealing heuristic is used as an evolutionary methodology. In addition to independent studies of the optimization of weight and knot parameters of the NURBS, a separate scheme has also been developed for the optimization of weights and knots simultaneously. The optimized NURBS models have been fitted over the contour data of the planar shapes for the ultimate and automatic output. The output results are visually pleasing with respect to the threshold provided by the user. A web-based system has also been developed for the effective and worldwide utilization. The objective of this system is to provide the facility to visualize the output to the whole world through internet by providing the freedom to the user for various desired input parameters setting in the algorithm designed.

Integrated Multiscale Modeling of Molecular Computing Devices

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

Gregory Beylkin

2012-03-23

Significant advances were made on all objectives of the research program. We have developed fast multiresolution methods for performing electronic structure calculations with emphasis on constructing efficient representations of functions and operators. We extended our approach to problems of scattering in solids, i.e. constructing fast algorithms for computing above the Fermi energy level. Part of the work was done in collaboration with Robert Harrison and George Fann at ORNL. Specific results (in part supported by this grant) are listed here and are described in greater detail. (1) We have implemented a fast algorithm to apply the Green's function for themore » free space (oscillatory) Helmholtz kernel. The algorithm maintains its speed and accuracy when the kernel is applied to functions with singularities. (2) We have developed a fast algorithm for applying periodic and quasi-periodic, oscillatory Green's functions and those with boundary conditions on simple domains. Importantly, the algorithm maintains its speed and accuracy when applied to functions with singularities. (3) We have developed a fast algorithm for obtaining and applying multiresolution representations of periodic and quasi-periodic Green's functions and Green's functions with boundary conditions on simple domains. (4) We have implemented modifications to improve the speed of adaptive multiresolution algorithms for applying operators which are represented via a Gaussian expansion. (5) We have constructed new nearly optimal quadratures for the sphere that are invariant under the icosahedral rotation group. (6) We obtained new results on approximation of functions by exponential sums and/or rational functions, one of the key methods that allows us to construct separated representations for Green's functions. (7) We developed a new fast and accurate reduction algorithm for obtaining optimal approximation of functions by exponential sums and/or their rational representations.« less

Sparse Learning with Stochastic Composite Optimization.

PubMed

Zhang, Weizhong; Zhang, Lijun; Jin, Zhongming; Jin, Rong; Cai, Deng; Li, Xuelong; Liang, Ronghua; He, Xiaofei

2017-06-01

In this paper, we study Stochastic Composite Optimization (SCO) for sparse learning that aims to learn a sparse solution from a composite function. Most of the recent SCO algorithms have already reached the optimal expected convergence rate O(1/λT), but they often fail to deliver sparse solutions at the end either due to the limited sparsity regularization during stochastic optimization (SO) or due to the limitation in online-to-batch conversion. Even when the objective function is strongly convex, their high probability bounds can only attain O(√{log(1/δ)/T}) with δ is the failure probability, which is much worse than the expected convergence rate. To address these limitations, we propose a simple yet effective two-phase Stochastic Composite Optimization scheme by adding a novel powerful sparse online-to-batch conversion to the general Stochastic Optimization algorithms. We further develop three concrete algorithms, OptimalSL, LastSL and AverageSL, directly under our scheme to prove the effectiveness of the proposed scheme. Both the theoretical analysis and the experiment results show that our methods can really outperform the existing methods at the ability of sparse learning and at the meantime we can improve the high probability bound to approximately O(log(log(T)/δ)/λT).

EEG Artifact Removal Using a Wavelet Neural Network

NASA Technical Reports Server (NTRS)

Nguyen, Hoang-Anh T.; Musson, John; Li, Jiang; McKenzie, Frederick; Zhang, Guangfan; Xu, Roger; Richey, Carl; Schnell, Tom

2011-01-01

!n this paper we developed a wavelet neural network. (WNN) algorithm for Electroencephalogram (EEG) artifact removal without electrooculographic (EOG) recordings. The algorithm combines the universal approximation characteristics of neural network and the time/frequency property of wavelet. We. compared the WNN algorithm with .the ICA technique ,and a wavelet thresholding method, which was realized by using the Stein's unbiased risk estimate (SURE) with an adaptive gradient-based optimal threshold. Experimental results on a driving test data set show that WNN can remove EEG artifacts effectively without diminishing useful EEG information even for very noisy data.

Adaptive photoacoustic imaging quality optimization with EMD and reconstruction

NASA Astrophysics Data System (ADS)

Guo, Chengwen; Ding, Yao; Yuan, Jie; Xu, Guan; Wang, Xueding; Carson, Paul L.

2016-10-01

Biomedical photoacoustic (PA) signal is characterized with extremely low signal to noise ratio which will yield significant artifacts in photoacoustic tomography (PAT) images. Since PA signals acquired by ultrasound transducers are non-linear and non-stationary, traditional data analysis methods such as Fourier and wavelet method cannot give useful information for further research. In this paper, we introduce an adaptive method to improve the quality of PA imaging based on empirical mode decomposition (EMD) and reconstruction. Data acquired by ultrasound transducers are adaptively decomposed into several intrinsic mode functions (IMFs) after a sifting pre-process. Since noise is randomly distributed in different IMFs, depressing IMFs with more noise while enhancing IMFs with less noise can effectively enhance the quality of reconstructed PAT images. However, searching optimal parameters by means of brute force searching algorithms will cost too much time, which prevent this method from practical use. To find parameters within reasonable time, heuristic algorithms, which are designed for finding good solutions more efficiently when traditional methods are too slow, are adopted in our method. Two of the heuristic algorithms, Simulated Annealing Algorithm, a probabilistic method to approximate the global optimal solution, and Artificial Bee Colony Algorithm, an optimization method inspired by the foraging behavior of bee swarm, are selected to search optimal parameters of IMFs in this paper. The effectiveness of our proposed method is proved both on simulated data and PA signals from real biomedical tissue, which might bear the potential for future clinical PA imaging de-noising.

Computationally-Efficient Minimum-Time Aircraft Routes in the Presence of Winds

NASA Technical Reports Server (NTRS)

Jardin, Matthew R.

2004-01-01

A computationally efficient algorithm for minimizing the flight time of an aircraft in a variable wind field has been invented. The algorithm, referred to as Neighboring Optimal Wind Routing (NOWR), is based upon neighboring-optimal-control (NOC) concepts and achieves minimum-time paths by adjusting aircraft heading according to wind conditions at an arbitrary number of wind measurement points along the flight route. The NOWR algorithm may either be used in a fast-time mode to compute minimum- time routes prior to flight, or may be used in a feedback mode to adjust aircraft heading in real-time. By traveling minimum-time routes instead of direct great-circle (direct) routes, flights across the United States can save an average of about 7 minutes, and as much as one hour of flight time during periods of strong jet-stream winds. The neighboring optimal routes computed via the NOWR technique have been shown to be within 1.5 percent of the absolute minimum-time routes for flights across the continental United States. On a typical 450-MHz Sun Ultra workstation, the NOWR algorithm produces complete minimum-time routes in less than 40 milliseconds. This corresponds to a rate of 25 optimal routes per second. The closest comparable optimization technique runs approximately 10 times slower. Airlines currently use various trial-and-error search techniques to determine which of a set of commonly traveled routes will minimize flight time. These algorithms are too computationally expensive for use in real-time systems, or in systems where many optimal routes need to be computed in a short amount of time. Instead of operating in real-time, airlines will typically plan a trajectory several hours in advance using wind forecasts. If winds change significantly from forecasts, the resulting flights will no longer be minimum-time. The need for a computationally efficient wind-optimal routing algorithm is even greater in the case of new air-traffic-control automation concepts. For air-traffic-control automation, thousands of wind-optimal routes may need to be computed and checked for conflicts in just a few minutes. These factors motivated the need for a more efficient wind-optimal routing algorithm.

XY vs X Mixer in Quantum Alternating Operator Ansatz for Optimization Problems with Constraints

NASA Technical Reports Server (NTRS)

Wang, Zhihui; Rubin, Nicholas; Rieffel, Eleanor G.

2018-01-01

Quantum Approximate Optimization Algorithm, further generalized as Quantum Alternating Operator Ansatz (QAOA), is a family of algorithms for combinatorial optimization problems. It is a leading candidate to run on emerging universal quantum computers to gain insight into quantum heuristics. In constrained optimization, penalties are often introduced so that the ground state of the cost Hamiltonian encodes the solution (a standard practice in quantum annealing). An alternative is to choose a mixing Hamiltonian such that the constraint corresponds to a constant of motion and the quantum evolution stays in the feasible subspace. Better performance of the algorithm is speculated due to a much smaller search space. We consider problems with a constant Hamming weight as the constraint. We also compare different methods of generating the generalized W-state, which serves as a natural initial state for the Hamming-weight constraint. Using graph-coloring as an example, we compare the performance of using XY model as a mixer that preserves the Hamming weight with the performance of adding a penalty term in the cost Hamiltonian.

Optimization lighting layout based on gene density improved genetic algorithm for indoor visible light communications

NASA Astrophysics Data System (ADS)

Liu, Huanlin; Wang, Xin; Chen, Yong; Kong, Deqian; Xia, Peijie

2017-05-01

For indoor visible light communication system, the layout of LED lamps affects the uniformity of the received power on communication plane. In order to find an optimized lighting layout that meets both the lighting needs and communication needs, a gene density genetic algorithm (GDGA) is proposed. In GDGA, a gene indicates a pair of abscissa and ordinate of a LED, and an individual represents a LED layout in the room. The segmented crossover operation and gene mutation strategy based on gene density are put forward to make the received power on communication plane more uniform and increase the population's diversity. A weighted differences function between individuals is designed as the fitness function of GDGA for reserving the population having the useful LED layout genetic information and ensuring the global convergence of GDGA. Comparing square layout and circular layout, with the optimized layout achieved by the GDGA, the power uniformity increases by 83.3%, 83.1% and 55.4%, respectively. Furthermore, the convergence of GDGA is verified compared with evolutionary algorithm (EA). Experimental results show that GDGA can quickly find an approximation of optimal layout.

Peak Seeking Control for Reduced Fuel Consumption with Preliminary Flight Test Results

NASA Technical Reports Server (NTRS)

Brown, Nelson

2012-01-01

The Environmentally Responsible Aviation project seeks to accomplish the simultaneous reduction of fuel burn, noise, and emissions. A project at NASA Dryden Flight Research Center is contributing to ERAs goals by exploring the practical application of real-time trim configuration optimization for enhanced performance and reduced fuel consumption. This peak-seeking control approach is based on Newton-Raphson algorithm using a time-varying Kalman filter to estimate the gradient of the performance function. In real-time operation, deflection of symmetric ailerons, trailing-edge flaps, and leading-edge flaps of a modified F-18 are directly optimized, and the horizontal stabilators and angle of attack are indirectly optimized. Preliminary results from three research flights are presented herein. The optimization system found a trim configuration that required approximately 3.5% less fuel flow than the baseline trim at the given flight condition. The algorithm consistently rediscovered the solution from several initial conditions. These preliminary results show the algorithm has good performance and is expected to show similar results at other flight conditions and aircraft configurations.

A measurement fusion method for nonlinear system identification using a cooperative learning algorithm.

PubMed

Xia, Youshen; Kamel, Mohamed S

2007-06-01

Identification of a general nonlinear noisy system viewed as an estimation of a predictor function is studied in this article. A measurement fusion method for the predictor function estimate is proposed. In the proposed scheme, observed data are first fused by using an optimal fusion technique, and then the optimal fused data are incorporated in a nonlinear function estimator based on a robust least squares support vector machine (LS-SVM). A cooperative learning algorithm is proposed to implement the proposed measurement fusion method. Compared with related identification methods, the proposed method can minimize both the approximation error and the noise error. The performance analysis shows that the proposed optimal measurement fusion function estimate has a smaller mean square error than the LS-SVM function estimate. Moreover, the proposed cooperative learning algorithm can converge globally to the optimal measurement fusion function estimate. Finally, the proposed measurement fusion method is applied to ARMA signal and spatial temporal signal modeling. Experimental results show that the proposed measurement fusion method can provide a more accurate model.

A simple suboptimal least-squares algorithm for attitude determination with multiple sensors

NASA Technical Reports Server (NTRS)

Brozenec, Thomas F.; Bender, Douglas J.

1994-01-01

Three-axis attitude determination is equivalent to finding a coordinate transformation matrix which transforms a set of reference vectors fixed in inertial space to a set of measurement vectors fixed in the spacecraft. The attitude determination problem can be expressed as a constrained optimization problem. The constraint is that a coordinate transformation matrix must be proper, real, and orthogonal. A transformation matrix can be thought of as optimal in the least-squares sense if it maps the measurement vectors to the reference vectors with minimal 2-norm errors and meets the above constraint. This constrained optimization problem is known as Wahba's problem. Several algorithms which solve Wahba's problem exactly have been developed and used. These algorithms, while steadily improving, are all rather complicated. Furthermore, they involve such numerically unstable or sensitive operations as matrix determinant, matrix adjoint, and Newton-Raphson iterations. This paper describes an algorithm which minimizes Wahba's loss function, but without the constraint. When the constraint is ignored, the problem can be solved by a straightforward, numerically stable least-squares algorithm such as QR decomposition. Even though the algorithm does not explicitly take the constraint into account, it still yields a nearly orthogonal matrix for most practical cases; orthogonality only becomes corrupted when the sensor measurements are very noisy, on the same order of magnitude as the attitude rotations. The algorithm can be simplified if the attitude rotations are small enough so that the approximation sin(theta) approximately equals theta holds. We then compare the computational requirements for several well-known algorithms. For the general large-angle case, the QR least-squares algorithm is competitive with all other know algorithms and faster than most. If attitude rotations are small, the least-squares algorithm can be modified to run faster, and this modified algorithm is faster than all but a similarly specialized version of the QUEST algorithm. We also introduce a novel measurement averaging technique which reduces the n-measurement case to the two measurement case for our particular application, a star tracker and earth sensor mounted on an earth-pointed geosynchronous communications satellite. Using this technique, many n-measurement problems reduce to less than or equal to 3 measurements; this reduces the amount of required calculation without significant degradation in accuracy. Finally, we present the results of some tests which compare the least-squares algorithm with the QUEST and FOAM algorithms in the two-measurement case. For our example case, all three algorithms performed with similar accuracy.

Use of information entropy measures of sitting postural sway to quantify developmental delay in infants

PubMed Central

Deffeyes, Joan E; Harbourne, Regina T; DeJong, Stacey L; Kyvelidou, Anastasia; Stuberg, Wayne A; Stergiou, Nicholas

2009-01-01

Background By quantifying the information entropy of postural sway data, the complexity of the postural movement of different populations can be assessed, giving insight into pathologic motor control functioning. Methods In this study, developmental delay of motor control function in infants was assessed by analysis of sitting postural sway data acquired from force plate center of pressure measurements. Two types of entropy measures were used: symbolic entropy, including a new asymmetric symbolic entropy measure, and approximate entropy, a more widely used entropy measure. For each method of analysis, parameters were adjusted to optimize the separation of the results from the infants with delayed development from infants with typical development. Results The method that gave the widest separation between the populations was the asymmetric symbolic entropy method, which we developed by modification of the symbolic entropy algorithm. The approximate entropy algorithm also performed well, using parameters optimized for the infant sitting data. The infants with delayed development were found to have less complex patterns of postural sway in the medial-lateral direction, and were found to have different left-right symmetry in their postural sway, as compared to typically developing infants. Conclusion The results of this study indicate that optimization of the entropy algorithm for infant sitting postural sway data can greatly improve the ability to separate the infants with developmental delay from typically developing infants. PMID:19671183

Optimizing Motion Planning for Hyper Dynamic Manipulator

NASA Astrophysics Data System (ADS)

Aboura, Souhila; Omari, Abdelhafid; Meguenni, Kadda Zemalache

2012-01-01

This paper investigates the optimal motion planning for an hyper dynamic manipulator. As case study, we consider a golf swing robot which is consisting with two actuated joint and a mechanical stoppers. Genetic Algorithm (GA) technique is proposed to solve the optimal golf swing motion which is generated by Fourier series approximation. The objective function for GA approach is to minimizing the intermediate and final state, minimizing the robot's energy consummation and maximizing the robot's speed. Obtained simulation results show the effectiveness of the proposed scheme.

Fast approximation for joint optimization of segmentation, shape, and location priors, and its application in gallbladder segmentation.

PubMed

Saito, Atsushi; Nawano, Shigeru; Shimizu, Akinobu

2017-05-01

This paper addresses joint optimization for segmentation and shape priors, including translation, to overcome inter-subject variability in the location of an organ. Because a simple extension of the previous exact optimization method is too computationally complex, we propose a fast approximation for optimization. The effectiveness of the proposed approximation is validated in the context of gallbladder segmentation from a non-contrast computed tomography (CT) volume. After spatial standardization and estimation of the posterior probability of the target organ, simultaneous optimization of the segmentation, shape, and location priors is performed using a branch-and-bound method. Fast approximation is achieved by combining sampling in the eigenshape space to reduce the number of shape priors and an efficient computational technique for evaluating the lower bound. Performance was evaluated using threefold cross-validation of 27 CT volumes. Optimization in terms of translation of the shape prior significantly improved segmentation performance. The proposed method achieved a result of 0.623 on the Jaccard index in gallbladder segmentation, which is comparable to that of state-of-the-art methods. The computational efficiency of the algorithm is confirmed to be good enough to allow execution on a personal computer. Joint optimization of the segmentation, shape, and location priors was proposed, and it proved to be effective in gallbladder segmentation with high computational efficiency.

A method of optimized neural network by L-M algorithm to transformer winding hot spot temperature forecasting

NASA Astrophysics Data System (ADS)

Wei, B. G.; Wu, X. Y.; Yao, Z. F.; Huang, H.

2017-11-01

Transformers are essential devices of the power system. The accurate computation of the highest temperature (HST) of a transformer’s windings is very significant, as for the HST is a fundamental parameter in controlling the load operation mode and influencing the life time of the insulation. Based on the analysis of the heat transfer processes and the thermal characteristics inside transformers, there is taken into consideration the influence of factors like the sunshine, external wind speed etc. on the oil-immersed transformers. Experimental data and the neural network are used for modeling and protesting of the HST, and furthermore, investigations are conducted on the optimization of the structure and algorithms of neutral network are conducted. Comparison is made between the measured values and calculated values by using the recommended algorithm of IEC60076 and by using the neural network algorithm proposed by the authors; comparison that shows that the value computed with the neural network algorithm approximates better the measured value than the value computed with the algorithm proposed by IEC60076.

Performance tradeoffs in static and dynamic load balancing strategies

NASA Technical Reports Server (NTRS)

Iqbal, M. A.; Saltz, J. H.; Bokhart, S. H.

1986-01-01

The problem of uniformly distributing the load of a parallel program over a multiprocessor system was considered. A program was analyzed whose structure permits the computation of the optimal static solution. Then four strategies for load balancing were described and their performance compared. The strategies are: (1) the optimal static assignment algorithm which is guaranteed to yield the best static solution, (2) the static binary dissection method which is very fast but sub-optimal, (3) the greedy algorithm, a static fully polynomial time approximation scheme, which estimates the optimal solution to arbitrary accuracy, and (4) the predictive dynamic load balancing heuristic which uses information on the precedence relationships within the program and outperforms any of the static methods. It is also shown that the overhead incurred by the dynamic heuristic is reduced considerably if it is started off with a static assignment provided by either of the other three strategies.

Effective algorithm for solving complex problems of production control and of material flows control of industrial enterprise

NASA Astrophysics Data System (ADS)

Mezentsev, Yu A.; Baranova, N. V.

2018-05-01

A universal economical and mathematical model designed for determination of optimal strategies for managing subsystems (components of subsystems) of production and logistics of enterprises is considered. Declared universality allows taking into account on the system level both production components, including limitations on the ways of converting raw materials and components into sold goods, as well as resource and logical restrictions on input and output material flows. The presented model and generated control problems are developed within the framework of the unified approach that allows one to implement logical conditions of any complexity and to define corresponding formal optimization tasks. Conceptual meaning of used criteria and limitations are explained. The belonging of the generated tasks of the mixed programming with the class of NP is shown. An approximate polynomial algorithm for solving the posed optimization tasks for mixed programming of real dimension with high computational complexity is proposed. Results of testing the algorithm on the tasks in a wide range of dimensions are presented.

Microgrid energy dispatching for industrial zones with renewable generations and electric vehicles via stochastic optimization and learning

NASA Astrophysics Data System (ADS)

Zhang, Kai; Li, Jingzhi; He, Zhubin; Yan, Wanfeng

2018-07-01

In this paper, a stochastic optimization framework is proposed to address the microgrid energy dispatching problem with random renewable generation and vehicle activity pattern, which is closer to the practical applications. The patterns of energy generation, consumption and storage availability are all random and unknown at the beginning, and the microgrid controller design (MCD) is formulated as a Markov decision process (MDP). Hence, an online learning-based control algorithm is proposed for the microgrid, which could adapt the control policy with increasing knowledge of the system dynamics and converges to the optimal algorithm. We adopt the linear approximation idea to decompose the original value functions as the summation of each per-battery value function. As a consequence, the computational complexity is significantly reduced from exponential growth to linear growth with respect to the size of battery states. Monte Carlo simulation of different scenarios demonstrates the effectiveness and efficiency of our algorithm.

PCSYS: The optimal design integration system picture drawing system with hidden line algorithm capability for aerospace vehicle configurations

NASA Technical Reports Server (NTRS)

Hague, D. S.; Vanderburg, J. D.

1977-01-01

A vehicle geometric definition based upon quadrilateral surface elements to produce realistic pictures of an aerospace vehicle. The PCSYS programs can be used to visually check geometric data input, monitor geometric perturbations, and to visualize the complex spatial inter-relationships between the internal and external vehicle components. PCSYS has two major component programs. The between program, IMAGE, draws a complex aerospace vehicle pictorial representation based on either an approximate but rapid hidden line algorithm or without any hidden line algorithm. The second program, HIDDEN, draws a vehicle representation using an accurate but time consuming hidden line algorithm.

Adaptive Metropolis Sampling with Product Distributions

NASA Technical Reports Server (NTRS)

Wolpert, David H.; Lee, Chiu Fan

2005-01-01

The Metropolis-Hastings (MH) algorithm is a way to sample a provided target distribution pi(z). It works by repeatedly sampling a separate proposal distribution T(x,x') to generate a random walk {x(t)}. We consider a modification of the MH algorithm in which T is dynamically updated during the walk. The update at time t uses the {x(t' less than t)} to estimate the product distribution that has the least Kullback-Leibler distance to pi. That estimate is the information-theoretically optimal mean-field approximation to pi. We demonstrate through computer experiments that our algorithm produces samples that are superior to those of the conventional MH algorithm.

Learning Efficient Sparse and Low Rank Models.

PubMed

Sprechmann, P; Bronstein, A M; Sapiro, G

2015-09-01

Parsimony, including sparsity and low rank, has been shown to successfully model data in numerous machine learning and signal processing tasks. Traditionally, such modeling approaches rely on an iterative algorithm that minimizes an objective function with parsimony-promoting terms. The inherently sequential structure and data-dependent complexity and latency of iterative optimization constitute a major limitation in many applications requiring real-time performance or involving large-scale data. Another limitation encountered by these modeling techniques is the difficulty of their inclusion in discriminative learning scenarios. In this work, we propose to move the emphasis from the model to the pursuit algorithm, and develop a process-centric view of parsimonious modeling, in which a learned deterministic fixed-complexity pursuit process is used in lieu of iterative optimization. We show a principled way to construct learnable pursuit process architectures for structured sparse and robust low rank models, derived from the iteration of proximal descent algorithms. These architectures learn to approximate the exact parsimonious representation at a fraction of the complexity of the standard optimization methods. We also show that appropriate training regimes allow to naturally extend parsimonious models to discriminative settings. State-of-the-art results are demonstrated on several challenging problems in image and audio processing with several orders of magnitude speed-up compared to the exact optimization algorithms.

Graphical models for optimal power flow

DOE PAGES

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

2016-09-13

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

A unified, multifidelity quasi-newton optimization method with application to aero-structural designa

NASA Astrophysics Data System (ADS)

Bryson, Dean Edward

A model's level of fidelity may be defined as its accuracy in faithfully reproducing a quantity or behavior of interest of a real system. Increasing the fidelity of a model often goes hand in hand with increasing its cost in terms of time, money, or computing resources. The traditional aircraft design process relies upon low-fidelity models for expedience and resource savings. However, the reduced accuracy and reliability of low-fidelity tools often lead to the discovery of design defects or inadequacies late in the design process. These deficiencies result either in costly changes or the acceptance of a configuration that does not meet expectations. The unknown opportunity cost is the discovery of superior vehicles that leverage phenomena unknown to the designer and not illuminated by low-fidelity tools. Multifidelity methods attempt to blend the increased accuracy and reliability of high-fidelity models with the reduced cost of low-fidelity models. In building surrogate models, where mathematical expressions are used to cheaply approximate the behavior of costly data, low-fidelity models may be sampled extensively to resolve the underlying trend, while high-fidelity data are reserved to correct inaccuracies at key locations. Similarly, in design optimization a low-fidelity model may be queried many times in the search for new, better designs, with a high-fidelity model being exercised only once per iteration to evaluate the candidate design. In this dissertation, a new multifidelity, gradient-based optimization algorithm is proposed. It differs from the standard trust region approach in several ways, stemming from the new method maintaining an approximation of the inverse Hessian, that is the underlying curvature of the design problem. Whereas the typical trust region approach performs a full sub-optimization using the low-fidelity model at every iteration, the new technique finds a suitable descent direction and focuses the search along it, reducing the number of low-fidelity evaluations required. This narrowing of the search domain also alleviates the burden on the surrogate model corrections between the low- and high-fidelity data. Rather than requiring the surrogate to be accurate in a hyper-volume bounded by the trust region, the model needs only to be accurate along the forward-looking search direction. Maintaining the approximate inverse Hessian also allows the multifidelity algorithm to revert to high-fidelity optimization at any time. In contrast, the standard approach has no memory of the previously-computed high-fidelity data. The primary disadvantage of the proposed algorithm is that it may require modifications to the optimization software, whereas standard optimizers may be used as black-box drivers in the typical trust region method. A multifidelity, multidisciplinary simulation of aeroelastic vehicle performance is developed to demonstrate the optimization method. The numerical physics models include body-fitted Euler computational fluid dynamics; linear, panel aerodynamics; linear, finite-element computational structural mechanics; and reduced, modal structural bases. A central element of the multifidelity, multidisciplinary framework is a shared parametric, attributed geometric representation that ensures the analysis inputs are consistent between disciplines and fidelities. The attributed geometry also enables the transfer of data between disciplines. The new optimization algorithm, a standard trust region approach, and a single-fidelity quasi-Newton method are compared for a series of analytic test functions, using both polynomial chaos expansions and kriging to correct discrepancies between fidelity levels of data. In the aggregate, the new method requires fewer high-fidelity evaluations than the trust region approach in 51% of cases, and the same number of evaluations in 18%. The new approach also requires fewer low-fidelity evaluations, by up to an order of magnitude, in almost all cases. The efficacy of both multifidelity methods compared to single-fidelity optimization depends significantly on the behavior of the high-fidelity model and the quality of the low-fidelity approximation, though savings are realized in a large number of cases. The multifidelity algorithm is also compared to the single-fidelity quasi-Newton method for complex aeroelastic simulations. The vehicle design problem includes variables for planform shape, structural sizing, and cruise condition with constraints on trim and structural stresses. Considering the objective function reduction versus computational expenditure, the multifidelity process performs better in three of four cases in early iterations. However, the enforcement of a contracting trust region slows the multifidelity progress. Even so, leveraging the approximate inverse Hessian, the optimization can be seamlessly continued using high-fidelity data alone. Ultimately, the proposed new algorithm produced better designs in all four cases. Investigating the return on investment in terms of design improvement per computational hour confirms that the multifidelity advantage is greatest in early iterations, and managing the transition to high-fidelity optimization is critical.

Approximation algorithms for a genetic diagnostics problem.

PubMed

Kosaraju, S R; Schäffer, A A; Biesecker, L G

1998-01-01

We define and study a combinatorial problem called WEIGHTED DIAGNOSTIC COVER (WDC) that models the use of a laboratory technique called genotyping in the diagnosis of an important class of chromosomal aberrations. An optimal solution to WDC would enable us to define a genetic assay that maximizes the diagnostic power for a specified cost of laboratory work. We develop approximation algorithms for WDC by making use of the well-known problem SET COVER for which the greedy heuristic has been extensively studied. We prove worst-case performance bounds on the greedy heuristic for WDC and for another heuristic we call directional greedy. We implemented both heuristics. We also implemented a local search heuristic that takes the solutions obtained by greedy and dir-greedy and applies swaps until they are locally optimal. We report their performance on a real data set that is representative of the options that a clinical geneticist faces for the real diagnostic problem. Many open problems related to WDC remain, both of theoretical interest and practical importance.

Efficient boundary hunting via vector quantization

NASA Astrophysics Data System (ADS)

Diamantini, Claudia; Panti, Maurizio

2001-03-01

A great amount of information about a classification problem is contained in those instances falling near the decision boundary. This intuition dates back to the earliest studies in pattern recognition, and in the more recent adaptive approaches to the so called boundary hunting, such as the work of Aha et alii on Instance Based Learning and the work of Vapnik et alii on Support Vector Machines. The last work is of particular interest, since theoretical and experimental results ensure the accuracy of boundary reconstruction. However, its optimization approach has heavy computational and memory requirements, which limits its application on huge amounts of data. In the paper we describe an alternative approach to boundary hunting based on adaptive labeled quantization architectures. The adaptation is performed by a stochastic gradient algorithm for the minimization of the error probability. Error probability minimization guarantees the accurate approximation of the optimal decision boundary, while the use of a stochastic gradient algorithm defines an efficient method to reach such approximation. In the paper comparisons to Support Vector Machines are considered.

ACCESS 3. Approximation concepts code for efficient structural synthesis: User's guide

NASA Technical Reports Server (NTRS)

Fleury, C.; Schmit, L. A., Jr.

1980-01-01

A user's guide is presented for ACCESS-3, a research oriented program which combines dual methods and a collection of approximation concepts to achieve excellent efficiency in structural synthesis. The finite element method is used for structural analysis and dual algorithms of mathematical programming are applied in the design optimization procedure. This program retains all of the ACCESS-2 capabilities and the data preparation formats are fully compatible. Four distinct optimizer options were added: interior point penalty function method (NEWSUMT); second order primal projection method (PRIMAL2); second order Newton-type dual method (DUAL2); and first order gradient projection-type dual method (DUAL1). A pure discrete and mixed continuous-discrete design variable capability, and zero order approximation of the stress constraints are also included.

Sensitivity of NTCP parameter values against a change of dose calculation algorithm.

PubMed

Brink, Carsten; Berg, Martin; Nielsen, Morten

2007-09-01

Optimization of radiation treatment planning requires estimations of the normal tissue complication probability (NTCP). A number of models exist that estimate NTCP from a calculated dose distribution. Since different dose calculation algorithms use different approximations the dose distributions predicted for a given treatment will in general depend on the algorithm. The purpose of this work is to test whether the optimal NTCP parameter values change significantly when the dose calculation algorithm is changed. The treatment plans for 17 breast cancer patients have retrospectively been recalculated with a collapsed cone algorithm (CC) to compare the NTCP estimates for radiation pneumonitis with those obtained from the clinically used pencil beam algorithm (PB). For the PB calculations the NTCP parameters were taken from previously published values for three different models. For the CC calculations the parameters were fitted to give the same NTCP as for the PB calculations. This paper demonstrates that significant shifts of the NTCP parameter values are observed for three models, comparable in magnitude to the uncertainties of the published parameter values. Thus, it is important to quote the applied dose calculation algorithm when reporting estimates of NTCP parameters in order to ensure correct use of the models.

Sensitivity of NTCP parameter values against a change of dose calculation algorithm

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

Brink, Carsten; Berg, Martin; Nielsen, Morten

2007-09-15

Optimization of radiation treatment planning requires estimations of the normal tissue complication probability (NTCP). A number of models exist that estimate NTCP from a calculated dose distribution. Since different dose calculation algorithms use different approximations the dose distributions predicted for a given treatment will in general depend on the algorithm. The purpose of this work is to test whether the optimal NTCP parameter values change significantly when the dose calculation algorithm is changed. The treatment plans for 17 breast cancer patients have retrospectively been recalculated with a collapsed cone algorithm (CC) to compare the NTCP estimates for radiation pneumonitis withmore » those obtained from the clinically used pencil beam algorithm (PB). For the PB calculations the NTCP parameters were taken from previously published values for three different models. For the CC calculations the parameters were fitted to give the same NTCP as for the PB calculations. This paper demonstrates that significant shifts of the NTCP parameter values are observed for three models, comparable in magnitude to the uncertainties of the published parameter values. Thus, it is important to quote the applied dose calculation algorithm when reporting estimates of NTCP parameters in order to ensure correct use of the models.« less

Inverse estimation of the spheroidal particle size distribution using Ant Colony Optimization algorithms in multispectral extinction technique

NASA Astrophysics Data System (ADS)

He, Zhenzong; Qi, Hong; Wang, Yuqing; Ruan, Liming

2014-10-01

Four improved Ant Colony Optimization (ACO) algorithms, i.e. the probability density function based ACO (PDF-ACO) algorithm, the Region ACO (RACO) algorithm, Stochastic ACO (SACO) algorithm and Homogeneous ACO (HACO) algorithm, are employed to estimate the particle size distribution (PSD) of the spheroidal particles. The direct problems are solved by the extended Anomalous Diffraction Approximation (ADA) and the Lambert-Beer law. Three commonly used monomodal distribution functions i.e. the Rosin-Rammer (R-R) distribution function, the normal (N-N) distribution function, and the logarithmic normal (L-N) distribution function are estimated under dependent model. The influence of random measurement errors on the inverse results is also investigated. All the results reveal that the PDF-ACO algorithm is more accurate than the other three ACO algorithms and can be used as an effective technique to investigate the PSD of the spheroidal particles. Furthermore, the Johnson's SB (J-SB) function and the modified beta (M-β) function are employed as the general distribution functions to retrieve the PSD of spheroidal particles using PDF-ACO algorithm. The investigation shows a reasonable agreement between the original distribution function and the general distribution function when only considering the variety of the length of the rotational semi-axis.

Approximate optimal tracking control for near-surface AUVs with wave disturbances

NASA Astrophysics Data System (ADS)

Yang, Qing; Su, Hao; Tang, Gongyou

2016-10-01

This paper considers the optimal trajectory tracking control problem for near-surface autonomous underwater vehicles (AUVs) in the presence of wave disturbances. An approximate optimal tracking control (AOTC) approach is proposed. Firstly, a six-degrees-of-freedom (six-DOF) AUV model with its body-fixed coordinate system is decoupled and simplified and then a nonlinear control model of AUVs in the vertical plane is given. Also, an exosystem model of wave disturbances is constructed based on Hirom approximation formula. Secondly, the time-parameterized desired trajectory which is tracked by the AUV's system is represented by the exosystem. Then, the coupled two-point boundary value (TPBV) problem of optimal tracking control for AUVs is derived from the theory of quadratic optimal control. By using a recently developed successive approximation approach to construct sequences, the coupled TPBV problem is transformed into a problem of solving two decoupled linear differential sequences of state vectors and adjoint vectors. By iteratively solving the two equation sequences, the AOTC law is obtained, which consists of a nonlinear optimal feedback item, an expected output tracking item, a feedforward disturbances rejection item, and a nonlinear compensatory term. Furthermore, a wave disturbances observer model is designed in order to solve the physically realizable problem. Simulation is carried out by using the Remote Environmental Unit (REMUS) AUV model to demonstrate the effectiveness of the proposed algorithm.

Exchange inlet optimization by genetic algorithm for improved RBCC performance

NASA Astrophysics Data System (ADS)

Chorkawy, G.; Etele, J.

2017-09-01

A genetic algorithm based on real parameter representation using a variable selection pressure and variable probability of mutation is used to optimize an annular air breathing rocket inlet called the Exchange Inlet. A rapid and accurate design method which provides estimates for air breathing, mixing, and isentropic flow performance is used as the engine of the optimization routine. Comparison to detailed numerical simulations show that the design method yields desired exit Mach numbers to within approximately 1% over 75% of the annular exit area and predicts entrained air massflows to between 1% and 9% of numerically simulated values depending on the flight condition. Optimum designs are shown to be obtained within approximately 8000 fitness function evaluations in a search space on the order of 106. The method is also shown to be able to identify beneficial values for particular alleles when they exist while showing the ability to handle cases where physical and aphysical designs co-exist at particular values of a subset of alleles within a gene. For an air breathing engine based on a hydrogen fuelled rocket an exchange inlet is designed which yields a predicted air entrainment ratio within 95% of the theoretical maximum.

Distributed cooperative H∞ optimal tracking control of MIMO nonlinear multi-agent systems in strict-feedback form via adaptive dynamic programming

NASA Astrophysics Data System (ADS)

Luy, N. T.

2018-04-01

The design of distributed cooperative H∞ optimal controllers for multi-agent systems is a major challenge when the agents' models are uncertain multi-input and multi-output nonlinear systems in strict-feedback form in the presence of external disturbances. In this paper, first, the distributed cooperative H∞ optimal tracking problem is transformed into controlling the cooperative tracking error dynamics in affine form. Second, control schemes and online algorithms are proposed via adaptive dynamic programming (ADP) and the theory of zero-sum differential graphical games. The schemes use only one neural network (NN) for each agent instead of three from ADP to reduce computational complexity as well as avoid choosing initial NN weights for stabilising controllers. It is shown that despite not using knowledge of cooperative internal dynamics, the proposed algorithms not only approximate values to Nash equilibrium but also guarantee all signals, such as the NN weight approximation errors and the cooperative tracking errors in the closed-loop system, to be uniformly ultimately bounded. Finally, the effectiveness of the proposed method is shown by simulation results of an application to wheeled mobile multi-robot systems.

A Most Probable Point-Based Method for Reliability Analysis, Sensitivity Analysis and Design Optimization

NASA Technical Reports Server (NTRS)

Hou, Gene J.-W; Newman, Perry A. (Technical Monitor)

2004-01-01

A major step in a most probable point (MPP)-based method for reliability analysis is to determine the MPP. This is usually accomplished by using an optimization search algorithm. The minimum distance associated with the MPP provides a measurement of safety probability, which can be obtained by approximate probability integration methods such as FORM or SORM. The reliability sensitivity equations are derived first in this paper, based on the derivatives of the optimal solution. Examples are provided later to demonstrate the use of these derivatives for better reliability analysis and reliability-based design optimization (RBDO).

Quantum algorithms on Walsh transform and Hamming distance for Boolean functions

NASA Astrophysics Data System (ADS)

Xie, Zhengwei; Qiu, Daowen; Cai, Guangya

2018-06-01

Walsh spectrum or Walsh transform is an alternative description of Boolean functions. In this paper, we explore quantum algorithms to approximate the absolute value of Walsh transform W_f at a single point z0 (i.e., |W_f(z0)|) for n-variable Boolean functions with probability at least 8/π 2 using the number of O(1/|W_f(z_{0)|ɛ }) queries, promised that the accuracy is ɛ , while the best known classical algorithm requires O(2n) queries. The Hamming distance between Boolean functions is used to study the linearity testing and other important problems. We take advantage of Walsh transform to calculate the Hamming distance between two n-variable Boolean functions f and g using O(1) queries in some cases. Then, we exploit another quantum algorithm which converts computing Hamming distance between two Boolean functions to quantum amplitude estimation (i.e., approximate counting). If Ham(f,g)=t≠0, we can approximately compute Ham( f, g) with probability at least 2/3 by combining our algorithm and {Approx-Count(f,ɛ ) algorithm} using the expected number of Θ( √{N/(\\lfloor ɛ t\\rfloor +1)}+√{t(N-t)}/\\lfloor ɛ t\\rfloor +1) queries, promised that the accuracy is ɛ . Moreover, our algorithm is optimal, while the exact query complexity for the above problem is Θ(N) and the query complexity with the accuracy ɛ is O(1/ɛ 2N/(t+1)) in classical algorithm, where N=2n. Finally, we present three exact quantum query algorithms for two promise problems on Hamming distance using O(1) queries, while any classical deterministic algorithm solving the problem uses Ω(2n) queries.

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

PubMed

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

2018-06-01

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

Efficiency in nonequilibrium molecular dynamics Monte Carlo simulations

DOE PAGES

Radak, Brian K.; Roux, Benoît

2016-10-07

Hybrid algorithms combining nonequilibrium molecular dynamics and Monte Carlo (neMD/MC) offer a powerful avenue for improving the sampling efficiency of computer simulations of complex systems. These neMD/MC algorithms are also increasingly finding use in applications where conventional approaches are impractical, such as constant-pH simulations with explicit solvent. However, selecting an optimal nonequilibrium protocol for maximum efficiency often represents a non-trivial challenge. This work evaluates the efficiency of a broad class of neMD/MC algorithms and protocols within the theoretical framework of linear response theory. The approximations are validated against constant pH-MD simulations and shown to provide accurate predictions of neMD/MC performance.more » An assessment of a large set of protocols confirms (both theoretically and empirically) that a linear work protocol gives the best neMD/MC performance. Lastly, a well-defined criterion for optimizing the time parameters of the protocol is proposed and demonstrated with an adaptive algorithm that improves the performance on-the-fly with minimal cost.« less

The traveling salesman problem: a hierarchical model.

PubMed

Graham, S M; Joshi, A; Pizlo, Z

2000-10-01

Our review of prior literature on spatial information processing in perception, attention, and memory indicates that these cognitive functions involve similar mechanisms based on a hierarchical architecture. The present study extends the application of hierarchical models to the area of problem solving. First, we report results of an experiment in which human subjects were tested on a Euclidean traveling salesman problem (TSP) with 6 to 30 cities. The subject's solutions were either optimal or near-optimal in length and were produced in a time that was, on average, a linear function of the number of cities. Next, the performance of the subjects is compared with that of five representative artificial intelligence and operations research algorithms, that produce approximate solutions for Euclidean problems. None of these algorithms was found to be an adequate psychological model. Finally, we present a new algorithm for solving the TSP, which is based on a hierarchical pyramid architecture. The performance of this new algorithm is quite similar to the performance of the subjects.

White blood cell segmentation by circle detection using electromagnetism-like optimization.

PubMed

Cuevas, Erik; Oliva, Diego; Díaz, Margarita; Zaldivar, Daniel; Pérez-Cisneros, Marco; Pajares, Gonzalo

2013-01-01

Medical imaging is a relevant field of application of image processing algorithms. In particular, the analysis of white blood cell (WBC) images has engaged researchers from fields of medicine and computer vision alike. Since WBCs can be approximated by a quasicircular form, a circular detector algorithm may be successfully applied. This paper presents an algorithm for the automatic detection of white blood cells embedded into complicated and cluttered smear images that considers the complete process as a circle detection problem. The approach is based on a nature-inspired technique called the electromagnetism-like optimization (EMO) algorithm which is a heuristic method that follows electromagnetism principles for solving complex optimization problems. The proposed approach uses an objective function which measures the resemblance of a candidate circle to an actual WBC. Guided by the values of such objective function, the set of encoded candidate circles are evolved by using EMO, so that they can fit into the actual blood cells contained in the edge map of the image. Experimental results from blood cell images with a varying range of complexity are included to validate the efficiency of the proposed technique regarding detection, robustness, and stability.

White Blood Cell Segmentation by Circle Detection Using Electromagnetism-Like Optimization

PubMed Central

Oliva, Diego; Díaz, Margarita; Zaldivar, Daniel; Pérez-Cisneros, Marco; Pajares, Gonzalo

2013-01-01

Medical imaging is a relevant field of application of image processing algorithms. In particular, the analysis of white blood cell (WBC) images has engaged researchers from fields of medicine and computer vision alike. Since WBCs can be approximated by a quasicircular form, a circular detector algorithm may be successfully applied. This paper presents an algorithm for the automatic detection of white blood cells embedded into complicated and cluttered smear images that considers the complete process as a circle detection problem. The approach is based on a nature-inspired technique called the electromagnetism-like optimization (EMO) algorithm which is a heuristic method that follows electromagnetism principles for solving complex optimization problems. The proposed approach uses an objective function which measures the resemblance of a candidate circle to an actual WBC. Guided by the values of such objective function, the set of encoded candidate circles are evolved by using EMO, so that they can fit into the actual blood cells contained in the edge map of the image. Experimental results from blood cell images with a varying range of complexity are included to validate the efficiency of the proposed technique regarding detection, robustness, and stability. PMID:23476713

Evaluation of the Intel Xeon Phi 7120 and NVIDIA K80 as accelerators for two-dimensional panel codes

PubMed Central

2017-01-01

To optimize the geometry of airfoils for a specific application is an important engineering problem. In this context genetic algorithms have enjoyed some success as they are able to explore the search space without getting stuck in local optima. However, these algorithms require the computation of aerodynamic properties for a significant number of airfoil geometries. Consequently, for low-speed aerodynamics, panel methods are most often used as the inner solver. In this paper we evaluate the performance of such an optimization algorithm on modern accelerators (more specifically, the Intel Xeon Phi 7120 and the NVIDIA K80). For that purpose, we have implemented an optimized version of the algorithm on the CPU and Xeon Phi (based on OpenMP, vectorization, and the Intel MKL library) and on the GPU (based on CUDA and the MAGMA library). We present timing results for all codes and discuss the similarities and differences between the three implementations. Overall, we observe a speedup of approximately 2.5 for adding an Intel Xeon Phi 7120 to a dual socket workstation and a speedup between 3.4 and 3.8 for adding a NVIDIA K80 to a dual socket workstation. PMID:28582389

Evaluation of the Intel Xeon Phi 7120 and NVIDIA K80 as accelerators for two-dimensional panel codes.

PubMed

Einkemmer, Lukas

2017-01-01

To optimize the geometry of airfoils for a specific application is an important engineering problem. In this context genetic algorithms have enjoyed some success as they are able to explore the search space without getting stuck in local optima. However, these algorithms require the computation of aerodynamic properties for a significant number of airfoil geometries. Consequently, for low-speed aerodynamics, panel methods are most often used as the inner solver. In this paper we evaluate the performance of such an optimization algorithm on modern accelerators (more specifically, the Intel Xeon Phi 7120 and the NVIDIA K80). For that purpose, we have implemented an optimized version of the algorithm on the CPU and Xeon Phi (based on OpenMP, vectorization, and the Intel MKL library) and on the GPU (based on CUDA and the MAGMA library). We present timing results for all codes and discuss the similarities and differences between the three implementations. Overall, we observe a speedup of approximately 2.5 for adding an Intel Xeon Phi 7120 to a dual socket workstation and a speedup between 3.4 and 3.8 for adding a NVIDIA K80 to a dual socket workstation.

Fast and accurate matrix completion via truncated nuclear norm regularization.

PubMed

Hu, Yao; Zhang, Debing; Ye, Jieping; Li, Xuelong; He, Xiaofei

2013-09-01

Recovering a large matrix from a small subset of its entries is a challenging problem arising in many real applications, such as image inpainting and recommender systems. Many existing approaches formulate this problem as a general low-rank matrix approximation problem. Since the rank operator is nonconvex and discontinuous, most of the recent theoretical studies use the nuclear norm as a convex relaxation. One major limitation of the existing approaches based on nuclear norm minimization is that all the singular values are simultaneously minimized, and thus the rank may not be well approximated in practice. In this paper, we propose to achieve a better approximation to the rank of matrix by truncated nuclear norm, which is given by the nuclear norm subtracted by the sum of the largest few singular values. In addition, we develop a novel matrix completion algorithm by minimizing the Truncated Nuclear Norm. We further develop three efficient iterative procedures, TNNR-ADMM, TNNR-APGL, and TNNR-ADMMAP, to solve the optimization problem. TNNR-ADMM utilizes the alternating direction method of multipliers (ADMM), while TNNR-AGPL applies the accelerated proximal gradient line search method (APGL) for the final optimization. For TNNR-ADMMAP, we make use of an adaptive penalty according to a novel update rule for ADMM to achieve a faster convergence rate. Our empirical study shows encouraging results of the proposed algorithms in comparison to the state-of-the-art matrix completion algorithms on both synthetic and real visual datasets.

Adaptive DFT-based Interferometer Fringe Tracking

NASA Technical Reports Server (NTRS)

Wilson, Edward; Pedretti, Ettore; Bregman, Jesse; Mah, Robert W.; Traub, Wesley A.

2004-01-01

An automatic interferometer fringe tracking system has been developed, implemented, and tested at the Infrared Optical Telescope Array (IOTA) observatory at Mt. Hopkins, Arizona. The system can minimize the optical path differences (OPDs) for all three baselines of the Michelson stellar interferometer at IOTA. Based on sliding window discrete Fourier transform (DFT) calculations that were optimized for computational efficiency and robustness to atmospheric disturbances, the algorithm has also been tested extensively on off-line data. Implemented in ANSI C on the 266 MHz PowerPC processor running the VxWorks real-time operating system, the algorithm runs in approximately 2.0 milliseconds per scan (including all three interferograms), using the science camera and piezo scanners to measure and correct the OPDs. The adaptive DFT-based tracking algorithm should be applicable to other systems where there is a need to detect or track a signal with an approximately constant-frequency carrier pulse.

Sparse Covariance Matrix Estimation by DCA-Based Algorithms.

PubMed

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

2017-11-01

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

Scalable Nearest Neighbor Algorithms for High Dimensional Data.

PubMed

Muja, Marius; Lowe, David G

2014-11-01

For many computer vision and machine learning problems, large training sets are key for good performance. However, the most computationally expensive part of many computer vision and machine learning algorithms consists of finding nearest neighbor matches to high dimensional vectors that represent the training data. We propose new algorithms for approximate nearest neighbor matching and evaluate and compare them with previous algorithms. For matching high dimensional features, we find two algorithms to be the most efficient: the randomized k-d forest and a new algorithm proposed in this paper, the priority search k-means tree. We also propose a new algorithm for matching binary features by searching multiple hierarchical clustering trees and show it outperforms methods typically used in the literature. We show that the optimal nearest neighbor algorithm and its parameters depend on the data set characteristics and describe an automated configuration procedure for finding the best algorithm to search a particular data set. In order to scale to very large data sets that would otherwise not fit in the memory of a single machine, we propose a distributed nearest neighbor matching framework that can be used with any of the algorithms described in the paper. All this research has been released as an open source library called fast library for approximate nearest neighbors (FLANN), which has been incorporated into OpenCV and is now one of the most popular libraries for nearest neighbor matching.

A device-oriented optimizer for solving ground state problems on an approximate quantum computer, Part II: Experiments for interacting spin and molecular systems

NASA Astrophysics Data System (ADS)

Kandala, Abhinav; Mezzacapo, Antonio; Temme, Kristan; Bravyi, Sergey; Takita, Maika; Chavez-Garcia, Jose; Córcoles, Antonio; Smolin, John; Chow, Jerry; Gambetta, Jay

Hybrid quantum-classical algorithms can be used to find variational solutions to generic quantum problems. Here, we present an experimental implementation of a device-oriented optimizer that uses superconducting quantum hardware. The experiment relies on feedback between the quantum device and classical optimization software which is robust to measurement noise. Our device-oriented approach uses naturally available interactions for the preparation of trial states. We demonstrate the application of this technique for solving interacting spin and molecular structure problems.

Sampling solution traces for the problem of sorting permutations by signed reversals

PubMed Central

2012-01-01

Background Traditional algorithms to solve the problem of sorting by signed reversals output just one optimal solution while the space of all optimal solutions can be huge. A so-called trace represents a group of solutions which share the same set of reversals that must be applied to sort the original permutation following a partial ordering. By using traces, we therefore can represent the set of optimal solutions in a more compact way. Algorithms for enumerating the complete set of traces of solutions were developed. However, due to their exponential complexity, their practical use is limited to small permutations. A partial enumeration of traces is a sampling of the complete set of traces and can be an alternative for the study of distinct evolutionary scenarios of big permutations. Ideally, the sampling should be done uniformly from the space of all optimal solutions. This is however conjectured to be ♯P-complete. Results We propose and evaluate three algorithms for producing a sampling of the complete set of traces that instead can be shown in practice to preserve some of the characteristics of the space of all solutions. The first algorithm (RA) performs the construction of traces through a random selection of reversals on the list of optimal 1-sequences. The second algorithm (DFALT) consists in a slight modification of an algorithm that performs the complete enumeration of traces. Finally, the third algorithm (SWA) is based on a sliding window strategy to improve the enumeration of traces. All proposed algorithms were able to enumerate traces for permutations with up to 200 elements. Conclusions We analysed the distribution of the enumerated traces with respect to their height and average reversal length. Various works indicate that the reversal length can be an important aspect in genome rearrangements. The algorithms RA and SWA show a tendency to lose traces with high average reversal length. Such traces are however rare, and qualitatively our results show that, for testable-sized permutations, the algorithms DFALT and SWA produce distributions which approximate the reversal length distributions observed with a complete enumeration of the set of traces. PMID:22704580

A method for optimizing the cosine response of solar UV diffusers

NASA Astrophysics Data System (ADS)

Pulli, Tomi; Kärhä, Petri; Ikonen, Erkki

2013-07-01

Instruments measuring global solar ultraviolet (UV) irradiance at the surface of the Earth need to collect radiation from the entire hemisphere. Entrance optics with angular response as close as possible to the ideal cosine response are necessary to perform these measurements accurately. Typically, the cosine response is obtained using a transmitting diffuser. We have developed an efficient method based on a Monte Carlo algorithm to simulate radiation transport in the solar UV diffuser assembly. The algorithm takes into account propagation, absorption, and scattering of the radiation inside the diffuser material. The effects of the inner sidewalls of the diffuser housing, the shadow ring, and the protective weather dome are also accounted for. The software implementation of the algorithm is highly optimized: a simulation of 109 photons takes approximately 10 to 15 min to complete on a typical high-end PC. The results of the simulations agree well with the measured angular responses, indicating that the algorithm can be used to guide the diffuser design process. Cost savings can be obtained when simulations are carried out before diffuser fabrication as compared to a purely trial-and-error-based diffuser optimization. The algorithm was used to optimize two types of detectors, one with a planar diffuser and the other with a spherically shaped diffuser. The integrated cosine errors—which indicate the relative measurement error caused by the nonideal angular response under isotropic sky radiance—of these two detectors were calculated to be f2=1.4% and 0.66%, respectively.

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.

Rational Approximations to Rational Models: Alternative Algorithms for Category Learning

ERIC Educational Resources Information Center

Sanborn, Adam N.; Griffiths, Thomas L.; Navarro, Daniel J.

2010-01-01

Rational models of cognition typically consider the abstract computational problems posed by the environment, assuming that people are capable of optimally solving those problems. This differs from more traditional formal models of cognition, which focus on the psychological processes responsible for behavior. A basic challenge for rational models…

Kernel-Based Approximate Dynamic Programming Using Bellman Residual Elimination

DTIC Science & Technology

2010-02-01

framework is the ability to utilize stochastic system models, thereby allowing the system to make sound decisions even if there is randomness in the system ...approximate policy when a system model is unavailable. We present theoretical analysis of all BRE algorithms proving convergence to the optimal policy in...policies based on MDPs is that there may be parameters of the system model that are poorly known and/or vary with time as the system operates. System

Optimal Sensor Placement with Terrain-Based Constraints and Signal Propagation Effects

DTIC Science & Technology

2008-12-01

example, in optics where the intensities of two inco - herent sources are summed algebraically in contrast to coherent sources (Balanis 1989). Because...5.1M M is the total number of sensors in a network. According to Figure 10, one would need approximately eight full days to process eight sensors. A...Eidenbenz, S. 2002. Approximation algorithms for terrain guarding. Inf Process Lett 82:99–105. Elnagar, A., and L. Lulu. 2005. An art gallery

Bearing fault diagnosis using a whale optimization algorithm-optimized orthogonal matching pursuit with a combined time-frequency atom dictionary

NASA Astrophysics Data System (ADS)

Zhang, Xin; Liu, Zhiwen; Miao, Qiang; Wang, Lei

2018-07-01

Condition monitoring and fault diagnosis of rolling element bearings are significant to guarantee the reliability and functionality of a mechanical system, production efficiency, and plant safety. However, this is almost invariably a formidable challenge because the fault features are often buried by strong background noises and other unstable interference components. To satisfactorily extract the bearing fault features, a whale optimization algorithm (WOA)-optimized orthogonal matching pursuit (OMP) with a combined time-frequency atom dictionary is proposed in this paper. Firstly, a combined time-frequency atom dictionary whose atom is a combination of Fourier dictionary atom and impact time-frequency dictionary atom is designed according to the properties of bearing fault vibration signal. Furthermore, to improve the efficiency and accuracy of signal sparse representation, the WOA is introduced into the OMP algorithm to optimize the atom parameters for best approximating the original signal with the dictionary atoms. The proposed method is validated through analyzing the bearing fault simulation signal and the real vibration signals collected from an experimental bearing and a wheelset bearing of high-speed trains. The comparisons with the respect to the state of the art in the field are illustrated in detail, which highlight the advantages of the proposed method.

On conforming mixed finite element methods for incompressible viscous flow problems

NASA Technical Reports Server (NTRS)

Gunzburger, M. D; Nicolaides, R. A.; Peterson, J. S.

1982-01-01

The application of conforming mixed finite element methods to obtain approximate solutions of linearized Navier-Stokes equations is examined. Attention is given to the convergence rates of various finite element approximations of the pressure and the velocity field. The optimality of the convergence rates are addressed in terms of comparisons of the approximation convergence to a smooth solution in relation to the best approximation available for the finite element space used. Consideration is also devoted to techniques for efficient use of a Gaussian elimination algorithm to obtain a solution to a system of linear algebraic equations derived by finite element discretizations of linear partial differential equations.

Approximation of properties of hyperelastic materials with use of energy-based models and biaxial tension data

NASA Astrophysics Data System (ADS)

Jamróz, Weronika

2016-06-01

The paper shows the way enrgy-based models aproximate mechanical properties of hiperelastic materials. Main goal of research was to create a method of finding a set of material constants that are included in a strain energy function that constitutes a heart of an energy-based model. The most optimal set of material constants determines the best adjustment of a theoretical stress-strain relation to the experimental one. This kind of adjustment enables better prediction of behaviour of a chosen material. In order to obtain more precised solution the approximation was made with use of data obtained in a modern experiment widely describen in [1]. To save computation time main algorithm is based on genetic algorithms.

A reliable algorithm for optimal control synthesis

NASA Technical Reports Server (NTRS)

Vansteenwyk, Brett; Ly, Uy-Loi

1992-01-01

In recent years, powerful design tools for linear time-invariant multivariable control systems have been developed based on direct parameter optimization. In this report, an algorithm for reliable optimal control synthesis using parameter optimization is presented. Specifically, a robust numerical algorithm is developed for the evaluation of the H(sup 2)-like cost functional and its gradients with respect to the controller design parameters. The method is specifically designed to handle defective degenerate systems and is based on the well-known Pade series approximation of the matrix exponential. Numerical test problems in control synthesis for simple mechanical systems and for a flexible structure with densely packed modes illustrate positively the reliability of this method when compared to a method based on diagonalization. Several types of cost functions have been considered: a cost function for robust control consisting of a linear combination of quadratic objectives for deterministic and random disturbances, and one representing an upper bound on the quadratic objective for worst case initial conditions. Finally, a framework for multivariable control synthesis has been developed combining the concept of closed-loop transfer recovery with numerical parameter optimization. The procedure enables designers to synthesize not only observer-based controllers but also controllers of arbitrary order and structure. Numerical design solutions rely heavily on the robust algorithm due to the high order of the synthesis model and the presence of near-overlapping modes. The design approach is successfully applied to the design of a high-bandwidth control system for a rotorcraft.

Removing cosmic-ray hits from multiorbit HST Wide Field Camera images

NASA Technical Reports Server (NTRS)

Windhorst, Rogier A.; Franklin, Barbara E.; Neuschaefer, Lyman W.

1994-01-01

We present an optimized algorithm that removes cosmic rays ('CRs') from multiorbit Hubble Space Telescope (HST) Wide Field/Planetary Camera ('WF/PC') images. It computes the image noise in every iteration from the WF/PC CCD equation. This includes all known sources of random and systematic calibration errors. We test this algorithm on WF/PC stacks of 2-12 orbits as a function of the number of available orbits and the formal Poissonian sigma-clipping level. We find that the algorithm needs greater than or equal 4 WF/PC exposures to locate the minimal sky signal (which is noticeably affected by CRs), with an optimal clipping level at 2-2.5 x sigma(sub Poisson). We analyze the CR flux detected on multiorbit 'CR stacks,' which are constructed by subtracting the best CR filtered images from the unfiltered 8-12 orbit average. We use an automated object finder to determine the surface density of CRS as a function of the apparent magnitude (or ADU flux) they would have generated in the images had they not been removed. The power law slope of the CR 'counts' (gamma approximately = 0.6 for N(m) m(exp gamma)) is steeper than that of the faint galaxy counts down to V approximately = 28 mag. The CR counts show a drop off between 28 less than or approximately V less than or approximately 30 mag (the latter is our formal 2 sigma point source sensitivity without spherical aberration). This prevents the CR sky integral from diverging, and is likely due to a real cutoff in the CR energy distribution below approximately 11 ADU per orbit. The integral CR surface density is less than or approximately 10(exp 8)/sq. deg, and their sky signal is V approximately = 25.5-27.0 mag/sq. arcsec, or 3%-13% of our NEP sky background (V = 23.3 mag/sq. arcsec), and well above the EBL integral of the deepest galaxy counts (B(sub J) approximately = 28.0 mag/sq. arcsec). We conclude that faint CRs will always contribute to the sky signal in the deepest WF/PC images. Since WFPC2 has approximately 2.7x lower read noise and a thicker CCD, this will result in more CR detections than in WF/PC, potentially affecting approximately 10%-20% of the pixels in multiorbit WFPC2 data cubes.

A multiobjective optimization model and an orthogonal design-based hybrid heuristic algorithm for regional urban mining management problems.

PubMed

Wu, Hao; Wan, Zhong

2018-02-01

In this paper, a multiobjective mixed-integer piecewise nonlinear programming model (MOMIPNLP) is built to formulate the management problem of urban mining system, where the decision variables are associated with buy-back pricing, choices of sites, transportation planning, and adjustment of production capacity. Different from the existing approaches, the social negative effect, generated from structural optimization of the recycling system, is minimized in our model, as well as the total recycling profit and utility from environmental improvement are jointly maximized. For solving the problem, the MOMIPNLP model is first transformed into an ordinary mixed-integer nonlinear programming model by variable substitution such that the piecewise feature of the model is removed. Then, based on technique of orthogonal design, a hybrid heuristic algorithm is developed to find an approximate Pareto-optimal solution, where genetic algorithm is used to optimize the structure of search neighborhood, and both local branching algorithm and relaxation-induced neighborhood search algorithm are employed to cut the searching branches and reduce the number of variables in each branch. Numerical experiments indicate that this algorithm spends less CPU (central processing unit) time in solving large-scale regional urban mining management problems, especially in comparison with the similar ones available in literature. By case study and sensitivity analysis, a number of practical managerial implications are revealed from the model. Since the metal stocks in society are reliable overground mineral sources, urban mining has been paid great attention as emerging strategic resources in an era of resource shortage. By mathematical modeling and development of efficient algorithms, this paper provides decision makers with useful suggestions on the optimal design of recycling system in urban mining. For example, this paper can answer how to encourage enterprises to join the recycling activities by government's support and subsidies, whether the existing recycling system can meet the developmental requirements or not, and what is a reasonable adjustment of production capacity.

Probabilistic inference using linear Gaussian importance sampling for hybrid Bayesian networks

NASA Astrophysics Data System (ADS)

Sun, Wei; Chang, K. C.

2005-05-01

Probabilistic inference for Bayesian networks is in general NP-hard using either exact algorithms or approximate methods. However, for very complex networks, only the approximate methods such as stochastic sampling could be used to provide a solution given any time constraint. There are several simulation methods currently available. They include logic sampling (the first proposed stochastic method for Bayesian networks, the likelihood weighting algorithm) the most commonly used simulation method because of its simplicity and efficiency, the Markov blanket scoring method, and the importance sampling algorithm. In this paper, we first briefly review and compare these available simulation methods, then we propose an improved importance sampling algorithm called linear Gaussian importance sampling algorithm for general hybrid model (LGIS). LGIS is aimed for hybrid Bayesian networks consisting of both discrete and continuous random variables with arbitrary distributions. It uses linear function and Gaussian additive noise to approximate the true conditional probability distribution for continuous variable given both its parents and evidence in a Bayesian network. One of the most important features of the newly developed method is that it can adaptively learn the optimal important function from the previous samples. We test the inference performance of LGIS using a 16-node linear Gaussian model and a 6-node general hybrid model. The performance comparison with other well-known methods such as Junction tree (JT) and likelihood weighting (LW) shows that LGIS-GHM is very promising.

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

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

Liu, X; Belcher, AH; Wiersma, R

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

Optimization design of LED heat dissipation structure based on strip fins

NASA Astrophysics Data System (ADS)

Xue, Lingyun; Wan, Wenbin; Chen, Qingguang; Rao, Huanle; Xu, Ping

2018-03-01

To solve the heat dissipation problem of LED, a radiator structure based on strip fins is designed and the method to optimize the structure parameters of strip fins is proposed in this paper. The combination of RBF neural networks and particle swarm optimization (PSO) algorithm is used for modeling and optimization respectively. During the experiment, the 150 datasets of LED junction temperature when structure parameters of number of strip fins, length, width and height of the fins have different values are obtained by ANSYS software. Then RBF neural network is applied to build the non-linear regression model and the parameters optimization of structure based on particle swarm optimization algorithm is performed with this model. The experimental results show that the lowest LED junction temperature reaches 43.88 degrees when the number of hidden layer nodes in RBF neural network is 10, the two learning factors in particle swarm optimization algorithm are 0.5, 0.5 respectively, the inertia factor is 1 and the maximum number of iterations is 100, and now the number of fins is 64, the distribution structure is 8*8, and the length, width and height of fins are 4.3mm, 4.48mm and 55.3mm respectively. To compare the modeling and optimization results, LED junction temperature at the optimized structure parameters was simulated and the result is 43.592°C which approximately equals to the optimal result. Compared with the ordinary plate-fin-type radiator structure whose temperature is 56.38°C, the structure greatly enhances heat dissipation performance of the structure.

Reinforcement learning design-based adaptive tracking control with less learning parameters for nonlinear discrete-time MIMO systems.

PubMed

Liu, Yan-Jun; Tang, Li; Tong, Shaocheng; Chen, C L Philip; Li, Dong-Juan

2015-01-01

Based on the neural network (NN) approximator, an online reinforcement learning algorithm is proposed for a class of affine multiple input and multiple output (MIMO) nonlinear discrete-time systems with unknown functions and disturbances. In the design procedure, two networks are provided where one is an action network to generate an optimal control signal and the other is a critic network to approximate the cost function. An optimal control signal and adaptation laws can be generated based on two NNs. In the previous approaches, the weights of critic and action networks are updated based on the gradient descent rule and the estimations of optimal weight vectors are directly adjusted in the design. Consequently, compared with the existing results, the main contributions of this paper are: 1) only two parameters are needed to be adjusted, and thus the number of the adaptation laws is smaller than the previous results and 2) the updating parameters do not depend on the number of the subsystems for MIMO systems and the tuning rules are replaced by adjusting the norms on optimal weight vectors in both action and critic networks. It is proven that the tracking errors, the adaptation laws, and the control inputs are uniformly bounded using Lyapunov analysis method. The simulation examples are employed to illustrate the effectiveness of the proposed algorithm.

Study on Temperature and Synthetic Compensation of Piezo-Resistive Differential Pressure Sensors by Coupled Simulated Annealing and Simplex Optimized Kernel Extreme Learning Machine

PubMed Central

Li, Ji; Hu, Guoqing; Zhou, Yonghong; Zou, Chong; Peng, Wei; Alam SM, Jahangir

2017-01-01

As a high performance-cost ratio solution for differential pressure measurement, piezo-resistive differential pressure sensors are widely used in engineering processes. However, their performance is severely affected by the environmental temperature and the static pressure applied to them. In order to modify the non-linear measuring characteristics of the piezo-resistive differential pressure sensor, compensation actions should synthetically consider these two aspects. Advantages such as nonlinear approximation capability, highly desirable generalization ability and computational efficiency make the kernel extreme learning machine (KELM) a practical approach for this critical task. Since the KELM model is intrinsically sensitive to the regularization parameter and the kernel parameter, a searching scheme combining the coupled simulated annealing (CSA) algorithm and the Nelder-Mead simplex algorithm is adopted to find an optimal KLEM parameter set. A calibration experiment at different working pressure levels was conducted within the temperature range to assess the proposed method. In comparison with other compensation models such as the back-propagation neural network (BP), radius basis neural network (RBF), particle swarm optimization optimized support vector machine (PSO-SVM), particle swarm optimization optimized least squares support vector machine (PSO-LSSVM) and extreme learning machine (ELM), the compensation results show that the presented compensation algorithm exhibits a more satisfactory performance with respect to temperature compensation and synthetic compensation problems. PMID:28422080

Study on Temperature and Synthetic Compensation of Piezo-Resistive Differential Pressure Sensors by Coupled Simulated Annealing and Simplex Optimized Kernel Extreme Learning Machine.

PubMed

Li, Ji; Hu, Guoqing; Zhou, Yonghong; Zou, Chong; Peng, Wei; Alam Sm, Jahangir

2017-04-19

As a high performance-cost ratio solution for differential pressure measurement, piezo-resistive differential pressure sensors are widely used in engineering processes. However, their performance is severely affected by the environmental temperature and the static pressure applied to them. In order to modify the non-linear measuring characteristics of the piezo-resistive differential pressure sensor, compensation actions should synthetically consider these two aspects. Advantages such as nonlinear approximation capability, highly desirable generalization ability and computational efficiency make the kernel extreme learning machine (KELM) a practical approach for this critical task. Since the KELM model is intrinsically sensitive to the regularization parameter and the kernel parameter, a searching scheme combining the coupled simulated annealing (CSA) algorithm and the Nelder-Mead simplex algorithm is adopted to find an optimal KLEM parameter set. A calibration experiment at different working pressure levels was conducted within the temperature range to assess the proposed method. In comparison with other compensation models such as the back-propagation neural network (BP), radius basis neural network (RBF), particle swarm optimization optimized support vector machine (PSO-SVM), particle swarm optimization optimized least squares support vector machine (PSO-LSSVM) and extreme learning machine (ELM), the compensation results show that the presented compensation algorithm exhibits a more satisfactory performance with respect to temperature compensation and synthetic compensation problems.

Optimization and large scale computation of an entropy-based moment closure

NASA Astrophysics Data System (ADS)

Kristopher Garrett, C.; Hauck, Cory; Hill, Judith

2015-12-01

We present computational advances and results in the implementation of an entropy-based moment closure, MN, in the context of linear kinetic equations, with an emphasis on heterogeneous and large-scale computing platforms. Entropy-based closures are known in several cases to yield more accurate results than closures based on standard spectral approximations, such as PN, but the computational cost is generally much higher and often prohibitive. Several optimizations are introduced to improve the performance of entropy-based algorithms over previous implementations. These optimizations include the use of GPU acceleration and the exploitation of the mathematical properties of spherical harmonics, which are used as test functions in the moment formulation. To test the emerging high-performance computing paradigm of communication bound simulations, we present timing results at the largest computational scales currently available. These results show, in particular, load balancing issues in scaling the MN algorithm that do not appear for the PN algorithm. We also observe that in weak scaling tests, the ratio in time to solution of MN to PN decreases.

Left ventricle segmentation via graph cut distribution matching.

PubMed

Ben Ayed, Ismail; Punithakumar, Kumaradevan; Li, Shuo; Islam, Ali; Chong, Jaron

2009-01-01

We present a discrete kernel density matching energy for segmenting the left ventricle cavity in cardiac magnetic resonance sequences. The energy and its graph cut optimization based on an original first-order approximation of the Bhattacharyya measure have not been proposed previously, and yield competitive results in nearly real-time. The algorithm seeks a region within each frame by optimization of two priors, one geometric (distance-based) and the other photometric, each measuring a distribution similarity between the region and a model learned from the first frame. Based on global rather than pixelwise information, the proposed algorithm does not require complex training and optimization with respect to geometric transformations. Unlike related active contour methods, it does not compute iterative updates of computationally expensive kernel densities. Furthermore, the proposed first-order analysis can be used for other intractable energies and, therefore, can lead to segmentation algorithms which share the flexibility of active contours and computational advantages of graph cuts. Quantitative evaluations over 2280 images acquired from 20 subjects demonstrated that the results correlate well with independent manual segmentations by an expert.

Pricing of swing options: A Monte Carlo simulation approach

NASA Astrophysics Data System (ADS)

Leow, Kai-Siong

We study the problem of pricing swing options, a class of multiple early exercise options that are traded in energy market, particularly in the electricity and natural gas markets. These contracts permit the option holder to periodically exercise the right to trade a variable amount of energy with a counterparty, subject to local volumetric constraints. In addition, the total amount of energy traded from settlement to expiration with the counterparty is restricted by a global volumetric constraint. Violation of this global volumetric constraint is allowed but would lead to penalty settled at expiration. The pricing problem is formulated as a stochastic optimal control problem in discrete time and state space. We present a stochastic dynamic programming algorithm which is based on piecewise linear concave approximation of value functions. This algorithm yields the value of the swing option under the assumption that the optimal exercise policy is applied by the option holder. We present a proof of an almost sure convergence that the algorithm generates the optimal exercise strategy as the number of iterations approaches to infinity. Finally, we provide a numerical example for pricing a natural gas swing call option.

Optimization and large scale computation of an entropy-based moment closure

DOE PAGES

Hauck, Cory D.; Hill, Judith C.; Garrett, C. Kristopher

2015-09-10

We present computational advances and results in the implementation of an entropy-based moment closure, M N, in the context of linear kinetic equations, with an emphasis on heterogeneous and large-scale computing platforms. Entropy-based closures are known in several cases to yield more accurate results than closures based on standard spectral approximations, such as P N, but the computational cost is generally much higher and often prohibitive. Several optimizations are introduced to improve the performance of entropy-based algorithms over previous implementations. These optimizations include the use of GPU acceleration and the exploitation of the mathematical properties of spherical harmonics, which aremore » used as test functions in the moment formulation. To test the emerging high-performance computing paradigm of communication bound simulations, we present timing results at the largest computational scales currently available. Lastly, these results show, in particular, load balancing issues in scaling the M N algorithm that do not appear for the P N algorithm. We also observe that in weak scaling tests, the ratio in time to solution of M N to P N decreases.« less

An interior-point method for total variation regularized positron emission tomography image reconstruction

NASA Astrophysics Data System (ADS)

Bai, Bing

2012-03-01

There has been a lot of work on total variation (TV) regularized tomographic image reconstruction recently. Many of them use gradient-based optimization algorithms with a differentiable approximation of the TV functional. In this paper we apply TV regularization in Positron Emission Tomography (PET) image reconstruction. We reconstruct the PET image in a Bayesian framework, using Poisson noise model and TV prior functional. The original optimization problem is transformed to an equivalent problem with inequality constraints by adding auxiliary variables. Then we use an interior point method with logarithmic barrier functions to solve the constrained optimization problem. In this method, a series of points approaching the solution from inside the feasible region are found by solving a sequence of subproblems characterized by an increasing positive parameter. We use preconditioned conjugate gradient (PCG) algorithm to solve the subproblems directly. The nonnegativity constraint is enforced by bend line search. The exact expression of the TV functional is used in our calculations. Simulation results show that the algorithm converges fast and the convergence is insensitive to the values of the regularization and reconstruction parameters.

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.

Learning partial differential equations via data discovery and sparse optimization

NASA Astrophysics Data System (ADS)

Schaeffer, Hayden

2017-01-01

We investigate the problem of learning an evolution equation directly from some given data. This work develops a learning algorithm to identify the terms in the underlying partial differential equations and to approximate the coefficients of the terms only using data. The algorithm uses sparse optimization in order to perform feature selection and parameter estimation. The features are data driven in the sense that they are constructed using nonlinear algebraic equations on the spatial derivatives of the data. Several numerical experiments show the proposed method's robustness to data noise and size, its ability to capture the true features of the data, and its capability of performing additional analytics. Examples include shock equations, pattern formation, fluid flow and turbulence, and oscillatory convection.

Learning partial differential equations via data discovery and sparse optimization.

PubMed

Schaeffer, Hayden

2017-01-01

We investigate the problem of learning an evolution equation directly from some given data. This work develops a learning algorithm to identify the terms in the underlying partial differential equations and to approximate the coefficients of the terms only using data. The algorithm uses sparse optimization in order to perform feature selection and parameter estimation. The features are data driven in the sense that they are constructed using nonlinear algebraic equations on the spatial derivatives of the data. Several numerical experiments show the proposed method's robustness to data noise and size, its ability to capture the true features of the data, and its capability of performing additional analytics. Examples include shock equations, pattern formation, fluid flow and turbulence, and oscillatory convection.

Learning partial differential equations via data discovery and sparse optimization

PubMed Central

2017-01-01

We investigate the problem of learning an evolution equation directly from some given data. This work develops a learning algorithm to identify the terms in the underlying partial differential equations and to approximate the coefficients of the terms only using data. The algorithm uses sparse optimization in order to perform feature selection and parameter estimation. The features are data driven in the sense that they are constructed using nonlinear algebraic equations on the spatial derivatives of the data. Several numerical experiments show the proposed method's robustness to data noise and size, its ability to capture the true features of the data, and its capability of performing additional analytics. Examples include shock equations, pattern formation, fluid flow and turbulence, and oscillatory convection. PMID:28265183

Multigrid one shot methods for optimal control problems: Infinite dimensional control

NASA Technical Reports Server (NTRS)

Arian, Eyal; Taasan, Shlomo

1994-01-01

The multigrid one shot method for optimal control problems, governed by elliptic systems, is introduced for the infinite dimensional control space. ln this case, the control variable is a function whose discrete representation involves_an increasing number of variables with grid refinement. The minimization algorithm uses Lagrange multipliers to calculate sensitivity gradients. A preconditioned gradient descent algorithm is accelerated by a set of coarse grids. It optimizes for different scales in the representation of the control variable on different discretization levels. An analysis which reduces the problem to the boundary is introduced. It is used to approximate the two level asymptotic convergence rate, to determine the amplitude of the minimization steps, and the choice of a high pass filter to be used when necessary. The effectiveness of the method is demonstrated on a series of test problems. The new method enables the solutions of optimal control problems at the same cost of solving the corresponding analysis problems just a few times.

Control system estimation and design for aerospace vehicles with time delay

NASA Technical Reports Server (NTRS)

Allgaier, G. R.; Williams, T. L.

1972-01-01

The problems of estimation and control of discrete, linear, time-varying systems are considered. Previous solutions to these problems involved either approximate techniques, open-loop control solutions, or results which required excessive computation. The estimation problem is solved by two different methods, both of which yield the identical algorithm for determining the optimal filter. The partitioned results achieve a substantial reduction in computation time and storage requirements over the expanded solution, however. The results reduce to the Kalman filter when no delays are present in the system. The control problem is also solved by two different methods, both of which yield identical algorithms for determining the optimal control gains. The stochastic control is shown to be identical to the deterministic control, thus extending the separation principle to time delay systems. The results obtained reduce to the familiar optimal control solution when no time delays are present in the system.

Defining defect specifications to optimize photomask production and requalification

NASA Astrophysics Data System (ADS)

Fiekowsky, Peter

2006-10-01

Reducing defect repairs and accelerating defect analysis is becoming more important as the total cost of defect repairs on advanced masks increases. Photomask defect specs based on printability, as measured on AIMS microscopes has been used for years, but the fundamental defect spec is still the defect size, as measured on the photomask, requiring the repair of many unprintable defects. ADAS, the Automated Defect Analysis System from AVI is now available in most advanced mask shops. It makes the use of pure printability specs, or "Optimal Defect Specs" practical. This software uses advanced algorithms to eliminate false defects caused by approximations in the inspection algorithm, classify each defect, simulate each defect and disposition each defect based on its printability and location. This paper defines "optimal defect specs", explains why they are now practical and economic, gives a method of determining them and provides accuracy data.

The control of a parallel hybrid-electric propulsion system for a small unmanned aerial vehicle using a CMAC neural network.

PubMed

Harmon, Frederick G; Frank, Andrew A; Joshi, Sanjay S

2005-01-01

A Simulink model, a propulsion energy optimization algorithm, and a CMAC controller were developed for a small parallel hybrid-electric unmanned aerial vehicle (UAV). The hybrid-electric UAV is intended for military, homeland security, and disaster-monitoring missions involving intelligence, surveillance, and reconnaissance (ISR). The Simulink model is a forward-facing simulation program used to test different control strategies. The flexible energy optimization algorithm for the propulsion system allows relative importance to be assigned between the use of gasoline, electricity, and recharging. A cerebellar model arithmetic computer (CMAC) neural network approximates the energy optimization results and is used to control the parallel hybrid-electric propulsion system. The hybrid-electric UAV with the CMAC controller uses 67.3% less energy than a two-stroke gasoline-powered UAV during a 1-h ISR mission and 37.8% less energy during a longer 3-h ISR mission.

Congruence Approximations for Entrophy Endowed Hyperbolic Systems

NASA Technical Reports Server (NTRS)

Barth, Timothy J.; Saini, Subhash (Technical Monitor)

1998-01-01

Building upon the standard symmetrization theory for hyperbolic systems of conservation laws, congruence properties of the symmetrized system are explored. These congruence properties suggest variants of several stabilized numerical discretization procedures for hyperbolic equations (upwind finite-volume, Galerkin least-squares, discontinuous Galerkin) that benefit computationally from congruence approximation. Specifically, it becomes straightforward to construct the spatial discretization and Jacobian linearization for these schemes (given a small amount of derivative information) for possible use in Newton's method, discrete optimization, homotopy algorithms, etc. Some examples will be given for the compressible Euler equations and the nonrelativistic MHD equations using linear and quadratic spatial approximation.

First-Order Frameworks for Managing Models in Engineering Optimization

NASA Technical Reports Server (NTRS)

Alexandrov, Natlia M.; Lewis, Robert Michael

2000-01-01

Approximation/model management optimization (AMMO) is a rigorous methodology for attaining solutions of high-fidelity optimization problems with minimal expense in high- fidelity function and derivative evaluation. First-order AMMO frameworks allow for a wide variety of models and underlying optimization algorithms. Recent demonstrations with aerodynamic optimization achieved three-fold savings in terms of high- fidelity function and derivative evaluation in the case of variable-resolution models and five-fold savings in the case of variable-fidelity physics models. The savings are problem dependent but certain trends are beginning to emerge. We give an overview of the first-order frameworks, current computational results, and an idea of the scope of the first-order framework applicability.

Preliminary Analysis of Optimal Round Trip Lunar Missions

NASA Astrophysics Data System (ADS)

Gagg Filho, L. A.; da Silva Fernandes, S.

2015-10-01

A study of optimal bi-impulsive trajectories of round trip lunar missions is presented in this paper. The optimization criterion is the total velocity increment. The dynamical model utilized to describe the motion of the space vehicle is a full lunar patched-conic approximation, which embraces the lunar patched-conic of the outgoing trip and the lunar patched-conic of the return mission. Each one of these parts is considered separately to solve an optimization problem of two degrees of freedom. The Sequential Gradient Restoration Algorithm (SGRA) is employed to achieve the optimal solutions, which show a good agreement with the ones provided by literature, and, proved to be consistent with the image trajectories theorem.

Chemotaxis can provide biological organisms with good solutions to the travelling salesman problem.

PubMed

Reynolds, A M

2011-05-01

The ability to find good solutions to the traveling salesman problem can benefit some biological organisms. Bacterial infection would, for instance, be eradicated most promptly if cells of the immune system minimized the total distance they traveled when moving between bacteria. Similarly, foragers would maximize their net energy gain if the distance that they traveled between multiple dispersed prey items was minimized. The traveling salesman problem is one of the most intensively studied problems in combinatorial optimization. There are no efficient algorithms for even solving the problem approximately (within a guaranteed constant factor from the optimum) because the problem is nondeterministic polynomial time complete. The best approximate algorithms can typically find solutions within 1%-2% of the optimal, but these are computationally intensive and can not be implemented by biological organisms. Biological organisms could, in principle, implement the less efficient greedy nearest-neighbor algorithm, i.e., always move to the nearest surviving target. Implementation of this strategy does, however, require quite sophisticated cognitive abilities and prior knowledge of the target locations. Here, with the aid of numerical simulations, it is shown that biological organisms can simply use chemotaxis to solve, or at worst provide good solutions (comparable to those found by the greedy algorithm) to, the traveling salesman problem when the targets are sources of a chemoattractant and are modest in number (n < 10). This applies to neutrophils and macrophages in microbial defense and to some predators.

Enhanced nonlinearity interval mapping scheme for high-performance simulation-optimization of watershed-scale BMP placement

NASA Astrophysics Data System (ADS)

Zou, Rui; Riverson, John; Liu, Yong; Murphy, Ryan; Sim, Youn

2015-03-01

Integrated continuous simulation-optimization models can be effective predictors of a process-based responses for cost-benefit optimization of best management practices (BMPs) selection and placement. However, practical application of simulation-optimization model is computationally prohibitive for large-scale systems. This study proposes an enhanced Nonlinearity Interval Mapping Scheme (NIMS) to solve large-scale watershed simulation-optimization problems several orders of magnitude faster than other commonly used algorithms. An efficient interval response coefficient (IRC) derivation method was incorporated into the NIMS framework to overcome a computational bottleneck. The proposed algorithm was evaluated using a case study watershed in the Los Angeles County Flood Control District. Using a continuous simulation watershed/stream-transport model, Loading Simulation Program in C++ (LSPC), three nested in-stream compliance points (CP)—each with multiple Total Maximum Daily Loads (TMDL) targets—were selected to derive optimal treatment levels for each of the 28 subwatersheds, so that the TMDL targets at all the CP were met with the lowest possible BMP implementation cost. Genetic Algorithm (GA) and NIMS were both applied and compared. The results showed that the NIMS took 11 iterations (about 11 min) to complete with the resulting optimal solution having a total cost of 67.2 million, while each of the multiple GA executions took 21-38 days to reach near optimal solutions. The best solution obtained among all the GA executions compared had a minimized cost of 67.7 million—marginally higher, but approximately equal to that of the NIMS solution. The results highlight the utility for decision making in large-scale watershed simulation-optimization formulations.

An efficient and accurate solution methodology for bilevel multi-objective programming problems using a hybrid evolutionary-local-search algorithm.

PubMed

Deb, Kalyanmoy; Sinha, Ankur

2010-01-01

Bilevel optimization problems involve two optimization tasks (upper and lower level), in which every feasible upper level solution must correspond to an optimal solution to a lower level optimization problem. These problems commonly appear in many practical problem solving tasks including optimal control, process optimization, game-playing strategy developments, transportation problems, and others. However, they are commonly converted into a single level optimization problem by using an approximate solution procedure to replace the lower level optimization task. Although there exist a number of theoretical, numerical, and evolutionary optimization studies involving single-objective bilevel programming problems, not many studies look at the context of multiple conflicting objectives in each level of a bilevel programming problem. In this paper, we address certain intricate issues related to solving multi-objective bilevel programming problems, present challenging test problems, and propose a viable and hybrid evolutionary-cum-local-search based algorithm as a solution methodology. The hybrid approach performs better than a number of existing methodologies and scales well up to 40-variable difficult test problems used in this study. The population sizing and termination criteria are made self-adaptive, so that no additional parameters need to be supplied by the user. The study indicates a clear niche of evolutionary algorithms in solving such difficult problems of practical importance compared to their usual solution by a computationally expensive nested procedure. The study opens up many issues related to multi-objective bilevel programming and hopefully this study will motivate EMO and other researchers to pay more attention to this important and difficult problem solving activity.

Numerical realization of the variational method for generating self-trapped beams

NASA Astrophysics Data System (ADS)

Duque, Erick I.; Lopez-Aguayo, Servando; Malomed, Boris A.

2018-03-01

We introduce a numerical variational method based on the Rayleigh-Ritz optimization principle for predicting two-dimensional self-trapped beams in nonlinear media. This technique overcomes the limitation of the traditional variational approximation in performing analytical Lagrangian integration and differentiation. Approximate soliton solutions of a generalized nonlinear Schr\\"odinger equation are obtained, demonstrating robustness of the beams of various types (fundamental, vortices, multipoles, azimuthons) in the course of their propagation. The algorithm offers possibilities to produce more sophisticated soliton profiles in general nonlinear models.

ACCESS 1: Approximation Concepts Code for Efficient Structural Synthesis program documentation and user's guide

NASA Technical Reports Server (NTRS)

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

1976-01-01

The program documentation and user's guide for the ACCESS-1 computer program is presented. ACCESS-1 is a research oriented program which implements a collection of approximation concepts to achieve excellent efficiency in structural synthesis. The finite element method is used for structural analysis and general mathematical programming algorithms are applied in the design optimization procedure. Implementation of the computer program, preparation of input data and basic program structure are described, and three illustrative examples are given.

Solving Upwind-Biased Discretizations. 2; Multigrid Solver Using Semicoarsening

NASA Technical Reports Server (NTRS)

Diskin, Boris

1999-01-01

This paper studies a novel multigrid approach to the solution for a second order upwind biased discretization of the convection equation in two dimensions. This approach is based on semi-coarsening and well balanced explicit correction terms added to coarse-grid operators to maintain on coarse-grid the same cross-characteristic interaction as on the target (fine) grid. Colored relaxation schemes are used on all the levels allowing a very efficient parallel implementation. The results of the numerical tests can be summarized as follows: 1) The residual asymptotic convergence rate of the proposed V(0, 2) multigrid cycle is about 3 per cycle. This convergence rate far surpasses the theoretical limit (4/3) predicted for standard multigrid algorithms using full coarsening. The reported efficiency does not deteriorate with increasing the cycle, depth (number of levels) and/or refining the target-grid mesh spacing. 2) The full multi-grid algorithm (FMG) with two V(0, 2) cycles on the target grid and just one V(0, 2) cycle on all the coarse grids always provides an approximate solution with the algebraic error less than the discretization error. Estimates of the total work in the FMG algorithm are ranged between 18 and 30 minimal work units (depending on the target (discretizatioin). Thus, the overall efficiency of the FMG solver closely approaches (if does not achieve) the goal of the textbook multigrid efficiency. 3) A novel approach to deriving a discrete solution approximating the true continuous solution with a relative accuracy given in advance is developed. An adaptive multigrid algorithm (AMA) using comparison of the solutions on two successive target grids to estimate the accuracy of the current target-grid solution is defined. A desired relative accuracy is accepted as an input parameter. The final target grid on which this accuracy can be achieved is chosen automatically in the solution process. the actual relative accuracy of the discrete solution approximation obtained by AMA is always better than the required accuracy; the computational complexity of the AMA algorithm is (nearly) optimal (comparable with the complexity of the FMG algorithm applied to solve the problem on the optimally spaced target grid).

Near-optimal matrix recovery from random linear measurements.

PubMed

Romanov, Elad; Gavish, Matan

2018-06-25

In matrix recovery from random linear measurements, one is interested in recovering an unknown M-by-N matrix [Formula: see text] from [Formula: see text] measurements [Formula: see text], where each [Formula: see text] is an M-by-N measurement matrix with i.i.d. random entries, [Formula: see text] We present a matrix recovery algorithm, based on approximate message passing, which iteratively applies an optimal singular-value shrinker-a nonconvex nonlinearity tailored specifically for matrix estimation. Our algorithm typically converges exponentially fast, offering a significant speedup over previously suggested matrix recovery algorithms, such as iterative solvers for nuclear norm minimization (NNM). It is well known that there is a recovery tradeoff between the information content of the object [Formula: see text] to be recovered (specifically, its matrix rank r) and the number of linear measurements n from which recovery is to be attempted. The precise tradeoff between r and n, beyond which recovery by a given algorithm becomes possible, traces the so-called phase transition curve of that algorithm in the [Formula: see text] plane. The phase transition curve of our algorithm is noticeably better than that of NNM. Interestingly, it is close to the information-theoretic lower bound for the minimal number of measurements needed for matrix recovery, making it not only state of the art in terms of convergence rate, but also near optimal in terms of the matrices it successfully recovers. Copyright © 2018 the Author(s). Published by PNAS.

A nonlinear optimal control approach for chaotic finance dynamics

NASA Astrophysics Data System (ADS)

Rigatos, G.; Siano, P.; Loia, V.; Tommasetti, A.; Troisi, O.

2017-11-01

A new nonlinear optimal control approach is proposed for stabilization of the dynamics of a chaotic finance model. The dynamic model of the financial system, which expresses interaction between the interest rate, the investment demand, the price exponent and the profit margin, undergoes approximate linearization round local operating points. These local equilibria are defined at each iteration of the control algorithm and consist of the present value of the systems state vector and the last value of the control inputs vector that was exerted on it. The approximate linearization makes use of Taylor series expansion and of the computation of the associated Jacobian matrices. The truncation of higher order terms in the Taylor series expansion is considered to be a modelling error that is compensated by the robustness of the control loop. As the control algorithm runs, the temporary equilibrium is shifted towards the reference trajectory and finally converges to it. The control method needs to compute an H-infinity feedback control law at each iteration, and requires the repetitive solution of an algebraic Riccati equation. Through Lyapunov stability analysis it is shown that an H-infinity tracking performance criterion holds for the control loop. This implies elevated robustness against model approximations and external perturbations. Moreover, under moderate conditions the global asymptotic stability of the control loop is proven.

Designing of skull defect implants using C1 rational cubic Bezier and offset curves

NASA Astrophysics Data System (ADS)

Mohamed, Najihah; Majid, Ahmad Abd; Piah, Abd Rahni Mt; Rajion, Zainul Ahmad

2015-05-01

Some of the reasons to construct skull implant are due to head trauma after an accident or an injury or an infection or because of tumor invasion or when autogenous bone is not suitable for replacement after a decompressive craniectomy (DC). The main objective of our study is to develop a simple method to redesign missing parts of the skull. The procedure begins with segmentation, data approximation, and estimation process of the outer wall by a C1 continuous curve. Its offset curve is used to generate the inner wall. A metaheuristic algorithm, called harmony search (HS) is a derivative-free real parameter optimization algorithm inspired from the musical improvisation process of searching for a perfect state of harmony. In this study, data approximation by a rational cubic Bézier function uses HS to optimize position of middle points and value of the weights. All the phases contribute significantly in making our proposed technique automated. Graphical examples of several postoperative skulls are displayed to show the effectiveness of our proposed method.

Hamiltonian Monte Carlo acceleration using surrogate functions with random bases.

PubMed

Zhang, Cheng; Shahbaba, Babak; Zhao, Hongkai

2017-11-01

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

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.

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

NASA Astrophysics Data System (ADS)

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

2006-12-01

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

Optimal sparse approximation with integrate and fire neurons.

PubMed

Shapero, Samuel; Zhu, Mengchen; Hasler, Jennifer; Rozell, Christopher

2014-08-01

Sparse approximation is a hypothesized coding strategy where a population of sensory neurons (e.g. V1) encodes a stimulus using as few active neurons as possible. We present the Spiking LCA (locally competitive algorithm), a rate encoded Spiking Neural Network (SNN) of integrate and fire neurons that calculate sparse approximations. The Spiking LCA is designed to be equivalent to the nonspiking LCA, an analog dynamical system that converges on a ℓ(1)-norm sparse approximations exponentially. We show that the firing rate of the Spiking LCA converges on the same solution as the analog LCA, with an error inversely proportional to the sampling time. We simulate in NEURON a network of 128 neuron pairs that encode 8 × 8 pixel image patches, demonstrating that the network converges to nearly optimal encodings within 20 ms of biological time. We also show that when using more biophysically realistic parameters in the neurons, the gain function encourages additional ℓ(0)-norm sparsity in the encoding, relative both to ideal neurons and digital solvers.

New Hardness Results for Diophantine Approximation

NASA Astrophysics Data System (ADS)

Eisenbrand, Friedrich; Rothvoß, Thomas

We revisit simultaneous Diophantine approximation, a classical problem from the geometry of numbers which has many applications in algorithms and complexity. The input to the decision version of this problem consists of a rational vector α ∈ ℚ n , an error bound ɛ and a denominator bound N ∈ ℕ + . One has to decide whether there exists an integer, called the denominator Q with 1 ≤ Q ≤ N such that the distance of each number Q ·α i to its nearest integer is bounded by ɛ. Lagarias has shown that this problem is NP-complete and optimization versions have been shown to be hard to approximate within a factor n c/ loglogn for some constant c > 0. We strengthen the existing hardness results and show that the optimization problem of finding the smallest denominator Q ∈ ℕ + such that the distances of Q·α i to the nearest integer are bounded by ɛ is hard to approximate within a factor 2 n unless {textrm{P}} = NP.

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

NASA Astrophysics Data System (ADS)

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

2011-09-01

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

First and second order approximations to stage numbers in multicomponent enrichment cascades

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

Scopatz, A.

2013-07-01

This paper describes closed form, Taylor series approximations to the number product stages in a multicomponent enrichment cascade. Such closed form approximations are required when a symbolic, rather than a numeric, algorithm is used to compute the optimal cascade state. Both first and second order approximations were implemented. The first order solution was found to be grossly incorrect, having the wrong functional form over the entire domain. On the other hand, the second order solution shows excellent agreement with the 'true' solution over the domain of interest. An implementation of the symbolic, second order solver is available in the freemore » and open source PyNE library. (authors)« less

Surface Modeling of Workpiece and Tool Trajectory Planning for Spray Painting Robot

PubMed Central

Tang, Yang; Chen, Wei

2015-01-01

Automated tool trajectory planning for spray-painting robots is still a challenging problem, especially for a large free-form surface. A grid approximation of a free-form surface is adopted in CAD modeling in this paper. A free-form surface model is approximated by a set of flat patches. We describe here an efficient and flexible tool trajectory optimization scheme using T-Bézier curves calculated in a new way from trigonometrical bases. The distance between the spray gun and the free-form surface along the normal vector is varied. Automotive body parts, which are large free-form surfaces, are used to test the scheme. The experimental results show that the trajectory planning algorithm achieves satisfactory performance. This algorithm can also be extended to other applications. PMID:25993663

Surface modeling of workpiece and tool trajectory planning for spray painting robot.

PubMed

Tang, Yang; Chen, Wei

2015-01-01

Automated tool trajectory planning for spray-painting robots is still a challenging problem, especially for a large free-form surface. A grid approximation of a free-form surface is adopted in CAD modeling in this paper. A free-form surface model is approximated by a set of flat patches. We describe here an efficient and flexible tool trajectory optimization scheme using T-Bézier curves calculated in a new way from trigonometrical bases. The distance between the spray gun and the free-form surface along the normal vector is varied. Automotive body parts, which are large free-form surfaces, are used to test the scheme. The experimental results show that the trajectory planning algorithm achieves satisfactory performance. This algorithm can also be extended to other applications.

An improved computational approach for multilevel optimum design

NASA Technical Reports Server (NTRS)

Haftka, R. T.

1984-01-01

A penalty-function algorithm employing Newton's method with approximate second derivatives (Haftka and Starnes, 1980) is developed for two-level hierarchical design optimization problems. The difficulties posed by discontinuous behavior in typical multilevel problems are explained and illustrated for the case of a three-bar truss; the algorithm is formulated; and its advantages are demonstrated in the problem of a portal framework having three beams (described by six cross-section parameters), subjected to two loading conditions, and to be constructed in six different materials for comparison. The final design parameters are listed in a table.

Design of minimum multiplier fractional order differentiator based on lattice wave digital filter.

PubMed

Barsainya, Richa; Rawat, Tarun Kumar; Kumar, Manjeet

2017-01-01

In this paper, a novel design of fractional order differentiator (FOD) based on lattice wave digital filter (LWDF) is proposed which requires minimum number of multiplier for its structural realization. Firstly, the FOD design problem is formulated as an optimization problem using the transfer function of lattice wave digital filter. Then, three optimization algorithms, namely, genetic algorithm (GA), particle swarm optimization (PSO) and cuckoo search algorithm (CSA) are applied to determine the optimal LWDF coefficients. The realization of FOD using LWD structure increases the design accuracy, as only N number of coefficients are to be optimized for Nth order FOD. Finally, two design examples of 3rd and 5th order lattice wave digital fractional order differentiator (LWDFOD) are demonstrated to justify the design accuracy. The performance analysis of the proposed design is carried out based on magnitude response, absolute magnitude error (dB), root mean square (RMS) magnitude error, arithmetic complexity, convergence profile and computation time. Simulation results are attained to show the comparison of the proposed LWDFOD with the published works and it is observed that an improvement of 29% is obtained in the proposed design. The proposed LWDFOD approximates the ideal FOD and surpasses the existing ones reasonably well in mid and high frequency range, thereby making the proposed LWDFOD a promising technique for the design of digital FODs. Copyright © 2016 ISA. Published by Elsevier Ltd. All rights reserved.

Quantum algorithm for energy matching in hard optimization problems

NASA Astrophysics Data System (ADS)

Baldwin, C. L.; Laumann, C. R.

2018-06-01

We consider the ability of local quantum dynamics to solve the "energy-matching" problem: given an instance of a classical optimization problem and a low-energy state, find another macroscopically distinct low-energy state. Energy matching is difficult in rugged optimization landscapes, as the given state provides little information about the distant topography. Here, we show that the introduction of quantum dynamics can provide a speedup over classical algorithms in a large class of hard optimization problems. Tunneling allows the system to explore the optimization landscape while approximately conserving the classical energy, even in the presence of large barriers. Specifically, we study energy matching in the random p -spin model of spin-glass theory. Using perturbation theory and exact diagonalization, we show that introducing a transverse field leads to three sharp dynamical phases, only one of which solves the matching problem: (1) a small-field "trapped" phase, in which tunneling is too weak for the system to escape the vicinity of the initial state; (2) a large-field "excited" phase, in which the field excites the system into high-energy states, effectively forgetting the initial energy; and (3) the intermediate "tunneling" phase, in which the system succeeds at energy matching. The rate at which distant states are found in the tunneling phase, although exponentially slow in system size, is exponentially faster than classical search algorithms.

A Class of Prediction-Correction Methods for Time-Varying Convex Optimization

NASA Astrophysics Data System (ADS)

Simonetto, Andrea; Mokhtari, Aryan; Koppel, Alec; Leus, Geert; Ribeiro, Alejandro

2016-09-01

This paper considers unconstrained convex optimization problems with time-varying objective functions. We propose algorithms with a discrete time-sampling scheme to find and track the solution trajectory based on prediction and correction steps, while sampling the problem data at a constant rate of $1/h$, where $h$ is the length of the sampling interval. The prediction step is derived by analyzing the iso-residual dynamics of the optimality conditions. The correction step adjusts for the distance between the current prediction and the optimizer at each time step, and consists either of one or multiple gradient steps or Newton steps, which respectively correspond to the gradient trajectory tracking (GTT) or Newton trajectory tracking (NTT) algorithms. Under suitable conditions, we establish that the asymptotic error incurred by both proposed methods behaves as $O(h^2)$, and in some cases as $O(h^4)$, which outperforms the state-of-the-art error bound of $O(h)$ for correction-only methods in the gradient-correction step. Moreover, when the characteristics of the objective function variation are not available, we propose approximate gradient and Newton tracking algorithms (AGT and ANT, respectively) that still attain these asymptotical error bounds. Numerical simulations demonstrate the practical utility of the proposed methods and that they improve upon existing techniques by several orders of magnitude.

Automated Dynamic Demand Response Implementation on a Micro-grid

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

Kuppannagari, Sanmukh R.; Kannan, Rajgopal; Chelmis, Charalampos

In this paper, we describe a system for real-time automated Dynamic and Sustainable Demand Response with sparse data consumption prediction implemented on the University of Southern California campus microgrid. Supply side approaches to resolving energy supply-load imbalance do not work at high levels of renewable energy penetration. Dynamic Demand Response (D 2R) is a widely used demand-side technique to dynamically adjust electricity consumption during peak load periods. Our D 2R system consists of accurate machine learning based energy consumption forecasting models that work with sparse data coupled with fast and sustainable load curtailment optimization algorithms that provide the ability tomore » dynamically adapt to changing supply-load imbalances in near real-time. Our Sustainable DR (SDR) algorithms attempt to distribute customer curtailment evenly across sub-intervals during a DR event and avoid expensive demand peaks during a few sub-intervals. It also ensures that each customer is penalized fairly in order to achieve the targeted curtailment. We develop near linear-time constant-factor approximation algorithms along with Polynomial Time Approximation Schemes (PTAS) for SDR curtailment that minimizes the curtailment error defined as the difference between the target and achieved curtailment values. Our SDR curtailment problem is formulated as an Integer Linear Program that optimally matches customers to curtailment strategies during a DR event while also explicitly accounting for customer strategy switching overhead as a constraint. We demonstrate the results of our D 2R system using real data from experiments performed on the USC smartgrid and show that 1) our prediction algorithms can very accurately predict energy consumption even with noisy or missing data and 2) our curtailment algorithms deliver DR with extremely low curtailment errors in the 0.01-0.05 kWh range.« less

Resource Allocation Algorithms for the Next Generation Cellular Networks

NASA Astrophysics Data System (ADS)

Amzallag, David; Raz, Danny

This chapter describes recent results addressing resource allocation problems in the context of current and future cellular technologies. We present models that capture several fundamental aspects of planning and operating these networks, and develop new approximation algorithms providing provable good solutions for the corresponding optimization problems. We mainly focus on two families of problems: cell planning and cell selection. Cell planning deals with choosing a network of base stations that can provide the required coverage of the service area with respect to the traffic requirements, available capacities, interference, and the desired QoS. Cell selection is the process of determining the cell(s) that provide service to each mobile station. Optimizing these processes is an important step towards maximizing the utilization of current and future cellular networks.

Open shop scheduling problem to minimize total weighted completion time

NASA Astrophysics Data System (ADS)

Bai, Danyu; Zhang, Zhihai; Zhang, Qiang; Tang, Mengqian

2017-01-01

A given number of jobs in an open shop scheduling environment must each be processed for given amounts of time on each of a given set of machines in an arbitrary sequence. This study aims to achieve a schedule that minimizes total weighted completion time. Owing to the strong NP-hardness of the problem, the weighted shortest processing time block (WSPTB) heuristic is presented to obtain approximate solutions for large-scale problems. Performance analysis proves the asymptotic optimality of the WSPTB heuristic in the sense of probability limits. The largest weight block rule is provided to seek optimal schedules in polynomial time for a special case. A hybrid discrete differential evolution algorithm is designed to obtain high-quality solutions for moderate-scale problems. Simulation experiments demonstrate the effectiveness of the proposed algorithms.

An Implicit Characteristic Based Method for Electromagnetics

NASA Technical Reports Server (NTRS)

Beggs, John H.; Briley, W. Roger

2001-01-01

An implicit characteristic-based approach for numerical solution of Maxwell's time-dependent curl equations in flux conservative form is introduced. This method combines a characteristic based finite difference spatial approximation with an implicit lower-upper approximate factorization (LU/AF) time integration scheme. This approach is advantageous for three-dimensional applications because the characteristic differencing enables a two-factor approximate factorization that retains its unconditional stability in three space dimensions, and it does not require solution of tridiagonal systems. Results are given both for a Fourier analysis of stability, damping and dispersion properties, and for one-dimensional model problems involving propagation and scattering for free space and dielectric materials using both uniform and nonuniform grids. The explicit Finite Difference Time Domain Method (FDTD) algorithm is used as a convenient reference algorithm for comparison. The one-dimensional results indicate that for low frequency problems on a highly resolved uniform or nonuniform grid, this LU/AF algorithm can produce accurate solutions at Courant numbers significantly greater than one, with a corresponding improvement in efficiency for simulating a given period of time. This approach appears promising for development of dispersion optimized LU/AF schemes for three dimensional applications.

Aerodynamic design optimization using sensitivity analysis and computational fluid dynamics

NASA Technical Reports Server (NTRS)

Baysal, Oktay; Eleshaky, Mohamed E.

1991-01-01

A new and efficient method is presented for aerodynamic design optimization, which is based on a computational fluid dynamics (CFD)-sensitivity analysis algorithm. The method is applied to design a scramjet-afterbody configuration for an optimized axial thrust. The Euler equations are solved for the inviscid analysis of the flow, which in turn provides the objective function and the constraints. The CFD analysis is then coupled with the optimization procedure that uses a constrained minimization method. The sensitivity coefficients, i.e. gradients of the objective function and the constraints, needed for the optimization are obtained using a quasi-analytical method rather than the traditional brute force method of finite difference approximations. During the one-dimensional search of the optimization procedure, an approximate flow analysis (predicted flow) based on a first-order Taylor series expansion is used to reduce the computational cost. Finally, the sensitivity of the optimum objective function to various design parameters, which are kept constant during the optimization, is computed to predict new optimum solutions. The flow analysis of the demonstrative example are compared with the experimental data. It is shown that the method is more efficient than the traditional methods.

Towards a PTAS for the generalized TSP in grid clusters

NASA Astrophysics Data System (ADS)

Khachay, Michael; Neznakhina, Katherine

2016-10-01

The Generalized Traveling Salesman Problem (GTSP) is a combinatorial optimization problem, which is to find a minimum cost cycle visiting one point (city) from each cluster exactly. We consider a geometric case of this problem, where n nodes are given inside the integer grid (in the Euclidean plane), each grid cell is a unit square. Clusters are induced by cells `populated' by nodes of the given instance. Even in this special setting, the GTSP remains intractable enclosing the classic Euclidean TSP on the plane. Recently, it was shown that the problem has (1.5+8√2+ɛ)-approximation algorithm with complexity bound depending on n and k polynomially, where k is the number of clusters. In this paper, we propose two approximation algorithms for the Euclidean GTSP on grid clusters. For any fixed k, both algorithms are PTAS. Time complexity of the first one remains polynomial for k = O(log n) while the second one is a PTAS, when k = n - O(log n).

Fringe pattern demodulation using the one-dimensional continuous wavelet transform: field-programmable gate array implementation.

PubMed

Abid, Abdulbasit

2013-03-01

This paper presents a thorough discussion of the proposed field-programmable gate array (FPGA) implementation for fringe pattern demodulation using the one-dimensional continuous wavelet transform (1D-CWT) algorithm. This algorithm is also known as wavelet transform profilometry. Initially, the 1D-CWT is programmed using the C programming language and compiled into VHDL using the ImpulseC tool. This VHDL code is implemented on the Altera Cyclone IV GX EP4CGX150DF31C7 FPGA. A fringe pattern image with a size of 512×512 pixels is presented to the FPGA, which processes the image using the 1D-CWT algorithm. The FPGA requires approximately 100 ms to process the image and produce a wrapped phase map. For performance comparison purposes, the 1D-CWT algorithm is programmed using the C language. The C code is then compiled using the Intel compiler version 13.0. The compiled code is run on a Dell Precision state-of-the-art workstation. The time required to process the fringe pattern image is approximately 1 s. In order to further reduce the execution time, the 1D-CWT is reprogramed using Intel Integrated Primitive Performance (IPP) Library Version 7.1. The execution time was reduced to approximately 650 ms. This confirms that at least sixfold speedup was gained using FPGA implementation over a state-of-the-art workstation that executes heavily optimized implementation of the 1D-CWT algorithm.

Petascale self-consistent electromagnetic computations using scalable and accurate algorithms for complex structures

NASA Astrophysics Data System (ADS)

Cary, John R.; Abell, D.; Amundson, J.; Bruhwiler, D. L.; Busby, R.; Carlsson, J. A.; Dimitrov, D. A.; Kashdan, E.; Messmer, P.; Nieter, C.; Smithe, D. N.; Spentzouris, P.; Stoltz, P.; Trines, R. M.; Wang, H.; Werner, G. R.

2006-09-01

As the size and cost of particle accelerators escalate, high-performance computing plays an increasingly important role; optimization through accurate, detailed computermodeling increases performance and reduces costs. But consequently, computer simulations face enormous challenges. Early approximation methods, such as expansions in distance from the design orbit, were unable to supply detailed accurate results, such as in the computation of wake fields in complex cavities. Since the advent of message-passing supercomputers with thousands of processors, earlier approximations are no longer necessary, and it is now possible to compute wake fields, the effects of dampers, and self-consistent dynamics in cavities accurately. In this environment, the focus has shifted towards the development and implementation of algorithms that scale to large numbers of processors. So-called charge-conserving algorithms evolve the electromagnetic fields without the need for any global solves (which are difficult to scale up to many processors). Using cut-cell (or embedded) boundaries, these algorithms can simulate the fields in complex accelerator cavities with curved walls. New implicit algorithms, which are stable for any time-step, conserve charge as well, allowing faster simulation of structures with details small compared to the characteristic wavelength. These algorithmic and computational advances have been implemented in the VORPAL7 Framework, a flexible, object-oriented, massively parallel computational application that allows run-time assembly of algorithms and objects, thus composing an application on the fly.

Fast and robust estimation of spectro-temporal receptive fields using stochastic approximations.

PubMed

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

2015-05-15

The receptive field (RF) represents the signal preferences of sensory neurons and is the primary analysis method for understanding sensory coding. While it is essential to estimate a neuron's RF, finding numerical solutions to increasingly complex RF models can become computationally intensive, in particular for high-dimensional stimuli or when many neurons are involved. Here we propose an optimization scheme based on stochastic approximations that facilitate this task. The basic idea is to derive solutions on a random subset rather than computing the full solution on the available data set. To test this, we applied different optimization schemes based on stochastic gradient descent (SGD) to both the generalized linear model (GLM) and a recently developed classification-based RF estimation approach. Using simulated and recorded responses, we demonstrate that RF parameter optimization based on state-of-the-art SGD algorithms produces robust estimates of the spectro-temporal receptive field (STRF). Results on recordings from the auditory midbrain demonstrate that stochastic approximations preserve both predictive power and tuning properties of STRFs. A correlation of 0.93 with the STRF derived from the full solution may be obtained in less than 10% of the full solution's estimation time. We also present an on-line algorithm that allows simultaneous monitoring of STRF properties of more than 30 neurons on a single computer. The proposed approach may not only prove helpful for large-scale recordings but also provides a more comprehensive characterization of neural tuning in experiments than standard tuning curves. Copyright © 2015 Elsevier B.V. All rights reserved.

Comparison between different direct search optimization algorithms in the calibration of a distributed hydrological model

NASA Astrophysics Data System (ADS)

Campo, Lorenzo; Castelli, Fabio; Caparrini, Francesca

2010-05-01

The modern distributed hydrological models allow the representation of the different surface and subsurface phenomena with great accuracy and high spatial and temporal resolution. Such complexity requires, in general, an equally accurate parametrization. A number of approaches have been followed in this respect, from simple local search method (like Nelder-Mead algorithm), that minimize a cost function representing some distance between model's output and available measures, to more complex approaches like dynamic filters (such as the Ensemble Kalman Filter) that carry on an assimilation of the observations. In this work the first approach was followed in order to compare the performances of three different direct search algorithms on the calibration of a distributed hydrological balance model. The direct search family can be defined as that category of algorithms that make no use of derivatives of the cost function (that is, in general, a black box) and comprehend a large number of possible approaches. The main benefit of this class of methods is that they don't require changes in the implementation of the numerical codes to be calibrated. The first algorithm is the classical Nelder-Mead, often used in many applications and utilized as reference. The second algorithm is a GSS (Generating Set Search) algorithm, built in order to guarantee the conditions of global convergence and suitable for a parallel and multi-start implementation, here presented. The third one is the EGO algorithm (Efficient Global Optimization), that is particularly suitable to calibrate black box cost functions that require expensive computational resource (like an hydrological simulation). EGO minimizes the number of evaluations of the cost function balancing the need to minimize a response surface that approximates the problem and the need to improve the approximation sampling where prediction error may be high. The hydrological model to be calibrated was MOBIDIC, a complete balance distributed model developed at the Department of Civil and Environmental Engineering of the University of Florence. Discussion on the comparisons between the effectiveness of the different algorithms on different cases of study on Central Italy basins is provided.

Fragmenting networks by targeting collective influencers at a mesoscopic level.

PubMed

Kobayashi, Teruyoshi; Masuda, Naoki

2016-11-25

A practical approach to protecting networks against epidemic processes such as spreading of infectious diseases, malware, and harmful viral information is to remove some influential nodes beforehand to fragment the network into small components. Because determining the optimal order to remove nodes is a computationally hard problem, various approximate algorithms have been proposed to efficiently fragment networks by sequential node removal. Morone and Makse proposed an algorithm employing the non-backtracking matrix of given networks, which outperforms various existing algorithms. In fact, many empirical networks have community structure, compromising the assumption of local tree-like structure on which the original algorithm is based. We develop an immunization algorithm by synergistically combining the Morone-Makse algorithm and coarse graining of the network in which we regard a community as a supernode. In this way, we aim to identify nodes that connect different communities at a reasonable computational cost. The proposed algorithm works more efficiently than the Morone-Makse and other algorithms on networks with community structure.

Fragmenting networks by targeting collective influencers at a mesoscopic level

NASA Astrophysics Data System (ADS)

Kobayashi, Teruyoshi; Masuda, Naoki

2016-11-01

A practical approach to protecting networks against epidemic processes such as spreading of infectious diseases, malware, and harmful viral information is to remove some influential nodes beforehand to fragment the network into small components. Because determining the optimal order to remove nodes is a computationally hard problem, various approximate algorithms have been proposed to efficiently fragment networks by sequential node removal. Morone and Makse proposed an algorithm employing the non-backtracking matrix of given networks, which outperforms various existing algorithms. In fact, many empirical networks have community structure, compromising the assumption of local tree-like structure on which the original algorithm is based. We develop an immunization algorithm by synergistically combining the Morone-Makse algorithm and coarse graining of the network in which we regard a community as a supernode. In this way, we aim to identify nodes that connect different communities at a reasonable computational cost. The proposed algorithm works more efficiently than the Morone-Makse and other algorithms on networks with community structure.

Fragmenting networks by targeting collective influencers at a mesoscopic level

PubMed Central

Kobayashi, Teruyoshi; Masuda, Naoki

2016-01-01

A practical approach to protecting networks against epidemic processes such as spreading of infectious diseases, malware, and harmful viral information is to remove some influential nodes beforehand to fragment the network into small components. Because determining the optimal order to remove nodes is a computationally hard problem, various approximate algorithms have been proposed to efficiently fragment networks by sequential node removal. Morone and Makse proposed an algorithm employing the non-backtracking matrix of given networks, which outperforms various existing algorithms. In fact, many empirical networks have community structure, compromising the assumption of local tree-like structure on which the original algorithm is based. We develop an immunization algorithm by synergistically combining the Morone-Makse algorithm and coarse graining of the network in which we regard a community as a supernode. In this way, we aim to identify nodes that connect different communities at a reasonable computational cost. The proposed algorithm works more efficiently than the Morone-Makse and other algorithms on networks with community structure. PMID:27886251

Toward Optimal Manifold Hashing via Discrete Locally Linear Embedding.

PubMed

Rongrong Ji; Hong Liu; Liujuan Cao; Di Liu; Yongjian Wu; Feiyue Huang

2017-11-01

Binary code learning, also known as hashing, has received increasing attention in large-scale visual search. By transforming high-dimensional features to binary codes, the original Euclidean distance is approximated via Hamming distance. More recently, it is advocated that it is the manifold distance, rather than the Euclidean distance, that should be preserved in the Hamming space. However, it retains as an open problem to directly preserve the manifold structure by hashing. In particular, it first needs to build the local linear embedding in the original feature space, and then quantize such embedding to binary codes. Such a two-step coding is problematic and less optimized. Besides, the off-line learning is extremely time and memory consuming, which needs to calculate the similarity matrix of the original data. In this paper, we propose a novel hashing algorithm, termed discrete locality linear embedding hashing (DLLH), which well addresses the above challenges. The DLLH directly reconstructs the manifold structure in the Hamming space, which learns optimal hash codes to maintain the local linear relationship of data points. To learn discrete locally linear embeddingcodes, we further propose a discrete optimization algorithm with an iterative parameters updating scheme. Moreover, an anchor-based acceleration scheme, termed Anchor-DLLH, is further introduced, which approximates the large similarity matrix by the product of two low-rank matrices. Experimental results on three widely used benchmark data sets, i.e., CIFAR10, NUS-WIDE, and YouTube Face, have shown superior performance of the proposed DLLH over the state-of-the-art approaches.

Universal approximators for multi-objective direct policy search in water reservoir management problems: a comparative analysis

NASA Astrophysics Data System (ADS)

Giuliani, Matteo; Mason, Emanuele; Castelletti, Andrea; Pianosi, Francesca

2014-05-01

The optimal operation of water resources systems is a wide and challenging problem due to non-linearities in the model and the objectives, high dimensional state-control space, and strong uncertainties in the hydroclimatic regimes. The application of classical optimization techniques (e.g., SDP, Q-learning, gradient descent-based algorithms) is strongly limited by the dimensionality of the system and by the presence of multiple, conflicting objectives. This study presents a novel approach which combines Direct Policy Search (DPS) and Multi-Objective Evolutionary Algorithms (MOEAs) to solve high-dimensional state and control space problems involving multiple objectives. DPS, also known as parameterization-simulation-optimization in the water resources literature, is a simulation-based approach where the reservoir operating policy is first parameterized within a given family of functions and, then, the parameters optimized with respect to the objectives of the management problem. The selection of a suitable class of functions to which the operating policy belong to is a key step, as it might restrict the search for the optimal policy to a subspace of the decision space that does not include the optimal solution. In the water reservoir literature, a number of classes have been proposed. However, many of these rules are based largely on empirical or experimental successes and they were designed mostly via simulation and for single-purpose reservoirs. In a multi-objective context similar rules can not easily inferred from the experience and the use of universal function approximators is generally preferred. In this work, we comparatively analyze two among the most common universal approximators: artificial neural networks (ANN) and radial basis functions (RBF) under different problem settings to estimate their scalability and flexibility in dealing with more and more complex problems. The multi-purpose HoaBinh water reservoir in Vietnam, accounting for hydropower production and flood control, is used as a case study. Preliminary results show that the RBF policy parametrization is more effective than the ANN one. In particular, the approximated Pareto front obtained with RBF control policies successfully explores the full tradeoff space between the two conflicting objectives, while most of the ANN solutions results to be Pareto-dominated by the RBF ones.

Approximate matching of regular expressions.

PubMed

Myers, E W; Miller, W

1989-01-01

Given a sequence A and regular expression R, the approximate regular expression matching problem is to find a sequence matching R whose optimal alignment with A is the highest scoring of all such sequences. This paper develops an algorithm to solve the problem in time O(MN), where M and N are the lengths of A and R. Thus, the time requirement is asymptotically no worse than for the simpler problem of aligning two fixed sequences. Our method is superior to an earlier algorithm by Wagner and Seiferas in several ways. First, it treats real-valued costs, in addition to integer costs, with no loss of asymptotic efficiency. Second, it requires only O(N) space to deliver just the score of the best alignment. Finally, its structure permits implementation techniques that make it extremely fast in practice. We extend the method to accommodate gap penalties, as required for typical applications in molecular biology, and further refine it to search for sub-strings of A that strongly align with a sequence in R, as required for typical data base searches. We also show how to deliver an optimal alignment between A and R in only O(N + log M) space using O(MN log M) time. Finally, an O(MN(M + N) + N2log N) time algorithm is presented for alignment scoring schemes where the cost of a gap is an arbitrary increasing function of its length.

Robotic fish tracking method based on suboptimal interval Kalman filter

NASA Astrophysics Data System (ADS)

Tong, Xiaohong; Tang, Chao

2017-11-01

Autonomous Underwater Vehicle (AUV) research focused on tracking and positioning, precise guidance and return to dock and other fields. The robotic fish of AUV has become a hot application in intelligent education, civil and military etc. In nonlinear tracking analysis of robotic fish, which was found that the interval Kalman filter algorithm contains all possible filter results, but the range is wide, relatively conservative, and the interval data vector is uncertain before implementation. This paper proposes a ptimization algorithm of suboptimal interval Kalman filter. Suboptimal interval Kalman filter scheme used the interval inverse matrix with its worst inverse instead, is more approximate nonlinear state equation and measurement equation than the standard interval Kalman filter, increases the accuracy of the nominal dynamic system model, improves the speed and precision of tracking system. Monte-Carlo simulation results show that the optimal trajectory of sub optimal interval Kalman filter algorithm is better than that of the interval Kalman filter method and the standard method of the filter.

(n, N) type maintenance policy for multi-component systems with failure interactions

NASA Astrophysics Data System (ADS)

Zhang, Zhuoqi; Wu, Su; Li, Binfeng; Lee, Seungchul

2015-04-01

This paper studies maintenance policies for multi-component systems in which failure interactions and opportunistic maintenance (OM) involve. This maintenance problem can be formulated as a Markov decision process (MDP). However, since an action set and state space in MDP exponentially expand as the number of components increase, traditional approaches are computationally intractable. To deal with curse of dimensionality, we decompose such a multi-component system into mutually influential single-component systems. Each single-component system is formulated as an MDP with the objective of minimising its long-run average maintenance cost. Under some reasonable assumptions, we prove the existence of the optimal (n, N) type policy for a single-component system. An algorithm to obtain the optimal (n, N) type policy is also proposed. Based on the proposed algorithm, we develop an iterative approximation algorithm to obtain an acceptable maintenance policy for a multi-component system. Numerical examples find that failure interactions and OM pose significant effects on a maintenance policy.

Multistage classification of multispectral Earth observational data: The design approach

NASA Technical Reports Server (NTRS)

Bauer, M. E. (Principal Investigator); Muasher, M. J.; Landgrebe, D. A.

1981-01-01

An algorithm is proposed which predicts the optimal features at every node in a binary tree procedure. The algorithm estimates the probability of error by approximating the area under the likelihood ratio function for two classes and taking into account the number of training samples used in estimating each of these two classes. Some results on feature selection techniques, particularly in the presence of a very limited set of training samples, are presented. Results comparing probabilities of error predicted by the proposed algorithm as a function of dimensionality as compared to experimental observations are shown for aircraft and LANDSAT data. Results are obtained for both real and simulated data. Finally, two binary tree examples which use the algorithm are presented to illustrate the usefulness of the procedure.

Influence of cost functions and optimization methods on solving the inverse problem in spatially resolved diffuse reflectance spectroscopy

NASA Astrophysics Data System (ADS)

Rakotomanga, Prisca; Soussen, Charles; Blondel, Walter C. P. M.

2017-03-01

Diffuse reflectance spectroscopy (DRS) has been acknowledged as a valuable optical biopsy tool for in vivo characterizing pathological modifications in epithelial tissues such as cancer. In spatially resolved DRS, accurate and robust estimation of the optical parameters (OP) of biological tissues is a major challenge due to the complexity of the physical models. Solving this inverse problem requires to consider 3 components: the forward model, the cost function, and the optimization algorithm. This paper presents a comparative numerical study of the performances in estimating OP depending on the choice made for each of the latter components. Mono- and bi-layer tissue models are considered. Monowavelength (scalar) absorption and scattering coefficients are estimated. As a forward model, diffusion approximation analytical solutions with and without noise are implemented. Several cost functions are evaluated possibly including normalized data terms. Two local optimization methods, Levenberg-Marquardt and TrustRegion-Reflective, are considered. Because they may be sensitive to the initial setting, a global optimization approach is proposed to improve the estimation accuracy. This algorithm is based on repeated calls to the above-mentioned local methods, with initial parameters randomly sampled. Two global optimization methods, Genetic Algorithm (GA) and Particle Swarm Optimization (PSO), are also implemented. Estimation performances are evaluated in terms of relative errors between the ground truth and the estimated values for each set of unknown OP. The combination between the number of variables to be estimated, the nature of the forward model, the cost function to be minimized and the optimization method are discussed.

Optimal Load Shedding and Generation Rescheduling for Overload Suppression in Large Power Systems.

NASA Astrophysics Data System (ADS)

Moon, Young-Hyun

Ever-increasing size, complexity and operation costs in modern power systems have stimulated the intensive study of an optimal Load Shedding and Generator Rescheduling (LSGR) strategy in the sense of a secure and economic system operation. The conventional approach to LSGR has been based on the application of LP (Linear Programming) with the use of an approximately linearized model, and the LP algorithm is currently considered to be the most powerful tool for solving the LSGR problem. However, all of the LP algorithms presented in the literature essentially lead to the following disadvantages: (i) piecewise linearization involved in the LP algorithms requires the introduction of a number of new inequalities and slack variables, which creates significant burden to the computing facilities, and (ii) objective functions are not formulated in terms of the state variables of the adopted models, resulting in considerable numerical inefficiency in the process of computing the optimal solution. A new approach is presented, based on the development of a new linearized model and on the application of QP (Quadratic Programming). The changes in line flows as a result of changes to bus injection power are taken into account in the proposed model by the introduction of sensitivity coefficients, which avoids the mentioned second disadvantages. A precise method to calculate these sensitivity coefficients is given. A comprehensive review of the theory of optimization is included, in which results of the development of QP algorithms for LSGR as based on Wolfe's method and Kuhn -Tucker theory are evaluated in detail. The validity of the proposed model and QP algorithms has been verified and tested on practical power systems, showing the significant reduction of both computation time and memory requirements as well as the expected lower generation costs of the optimal solution as compared with those obtained from computing the optimal solution with LP. Finally, it is noted that an efficient reactive power compensation algorithm is developed to suppress voltage disturbances due to load sheddings, and that a new method for multiple contingency simulation is presented.

Simple, Fast and Accurate Implementation of the Diffusion Approximation Algorithm for Stochastic Ion Channels with Multiple States

PubMed Central

Orio, Patricio; Soudry, Daniel

2012-01-01

Background The phenomena that emerge from the interaction of the stochastic opening and closing of ion channels (channel noise) with the non-linear neural dynamics are essential to our understanding of the operation of the nervous system. The effects that channel noise can have on neural dynamics are generally studied using numerical simulations of stochastic models. Algorithms based on discrete Markov Chains (MC) seem to be the most reliable and trustworthy, but even optimized algorithms come with a non-negligible computational cost. Diffusion Approximation (DA) methods use Stochastic Differential Equations (SDE) to approximate the behavior of a number of MCs, considerably speeding up simulation times. However, model comparisons have suggested that DA methods did not lead to the same results as in MC modeling in terms of channel noise statistics and effects on excitability. Recently, it was shown that the difference arose because MCs were modeled with coupled gating particles, while the DA was modeled using uncoupled gating particles. Implementations of DA with coupled particles, in the context of a specific kinetic scheme, yielded similar results to MC. However, it remained unclear how to generalize these implementations to different kinetic schemes, or whether they were faster than MC algorithms. Additionally, a steady state approximation was used for the stochastic terms, which, as we show here, can introduce significant inaccuracies. Main Contributions We derived the SDE explicitly for any given ion channel kinetic scheme. The resulting generic equations were surprisingly simple and interpretable – allowing an easy, transparent and efficient DA implementation, avoiding unnecessary approximations. The algorithm was tested in a voltage clamp simulation and in two different current clamp simulations, yielding the same results as MC modeling. Also, the simulation efficiency of this DA method demonstrated considerable superiority over MC methods, except when short time steps or low channel numbers were used. PMID:22629320

Numerical realization of the variational method for generating self-trapped beams.

PubMed

Duque, Erick I; Lopez-Aguayo, Servando; Malomed, Boris A

2018-03-19

We introduce a numerical variational method based on the Rayleigh-Ritz optimization principle for predicting two-dimensional self-trapped beams in nonlinear media. This technique overcomes the limitation of the traditional variational approximation in performing analytical Lagrangian integration and differentiation. Approximate soliton solutions of a generalized nonlinear Schrödinger equation are obtained, demonstrating robustness of the beams of various types (fundamental, vortices, multipoles, azimuthons) in the course of their propagation. The algorithm offers possibilities to produce more sophisticated soliton profiles in general nonlinear models.

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.

Enhanced Approximate Nearest Neighbor via Local Area Focused Search.

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

Gonzales, Antonio; Blazier, Nicholas Paul

Approximate Nearest Neighbor (ANN) algorithms are increasingly important in machine learning, data mining, and image processing applications. There is a large family of space- partitioning ANN algorithms, such as randomized KD-Trees, that work well in practice but are limited by an exponential increase in similarity comparisons required to optimize recall. Additionally, they only support a small set of similarity metrics. We present Local Area Fo- cused Search (LAFS), a method that enhances the way queries are performed using an existing ANN index. Instead of a single query, LAFS performs a number of smaller (fewer similarity comparisons) queries and focuses onmore » a local neighborhood which is refined as candidates are identified. We show that our technique improves performance on several well known datasets and is easily extended to general similarity metrics using kernel projection techniques.« less

Safe landing area determination for a Moon lander by reachability analysis

NASA Astrophysics Data System (ADS)

Arslantaş, Yunus Emre; Oehlschlägel, Thimo; Sagliano, Marco

2016-11-01

In the last decades developments in space technology paved the way to more challenging missions like asteroid mining, space tourism and human expansion into the Solar System. These missions result in difficult tasks such as guidance schemes for re-entry, landing on celestial bodies and implementation of large angle maneuvers for spacecraft. There is a need for a safety system to increase the robustness and success of these missions. Reachability analysis meets this requirement by obtaining the set of all achievable states for a dynamical system starting from an initial condition with given admissible control inputs of the system. This paper proposes an algorithm for the approximation of nonconvex reachable sets (RS) by using optimal control. Therefore subset of the state space is discretized by equidistant points and for each grid point a distance function is defined. This distance function acts as an objective function for a related optimal control problem (OCP). Each infinite dimensional OCP is transcribed into a finite dimensional Nonlinear Programming Problem (NLP) by using Pseudospectral Methods (PSM). Finally, the NLPs are solved using available tools resulting in approximated reachable sets with information about the states of the dynamical system at these grid points. The algorithm is applied on a generic Moon landing mission. The proposed method computes approximated reachable sets and the attainable safe landing region with information about propellant consumption and time.

Network Modeling and Energy-Efficiency Optimization for Advanced Machine-to-Machine Sensor Networks

PubMed Central

Jung, Sungmo; Kim, Jong Hyun; Kim, Seoksoo

2012-01-01

Wireless machine-to-machine sensor networks with multiple radio interfaces are expected to have several advantages, including high spatial scalability, low event detection latency, and low energy consumption. Here, we propose a network model design method involving network approximation and an optimized multi-tiered clustering algorithm that maximizes node lifespan by minimizing energy consumption in a non-uniformly distributed network. Simulation results show that the cluster scales and network parameters determined with the proposed method facilitate a more efficient performance compared to existing methods. PMID:23202190

Improving Learning Performance Through Rational Resource Allocation

NASA Technical Reports Server (NTRS)

Gratch, J.; Chien, S.; DeJong, G.

1994-01-01

This article shows how rational analysis can be used to minimize learning cost for a general class of statistical learning problems. We discuss the factors that influence learning cost and show that the problem of efficient learning can be cast as a resource optimization problem. Solutions found in this way can be significantly more efficient than the best solutions that do not account for these factors. We introduce a heuristic learning algorithm that approximately solves this optimization problem and document its performance improvements on synthetic and real-world problems.

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

NASA Astrophysics Data System (ADS)

Wen, Yuanhua

2018-04-01

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

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

DOE PAGES

Roald, Line Alnaes; Andersson, Goran

2017-08-29

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

Piece-wise quadratic approximations of arbitrary error functions for fast and robust machine learning.

PubMed

Gorban, A N; Mirkes, E M; Zinovyev, A

2016-12-01

Most of machine learning approaches have stemmed from the application of minimizing the mean squared distance principle, based on the computationally efficient quadratic optimization methods. However, when faced with high-dimensional and noisy data, the quadratic error functionals demonstrated many weaknesses including high sensitivity to contaminating factors and dimensionality curse. Therefore, a lot of recent applications in machine learning exploited properties of non-quadratic error functionals based on L 1 norm or even sub-linear potentials corresponding to quasinorms L p (0

Stable sequential Kuhn-Tucker theorem in iterative form or a regularized Uzawa algorithm in a regular nonlinear programming problem

NASA Astrophysics Data System (ADS)

Sumin, M. I.

2015-06-01

A parametric nonlinear programming problem in a metric space with an operator equality constraint in a Hilbert space is studied assuming that its lower semicontinuous value function at a chosen individual parameter value has certain subdifferentiability properties in the sense of nonlinear (nonsmooth) analysis. Such subdifferentiability can be understood as the existence of a proximal subgradient or a Fréchet subdifferential. In other words, an individual problem has a corresponding generalized Kuhn-Tucker vector. Under this assumption, a stable sequential Kuhn-Tucker theorem in nondifferential iterative form is proved and discussed in terms of minimizing sequences on the basis of the dual regularization method. This theorem provides necessary and sufficient conditions for the stable construction of a minimizing approximate solution in the sense of Warga in the considered problem, whose initial data can be approximately specified. A substantial difference of the proved theorem from its classical same-named analogue is that the former takes into account the possible instability of the problem in the case of perturbed initial data and, as a consequence, allows for the inherited instability of classical optimality conditions. This theorem can be treated as a regularized generalization of the classical Uzawa algorithm to nonlinear programming problems. Finally, the theorem is applied to the "simplest" nonlinear optimal control problem, namely, to a time-optimal control problem.

Wiener Chaos and Nonlinear Filtering

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

Lototsky, S.V.

2006-11-15

The paper discusses two algorithms for solving the Zakai equation in the time-homogeneous diffusion filtering model with possible correlation between the state process and the observation noise. Both algorithms rely on the Cameron-Martin version of the Wiener chaos expansion, so that the approximate filter is a finite linear combination of the chaos elements generated by the observation process. The coefficients in the expansion depend only on the deterministic dynamics of the state and observation processes. For real-time applications, computing the coefficients in advance improves the performance of the algorithms in comparison with most other existing methods of nonlinear filtering. Themore » paper summarizes the main existing results about these Wiener chaos algorithms and resolves some open questions concerning the convergence of the algorithms in the noise-correlated setting. The presentation includes the necessary background on the Wiener chaos and optimal nonlinear filtering.« less

CO 2 water-alternating-gas injection for enhanced oil recovery: Optimal well controls and half-cycle lengths

DOE PAGES

Chen, Bailian; Reynolds, Albert C.

2018-03-11

We report that CO 2 water-alternating-gas (WAG) injection is an enhanced oil recovery method designed to improve sweep efficiency during CO 2 injection with the injected water to control the mobility of CO 2 and to stabilize the gas front. Optimization of CO 2 -WAG injection is widely regarded as a viable technique for controlling the CO 2 and oil miscible process. Poor recovery from CO 2 -WAG injection can be caused by inappropriately designed WAG parameters. In previous study (Chen and Reynolds, 2016), we proposed an algorithm to optimize the well controls which maximize the life-cycle net-present-value (NPV). However,more » the effect of injection half-cycle lengths for each injector on oil recovery or NPV has not been well investigated. In this paper, an optimization framework based on augmented Lagrangian method and the newly developed stochastic-simplex-approximate-gradient (StoSAG) algorithm is proposed to explore the possibility of simultaneous optimization of the WAG half-cycle lengths together with the well controls. Finally, the proposed framework is demonstrated with three reservoir examples.« less

Distortion outage minimization in Nakagami fading using limited feedback

NASA Astrophysics Data System (ADS)

Wang, Chih-Hong; Dey, Subhrakanti

2011-12-01

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

Optimization of Sample Points for Monitoring Arable Land Quality by Simulated Annealing while Considering Spatial Variations

PubMed Central

Wang, Junxiao; Wang, Xiaorui; Zhou, Shenglu; Wu, Shaohua; Zhu, Yan; Lu, Chunfeng

2016-01-01

With China’s rapid economic development, the reduction in arable land has emerged as one of the most prominent problems in the nation. The long-term dynamic monitoring of arable land quality is important for protecting arable land resources. An efficient practice is to select optimal sample points while obtaining accurate predictions. To this end, the selection of effective points from a dense set of soil sample points is an urgent problem. In this study, data were collected from Donghai County, Jiangsu Province, China. The number and layout of soil sample points are optimized by considering the spatial variations in soil properties and by using an improved simulated annealing (SA) algorithm. The conclusions are as follows: (1) Optimization results in the retention of more sample points in the moderate- and high-variation partitions of the study area; (2) The number of optimal sample points obtained with the improved SA algorithm is markedly reduced, while the accuracy of the predicted soil properties is improved by approximately 5% compared with the raw data; (3) With regard to the monitoring of arable land quality, a dense distribution of sample points is needed to monitor the granularity. PMID:27706051

Gradient descent for robust kernel-based regression

NASA Astrophysics Data System (ADS)

Guo, Zheng-Chu; Hu, Ting; Shi, Lei

2018-06-01

In this paper, we study the gradient descent algorithm generated by a robust loss function over a reproducing kernel Hilbert space (RKHS). The loss function is defined by a windowing function G and a scale parameter σ, which can include a wide range of commonly used robust losses for regression. There is still a gap between theoretical analysis and optimization process of empirical risk minimization based on loss: the estimator needs to be global optimal in the theoretical analysis while the optimization method can not ensure the global optimality of its solutions. In this paper, we aim to fill this gap by developing a novel theoretical analysis on the performance of estimators generated by the gradient descent algorithm. We demonstrate that with an appropriately chosen scale parameter σ, the gradient update with early stopping rules can approximate the regression function. Our elegant error analysis can lead to convergence in the standard L 2 norm and the strong RKHS norm, both of which are optimal in the mini-max sense. We show that the scale parameter σ plays an important role in providing robustness as well as fast convergence. The numerical experiments implemented on synthetic examples and real data set also support our theoretical results.

CO 2 water-alternating-gas injection for enhanced oil recovery: Optimal well controls and half-cycle lengths

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

Chen, Bailian; Reynolds, Albert C.

We report that CO 2 water-alternating-gas (WAG) injection is an enhanced oil recovery method designed to improve sweep efficiency during CO 2 injection with the injected water to control the mobility of CO 2 and to stabilize the gas front. Optimization of CO 2 -WAG injection is widely regarded as a viable technique for controlling the CO 2 and oil miscible process. Poor recovery from CO 2 -WAG injection can be caused by inappropriately designed WAG parameters. In previous study (Chen and Reynolds, 2016), we proposed an algorithm to optimize the well controls which maximize the life-cycle net-present-value (NPV). However,more » the effect of injection half-cycle lengths for each injector on oil recovery or NPV has not been well investigated. In this paper, an optimization framework based on augmented Lagrangian method and the newly developed stochastic-simplex-approximate-gradient (StoSAG) algorithm is proposed to explore the possibility of simultaneous optimization of the WAG half-cycle lengths together with the well controls. Finally, the proposed framework is demonstrated with three reservoir examples.« less

Algorithms for optimizing cross-overs in DNA shuffling.

PubMed

He, Lu; Friedman, Alan M; Bailey-Kellogg, Chris

2012-03-21

DNA shuffling generates combinatorial libraries of chimeric genes by stochastically recombining parent genes. The resulting libraries are subjected to large-scale genetic selection or screening to identify those chimeras with favorable properties (e.g., enhanced stability or enzymatic activity). While DNA shuffling has been applied quite successfully, it is limited by its homology-dependent, stochastic nature. Consequently, it is used only with parents of sufficient overall sequence identity, and provides no control over the resulting chimeric library. This paper presents efficient methods to extend the scope of DNA shuffling to handle significantly more diverse parents and to generate more predictable, optimized libraries. Our CODNS (cross-over optimization for DNA shuffling) approach employs polynomial-time dynamic programming algorithms to select codons for the parental amino acids, allowing for zero or a fixed number of conservative substitutions. We first present efficient algorithms to optimize the local sequence identity or the nearest-neighbor approximation of the change in free energy upon annealing, objectives that were previously optimized by computationally-expensive integer programming methods. We then present efficient algorithms for more powerful objectives that seek to localize and enhance the frequency of recombination by producing "runs" of common nucleotides either overall or according to the sequence diversity of the resulting chimeras. We demonstrate the effectiveness of CODNS in choosing codons and allocating substitutions to promote recombination between parents targeted in earlier studies: two GAR transformylases (41% amino acid sequence identity), two very distantly related DNA polymerases, Pol X and β (15%), and beta-lactamases of varying identity (26-47%). Our methods provide the protein engineer with a new approach to DNA shuffling that supports substantially more diverse parents, is more deterministic, and generates more predictable and more diverse chimeric libraries.

Predicting Flood in Perlis Using Ant Colony Optimization

NASA Astrophysics Data System (ADS)

Nadia Sabri, Syaidatul; Saian, Rizauddin

2017-06-01

Flood forecasting is widely being studied in order to reduce the effect of flood such as loss of property, loss of life and contamination of water supply. Usually flood occurs due to continuous heavy rainfall. This study used a variant of Ant Colony Optimization (ACO) algorithm named the Ant-Miner to develop the classification prediction model to predict flood. However, since Ant-Miner only accept discrete data, while rainfall data is a time series data, a pre-processing steps is needed to discretize the rainfall data initially. This study used a technique called the Symbolic Aggregate Approximation (SAX) to convert the rainfall time series data into discrete data. As an addition, Simple K-Means algorithm was used to cluster the data produced by SAX. The findings show that the predictive accuracy of the classification prediction model is more than 80%.

Suboptimal LQR-based spacecraft full motion control: Theory and experimentation

NASA Astrophysics Data System (ADS)

Guarnaccia, Leone; Bevilacqua, Riccardo; Pastorelli, Stefano P.

2016-05-01

This work introduces a real time suboptimal control algorithm for six-degree-of-freedom spacecraft maneuvering based on a State-Dependent-Algebraic-Riccati-Equation (SDARE) approach and real-time linearization of the equations of motion. The control strategy is sub-optimal since the gains of the linear quadratic regulator (LQR) are re-computed at each sample time. The cost function of the proposed controller has been compared with the one obtained via a general purpose optimal control software, showing, on average, an increase in control effort of approximately 15%, compensated by real-time implementability. Lastly, the paper presents experimental tests on a hardware-in-the-loop six-degree-of-freedom spacecraft simulator, designed for testing new guidance, navigation, and control algorithms for nano-satellites in a one-g laboratory environment. The tests show the real-time feasibility of the proposed approach.

Segmentation of the ovine lung in 3D CT Images

NASA Astrophysics Data System (ADS)

Shi, Lijun; Hoffman, Eric A.; Reinhardt, Joseph M.

2004-04-01

Pulmonary CT images can provide detailed information about the regional structure and function of the respiratory system. Prior to any of these analyses, however, the lungs must be identified in the CT data sets. A popular animal model for understanding lung physiology and pathophysiology is the sheep. In this paper we describe a lung segmentation algorithm for CT images of sheep. The algorithm has two main steps. The first step is lung extraction, which identifies the lung region using a technique based on optimal thresholding and connected components analysis. The second step is lung separation, which separates the left lung from the right lung by identifying the central fissure using an anatomy-based method incorporating dynamic programming and a line filter algorithm. The lung segmentation algorithm has been validated by comparing our automatic method to manual analysis for five pulmonary CT datasets. The RMS error between the computer-defined and manually-traced boundary is 0.96 mm. The segmentation requires approximately 10 minutes for a 512x512x400 dataset on a PC workstation (2.40 GHZ CPU, 2.0 GB RAM), while it takes human observer approximately two hours to accomplish the same task.

Accelerated Training for Large Feedforward Neural Networks

NASA Technical Reports Server (NTRS)

Stepniewski, Slawomir W.; Jorgensen, Charles C.

1998-01-01

In this paper we introduce a new training algorithm, the scaled variable metric (SVM) method. Our approach attempts to increase the convergence rate of the modified variable metric method. It is also combined with the RBackprop algorithm, which computes the product of the matrix of second derivatives (Hessian) with an arbitrary vector. The RBackprop method allows us to avoid computationally expensive, direct line searches. In addition, it can be utilized in the new, 'predictive' updating technique of the inverse Hessian approximation. We have used directional slope testing to adjust the step size and found that this strategy works exceptionally well in conjunction with the Rbackprop algorithm. Some supplementary, but nevertheless important enhancements to the basic training scheme such as improved setting of a scaling factor for the variable metric update and computationally more efficient procedure for updating the inverse Hessian approximation are presented as well. We summarize by comparing the SVM method with four first- and second- order optimization algorithms including a very effective implementation of the Levenberg-Marquardt method. Our tests indicate promising computational speed gains of the new training technique, particularly for large feedforward networks, i.e., for problems where the training process may be the most laborious.

Optimal Appearance Model for Visual Tracking

PubMed Central

Wang, Yuru; Jiang, Longkui; Liu, Qiaoyuan; Yin, Minghao

2016-01-01

Many studies argue that integrating multiple cues in an adaptive way increases tracking performance. However, what is the definition of adaptiveness and how to realize it remains an open issue. On the premise that the model with optimal discriminative ability is also optimal for tracking the target, this work realizes adaptiveness and robustness through the optimization of multi-cue integration models. Specifically, based on prior knowledge and current observation, a set of discrete samples are generated to approximate the foreground and background distribution. With the goal of optimizing the classification margin, an objective function is defined, and the appearance model is optimized by introducing optimization algorithms. The proposed optimized appearance model framework is embedded into a particle filter for a field test, and it is demonstrated to be robust against various kinds of complex tracking conditions. This model is general and can be easily extended to other parameterized multi-cue models. PMID:26789639

Numerical taxonomy on data: Experimental results

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

Cohen, J.; Farach, M.

1997-12-01

The numerical taxonomy problems associated with most of the optimization criteria described above are NP - hard [3, 5, 1, 4]. In, the first positive result for numerical taxonomy was presented. They showed that if e is the distance to the closest tree metric under the L{sub {infinity}} norm. i.e., e = min{sub T} [L{sub {infinity}} (T-D)], then it is possible to construct a tree T such that L{sub {infinity}} (T-D) {le} 3e, that is, they gave a 3-approximation algorithm for this problem. We will refer to this algorithm as the Single Pivot (SP) heuristic.

SOP: parallel surrogate global optimization with Pareto center selection for computationally expensive single objective problems

DOE PAGES

Krityakierne, Tipaluck; Akhtar, Taimoor; Shoemaker, Christine A.

2016-02-02

This paper presents a parallel surrogate-based global optimization method for computationally expensive objective functions that is more effective for larger numbers of processors. To reach this goal, we integrated concepts from multi-objective optimization and tabu search into, single objective, surrogate optimization. Our proposed derivative-free algorithm, called SOP, uses non-dominated sorting of points for which the expensive function has been previously evaluated. The two objectives are the expensive function value of the point and the minimum distance of the point to previously evaluated points. Based on the results of non-dominated sorting, P points from the sorted fronts are selected as centersmore » from which many candidate points are generated by random perturbations. Based on surrogate approximation, the best candidate point is subsequently selected for expensive evaluation for each of the P centers, with simultaneous computation on P processors. Centers that previously did not generate good solutions are tabu with a given tenure. We show almost sure convergence of this algorithm under some conditions. The performance of SOP is compared with two RBF based methods. The test results show that SOP is an efficient method that can reduce time required to find a good near optimal solution. In a number of cases the efficiency of SOP is so good that SOP with 8 processors found an accurate answer in less wall-clock time than the other algorithms did with 32 processors.« less

Computational alternatives to obtain time optimal jet engine control. M.S. Thesis

NASA Technical Reports Server (NTRS)

Basso, R. J.; Leake, R. J.

1976-01-01

Two computational methods to determine an open loop time optimal control sequence for a simple single spool turbojet engine are described by a set of nonlinear differential equations. Both methods are modifications of widely accepted algorithms which can solve fixed time unconstrained optimal control problems with a free right end. Constrained problems to be considered have fixed right ends and free time. Dynamic programming is defined on a standard problem and it yields a successive approximation solution to the time optimal problem of interest. A feedback control law is obtained and it is then used to determine the corresponding open loop control sequence. The Fletcher-Reeves conjugate gradient method has been selected for adaptation to solve a nonlinear optimal control problem with state variable and control constraints.

Inversion method based on stochastic optimization for particle sizing.

PubMed

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

2016-08-01

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

FDTD simulation of EM wave propagation in 3-D media

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

Wang, T.; Tripp, A.C.

1996-01-01

A finite-difference, time-domain solution to Maxwell`s equations has been developed for simulating electromagnetic wave propagation in 3-D media. The algorithm allows arbitrary electrical conductivity and permittivity variations within a model. The staggered grid technique of Yee is used to sample the fields. A new optimized second-order difference scheme is designed to approximate the spatial derivatives. Like the conventional fourth-order difference scheme, the optimized second-order scheme needs four discrete values to calculate a single derivative. However, the optimized scheme is accurate over a wider wavenumber range. Compared to the fourth-order scheme, the optimized scheme imposes stricter limitations on the time stepmore » sizes but allows coarser grids. The net effect is that the optimized scheme is more efficient in terms of computation time and memory requirement than the fourth-order scheme. The temporal derivatives are approximated by second-order central differences throughout. The Liao transmitting boundary conditions are used to truncate an open problem. A reflection coefficient analysis shows that this transmitting boundary condition works very well. However, it is subject to instability. A method that can be easily implemented is proposed to stabilize the boundary condition. The finite-difference solution is compared to closed-form solutions for conducting and nonconducting whole spaces and to an integral-equation solution for a 3-D body in a homogeneous half-space. In all cases, the finite-difference solutions are in good agreement with the other solutions. Finally, the use of the algorithm is demonstrated with a 3-D model. Numerical results show that both the magnetic field response and electric field response can be useful for shallow-depth and small-scale investigations.« less

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.

Exact consideration of data redundancies for spiral cone-beam CT

NASA Astrophysics Data System (ADS)

Lauritsch, Guenter; Katsevich, Alexander; Hirsch, Michael

2004-05-01

In multi-slice spiral computed tomography (CT) there is an obvious trend in adding more and more detector rows. The goals are numerous: volume coverage, isotropic spatial resolution, and speed. Consequently, there will be a variety of scan protocols optimizing clinical applications. Flexibility in table feed requires consideration of data redundancies to ensure efficient detector usage. Until recently this was achieved by approximate reconstruction algorithms only. However, due to the increasing cone angles there is a need of exact treatment of the cone beam geometry. A new, exact and efficient 3-PI algorithm for considering three-fold data redundancies was derived from a general, theoretical framework based on 3D Radon inversion using Grangeat's formula. The 3-PI algorithm possesses a simple and efficient structure as the 1-PI method for non-redundant data previously proposed. Filtering is one-dimensional, performed along lines with variable tilt on the detector. This talk deals with a thorough evaluation of the performance of the 3-PI algorithm in comparison to the 1-PI method. Image quality of the 3-PI algorithm is superior. The prominent spiral artifacts and other discretization artifacts are significantly reduced due to averaging effects when taking into account redundant data. Certainly signal-to-noise ratio is increased. The computational expense is comparable even to that of approximate algorithms. The 3-PI algorithm proves its practicability for applications in medical imaging. Other exact n-PI methods for n-fold data redundancies (n odd) can be deduced from the general, theoretical framework.

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

Krityakierne, Tipaluck; Akhtar, Taimoor; Shoemaker, Christine A.

This paper presents a parallel surrogate-based global optimization method for computationally expensive objective functions that is more effective for larger numbers of processors. To reach this goal, we integrated concepts from multi-objective optimization and tabu search into, single objective, surrogate optimization. Our proposed derivative-free algorithm, called SOP, uses non-dominated sorting of points for which the expensive function has been previously evaluated. The two objectives are the expensive function value of the point and the minimum distance of the point to previously evaluated points. Based on the results of non-dominated sorting, P points from the sorted fronts are selected as centersmore » from which many candidate points are generated by random perturbations. Based on surrogate approximation, the best candidate point is subsequently selected for expensive evaluation for each of the P centers, with simultaneous computation on P processors. Centers that previously did not generate good solutions are tabu with a given tenure. We show almost sure convergence of this algorithm under some conditions. The performance of SOP is compared with two RBF based methods. The test results show that SOP is an efficient method that can reduce time required to find a good near optimal solution. In a number of cases the efficiency of SOP is so good that SOP with 8 processors found an accurate answer in less wall-clock time than the other algorithms did with 32 processors.« less

Algorithms for selecting informative marker panels for population assignment.

PubMed

Rosenberg, Noah A

2005-11-01

Given a set of potential source populations, genotypes of an individual of unknown origin at a collection of markers can be used to predict the correct source population of the individual. For improved efficiency, informative markers can be chosen from a larger set of markers to maximize the accuracy of this prediction. However, selecting the loci that are individually most informative does not necessarily produce the optimal panel. Here, using genotypes from eight species--carp, cat, chicken, dog, fly, grayling, human, and maize--this univariate accumulation procedure is compared to new multivariate "greedy" and "maximin" algorithms for choosing marker panels. The procedures generally suggest similar panels, although the greedy method often recommends inclusion of loci that are not chosen by the other algorithms. In seven of the eight species, when applied to five or more markers, all methods achieve at least 94% assignment accuracy on simulated individuals, with one species--dog--producing this level of accuracy with only three markers, and the eighth species--human--requiring approximately 13-16 markers. The new algorithms produce substantial improvements over use of randomly selected markers; where differences among the methods are noticeable, the greedy algorithm leads to slightly higher probabilities of correct assignment. Although none of the approaches necessarily chooses the panel with optimal performance, the algorithms all likely select panels with performance near enough to the maximum that they all are suitable for practical use.

Design of optimized piezoelectric HDD-sliders

NASA Astrophysics Data System (ADS)

Nakasone, Paulo H.; Yoo, Jeonghoon; Silva, Emilio C. N.

2010-04-01

As storage data density in hard-disk drives (HDDs) increases for constant or miniaturizing sizes, precision positioning of HDD heads becomes a more relevant issue to ensure enormous amounts of data to be properly written and read. Since the traditional single-stage voice coil motor (VCM) cannot satisfy the positioning requirement of high-density tracks per inch (TPI) HDDs, dual-stage servo systems have been proposed to overcome this matter, by using VCMs to coarsely move the HDD head while piezoelectric actuators provides fine and fast positioning. Thus, the aim of this work is to apply topology optimization method (TOM) to design novel piezoelectric HDD heads, by finding optimal placement of base-plate and piezoelectric material to high precision positioning HDD heads. Topology optimization method is a structural optimization technique that combines the finite element method (FEM) with optimization algorithms. The laminated finite element employs the MITC (mixed interpolation of tensorial components) formulation to provide accurate and reliable results. The topology optimization uses a rational approximation of material properties to vary the material properties between 'void' and 'filled' portions. The design problem consists in generating optimal structures that provide maximal displacements, appropriate structural stiffness and resonance phenomena avoidance. The requirements are achieved by applying formulations to maximize displacements, minimize structural compliance and maximize resonance frequencies. This paper presents the implementation of the algorithms and show results to confirm the feasibility of this approach.

Using a Combined Platform of Swarm Intelligence Algorithms and GIS to Provide Land Suitability Maps for Locating Cardiac Rehabilitation Defibrillators

PubMed Central

KAFFASH-CHARANDABI, Neda; SADEGHI-NIARAKI, Abolghasem; PARK, Dong-Kyun

2015-01-01

Background: Cardiac arrest is a condition in which the heart is completely stopped and is not pumping any blood. Although most cardiac arrest cases are reported from homes or hospitals, about 20% occur in public areas. Therefore, these areas need to be investigated in terms of cardiac arrest incidence so that places of high incidence can be identified and cardiac rehabilitation defibrillators installed there. Methods: In order to investigate a study area in Petersburg, Pennsylvania State, and to determine appropriate places for installing defibrillators with 5-year period data, swarm intelligence algorithms were used. Moreover, the location of the defibrillators was determined based on the following five evaluation criteria: land use, altitude of the area, economic conditions, distance from hospitals and approximate areas of reported cases of cardiac arrest for public places that were created in geospatial information system (GIS). Results: The A-P HADEL algorithm results were more precise about 27.36%. The validation results indicated a wider coverage of real values and the verification results confirmed the faster and more exact optimization of the cost function in the PSO method. Conclusion: The study findings emphasize the necessity of applying optimal optimization methods along with GIS and precise selection of criteria in the selection of optimal locations for installing medical facilities because the selected algorithm and criteria dramatically affect the final responses. Meanwhile, providing land suitability maps for installing facilities across hot and risky spots has the potential to save many lives. PMID:26587471

OSPREY: protein design with ensembles, flexibility, and provable algorithms.

PubMed

Gainza, Pablo; Roberts, Kyle E; Georgiev, Ivelin; Lilien, Ryan H; Keedy, Daniel A; Chen, Cheng-Yu; Reza, Faisal; Anderson, Amy C; Richardson, David C; Richardson, Jane S; Donald, Bruce R

2013-01-01

We have developed a suite of protein redesign algorithms that improves realistic in silico modeling of proteins. These algorithms are based on three characteristics that make them unique: (1) improved flexibility of the protein backbone, protein side-chains, and ligand to accurately capture the conformational changes that are induced by mutations to the protein sequence; (2) modeling of proteins and ligands as ensembles of low-energy structures to better approximate binding affinity; and (3) a globally optimal protein design search, guaranteeing that the computational predictions are optimal with respect to the input model. Here, we illustrate the importance of these three characteristics. We then describe OSPREY, a protein redesign suite that implements our protein design algorithms. OSPREY has been used prospectively, with experimental validation, in several biomedically relevant settings. We show in detail how OSPREY has been used to predict resistance mutations and explain why improved flexibility, ensembles, and provability are essential for this application. OSPREY is free and open source under a Lesser GPL license. The latest version is OSPREY 2.0. The program, user manual, and source code are available at www.cs.duke.edu/donaldlab/software.php. osprey@cs.duke.edu. Copyright © 2013 Elsevier Inc. All rights reserved.

A Comparison Study of Machine Learning Based Algorithms for Fatigue Crack Growth Calculation.

PubMed

Wang, Hongxun; Zhang, Weifang; Sun, Fuqiang; Zhang, Wei

2017-05-18

The relationships between the fatigue crack growth rate ( d a / d N ) and stress intensity factor range ( Δ K ) are not always linear even in the Paris region. The stress ratio effects on fatigue crack growth rate are diverse in different materials. However, most existing fatigue crack growth models cannot handle these nonlinearities appropriately. The machine learning method provides a flexible approach to the modeling of fatigue crack growth because of its excellent nonlinear approximation and multivariable learning ability. In this paper, a fatigue crack growth calculation method is proposed based on three different machine learning algorithms (MLAs): extreme learning machine (ELM), radial basis function network (RBFN) and genetic algorithms optimized back propagation network (GABP). The MLA based method is validated using testing data of different materials. The three MLAs are compared with each other as well as the classical two-parameter model ( K * approach). The results show that the predictions of MLAs are superior to those of K * approach in accuracy and effectiveness, and the ELM based algorithms show overall the best agreement with the experimental data out of the three MLAs, for its global optimization and extrapolation ability.

Power law-based local search in spider monkey optimisation for lower order system modelling

NASA Astrophysics Data System (ADS)

Sharma, Ajay; Sharma, Harish; Bhargava, Annapurna; Sharma, Nirmala

2017-01-01

The nature-inspired algorithms (NIAs) have shown efficiency to solve many complex real-world optimisation problems. The efficiency of NIAs is measured by their ability to find adequate results within a reasonable amount of time, rather than an ability to guarantee the optimal solution. This paper presents a solution for lower order system modelling using spider monkey optimisation (SMO) algorithm to obtain a better approximation for lower order systems and reflects almost original higher order system's characteristics. Further, a local search strategy, namely, power law-based local search is incorporated with SMO. The proposed strategy is named as power law-based local search in SMO (PLSMO). The efficiency, accuracy and reliability of the proposed algorithm is tested over 20 well-known benchmark functions. Then, the PLSMO algorithm is applied to solve the lower order system modelling problem.

Tool Support for Software Lookup Table Optimization

DOE PAGES

Wilcox, Chris; Strout, Michelle Mills; Bieman, James M.

2011-01-01

A number of scientific applications are performance-limited by expressions that repeatedly call costly elementary functions. Lookup table (LUT) optimization accelerates the evaluation of such functions by reusing previously computed results. LUT methods can speed up applications that tolerate an approximation of function results, thereby achieving a high level of fuzzy reuse. One problem with LUT optimization is the difficulty of controlling the tradeoff between performance and accuracy. The current practice of manual LUT optimization adds programming effort by requiring extensive experimentation to make this tradeoff, and such hand tuning can obfuscate algorithms. In this paper we describe a methodology andmore » tool implementation to improve the application of software LUT optimization. Our Mesa tool implements source-to-source transformations for C or C++ code to automate the tedious and error-prone aspects of LUT generation such as domain profiling, error analysis, and code generation. We evaluate Mesa with five scientific applications. Our results show a performance improvement of 3.0× and 6.9× for two molecular biology algorithms, 1.4× for a molecular dynamics program, 2.1× to 2.8× for a neural network application, and 4.6× for a hydrology calculation. We find that Mesa enables LUT optimization with more control over accuracy and less effort than manual approaches.« less

Plate/shell structure topology optimization of orthotropic material for buckling problem based on independent continuous topological variables

NASA Astrophysics Data System (ADS)

Ye, Hong-Ling; Wang, Wei-Wei; Chen, Ning; Sui, Yun-Kang

2017-10-01

The purpose of the present work is to study the buckling problem with plate/shell topology optimization of orthotropic material. A model of buckling topology optimization is established based on the independent, continuous, and mapping method, which considers structural mass as objective and buckling critical loads as constraints. Firstly, composite exponential function (CEF) and power function (PF) as filter functions are introduced to recognize the element mass, the element stiffness matrix, and the element geometric stiffness matrix. The filter functions of the orthotropic material stiffness are deduced. Then these filter functions are put into buckling topology optimization of a differential equation to analyze the design sensitivity. Furthermore, the buckling constraints are approximately expressed as explicit functions with respect to the design variables based on the first-order Taylor expansion. The objective function is standardized based on the second-order Taylor expansion. Therefore, the optimization model is translated into a quadratic program. Finally, the dual sequence quadratic programming (DSQP) algorithm and the global convergence method of moving asymptotes algorithm with two different filter functions (CEF and PF) are applied to solve the optimal model. Three numerical results show that DSQP&CEF has the best performance in the view of structural mass and discretion.

Aero-thermal optimization of film cooling flow parameters on the suction surface of a high pressure turbine blade

NASA Astrophysics Data System (ADS)

El Ayoubi, Carole; Hassan, Ibrahim; Ghaly, Wahid

2012-11-01

This paper aims to optimize film coolant flow parameters on the suction surface of a high-pressure gas turbine blade in order to obtain an optimum compromise between a superior cooling performance and a minimum aerodynamic penalty. An optimization algorithm coupled with three-dimensional Reynolds-averaged Navier Stokes analysis is used to determine the optimum film cooling configuration. The VKI blade with two staggered rows of axially oriented, conically flared, film cooling holes on its suction surface is considered. Two design variables are selected; the coolant to mainstream temperature ratio and total pressure ratio. The optimization objective consists of maximizing the spatially averaged film cooling effectiveness and minimizing the aerodynamic penalty produced by film cooling. The effect of varying the coolant flow parameters on the film cooling effectiveness and the aerodynamic loss is analyzed using an optimization method and three dimensional steady CFD simulations. The optimization process consists of a genetic algorithm and a response surface approximation of the artificial neural network type to provide low-fidelity predictions of the objective function. The CFD simulations are performed using the commercial software CFX. The numerical predictions of the aero-thermal performance is validated against a well-established experimental database.

Optimal time points sampling in pathway modelling.

PubMed

Hu, Shiyan

2004-01-01

Modelling cellular dynamics based on experimental data is at the heart of system biology. Considerable progress has been made to dynamic pathway modelling as well as the related parameter estimation. However, few of them gives consideration for the issue of optimal sampling time selection for parameter estimation. Time course experiments in molecular biology rarely produce large and accurate data sets and the experiments involved are usually time consuming and expensive. Therefore, to approximate parameters for models with only few available sampling data is of significant practical value. For signal transduction, the sampling intervals are usually not evenly distributed and are based on heuristics. In the paper, we investigate an approach to guide the process of selecting time points in an optimal way to minimize the variance of parameter estimates. In the method, we first formulate the problem to a nonlinear constrained optimization problem by maximum likelihood estimation. We then modify and apply a quantum-inspired evolutionary algorithm, which combines the advantages of both quantum computing and evolutionary computing, to solve the optimization problem. The new algorithm does not suffer from the morass of selecting good initial values and being stuck into local optimum as usually accompanied with the conventional numerical optimization techniques. The simulation results indicate the soundness of the new method.

Modeling salt-mediated electrostatics of macromolecules: the discrete surface charge optimization algorithm and its application to the nucleosome.

PubMed

Beard, D A; Schlick, T

2001-01-01

Much progress has been achieved on quantitative assessment of electrostatic interactions on the all-atom level by molecular mechanics and dynamics, as well as on the macroscopic level by models of continuum solvation. Bridging of the two representations-an area of active research-is necessary for studying integrated functions of large systems of biological importance. Following perspectives of both discrete (N-body) interaction and continuum solvation, we present a new algorithm, DiSCO (Discrete Surface Charge Optimization), for economically describing the electrostatic field predicted by Poisson-Boltzmann theory using a discrete set of Debye-Hückel charges distributed on a virtual surface enclosing the macromolecule. The procedure in DiSCO relies on the linear behavior of the Poisson-Boltzmann equation in the far zone; thus contributions from a number of molecules may be superimposed, and the electrostatic potential, or equivalently the electrostatic field, may be quickly and efficiently approximated by the summation of contributions from the set of charges. The desired accuracy of this approximation is achieved by minimizing the difference between the Poisson-Boltzmann electrostatic field and that produced by the linearized Debye-Hückel approximation using our truncated Newton optimization package. DiSCO is applied here to describe the salt-dependent electrostatic environment of the nucleosome core particle in terms of several hundred surface charges. This representation forms the basis for modeling-by dynamic simulations (or Monte Carlo)-the folding of chromatin. DiSCO can be applied more generally to many macromolecular systems whose size and complexity warrant a model resolution between the all-atom and macroscopic levels. Copyright 2000 John Wiley & Sons, Inc.

The approximation of anomalous magnetic field by array of magnetized rods

NASA Astrophysics Data System (ADS)

Denis, Byzov; Lev, Muravyev; Natalia, Fedorova

2017-07-01

The method for calculation the vertical component of an anomalous magnetic field from its absolute value is presented. Conversion is based on the approximation of magnetic induction module anomalies by the set of singular sources and the subsequent calculation for the vertical component of the field with the chosen distribution. The rods that are uniformly magnetized along their axis were used as a set of singular sources. Applicability analysis of different methods of nonlinear optimization for solving the given task was carried out. The algorithm is implemented using the parallel computing technology on the NVidia GPU. The approximation and calculation of vertical component is demonstrated for regional magnetic field of North Eurasia territories.

Algorithms in Discrepancy Theory and Lattices

NASA Astrophysics Data System (ADS)

Ramadas, Harishchandra

This thesis deals with algorithmic problems in discrepancy theory and lattices, and is based on two projects I worked on while at the University of Washington in Seattle. A brief overview is provided in Chapter 1 (Introduction). Chapter 2 covers joint work with Avi Levy and Thomas Rothvoss in the field of discrepancy minimization. A well-known theorem of Spencer shows that any set system with n sets over n elements admits a coloring of discrepancy O(√n). While the original proof was non-constructive, recent progress brought polynomial time algorithms by Bansal, Lovett and Meka, and Rothvoss. All those algorithms are randomized, even though Bansal's algorithm admitted a complicated derandomization. We propose an elegant deterministic polynomial time algorithm that is inspired by Lovett-Meka as well as the Multiplicative Weight Update method. The algorithm iteratively updates a fractional coloring while controlling the exponential weights that are assigned to the set constraints. A conjecture by Meka suggests that Spencer's bound can be generalized to symmetric matrices. We prove that n x n matrices that are block diagonal with block size q admit a coloring of discrepancy O(√n . √log(q)). Bansal, Dadush and Garg recently gave a randomized algorithm to find a vector x with entries in {-1,1} with ∥Ax∥infinity ≤ O(√log n) in polynomial time, where A is any matrix whose columns have length at most 1. We show that our method can be used to deterministically obtain such a vector. In Chapter 3, we discuss a result in the broad area of lattices and integer optimization, in joint work with Rebecca Hoberg, Thomas Rothvoss and Xin Yang. The number balancing (NBP) problem is the following: given real numbers a1,...,an in [0,1], find two disjoint subsets I1,I2 of [ n] so that the difference |sumi∈I1a i - sumi∈I2ai| of their sums is minimized. An application of the pigeonhole principle shows that there is always a solution where the difference is at most O √n/2n). Finding the minimum, however, is NP-hard. In polynomial time, the differencing algorithm by Karmarkar and Karp from 1982 can produce a solution with difference at most n-theta(log n), but no further improvement has been made since then. We show a relationship between NBP and Minkowski's Theorem. First we show that an approximate oracle for Minkowski's Theorem gives an approximate NBP oracle. Perhaps more surprisingly, we show that an approximate NBP oracle gives an approximate Minkowski oracle. In particular, we prove that any polynomial time algorithm that guarantees a solution of difference at most 2√n/2 n would give a polynomial approximation for Minkowski as well as a polynomial factor approximation algorithm for the Shortest Vector Problem.

Approximation concepts for efficient structural synthesis

NASA Technical Reports Server (NTRS)

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

1976-01-01

It is shown that efficient structural synthesis capabilities can be created by using approximation concepts to mesh finite element structural analysis methods with nonlinear mathematical programming techniques. The history of the application of mathematical programming techniques to structural design optimization problems is reviewed. Several rather general approximation concepts are described along with the technical foundations of the ACCESS 1 computer program, which implements several approximation concepts. A substantial collection of structural design problems involving truss and idealized wing structures is presented. It is concluded that since the basic ideas employed in creating the ACCESS 1 program are rather general, its successful development supports the contention that the introduction of approximation concepts will lead to the emergence of a new generation of practical and efficient, large scale, structural synthesis capabilities in which finite element analysis methods and mathematical programming algorithms will play a central role.

Effect of a limited-enforcement intelligent tutoring system in dermatopathology on student errors, goals and solution paths.

PubMed

Payne, Velma L; Medvedeva, Olga; Legowski, Elizabeth; Castine, Melissa; Tseytlin, Eugene; Jukic, Drazen; Crowley, Rebecca S

2009-11-01

Determine effects of a limited-enforcement intelligent tutoring system in dermatopathology on student errors, goals and solution paths. Determine if limited enforcement in a medical tutoring system inhibits students from learning the optimal and most efficient solution path. Describe the type of deviations from the optimal solution path that occur during tutoring, and how these deviations change over time. Determine if the size of the problem-space (domain scope), has an effect on learning gains when using a tutor with limited enforcement. Analyzed data mined from 44 pathology residents using SlideTutor-a Medical Intelligent Tutoring System in Dermatopathology that teaches histopathologic diagnosis and reporting skills based on commonly used diagnostic algorithms. Two subdomains were included in the study representing sub-algorithms of different sizes and complexities. Effects of the tutoring system on student errors, goal states and solution paths were determined. Students gradually increase the frequency of steps that match the tutoring system's expectation of expert performance. Frequency of errors gradually declines in all categories of error significance. Student performance frequently differs from the tutor-defined optimal path. However, as students continue to be tutored, they approach the optimal solution path. Performance in both subdomains was similar for both errors and goal differences. However, the rate at which students progress toward the optimal solution path differs between the two domains. Tutoring in superficial perivascular dermatitis, the larger and more complex domain was associated with a slower rate of approximation towards the optimal solution path. Students benefit from a limited-enforcement tutoring system that leverages diagnostic algorithms but does not prevent alternative strategies. Even with limited enforcement, students converge toward the optimal solution path.

Efficient Mean Field Variational Algorithm for Data Assimilation (Invited)

NASA Astrophysics Data System (ADS)

Vrettas, M. D.; Cornford, D.; Opper, M.

2013-12-01

Data assimilation algorithms combine available observations of physical systems with the assumed model dynamics in a systematic manner, to produce better estimates of initial conditions for prediction. Broadly they can be categorized in three main approaches: (a) sequential algorithms, (b) sampling methods and (c) variational algorithms which transform the density estimation problem to an optimization problem. However, given finite computational resources, only a handful of ensemble Kalman filters and 4DVar algorithms have been applied operationally to very high dimensional geophysical applications, such as weather forecasting. In this paper we present a recent extension to our variational Bayesian algorithm which seeks the ';optimal' posterior distribution over the continuous time states, within a family of non-stationary Gaussian processes. Our initial work on variational Bayesian approaches to data assimilation, unlike the well-known 4DVar method which seeks only the most probable solution, computes the best time varying Gaussian process approximation to the posterior smoothing distribution for dynamical systems that can be represented by stochastic differential equations. This approach was based on minimising the Kullback-Leibler divergence, over paths, between the true posterior and our Gaussian process approximation. Whilst the observations were informative enough to keep the posterior smoothing density close to Gaussian the algorithm proved very effective on low dimensional systems (e.g. O(10)D). However for higher dimensional systems, the high computational demands make the algorithm prohibitively expensive. To overcome the difficulties presented in the original framework and make our approach more efficient in higher dimensional systems we have been developing a new mean field version of the algorithm which treats the state variables at any given time as being independent in the posterior approximation, while still accounting for their relationships in the mean solution arising from the original system dynamics. Here we present this new mean field approach, illustrating its performance on a range of benchmark data assimilation problems whose dimensionality varies from O(10) to O(10^3)D. We emphasise that the variational Bayesian approach we adopt, unlike other variational approaches, provides a natural bound on the marginal likelihood of the observations given the model parameters which also allows for inference of (hyper-) parameters such as observational errors, parameters in the dynamical model and model error representation. We also stress that since our approach is intrinsically parallel it can be implemented very efficiently to address very long data assimilation time windows. Moreover, like most traditional variational approaches our Bayesian variational method has the benefit of being posed as an optimisation problem therefore its complexity can be tuned to the available computational resources. We finish with a sketch of possible future directions.

On the Motion of Agents across Terrain with Obstacles

NASA Astrophysics Data System (ADS)

Kuznetsov, A. V.

2018-01-01

The paper is devoted to finding the time optimal route of an agent travelling across a region from a given source point to a given target point. At each point of this region, a maximum allowed speed is specified. This speed limit may vary in time. The continuous statement of this problem and the case when the agent travels on a grid with square cells are considered. In the latter case, the time is also discrete, and the number of admissible directions of motion at each point in time is eight. The existence of an optimal solution of this problem is proved, and estimates of the approximate solution obtained on the grid are obtained. It is found that decreasing the size of cells below a certain limit does not further improve the approximation. These results can be used to estimate the quasi-optimal trajectory of the agent motion across the rugged terrain produced by an algorithm based on a cellular automaton that was earlier developed by the author.

On the complexity and approximability of some Euclidean optimal summing problems

NASA Astrophysics Data System (ADS)

Eremeev, A. V.; Kel'manov, A. V.; Pyatkin, A. V.

2016-10-01

The complexity status of several well-known discrete optimization problems with the direction of optimization switching from maximum to minimum is analyzed. The task is to find a subset of a finite set of Euclidean points (vectors). In these problems, the objective functions depend either only on the norm of the sum of the elements from the subset or on this norm and the cardinality of the subset. It is proved that, if the dimension of the space is a part of the input, then all these problems are strongly NP-hard. Additionally, it is shown that, if the space dimension is fixed, then all the problems are NP-hard even for dimension 2 (on a plane) and there are no approximation algorithms with a guaranteed accuracy bound for them unless P = NP. It is shown that, if the coordinates of the input points are integer, then all the problems can be solved in pseudopolynomial time in the case of a fixed space dimension.

Optimal Fault-Tolerant Control for Discrete-Time Nonlinear Strict-Feedback Systems Based on Adaptive Critic Design.

PubMed

Wang, Zhanshan; Liu, Lei; Wu, Yanming; Zhang, Huaguang

2018-06-01

This paper investigates the problem of optimal fault-tolerant control (FTC) for a class of unknown nonlinear discrete-time systems with actuator fault in the framework of adaptive critic design (ACD). A pivotal highlight is the adaptive auxiliary signal of the actuator fault, which is designed to offset the effect of the fault. The considered systems are in strict-feedback forms and involve unknown nonlinear functions, which will result in the causal problem. To solve this problem, the original nonlinear systems are transformed into a novel system by employing the diffeomorphism theory. Besides, the action neural networks (ANNs) are utilized to approximate a predefined unknown function in the backstepping design procedure. Combined the strategic utility function and the ACD technique, a reinforcement learning algorithm is proposed to set up an optimal FTC, in which the critic neural networks (CNNs) provide an approximate structure of the cost function. In this case, it not only guarantees the stability of the systems, but also achieves the optimal control performance as well. In the end, two simulation examples are used to show the effectiveness of the proposed optimal FTC strategy.

Adaptive DFT-Based Interferometer Fringe Tracking

NASA Astrophysics Data System (ADS)

Wilson, Edward; Pedretti, Ettore; Bregman, Jesse; Mah, Robert W.; Traub, Wesley A.

An automatic interferometer fringe tracking system has been developed, implemented, and tested at the Infrared Optical Telescope Array (IOTA) Observatory at Mount Hopkins, Arizona. The system can minimize the optical path differences (OPDs) for all three baselines of the Michelson stellar interferometer at IOTA. Based on sliding window discrete Fourier-transform (DFT) calculations that were optimized for computational efficiency and robustness to atmospheric disturbances, the algorithm has also been tested extensively on offline data. Implemented in ANSI C on the 266 MHz PowerPC processor running the VxWorks real-time operating system, the algorithm runs in approximately 2.0 milliseconds per scan (including all three interferograms), using the science camera and piezo scanners to measure and correct the OPDs. The adaptive DFT-based tracking algorithm should be applicable to other systems where there is a need to detect or track a signal with an approximately constant-frequency carrier pulse. One example of such an application might be to the field of thin-film measurement by ellipsometry, using a broadband light source and a Fourier-transform spectrometer to detect the resulting fringe patterns.

Algebraic grid generation using tensor product B-splines. Ph.D. Thesis

NASA Technical Reports Server (NTRS)

Saunders, B. V.

1985-01-01

Finite difference methods are more successful if the accompanying grid has lines which are smooth and nearly orthogonal. The development of an algorithm which produces such a grid when given the boundary description. Topological considerations in structuring the grid generation mapping are discussed. The concept of the degree of a mapping and how it can be used to determine what requirements are necessary if a mapping is to produce a suitable grid is examined. The grid generation algorithm uses a mapping composed of bicubic B-splines. Boundary coefficients are chosen so that the splines produce Schoenberg's variation diminishing spline approximation to the boundary. Interior coefficients are initially chosen to give a variation diminishing approximation to the transfinite bilinear interpolant of the function mapping the boundary of the unit square onto the boundary grid. The practicality of optimizing the grid by minimizing a functional involving the Jacobian of the grid generation mapping at each interior grid point and the dot product of vectors tangent to the grid lines is investigated. Grids generated by using the algorithm are presented.

Adaptive DFT-Based Interferometer Fringe Tracking

NASA Astrophysics Data System (ADS)

Wilson, Edward; Pedretti, Ettore; Bregman, Jesse; Mah, Robert W.; Traub, Wesley A.

2005-12-01

An automatic interferometer fringe tracking system has been developed, implemented, and tested at the Infrared Optical Telescope Array (IOTA) Observatory at Mount Hopkins, Arizona. The system can minimize the optical path differences (OPDs) for all three baselines of the Michelson stellar interferometer at IOTA. Based on sliding window discrete Fourier-transform (DFT) calculations that were optimized for computational efficiency and robustness to atmospheric disturbances, the algorithm has also been tested extensively on offline data. Implemented in ANSI C on the 266 MHz PowerPC processor running the VxWorks real-time operating system, the algorithm runs in approximately [InlineEquation not available: see fulltext.] milliseconds per scan (including all three interferograms), using the science camera and piezo scanners to measure and correct the OPDs. The adaptive DFT-based tracking algorithm should be applicable to other systems where there is a need to detect or track a signal with an approximately constant-frequency carrier pulse. One example of such an application might be to the field of thin-film measurement by ellipsometry, using a broadband light source and a Fourier-transform spectrometer to detect the resulting fringe patterns.

Dual methods and approximation concepts in structural synthesis

NASA Technical Reports Server (NTRS)

Fleury, C.; Schmit, L. A., Jr.

1980-01-01

Approximation concepts and dual method algorithms are combined to create a method for minimum weight design of structural systems. Approximation concepts convert the basic mathematical programming statement of the structural synthesis problem into a sequence of explicit primal problems of separable form. These problems are solved by constructing explicit dual functions, which are maximized subject to nonnegativity constraints on the dual variables. It is shown that the joining together of approximation concepts and dual methods can be viewed as a generalized optimality criteria approach. The dual method is successfully extended to deal with pure discrete and mixed continuous-discrete design variable problems. The power of the method presented is illustrated with numerical results for example problems, including a metallic swept wing and a thin delta wing with fiber composite skins.

Smooth function approximation using neural networks.

PubMed

Ferrari, Silvia; Stengel, Robert F

2005-01-01

An algebraic approach for representing multidimensional nonlinear functions by feedforward neural networks is presented. In this paper, the approach is implemented for the approximation of smooth batch data containing the function's input, output, and possibly, gradient information. The training set is associated to the network adjustable parameters by nonlinear weight equations. The cascade structure of these equations reveals that they can be treated as sets of linear systems. Hence, the training process and the network approximation properties can be investigated via linear algebra. Four algorithms are developed to achieve exact or approximate matching of input-output and/or gradient-based training sets. Their application to the design of forward and feedback neurocontrollers shows that algebraic training is characterized by faster execution speeds and better generalization properties than contemporary optimization techniques.

Parameter identification in ODE models with oscillatory dynamics: a Fourier regularization approach

NASA Astrophysics Data System (ADS)

Chiara D'Autilia, Maria; Sgura, Ivonne; Bozzini, Benedetto

2017-12-01

In this paper we consider a parameter identification problem (PIP) for data oscillating in time, that can be described in terms of the dynamics of some ordinary differential equation (ODE) model, resulting in an optimization problem constrained by the ODEs. In problems with this type of data structure, simple application of the direct method of control theory (discretize-then-optimize) yields a least-squares cost function exhibiting multiple ‘low’ minima. Since in this situation any optimization algorithm is liable to fail in the approximation of a good solution, here we propose a Fourier regularization approach that is able to identify an iso-frequency manifold {{ S}} of codimension-one in the parameter space \

Boundary control of bidomain equations with state-dependent switching source functions in the ionic model

NASA Astrophysics Data System (ADS)

Chamakuri, Nagaiah; Engwer, Christian; Kunisch, Karl

2014-09-01

Optimal control for cardiac electrophysiology based on the bidomain equations in conjunction with the Fenton-Karma ionic model is considered. This generic ventricular model approximates well the restitution properties and spiral wave behavior of more complex ionic models of cardiac action potentials. However, it is challenging due to the appearance of state-dependent discontinuities in the source terms. A computational framework for the numerical realization of optimal control problems is presented. Essential ingredients are a shape calculus based treatment of the sensitivities of the discontinuous source terms and a marching cubes algorithm to track iso-surface of excitation wavefronts. Numerical results exhibit successful defibrillation by applying an optimally controlled extracellular stimulus.

Optimal ancilla-free Pauli+V circuits for axial rotations

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

Blass, Andreas; Bocharov, Alex; Gurevich, Yuri

We address the problem of optimal representation of single-qubit rotations in a certain unitary basis consisting of the so-called V gates and Pauli matrices. The V matrices were proposed by Lubotsky, Philips, and Sarnak [Commun. Pure Appl. Math. 40, 401–420 (1987)] as a purely geometric construct in 1987 and recently found applications in quantum computation. They allow for exceptionally simple quantum circuit synthesis algorithms based on quaternionic factorization. We adapt the deterministic-search technique initially proposed by Ross and Selinger to synthesize approximating Pauli+V circuits of optimal depth for single-qubit axial rotations. Our synthesis procedure based on simple SL{sub 2}(ℤ) geometrymore » is almost elementary.« less

Efficient determination of the uncertainty for the optimization of SPECT system design: a subsampled fisher information matrix.

PubMed

Fuin, Niccolo; Pedemonte, Stefano; Arridge, Simon; Ourselin, Sebastien; Hutton, Brian F

2014-03-01

System designs in single photon emission tomography (SPECT) can be evaluated based on the fundamental trade-off between bias and variance that can be achieved in the reconstruction of emission tomograms. This trade off can be derived analytically using the Cramer-Rao type bounds, which imply the calculation and the inversion of the Fisher information matrix (FIM). The inverse of the FIM expresses the uncertainty associated to the tomogram, enabling the comparison of system designs. However, computing, storing and inverting the FIM is not practical with 3-D imaging systems. In order to tackle the problem of the computational load in calculating the inverse of the FIM, a method based on the calculation of the local impulse response and the variance, in a single point, from a single row of the FIM, has been previously proposed for system design. However this approximation (circulant approximation) does not capture the global interdependence between the variables in shift-variant systems such as SPECT, and cannot account e.g., for data truncation or missing data. Our new formulation relies on subsampling the FIM. The FIM is calculated over a subset of voxels arranged in a grid that covers the whole volume. Every element of the FIM at the grid points is calculated exactly, accounting for the acquisition geometry and for the object. This new formulation reduces the computational complexity in estimating the uncertainty, but nevertheless accounts for the global interdependence between the variables, enabling the exploration of design spaces hindered by the circulant approximation. The graphics processing unit accelerated implementation of the algorithm reduces further the computation times, making the algorithm a good candidate for real-time optimization of adaptive imaging systems. This paper describes the subsampled FIM formulation and implementation details. The advantages and limitations of the new approximation are explored, in comparison with the circulant approximation, in the context of design optimization of a parallel-hole collimator SPECT system and of an adaptive imaging system (similar to the commercially available D-SPECT).

Modeling metabolic networks in C. glutamicum: a comparison of rate laws in combination with various parameter optimization strategies

PubMed Central

Dräger, Andreas; Kronfeld, Marcel; Ziller, Michael J; Supper, Jochen; Planatscher, Hannes; Magnus, Jørgen B; Oldiges, Marco; Kohlbacher, Oliver; Zell, Andreas

2009-01-01

Background To understand the dynamic behavior of cellular systems, mathematical modeling is often necessary and comprises three steps: (1) experimental measurement of participating molecules, (2) assignment of rate laws to each reaction, and (3) parameter calibration with respect to the measurements. In each of these steps the modeler is confronted with a plethora of alternative approaches, e. g., the selection of approximative rate laws in step two as specific equations are often unknown, or the choice of an estimation procedure with its specific settings in step three. This overall process with its numerous choices and the mutual influence between them makes it hard to single out the best modeling approach for a given problem. Results We investigate the modeling process using multiple kinetic equations together with various parameter optimization methods for a well-characterized example network, the biosynthesis of valine and leucine in C. glutamicum. For this purpose, we derive seven dynamic models based on generalized mass action, Michaelis-Menten and convenience kinetics as well as the stochastic Langevin equation. In addition, we introduce two modeling approaches for feedback inhibition to the mass action kinetics. The parameters of each model are estimated using eight optimization strategies. To determine the most promising modeling approaches together with the best optimization algorithms, we carry out a two-step benchmark: (1) coarse-grained comparison of the algorithms on all models and (2) fine-grained tuning of the best optimization algorithms and models. To analyze the space of the best parameters found for each model, we apply clustering, variance, and correlation analysis. Conclusion A mixed model based on the convenience rate law and the Michaelis-Menten equation, in which all reactions are assumed to be reversible, is the most suitable deterministic modeling approach followed by a reversible generalized mass action kinetics model. A Langevin model is advisable to take stochastic effects into account. To estimate the model parameters, three algorithms are particularly useful: For first attempts the settings-free Tribes algorithm yields valuable results. Particle swarm optimization and differential evolution provide significantly better results with appropriate settings. PMID:19144170

Simulation-based optimization of lattice support structures for offshore wind energy converters with the simultaneous perturbation algorithm

NASA Astrophysics Data System (ADS)

Molde, H.; Zwick, D.; Muskulus, M.

2014-12-01

Support structures for offshore wind turbines are contributing a large part to the total project cost, and a cost saving of a few percent would have considerable impact. At present support structures are designed with simplified methods, e.g., spreadsheet analysis, before more detailed load calculations are performed. Due to the large number of loadcases only a few semimanual design iterations are typically executed. Computer-assisted optimization algorithms could help to further explore design limits and avoid unnecessary conservatism. In this study the simultaneous perturbation stochastic approximation method developed by Spall in the 1990s was assessed with respect to its suitability for support structure optimization. The method depends on a few parameters and an objective function that need to be chosen carefully. In each iteration the structure is evaluated by time-domain analyses, and joint fatigue lifetimes and ultimate strength utilization are computed from stress concentration factors. A pseudo-gradient is determined from only two analysis runs and the design is adjusted in the direction that improves it the most. The algorithm is able to generate considerably improved designs, compared to other methods, in a few hundred iterations, which is demonstrated for the NOWITECH 10 MW reference turbine.

Optimal design of structures for earthquake loads by a hybrid RBF-BPSO method

NASA Astrophysics Data System (ADS)

Salajegheh, Eysa; Gholizadeh, Saeed; Khatibinia, Mohsen

2008-03-01

The optimal seismic design of structures requires that time history analyses (THA) be carried out repeatedly. This makes the optimal design process inefficient, in particular, if an evolutionary algorithm is used. To reduce the overall time required for structural optimization, two artificial intelligence strategies are employed. In the first strategy, radial basis function (RBF) neural networks are used to predict the time history responses of structures in the optimization flow. In the second strategy, a binary particle swarm optimization (BPSO) is used to find the optimum design. Combining the RBF and BPSO, a hybrid RBF-BPSO optimization method is proposed in this paper, which achieves fast optimization with high computational performance. Two examples are presented and compared to determine the optimal weight of structures under earthquake loadings using both exact and approximate analyses. The numerical results demonstrate the computational advantages and effectiveness of the proposed hybrid RBF-BPSO optimization method for the seismic design of structures.

An Optimal Order Nonnested Mixed Multigrid Method for Generalized Stokes Problems

NASA Technical Reports Server (NTRS)

Deng, Qingping

1996-01-01

A multigrid algorithm is developed and analyzed for generalized Stokes problems discretized by various nonnested mixed finite elements within a unified framework. It is abstractly proved by an element-independent analysis that the multigrid algorithm converges with an optimal order if there exists a 'good' prolongation operator. A technique to construct a 'good' prolongation operator for nonnested multilevel finite element spaces is proposed. Its basic idea is to introduce a sequence of auxiliary nested multilevel finite element spaces and define a prolongation operator as a composite operator of two single grid level operators. This makes not only the construction of a prolongation operator much easier (the final explicit forms of such prolongation operators are fairly simple), but the verification of the approximate properties for prolongation operators is also simplified. Finally, as an application, the framework and technique is applied to seven typical nonnested mixed finite elements.

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.

Don't Fear Optimality: Sampling for Probabilistic-Logic Sequence Models

NASA Astrophysics Data System (ADS)

Thon, Ingo

One of the current challenges in artificial intelligence is modeling dynamic environments that change due to the actions or activities undertaken by people or agents. The task of inferring hidden states, e.g. the activities or intentions of people, based on observations is called filtering. Standard probabilistic models such as Dynamic Bayesian Networks are able to solve this task efficiently using approximative methods such as particle filters. However, these models do not support logical or relational representations. The key contribution of this paper is the upgrade of a particle filter algorithm for use with a probabilistic logical representation through the definition of a proposal distribution. The performance of the algorithm depends largely on how well this distribution fits the target distribution. We adopt the idea of logical compilation into Binary Decision Diagrams for sampling. This allows us to use the optimal proposal distribution which is normally prohibitively slow.

Spectral methods in machine learning and new strategies for very large datasets

PubMed Central

Belabbas, Mohamed-Ali; Wolfe, Patrick J.

2009-01-01

Spectral methods are of fundamental importance in statistics and machine learning, because they underlie algorithms from classical principal components analysis to more recent approaches that exploit manifold structure. In most cases, the core technical problem can be reduced to computing a low-rank approximation to a positive-definite kernel. For the growing number of applications dealing with very large or high-dimensional datasets, however, the optimal approximation afforded by an exact spectral decomposition is too costly, because its complexity scales as the cube of either the number of training examples or their dimensionality. Motivated by such applications, we present here 2 new algorithms for the approximation of positive-semidefinite kernels, together with error bounds that improve on results in the literature. We approach this problem by seeking to determine, in an efficient manner, the most informative subset of our data relative to the kernel approximation task at hand. This leads to two new strategies based on the Nyström method that are directly applicable to massive datasets. The first of these—based on sampling—leads to a randomized algorithm whereupon the kernel induces a probability distribution on its set of partitions, whereas the latter approach—based on sorting—provides for the selection of a partition in a deterministic way. We detail their numerical implementation and provide simulation results for a variety of representative problems in statistical data analysis, each of which demonstrates the improved performance of our approach relative to existing methods. PMID:19129490

The estimation of lower refractivity uncertainty from radar sea clutter using the Bayesian—MCMC method

NASA Astrophysics Data System (ADS)

Sheng, Zheng

2013-02-01

The estimation of lower atmospheric refractivity from radar sea clutter (RFC) is a complicated nonlinear optimization problem. This paper deals with the RFC problem in a Bayesian framework. It uses the unbiased Markov Chain Monte Carlo (MCMC) sampling technique, which can provide accurate posterior probability distributions of the estimated refractivity parameters by using an electromagnetic split-step fast Fourier transform terrain parabolic equation propagation model within a Bayesian inversion framework. In contrast to the global optimization algorithm, the Bayesian—MCMC can obtain not only the approximate solutions, but also the probability distributions of the solutions, that is, uncertainty analyses of solutions. The Bayesian—MCMC algorithm is implemented on the simulation radar sea-clutter data and the real radar sea-clutter data. Reference data are assumed to be simulation data and refractivity profiles are obtained using a helicopter. The inversion algorithm is assessed (i) by comparing the estimated refractivity profiles from the assumed simulation and the helicopter sounding data; (ii) the one-dimensional (1D) and two-dimensional (2D) posterior probability distribution of solutions.

Optimization of Self-Directed Target Coverage in Wireless Multimedia Sensor Network

PubMed Central

Yang, Yang; Wang, Yufei; Pi, Dechang; Wang, Ruchuan

2014-01-01

Video and image sensors in wireless multimedia sensor networks (WMSNs) have directed view and limited sensing angle. So the methods to solve target coverage problem for traditional sensor networks, which use circle sensing model, are not suitable for WMSNs. Based on the FoV (field of view) sensing model and FoV disk model proposed, how expected multimedia sensor covers the target is defined by the deflection angle between target and the sensor's current orientation and the distance between target and the sensor. Then target coverage optimization algorithms based on expected coverage value are presented for single-sensor single-target, multisensor single-target, and single-sensor multitargets problems distinguishingly. Selecting the orientation that sensor rotated to cover every target falling in the FoV disk of that sensor for candidate orientations and using genetic algorithm to multisensor multitargets problem, which has NP-complete complexity, then result in the approximated minimum subset of sensors which covers all the targets in networks. Simulation results show the algorithm's performance and the effect of number of targets on the resulting subset. PMID:25136667

A practical approximation algorithm for solving massive instances of hybridization number for binary and nonbinary trees.

PubMed

van Iersel, Leo; Kelk, Steven; Lekić, Nela; Scornavacca, Celine

2014-05-05

Reticulate events play an important role in determining evolutionary relationships. The problem of computing the minimum number of such events to explain discordance between two phylogenetic trees is a hard computational problem. Even for binary trees, exact solvers struggle to solve instances with reticulation number larger than 40-50. Here we present CycleKiller and NonbinaryCycleKiller, the first methods to produce solutions verifiably close to optimality for instances with hundreds or even thousands of reticulations. Using simulations, we demonstrate that these algorithms run quickly for large and difficult instances, producing solutions that are very close to optimality. As a spin-off from our simulations we also present TerminusEst, which is the fastest exact method currently available that can handle nonbinary trees: this is used to measure the accuracy of the NonbinaryCycleKiller algorithm. All three methods are based on extensions of previous theoretical work (SIDMA 26(4):1635-1656, TCBB 10(1):18-25, SIDMA 28(1):49-66) and are publicly available. We also apply our methods to real data.

Genetic Networks and Anticipation of Gene Expression Patterns

NASA Astrophysics Data System (ADS)

Gebert, J.; Lätsch, M.; Pickl, S. W.; Radde, N.; Weber, G.-W.; Wünschiers, R.

2004-08-01

An interesting problem for computational biology is the analysis of time-series expression data. Here, the application of modern methods from dynamical systems, optimization theory, numerical algorithms and the utilization of implicit discrete information lead to a deeper understanding. In [1], we suggested to represent the behavior of time-series gene expression patterns by a system of ordinary differential equations, which we analytically and algorithmically investigated under the parametrical aspect of stability or instability. Our algorithm strongly exploited combinatorial information. In this paper, we deepen, extend and exemplify this study from the viewpoint of underlying mathematical modelling. This modelling consists in evaluating DNA-microarray measurements as the basis of anticipatory prediction, in the choice of a smooth model given by differential equations, in an approach of the right-hand side with parametric matrices, and in a discrete approximation which is a least squares optimization problem. We give a mathematical and biological discussion, and pay attention to the special case of a linear system, where the matrices do not depend on the state of expressions. Here, we present first numerical examples.

Modeling multilayer x-ray reflectivity using genetic algorithms

NASA Astrophysics Data System (ADS)

Sánchez del Río, M.; Pareschi, G.; Michetschläger, C.

2000-06-01

The x-ray reflectivity of a multilayer is a non-linear function of many parameters (materials, layer thickness, density, roughness). Non-linear fitting of experimental data with simulations requires the use of initial values sufficiently close to the optimum value. This is a difficult task when the topology of the space of the variables is highly structured. We apply global optimization methods to fit multilayer reflectivity. Genetic algorithms are stochastic methods based on the model of natural evolution: the improvement of a population along successive generations. A complete set of initial parameters constitutes an individual. The population is a collection of individuals. Each generation is built from the parent generation by applying some operators (selection, crossover, mutation, etc.) on the members of the parent generation. The pressure of selection drives the population to include "good" individuals. For large number of generations, the best individuals will approximate the optimum parameters. Some results on fitting experimental hard x-ray reflectivity data for Ni/C and W/Si multilayers using genetic algorithms are presented. This method can also be applied to design multilayers optimized for a target application.

Recursive least-squares learning algorithms for neural networks

NASA Astrophysics Data System (ADS)

Lewis, Paul S.; Hwang, Jenq N.

1990-11-01

This paper presents the development of a pair of recursive least squares (ItLS) algorithms for online training of multilayer perceptrons which are a class of feedforward artificial neural networks. These algorithms incorporate second order information about the training error surface in order to achieve faster learning rates than are possible using first order gradient descent algorithms such as the generalized delta rule. A least squares formulation is derived from a linearization of the training error function. Individual training pattern errors are linearized about the network parameters that were in effect when the pattern was presented. This permits the recursive solution of the least squares approximation either via conventional RLS recursions or by recursive QR decomposition-based techniques. The computational complexity of the update is 0(N2) where N is the number of network parameters. This is due to the estimation of the N x N inverse Hessian matrix. Less computationally intensive approximations of the ilLS algorithms can be easily derived by using only block diagonal elements of this matrix thereby partitioning the learning into independent sets. A simulation example is presented in which a neural network is trained to approximate a two dimensional Gaussian bump. In this example RLS training required an order of magnitude fewer iterations on average (527) than did training with the generalized delta rule (6 1 BACKGROUND Artificial neural networks (ANNs) offer an interesting and potentially useful paradigm for signal processing and pattern recognition. The majority of ANN applications employ the feed-forward multilayer perceptron (MLP) network architecture in which network parameters are " trained" by a supervised learning algorithm employing the generalized delta rule (GDIt) [1 2]. The GDR algorithm approximates a fixed step steepest descent algorithm using derivatives computed by error backpropagatiori. The GDII algorithm is sometimes referred to as the backpropagation algorithm. However in this paper we will use the term backpropagation to refer only to the process of computing error derivatives. While multilayer perceptrons provide a very powerful nonlinear modeling capability GDR training can be very slow and inefficient. In linear adaptive filtering the analog of the GDR algorithm is the leastmean- squares (LMS) algorithm. Steepest descent-based algorithms such as GDR or LMS are first order because they use only first derivative or gradient information about the training error to be minimized. To speed up the training process second order algorithms may be employed that take advantage of second derivative or Hessian matrix information. Second order information can be incorporated into MLP training in different ways. In many applications especially in the area of pattern recognition the training set is finite. In these cases block learning can be applied using standard nonlinear optimization techniques [3 4 5].

Optimal perturbations for nonlinear systems using graph-based optimal transport

NASA Astrophysics Data System (ADS)

Grover, Piyush; Elamvazhuthi, Karthik

2018-06-01

We formulate and solve a class of finite-time transport and mixing problems in the set-oriented framework. The aim is to obtain optimal discrete-time perturbations in nonlinear dynamical systems to transport a specified initial measure on the phase space to a final measure in finite time. The measure is propagated under system dynamics in between the perturbations via the associated transfer operator. Each perturbation is described by a deterministic map in the measure space that implements a version of Monge-Kantorovich optimal transport with quadratic cost. Hence, the optimal solution minimizes a sum of quadratic costs on phase space transport due to the perturbations applied at specified times. The action of the transport map is approximated by a continuous pseudo-time flow on a graph, resulting in a tractable convex optimization problem. This problem is solved via state-of-the-art solvers to global optimality. We apply this algorithm to a problem of transport between measures supported on two disjoint almost-invariant sets in a chaotic fluid system, and to a finite-time optimal mixing problem by choosing the final measure to be uniform. In both cases, the optimal perturbations are found to exploit the phase space structures, such as lobe dynamics, leading to efficient global transport. As the time-horizon of the problem is increased, the optimal perturbations become increasingly localized. Hence, by combining the transfer operator approach with ideas from the theory of optimal mass transportation, we obtain a discrete-time graph-based algorithm for optimal transport and mixing in nonlinear systems.

An optimal design of wind turbine and ship structure based on neuro-response surface method

NASA Astrophysics Data System (ADS)

Lee, Jae-Chul; Shin, Sung-Chul; Kim, Soo-Young

2015-07-01

The geometry of engineering systems affects their performances. For this reason, the shape of engineering systems needs to be optimized in the initial design stage. However, engineering system design problems consist of multi-objective optimization and the performance analysis using commercial code or numerical analysis is generally time-consuming. To solve these problems, many engineers perform the optimization using the approximation model (response surface). The Response Surface Method (RSM) is generally used to predict the system performance in engineering research field, but RSM presents some prediction errors for highly nonlinear systems. The major objective of this research is to establish an optimal design method for multi-objective problems and confirm its applicability. The proposed process is composed of three parts: definition of geometry, generation of response surface, and optimization process. To reduce the time for performance analysis and minimize the prediction errors, the approximation model is generated using the Backpropagation Artificial Neural Network (BPANN) which is considered as Neuro-Response Surface Method (NRSM). The optimization is done for the generated response surface by non-dominated sorting genetic algorithm-II (NSGA-II). Through case studies of marine system and ship structure (substructure of floating offshore wind turbine considering hydrodynamics performances and bulk carrier bottom stiffened panels considering structure performance), we have confirmed the applicability of the proposed method for multi-objective side constraint optimization problems.

Event-Triggered Distributed Approximate Optimal State and Output Control of Affine Nonlinear Interconnected Systems.

PubMed

Narayanan, Vignesh; Jagannathan, Sarangapani

2017-06-08

This paper presents an approximate optimal distributed control scheme for a known interconnected system composed of input affine nonlinear subsystems using event-triggered state and output feedback via a novel hybrid learning scheme. First, the cost function for the overall system is redefined as the sum of cost functions of individual subsystems. A distributed optimal control policy for the interconnected system is developed using the optimal value function of each subsystem. To generate the optimal control policy, forward-in-time, neural networks are employed to reconstruct the unknown optimal value function at each subsystem online. In order to retain the advantages of event-triggered feedback for an adaptive optimal controller, a novel hybrid learning scheme is proposed to reduce the convergence time for the learning algorithm. The development is based on the observation that, in the event-triggered feedback, the sampling instants are dynamic and results in variable interevent time. To relax the requirement of entire state measurements, an extended nonlinear observer is designed at each subsystem to recover the system internal states from the measurable feedback. Using a Lyapunov-based analysis, it is demonstrated that the system states and the observer errors remain locally uniformly ultimately bounded and the control policy converges to a neighborhood of the optimal policy. Simulation results are presented to demonstrate the performance of the developed controller.

On the use of genetic algorithm to optimize industrial assets lifecycle management under safety and budget constraints

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

Lonchampt, J.; Fessart, K.

2013-07-01

The purpose of this paper is to describe the method and tool dedicated to optimize investments planning for industrial assets. These investments may either be preventive maintenance tasks, asset enhancements or logistic investments such as spare parts purchases. The two methodological points to investigate in such an issue are: 1. The measure of the profitability of a portfolio of investments 2. The selection and planning of an optimal set of investments 3. The measure of the risk of a portfolio of investments The measure of the profitability of a set of investments in the IPOP tool is synthesised in themore » Net Present Value indicator. The NPV is the sum of the differences of discounted cash flows (direct costs, forced outages...) between the situations with and without a given investment. These cash flows are calculated through a pseudo-Markov reliability model representing independently the components of the industrial asset and the spare parts inventories. The component model has been widely discussed over the years but the spare part model is a new one based on some approximations that will be discussed. This model, referred as the NPV function, takes for input an investments portfolio and gives its NPV. The second issue is to optimize the NPV. If all investments were independent, this optimization would be an easy calculation, unfortunately there are two sources of dependency. The first one is introduced by the spare part model, as if components are indeed independent in their reliability model, the fact that several components use the same inventory induces a dependency. The second dependency comes from economic, technical or logistic constraints, such as a global maintenance budget limit or a safety requirement limiting the residual risk of failure of a component or group of component, making the aggregation of individual optimum not necessary feasible. The algorithm used to solve such a difficult optimization problem is a genetic algorithm. After a description of the features of the software a test case is presented showing the influence of the optimization algorithm parameters on its efficiency to find an optimal investments planning. (authors)« less

Designing stellarator coils by a modified Newton method using FOCUS

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

Zhu, Caoxiang; Hudson, Stuart R.; Song, Yuntao

To find the optimal coils for stellarators, nonlinear optimization algorithms are applied in existing coil design codes. However, none of these codes have used the information from the second-order derivatives. In this paper, we present a modified Newton method in the recently developed code FOCUS. The Hessian matrix is calculated with analytically derived equations. Its inverse is approximated by a modified Cholesky factorization and applied in the iterative scheme of a classical Newton method. Using this method, FOCUS is able to recover the W7-X modular coils starting from a simple initial guess. Results demonstrate significant advantages.

Designing stellarator coils by a modified Newton method using FOCUS

NASA Astrophysics Data System (ADS)

Zhu, Caoxiang; Hudson, Stuart R.; Song, Yuntao; Wan, Yuanxi

2018-06-01

To find the optimal coils for stellarators, nonlinear optimization algorithms are applied in existing coil design codes. However, none of these codes have used the information from the second-order derivatives. In this paper, we present a modified Newton method in the recently developed code FOCUS. The Hessian matrix is calculated with analytically derived equations. Its inverse is approximated by a modified Cholesky factorization and applied in the iterative scheme of a classical Newton method. Using this method, FOCUS is able to recover the W7-X modular coils starting from a simple initial guess. Results demonstrate significant advantages.

Designing stellarator coils by a modified Newton method using FOCUS

DOE PAGES

Zhu, Caoxiang; Hudson, Stuart R.; Song, Yuntao; ...

2018-03-22

To find the optimal coils for stellarators, nonlinear optimization algorithms are applied in existing coil design codes. However, none of these codes have used the information from the second-order derivatives. In this paper, we present a modified Newton method in the recently developed code FOCUS. The Hessian matrix is calculated with analytically derived equations. Its inverse is approximated by a modified Cholesky factorization and applied in the iterative scheme of a classical Newton method. Using this method, FOCUS is able to recover the W7-X modular coils starting from a simple initial guess. Results demonstrate significant advantages.

Optimal Design of Low-Density SNP Arrays for Genomic Prediction: Algorithm and Applications.

PubMed

Wu, Xiao-Lin; Xu, Jiaqi; Feng, Guofei; Wiggans, George R; Taylor, Jeremy F; He, Jun; Qian, Changsong; Qiu, Jiansheng; Simpson, Barry; Walker, Jeremy; Bauck, Stewart

2016-01-01

Low-density (LD) single nucleotide polymorphism (SNP) arrays provide a cost-effective solution for genomic prediction and selection, but algorithms and computational tools are needed for the optimal design of LD SNP chips. A multiple-objective, local optimization (MOLO) algorithm was developed for design of optimal LD SNP chips that can be imputed accurately to medium-density (MD) or high-density (HD) SNP genotypes for genomic prediction. The objective function facilitates maximization of non-gap map length and system information for the SNP chip, and the latter is computed either as locus-averaged (LASE) or haplotype-averaged Shannon entropy (HASE) and adjusted for uniformity of the SNP distribution. HASE performed better than LASE with ≤1,000 SNPs, but required considerably more computing time. Nevertheless, the differences diminished when >5,000 SNPs were selected. Optimization was accomplished conditionally on the presence of SNPs that were obligated to each chromosome. The frame location of SNPs on a chip can be either uniform (evenly spaced) or non-uniform. For the latter design, a tunable empirical Beta distribution was used to guide location distribution of frame SNPs such that both ends of each chromosome were enriched with SNPs. The SNP distribution on each chromosome was finalized through the objective function that was locally and empirically maximized. This MOLO algorithm was capable of selecting a set of approximately evenly-spaced and highly-informative SNPs, which in turn led to increased imputation accuracy compared with selection solely of evenly-spaced SNPs. Imputation accuracy increased with LD chip size, and imputation error rate was extremely low for chips with ≥3,000 SNPs. Assuming that genotyping or imputation error occurs at random, imputation error rate can be viewed as the upper limit for genomic prediction error. Our results show that about 25% of imputation error rate was propagated to genomic prediction in an Angus population. The utility of this MOLO algorithm was also demonstrated in a real application, in which a 6K SNP panel was optimized conditional on 5,260 obligatory SNP selected based on SNP-trait association in U.S. Holstein animals. With this MOLO algorithm, both imputation error rate and genomic prediction error rate were minimal.

Optimal Design of Low-Density SNP Arrays for Genomic Prediction: Algorithm and Applications

PubMed Central

Wu, Xiao-Lin; Xu, Jiaqi; Feng, Guofei; Wiggans, George R.; Taylor, Jeremy F.; He, Jun; Qian, Changsong; Qiu, Jiansheng; Simpson, Barry; Walker, Jeremy; Bauck, Stewart

2016-01-01

Low-density (LD) single nucleotide polymorphism (SNP) arrays provide a cost-effective solution for genomic prediction and selection, but algorithms and computational tools are needed for the optimal design of LD SNP chips. A multiple-objective, local optimization (MOLO) algorithm was developed for design of optimal LD SNP chips that can be imputed accurately to medium-density (MD) or high-density (HD) SNP genotypes for genomic prediction. The objective function facilitates maximization of non-gap map length and system information for the SNP chip, and the latter is computed either as locus-averaged (LASE) or haplotype-averaged Shannon entropy (HASE) and adjusted for uniformity of the SNP distribution. HASE performed better than LASE with ≤1,000 SNPs, but required considerably more computing time. Nevertheless, the differences diminished when >5,000 SNPs were selected. Optimization was accomplished conditionally on the presence of SNPs that were obligated to each chromosome. The frame location of SNPs on a chip can be either uniform (evenly spaced) or non-uniform. For the latter design, a tunable empirical Beta distribution was used to guide location distribution of frame SNPs such that both ends of each chromosome were enriched with SNPs. The SNP distribution on each chromosome was finalized through the objective function that was locally and empirically maximized. This MOLO algorithm was capable of selecting a set of approximately evenly-spaced and highly-informative SNPs, which in turn led to increased imputation accuracy compared with selection solely of evenly-spaced SNPs. Imputation accuracy increased with LD chip size, and imputation error rate was extremely low for chips with ≥3,000 SNPs. Assuming that genotyping or imputation error occurs at random, imputation error rate can be viewed as the upper limit for genomic prediction error. Our results show that about 25% of imputation error rate was propagated to genomic prediction in an Angus population. The utility of this MOLO algorithm was also demonstrated in a real application, in which a 6K SNP panel was optimized conditional on 5,260 obligatory SNP selected based on SNP-trait association in U.S. Holstein animals. With this MOLO algorithm, both imputation error rate and genomic prediction error rate were minimal. PMID:27583971

Fatigue design of a cellular phone folder using regression model-based multi-objective optimization

NASA Astrophysics Data System (ADS)

Kim, Young Gyun; Lee, Jongsoo

2016-08-01

In a folding cellular phone, the folding device is repeatedly opened and closed by the user, which eventually results in fatigue damage, particularly to the front of the folder. Hence, it is important to improve the safety and endurance of the folder while also reducing its weight. This article presents an optimal design for the folder front that maximizes its fatigue endurance while minimizing its thickness. Design data for analysis and optimization were obtained experimentally using a test jig. Multi-objective optimization was carried out using a nonlinear regression model. Three regression methods were employed: back-propagation neural networks, logistic regression and support vector machines. The AdaBoost ensemble technique was also used to improve the approximation. Two-objective Pareto-optimal solutions were identified using the non-dominated sorting genetic algorithm (NSGA-II). Finally, a numerically optimized solution was validated against experimental product data, in terms of both fatigue endurance and thickness index.

Minimum-fuel turning climbout and descent guidance of transport jets

NASA Technical Reports Server (NTRS)

Neuman, F.; Kreindler, E.

1983-01-01

The complete flightpath optimization problem for minimum fuel consumption from takeoff to landing including the initial and final turns from and to the runway heading is solved. However, only the initial and final segments which contain the turns are treated, since the straight-line climbout, cruise, and descent problems have already been solved. The paths are derived by generating fields of extremals, using the necessary conditions of optimal control together with singular arcs and state constraints. Results show that the speed profiles for straight flight and turning flight are essentially identical except for the final horizontal accelerating or decelerating turns. The optimal turns require no abrupt maneuvers, and an approximation of the optimal turns could be easily integrated with present straight-line climb-cruise-descent fuel-optimization algorithms. Climbout at the optimal IAS rather than the 250-knot terminal-area speed limit would save 36 lb of fuel for the 727-100 aircraft.

Multichannel High Resolution Wide Swath SAR Imaging for Hypersonic Air Vehicle with Curved Trajectory.

PubMed

Zhou, Rui; Sun, Jinping; Hu, Yuxin; Qi, Yaolong

2018-01-31

Synthetic aperture radar (SAR) equipped on the hypersonic air vehicle in near space has many advantages over the conventional airborne SAR. However, its high-speed maneuvering characteristics with curved trajectory result in serious range migration, and exacerbate the contradiction between the high resolution and wide swath. To solve this problem, this paper establishes the imaging geometrical model matched with the flight trajectory of the hypersonic platform and the multichannel azimuth sampling model based on the displaced phase center antenna (DPCA) technology. Furthermore, based on the multichannel signal reconstruction theory, a more efficient spectrum reconstruction model using discrete Fourier transform is proposed to obtain the azimuth uniform sampling data. Due to the high complexity of the slant range model, it is difficult to deduce the processing algorithm for SAR imaging. Thus, an approximate range model is derived based on the minimax criterion, and the optimal second-order approximate coefficients of cosine function are obtained using the two-population coevolutionary algorithm. On this basis, aiming at the problem that the traditional Omega-K algorithm cannot compensate the residual phase with the difficulty of Stolt mapping along the range frequency axis, this paper proposes an Exact Transfer Function (ETF) algorithm for SAR imaging, and presents a method of range division to achieve wide swath imaging. Simulation results verify the effectiveness of the ETF imaging algorithm.

Multichannel High Resolution Wide Swath SAR Imaging for Hypersonic Air Vehicle with Curved Trajectory

PubMed Central

Zhou, Rui; Hu, Yuxin; Qi, Yaolong

2018-01-01

Synthetic aperture radar (SAR) equipped on the hypersonic air vehicle in near space has many advantages over the conventional airborne SAR. However, its high-speed maneuvering characteristics with curved trajectory result in serious range migration, and exacerbate the contradiction between the high resolution and wide swath. To solve this problem, this paper establishes the imaging geometrical model matched with the flight trajectory of the hypersonic platform and the multichannel azimuth sampling model based on the displaced phase center antenna (DPCA) technology. Furthermore, based on the multichannel signal reconstruction theory, a more efficient spectrum reconstruction model using discrete Fourier transform is proposed to obtain the azimuth uniform sampling data. Due to the high complexity of the slant range model, it is difficult to deduce the processing algorithm for SAR imaging. Thus, an approximate range model is derived based on the minimax criterion, and the optimal second-order approximate coefficients of cosine function are obtained using the two-population coevolutionary algorithm. On this basis, aiming at the problem that the traditional Omega-K algorithm cannot compensate the residual phase with the difficulty of Stolt mapping along the range frequency axis, this paper proposes an Exact Transfer Function (ETF) algorithm for SAR imaging, and presents a method of range division to achieve wide swath imaging. Simulation results verify the effectiveness of the ETF imaging algorithm. PMID:29385059

The Earth Phenomena Observing System: Intelligent Autonomy for Satellite Operations

NASA Technical Reports Server (NTRS)

Ricard, Michael; Abramson, Mark; Carter, David; Kolitz, Stephan

2003-01-01

Earth monitoring systems of the future may include large numbers of inexpensive small satellites, tasked in a coordinated fashion to observe both long term and transient targets. For best performance, a tool which helps operators optimally assign targets to satellites will be required. We present the design of algorithms developed for real-time optimized autonomous planning of large numbers of small single-sensor Earth observation satellites. The algorithms will reduce requirements on the human operators of such a system of satellites, ensure good utilization of system resources, and provide the capability to dynamically respond to temporal terrestrial phenomena. Our initial real-time system model consists of approximately 100 satellites and large number of points of interest on Earth (e.g., hurricanes, volcanoes, and forest fires) with the objective to maximize the total science value of observations over time. Several options for calculating the science value of observations include the following: 1) total observation time, 2) number of observations, and the 3) quality (a function of e.g., sensor type, range, slant angle) of the observations. An integrated approach using integer programming, optimization and astrodynamics is used to calculate optimized observation and sensor tasking plans.

Distributed Optimal Consensus Control for Multiagent Systems With Input Delay.

PubMed

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

2018-06-01

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

Lateral Penumbra Modelling Based Leaf End Shape Optimization for Multileaf Collimator in Radiotherapy.

PubMed

Zhou, Dong; Zhang, Hui; Ye, Peiqing

2016-01-01

Lateral penumbra of multileaf collimator plays an important role in radiotherapy treatment planning. Growing evidence has revealed that, for a single-focused multileaf collimator, lateral penumbra width is leaf position dependent and largely attributed to the leaf end shape. In our study, an analytical method for leaf end induced lateral penumbra modelling is formulated using Tangent Secant Theory. Compared with Monte Carlo simulation and ray tracing algorithm, our model serves well the purpose of cost-efficient penumbra evaluation. Leaf ends represented in parametric forms of circular arc, elliptical arc, Bézier curve, and B-spline are implemented. With biobjective function of penumbra mean and variance introduced, genetic algorithm is carried out for approximating the Pareto frontier. Results show that for circular arc leaf end objective function is convex and convergence to optimal solution is guaranteed using gradient based iterative method. It is found that optimal leaf end in the shape of Bézier curve achieves minimal standard deviation, while using B-spline minimum of penumbra mean is obtained. For treatment modalities in clinical application, optimized leaf ends are in close agreement with actual shapes. Taken together, the method that we propose can provide insight into leaf end shape design of multileaf collimator.

Convergence Rates of Finite Difference Stochastic Approximation Algorithms

DTIC Science & Technology

2016-06-01

dfferences as gradient approximations. It is shown that the convergence of these algorithms can be accelerated by controlling the implementation of the...descent algorithm, under various updating schemes using finite dfferences as gradient approximations. It is shown that the convergence of these...the Kiefer-Wolfowitz algorithm and the mirror descent algorithm, under various updating schemes using finite differences as gradient approximations. It

Design Optimization of a Centrifugal Fan with Splitter Blades

NASA Astrophysics Data System (ADS)

Heo, Man-Woong; Kim, Jin-Hyuk; Kim, Kwang-Yong

2015-05-01

Multi-objective optimization of a centrifugal fan with additionally installed splitter blades was performed to simultaneously maximize the efficiency and pressure rise using three-dimensional Reynolds-averaged Navier-Stokes equations and hybrid multi-objective evolutionary algorithm. Two design variables defining the location of splitter, and the height ratio between inlet and outlet of impeller were selected for the optimization. In addition, the aerodynamic characteristics of the centrifugal fan were investigated with the variation of design variables in the design space. Latin hypercube sampling was used to select the training points, and response surface approximation models were constructed as surrogate models of the objective functions. With the optimization, both the efficiency and pressure rise of the centrifugal fan with splitter blades were improved considerably compared to the reference model.

Optimal mapping of irregular finite element domains to parallel processors

NASA Technical Reports Server (NTRS)

Flower, J.; Otto, S.; Salama, M.

1987-01-01

Mapping the solution domain of n-finite elements into N-subdomains that may be processed in parallel by N-processors is an optimal one if the subdomain decomposition results in a well-balanced workload distribution among the processors. The problem is discussed in the context of irregular finite element domains as an important aspect of the efficient utilization of the capabilities of emerging multiprocessor computers. Finding the optimal mapping is an intractable combinatorial optimization problem, for which a satisfactory approximate solution is obtained here by analogy to a method used in statistical mechanics for simulating the annealing process in solids. The simulated annealing analogy and algorithm are described, and numerical results are given for mapping an irregular two-dimensional finite element domain containing a singularity onto the Hypercube computer.

Stochastic derivative-free optimization using a trust region framework

DOE PAGES

Larson, Jeffrey; Billups, Stephen C.

2016-02-17

This study presents a trust region algorithm to minimize a function f when one has access only to noise-corrupted function values f¯. The model-based algorithm dynamically adjusts its step length, taking larger steps when the model and function agree and smaller steps when the model is less accurate. The method does not require the user to specify a fixed pattern of points used to build local models and does not repeatedly sample points. If f is sufficiently smooth and the noise is independent and identically distributed with mean zero and finite variance, we prove that our algorithm produces iterates suchmore » that the corresponding function gradients converge in probability to zero. As a result, we present a prototype of our algorithm that, while simplistic in its management of previously evaluated points, solves benchmark problems in fewer function evaluations than do existing stochastic approximation methods.« less

Learning from Bees: An Approach for Influence Maximization on Viral Campaigns

PubMed Central

Sankar, C. Prem; S., Asharaf

2016-01-01

Maximisation of influence propagation is a key ingredient to any viral marketing or socio-political campaigns. However, it is an NP-hard problem, and various approximate algorithms have been suggested to address the issue, though not largely successful. In this paper, we propose a bio-inspired approach to select the initial set of nodes which is significant in rapid convergence towards a sub-optimal solution in minimal runtime. The performance of the algorithm is evaluated using the re-tweet network of the hashtag #KissofLove on Twitter associated with the non-violent protest against the moral policing spread to many parts of India. Comparison with existing centrality based node ranking process the proposed method significant improvement on influence propagation. The proposed algorithm is one of the hardly few bio-inspired algorithms in network theory. We also report the results of the exploratory analysis of the network kiss of love campaign. PMID:27992472

Adaptive distributed source coding.

PubMed

Varodayan, David; Lin, Yao-Chung; Girod, Bernd

2012-05-01

We consider distributed source coding in the presence of hidden variables that parameterize the statistical dependence among sources. We derive the Slepian-Wolf bound and devise coding algorithms for a block-candidate model of this problem. The encoder sends, in addition to syndrome bits, a portion of the source to the decoder uncoded as doping bits. The decoder uses the sum-product algorithm to simultaneously recover the source symbols and the hidden statistical dependence variables. We also develop novel techniques based on density evolution (DE) to analyze the coding algorithms. We experimentally confirm that our DE analysis closely approximates practical performance. This result allows us to efficiently optimize parameters of the algorithms. In particular, we show that the system performs close to the Slepian-Wolf bound when an appropriate doping rate is selected. We then apply our coding and analysis techniques to a reduced-reference video quality monitoring system and show a bit rate saving of about 75% compared with fixed-length coding.

Water Quality Monitoring for Lake Constance with a Physically Based Algorithm for MERIS Data.

PubMed

Odermatt, Daniel; Heege, Thomas; Nieke, Jens; Kneubühler, Mathias; Itten, Klaus

2008-08-05

A physically based algorithm is used for automatic processing of MERIS level 1B full resolution data. The algorithm is originally used with input variables for optimization with different sensors (i.e. channel recalibration and weighting), aquatic regions (i.e. specific inherent optical properties) or atmospheric conditions (i.e. aerosol models). For operational use, however, a lake-specific parameterization is required, representing an approximation of the spatio-temporal variation in atmospheric and hydrooptic conditions, and accounting for sensor properties. The algorithm performs atmospheric correction with a LUT for at-sensor radiance, and a downhill simplex inversion of chl-a, sm and y from subsurface irradiance reflectance. These outputs are enhanced by a selective filter, which makes use of the retrieval residuals. Regular chl-a sampling measurements by the Lake's protection authority coinciding with MERIS acquisitions were used for parameterization, training and validation.

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).

Multi-objective optimization of a continuous bio-dissimilation process of glycerol to 1, 3-propanediol.

PubMed

Xu, Gongxian; Liu, Ying; Gao, Qunwang

2016-02-10

This paper deals with multi-objective optimization of continuous bio-dissimilation process of glycerol to 1, 3-propanediol. In order to maximize the production rate of 1, 3-propanediol, maximize the conversion rate of glycerol to 1, 3-propanediol, maximize the conversion rate of glycerol, and minimize the concentration of by-product ethanol, we first propose six new multi-objective optimization models that can simultaneously optimize any two of the four objectives above. Then these multi-objective optimization problems are solved by using the weighted-sum and normal-boundary intersection methods respectively. Both the Pareto filter algorithm and removal criteria are used to remove those non-Pareto optimal points obtained by the normal-boundary intersection method. The results show that the normal-boundary intersection method can successfully obtain the approximate Pareto optimal sets of all the proposed multi-objective optimization problems, while the weighted-sum approach cannot achieve the overall Pareto optimal solutions of some multi-objective problems. Copyright © 2015 Elsevier B.V. All rights reserved.

Constructing diabatic representations using adiabatic and approximate diabatic data--Coping with diabolical singularities.

PubMed

Zhu, Xiaolei; Yarkony, David R

2016-01-28

We have recently introduced a diabatization scheme, which simultaneously fits and diabatizes adiabatic ab initio electronic wave functions, Zhu and Yarkony J. Chem. Phys. 140, 024112 (2014). The algorithm uses derivative couplings in the defining equations for the diabatic Hamiltonian, H(d), and fits all its matrix elements simultaneously to adiabatic state data. This procedure ultimately provides an accurate, quantifiably diabatic, representation of the adiabatic electronic structure data. However, optimizing the large number of nonlinear parameters in the basis functions and adjusting the number and kind of basis functions from which the fit is built, which provide the essential flexibility, has proved challenging. In this work, we introduce a procedure that combines adiabatic state and diabatic state data to efficiently optimize the nonlinear parameters and basis function expansion. Further, we consider using direct properties based diabatizations to initialize the fitting procedure. To address this issue, we introduce a systematic method for eliminating the debilitating (diabolical) singularities in the defining equations of properties based diabatizations. We exploit the observation that if approximate diabatic data are available, the commonly used approach of fitting each matrix element of H(d) individually provides a starting point (seed) from which convergence of the full H(d) construction algorithm is rapid. The optimization of nonlinear parameters and basis functions and the elimination of debilitating singularities are, respectively, illustrated using the 1,2,3,4(1)A states of phenol and the 1,2(1)A states of NH3, states which are coupled by conical intersections.

Combining Biomarkers Linearly and Nonlinearly for Classification Using the Area Under the ROC Curve

PubMed Central

Fong, Youyi; Yin, Shuxin; Huang, Ying

2016-01-01

In biomedical studies, it is often of interest to classify/predict a subject’s disease status based on a variety of biomarker measurements. A commonly used classification criterion is based on AUC - Area under the Receiver Operating Characteristic Curve. Many methods have been proposed to optimize approximated empirical AUC criteria, but there are two limitations to the existing methods. First, most methods are only designed to find the best linear combination of biomarkers, which may not perform well when there is strong nonlinearity in the data. Second, many existing linear combination methods use gradient-based algorithms to find the best marker combination, which often result in sub-optimal local solutions. In this paper, we address these two problems by proposing a new kernel-based AUC optimization method called Ramp AUC (RAUC). This method approximates the empirical AUC loss function with a ramp function, and finds the best combination by a difference of convex functions algorithm. We show that as a linear combination method, RAUC leads to a consistent and asymptotically normal estimator of the linear marker combination when the data is generated from a semiparametric generalized linear model, just as the Smoothed AUC method (SAUC). Through simulation studies and real data examples, we demonstrate that RAUC out-performs SAUC in finding the best linear marker combinations, and can successfully capture nonlinear pattern in the data to achieve better classification performance. We illustrate our method with a dataset from a recent HIV vaccine trial. PMID:27058981

Nonlinear dynamic macromodeling techniques for audio systems

NASA Astrophysics Data System (ADS)

Ogrodzki, Jan; Bieńkowski, Piotr

2015-09-01

This paper develops a modelling method and a models identification technique for the nonlinear dynamic audio systems. Identification is performed by means of a behavioral approach based on a polynomial approximation. This approach makes use of Discrete Fourier Transform and Harmonic Balance Method. A model of an audio system is first created and identified and then it is simulated in real time using an algorithm of low computational complexity. The algorithm consists in real time emulation of the system response rather than in simulation of the system itself. The proposed software is written in Python language using object oriented programming techniques. The code is optimized for a multithreads environment.

Optimizing the response to surveillance alerts in automated surveillance systems.

PubMed

Izadi, Masoumeh; Buckeridge, David L

2011-02-28

Although much research effort has been directed toward refining algorithms for disease outbreak alerting, considerably less attention has been given to the response to alerts generated from statistical detection algorithms. Given the inherent inaccuracy in alerting, it is imperative to develop methods that help public health personnel identify optimal policies in response to alerts. This study evaluates the application of dynamic decision making models to the problem of responding to outbreak detection methods, using anthrax surveillance as an example. Adaptive optimization through approximate dynamic programming is used to generate a policy for decision making following outbreak detection. We investigate the degree to which the model can tolerate noise theoretically, in order to keep near optimal behavior. We also evaluate the policy from our model empirically and compare it with current approaches in routine public health practice for investigating alerts. Timeliness of outbreak confirmation and total costs associated with the decisions made are used as performance measures. Using our approach, on average, 80 per cent of outbreaks were confirmed prior to the fifth day of post-attack with considerably less cost compared to response strategies currently in use. Experimental results are also provided to illustrate the robustness of the adaptive optimization approach and to show the realization of the derived error bounds in practice. Copyright © 2011 John Wiley & Sons, Ltd.

Iterative updating of model error for Bayesian inversion

NASA Astrophysics Data System (ADS)

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

2018-02-01

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

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

PubMed Central

2013-01-01

Background Optimization procedures to identify gene knockouts for targeted biochemical overproduction have been widely in use in modern metabolic engineering. Flux balance analysis (FBA) framework has provided conceptual simplifications for genome-scale dynamic analysis at steady states. Based on FBA, many current optimization methods for targeted bio-productions have been developed under the maximum cell growth assumption. The optimization problem to derive gene knockout strategies recently has been formulated as a bi-level programming problem in OptKnock for maximum targeted bio-productions with maximum growth rates. However, it has been shown that knockout mutants in fact reach the steady states with the minimization of metabolic adjustment (MOMA) from the corresponding wild-type strains instead of having maximal growth rates after genetic or metabolic intervention. In this work, we propose a new bi-level computational framework--MOMAKnock--which can derive robust knockout strategies under the MOMA flux distribution approximation. Methods In this new bi-level optimization framework, we aim to maximize the production of targeted chemicals by identifying candidate knockout genes or reactions under phenotypic constraints approximated by the MOMA assumption. Hence, the targeted chemical production is the primary objective of MOMAKnock while the MOMA assumption is formulated as the inner problem of constraining the knockout metabolic flux to be as close as possible to the steady-state phenotypes of wide-type strains. As this new inner problem becomes a quadratic programming problem, a novel adaptive piecewise linearization algorithm is developed in this paper to obtain the exact optimal solution to this new bi-level integer quadratic programming problem for MOMAKnock. Results Our new MOMAKnock model and the adaptive piecewise linearization solution algorithm are tested with a small E. coli core metabolic network and a large-scale iAF1260 E. coli metabolic network. The derived knockout strategies are compared with those from OptKnock. Our preliminary experimental results show that MOMAKnock can provide improved targeted productions with more robust knockout strategies. PMID:23368729

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

PubMed

Ren, Shaogang; Zeng, Bo; Qian, Xiaoning

2013-01-01

Optimization procedures to identify gene knockouts for targeted biochemical overproduction have been widely in use in modern metabolic engineering. Flux balance analysis (FBA) framework has provided conceptual simplifications for genome-scale dynamic analysis at steady states. Based on FBA, many current optimization methods for targeted bio-productions have been developed under the maximum cell growth assumption. The optimization problem to derive gene knockout strategies recently has been formulated as a bi-level programming problem in OptKnock for maximum targeted bio-productions with maximum growth rates. However, it has been shown that knockout mutants in fact reach the steady states with the minimization of metabolic adjustment (MOMA) from the corresponding wild-type strains instead of having maximal growth rates after genetic or metabolic intervention. In this work, we propose a new bi-level computational framework--MOMAKnock--which can derive robust knockout strategies under the MOMA flux distribution approximation. In this new bi-level optimization framework, we aim to maximize the production of targeted chemicals by identifying candidate knockout genes or reactions under phenotypic constraints approximated by the MOMA assumption. Hence, the targeted chemical production is the primary objective of MOMAKnock while the MOMA assumption is formulated as the inner problem of constraining the knockout metabolic flux to be as close as possible to the steady-state phenotypes of wide-type strains. As this new inner problem becomes a quadratic programming problem, a novel adaptive piecewise linearization algorithm is developed in this paper to obtain the exact optimal solution to this new bi-level integer quadratic programming problem for MOMAKnock. Our new MOMAKnock model and the adaptive piecewise linearization solution algorithm are tested with a small E. coli core metabolic network and a large-scale iAF1260 E. coli metabolic network. The derived knockout strategies are compared with those from OptKnock. Our preliminary experimental results show that MOMAKnock can provide improved targeted productions with more robust knockout strategies.

Fast online and index-based algorithms for approximate search of RNA sequence-structure patterns

PubMed Central

2013-01-01

Background It is well known that the search for homologous RNAs is more effective if both sequence and structure information is incorporated into the search. However, current tools for searching with RNA sequence-structure patterns cannot fully handle mutations occurring on both these levels or are simply not fast enough for searching large sequence databases because of the high computational costs of the underlying sequence-structure alignment problem. Results We present new fast index-based and online algorithms for approximate matching of RNA sequence-structure patterns supporting a full set of edit operations on single bases and base pairs. Our methods efficiently compute semi-global alignments of structural RNA patterns and substrings of the target sequence whose costs satisfy a user-defined sequence-structure edit distance threshold. For this purpose, we introduce a new computing scheme to optimally reuse the entries of the required dynamic programming matrices for all substrings and combine it with a technique for avoiding the alignment computation of non-matching substrings. Our new index-based methods exploit suffix arrays preprocessed from the target database and achieve running times that are sublinear in the size of the searched sequences. To support the description of RNA molecules that fold into complex secondary structures with multiple ordered sequence-structure patterns, we use fast algorithms for the local or global chaining of approximate sequence-structure pattern matches. The chaining step removes spurious matches from the set of intermediate results, in particular of patterns with little specificity. In benchmark experiments on the Rfam database, our improved online algorithm is faster than the best previous method by up to factor 45. Our best new index-based algorithm achieves a speedup of factor 560. Conclusions The presented methods achieve considerable speedups compared to the best previous method. This, together with the expected sublinear running time of the presented index-based algorithms, allows for the first time approximate matching of RNA sequence-structure patterns in large sequence databases. Beyond the algorithmic contributions, we provide with RaligNAtor a robust and well documented open-source software package implementing the algorithms presented in this manuscript. The RaligNAtor software is available at http://www.zbh.uni-hamburg.de/ralignator. PMID:23865810

An analytical fuzzy-based approach to ?-gain optimal control of input-affine nonlinear systems using Newton-type algorithm

NASA Astrophysics Data System (ADS)

Milic, Vladimir; Kasac, Josip; Novakovic, Branko

2015-10-01

This paper is concerned with ?-gain optimisation of input-affine nonlinear systems controlled by analytic fuzzy logic system. Unlike the conventional fuzzy-based strategies, the non-conventional analytic fuzzy control method does not require an explicit fuzzy rule base. As the first contribution of this paper, we prove, by using the Stone-Weierstrass theorem, that the proposed fuzzy system without rule base is universal approximator. The second contribution of this paper is an algorithm for solving a finite-horizon minimax problem for ?-gain optimisation. The proposed algorithm consists of recursive chain rule for first- and second-order derivatives, Newton's method, multi-step Adams method and automatic differentiation. Finally, the results of this paper are evaluated on a second-order nonlinear system.

FINAL REPORT (MILESTONE DATE 9/30/11) FOR SUBCONTRACT NO. B594099 NUMERICAL METHODS FOR LARGE-SCALE DATA FACTORIZATION

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

De Sterck, H

2011-10-18

The following work has been performed by PI Hans De Sterck and graduate student Manda Winlaw for the required tasks 1-5 (as listed in the Statement of Work). Graduate student Manda Winlaw has visited LLNL January 31-March 11, 2011 and May 23-August 19, 2010, working with Van Henson and Mike O'Hara on non-negative matrix factorizations (NMF). She has investigated the dense subgraph clustering algorithm from 'Finding Dense Subgraphs for Sparse Undirected, Directed, and Bipartite Graphs' by Chen and Saad, testing this method on several term-document matrices and adapting it to cluster based on the rank of the subgraphs instead ofmore » the density. Manda Winlaw was awarded a first prize in the annual LLNL summer student poster competition for a poster on her NMF research. PI Hans De Sterck has developed a new adaptive algebraic multigrid algorithm for computing a few dominant or minimal singular triplets of sparse rectangular matrices. This work builds on adaptive algebraic multigrid methods that were further developed by the PI and collaborators (including Sanders and Henson) for Markov chains. The method also combines and extends existing multigrid algorithms for the symmetric eigenproblem. The PI has visited LLNL February 22-25, 2011, and has given a CASC seminar 'Algebraic Multigrid for the Singular Value Problem' on this work on February 23, 2011. During his visit, he has discussed this work and related topics with Van Henson, Geoffrey Sanders, Panayot Vassilevski, and others. He has tested the algorithm on PDE matrices and on a term-document matrix, with promising initial results. Manda Winlaw has also started to work, with O'Hara, on estimating probability distributions over undirected graph edges. The goal is to estimate probabilistic models from sets of undirected graph edges for the purpose of prediction, anomaly detection and support to supervised learning. Graduate student Manda Winlaw is writing a paper on the results obtained with O'Hara which will be submitted some time later in 2011 to a data mining conference. PI Hans De Sterck has developed a new optimization algorithm for canonical tensor approximation, formulating an extension of the nonlinear GMRES method to optimization problems. Numerical results for tensors with up to 8 modes show that this new method is efficient for sparse and dense tensors. He has written a paper on this which has been submitted to the SIAM Journal on Scientific Computing. PI Hans De Sterck has further developed his new optimization algorithm for canonical tensor approximation, formulating an extension in terms of steepest-descent preconditioning, which makes the approach generally applicable for nonlinear optimization. He has written a paper on this extension which has been submitted to Numerical Linear Algebra with Applications.« less

Associating optical measurements of MEO and GEO objects using Population-Based Meta-Heuristic methods

NASA Astrophysics Data System (ADS)

Zittersteijn, M.; Vananti, A.; Schildknecht, T.; Dolado Perez, J. C.; Martinot, V.

2016-11-01

Currently several thousands of objects are being tracked in the MEO and GEO regions through optical means. The problem faced in this framework is that of Multiple Target Tracking (MTT). The MTT problem quickly becomes an NP-hard combinatorial optimization problem. This means that the effort required to solve the MTT problem increases exponentially with the number of tracked objects. In an attempt to find an approximate solution of sufficient quality, several Population-Based Meta-Heuristic (PBMH) algorithms are implemented and tested on simulated optical measurements. These first results show that one of the tested algorithms, namely the Elitist Genetic Algorithm (EGA), consistently displays the desired behavior of finding good approximate solutions before reaching the optimum. The results further suggest that the algorithm possesses a polynomial time complexity, as the computation times are consistent with a polynomial model. With the advent of improved sensors and a heightened interest in the problem of space debris, it is expected that the number of tracked objects will grow by an order of magnitude in the near future. This research aims to provide a method that can treat the association and orbit determination problems simultaneously, and is able to efficiently process large data sets with minimal manual intervention.

Radial polar histogram: obstacle avoidance and path planning for robotic cognition and motion control

NASA Astrophysics Data System (ADS)

Wang, Po-Jen; Keyawa, Nicholas R.; Euler, Craig

2012-01-01

In order to achieve highly accurate motion control and path planning for a mobile robot, an obstacle avoidance algorithm that provided a desired instantaneous turning radius and velocity was generated. This type of obstacle avoidance algorithm, which has been implemented in California State University Northridge's Intelligent Ground Vehicle (IGV), is known as Radial Polar Histogram (RPH). The RPH algorithm utilizes raw data in the form of a polar histogram that is read from a Laser Range Finder (LRF) and a camera. A desired open block is determined from the raw data utilizing a navigational heading and an elliptical approximation. The left and right most radii are determined from the calculated edges of the open block and provide the range of possible radial paths the IGV can travel through. In addition, the calculated obstacle edge positions allow the IGV to recognize complex obstacle arrangements and to slow down accordingly. A radial path optimization function calculates the best radial path between the left and right most radii and is sent to motion control for speed determination. Overall, the RPH algorithm allows the IGV to autonomously travel at average speeds of 3mph while avoiding all obstacles, with a processing time of approximately 10ms.

Obtaining Approximate Values of Exterior Orientation Elements of Multi-Intersection Images Using Particle Swarm Optimization

NASA Astrophysics Data System (ADS)

Li, X.; Li, S. W.

2012-07-01

In this paper, an efficient global optimization algorithm in the field of artificial intelligence, named Particle Swarm Optimization (PSO), is introduced into close range photogrammetric data processing. PSO can be applied to obtain the approximate values of exterior orientation elements under the condition that multi-intersection photography and a small portable plane control frame are used. PSO, put forward by an American social psychologist J. Kennedy and an electrical engineer R.C. Eberhart, is a stochastic global optimization method based on swarm intelligence, which was inspired by social behavior of bird flocking or fish schooling. The strategy of obtaining the approximate values of exterior orientation elements using PSO is as follows: in terms of image coordinate observed values and space coordinates of few control points, the equations of calculating the image coordinate residual errors can be given. The sum of absolute value of each image coordinate is minimized to be the objective function. The difference between image coordinate observed value and the image coordinate computed through collinear condition equation is defined as the image coordinate residual error. Firstly a gross area of exterior orientation elements is given, and then the adjustment of other parameters is made to get the particles fly in the gross area. After iterative computation for certain times, the satisfied approximate values of exterior orientation elements are obtained. By doing so, the procedures like positioning and measuring space control points in close range photogrammetry can be avoided. Obviously, this method can improve the surveying efficiency greatly and at the same time can decrease the surveying cost. And during such a process, only one small portable control frame with a couple of control points is employed, and there are no strict requirements for the space distribution of control points. In order to verify the effectiveness of this algorithm, two experiments are carried out. In the first experiment, images of a standard grid board are taken according to multi-intersection photography using digital camera. Three points or six points which are located on the left-down corner of the standard grid are regarded as control points respectively, and the exterior orientation elements of each image are computed through PSO, and compared with these elements computed through bundle adjustment. In the second experiment, the exterior orientation elements obtained from the first experiment are used as approximate values in bundle adjustment and then the space coordinates of other grid points on the board can be computed. The coordinate difference of grid points between these computed space coordinates and their known coordinates can be used to compute the accuracy. The point accuracy computed in above experiments are ±0.76mm and ±0.43mm respectively. The above experiments prove the effectiveness of PSO used in close range photogrammetry to compute approximate values of exterior orientation elements, and the algorithm can meet the requirement of higher accuracy. In short, PSO can get better results in a faster, cheaper way compared with other surveying methods in close range photogrammetry.

A path following algorithm for the graph matching problem.

PubMed

Zaslavskiy, Mikhail; Bach, Francis; Vert, Jean-Philippe

2009-12-01

We propose a convex-concave programming approach for the labeled weighted graph matching problem. The convex-concave programming formulation is obtained by rewriting the weighted graph matching problem as a least-square problem on the set of permutation matrices and relaxing it to two different optimization problems: a quadratic convex and a quadratic concave optimization problem on the set of doubly stochastic matrices. The concave relaxation has the same global minimum as the initial graph matching problem, but the search for its global minimum is also a hard combinatorial problem. We, therefore, construct an approximation of the concave problem solution by following a solution path of a convex-concave problem obtained by linear interpolation of the convex and concave formulations, starting from the convex relaxation. This method allows to easily integrate the information on graph label similarities into the optimization problem, and therefore, perform labeled weighted graph matching. The algorithm is compared with some of the best performing graph matching methods on four data sets: simulated graphs, QAPLib, retina vessel images, and handwritten Chinese characters. In all cases, the results are competitive with the state of the art.

Classification-Assisted Memetic Algorithms for Equality-Constrained Optimization Problems

NASA Astrophysics Data System (ADS)

Handoko, Stephanus Daniel; Kwoh, Chee Keong; Ong, Yew Soon

Regressions has successfully been incorporated into memetic algorithm (MA) to build surrogate models for the objective or constraint landscape of optimization problems. This helps to alleviate the needs for expensive fitness function evaluations by performing local refinements on the approximated landscape. Classifications can alternatively be used to assist MA on the choice of individuals that would experience refinements. Support-vector-assisted MA were recently proposed to alleviate needs for function evaluations in the inequality-constrained optimization problems by distinguishing regions of feasible solutions from those of the infeasible ones based on some past solutions such that search efforts can be focussed on some potential regions only. For problems having equality constraints, however, the feasible space would obviously be extremely small. It is thus extremely difficult for the global search component of the MA to produce feasible solutions. Hence, the classification of feasible and infeasible space would become ineffective. In this paper, a novel strategy to overcome such limitation is proposed, particularly for problems having one and only one equality constraint. The raw constraint value of an individual, instead of its feasibility class, is utilized in this work.

Solution to automatic generation control problem using firefly algorithm optimized I(λ)D(µ) controller.

PubMed

Debbarma, Sanjoy; Saikia, Lalit Chandra; Sinha, Nidul

2014-03-01

Present work focused on automatic generation control (AGC) of a three unequal area thermal systems considering reheat turbines and appropriate generation rate constraints (GRC). A fractional order (FO) controller named as I(λ)D(µ) controller based on crone approximation is proposed for the first time as an appropriate technique to solve the multi-area AGC problem in power systems. A recently developed metaheuristic algorithm known as firefly algorithm (FA) is used for the simultaneous optimization of the gains and other parameters such as order of integrator (λ) and differentiator (μ) of I(λ)D(µ) controller and governor speed regulation parameters (R). The dynamic responses corresponding to optimized I(λ)D(µ) controller gains, λ, μ, and R are compared with that of classical integer order (IO) controllers such as I, PI and PID controllers. Simulation results show that the proposed I(λ)D(µ) controller provides more improved dynamic responses and outperforms the IO based classical controllers. Further, sensitivity analysis confirms the robustness of the so optimized I(λ)D(µ) controller to wide changes in system loading conditions and size and position of SLP. Proposed controller is also found to have performed well as compared to IO based controllers when SLP takes place simultaneously in any two areas or all the areas. Robustness of the proposed I(λ)D(µ) controller is also tested against system parameter variations. © 2013 ISA. Published by Elsevier Ltd. All rights reserved.

Adaptive Bayes classifiers for remotely sensed data

NASA Technical Reports Server (NTRS)

Raulston, H. S.; Pace, M. O.; Gonzalez, R. C.

1975-01-01

An algorithm is developed for a learning, adaptive, statistical pattern classifier for remotely sensed data. The estimation procedure consists of two steps: (1) an optimal stochastic approximation of the parameters of interest, and (2) a projection of the parameters in time and space. The results reported are for Gaussian data in which the mean vector of each class may vary with time or position after the classifier is trained.

Rate-distortion analysis of directional wavelets.

PubMed

Maleki, Arian; Rajaei, Boshra; Pourreza, Hamid Reza

2012-02-01

The inefficiency of separable wavelets in representing smooth edges has led to a great interest in the study of new 2-D transformations. The most popular criterion for analyzing these transformations is the approximation power. Transformations with near-optimal approximation power are useful in many applications such as denoising and enhancement. However, they are not necessarily good for compression. Therefore, most of the nearly optimal transformations such as curvelets and contourlets have not found any application in image compression yet. One of the most promising schemes for image compression is the elegant idea of directional wavelets (DIWs). While these algorithms outperform the state-of-the-art image coders in practice, our theoretical understanding of them is very limited. In this paper, we adopt the notion of rate-distortion and calculate the performance of the DIW on a class of edge-like images. Our theoretical analysis shows that if the edges are not "sharp," the DIW will compress them more efficiently than the separable wavelets. It also demonstrates the inefficiency of the quadtree partitioning that is often used with the DIW. To solve this issue, we propose a new partitioning scheme called megaquad partitioning. Our simulation results on real-world images confirm the benefits of the proposed partitioning algorithm, promised by our theoretical analysis. © 2011 IEEE

Using block pulse functions for seismic vibration semi-active control of structures with MR dampers

NASA Astrophysics Data System (ADS)

Rahimi Gendeshmin, Saeed; Davarnia, Daniel

2018-03-01

This article applied the idea of block pulse functions in the semi-active control of structures. The BP functions give effective tools to approximate complex problems. The applied control algorithm has a major effect on the performance of the controlled system and the requirements of the control devices. In control problems, it is important to devise an accurate analytical technique with less computational cost. It is proved that the BP functions are fundamental tools in approximation problems which have been applied in disparate areas in last decades. This study focuses on the employment of BP functions in control algorithm concerning reduction the computational cost. Magneto-rheological (MR) dampers are one of the well-known semi-active tools that can be used to control the response of civil Structures during earthquake. For validation purposes, numerical simulations of a 5-story shear building frame with MR dampers are presented. The results of suggested method were compared with results obtained by controlling the frame by the optimal control method based on linear quadratic regulator theory. It can be seen from simulation results that the suggested method can be helpful in reducing seismic structural responses. Besides, this method has acceptable accuracy and is in agreement with optimal control method with less computational costs.

Model-Free Adaptive Control for Unknown Nonlinear Zero-Sum Differential Game.

PubMed

Zhong, Xiangnan; He, Haibo; Wang, Ding; Ni, Zhen

2018-05-01

In this paper, we present a new model-free globalized dual heuristic dynamic programming (GDHP) approach for the discrete-time nonlinear zero-sum game problems. First, the online learning algorithm is proposed based on the GDHP method to solve the Hamilton-Jacobi-Isaacs equation associated with optimal regulation control problem. By setting backward one step of the definition of performance index, the requirement of system dynamics, or an identifier is relaxed in the proposed method. Then, three neural networks are established to approximate the optimal saddle point feedback control law, the disturbance law, and the performance index, respectively. The explicit updating rules for these three neural networks are provided based on the data generated during the online learning along the system trajectories. The stability analysis in terms of the neural network approximation errors is discussed based on the Lyapunov approach. Finally, two simulation examples are provided to show the effectiveness of the proposed method.

Optimizing Integrated Terminal Airspace Operations Under Uncertainty

NASA Technical Reports Server (NTRS)

Bosson, Christabelle; Xue, Min; Zelinski, Shannon

2014-01-01

In the terminal airspace, integrated departures and arrivals have the potential to increase operations efficiency. Recent research has developed geneticalgorithm- based schedulers for integrated arrival and departure operations under uncertainty. This paper presents an alternate method using a machine jobshop scheduling formulation to model the integrated airspace operations. A multistage stochastic programming approach is chosen to formulate the problem and candidate solutions are obtained by solving sample average approximation problems with finite sample size. Because approximate solutions are computed, the proposed algorithm incorporates the computation of statistical bounds to estimate the optimality of the candidate solutions. A proof-ofconcept study is conducted on a baseline implementation of a simple problem considering a fleet mix of 14 aircraft evolving in a model of the Los Angeles terminal airspace. A more thorough statistical analysis is also performed to evaluate the impact of the number of scenarios considered in the sampled problem. To handle extensive sampling computations, a multithreading technique is introduced.

Large-Scale Optimization for Bayesian Inference in Complex Systems

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

Willcox, Karen; Marzouk, Youssef

2013-11-12

The SAGUARO (Scalable Algorithms for Groundwater Uncertainty Analysis and Robust Optimization) Project focused on the development of scalable numerical algorithms for large-scale Bayesian inversion in complex systems that capitalize on advances in large-scale simulation-based optimization and inversion methods. The project was a collaborative effort among MIT, the University of Texas at Austin, Georgia Institute of Technology, and Sandia National Laboratories. The research was directed in three complementary areas: efficient approximations of the Hessian operator, reductions in complexity of forward simulations via stochastic spectral approximations and model reduction, and employing large-scale optimization concepts to accelerate sampling. The MIT--Sandia component of themore » SAGUARO Project addressed the intractability of conventional sampling methods for large-scale statistical inverse problems by devising reduced-order models that are faithful to the full-order model over a wide range of parameter values; sampling then employs the reduced model rather than the full model, resulting in very large computational savings. Results indicate little effect on the computed posterior distribution. On the other hand, in the Texas--Georgia Tech component of the project, we retain the full-order model, but exploit inverse problem structure (adjoint-based gradients and partial Hessian information of the parameter-to-observation map) to implicitly extract lower dimensional information on the posterior distribution; this greatly speeds up sampling methods, so that fewer sampling points are needed. We can think of these two approaches as ``reduce then sample'' and ``sample then reduce.'' In fact, these two approaches are complementary, and can be used in conjunction with each other. Moreover, they both exploit deterministic inverse problem structure, in the form of adjoint-based gradient and Hessian information of the underlying parameter-to-observation map, to achieve their speedups.« less

Potential for Integrating Entry Guidance into the Multi-Disciplinary Entry Vehicle Optimization Environment

NASA Technical Reports Server (NTRS)

D'souza, Sarah N.; Kinney, David J.; Garcia, Joseph A.; Sarigul-Klijn, Nesrin

2014-01-01

The state-of-the-art in vehicle design decouples flight feasible trajectory generation from the optimization process of an entry spacecraft shape. The disadvantage to this decoupled process is seen when a particular aeroshell does not meet in-flight requirements when integrated into Guidance, Navigation, and Control simulations. It is postulated that the integration of a guidance algorithm into the design process will provide a real-time, rapid trajectory generation technique to enhance the robustness of vehicle design solutions. The potential benefit of this integration is a reduction in design cycles (possible cost savings) and increased accuracy in the aerothermal environment (possible mass savings). This work examines two aspects: 1) the performance of a reference tracking guidance algorithm for five different geometries with the same reference trajectory and 2) the potential of mass savings from improved aerothermal predictions. An Apollo Derived Guidance (ADG) algorithm is used in this study. The baseline geometry and five test case geometries were flown using the same baseline trajectory. The guided trajectory results are compared to separate trajectories determined in a vehicle optimization study conducted for NASA's Mars Entry, Descent, and Landing System Analysis. This study revealed several aspects regarding the potential gains and required developments for integrating a guidance algorithm into the vehicle optimization environment. First, the generation of flight feasible trajectories is only as good as the robustness of the guidance algorithm. The set of dispersed geometries modelled aerodynamic dispersions that ranged from +/-1% to +/-17% and a single extreme case was modelled where the aerodynamics were approximately 80% less than the baseline geometry. The ADG, as expected, was able to guide the vehicle into the aeroshell separation box at the target location for dispersions up to 17%, but failed for the 80% dispersion cases. Finally, the results revealed that including flight feasible trajectories for a set of dispersed geometries has the potential to save mass up to 430 kg.

Optimization of the graphical method of Swanepoel for characterization of thin film on substrate specimens from their transmittance spectrum

NASA Astrophysics Data System (ADS)

Minkov, D. A.; Gavrilov, G. M.; Moreno, J. M. D.; Vazquez, C. G.; Marquez, E.

2017-03-01

The accuracy of the popular graphical method of Swanepoel (SGM) for the characterization of a thin film on a substrate specimen from its interference transmittance spectrum depends on the subjective choice of four characterization parameters: the slope of the graph, the order number for the longest wavelength extremum, and the two numbers of the extrema used for the calculation approximations of the average film thickness. Here, an error metric is introduced for estimating the accuracy of SGM characterization. An algorithm is proposed for the optimization of SGM, named the OGM algorithm, based on the minimization of this error metric. Its execution provides optimized values of the four characterization parameters, and the respective computation of the most accurate film characteristics achievable within the framework of SGM. Moreover, substrate absorption is accounted for, unlike in the classical SGM, which is beneficial when using modern UV/visible/NIR spectrophotometers due to the relatively larger amount of absorption in the commonly used glass substrates for wavelengths above 1700 nm. A significant increase in the accuracy of the film characteristics is obtained employing the OGM algorithm compared to the SGM algorithm for two model specimens. Such improvements in accuracy increase with increasing film absorption. The results of the film characterization by the OGM algorithm are presented for two specimens containing RF-magnetron-sputtered a-Si films with disparate film thicknesses. The computed average film thicknesses are within 1.1% of the respective film thicknesses measured by SEM for both films. Achieving such high film characterization accuracy is particularly significant for the film with a computed average thickness of 3934 nm, since we are not aware of any other film with such a large thickness that has been characterized by SGM.

A Survey of Distributed Optimization and Control Algorithms for Electric Power Systems

DOE PAGES

Molzahn, Daniel K.; Dorfler, Florian K.; Sandberg, Henrik; ...

2017-07-25

Historically, centrally computed algorithms have been the primary means of power system optimization and control. With increasing penetrations of distributed energy resources requiring optimization and control of power systems with many controllable devices, distributed algorithms have been the subject of significant research interest. Here, this paper surveys the literature of distributed algorithms with applications to optimization and control of power systems. In particular, this paper reviews distributed algorithms for offline solution of optimal power flow (OPF) problems as well as online algorithms for real-time solution of OPF, optimal frequency control, optimal voltage control, and optimal wide-area control problems.

A Survey of Distributed Optimization and Control Algorithms for Electric Power Systems

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

Molzahn, Daniel K.; Dorfler, Florian K.; Sandberg, Henrik

Historically, centrally computed algorithms have been the primary means of power system optimization and control. With increasing penetrations of distributed energy resources requiring optimization and control of power systems with many controllable devices, distributed algorithms have been the subject of significant research interest. Here, this paper surveys the literature of distributed algorithms with applications to optimization and control of power systems. In particular, this paper reviews distributed algorithms for offline solution of optimal power flow (OPF) problems as well as online algorithms for real-time solution of OPF, optimal frequency control, optimal voltage control, and optimal wide-area control problems.

Warehouse stocking optimization based on dynamic ant colony genetic algorithm

NASA Astrophysics Data System (ADS)

Xiao, Xiaoxu

2018-04-01

In view of the various orders of FAW (First Automotive Works) International Logistics Co., Ltd., the SLP method is used to optimize the layout of the warehousing units in the enterprise, thus the warehouse logistics is optimized and the external processing speed of the order is improved. In addition, the relevant intelligent algorithms for optimizing the stocking route problem are analyzed. The ant colony algorithm and genetic algorithm which have good applicability are emphatically studied. The parameters of ant colony algorithm are optimized by genetic algorithm, which improves the performance of ant colony algorithm. A typical path optimization problem model is taken as an example to prove the effectiveness of parameter optimization.

An improved marriage in honey bees optimization algorithm for single objective unconstrained optimization.

PubMed

Celik, Yuksel; Ulker, Erkan

2013-01-01

Marriage in honey bees optimization (MBO) is a metaheuristic optimization algorithm developed by inspiration of the mating and fertilization process of honey bees and is a kind of swarm intelligence optimizations. In this study we propose improved marriage in honey bees optimization (IMBO) by adding Levy flight algorithm for queen mating flight and neighboring for worker drone improving. The IMBO algorithm's performance and its success are tested on the well-known six unconstrained test functions and compared with other metaheuristic optimization algorithms.

Reinforcement-Learning-Based Robust Controller Design for Continuous-Time Uncertain Nonlinear Systems Subject to Input Constraints.

PubMed

Liu, Derong; Yang, Xiong; Wang, Ding; Wei, Qinglai

2015-07-01

The design of stabilizing controller for uncertain nonlinear systems with control constraints is a challenging problem. The constrained-input coupled with the inability to identify accurately the uncertainties motivates the design of stabilizing controller based on reinforcement-learning (RL) methods. In this paper, a novel RL-based robust adaptive control algorithm is developed for a class of continuous-time uncertain nonlinear systems subject to input constraints. The robust control problem is converted to the constrained optimal control problem with appropriately selecting value functions for the nominal system. Distinct from typical action-critic dual networks employed in RL, only one critic neural network (NN) is constructed to derive the approximate optimal control. Meanwhile, unlike initial stabilizing control often indispensable in RL, there is no special requirement imposed on the initial control. By utilizing Lyapunov's direct method, the closed-loop optimal control system and the estimated weights of the critic NN are proved to be uniformly ultimately bounded. In addition, the derived approximate optimal control is verified to guarantee the uncertain nonlinear system to be stable in the sense of uniform ultimate boundedness. Two simulation examples are provided to illustrate the effectiveness and applicability of the present approach.

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

Performance optimization of helicopter rotor blades

NASA Technical Reports Server (NTRS)

Walsh, Joanne L.

1991-01-01

As part of a center-wide activity at NASA Langley Research Center to develop multidisciplinary design procedures by accounting for discipline interactions, a performance design optimization procedure is developed. The procedure optimizes the aerodynamic performance of rotor blades by selecting the point of taper initiation, root chord, taper ratio, and maximum twist which minimize hover horsepower while not degrading forward flight performance. The procedure uses HOVT (a strip theory momentum analysis) to compute the horse power required for hover and the comprehensive helicopter analysis program CAMRAD to compute the horsepower required for forward flight and maneuver. The optimization algorithm consists of the general purpose optimization program CONMIN and approximate analyses. Sensitivity analyses consisting of derivatives of the objective function and constraints are carried out by forward finite differences. The procedure is applied to a test problem which is an analytical model of a wind tunnel model of a utility rotor blade.

Some optimal considerations in attitude control systems. [evaluation of value of relative weighting between time and fuel for relay control law

NASA Technical Reports Server (NTRS)

Boland, J. S., III

1973-01-01

The conventional six-engine reaction control jet relay attitude control law with deadband is shown to be a good linear approximation to a weighted time-fuel optimal control law. Techniques for evaluating the value of the relative weighting between time and fuel for a particular relay control law is studied along with techniques to interrelate other parameters for the two control laws. Vehicle attitude control laws employing control moment gyros are then investigated. Steering laws obtained from the expression for the reaction torque of the gyro configuration are compared to a total optimal attitude control law that is derived from optimal linear regulator theory. This total optimal attitude control law has computational disadvantages in the solving of the matrix Riccati equation. Several computational algorithms for solving the matrix Riccati equation are investigated with respect to accuracy, computational storage requirements, and computational speed.

Method for making 2-electron response reduced density matrices approximately N-representable

NASA Astrophysics Data System (ADS)

Lanssens, Caitlin; Ayers, Paul W.; Van Neck, Dimitri; De Baerdemacker, Stijn; Gunst, Klaas; Bultinck, Patrick

2018-02-01

In methods like geminal-based approaches or coupled cluster that are solved using the projected Schrödinger equation, direct computation of the 2-electron reduced density matrix (2-RDM) is impractical and one falls back to a 2-RDM based on response theory. However, the 2-RDMs from response theory are not N-representable. That is, the response 2-RDM does not correspond to an actual physical N-electron wave function. We present a new algorithm for making these non-N-representable 2-RDMs approximately N-representable, i.e., it has the right symmetry and normalization and it fulfills the P-, Q-, and G-conditions. Next to an algorithm which can be applied to any 2-RDM, we have also developed a 2-RDM optimization procedure specifically for seniority-zero 2-RDMs. We aim to find the 2-RDM with the right properties which is the closest (in the sense of the Frobenius norm) to the non-N-representable 2-RDM by minimizing the square norm of the difference between this initial response 2-RDM and the targeted 2-RDM under the constraint that the trace is normalized and the 2-RDM, Q-matrix, and G-matrix are positive semidefinite, i.e., their eigenvalues are non-negative. Our method is suitable for fixing non-N-representable 2-RDMs which are close to being N-representable. Through the N-representability optimization algorithm we add a small correction to the initial 2-RDM such that it fulfills the most important N-representability conditions.

Fully automatic hp-adaptivity for acoustic and electromagnetic scattering in three dimensions

NASA Astrophysics Data System (ADS)

Kurtz, Jason Patrick

We present an algorithm for fully automatic hp-adaptivity for finite element approximations of elliptic and Maxwell boundary value problems in three dimensions. The algorithm automatically generates a sequence of coarse grids, and a corresponding sequence of fine grids, such that the energy norm of the error decreases exponentially with respect to the number of degrees of freedom in either sequence. At each step, we employ a discrete optimization algorithm to determine the refinements for the current coarse grid such that the projection-based interpolation error for the current fine grid solution decreases with an optimal rate with respect to the number of degrees of freedom added by the refinement. The refinements are restricted only by the requirement that the resulting mesh is at most 1-irregular, but they may be anisotropic in both element size h and order of approximation p. While we cannot prove that our method converges at all, we present numerical evidence of exponential convergence for a diverse suite of model problems from acoustic and electromagnetic scattering. In particular we show that our method is well suited to the automatic resolution of exterior problems truncated by the introduction of a perfectly matched layer. To enable and accelerate the solution of these problems on commodity hardware, we include a detailed account of three critical aspects of our implementation, namely an efficient implementation of sum factorization, several efficient interfaces to the direct multi-frontal solver MUMPS, and some fast direct solvers for the computation of a sequence of nested projections.

Batch Mode Reinforcement Learning based on the Synthesis of Artificial Trajectories

PubMed Central

Fonteneau, Raphael; Murphy, Susan A.; Wehenkel, Louis; Ernst, Damien

2013-01-01

In this paper, we consider the batch mode reinforcement learning setting, where the central problem is to learn from a sample of trajectories a policy that satisfies or optimizes a performance criterion. We focus on the continuous state space case for which usual resolution schemes rely on function approximators either to represent the underlying control problem or to represent its value function. As an alternative to the use of function approximators, we rely on the synthesis of “artificial trajectories” from the given sample of trajectories, and show that this idea opens new avenues for designing and analyzing algorithms for batch mode reinforcement learning. PMID:24049244

A Fast Robot Identification and Mapping Algorithm Based on Kinect Sensor.

PubMed

Zhang, Liang; Shen, Peiyi; Zhu, Guangming; Wei, Wei; Song, Houbing

2015-08-14

Internet of Things (IoT) is driving innovation in an ever-growing set of application domains such as intelligent processing for autonomous robots. For an autonomous robot, one grand challenge is how to sense its surrounding environment effectively. The Simultaneous Localization and Mapping with RGB-D Kinect camera sensor on robot, called RGB-D SLAM, has been developed for this purpose but some technical challenges must be addressed. Firstly, the efficiency of the algorithm cannot satisfy real-time requirements; secondly, the accuracy of the algorithm is unacceptable. In order to address these challenges, this paper proposes a set of novel improvement methods as follows. Firstly, the ORiented Brief (ORB) method is used in feature detection and descriptor extraction. Secondly, a bidirectional Fast Library for Approximate Nearest Neighbors (FLANN) k-Nearest Neighbor (KNN) algorithm is applied to feature match. Then, the improved RANdom SAmple Consensus (RANSAC) estimation method is adopted in the motion transformation. In the meantime, high precision General Iterative Closest Points (GICP) is utilized to register a point cloud in the motion transformation optimization. To improve the accuracy of SLAM, the reduced dynamic covariance scaling (DCS) algorithm is formulated as a global optimization problem under the G2O framework. The effectiveness of the improved algorithm has been verified by testing on standard data and comparing with the ground truth obtained on Freiburg University's datasets. The Dr Robot X80 equipped with a Kinect camera is also applied in a building corridor to verify the correctness of the improved RGB-D SLAM algorithm. With the above experiments, it can be seen that the proposed algorithm achieves higher processing speed and better accuracy.

Interactive Genetic Algorithm - An Adaptive and Interactive Decision Support Framework for Design of Optimal Groundwater Monitoring Plans

NASA Astrophysics Data System (ADS)

Babbar-Sebens, M.; Minsker, B. S.

2006-12-01

In the water resources management field, decision making encompasses many kinds of engineering, social, and economic constraints and objectives. Representing all of these problem dependant criteria through models (analytical or numerical) and various formulations (e.g., objectives, constraints, etc.) within an optimization- simulation system can be a very non-trivial issue. Most models and formulations utilized for discerning desirable traits in a solution can only approximate the decision maker's (DM) true preference criteria, and they often fail to consider important qualitative and incomputable phenomena related to the management problem. In our research, we have proposed novel decision support frameworks that allow DMs to actively participate in the optimization process. The DMs explicitly indicate their true preferences based on their subjective criteria and the results of various simulation models and formulations. The feedback from the DMs is then used to guide the search process towards solutions that are "all-rounders" from the perspective of the DM. The two main research questions explored in this work are: a) Does interaction between the optimization algorithm and a DM assist the system in searching for groundwater monitoring designs that are robust from the DM's perspective?, and b) How can an interactive search process be made more effective when human factors, such as human fatigue and cognitive learning processes, affect the performance of the algorithm? The application of these frameworks on a real-world groundwater long-term monitoring (LTM) case study in Michigan highlighted the following salient advantages: a) in contrast to the non-interactive optimization methodology, the proposed interactive frameworks were able to identify low cost monitoring designs whose interpolation maps respected the expected spatial distribution of the contaminants, b) for many same-cost designs, the interactive methodologies were able to propose multiple alternatives that met the DM's preference criteria, therefore allowing the expert to select among several strong candidate designs depending on her/his LTM budget, c) two of the methodologies - Case-Based Micro Interactive Genetic Algorithm (CBMIGA) and Interactive Genetic Algorithm with Mixed Initiative Interaction (IGAMII) - were also able to assist in controlling human fatigue and adapt to the DM's learning process.

Efficient block preconditioned eigensolvers for linear response time-dependent density functional theory

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

Vecharynski, Eugene; Brabec, Jiri; Shao, Meiyue

We present two efficient iterative algorithms for solving the linear response eigen- value problem arising from the time dependent density functional theory. Although the matrix to be diagonalized is nonsymmetric, it has a special structure that can be exploited to save both memory and floating point operations. In particular, the nonsymmetric eigenvalue problem can be transformed into a product eigenvalue problem that is self-adjoint with respect to a K-inner product. This product eigenvalue problem can be solved efficiently by a modified Davidson algorithm and a modified locally optimal block preconditioned conjugate gradient (LOBPCG) algorithm that make use of the K-innermore » product. The solution of the product eigenvalue problem yields one component of the eigenvector associated with the original eigenvalue problem. However, the other component of the eigenvector can be easily recovered in a postprocessing procedure. Therefore, the algorithms we present here are more efficient than existing algorithms that try to approximate both components of the eigenvectors simultaneously. The efficiency of the new algorithms is demonstrated by numerical examples.« less

γ-decay of {}_{8}^{16}{{\\rm{O}}}_{8}\\,{and}\\,{}_{7}^{16}{{\\rm{N}}}_{9} in proton-neutron Tamm-Dancoff and random phase approximations with optimized surface δ interaction

NASA Astrophysics Data System (ADS)

Pahlavani, M. R.; Firoozi, B.

2016-09-01

γ-ray transitions from excited states of {}16{{N}} and {}16{{O}} isomers that appear in the γ spectrum of the {}616{{{C}}}10\\to {}716{{{N}}}9\\to {}816{{{O}}}8 beta decay chain are investigated. The theoretical approach used in this research starts with a mean-field potential consisting of a phenomenological Woods-Saxon potential including spin-orbit and Coulomb terms (for protons) in order to obtain single-particle energies and wave functions for nucleons in a nucleus. A schematic residual surface delta interaction is then employed on the top of the mean field and is treated within the proton-neutron Tamm-Dancoff approximation (pnTDA) and the proton-neutron random phase approximation. The goal is to use an optimized surface delta interaction interaction, as a residual interaction, to improve the results. We have used artificial intelligence algorithms to establish a good agreement between theoretical and experimental energy spectra. The final results of the ‘optimized’ calculations are reasonable via this approach.

Multimodal optimization by using hybrid of artificial bee colony algorithm and BFGS algorithm

NASA Astrophysics Data System (ADS)

Anam, S.

2017-10-01

Optimization has become one of the important fields in Mathematics. Many problems in engineering and science can be formulated into optimization problems. They maybe have many local optima. The optimization problem with many local optima, known as multimodal optimization problem, is how to find the global solution. Several metaheuristic methods have been proposed to solve multimodal optimization problems such as Particle Swarm Optimization (PSO), Genetics Algorithm (GA), Artificial Bee Colony (ABC) algorithm, etc. The performance of the ABC algorithm is better than or similar to those of other population-based algorithms with the advantage of employing a fewer control parameters. The ABC algorithm also has the advantages of strong robustness, fast convergence and high flexibility. However, it has the disadvantages premature convergence in the later search period. The accuracy of the optimal value cannot meet the requirements sometimes. Broyden-Fletcher-Goldfarb-Shanno (BFGS) algorithm is a good iterative method for finding a local optimum. Compared with other local optimization methods, the BFGS algorithm is better. Based on the advantages of the ABC algorithm and the BFGS algorithm, this paper proposes a hybrid of the artificial bee colony algorithm and the BFGS algorithm to solve the multimodal optimization problem. The first step is that the ABC algorithm is run to find a point. In the second step is that the point obtained by the first step is used as an initial point of BFGS algorithm. The results show that the hybrid method can overcome from the basic ABC algorithm problems for almost all test function. However, if the shape of function is flat, the proposed method cannot work well.

Subsonic flight test evaluation of a performance seeking control algorithm on an F-15 airplane

NASA Technical Reports Server (NTRS)

Gilyard, Glenn B.; Orme, John S.

1992-01-01

The subsonic flight test evaluation phase of the NASA F-15 (powered by F 100 engines) performance seeking control program was completed for single-engine operation at part- and military-power settings. The subsonic performance seeking control algorithm optimizes the quasi-steady-state performance of the propulsion system for three modes of operation. The minimum fuel flow mode minimizes fuel consumption. The minimum thrust mode maximizes thrust at military power. Decreases in thrust-specific fuel consumption of 1 to 2 percent were measured in the minimum fuel flow mode; these fuel savings are significant, especially for supersonic cruise aircraft. Decreases of up to approximately 100 degree R in fan turbine inlet temperature were measured in the minimum temperature mode. Temperature reductions of this magnitude would more than double turbine life if inlet temperature was the only life factor. Measured thrust increases of up to approximately 15 percent in the maximum thrust mode cause substantial increases in aircraft acceleration. The system dynamics of the closed-loop algorithm operation were good. The subsonic flight phase has validated the performance seeking control technology, which can significantly benefit the next generation of fighter and transport aircraft.

Interior search algorithm (ISA): a novel approach for global optimization.

PubMed

Gandomi, Amir H

2014-07-01

This paper presents the interior search algorithm (ISA) as a novel method for solving optimization tasks. The proposed ISA is inspired by interior design and decoration. The algorithm is different from other metaheuristic algorithms and provides new insight for global optimization. The proposed method is verified using some benchmark mathematical and engineering problems commonly used in the area of optimization. ISA results are further compared with well-known optimization algorithms. The results show that the ISA is efficiently capable of solving optimization problems. The proposed algorithm can outperform the other well-known algorithms. Further, the proposed algorithm is very simple and it only has one parameter to tune. Copyright © 2014 ISA. Published by Elsevier Ltd. All rights reserved.

Inverse Diffusion Curves Using Shape Optimization.

PubMed

Zhao, Shuang; Durand, Fredo; Zheng, Changxi

2018-07-01

The inverse diffusion curve problem focuses on automatic creation of diffusion curve images that resemble user provided color fields. This problem is challenging since the 1D curves have a nonlinear and global impact on resulting color fields via a partial differential equation (PDE). We introduce a new approach complementary to previous methods by optimizing curve geometry. In particular, we propose a novel iterative algorithm based on the theory of shape derivatives. The resulting diffusion curves are clean and well-shaped, and the final image closely approximates the input. Our method provides a user-controlled parameter to regularize curve complexity, and generalizes to handle input color fields represented in a variety of formats.

Constructing irregular surfaces to enclose macromolecular complexes for mesoscale modeling using the discrete surface charge optimization (DISCO) algorithm.

PubMed

Zhang, Qing; Beard, Daniel A; Schlick, Tamar

2003-12-01

Salt-mediated electrostatics interactions play an essential role in biomolecular structures and dynamics. Because macromolecular systems modeled at atomic resolution contain thousands of solute atoms, the electrostatic computations constitute an expensive part of the force and energy calculations. Implicit solvent models are one way to simplify the model and associated calculations, but they are generally used in combination with standard atomic models for the solute. To approximate electrostatics interactions in models on the polymer level (e.g., supercoiled DNA) that are simulated over long times (e.g., milliseconds) using Brownian dynamics, Beard and Schlick have developed the DiSCO (Discrete Surface Charge Optimization) algorithm. DiSCO represents a macromolecular complex by a few hundred discrete charges on a surface enclosing the system modeled by the Debye-Hückel (screened Coulombic) approximation to the Poisson-Boltzmann equation, and treats the salt solution as continuum solvation. DiSCO can represent the nucleosome core particle (>12,000 atoms), for example, by 353 discrete surface charges distributed on the surfaces of a large disk for the nucleosome core particle and a slender cylinder for the histone tail; the charges are optimized with respect to the Poisson-Boltzmann solution for the electric field, yielding a approximately 5.5% residual. Because regular surfaces enclosing macromolecules are not sufficiently general and may be suboptimal for certain systems, we develop a general method to construct irregular models tailored to the geometry of macromolecules. We also compare charge optimization based on both the electric field and electrostatic potential refinement. Results indicate that irregular surfaces can lead to a more accurate approximation (lower residuals), and the refinement in terms of the electric field is more robust. We also show that surface smoothing for irregular models is important, that the charge optimization (by the TNPACK minimizer) is efficient and does not depend on the initial assigned values, and that the residual is acceptable when the distance to the model surface is close to, or larger than, the Debye length. We illustrate applications of DiSCO's model-building procedure to chromatin folding and supercoiled DNA bound to Hin and Fis proteins. DiSCO is generally applicable to other interesting macromolecular systems for which mesoscale models are appropriate, to yield a resolution between the all-atom representative and the polymer level. Copyright 2003 Wiley Periodicals, Inc. J Comput Chem 24: 2063-2074, 2003

An Improved Marriage in Honey Bees Optimization Algorithm for Single Objective Unconstrained Optimization

PubMed Central

Celik, Yuksel; Ulker, Erkan

2013-01-01

Marriage in honey bees optimization (MBO) is a metaheuristic optimization algorithm developed by inspiration of the mating and fertilization process of honey bees and is a kind of swarm intelligence optimizations. In this study we propose improved marriage in honey bees optimization (IMBO) by adding Levy flight algorithm for queen mating flight and neighboring for worker drone improving. The IMBO algorithm's performance and its success are tested on the well-known six unconstrained test functions and compared with other metaheuristic optimization algorithms. PMID:23935416

Adaptive statistical pattern classifiers for remotely sensed data

NASA Technical Reports Server (NTRS)

Gonzalez, R. C.; Pace, M. O.; Raulston, H. S.

1975-01-01

A technique for the adaptive estimation of nonstationary statistics necessary for Bayesian classification is developed. The basic approach to the adaptive estimation procedure consists of two steps: (1) an optimal stochastic approximation of the parameters of interest and (2) a projection of the parameters in time or position. A divergence criterion is developed to monitor algorithm performance. Comparative results of adaptive and nonadaptive classifier tests are presented for simulated four dimensional spectral scan data.

Minimizing Statistical Bias with Queries.

DTIC Science & Technology

1995-09-14

method for optimally selecting these points would o er enormous savings in time and money. An active learning system will typically attempt to select data...research in active learning assumes that the sec- ond term of Equation 2 is approximately zero, that is, that the learner is unbiased. If this is the case...outperforms the variance- minimizing algorithm and random exploration. and e ective strategy for active learning . I have given empirical evidence that, with

Modeling development of natural multi-sensory integration using neural self-organisation and probabilistic population codes

NASA Astrophysics Data System (ADS)

Bauer, Johannes; Dávila-Chacón, Jorge; Wermter, Stefan

2015-10-01

Humans and other animals have been shown to perform near-optimally in multi-sensory integration tasks. Probabilistic population codes (PPCs) have been proposed as a mechanism by which optimal integration can be accomplished. Previous approaches have focussed on how neural networks might produce PPCs from sensory input or perform calculations using them, like combining multiple PPCs. Less attention has been given to the question of how the necessary organisation of neurons can arise and how the required knowledge about the input statistics can be learned. In this paper, we propose a model of learning multi-sensory integration based on an unsupervised learning algorithm in which an artificial neural network learns the noise characteristics of each of its sources of input. Our algorithm borrows from the self-organising map the ability to learn latent-variable models of the input and extends it to learning to produce a PPC approximating a probability density function over the latent variable behind its (noisy) input. The neurons in our network are only required to perform simple calculations and we make few assumptions about input noise properties and tuning functions. We report on a neurorobotic experiment in which we apply our algorithm to multi-sensory integration in a humanoid robot to demonstrate its effectiveness and compare it to human multi-sensory integration on the behavioural level. We also show in simulations that our algorithm performs near-optimally under certain plausible conditions, and that it reproduces important aspects of natural multi-sensory integration on the neural level.

Performance comparison of genetic algorithms and particle swarm optimization for model integer programming bus timetabling problem

NASA Astrophysics Data System (ADS)

Wihartiko, F. D.; Wijayanti, H.; Virgantari, F.

2018-03-01

Genetic Algorithm (GA) is a common algorithm used to solve optimization problems with artificial intelligence approach. Similarly, the Particle Swarm Optimization (PSO) algorithm. Both algorithms have different advantages and disadvantages when applied to the case of optimization of the Model Integer Programming for Bus Timetabling Problem (MIPBTP), where in the case of MIPBTP will be found the optimal number of trips confronted with various constraints. The comparison results show that the PSO algorithm is superior in terms of complexity, accuracy, iteration and program simplicity in finding the optimal solution.

Short paths in expander graphs

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

Kleinberg, J.; Rubinfeld, R.

Graph expansion has proved to be a powerful general tool for analyzing the behavior of routing algorithms and the interconnection networks on which they run. We develop new routing algorithms and structural results for bounded-degree expander graphs. Our results are unified by the fact that they are all based upon, and extend, a body of work asserting that expanders are rich in short, disjoint paths. In particular, our work has consequences for the disjoint paths problem, multicommodify flow, and graph minor containment. We show: (i) A greedy algorithm for approximating the maximum disjoint paths problem achieves a polylogarithmic approximation ratiomore » in bounded-degree expanders. Although our algorithm is both deterministic and on-line, its performance guarantee is an improvement over previous bounds in expanders. (ii) For a multicommodily flow problem with arbitrary demands on a bounded-degree expander, there is a (1 + {epsilon})-optimal solution using only flow paths of polylogarithmic length. It follows that the multicommodity flow algorithm of Awerbuch and Leighton runs in nearly linear time per commodity in expanders. Our analysis is based on establishing the following: given edge weights on an expander G, one can increase some of the weights very slightly so the resulting shortest-path metric is smooth - the min-weight path between any pair of nodes uses a polylogarithmic number of edges. (iii) Every bounded-degree expander on n nodes contains every graph with O(n/log{sup O(1)} n) nodes and edges as a minor.« less

Decentralized Quasi-Newton Methods

NASA Astrophysics Data System (ADS)

Eisen, Mark; Mokhtari, Aryan; Ribeiro, Alejandro

2017-05-01

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

A Comparative Study of Interferometric Regridding Algorithms

NASA Technical Reports Server (NTRS)

Hensley, Scott; Safaeinili, Ali

1999-01-01

THe paper discusses regridding options: (1) The problem of interpolating data that is not sampled on a uniform grid, that is noisy, and contains gaps is a difficult problem. (2) Several interpolation algorithms have been implemented: (a) Nearest neighbor - Fast and easy but shows some artifacts in shaded relief images. (b) Simplical interpolator - uses plane going through three points containing point where interpolation is required. Reasonably fast and accurate. (c) Convolutional - uses a windowed Gaussian approximating the optimal prolate spheroidal weighting function for a specified bandwidth. (d) First or second order surface fitting - Uses the height data centered in a box about a given point and does a weighted least squares surface fit.

Neural-network-enhanced evolutionary algorithm applied to supported metal nanoparticles

NASA Astrophysics Data System (ADS)

Kolsbjerg, E. L.; Peterson, A. A.; Hammer, B.

2018-05-01

We show that approximate structural relaxation with a neural network enables orders of magnitude faster global optimization with an evolutionary algorithm in a density functional theory framework. The increased speed facilitates reliable identification of global minimum energy structures, as exemplified by our finding of a hollow Pt13 nanoparticle on an MgO support. We highlight the importance of knowing the correct structure when studying the catalytic reactivity of the different particle shapes. The computational speedup further enables screening of hundreds of different pathways in the search for optimum kinetic transitions between low-energy conformers and hence pushes the limits of the insight into thermal ensembles that can be obtained from theory.

Optimization Of Feature Weight TheVoting Feature Intervals 5 Algorithm Using Partical Swarm Optimization Algorithm

NASA Astrophysics Data System (ADS)

Hayana Hasibuan, Eka; Mawengkang, Herman; Efendi, Syahril

2017-12-01

The use of Partical Swarm Optimization Algorithm in this research is to optimize the feature weights on the Voting Feature Interval 5 algorithm so that we can find the model of using PSO algorithm with VFI 5. Optimization of feature weight on Diabetes or Dyspesia data is considered important because it is very closely related to the livelihood of many people, so if there is any inaccuracy in determining the most dominant feature weight in the data will cause death. Increased accuracy by using PSO Algorithm ie fold 1 from 92.31% to 96.15% increase accuracy of 3.8%, accuracy of fold 2 on Algorithm VFI5 of 92.52% as well as generated on PSO Algorithm means accuracy fixed, then in fold 3 increase accuracy of 85.19% Increased to 96.29% Accuracy increased by 11%. The total accuracy of all three trials increased by 14%. In general the Partical Swarm Optimization algorithm has succeeded in increasing the accuracy to several fold, therefore it can be concluded the PSO algorithm is well used in optimizing the VFI5 Classification Algorithm.

Numerical solution to generalized Burgers'-Fisher equation using Exp-function method hybridized with heuristic computation.

PubMed

Malik, Suheel Abdullah; Qureshi, Ijaz Mansoor; Amir, Muhammad; Malik, Aqdas Naveed; Haq, Ihsanul

2015-01-01

In this paper, a new heuristic scheme for the approximate solution of the generalized Burgers'-Fisher equation is proposed. The scheme is based on the hybridization of Exp-function method with nature inspired algorithm. The given nonlinear partial differential equation (NPDE) through substitution is converted into a nonlinear ordinary differential equation (NODE). The travelling wave solution is approximated by the Exp-function method with unknown parameters. The unknown parameters are estimated by transforming the NODE into an equivalent global error minimization problem by using a fitness function. The popular genetic algorithm (GA) is used to solve the minimization problem, and to achieve the unknown parameters. The proposed scheme is successfully implemented to solve the generalized Burgers'-Fisher equation. The comparison of numerical results with the exact solutions, and the solutions obtained using some traditional methods, including adomian decomposition method (ADM), homotopy perturbation method (HPM), and optimal homotopy asymptotic method (OHAM), show that the suggested scheme is fairly accurate and viable for solving such problems.

Numerical Solution to Generalized Burgers'-Fisher Equation Using Exp-Function Method Hybridized with Heuristic Computation

PubMed Central

Malik, Suheel Abdullah; Qureshi, Ijaz Mansoor; Amir, Muhammad; Malik, Aqdas Naveed; Haq, Ihsanul

2015-01-01

In this paper, a new heuristic scheme for the approximate solution of the generalized Burgers'-Fisher equation is proposed. The scheme is based on the hybridization of Exp-function method with nature inspired algorithm. The given nonlinear partial differential equation (NPDE) through substitution is converted into a nonlinear ordinary differential equation (NODE). The travelling wave solution is approximated by the Exp-function method with unknown parameters. The unknown parameters are estimated by transforming the NODE into an equivalent global error minimization problem by using a fitness function. The popular genetic algorithm (GA) is used to solve the minimization problem, and to achieve the unknown parameters. The proposed scheme is successfully implemented to solve the generalized Burgers'-Fisher equation. The comparison of numerical results with the exact solutions, and the solutions obtained using some traditional methods, including adomian decomposition method (ADM), homotopy perturbation method (HPM), and optimal homotopy asymptotic method (OHAM), show that the suggested scheme is fairly accurate and viable for solving such problems. PMID:25811858

Approximate dynamic programming approaches for appointment scheduling with patient preferences.

PubMed

Li, Xin; Wang, Jin; Fung, Richard Y K

2018-04-01

During the appointment booking process in out-patient departments, the level of patient satisfaction can be affected by whether or not their preferences can be met, including the choice of physicians and preferred time slot. In addition, because the appointments are sequential, considering future possible requests is also necessary for a successful appointment system. This paper proposes a Markov decision process model for optimizing the scheduling of sequential appointments with patient preferences. In contrast to existing models, the evaluation of a booking decision in this model focuses on the extent to which preferences are satisfied. Characteristics of the model are analysed to develop a system for formulating booking policies. Based on these characteristics, two types of approximate dynamic programming algorithms are developed to avoid the curse of dimensionality. Experimental results suggest directions for further fine-tuning of the model, as well as improving the efficiency of the two proposed algorithms. Copyright © 2018 Elsevier B.V. All rights reserved.

Two time scale output feedback regulation for ill-conditioned systems

NASA Technical Reports Server (NTRS)

Calise, A. J.; Moerder, D. D.

1986-01-01

Issues pertaining to the well-posedness of a two time scale approach to the output feedback regulator design problem are examined. An approximate quadratic performance index which reflects a two time scale decomposition of the system dynamics is developed. It is shown that, under mild assumptions, minimization of this cost leads to feedback gains providing a second-order approximation of optimal full system performance. A simplified approach to two time scale feedback design is also developed, in which gains are separately calculated to stabilize the slow and fast subsystem models. By exploiting the notion of combined control and observation spillover suppression, conditions are derived assuring that these gains will stabilize the full-order system. A sequential numerical algorithm is described which obtains output feedback gains minimizing a broad class of performance indices, including the standard LQ case. It is shown that the algorithm converges to a local minimum under nonrestrictive assumptions. This procedure is adapted to and demonstrated for the two time scale design formulations.

Π4U: A high performance computing framework for Bayesian uncertainty quantification of complex models

NASA Astrophysics Data System (ADS)

Hadjidoukas, P. E.; Angelikopoulos, P.; Papadimitriou, C.; Koumoutsakos, P.

2015-03-01

We present Π4U, an extensible framework, for non-intrusive Bayesian Uncertainty Quantification and Propagation (UQ+P) of complex and computationally demanding physical models, that can exploit massively parallel computer architectures. The framework incorporates Laplace asymptotic approximations as well as stochastic algorithms, along with distributed numerical differentiation and task-based parallelism for heterogeneous clusters. Sampling is based on the Transitional Markov Chain Monte Carlo (TMCMC) algorithm and its variants. The optimization tasks associated with the asymptotic approximations are treated via the Covariance Matrix Adaptation Evolution Strategy (CMA-ES). A modified subset simulation method is used for posterior reliability measurements of rare events. The framework accommodates scheduling of multiple physical model evaluations based on an adaptive load balancing library and shows excellent scalability. In addition to the software framework, we also provide guidelines as to the applicability and efficiency of Bayesian tools when applied to computationally demanding physical models. Theoretical and computational developments are demonstrated with applications drawn from molecular dynamics, structural dynamics and granular flow.

Air traffic surveillance and control using hybrid estimation and protocol-based conflict resolution

NASA Astrophysics Data System (ADS)

Hwang, Inseok

The continued growth of air travel and recent advances in new technologies for navigation, surveillance, and communication have led to proposals by the Federal Aviation Administration (FAA) to provide reliable and efficient tools to aid Air Traffic Control (ATC) in performing their tasks. In this dissertation, we address four problems frequently encountered in air traffic surveillance and control; multiple target tracking and identity management, conflict detection, conflict resolution, and safety verification. We develop a set of algorithms and tools to aid ATC; These algorithms have the provable properties of safety, computational efficiency, and convergence. Firstly, we develop a multiple-maneuvering-target tracking and identity management algorithm which can keep track of maneuvering aircraft in noisy environments and of their identities. Secondly, we propose a hybrid probabilistic conflict detection algorithm between multiple aircraft which uses flight mode estimates as well as aircraft current state estimates. Our algorithm is based on hybrid models of aircraft, which incorporate both continuous dynamics and discrete mode switching. Thirdly, we develop an algorithm for multiple (greater than two) aircraft conflict avoidance that is based on a closed-form analytic solution and thus provides guarantees of safety. Finally, we consider the problem of safety verification of control laws for safety critical systems, with application to air traffic control systems. We approach safety verification through reachability analysis, which is a computationally expensive problem. We develop an over-approximate method for reachable set computation using polytopic approximation methods and dynamic optimization. These algorithms may be used either in a fully autonomous way, or as supporting tools to increase controllers' situational awareness and to reduce their work load.

BWM*: A Novel, Provable, Ensemble-based Dynamic Programming Algorithm for Sparse Approximations of Computational Protein Design.

PubMed

Jou, Jonathan D; Jain, Swati; Georgiev, Ivelin S; Donald, Bruce R

2016-06-01

Sparse energy functions that ignore long range interactions between residue pairs are frequently used by protein design algorithms to reduce computational cost. Current dynamic programming algorithms that fully exploit the optimal substructure produced by these energy functions only compute the GMEC. This disproportionately favors the sequence of a single, static conformation and overlooks better binding sequences with multiple low-energy conformations. Provable, ensemble-based algorithms such as A* avoid this problem, but A* cannot guarantee better performance than exhaustive enumeration. We propose a novel, provable, dynamic programming algorithm called Branch-Width Minimization* (BWM*) to enumerate a gap-free ensemble of conformations in order of increasing energy. Given a branch-decomposition of branch-width w for an n-residue protein design with at most q discrete side-chain conformations per residue, BWM* returns the sparse GMEC in O([Formula: see text]) time and enumerates each additional conformation in merely O([Formula: see text]) time. We define a new measure, Total Effective Search Space (TESS), which can be computed efficiently a priori before BWM* or A* is run. We ran BWM* on 67 protein design problems and found that TESS discriminated between BWM*-efficient and A*-efficient cases with 100% accuracy. As predicted by TESS and validated experimentally, BWM* outperforms A* in 73% of the cases and computes the full ensemble or a close approximation faster than A*, enumerating each additional conformation in milliseconds. Unlike A*, the performance of BWM* can be predicted in polynomial time before running the algorithm, which gives protein designers the power to choose the most efficient algorithm for their particular design problem.

Stan : A Probabilistic Programming Language

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

Carpenter, Bob; Gelman, Andrew; Hoffman, Matthew D.

Stan is a probabilistic programming language for specifying statistical models. A Stan program imperatively defines a log probability function over parameters conditioned on specified data and constants. As of version 2.14.0, Stan provides full Bayesian inference for continuous-variable models through Markov chain Monte Carlo methods such as the No-U-Turn sampler, an adaptive form of Hamiltonian Monte Carlo sampling. Penalized maximum likelihood estimates are calculated using optimization methods such as the limited memory Broyden-Fletcher-Goldfarb-Shanno algorithm. Stan is also a platform for computing log densities and their gradients and Hessians, which can be used in alternative algorithms such as variational Bayes, expectationmore » propagation, and marginal inference using approximate integration. To this end, Stan is set up so that the densities, gradients, and Hessians, along with intermediate quantities of the algorithm such as acceptance probabilities, are easily accessible. Stan can also be called from the command line using the cmdstan package, through R using the rstan package, and through Python using the pystan package. All three interfaces support sampling and optimization-based inference with diagnostics and posterior analysis. rstan and pystan also provide access to log probabilities, gradients, Hessians, parameter transforms, and specialized plotting.« less

A novel frame-level constant-distortion bit allocation for smooth H.264/AVC video quality

NASA Astrophysics Data System (ADS)

Liu, Li; Zhuang, Xinhua

2009-01-01

It is known that quality fluctuation has a major negative effect on visual perception. In previous work, we introduced a constant-distortion bit allocation method [1] for H.263+ encoder. However, the method in [1] can not be adapted to the newest H.264/AVC encoder directly as the well-known chicken-egg dilemma resulted from the rate-distortion optimization (RDO) decision process. To solve this problem, we propose a new two stage constant-distortion bit allocation (CDBA) algorithm with enhanced rate control for H.264/AVC encoder. In stage-1, the algorithm performs RD optimization process with a constant quantization QP. Based on prediction residual signals from stage-1 and target distortion for smooth video quality purpose, the frame-level bit target is allocated by using a close-form approximations of ratedistortion relationship similar to [1], and a fast stage-2 encoding process is performed with enhanced basic unit rate control. Experimental results show that, compared with original rate control algorithm provided by H.264/AVC reference software JM12.1, the proposed constant-distortion frame-level bit allocation scheme reduces quality fluctuation and delivers much smoother PSNR on all testing sequences.

Iterative Adaptive Dynamic Programming for Solving Unknown Nonlinear Zero-Sum Game Based on Online Data.

PubMed

Zhu, Yuanheng; Zhao, Dongbin; Li, Xiangjun

2017-03-01

H ∞ control is a powerful method to solve the disturbance attenuation problems that occur in some control systems. The design of such controllers relies on solving the zero-sum game (ZSG). But in practical applications, the exact dynamics is mostly unknown. Identification of dynamics also produces errors that are detrimental to the control performance. To overcome this problem, an iterative adaptive dynamic programming algorithm is proposed in this paper to solve the continuous-time, unknown nonlinear ZSG with only online data. A model-free approach to the Hamilton-Jacobi-Isaacs equation is developed based on the policy iteration method. Control and disturbance policies and value are approximated by neural networks (NNs) under the critic-actor-disturber structure. The NN weights are solved by the least-squares method. According to the theoretical analysis, our algorithm is equivalent to a Gauss-Newton method solving an optimization problem, and it converges uniformly to the optimal solution. The online data can also be used repeatedly, which is highly efficient. Simulation results demonstrate its feasibility to solve the unknown nonlinear ZSG. When compared with other algorithms, it saves a significant amount of online measurement time.

Stan : A Probabilistic Programming Language

DOE PAGES

Carpenter, Bob; Gelman, Andrew; Hoffman, Matthew D.; ...

2017-01-01

Stan is a probabilistic programming language for specifying statistical models. A Stan program imperatively defines a log probability function over parameters conditioned on specified data and constants. As of version 2.14.0, Stan provides full Bayesian inference for continuous-variable models through Markov chain Monte Carlo methods such as the No-U-Turn sampler, an adaptive form of Hamiltonian Monte Carlo sampling. Penalized maximum likelihood estimates are calculated using optimization methods such as the limited memory Broyden-Fletcher-Goldfarb-Shanno algorithm. Stan is also a platform for computing log densities and their gradients and Hessians, which can be used in alternative algorithms such as variational Bayes, expectationmore » propagation, and marginal inference using approximate integration. To this end, Stan is set up so that the densities, gradients, and Hessians, along with intermediate quantities of the algorithm such as acceptance probabilities, are easily accessible. Stan can also be called from the command line using the cmdstan package, through R using the rstan package, and through Python using the pystan package. All three interfaces support sampling and optimization-based inference with diagnostics and posterior analysis. rstan and pystan also provide access to log probabilities, gradients, Hessians, parameter transforms, and specialized plotting.« less

Efficiency Improvements to the Displacement Based Multilevel Structural Optimization Algorithm

NASA Technical Reports Server (NTRS)

Plunkett, C. L.; Striz, A. G.; Sobieszczanski-Sobieski, J.

2001-01-01

Multilevel Structural Optimization (MSO) continues to be an area of research interest in engineering optimization. In the present project, the weight optimization of beams and trusses using Displacement based Multilevel Structural Optimization (DMSO), a member of the MSO set of methodologies, is investigated. In the DMSO approach, the optimization task is subdivided into a single system and multiple subsystems level optimizations. The system level optimization minimizes the load unbalance resulting from the use of displacement functions to approximate the structural displacements. The function coefficients are then the design variables. Alternately, the system level optimization can be solved using the displacements themselves as design variables, as was shown in previous research. Both approaches ensure that the calculated loads match the applied loads. In the subsystems level, the weight of the structure is minimized using the element dimensions as design variables. The approach is expected to be very efficient for large structures, since parallel computing can be utilized in the different levels of the problem. In this paper, the method is applied to a one-dimensional beam and a large three-dimensional truss. The beam was tested to study possible simplifications to the system level optimization. In previous research, polynomials were used to approximate the global nodal displacements. The number of coefficients of the polynomials equally matched the number of degrees of freedom of the problem. Here it was desired to see if it is possible to only match a subset of the degrees of freedom in the system level. This would lead to a simplification of the system level, with a resulting increase in overall efficiency. However, the methods tested for this type of system level simplification did not yield positive results. The large truss was utilized to test further improvements in the efficiency of DMSO. In previous work, parallel processing was applied to the subsystems level, where the derivative verification feature of the optimizer NPSOL had been utilized in the optimizations. This resulted in large runtimes. In this paper, the optimizations were repeated without using the derivative verification, and the results are compared to those from the previous work. Also, the optimizations were run on both, a network of SUN workstations using the MPICH implementation of the Message Passing Interface (MPI) and on the faster Beowulf cluster at ICASE, NASA Langley Research Center, using the LAM implementation of UP]. The results on both systems were consistent and showed that it is not necessary to verify the derivatives and that this gives a large increase in efficiency of the DMSO algorithm.

Analysis of oil-pipeline distribution of multiple products subject to delivery time-windows

NASA Astrophysics Data System (ADS)

Jittamai, Phongchai

This dissertation defines the operational problems of, and develops solution methodologies for, a distribution of multiple products into oil pipeline subject to delivery time-windows constraints. A multiple-product oil pipeline is a pipeline system composing of pipes, pumps, valves and storage facilities used to transport different types of liquids. Typically, products delivered by pipelines are petroleum of different grades moving either from production facilities to refineries or from refineries to distributors. Time-windows, which are generally used in logistics and scheduling areas, are incorporated in this study. The distribution of multiple products into oil pipeline subject to delivery time-windows is modeled as multicommodity network flow structure and mathematically formulated. The main focus of this dissertation is the investigation of operating issues and problem complexity of single-source pipeline problems and also providing solution methodology to compute input schedule that yields minimum total time violation from due delivery time-windows. The problem is proved to be NP-complete. The heuristic approach, a reversed-flow algorithm, is developed based on pipeline flow reversibility to compute input schedule for the pipeline problem. This algorithm is implemented in no longer than O(T·E) time. This dissertation also extends the study to examine some operating attributes and problem complexity of multiple-source pipelines. The multiple-source pipeline problem is also NP-complete. A heuristic algorithm modified from the one used in single-source pipeline problems is introduced. This algorithm can also be implemented in no longer than O(T·E) time. Computational results are presented for both methodologies on randomly generated problem sets. The computational experience indicates that reversed-flow algorithms provide good solutions in comparison with the optimal solutions. Only 25% of the problems tested were more than 30% greater than optimal values and approximately 40% of the tested problems were solved optimally by the algorithms.

Constructing diabatic representations using adiabatic and approximate diabatic data – Coping with diabolical singularities

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

Zhu, Xiaolei, E-mail: virtualzx@gmail.com; Yarkony, David R., E-mail: yarkony@jhu.edu

2016-01-28

We have recently introduced a diabatization scheme, which simultaneously fits and diabatizes adiabatic ab initio electronic wave functions, Zhu and Yarkony J. Chem. Phys. 140, 024112 (2014). The algorithm uses derivative couplings in the defining equations for the diabatic Hamiltonian, H{sup d}, and fits all its matrix elements simultaneously to adiabatic state data. This procedure ultimately provides an accurate, quantifiably diabatic, representation of the adiabatic electronic structure data. However, optimizing the large number of nonlinear parameters in the basis functions and adjusting the number and kind of basis functions from which the fit is built, which provide the essential flexibility,more » has proved challenging. In this work, we introduce a procedure that combines adiabatic state and diabatic state data to efficiently optimize the nonlinear parameters and basis function expansion. Further, we consider using direct properties based diabatizations to initialize the fitting procedure. To address this issue, we introduce a systematic method for eliminating the debilitating (diabolical) singularities in the defining equations of properties based diabatizations. We exploit the observation that if approximate diabatic data are available, the commonly used approach of fitting each matrix element of H{sup d} individually provides a starting point (seed) from which convergence of the full H{sup d} construction algorithm is rapid. The optimization of nonlinear parameters and basis functions and the elimination of debilitating singularities are, respectively, illustrated using the 1,2,3,4{sup 1}A states of phenol and the 1,2{sup 1}A states of NH{sub 3}, states which are coupled by conical intersections.« less

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

Hunt, H.B. III; Rosenkrantz, D.J.; Stearns, R.E.

We study both the complexity and approximability of various graph and combinatorial problems specified using two dimensional narrow periodic specifications (see [CM93, HW92, KMW67, KO91, Or84b, Wa93]). The following two general kinds of results are presented. (1) We prove that a number of natural graph and combinatorial problems are NEXPTIME- or EXPSPACE-complete when instances are so specified; (2) In contrast, we prove that the optimization versions of several of these NEXPTIME-, EXPSPACE-complete problems have polynomial time approximation algorithms with constant performance guarantees. Moreover, some of these problems even have polynomial time approximation schemes. We also sketch how our NEXPTIME-hardness resultsmore » can be used to prove analogous NEXPTIME-hardness results for problems specified using other kinds of succinct specification languages. Our results provide the first natural problems for which there is a proven exponential (and possibly doubly exponential) gap between the complexities of finding exact and approximate solutions.« less

A Novel Implementation of Efficient Algorithms for Quantum Circuit Synthesis

NASA Astrophysics Data System (ADS)

Zeller, Luke

In this project, we design and develop a computer program to effectively approximate arbitrary quantum gates using the discrete set of Clifford Gates together with the T gate (π/8 gate). Employing recent results from Mosca et. al. and Giles and Selinger, we implement a decomposition scheme that outputs a sequence of Clifford, T, and Tt gates that approximate the input to within a specified error range ɛ. Specifically, the given gate is first rounded to an element of Z[1/2, i] with a precision determined by ɛ, and then exact synthesis is employed to produce the resulting gate. It is known that this procedure is optimal in approximating an arbitrary single qubit gate. Our program, written in Matlab and Python, can complete both approximate and exact synthesis of qubits. It can be used to assist in the experimental implementation of an arbitrary fault-tolerant single qubit gate, for which direct implementation isn't feasible.

Adaptive cockroach swarm algorithm

NASA Astrophysics Data System (ADS)

Obagbuwa, Ibidun C.; Abidoye, Ademola P.

2017-07-01

An adaptive cockroach swarm optimization (ACSO) algorithm is proposed in this paper to strengthen the existing cockroach swarm optimization (CSO) algorithm. The ruthless component of CSO algorithm is modified by the employment of blend crossover predator-prey evolution method which helps algorithm prevent any possible population collapse, maintain population diversity and create adaptive search in each iteration. The performance of the proposed algorithm on 16 global optimization benchmark function problems was evaluated and compared with the existing CSO, cuckoo search, differential evolution, particle swarm optimization and artificial bee colony algorithms.